Section 2.

1
Linear Programming
A function subject to a system of constraints to be optimized (maximized or minimized)
is called an objective function.
A system of equalities or inequalities to which an objective function is subject to are
called constraints.
An objective function subject to a system of constraints is called a linear programming
problem.

Consider the following figure which is associated with a system of linear inequalities:
y

S
x

The set S is called a feasible set. Each point in S is a candidate for the solution of the
problem and is called a feasible solution.
The point(s) in S that optimizes (maximizes or minimizes) the objective function is called
the optimal solution.

Theorem 1 (in book) Linear Programming

If a linear programming problem has a solution, then it must occur at a vertex, or corner
point of the feasible set S associated with the problem. Furthermore, if the objective
function P is optimized at two adjacent vertices of S, then it is optimized at every point
on the line segment joining these vertices, in which case there are infinitely many
solutions to the problem.

The Method of Corners

1. Graph the feasible set (graph the system of constraints).
2. Find the coordinates of all corner points (vertices) of the feasible set.

Section 2.1 Linear Programming

3. Evaluate the objective function at each corner points.

4. Find the vertex that renders the objective function a maximum (minimum).

That is : If there is only one such vertex, then this vertex constitutes a unique solution to the
problem. If the objective function is maximized (minimized) at two adjacent corner points of
S, there are infinitely many optimal solutions given by the points on the line segment
determined by these two vertices.

Example 1: Maximize C = 2x + 2y
Subject to

Section 2.1 Linear Programming

x+3y < 15
4x + y 16
x0
y0

Example 2: RECALL THE FOLLOWING PROBLEM FROM 2.2: A patient in a

hospital is required to have at least 84 units of drug D 1 and at least 120 units of drug
D 2 each day (assume that an overdosage of either drug is harmless). Two substances, M
and N, contain each of these drugs; however, in addition, both contain an undesirable
drug D 3 . Each gram of substance M contains 10 units of drug D 1 , 8 units of drug D 2
and 3 units of drug D 3 . Each gram of substance N contains 2 units of drug D 1 , 4 units of
drug D 2 and 1 unit of drug D 3 . How many grams of substances M and N should be
mixed to meet the minimum daily requirements and at the same time minimize the intake
of drug D 3 ?
x = number of grams of substance M
y = number of grams of substance N
The linear programming problem is:
Minimize D3 = 3 x + y
s.t.
10 x + 2 y 84
8 x + 4 y 120
x>0
y>0
Solve the problem by giving the optimal solution. Interpret your result.

Section 2.1 Linear Programming

Example 3: RECALL THE FOLLOWING PROBLEM FROM 2.2: The officers of a

high school senior class are planning to rent buses and vans for a class trip. Each bus can
transport 40 students, requires 3 chaperones, and costs $1,200 to rent. Each van can
transport 8 students, requires 1 chaperone, and cost $100 to rent. The officers must plan
to accommodate at least 400 students. Since only 36 parents have volunteered to serve as
chaperones, the officers must plan to use at most 36 chaperones. How many vehicles of
each type should the officers rent in order to minimize the transportation costs? What are
the minimal transportation costs?
x = number of buses to be rented
y = number of vans to be rented
The linear programming problem is:
Minimize C = 1200x + 100y
s.t.
40x + 8y > 400
3x + y < 36
x, y > 0
U

Solve the problem by giving the optimal solution. Interpret your result.

Section 2.1 Linear Programming

Section 2.2
Linear Programming
A function subject to a system of constraints to be optimized (maximized or minimized)
is called an objective function.
A system of equalities or inequalities to which an objective function is subject to are
called constraints.
An objective function subject to a system of constraints is called a linear programming
problem.

Example 1: The Soundex Company produces two models of clock radios. Each model A
requires 15 min of work on assembly line I and 10 min of work on assembly line II. Each
model B requires 10 min of work on assembly line I and 12 min of work on assembly line
II. At most, 23 hr of assembly time on line I and 22 hr of assembly time on line II are
available per Soundexs work day. It is anticipated that Soundex will realize a profit of
$12 on each model A and $10 on each model B. How many clock radios of each model
should be produced per day in order to maximize Soundexs profit?
a. Define your variables.

b. Construct and fill-in the following table.

A

MAX
HR

ASMBLY LINE I

ASMBLY LINE II
PROFIT
c. State the Linear Programming Problem. Do not solve. (Well do this in the next
section.)

Section 2.2 Linear Programming

Example 2: A patient in a hospital is required to have at least 84 units of drug D 1 and at

least 120 units of drug D 2 each day (assume that an overdosage of either drug is
harmless). Two substances, M and N, contain each of these drugs; however, in addition,
both contain an undesirable drug D 3 . Each gram of substance M contains 10 units of
drug D 1 , 8 units of drug D 2 and 3 units of drug D 3 . Each gram of substance N contains
2 units of drug D 1 , 4 units of drug D 2 and 1 unit of drug D 3 . How many grams of
substances M and N should be mixed to meet the minimum daily requirements and at the
same time minimize the intake of drug D 3 ?
a. Define your variables.

b. Construct and fill-in the following table.

M

MIN
REQ

D1

D2
D3
c. State the Linear Programming Problem. Do not solve. (Well do this in the next
section.)

Section 2.2 Linear Programming

Example 3: The officers of a high school senior class are planning to rent buses and vans
for a class trip. Each bus can transport 40 students, requires 3 chaperones, and costs
$1,200 to rent. Each van can transport 8 students, requires 1 chaperone, and cost $100 to
rent. The officers must plan to accommodate at least 400 students. Since only 36 parents
have volunteered to serve as chaperones, the officers must plan to use at most 36
chaperones. How many vehicles of each type should the officers rent in order to
minimize the transportation costs? What are the minimal transportation costs?
a. Define your variables.

b. Construct and fill-in a table.

c. State the Linear Programming Problem. Do not solve. (Well do this in the next
section.)

Section 2.2 Linear Programming