Linear programming finds the best value (maximum or minimum) of a linear objective under linear constraints. In high school, we solve two-variable problems graphically.

Core idea

Optimize an objective like \[ P=ax+by \] subject to inequalities such as \(x+y\le 12\), \(x\ge0\), \(y\ge0\).

Modeling from context

Typical setup:

  1. Define variables (\(x,y\)).
  2. Write constraints from limits/resources.
  3. Write objective function (profit, cost, time, etc.).
  4. Graph constraints and find feasible region.

Graphing constraints

For each inequality:

Include non-negativity constraints \(x\ge0,y\ge0\) unless problem states otherwise.

Feasible region

The feasible region is where all constraints hold at once. In school-level cases, it is usually a polygon (possibly unbounded).

Corner-point principle

If an optimum exists for a bounded feasible region, it occurs at a vertex (corner point).

So compute all feasible vertices, then evaluate objective at each.

Worked example

Maximize \(P=3x+2y\) subject to:

\[ x+y\le 8,\quad x+3y\le 12,\quad x\ge0,\ y\ge0. \]

Vertices are \((0,0)\), \((8,0)\), \((0,4)\), and intersection of \(x+y=8\) with \(x+3y=12\), which is \((6,2)\).

Evaluate:

Maximum is \(24\) at \((8,0)\).

Special cases

Exam strategy