+++ 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.

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

History

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.

Derivation and reasoning

Why corner points matter

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).

Checkpoints

Plot \(x+y\le6,\ x\ge0,\ y\ge0\). List feasible vertices.

Answer: Vertices: \((0,0)\), \((6,0)\), \((0,6)\).

Maximize \(P=2x+y\) on vertices \((0,0)\), \((4,0)\), \((1,3)\), \((0,3)\).

Answer: Values \(0,8,5,3\). Maximum \(8\) at \((4,0)\).

Minimize \(C=5x+3y\) with feasible vertices \((0,2)\), \((2,1)\), \((3,4)\).

Answer: \(C=6,13,27\). Minimum \(6\) at \((0,2)\).

In a model, why are \(x\ge0,\ y\ge0\) often included?

Answer: Quantities like items, time, or material cannot be negative.

How can you detect possible multiple optimal solutions graphically?

Answer: Objective line is parallel to a boundary edge where both edge endpoints give the same optimum value.

Applications

References