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Managerial Mathematics
Chapter 3
Linear Programming
Linear Programming
Graphical Solution
y 2x 1
Ex 1c. Graph 3x 2 y 6
Dashed since <
Ex 1d. Graph x 2
Ex 1e. Graph y 3
Bounded
Region
Unbounded
Region
Exercise 1
Find the graphical solution for each inequality.
a)
b)
3x 4 y 2
3 x 5 y 11
c)
2x y 6
10
11
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Table B
Time
Carpentry
16 hours
Finishing
8 hours
Profit/table
$50
$54
Finishing
x y 8
x 0, y 0
So we have:
Maximize P 50 x 54 y
Subject to: 3x 2 y 16
x y 8
x 0, y 0
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Exercise 2
ABC mining company operates two mines for the
purpose of extracting gold and silver. The Saddle mine
costs $14,000/day to operate, and it yields 50 oz of gold
and 3000 oz of silver each day. The Horseshoe mine
costs $16,000/day to operate, and it yields 75 oz of gold
and 1000 oz of silver per day. Company management
set a target of at least 650 oz of gold and 18000 oz of
silver. If the company wants to minimize cost, formula
an LP model for this problem. Do not solve the LP
problem.
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Graphical solution of LP
If a linear programming problem has a
solution, then it must occur at a vertex, or
corner point, of the feasible set associated with
the problem.
If the objective function is optimized at two
adjacent vertices of the feasible set, then it is
optimized at every point on the line segment
joining these vertices (hence infinitely many
solutions).
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Existence of a Solution
Suppose we are given a linear programming problem
with a feasible set S and an objective function
P = ax + by.
a. If S is bounded, then P has both a maximum and minimum
value on S.
b. If S is unbounded and both a and b are nonnegative, then P
has a minimum value on S provided that the constraints
defining S include inequalities x 0 and y 0.
c. If S is the empty set, then there is no solution.
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Example 4
Maximize P = 4x + 5y
Subject to 3 x 5 y 20
x y 6
x 0, y 0
Feasible set
candidates for
a solution
Check Vertices:
(0, 0) : P 4(0) 5(0) 0
(0, 4) : P 4(0) 5(4) 20
(5,1) : P 4(5) 5(1) 25
(6, 0) : P 4(6) 5(0) 24
The maximum is 25 at
(5, 1)
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15 x 15 y 300
10 x 20 y 250
x 0, y 0
Check Vertices:
(0,30) : C 330
Feasible set
(10,10) : C 210
(15,5) : C 205
(25, 0) : C 250
Ex 6. Unbounded No Solution
Maximize P 3 x 5 y
Subject to 3 x y 1
x 2y 2
x 0, y 0
Unbounded
Feasible set
No Maximum
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Ex 7. Unfeasible Problem
Maximize P = 10x + 11y
Subject to 3 x 4 y 1
2x y 4
x 0, y 0
No Feasible set No
overlap
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Exercise 2a:
Solve the LP problem:
M aximize P 12 x 10 y
Subject to 20 x 15 y 6000
10 x 15 y 4800
4x 6 y 0
x 0, y 0
Exercise 2b:
Refer to the LP problem in example 3. How many tables of
each type should be made each day to maximize profit?
Use graphical method to solve the LP problem.
Maximize P 50 x 54 y
Subject to 3 x 2 y 16
x y 8
x 0, y 0
Ans: To maximize profit, the company should produce 8
units of type B tables only.
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Exercise 2c:
Refer to the LP problem in Exercise 2. How many days
should each mine be operated so that the cost can be
minimized? Use graphical method to solve the LP problem.
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