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y
7
2x + 3y = 6 3
1
x
–5 –3 –1 1 3 5
–1
Examples
Determine the solution set for the inequality 2x + 3y 6.
Solution
Picking the origin as a test point, we find 2(0) + 3(0) 6,
or 0 6, which is false.
Thus, the solution set is:
y
7
5
2x + 3y 6
2x + 3y = 6 3
1
(0, 0)
x
–5 –3 –1 1 3 5
–1
Graphing Systems of Linear Inequalities
y
3
x – 3y = 0
x
–5 –3 1 3 5
–1
–3
Examples
Graph x – 3y > 0.
Solution
We use a dashed line to indicate the line itself will not be
part of the solution, since we are dealing with a strict
inequality >.
y
3
x – 3y = 0
x
–5 –3 1 3 5
–1
–3
Examples
Graph x – 3y > 0.
Solution
Since the origin lies on the line, we cannot use the origin
as a testing point:
y
3
x – 3y = 0
1
(0, 0)
x
–5 –3 1 3 5
–1
–3
Examples
Graph x – 3y > 0.
Solution
Picking instead (3, 0) as a test point, we find (3) – 2(0) > 0,
or 3 > 0, which is true.
Thus, the solution set is:
y
3
x – 3y = 0
1
(3, 0)
x
–5 –3 1 3 5
–1
x – 3y > 0
–3
Graphing Systems of Linear Inequalities
3 4x + 3y 12
x
–1 1 2 3
Example
Determine the solution set for the system
4 x 3 y 12
x y 0
Solution
The intersection of the solution regions of the two
inequalities represents the solution to the system:
y
4
x–y0 x–y=0
3
x
–1 1 2 3
Example
Determine the solution set for the system
4 x 3 y 12
x y 0
Solution
The intersection of the solution regions of the two
inequalities represents the solution to the system:
y
4x + 3y = 12
4 4 x 3 y 12
x y 0 x–y=0
3
2
P( 127 , 127 )
1
x
–1 1 2 3
Bounded and Unbounded Sets
4x + 3y = 12
4 4 x 3 y 12
x y 0
3
x–y=0
2
P( 127 , 127 )
1
x
–1 1 2 3
Example
Determine the solution set for the system
x y 6 0 2x y 8 0 x0 y0
Solution
The intersection of the solution regions of the four
inequalities represents the solution to the system:
7 2x y 8 0
5
P(2, 4)
3
x y6 0
1
x
–1 1 3 5 9
Example
Determine the solution set for the system
x y 6 0 2x y 8 0 x0 y0
Solution
Note that the solution to this problem is bounded, since it
can be enclosed by a circle:
7 2x y 8 0
5
P(2, 4)
3
x y6 0
1
x
–1 1 3 5 9
6.2
Linear Programming Problems
Maximize P x 1.2 y
Subject to 2 x y 180
x 3 y 300
x0
y0
Linear Programming Problem
x0
y0
Applied Example 1: A Production Problem
Solution
In short, we want to maximize the objective function
P x 1.2 y
subject to the system of inequalities
2 x y 180
x 3 y 300
x0
y0
C 6x 8 y
and is the objective function to be minimized.
Applied Example 2: A Nutrition Problem
Solution
Let’s first tabulate the given information:
40 x 10 y 2400
Applied Example 2: A Nutrition Problem
Solution
Let’s first tabulate the given information:
10 x 15 y 2100
Applied Example 2: A Nutrition Problem
Solution
Let’s first tabulate the given information:
5 x 15 y 1500
Applied Example 2: A Nutrition Problem
Solution
In short, we want to minimize the objective function
C 6x 8 y
subject to the system of inequalities
40 x 10 y 2400
10 x 15 y 2100
5 x 15 y 1500
x0
y0
We will discuss the solution to this problem in section 6.4.
6.3
Graphical Solutions
of Linear Programming Problems
Feasible Solution Set and Optimal Solution
Linear Programming
If a linear programming problem has a solution,
then it must occur at a vertex, or corner point, of
the feasible set S associated with the problem.
If the objective function P is optimized at two
adjacent vertices of S, then it is optimized at every
point on the line segment joining these vertices, in
which case there are infinitely many solutions to
the problem.
Theorem 2
Existence of a Solution
Suppose we are given a linear programming
problem with a feasible set S and an objective
function P = ax + by.
a. If S is bounded, then P has both a maximum and
a minimum value on S.
b. If S is unbounded and both a and b are
nonnegative, then P has a minimum value on S
provided that the constraints defining S include
the inequalities x 0 and y 0.
c. If S is the empty set, then the linear
programming problem has no solution: that is, P
has neither a maximum nor a minimum value.
The Method of Corners
y
200 (0, 180)
100 2 x y 180
(90, 0)
x
100 200 300
2 x y 180
Applied Example 1: A Production Problem
We first graph the feasible set S for the problem.
✦ Graph the solution for the inequality
x 3 y 300
considering only positive values for x and y:
y
200
(0, 100)
100 x 3 y 300
x 3 y 300
(300, 0)
x
100 200 300
Applied Example 1: A Production Problem
We first graph the feasible set S for the problem.
✦ Graph the intersection of the solutions to the inequalities,
yielding the feasible set S.
(Note that the feasible set S is bounded)
y
200
100
S x 3 y 300
x
100 200 300
2 x y 180
Applied Example 1: A Production Problem
Next, find the vertices of the feasible set S.
✦ The vertices are A(0, 0), B(90, 0), C(48, 84), and D(0, 100).
y
200
D(0, 100)
100 C(48, 84)
S x 3 y 300
A(0, 0) B(90, 0)
x
100 200 300
2 x y 180
Applied Example 1: A Production Problem
Now, find the values of P at the vertices and tabulate them:
Vertex P = x + 1.2 y
A(0, 0) 0
y
B(90, 0) 90
200
C(48, 84) 148.8
D(0, 100) D(0, 100) 120
100 C(48, 84)
S x 3 y 300
A(0, 0) B(90, 0)
x
100 200 300
2 x y 180
Applied Example 1: A Production Problem
Finally, identify the vertex with the highest value for P:
✦ We can see that P is maximized at the vertex C(48, 84)
and has a value of 148.8.
Vertex P = x + 1.2 y
A(0, 0) 0
y
B(90, 0) 90
200
C(48, 84) 148.8
D(0, 100) D(0, 100) 120
100 C(48, 84)
S x 3 y 300
A(0, 0) B(90, 0)
x
100 200 300
2 x y 180
Applied Example 1: A Production Problem
Finally, identify the vertex with the highest value for P:
✦ We can see that P is maximized at the vertex C(48, 84)
and has a value of 148.8.
✦ Recalling what the symbols x, y, and P represent, we
conclude that ACE Novelty would maximize its profit at
$148.80 by producing 48 type-A souvenirs and 84 type-B
souvenirs.
Applied Example 2: A Nutrition Problem
Recall Applied Example 2 from the last section (3.2), which
asked us to determine the optimal combination of pills to
be purchased in order to meet the minimum iron and
vitamin requirements at the lowest cost.
We restated the problem as a linear programming problem
in which we wanted to minimize the objective function
C 6x 8 y
subject to the system of inequalities
40 x 10 y 2400
10 x 15 y 2100
5 x 15 y 1500
x, y 0
We can now solve the problem graphically.
Applied Example 2: A Nutrition Problem
We first graph the feasible set S for the problem.
✦ Graph the solution for the inequality
40 x 10 y 2400
considering only positive values for x and y:
y
40 x 10 y 2400
(0, 240)
200
100
(60, 0)
x
100 200 300
Applied Example 2: A Nutrition Problem
We first graph the feasible set S for the problem.
✦ Graph the solution for the inequality
10 x 15 y 2100
considering only positive values for x and y:
200
10 x 15 y 2100
(0, 140)
100
(210, 0)
x
100 200 300
Applied Example 2: A Nutrition Problem
We first graph the feasible set S for the problem.
✦ Graph the solution for the inequality
5 x 15 y 1500
considering only positive values for x and y:
200
(300, 0)
x
100 200 300
Applied Example 2: A Nutrition Problem
We first graph the feasible set S for the problem.
✦ Graph the intersection of the solutions to the inequalities,
yielding the feasible set S.
(Note that the feasible set S is unbounded)
y
40 x 10 y 2400
200
10 x 15 y 2100
S
5 x 15 y 1500
100
x
100 200 300
Applied Example 2: A Nutrition Problem
Next, find the vertices of the feasible set S.
✦ The vertices are A(0, 240), B(30, 120), C(120, 60), and
D(300, 0).
y
40 x 10 y 2400
A(0, 240)
200
10 x 15 y 2100
S
B(30, 120)
5 x 15 y 1500
100
C(120, 60)
D(300, 0)
x
100 200 300
Applied Example 2: A Nutrition Problem
Now, find the values of C at the vertices and tabulate them:
Vertex C = 6x + 8y
A(0, 240) 1920
y B(30, 120) 1140
40 x 10 y 2400 C(120, 60) 1200
A(0, 240)
D(300, 0) 1800
200
10 x 15 y 2100
S
B(30, 120)
5 x 15 y 1500
100
C(120, 60)
D(300, 0)
x
100 200 300
Applied Example 2: A Nutrition Problem
Finally, identify the vertex with the lowest value for C:
✦ We can see that C is minimized at the vertex B(30, 120)
and has a value of 1140.
Vertex C = 6x + 8y
A(0, 240) 1920
y B(30, 120) 1140
40 x 10 y 2400 C(120, 60) 1200
A(0, 240)
D(300, 0) 1800
200
10 x 15 y 2100
S
B(30, 120)
5 x 15 y 1500
100
C(120, 60)
D(300, 0)
x
100 200 300
Applied Example 2: A Nutrition Problem
Finally, identify the vertex with the lowest value for C:
✦ We can see that C is minimized at the vertex B(30, 120)
and has a value of 1140.
✦ Recalling what the symbols x, y, and C represent, we
conclude that the individual should purchase 30 brand-A
pills and 120 brand-B pills at a minimum cost of $11.40.
6.4
The Simplex Method:
Standard Maximization Problems
x y u v P Constant
1 0 3/5 –1/5 0 48
0 1 –1/5 2/5 0 84
0 0 9/25 7/25 1 148 4/5
The Simplex Method
2x y u 180
x 3y v 300
6
x y P 0
5
Applied Example 1: A Production Problem
Solution
Placing the restated objective function below the system of
equations of the constraints we get
2x y u 180
x 3y v 300
6
x y P 0
5
Thus, the initial tableau associated with this system is
x y u v P Constant
2 1 1 0 0 180
1 3 0 1 0 300
–1 – 6/5 0 0 1 0
The Simplex Method
x y u v P Constant
2 1 1 0 0 180
1 3 0 1 0 300
–1 – 6/5 0 0 1 0
1
2 1 1 0 0 180
3 R2
1 3 0 1 0 300
–1 – 6/5 0 0 1 0
1
2 1 1 0 0 180
3 R2
1/3 1 0 1/3 0 100
–1 – 6/5 0 0 1 0
3
5/3 0 1 –1/3 0 80
5 R1
1/3 1 0 1/3 0 100
–3/5 0 0 2/5 1 120
3
1 0 3/5 –1/5 0 48
5 R1
1/3 1 0 1/3 0 100
–3/5 0 0 2/5 1 120
u v w x y P Constant
1 0 –3/20 3/100 –1/50 0 1/50
0 1 11/10 –1/50 2/25 0 13/25
0 0 450 30 120 1 1140
Minimize C 2 x 3 y
subject to 5 x 4 y 32
x 2 y 10
x, y 0
This problem involves the minimization of the objective
function and so is not a standard maximization problem.
Note, however, that all the other conditions for a standard
maximization hold true.
Example
We can use the simplex method to solve this problem by
converting the objective function from minimizing C to its
equivalent of maximizing P = – C.
Thus, the restated linear programming problem is
Maximize P 2x 3y
subject to 5 x 4 y 32
x 2 y 10
x, y 0
xMaximize
y uP 2vx 3 yP Constant
5 4 1 0 0 32
1 2 0 1 0 10
–2 –3 0 0 1 0
Example
Solution
x y u v P Constant
5 4 1 0 0 32
1 2 0 1 0 10
–2 –3 0 0 1 0
x y Constant
40 10 2400
10 15 2100
5 15 1500
6 8
Example
x y Constant
40 10 2400
10 15 2100
5 15 1500
6 8
u v w Constant
40 10 5 6
10 15 15 8
2400 2100 1500
Example
u v w Constant
40 10 5 6
10 15 15 8
2400 2100 1500
u, v , w 0
Theorem 1
u, v , w 0
Example
Solution
The dual problem associated with the given primal
problem is a standard maximization problem.
Thus, we can proceed with the simplex method.
First, we introduce to the system of equations the slack
variables x and y, and restate the inequalities as equations,
obtaining
40u 10v 5w x 6
10u 15v 15w y 8
2400u 2100v 1500w P0
Example
Solution
Next, we transcribe the coefficients of the system of
equations
40u 10v 5w x 6
10u 15v 15w y 8
2400u 2100v 1500w P0
into an initial simplex tableau:
u v w x y P Constant
40 10 5 1 0 0 6
10 15 15 0 1 0 8
–2400 –2100 –1500 0 0 1 0
Example
Solution
Continue with the simplex iterative method until a final
tableau is obtained with the solution for the problem:
u v w x y P Constant
1 0 –3/20 3/100 –1/50 0 1/50
0 1 11/10 –1/50 2/25 0 13/25
0 0 450 30 120 1 1140