+++ title = "Linear programming" description = "Graph linear inequalities, identify feasible regions, and optimise objective functions in two variables." template = "chapter.html" weight = 19 [extra] subject = "math" chapter_id = "linear-programming" strand = "Number & Algebra" +++
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.
Optimize an objective like \[ P=ax+by \] subject to inequalities such as \(x+y\le 12\), \(x\ge0\), \(y\ge0\).
Typical setup:
For each inequality:
Include non-negativity constraints \(x\ge0,y\ge0\) unless problem states otherwise.
The feasible region is where all constraints hold at once. In school-level cases, it is usually a polygon (possibly unbounded).
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.
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 \((8,0)\).
Linear programming developed in the 20th century for resource allocation and planning. George Dantzig's simplex method made large optimization problems practical in economics and operations research.
Objective lines \(ax+by=c\) are parallel for different \(c\). Sliding this line across a polygonal feasible region reaches the last contact at a vertex (or an entire edge in tie cases).
Answer: Vertices: \((0,0)\), \((6,0)\), \((0,6)\).
Answer: Values \(0,8,5,3\). Maximum \(8\) at \((4,0)\).
Answer: \(C=6,13,27\). Minimum \(6\) at \((0,2)\).
Answer: Quantities like items, time, or material cannot be negative.
Answer: Objective line is parallel to a boundary edge where both edge endpoints give the same optimum value.