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Linear Programming - Constraints, Objective Function, Optimization

Grade 12ICSE

Review the key concepts, formulae, and examples before starting your quiz.

🔑Concepts

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The objective function Z=ax+byZ = ax + by represents the quantity to be maximized or minimized. In a graphical representation, the iso-profit or iso-cost lines move parallel to each other as the value of ZZ changes.

Graph showing parallel objective function lines for different values of Z.
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Constraints are linear inequalities that define the feasible region. Non-negativity constraints x≥0,y≥0x \geq 0, y \geq 0 restrict the solution to the first quadrant.

A shaded feasible region bounded by the axes and a linear constraint.
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The Corner Point Theorem states that the optimal (maximum or minimum) value of the objective function occurs at one of the vertices (corner points) of the feasible region.

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A bounded feasible region is a closed polygon, ensuring both a maximum and a minimum exist. An unbounded feasible region may not have a maximum value if the region extends infinitely in the direction of increasing ZZ.

📐Formulae

General Objective Function: Z=ax+byZ = ax + by

Linear Inequality Constraint: aix+biy≤cia_i x + b_i y \leq c_i or aix+biy≥cia_i x + b_i y \geq c_i

Non-negativity Conditions: x≥0,y≥0x \geq 0, y \geq 0

Slope of the Objective Function Line: m=−abm = -\frac{a}{b}

Intersection Point of two lines a1x+b1y=c1a_1x + b_1y = c_1 and a2x+b2y=c2a_2x + b_2y = c_2 found using simultaneous equations.

💡Examples

Problem 1:

Maximize Z=5x+3yZ = 5x + 3y subject to the constraints: x+y≤6x + y \leq 6, 2x+y≤82x + y \leq 8, x≥0,y≥0x \geq 0, y \geq 0.

Solution:

  1. Identify the Boundary Lines:
  • L1:x+y=6L_1: x + y = 6 (passes through (0,6)(0,6) and (6,0)(6,0))
  • L2:2x+y=8L_2: 2x + y = 8 (passes through (0,8)(0,8) and (4,0)(4,0))
  1. Find the Intersection Point of L1L_1 and L2L_2: \nSubtract x+y=6x + y = 6 from 2x+y=82x + y = 8: (2x−x)+(y−y)=8−6  ⟹  x=2(2x - x) + (y - y) = 8 - 6 \implies x = 2. \nSubstitute x=2x = 2 into x+y=6  ⟹  2+y=6  ⟹  y=4x + y = 6 \implies 2 + y = 6 \implies y = 4. \nIntersection Point: (2,4)(2, 4).

  2. Determine the Feasible Region: \nSince both constraints are ≤\leq, the region is toward the origin. The vertices of the bounded feasible region are:

  • O(0,0)O(0, 0)
  • A(4,0)A(4, 0) (from L2L_2)
  • B(2,4)B(2, 4) (Intersection)
  • C(0,6)C(0, 6) (from L1L_1)
  1. Evaluate the Objective Function Z=5x+3yZ = 5x + 3y at each vertex:
  • At O(0,0):Z=5(0)+3(0)=0O(0, 0): Z = 5(0) + 3(0) = 0
  • At A(4,0):Z=5(4)+3(0)=20A(4, 0): Z = 5(4) + 3(0) = 20
  • At B(2,4):Z=5(2)+3(4)=10+12=22B(2, 4): Z = 5(2) + 3(4) = 10 + 12 = 22
  • At C(0,6):Z=5(0)+3(6)=18C(0, 6): Z = 5(0) + 3(6) = 18
  1. Conclusion: \nThe maximum value of ZZ is 2222, which occurs at the point (2,4)(2, 4).

Explanation:

We use the Corner Point Method by first sketching the linear equations on a graph to find the feasible region in the first quadrant. By calculating ZZ at every vertex of this region, we identify the highest value as the optimal solution.

Problem 2:

Minimize Z=200x+500yZ = 200x + 500y subject to: x+2y≥10x + 2y \geq 10, 3x+4y≥243x + 4y \geq 24, x≥0,y≥0x \geq 0, y \geq 0.

Solution:

  1. Identify the Boundary Lines:
  • L1:x+2y=10L_1: x + 2y = 10 (Intersects axes at (10,0)(10,0) and (0,5)(0,5))
  • L2:3x+4y=24L_2: 3x + 4y = 24 (Intersects axes at (8,0)(8,0) and (0,6)(0,6))
  1. Find the Intersection Point: \nMultiply L1L_1 by 22: 2x+4y=202x + 4y = 20. \nSubtract this from L2L_2: (3x−2x)+(4y−4y)=24−20  ⟹  x=4(3x - 2x) + (4y - 4y) = 24 - 20 \implies x = 4. \nSubstitute x=4x = 4 into L1L_1: 4+2y=10  ⟹  2y=6  ⟹  y=34 + 2y = 10 \implies 2y = 6 \implies y = 3. \nIntersection Point: (4,3)(4, 3).

  2. Determine the Feasible Region: \nSince both constraints are ≥\geq, the region is 'Unbounded' and away from the origin. Vertices are:

  • A(10,0)A(10, 0)
  • B(4,3)B(4, 3)
  • C(0,6)C(0, 6)
  1. Evaluate Z=200x+500yZ = 200x + 500y:
  • At A(10,0):Z=200(10)+0=2000A(10, 0): Z = 200(10) + 0 = 2000
  • At B(4,3):Z=200(4)+500(3)=800+1500=2300B(4, 3): Z = 200(4) + 500(3) = 800 + 1500 = 2300
  • At C(0,6):Z=0+500(6)=3000C(0, 6): Z = 0 + 500(6) = 3000
  1. Conclusion: \nThe minimum value of ZZ is 20002000 at the point (10,0)(10, 0).

Explanation:

For minimization with ≥\geq constraints, the feasible region is typically unbounded away from the origin. We identify the 'outer' corner points and evaluate the cost function to find the minimum value.

Problem 3:

Maximize Z=4x+yZ = 4x + y subject to the constraints: x+y≤50x + y \leq 50, 3x+y≤903x + y \leq 90, x≥0,y≥0x \geq 0, y \geq 0.

Feasible region with vertices at (0,0), (30,0), (20,30), and (0,50).

Solution:

  1. Plot the lines x+y=50x + y = 50 and 3x+y=903x + y = 90.
  2. Identify the feasible region bounded by the axes and these lines.
  3. Find corner points: O(0,0)O(0, 0), A(30,0)A(30, 0), B(20,30)B(20, 30) (intersection of both lines), and C(0,50)C(0, 50).
  4. Evaluate ZZ at each point:
  • At O(0,0):Z=4(0)+0=0O(0, 0): Z = 4(0) + 0 = 0
  • At A(30,0):Z=4(30)+0=120A(30, 0): Z = 4(30) + 0 = 120
  • At B(20,30):Z=4(20)+30=110B(20, 30): Z = 4(20) + 30 = 110
  • At C(0,50):Z=4(0)+50=50C(0, 50): Z = 4(0) + 50 = 50

Max value is 120 at (30,0)(30, 0).

Explanation:

The maximum value is found by testing all vertices of the convex polygon formed by the constraints. The point (30,0)(30, 0) yields the highest ZZ.

Problem 4:

Minimize Z=3x+5yZ = 3x + 5y subject to: x+3y≥3x + 3y \geq 3, x+y≥2x + y \geq 2, x≥0,y≥0x \geq 0, y \geq 0.

Unbounded feasible region showing boundary corner points.

Solution:

  1. Plot x+3y=3x + 3y = 3 and x+y=2x + y = 2.
  2. The feasible region is unbounded and lies above/right of the lines.
  3. Corner points: A(3,0)A(3, 0), B(1.5,0.5)B(1.5, 0.5), and C(0,2)C(0, 2).
  4. Evaluate ZZ:
  • At A(3,0):Z=3(3)+5(0)=9A(3, 0): Z = 3(3) + 5(0) = 9
  • At B(1.5,0.5):Z=3(1.5)+5(0.5)=4.5+2.5=7B(1.5, 0.5): Z = 3(1.5) + 5(0.5) = 4.5 + 2.5 = 7
  • At C(0,2):Z=3(0)+5(2)=10C(0, 2): Z = 3(0) + 5(2) = 10

Minimum value is 7 at (1.5,0.5)(1.5, 0.5).

Explanation:

For an unbounded region, we find the minimum at the corner points. Since the coefficients of ZZ are positive and the region is restricted to the first quadrant, a minimum exists.