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Lesson Notes Decision 1 Lesson 7 Linear Programming

Look at the following problem:
Maximise Subject to P = 2x + 3y x + y 16 2 x + 5 y 56 3 x + y 36 What does this mean? You have to find the largest value you can make P = 2 x + 3 y using only values of x and y which satisfy the three inequalities.
For example if x = 1 and y = 1

Then and

x + y = 2 16 2 x + 5 y = 7 56 3 x + y = 4 36

So these values satisfy the three inequalities and then P = 2 + 3 = 5. However this is not the largest value that P can be because if x = 2, y = 3 then the three inequalities are satisfied and P = ( 2 2 ) + ( 3 3) = 13 which is bigger than P = 5. Obviously just trying values of x and y is not a very efficient way to solve this problem! There is a much better approach. Consider the constraint x + y 16
y

20

1. This line is x + y= 16

3. We shade this side of the line to indicate that this area we dont want
5

(6,3)
2 20 x

2. Points on this side of the line satisfy x + y 16 . e.g. 6 + 3 = 9 16

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The constraint 2 x + 5 y 56
y

12

1. This line is 2x + 5y= 56. 1 If x = 0, y = 11 5 If y = 0, x = 28

2 5 25 x

2. Shade the side of the line you dont want

Complete a diagram with all three constraints illustrated.

y

20

The points satisfying all the constraints make up the FEASIBLE REGION
5

FEASIBLE REGION
2 20 x

So these are the points we can choose from. Which point maximises P?

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P = 2x + 3 y
y

12 E

The lines of constant profit are a family of parallel lines. The question is, which is the highest line of constant profit which meets the feasible region
A

(0, 4), (6, 0), (3, 2) all give P = 12

D
2

C
12 x

P = 12

P = 18

P = 24

Hopefully it is clear from the above diagram that the highest value of P will be given at a vertex (corner) of the feasible region. The corners are: A where x + y = 16 meets 2x + 3y = 56 is (8, 8). This gives P = ( 2 8) + ( 3 8 ) = 40 B where x + y = 16 meets 3x + y = 36 is (10, 6). This gives P = ( 2 10 ) + ( 3 6 ) = 38

C is (12, 0). This gives P = ( 2 12 ) + ( 3 0 ) = 36 D is (0, 0). This gives P = 0

3 5 So the maximum value of P is 40, when x = 8 and y = 8.

E is (0, 11.5). This gives P = ( 2 0 ) + ( 3 11.5 ) = 33

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Questions 1. Maximise Subject to

P = 2x + y x + 3 y 20 x + y 10 2 x + 3 y 24

2. Maximise Subject to

P = 5x + 6 y x + 2y 8 x+ y7 y2

3. Maximise Subject to

P = 100 x + y x + y 20 4 x + 3 y 70 y 1