Linear Programming Problems: Geometric Solutions

Size: px
Start display at page:

Download "Linear Programming Problems: Geometric Solutions"

Transcription

1 Linear Programming Problems: Geometric s Terminology Linear programming problems: problems where we must find the optimum (minimum or maximum) value of a function, subject to certain restrictions. Objective function: the function we are trying to optimize. Constraints: the set of restrictions, given by linear inequalities, which the solution must satisfy. Non-negativity constraints: x 0, y 0 These constraints limit the feasible region to the first quadrant. Feasible Region: the area where all of the inequalities are simultaneously true. A feasible region which extends indefinitely in one direction is called an unbounded region. A bounded region is hemmed in on all sides by borders. Corner points: the points where the borders of the feasible region cross. To find the corner points of the feasible region you may need to solve a system of linear equations. To do this, you may use the substitution method, the elimination method, or the rref program. Corner Point Theorem If an optimum value (min or max) of the objective function exists, it will occur at one or more of the corner points of the feasible region or on the line segment between two corner points. Example 1: The following graph shows a region of feasible solutions. Use this region to find maximum and minimum values of the given objective functions.

2 a. z =.40x +.75y b. z = 1.50x +.25y Evaluate each objective function at each corner point. The table below shows the function values. The minimum value of z1 = 0. It occurs when x = 0 and y = 0. (Note: This is often a trivial solution.) The maximum value of z1 = 9. It occurs when x = 0 and y = 12. The minimum value of z2 = 0. It occurs when x- 0 and y = 0. (Note: This is often a trivial solution.) The maximum value of z2 = 12. It occurs when x = 8 and y = 0. How to Solve a Linear Programming Problem Graphically 1. If necessary, identify the unknowns, label the variables, write the objective function, and write the constraints. 2. Graph the system of constraints. Find the feasible region and the corner points. 3. Find the value of the objective function for each corner point. Identify the minimum and / or maximum value of the objective function and the point (or points) where this optimum value occurs.

3 Example 2: Use the graphical method to solve the following linear programming problem. Maximize z = 3x + y subject to x 1, y 0, 2x + y 6. Graph the feasible region: The feasible region is a bounded region with 3 corner points. Evaluate the objective function at each corner point. corner points objective function values (1, 0) z(1, 0) = 3(1) + 0 =3 (min) (1, 4) z(1, 4) = 3(1) + 4 = 7 (3, 0) z(3, 0) = 3(3) + 0 = 9 (max) : A maximum value of z = 9 occurs at (3, 0) and a minimum value of z = 3 occurs at (1, 0). How to Solve a Linear Programming Application Problem 1. Read the problem carefully and identify the unknowns. Assign each unknown a variable. 2. If possible, organize the given information into a table. Each column of the table will be labeled with one variable and each row will be labeled with a constrained element. 3. From your table, write the objective function and all necessary constraints. [Hint: Don t forget the non-negativity constraints, i.e. x 0, y 0.] 4. Graph the system of constraints. Find the feasible region and the corner points. 5. Find the value of the objective function for each corner point. Identify the minimum and / or maximum value of the objective function and the point where this optimum value occurs.

4 Example 3: Suppose a sporting goods factory can turn out 5000 balls each week. To meet the needs of its regular customers, the factory must produce 1500 basketballs and 2000 baseballs. If the profit for each basketball is $15 and the profit for each baseball is $5, how many of each type of ball should the factory produce to maximize profit? Define variables. Let x = the number of basketballs produced. Let y = the number of baseballs produced. Write inequalities. x 1500 y 2000 x + y 5000 Graph the system. The vertices are (1500, 2000), (3000, 2000), and (1500, 3500). Write an expression. Since profit is $15 per ball for basketballs and $5 per ball for baseballs, the profit function is P(x, y) = 15x + 5y. Substitute values. P(1500, 2000) = 15(1500) + 5(2000) = 32,500 P(3000, 2000) = 15(3000) + 5(2000)= 55,000 P(1500, 3500) = 15(1500) + 5(3500) = 40,000 Answer the problem. The maximum profit occurs when 3000 basketballs and 2000 baseballs are produced.

5 Example 4: The Happy Times Toy Shop makes wooden cars and wooden tops. Each car requires 5 hours of woodworking and 2 hours of painting. Each top requires 3 hours of woodworking and 1 hour of painting. The profit is $10 on each car and $6 on each top. There are 60 hours available each week for woodworking and 35 hours available for painting. How many of each item should be produced in order to maximize profit? Define variables. Let c = the number of cars produced. Let t = the number of tops produced. Write inequalities. c 0 t 0 5c + 3t 60 No more than 60 hours woodworking. 2c + t 35 No more than 35 hours painting. Graph the system. The vertices are (0, 0), (12, 0), and (0, 20). Write an expression. Since profit on each car is $10 and the profit on each top is $6, the profit function is P(c, t) = 10c + 6t. Substitute values. P(0, 0) = 10(0) + 6(0) or 0 P(12, 0) = 10(12) + 6(0) or 120 P(0, 20) = 10(0) + 6(20) or 120 Answer the problem. The problem has alternate optimal solutions. The shop will make the same profit if they produce 12 cars and 0 tops as it will from producing 0 cars and 6 tops.

3.1 Graphing Linear Inequalities

3.1 Graphing Linear Inequalities 3.1 Graphing Linear Inequalities I. Inequalities A. Introduction Many mathematical descriptions of real situations are best expressed as inequalities rather than equations. For example, a firm might be

More information

Finite Math Linear Programming 1 May / 7

Finite Math Linear Programming 1 May / 7 Linear Programming Finite Math 1 May 2017 Finite Math Linear Programming 1 May 2017 1 / 7 General Description of Linear Programming Finite Math Linear Programming 1 May 2017 2 / 7 General Description of

More information

Linear Programming. You can model sales with the following objective function. Sales 100x 50y. x 0 and y 0. x y 40

Linear Programming. You can model sales with the following objective function. Sales 100x 50y. x 0 and y 0. x y 40 Lesson 9.7 Objectives Solve systems of linear inequalities. Solving Systems of Inequalities Suppose a car dealer nets $500 for each family car (F) sold and $750 for each sports car (S) sold. The dealer

More information

Graphing Linear Inequalities in Two Variables.

Graphing Linear Inequalities in Two Variables. Many applications of mathematics involve systems of inequalities rather than systems of equations. We will discuss solving (graphing) a single linear inequality in two variables and a system of linear

More information

Chapter 3 Linear Programming: A Geometric Approach

Chapter 3 Linear Programming: A Geometric Approach Chapter 3 Linear Programming: A Geometric Approach Section 3.1 Graphing Systems of Linear Inequalities in Two Variables y 4x + 3y = 12 4 3 4 x 3 y 12 x y 0 x y = 0 2 1 P(, ) 12 12 7 7 1 1 2 3 x We ve seen

More information

6.7. Graph Linear Inequalities in Two Variables. Warm Up Lesson Presentation Lesson Quiz

6.7. Graph Linear Inequalities in Two Variables. Warm Up Lesson Presentation Lesson Quiz 6.7 Graph Linear Inequalities in Two Variables Warm Up Lesson Presentation Lesson Quiz 6.7 Warm-Up Tell whether the ordered pair is a solution of the equation. 1. x + 2y = 4; (2, 1) no 2. 4x + 3y = 22;

More information

WEEK 4 REVIEW. Graphing Systems of Linear Inequalities (3.1)

WEEK 4 REVIEW. Graphing Systems of Linear Inequalities (3.1) WEEK 4 REVIEW Graphing Systems of Linear Inequalities (3.1) Linear Programming Problems (3.2) Checklist for Exam 1 Review Sample Exam 1 Graphing Linear Inequalities Graph the following system of inequalities.

More information

Question 2: How do you solve a linear programming problem with a graph?

Question 2: How do you solve a linear programming problem with a graph? Question : How do you solve a linear programming problem with a graph? Now that we have several linear programming problems, let s look at how we can solve them using the graph of the system of inequalities.

More information

x Boundary Intercepts Test (0,0) Conclusion 2x+3y=12 (0,4), (6,0) 0>12 False 2x-y=2 (0,-2), (1,0) 0<2 True

x Boundary Intercepts Test (0,0) Conclusion 2x+3y=12 (0,4), (6,0) 0>12 False 2x-y=2 (0,-2), (1,0) 0<2 True MATH 34 (Finite Mathematics or Business Math I) Lecture Notes MATH 34 Module 3 Notes: SYSTEMS OF INEQUALITIES & LINEAR PROGRAMMING 3. GRAPHING SYSTEMS OF INEQUALITIES Simple Systems of Linear Inequalities

More information

Section 3.1 Graphing Systems of Linear Inequalities in Two Variables

Section 3.1 Graphing Systems of Linear Inequalities in Two Variables Section 3.1 Graphing Systems of Linear Inequalities in Two Variables Procedure for Graphing Linear Inequalities: 1. Draw the graph of the equation obtained for the given inequality by replacing the inequality

More information

Algebra 2 Notes Systems of Equations and Inequalities Unit 03b. Optimization with Linear Programming

Algebra 2 Notes Systems of Equations and Inequalities Unit 03b. Optimization with Linear Programming Optimization with Linear Programming Big Idea Linear programming is one of the most practical uses of mathematics in the real world. The inequalities of the system represent the constraints in the problem

More information

Linear Programming Problems

Linear Programming Problems Linear Programming Problems Linear inequalities are important because we often want to minimize or maximize a quantity (called the objective function) subject to certain constraints (linear inequalities).

More information

Lecture 9: Linear Programming

Lecture 9: Linear Programming Lecture 9: Linear Programming A common optimization problem involves finding the maximum of a linear function of N variables N Z = a i x i i= 1 (the objective function ) where the x i are all non-negative

More information

Applications of Linear Programming

Applications of Linear Programming Applications of Linear Programming lecturer: András London University of Szeged Institute of Informatics Department of Computational Optimization Lecture 1 Why LP? Linear programming (LP, also called linear

More information

maximize c, x subject to Ax b,

maximize c, x subject to Ax b, Lecture 8 Linear programming is about problems of the form maximize c, x subject to Ax b, where A R m n, x R n, c R n, and b R m, and the inequality sign means inequality in each row. The feasible set

More information

Concept: Solving Inequalities Name:

Concept: Solving Inequalities Name: Concept: Solving Inequalities Name: You should have completed Equations Section 7 Part A: Solving Inequalities before beginning this handout. COMPUTER COMPONENT Instructions: In follow the Content Menu

More information

15-451/651: Design & Analysis of Algorithms October 11, 2018 Lecture #13: Linear Programming I last changed: October 9, 2018

15-451/651: Design & Analysis of Algorithms October 11, 2018 Lecture #13: Linear Programming I last changed: October 9, 2018 15-451/651: Design & Analysis of Algorithms October 11, 2018 Lecture #13: Linear Programming I last changed: October 9, 2018 In this lecture, we describe a very general problem called linear programming

More information

Systems of Equations and Inequalities. Copyright Cengage Learning. All rights reserved.

Systems of Equations and Inequalities. Copyright Cengage Learning. All rights reserved. 5 Systems of Equations and Inequalities Copyright Cengage Learning. All rights reserved. 5.5 Systems of Inequalities Copyright Cengage Learning. All rights reserved. Objectives Graphing an Inequality Systems

More information

Real life Problem. Review

Real life Problem. Review Linear Programming The Modelling Cycle in Decision Maths Accept solution Real life Problem Yes No Review Make simplifying assumptions Compare the solution with reality is it realistic? Interpret the solution

More information

Solving linear programming

Solving linear programming Solving linear programming (From Last week s Introduction) Consider a manufacturer of tables and chairs. They want to maximize profits. They sell tables for a profit of $30 per table and a profit of $10

More information

Graphing Linear Functions - Review 1. = 6 2. = = = Sketch the graph of each line

Graphing Linear Functions - Review 1. = 6 2. = = = Sketch the graph of each line FOM 11 Graphing Linear Functions - Review Sketch the graph of each line 1. =. = +1 3. 3 =1. +7= 5. a) Graph the linear function that goes through (, 3) and is perpendicular to = 11 b) What is the equation

More information

Concept: Solving Inequalities Name:

Concept: Solving Inequalities Name: Concept: Solving Inequalities Name: You should have completed Equations Section 7 Part A: Solving Inequalities before beginning this handout. COMPUTER COMPONENT Instructions: In follow the Content Menu

More information

Linear Programming Terminology

Linear Programming Terminology Linear Programming Terminology The carpenter problem is an example of a linear program. T and B (the number of tables and bookcases to produce weekly) are decision variables. The profit function is an

More information

MULTIMEDIA UNIVERSITY FACULTY OF ENGINEERING PEM2046 ENGINEERING MATHEMATICS IV TUTORIAL

MULTIMEDIA UNIVERSITY FACULTY OF ENGINEERING PEM2046 ENGINEERING MATHEMATICS IV TUTORIAL A. Linear Programming (LP) MULTIMEDIA UNIVERSITY FACULTY OF ENGINEERING PEM046 ENGINEERING MATHEMATICS IV TUTORIAL. Identify the optimal solution and value: (a) Maximize f = 0x + 0 x (b) Minimize f = 45x

More information

Linear Programming: A Geometric Approach

Linear Programming: A Geometric Approach Chapter 3 Linear Programming: A Geometric Approach 3.1 Graphing Systems of Linear Inequalities in Two Variables The general form for a line is ax + by + c =0. The general form for a linear inequality is

More information

Systems of Inequalities

Systems of Inequalities Systems of Inequalities 1 Goals: Given system of inequalities of the form Ax b determine if system has an integer solution enumerate all integer solutions 2 Running example: Upper bounds for x: (2)and

More information

3x + y 50. y=10. x=15 3x+y=50. 2x + 3y = 40

3x + y 50. y=10. x=15 3x+y=50. 2x + 3y = 40 Section 3.3: Linear programming: A geometric approach In addition to constraints, linear programming problems usually involve some quantity to maximize or minimize such as profits or costs. The quantity

More information

Section 3.1 Graphing Systems of Linear Inequalities in Two Variables

Section 3.1 Graphing Systems of Linear Inequalities in Two Variables Section 3.1 Graphing Systems of Linear Inequalities in Two Variables Procedure for Graphing Linear Inequalities: 1. Draw the graph of the equation obtained for the given inequality by replacing the inequality

More information

Precalculus Notes: Unit 7 Systems of Equations and Matrices

Precalculus Notes: Unit 7 Systems of Equations and Matrices Date: 7.1, 7. Solving Systems of Equations: Graphing, Substitution, Elimination Syllabus Objectives: 8.1 The student will solve a given system of equations or system of inequalities. Solution of a System

More information

Linear Programming. L.W. Dasanayake Department of Economics University of Kelaniya

Linear Programming. L.W. Dasanayake Department of Economics University of Kelaniya Linear Programming L.W. Dasanayake Department of Economics University of Kelaniya Linear programming (LP) LP is one of Management Science techniques that can be used to solve resource allocation problem

More information

NOTATION AND TERMINOLOGY

NOTATION AND TERMINOLOGY 15.053x, Optimization Methods in Business Analytics Fall, 2016 October 4, 2016 A glossary of notation and terms used in 15.053x Weeks 1, 2, 3, 4 and 5. (The most recent week's terms are in blue). NOTATION

More information

Example Graph the inequality 2x-3y 12. Answer - start with the = part. Graph the line 2x - 3y = 12. Linear Programming: A Geometric Approach

Example Graph the inequality 2x-3y 12. Answer - start with the = part. Graph the line 2x - 3y = 12. Linear Programming: A Geometric Approach Linear Programming: A Geometric Approach 3.1: Graphing Systems of Linear Inequalities in Two Variables Example Graph the inequality 2x-3y 12. Answer - start with the = part. Graph the line 2x - 3y = 12.

More information

Linear Programming & Graphic Solution. Dr. Monther Tarawneh

Linear Programming & Graphic Solution. Dr. Monther Tarawneh Linear Programming & Graphic Solution Dr. Monther Tarawneh In this Lecture This topic concentrates on model formulation and computations in linear programming (LP). To illustrate the use of LP, real world

More information

1 GIAPETTO S WOODCARVING PROBLEM

1 GIAPETTO S WOODCARVING PROBLEM 1 GIAPETTO S WOODCARVING PROBLEM EZGİ ÇALLI OBJECTIVES CCSS.MATH.CONTENT.HSA.REI.D.12: Graph the solutions to a linear inequality in two variables as a half-plane (excluding the boundary in the case of

More information

UNIT 6 MODELLING DECISION PROBLEMS (LP)

UNIT 6 MODELLING DECISION PROBLEMS (LP) UNIT 6 MODELLING DECISION This unit: PROBLEMS (LP) Introduces the linear programming (LP) technique to solve decision problems 1 INTRODUCTION TO LINEAR PROGRAMMING A Linear Programming model seeks to maximize

More information

CS 473: Algorithms. Ruta Mehta. Spring University of Illinois, Urbana-Champaign. Ruta (UIUC) CS473 1 Spring / 29

CS 473: Algorithms. Ruta Mehta. Spring University of Illinois, Urbana-Champaign. Ruta (UIUC) CS473 1 Spring / 29 CS 473: Algorithms Ruta Mehta University of Illinois, Urbana-Champaign Spring 2018 Ruta (UIUC) CS473 1 Spring 2018 1 / 29 CS 473: Algorithms, Spring 2018 Simplex and LP Duality Lecture 19 March 29, 2018

More information

Mathematics. Linear Programming

Mathematics. Linear Programming Mathematics Linear Programming Table of Content 1. Linear inequations. 2. Terms of Linear Programming. 3. Mathematical formulation of a linear programming problem. 4. Graphical solution of two variable

More information

CHAPTER 4 Linear Programming with Two Variables

CHAPTER 4 Linear Programming with Two Variables CHAPTER 4 Linear Programming with Two Variables In this chapter, we will study systems of linear inequalities. They are similar to linear systems of equations, but have inequalitites instead of equalities.

More information

Lesson 17. Geometry and Algebra of Corner Points

Lesson 17. Geometry and Algebra of Corner Points SA305 Linear Programming Spring 2016 Asst. Prof. Nelson Uhan 0 Warm up Lesson 17. Geometry and Algebra of Corner Points Example 1. Consider the system of equations 3 + 7x 3 = 17 + 5 = 1 2 + 11x 3 = 24

More information

Lecture 14. Resource Allocation involving Continuous Variables (Linear Programming) 1.040/1.401/ESD.018 Project Management.

Lecture 14. Resource Allocation involving Continuous Variables (Linear Programming) 1.040/1.401/ESD.018 Project Management. 1.040/1.401/ESD.018 Project Management Lecture 14 Resource Allocation involving Continuous Variables (Linear Programming) April 2, 2007 Samuel Labi and Fred Moavenzadeh Massachusetts Institute of Technology

More information

CHAPTER 3 LINEAR PROGRAMMING: SIMPLEX METHOD

CHAPTER 3 LINEAR PROGRAMMING: SIMPLEX METHOD CHAPTER 3 LINEAR PROGRAMMING: SIMPLEX METHOD Linear programming is optimization problem where the objective function is linear and all equality and inequality constraints are linear. This problem was first

More information

Lesson 08 Linear Programming

Lesson 08 Linear Programming Lesson 08 Linear Programming A mathematical approach to determine optimal (maximum or minimum) solutions to problems which involve restrictions on the variables involved. 08 - Linear Programming Applications

More information

CSE 460. Today we will look at" Classes of Optimization Problems" Linear Programming" The Simplex Algorithm"

CSE 460. Today we will look at Classes of Optimization Problems Linear Programming The Simplex Algorithm CSE 460 Linear Programming" Today we will look at" Classes of Optimization Problems" Linear Programming" The Simplex Algorithm" Classes of Optimization Problems" Optimization" unconstrained"..." linear"

More information

GRAPHING LINEAR INEQUALITIES AND FEASIBLE REGIONS

GRAPHING LINEAR INEQUALITIES AND FEASIBLE REGIONS SECTION 3.1: GRAPHING LINEAR INEQUALITIES AND FEASIBLE REGIONS We start with a reminder of the smart way to graph a Linear Equation for the typical example we see in this course, namely using BOTH X- and

More information

Advanced Operations Research Techniques IE316. Quiz 2 Review. Dr. Ted Ralphs

Advanced Operations Research Techniques IE316. Quiz 2 Review. Dr. Ted Ralphs Advanced Operations Research Techniques IE316 Quiz 2 Review Dr. Ted Ralphs IE316 Quiz 2 Review 1 Reading for The Quiz Material covered in detail in lecture Bertsimas 4.1-4.5, 4.8, 5.1-5.5, 6.1-6.3 Material

More information

MA30SA Applied Math Unit D - Linear Programming Revd:

MA30SA Applied Math Unit D - Linear Programming Revd: 1 Introduction to Linear Programming MA30SA Applied Math Unit D - Linear Programming Revd: 120051212 1. Linear programming is a very important skill. It is a brilliant method for establishing optimum solutions

More information

Introduction to Linear Programming

Introduction to Linear Programming Introduction to Linear Programming Linear Programming Applied mathematics is all about applying mathematical techniques to understand or do something practical. Optimization is all about making things

More information

Linear programming and duality theory

Linear programming and duality theory Linear programming and duality theory Complements of Operations Research Giovanni Righini Linear Programming (LP) A linear program is defined by linear constraints, a linear objective function. Its variables

More information

Section Graphing Systems of Linear Inequalities

Section Graphing Systems of Linear Inequalities Section 3.1 - Graphing Systems of Linear Inequalities Example 1: Find the graphical solution of the inequality y x 0. Example 2: Find the graphical solution of the inequality 5x 3y < 15. 1 How to find

More information

MAT 103 F09 TEST 3 REVIEW (CH 4-5)

MAT 103 F09 TEST 3 REVIEW (CH 4-5) MAT 103 F09 TEST 3 REVIEW (CH 4-5) NAME For # 1-3, solve the system of equations by graphing. Label the equation of each line on your graph and write the solution as an ordered pair. Be sure to CHECK your

More information

Section Graphing Systems of Linear Inequalities

Section Graphing Systems of Linear Inequalities Section 3.1 - Graphing Systems of Linear Inequalities Example 1: Find the graphical solution of the inequality y x 0. Example 2: Find the graphical solution of the inequality 5x 3y < 15. 1 Example 3: Determine

More information

LINEAR PROGRAMMING INTRODUCTION 12.1 LINEAR PROGRAMMING. Three Classical Linear Programming Problems (L.P.P.)

LINEAR PROGRAMMING INTRODUCTION 12.1 LINEAR PROGRAMMING. Three Classical Linear Programming Problems (L.P.P.) LINEAR PROGRAMMING 12 INTRODUCTION ou are familiar with linear equations and linear inequations in one and two variables. They can be solved algebraically or graphically (by drawing a line diagram in case

More information

Math 414 Lecture 30. The greedy algorithm provides the initial transportation matrix.

Math 414 Lecture 30. The greedy algorithm provides the initial transportation matrix. Math Lecture The greedy algorithm provides the initial transportation matrix. matrix P P Demand W ª «2 ª2 «W ª «W ª «ª «ª «Supply The circled x ij s are the initial basic variables. Erase all other values

More information

Lecture 4: Linear Programming

Lecture 4: Linear Programming COMP36111: Advanced Algorithms I Lecture 4: Linear Programming Ian Pratt-Hartmann Room KB2.38: email: ipratt@cs.man.ac.uk 2017 18 Outline The Linear Programming Problem Geometrical analysis The Simplex

More information

Linear Programming. them such that they

Linear Programming. them such that they Linear Programming l Another "Sledgehammer" in our toolkit l Many problems fit into the Linear Programming approach l These are optimization tasks where both the constraints and the objective are linear

More information

Econ 172A - Slides from Lecture 2

Econ 172A - Slides from Lecture 2 Econ 205 Sobel Econ 172A - Slides from Lecture 2 Joel Sobel September 28, 2010 Announcements 1. Sections this evening (Peterson 110, 8-9 or 9-10). 2. Podcasts available when I remember to use microphone.

More information

Geometric Sequences. Geometric Sequences. Warm Up Lesson Presentation Lesson Quiz. Holt McDougal Algebra 1

Geometric Sequences. Geometric Sequences. Warm Up Lesson Presentation Lesson Quiz. Holt McDougal Algebra 1 Warm Up Lesson Presentation Lesson Quiz Algebra 1 Warm Up Find the value of each expression. 1. 2 5 32 2. 2 5 3. 3 4 81 4. ( 3) 4 81 5. (0.2) 3 0.008 6. 7( 4) 2 112 7. 8. 12( 0.4) 3 0.768 Objectives Recognize

More information

Civil Engineering Systems Analysis Lecture XIV. Instructor: Prof. Naveen Eluru Department of Civil Engineering and Applied Mechanics

Civil Engineering Systems Analysis Lecture XIV. Instructor: Prof. Naveen Eluru Department of Civil Engineering and Applied Mechanics Civil Engineering Systems Analysis Lecture XIV Instructor: Prof. Naveen Eluru Department of Civil Engineering and Applied Mechanics Today s Learning Objectives Dual 2 Linear Programming Dual Problem 3

More information

21-256: Lagrange multipliers

21-256: Lagrange multipliers 21-256: Lagrange multipliers Clive Newstead, Thursday 12th June 2014 Lagrange multipliers give us a means of optimizing multivariate functions subject to a number of constraints on their variables. Problems

More information

Linear programming II João Carlos Lourenço

Linear programming II João Carlos Lourenço Decision Support Models Linear programming II João Carlos Lourenço joao.lourenco@ist.utl.pt Academic year 2012/2013 Readings: Hillier, F.S., Lieberman, G.J., 2010. Introduction to Operations Research,

More information

Three Dimensional Geometry. Linear Programming

Three Dimensional Geometry. Linear Programming Three Dimensional Geometry Linear Programming A plane is determined uniquely if any one of the following is known: The normal to the plane and its distance from the origin is given, i.e. equation of a

More information

Optimization Methods in Management Science

Optimization Methods in Management Science Problem Set Rules: Optimization Methods in Management Science MIT 15.053, Spring 2013 Problem Set 6, Due: Thursday April 11th, 2013 1. Each student should hand in an individual problem set. 2. Discussing

More information

QUADRATIC FUNCTIONS TEST REVIEW NAME: SECTION 1: FACTORING Factor each expression completely. 1. 3x p 2 16p. 3. 6x 2 13x 5 4.

QUADRATIC FUNCTIONS TEST REVIEW NAME: SECTION 1: FACTORING Factor each expression completely. 1. 3x p 2 16p. 3. 6x 2 13x 5 4. QUADRATIC FUNCTIONS TEST REVIEW NAME: SECTION 1: FACTORING Factor each expression completely. 1. 3x 2 48 2. 25p 2 16p 3. 6x 2 13x 5 4. 9x 2 30x + 25 5. 4x 2 + 81 6. 6x 2 14x + 4 7. 4x 2 + 20x 24 8. 4x

More information

PreAP FDN GRAPHING LINEAR INEQUALITIES IN TWO VARIABLES

PreAP FDN GRAPHING LINEAR INEQUALITIES IN TWO VARIABLES PreAP FDN 20 6.1 GRAPHING LINEAR INEQUALITIES IN TWO VARIABLES Online Video Lessons: Q: https://goo.gl/fr6ygu https://goo.gl/wr8ehd https://goo.gl/syuu9g What are inequalities? Concepts: #1 Use your answer

More information

Introduction to Linear Programming. Algorithmic and Geometric Foundations of Optimization

Introduction to Linear Programming. Algorithmic and Geometric Foundations of Optimization Introduction to Linear Programming Algorithmic and Geometric Foundations of Optimization Optimization and Linear Programming Mathematical programming is a class of methods for solving problems which ask

More information

Using Linear Programming for Management Decisions

Using Linear Programming for Management Decisions Using Linear Programming for Management Decisions By Tim Wright Linear programming creates mathematical models from real-world business problems to maximize profits, reduce costs and allocate resources.

More information

Constrained Optimization

Constrained Optimization Constrained Optimization Dudley Cooke Trinity College Dublin Dudley Cooke (Trinity College Dublin) Constrained Optimization 1 / 46 EC2040 Topic 5 - Constrained Optimization Reading 1 Chapters 12.1-12.3

More information

Linear Programming with Bounds

Linear Programming with Bounds Chapter 481 Linear Programming with Bounds Introduction Linear programming maximizes (or minimizes) a linear objective function subject to one or more constraints. The technique finds broad use in operations

More information

Convex Optimization CMU-10725

Convex Optimization CMU-10725 Convex Optimization CMU-10725 2. Linear Programs Barnabás Póczos & Ryan Tibshirani Please ask questions! Administrivia Lecture = 40 minutes part 1-5 minutes break 35 minutes part 2 Slides: http://www.stat.cmu.edu/~ryantibs/convexopt/

More information

LINEAR PROGRAMMING. Chapter Overview

LINEAR PROGRAMMING. Chapter Overview Chapter 12 LINEAR PROGRAMMING 12.1 Overview 12.1.1 An Optimisation Problem A problem which seeks to maximise or minimise a function is called an optimisation problem. An optimisation problem may involve

More information

CHAPTER 12: LINEAR PROGRAMMING

CHAPTER 12: LINEAR PROGRAMMING CHAPTER 12: LINEAR PROGRAMMING MARKS WEIGHTAGE 06 marks NCERT Important Questions & Answers 1. Determine graphically the minimum value of the objective function Z = 50x + 20y subject to the constraints:

More information

Introduction to Operations Research Prof. G. Srinivasan Department of Management Studies Indian Institute of Technology, Madras

Introduction to Operations Research Prof. G. Srinivasan Department of Management Studies Indian Institute of Technology, Madras Introduction to Operations Research Prof. G. Srinivasan Department of Management Studies Indian Institute of Technology, Madras Module 03 Simplex Algorithm Lecture - 03 Tabular form (Minimization) In this

More information

Outline. CS38 Introduction to Algorithms. Linear programming 5/21/2014. Linear programming. Lecture 15 May 20, 2014

Outline. CS38 Introduction to Algorithms. Linear programming 5/21/2014. Linear programming. Lecture 15 May 20, 2014 5/2/24 Outline CS38 Introduction to Algorithms Lecture 5 May 2, 24 Linear programming simplex algorithm LP duality ellipsoid algorithm * slides from Kevin Wayne May 2, 24 CS38 Lecture 5 May 2, 24 CS38

More information

CS 473: Algorithms. Ruta Mehta. Spring University of Illinois, Urbana-Champaign. Ruta (UIUC) CS473 1 Spring / 36

CS 473: Algorithms. Ruta Mehta. Spring University of Illinois, Urbana-Champaign. Ruta (UIUC) CS473 1 Spring / 36 CS 473: Algorithms Ruta Mehta University of Illinois, Urbana-Champaign Spring 2018 Ruta (UIUC) CS473 1 Spring 2018 1 / 36 CS 473: Algorithms, Spring 2018 LP Duality Lecture 20 April 3, 2018 Some of the

More information

Farming Example. Lecture 22. Solving a Linear Program. withthe Simplex Algorithm and with Excel s Solver

Farming Example. Lecture 22. Solving a Linear Program. withthe Simplex Algorithm and with Excel s Solver Lecture 22 Solving a Linear Program withthe Simplex Algorithm and with Excel s Solver m j winter, 2 Farming Example Constraints: acreage: x + y < money: x + 7y < 6 time: x + y < 3 y x + y = B (, 8.7) x

More information

Linear Programming: Basic Concepts. Chapter 2: Hillier and Hillier

Linear Programming: Basic Concepts. Chapter 2: Hillier and Hillier Linear Programming: Basic Concepts Chapter 2: Hillier and Hillier Agenda Define Linear Programming The Case of the Wyndor Glass Co. A Maximization Problem Developing a Mathematical Representation of Wyndor

More information

Lecture Notes 2: The Simplex Algorithm

Lecture Notes 2: The Simplex Algorithm Algorithmic Methods 25/10/2010 Lecture Notes 2: The Simplex Algorithm Professor: Yossi Azar Scribe:Kiril Solovey 1 Introduction In this lecture we will present the Simplex algorithm, finish some unresolved

More information

Some Advanced Topics in Linear Programming

Some Advanced Topics in Linear Programming Some Advanced Topics in Linear Programming Matthew J. Saltzman July 2, 995 Connections with Algebra and Geometry In this section, we will explore how some of the ideas in linear programming, duality theory,

More information

Chapter 4 Linear Programming

Chapter 4 Linear Programming Chapter Objectives Check off these skills when you feel that you have mastered them. From its associated chart, write the constraints of a linear programming problem as linear inequalities. List two implied

More information

Using the Graphical Method to Solve Linear Programs J. Reeb and S. Leavengood

Using the Graphical Method to Solve Linear Programs J. Reeb and S. Leavengood PERFORMANCE EXCELLENCE IN THE WOOD PRODUCTS INDUSTRY EM 8719-E October 1998 $2.50 Using the Graphical Method to Solve Linear Programs J. Reeb and S. Leavengood A key problem faced by managers is how to

More information

Local and Global Minimum

Local and Global Minimum Local and Global Minimum Stationary Point. From elementary calculus, a single variable function has a stationary point at if the derivative vanishes at, i.e., 0. Graphically, the slope of the function

More information

Section Notes 4. Duality, Sensitivity, and the Dual Simplex Algorithm. Applied Math / Engineering Sciences 121. Week of October 8, 2018

Section Notes 4. Duality, Sensitivity, and the Dual Simplex Algorithm. Applied Math / Engineering Sciences 121. Week of October 8, 2018 Section Notes 4 Duality, Sensitivity, and the Dual Simplex Algorithm Applied Math / Engineering Sciences 121 Week of October 8, 2018 Goals for the week understand the relationship between primal and dual

More information

OPERATIONS RESEARCH. Linear Programming Problem

OPERATIONS RESEARCH. Linear Programming Problem OPERATIONS RESEARCH Chapter 1 Linear Programming Problem Prof. Bibhas C. Giri Department of Mathematics Jadavpur University Kolkata, India Email: bcgiri.jumath@gmail.com 1.0 Introduction Linear programming

More information

The Simplex Algorithm

The Simplex Algorithm The Simplex Algorithm April 25, 2005 We seek x 1,..., x n 0 which mini- Problem. mizes C(x 1,..., x n ) = c 1 x 1 + + c n x n, subject to the constraint Ax b, where A is m n, b = m 1. Through the introduction

More information

Linear Programming. Meaning of Linear Programming. Basic Terminology

Linear Programming. Meaning of Linear Programming. Basic Terminology Linear Programming Linear Programming (LP) is a versatile technique for assigning a fixed amount of resources among competing factors, in such a way that some objective is optimized and other defined conditions

More information

Linear Programming and its Applications

Linear Programming and its Applications Linear Programming and its Applications Outline for Today What is linear programming (LP)? Examples Formal definition Geometric intuition Why is LP useful? A first look at LP algorithms Duality Linear

More information

Simulation. Lecture O1 Optimization: Linear Programming. Saeed Bastani April 2016

Simulation. Lecture O1 Optimization: Linear Programming. Saeed Bastani April 2016 Simulation Lecture O Optimization: Linear Programming Saeed Bastani April 06 Outline of the course Linear Programming ( lecture) Integer Programming ( lecture) Heuristics and Metaheursitics (3 lectures)

More information

CHAPTER 12: LINEAR PROGRAMMING

CHAPTER 12: LINEAR PROGRAMMING CHAPTER 12: LINEAR PROGRAMMING Previous Years Board Exam (Important Questions & Answers) MARKS WEIGHTAGE 06 marks 1. A cottage industry manufactures pedestal lamps and wooden shades, each requiring the

More information

Giapetto s Woodcarving Problem

Giapetto s Woodcarving Problem MTE 503-1 Computer Technology in Mathematics Education TI Worksheet Ezgi ÇALLI Class level: 9-10 Objectives: IGCSE (0607-Extended, 2014): (Extension to) 7.7. Linear inequalities on the Cartesian plane

More information

a) Alternative Optima, b) Infeasible(or non existing) solution, c) unbounded solution.

a) Alternative Optima, b) Infeasible(or non existing) solution, c) unbounded solution. Unit 1 Lesson 5. : Special cases of LPP Learning Outcomes Special cases of linear programming problems Alternative Optima Infeasible Solution Unboundedness In the previous lecture we have discussed some

More information

DM545 Linear and Integer Programming. Lecture 2. The Simplex Method. Marco Chiarandini

DM545 Linear and Integer Programming. Lecture 2. The Simplex Method. Marco Chiarandini DM545 Linear and Integer Programming Lecture 2 The Marco Chiarandini Department of Mathematics & Computer Science University of Southern Denmark Outline 1. 2. 3. 4. Standard Form Basic Feasible Solutions

More information

Example 1: Give the coordinates of the points on the graph.

Example 1: Give the coordinates of the points on the graph. Ordered Pairs Often, to get an idea of the behavior of an equation, we will make a picture that represents the solutions to the equation. A graph gives us that picture. The rectangular coordinate plane,

More information

LINEAR PROGRAMMING. Chapter Introduction

LINEAR PROGRAMMING. Chapter Introduction 504 MATHEMATICS Chapter 12 LINEAR PROGRAMMING The mathematical experience of the student is incomplete if he never had the opportunity to solve a problem invented by himself. G. POLYA 12.1 Introduction

More information

Linear Programming. Linear Programming. Linear Programming. Example: Profit Maximization (1/4) Iris Hui-Ru Jiang Fall Linear programming

Linear Programming. Linear Programming. Linear Programming. Example: Profit Maximization (1/4) Iris Hui-Ru Jiang Fall Linear programming Linear Programming 3 describes a broad class of optimization tasks in which both the optimization criterion and the constraints are linear functions. Linear Programming consists of three parts: A set of

More information

Chapter 1. Linear Equations and Straight Lines. 2 of 71. Copyright 2014, 2010, 2007 Pearson Education, Inc.

Chapter 1. Linear Equations and Straight Lines. 2 of 71. Copyright 2014, 2010, 2007 Pearson Education, Inc. Chapter 1 Linear Equations and Straight Lines 2 of 71 Outline 1.1 Coordinate Systems and Graphs 1.4 The Slope of a Straight Line 1.3 The Intersection Point of a Pair of Lines 1.2 Linear Inequalities 1.5

More information

Linear Programming: Introduction

Linear Programming: Introduction CSC 373 - Algorithm Design, Analysis, and Complexity Summer 2016 Lalla Mouatadid Linear Programming: Introduction A bit of a historical background about linear programming, that I stole from Jeff Erickson

More information

UNIT 2 LINEAR PROGRAMMING PROBLEMS

UNIT 2 LINEAR PROGRAMMING PROBLEMS UNIT 2 LINEAR PROGRAMMING PROBLEMS Structure 2.1 Introduction Objectives 2.2 Linear Programming Problem (LPP) 2.3 Mathematical Formulation of LPP 2.4 Graphical Solution of Linear Programming Problems 2.5

More information

September 10- September 15

September 10- September 15 September 10- September 15 You will be given a sheet of paper to write your bell work on. If you need more room you may use an extra sheet of paper, but be sure to staple the scratch paper to the Bell

More information

Review for Mastery Using Graphs and Tables to Solve Linear Systems

Review for Mastery Using Graphs and Tables to Solve Linear Systems 3-1 Using Graphs and Tables to Solve Linear Systems A linear system of equations is a set of two or more linear equations. To solve a linear system, find all the ordered pairs (x, y) that make both equations

More information

Pre-Calculus Notes: Chapter 2 Systems of Linear Equations and Inequalities

Pre-Calculus Notes: Chapter 2 Systems of Linear Equations and Inequalities Name: Pre-Calculus Notes: Chapter 2 Systems of Linear Equations and Inequalities Section 1 Solving Systems of Equations in Two Variables System of equations Solution to the system Consistent system Independent

More information