Linear Programming
"Linear Programming is the mathematics of doing the best you can with what you have."
1. Chapter Overview
LINEAR PROGRAMMING (LP) is a method to find the OPTIMAL (maximum or minimum) value of a linear OBJECTIVE FUNCTION, subject to a set of linear INEQUALITIES (constraints). This chapter covers: formulating an LP problem, the GRAPHICAL METHOD of solution (feasible region, corner points), and different types of solutions (unique optimal, multiple optimal, unbounded, infeasible).
2. Key Concepts
- Objective Function (Z): The linear function to be maximised or minimised. Example: Z = 3x + 4y (profit). Z = 5x + 2y (cost).
- Constraints: Linear inequalities that RESTRICT the values of the decision variables. Example: x ≥ 0, y ≥ 0, 2x + y ≤ 100, x + 3y ≤ 150.
- Decision Variables (x, y): The variables we CONTROL.
3. Graphical Method — Step by Step
- Graph the constraints as EQUALITIES (straight lines). Shade the FEASIBLE REGION (the region satisfying ALL inequalities). Always: x ≥ 0, y ≥ 0 (first quadrant).
- The feasible region is a CONVEX POLYGON.
- Find the corner points (vertices) of the feasible region.
- Evaluate Z at each corner point.
- The point giving the MAXIMUM (or minimum) Z is the OPTIMAL SOLUTION.
Theorem
'If the feasible region is BOUNDED, the optimum occurs at a CORNER POINT.'
4. Types of Solutions
| Type | What Happens |
|---|---|
| Unique optimal | Z maximised at ONE corner point |
| Multiple optimal | Z maximised at TWO adjacent corners (entire edge segment is optimal) |
| Unbounded | Feasible region is NOT bounded. Z can increase indefinitely (no finite maximum). OR Z has a minimum but no maximum. |
| Infeasible | No point satisfies ALL constraints. Feasible region is EMPTY. |
5. Exam Focus
- Formulating LP — identify objective function and constraints from a word problem.
- Graphical method — plot constraints, shade feasible region, find corner points.
- Evaluate Z at corners. Identify optimal solution.
- Bounded vs. unbounded feasible regions.
6. Conclusion
Linear Programming is OPTIMISATION 101:
- SET UP: What are you maximising? What constraints limit you?
- GRAPH: The feasible region is where ALL constraints are satisfied. 'It's a polygon — the intersection of half-planes.'
- SOLVE: Check the corners. 'The best answer is ALWAYS at a corner.'
'In the real world, resources are finite and objectives compete. Linear programming is how we make the best possible choice.'
