5.

6 - Linear Programming
In business, it is often desirable to find the production levels that will produce
the maximum profit or the minimum cost. The production process can often be
described with a set of linear inequalities called constraints. The profit or cost
function to be maximized or minimized is called the objective function. The
process of finding the optimal levels with the system of linear inequalities is
called linear programming (as opposed to non-linear programming).

Definitions
Objective Function
The linear function (equal sign) representing cost, profit, or some other
quantity to be maximized of minimized subject to the constraints.
Constraints
A system of linear inequalities.
Problem Constraints
The linear inequalities that are derived from the application. For
example, there may be only 40 hours a machine can be used in a week,
so the total time it is used would have to be <= 40. The problem
constraints are usually stated in the story problem.
Non-Negativity Constraints
The linear inequalities x>=0 and y>=0. These are included because x
and y are usually the number of items produced and you cannot
produce a negative number of items, the smallest number of items you
could produce is zero. These are not (usually) stated, they are implied.
Feasible Region
The solution to the system of linear inequalities. That is, the set of all
points that satisfy all the constraints. Only points in the feasible region
can be used.
Corner Point
A vertex of the feasible region. Not every intersection of lines is a corner
point. The corner points only occur at a vertex of the feasible region. If
there is going to be an optimal solution to a linear programming
problem, it will occur at one or more corner points, or on a line segment
between two corner points.
Bounded Region
A feasible region that can be enclosed in a circle. A bounded region will
have both a maximum and minimum values.

Unbounded Region
A feasible region that can not be enclosed in a circle.

Fundamental Theorem of Linear Programming

Recall that almost every area of mathematics has its fundamental theorem.
Here are some of the fundamental theorems or principles that occur in your
text.
Fundamental Theorem of Arithmetic (pg 8)
Every integer greater than one is either prime or can be expressed as
an unique product of prime numbers.
Fundamental Theorem of Algebra (pg 264)
Every polynomial in one variable of degree n > 0 has at least one real or
complex zero.
Fundamental Counting Principle (pg 543)
If there are m ways to do one thing, and n ways to do another, then
there are m*n ways of doing both.
Fundamental Theorem of Linear Programming
If there is a solution to a linear programming problem, then it will occur
at a corner point, or on a line segment between two corner points.
The Fundamental Theorem of Linear Programming is a great help. Instead of
testing all of the infinite number of points in the feasible region, you only have
to test the corner points. Whichever corner point yields the largest value for
the objective function is the maximum and whichever corner point yields the
smallest value for the objective function is the minimum.

Solving a Linear Programming Problem

If the problem is not a story problem, skip to step 3.
1. Define the variables. Usually, a good choice for the definition is the
quantity they asked you to find in the problem.
2. Write the problem by defining the objective function and the system of
linear inequalities. Don't forget about the non-negativity constraints
where necessary.

3. Sketch the system of linear inequalities to obtain the feasible region.

4. Identify each corner point of the feasible region. You can find the corner
points by forming a 2x2 system of linear equations from the two lines
that intersect at that point and solving that system.
5. Evaluate the objective function at each corner point.
6. Choose the point yielding the largest value or smallest value depending
on whether the problem is a maximization or minimization problem.
Be careful how you give the answer. The answer should give not only the
maximum or minimum value (the value of the objective function), but it should
also give the location where that extremum occurs. Example: The maximum
value is 9 when x=2 and y=3. If it is a story problem, then give the answer in
terms of the original definitions of x and y.

Geometric Approach
If the slope of the objective function is negative and you take a line with that
slope passing through the origin and move it to the right through the feasible
region, the last corner point hit by that moving line will be the maximum value.
In the example shown, the last line with slope m=-4/3 that touches the feasible
region touches at the corner point (6,3).
Since z=4(6)+3(3)=24+9=33, the maximum value is 33 when x=6 and y=3.
Algebraic Approach

Now, to verify the solution non-geometrically. Since we know the optimal

solution has to occur at one or more corner points, we make a table listing all
the corner points and evaluate the objective function at those points.
Corner Point
A
B
C
D
E

x
0
0
4
6
5

y
0
4
5
3
0

z = 4x + 3y
0
12
31
33
20

As you can see, the corner point with the maximum value is at (6,3).
We can also determine the minimum value from that table. A suitable answer,
assuming the problem had asked for both the maximum and minimum is ...
The minimum value is 0 when x=0 and y=0.
The maximum value is 33 when x=6 and y=3.
Differentiating Explicit and Implicit Functions

An explicit function is one which is given in terms of

the independent variable.
Take the following function,
y = x2 + 3x - 8
y is the dependent variable and is given in terms of the

independent

variable

x.

Note that y is the subject of the formula.

Implicit functions, on the other hand, are usually given

in terms
of both dependent and independent variables.
eg:-

y + x2 - 3x + 8 = 0

Sometimes, it is not convenient to express a function

explicitly.
For example, the circle x2 + y2 = 16 could be written as
or
Which version should be taken if the function is to be
differentiated ?

It is often easier to differentiate an implicit function

without
having to rearrange it, by differentiating each term in
turn.
Since y is a function of x, the chain, product
and quotient rules apply !

Example
Differentiate x2 + y2 = 16 with respect to x.

Compared to

Example
Differentiate 2x2 + 2xy + 2y2 = 16 with respect to x.

Example
Find the gradient of the tangent at the point R(1,2)
on the graph of the curve defined by x3+ y2= 5, and
determine
whether the curve is concave up or concave down at
this point.

Divide through by y

Now substitute to find the particular solution