Chapter 3

Linear Programming, A Geometric Approach

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Outline
3.1 A Linear Programming Problem 3.2 Fundamental Theorem of Linear Programming 3.3 Linear Programming

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Section 3.2

Fundamental Theorem of Linear Programming

Copyright 2014, 2010, 2007 Pearson Education, Inc.

Outline
1. 2. 3. Vertex Fundamental Theorem of Linear Programming Linear Programming Steps

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Vertex
The boundary of the feasible set is composed of line segments. The line segments intersect in points, each of which is a corner of the feasible set. Such a corner is called a vertex.

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Example Vertex
Find the vertices of
y < -2x + 32 y < -x + 18 y < -x/3 + 12 x > 0, y > 0.

(0,12)

(9,9)

(14,4) (16,0)

(0,0)

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Fundamental Theorem of Linear Programming

Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function in a linear programming problem is achieved at one of the vertices of the feasible set.

The point that yields the maximum (or minimum) value of the objective function is called an optimal point.
Copyright 2014, 2010, 2007 Pearson Education, Inc.

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Example Optimal Point

Find the point which maximizes Profit = 80x + 70y for the feasible set with vertices (0,0), (0,12), (9,9), (14,4) and (16,0). Vertex Profit = 80x + 70y
(0,0) (0,12) (9,9) (14,4) (16,0) 80(0) + 70(0) = 0 80(0) + 70(12) = 840 80(9) + 70(9) = 1350 80(14) + 70(4) = 1400 80(16) + 70(0) = 1280
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Linear Programming Steps - Step 1

Step 1 Translate the problem into mathematical language. A. Organize the data. B. Identify the unknown quantities and define corresponding variables. C. Translate the restrictions into linear inequalities. D. Form the objective function.
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Linear Programming Steps - Step 2

Step 2 Graph the feasible set. A. Put the inequalities in standard form. B. Graph the straight line corresponding to each inequality. C. Determine the side of the line belonging to the graph of each inequality. Cross out the other side. The remaining region is the feasible set.
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Linear Programming Steps - Steps 3 & 4

Step 3 Determine the vertices of the feasible set.
Step 4 Evaluate the objective function at each vertex. Determine the optimal point.

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Example Linear Programming Steps

Nutrition - People
Rice and soybeans are to be part of a staple diet. One cup of uncooked rice costs 21 cents and contains 15 g of protein, 810 calories, and 1/9 mg of B2 (riboflavin). One cup of uncooked soybeans costs 14 cents and contains 22.5 g of protein, 270 calories, and 1/3 mg of B2. The minimum daily requirements are 90 g of protein, 1620 calories and 1 mg of B2. Design the lowest-cost diet meeting these specifications, (Find the optimal point that will minimize cost).
Copyright 2014, 2010, 2007 Pearson Education, Inc.

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Example Step 1A
Organize the data.
Rice Protein (g/cup) 15 Soybeans 22.5

Required level per day

90

Calories (per cup)

B2 (mg/cup) Cost (cents/cup)

810
1/9 21

270
1/3 14

1620
1

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Example Step 1B
Identify the unknown quantities and define corresponding variables. x = number of cups of rice per day y = number of cups of soybeans per day

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Example Step 1C
Translate the restrictions into linear inequalities. Protein: Calories: B2: Nonnegative: 15x + 22.5y > 90 810x + 270y > 1620 (1/9)x + (1/3)y > 1 x > 0, y > 0

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Example Step 1D
Form the objective function. Minimize the cost in cents: [Cost] = 21x + 14y

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Example Step 2A
Put the inequalities in standard form. Protein: Calories: B2: Nonnegative: y > (-2/3)x + 4 y > -3x + 6 y > (-1/3)x + 3 x>0 y>0

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Example Step 2B
4

Graph the straight line 2 corresponding to each inequality. 1. y = (-2/3)x + 4 1 2. y = -3x + 6 3 3. y = (-1/3)x + 3 4. x = 0 5 5. y = 0
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Example Step 2C
Determine the side of the line. y > (-2/3)x + 4 y > -3x + 6 y > (-1/3)x + 3 x>0 y>0

feasible set

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Example Step 3
Determine the vertices of the feasible set. x = 0 & y = -3x + 6: (0,6) y = -3x + 6 & y = (-2/3)x + 4: (6/7,24/7) (0,6) y = (-2/3)x + 4 & y = (-1/3)x + 3: (6/7,24/7) (3,2) (3,2) (9,0) y = (-1/3)x + 3 & y = 0: (9,0)

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Example Step 4
Determine the objective function at each vertex. Determine the optimal point.
Vertex (0,6) (6/7,24/7) (3,2) (9,0) Cost = 21x + 14y 21(0) + 14(6) = 84 21(6/7) + 14(24/7) = 66 21(3) + 14(2) = 91 21(9) + 14(0) = 189

The minimum cost is 66 cents for 6/7 cups of rice and 24/7 cups of soybeans.
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Summary Section 3.2 - Part 1

The fundamental theorem of linear programming states that the optimal value of the objective function for a linear programming problem occurs at a vertex of the feasible set.

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Summary Section 3.2 - Part 2

To solve a linear programming word problem, assign variables to the unknown quantities, translate the restrictions into a system of linear inequalities involving no more than two variables, form a function for the quantity to be optimized, graph the feasible set, evaluate the objective function at each vertex, and identify the vertex that gives the optimal value.

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