Geometry

Linear
Programming
Reported by: Adrienne Muleta
 Linear programming
⃗ A method of dealing with decisions problems that can be
expressed as constrained linear model
⃗ A mathematical technique for finding the best uses of an
organization resources
⃗ Initially referred as programming in a linear structure
⃗ 1948- Tjalling Koopmans suggest to George Dantzig to shorten
it to ”linear programming”
⃗ It was developed by George Dantzig (1941-2005) in 1940s.
⃗ It is result of Air Force research project
 Linear programming
Programming – producing a plan or procedure to
determine the solution
Graphical solution method – is a two-
dimensional geometric analysis
 Application of a linear
Production Planning
programming
Determine optimal production levels to meet
demand while minimizing costs.

Transportation
Optimize delivery routes and minimize
transportation costs.

Financial Portfolio Management

Allocate investments to maximize returns while
managing risk.
This theory states that the optimal
solution will lie at a corner points of
feasible region

THE THEORY OF LINEAR PROGRAMMING

RESTRICTIONS
LINEARON THE
PROGRAMMING
GRAPHICAL
METHOD
 RESTRICTIONS ON THE LINEAR
PROGRAMMING GRAPHICAL SOLUTION
METHOD
• Linear programming
(LP) graphical solution is
limited in a two-
dimensional set of axes
meaning if there are
more than two variables
we cannot graph the
constraints on a two-
dimensional set of axes
To determine whether a solution
on an LP exists it must be simply
connected, which means that
there are no holes inside the
region. Secondly, it must also be
convex, which means that there
ate no dips in the boundary of
the region.
 Solving Linear Programming Problem Graphically

Objective function is an
A linear programming problem in expression which show the
two unknown x and y is one which relationship between the variables
we are two determine that and the firm’s goal
maximum and minimum value of Two type of constraints
the linear expression. Structural constraints is a limit
Objective function, on the availability of the resources,
P = ax + by (for maximization) it is also referred as explicit
C = ax + by (for minimization) constraint
Non negativity constraints is the
Subject to constraints that restricts all the
ax + by ˂ c or ax + by ˃ c or ax + by = c variables to zero and positive
solution; it is also referred as
implicit constraints.
 Solving Linear Programming Problem Graphically

Let’s take the linear programming

Optimal value
below.
-the highest (for maximization
problem) or lowest value thor
Maximize
minimization problem) of the
P= ax + by
objective function
optimal solution
Objective Function
-is a value combination of decision
3x + 2y ˂ 18
variable amounts that yield the best
2x + 4y ˂ 20
possible value of the objective
x=5
function and satisfy all the
Non negativity constraints
constraints
x ˃ 0, y ˃ 0
Feasible Region

⃗ Feasible region is the set of

combination of values for the
decision variables that satisfy the
non-negativity condition and all the
constraint simultaneously that is the
allowable decisions.
Extreme Point

⃗ Extreme point is the

corner of the feasible
region, it is the
location of maximum
and minimum point
of the feasible region.
The linear objective function will have optimal solution at
the extreme points ( corner points) of the feasible
region whenever the feasible region is bounded. If the
feasible region is unbounded, there is no optimal
solution. In cases wherein there is an optimal solution
even though the feasible region is unbounded, it lies at
the extreme ( or corner ) of the feasible region.

The Extreme Point Theorem

Fundamental Theorem of Linear
Programming Problem

There are two things we need to

consider in solving linear
programming problem such as
A Linear Programming (LP) problem
with bounded non-empty feasible
If a linear programming(LI) problem
region always contain optimal
has optimal solution there is always
solutions.
a least one extreme point ( corner
point) solution of the feasible
region.
 Steps in Linear Programming
Graphical Method
3. Substitute the coordinates of the
extreme points to the objective
function and identify the highest
1. Graph the linear inequalities and ( for maximization problem) or
determine the feasible region. lowest ( for minimization problem )
result.
2. Determine the coordinates of the
extreme points ( corner points). 4. The highest or lowest result
obtained in step 3 serves as the
optimal solution to the LP problem.
 Solving Linear Programming Problem
Graphically
Example 1 :
As a local boutique produced two designs of
gowns A and B has the following materials
available:
18 square meters of cotton, 20 square meter of
silk, and 5 square meter of wool. Design A
requires the following : 3 square meters of cotton,
2 square meters of silk and 1 square meter of
wool. Design B and requires the following :2
square meters of cottons, 4 square meters of silk.
It design A sells for P 1,200.00 and design B for P
1,600, how many of each garment should the
boutique produced to obtain the maximum
amount of money?
 Solution
Represent the unknown in the
Step 1 problem.
Let x be the number of Design A
gowns, and y be the number of
Design B gowns.
Materials Design Design Available
Step 2 : Tabulate A(x) B(y)
the data about the
facts ( if
Cotton 3 2 18
necessary). Silk 2 4 20
Wool 1 0 5
Profit 1200 1600
 Solution
: Formulate the objective function and
Step 3 constraint by stating the information in
mathematical form ( LP model).

The objective function is:

Maximize: P = 1, 200x + 1, 600y The constraints

are:
Structural Constraints
3x + 2y ≤ 18 –Cotton
2x + 4y ≤ 20 – Silk
x=5- Wool
Non-negativity Constraints
y ≥ 0 ,x ≥0
 Step PLOT THE CONSTRAINTS
4
3x + 2y ≤ 18. 2x + 4y ≤ 20.
x=5
3x + 2y = 18. 2x + 4y = 20.
Let y = 0
3x + 2(0) = 18
Let x = 0
Let x=0 3x + 0 = 18
2x + 4y =20.
3x + 2y = 182(0) + 4y = 20 3x = 18
3(0) + 2y = 180 + 4y = 20 x = 6(6, 0)
0 + 2y=18 4y=20
2y=18 y =5(0, 5) Let y = 0
y= 9 (0,9) 2x + 4(0) = 20
2x + 0 = 20
2x = 20
x = 10(10, 0)
Step Identifying the Extreme
Point and Feasible
5 Region
Step Solving the Intersection
6
Solve the intersection of the
lines, which satisfies the
feasible solution
simultaneously, using
elimination method.
First equation: 3x + 2y = 18
Second equation: 2x + 4y =
20
 Step Solving the Intersection
6
To eliminate the variable x we will apply the
Least Common Multiple (LCM) on both x’s of the
two equations.
2(3x + 2y – 18) 6x + 4y = 36
3(2x + 4y – 20) (-) 6x + 12y = 60
0x – 8y = - 24
- 8y = - 24
y=3
 Step Solving the Intersection
6
We will substitute the value of y in the first
equation to obtain the coordinate of the
intersection.

3x + 2(3) = 18
3x + 6 = 18 The intersection of first
3x = 18 – 6 equation and second
3x = 12 equation is (4, 3) *
x=4
 Step Solving the Intersection
6
Determine the intersection of the first equation
and third equation.
First equation: 3x + 2y = 18
Third equation: x = 5
3(5) + 2y = 18
15 + 2y = 18 The intersection of first
2y = 18 – 15 equation and third
2y = 3 equation is (5,1.5)
y = 1.5
Problem 1 : Furniture Manufacturing
A furniture manufacturing produce chairs and tables. Its
chairs requires 4 hours of carpenter and 4 hours of
finishing, while its table requires 6 hours of carpenter and
2 hours of finishing. The manufacturer has a maximum of
24 hours of carpenter time and 12 hours of finishing time
available per day. The profit per chair is $30, the profit
per table is $40. How many chairs and tables should the
manufacturer produce daily to maximize profit?
 Solution
Represent the unknown in the
Step 1 problem.
X- no. Of chairs
Y- no. Of table

Materials Chair(x) Table(y) Available

Step 2 : Tabulate
the data about the Carpentry 4 6 24
facts ( if Labor 4 2 12
necessary). Profit 30 40
 Solution
: Formulate the objective function and
Step 3 constraint by stating the information in
mathematical form ( LP model).

Objective Function
Maximize: P = ax + by
P = 30x + 40y
Structural constraints
4x + 6y ≤ 24
4x + 2y ≤12
Non negativity constraints
X = 0, y = 0
 Problem 1 : Furniture Manufacturing

Step 4: Plot the constraints

4x + 6y 4x + 2y Let y = 0
4x + 6y = 24 4x + 2y = 12 4x + 6(0) = 24
4x + 0 = 24
Let x = 0 4x = 24
4(0) + 6y = 24 x = 6 (6,0)
0 + 6y = 24 Let y = 0
6y = 24 4x + 2 (0) = 12
y = 4(0,4) 4x + 0 = 12
Let x = 0 4x = 12
4(0) + 2y = 12 X=3 (3,0)
0 + 2y = 12
2y = 12
y = 6 (0,6)
Step Identifying the Extreme
Point and Feasible
5 Region
Step Solving the Intersection
6
Intersection of first
and second
equation
First equation : 4x + 6y = 24
Second Equation : 4x + 2y =
12

4x + 6y = 24
(-)4x + 2y = 12
---------------------
0 + 4y = 12
y=3
Step Solving the Intersection
6
Intersection of first 4x+6y=24
and second 4x+6(3)=24
equation
4x+18=24
4x=24 -18
4x=6
x= 1.5
The intersection of first equation and
second equation is (1.5,3)
Thank
you!