CHAPTER 1

LINEAR PROGRAMMING
Linear programming is a collection of procedures for maximizing (profit) or
minimizing (cost) linear functions subject to given linear constraints or
restrictions.
This technique was first developed and applied in 1947 for the U.S. Army by
George B. Dantzig, Marshall Wood, and their associates.
It is not the computer programming to which the programming of linear
programming refers but rather the programming in the linear programming
sense means the development of effective algorithm for solving problems.

1.1 Linear Inequalities in Two Variables

Linear Inequalities in two variables are inequalities of the forms

Ax + By < C Ax + By C
Ax + By > C Ax + By C
where A, B and C are real numbers in which the solution set for a linear inequality
in two variables is that subset of the plane consisting of all points (x, y) whose
coordinates satisfy the inequality.

The Solution Set of a Linear Inequality in Two Variables:

1. Replace the inequality symbol in the given linear inequality by an equal sign,
thus obtaining the equation of the line.
2. Find the x and y intercept by setting y = 0 and x = 0 respectively, and graph the
line.
3. If the given linear inequality is of the form
i) Ax + By < C or Ax + By > C used a dash line to indicate that the points on
the line are not in the solution set.
ii) Ax + By C or Ax + By C blacken the line to indicate that the points on
the line are in the solution set.
4. Choose any point that does not lie on the line and substitute its coordinates in
the given inequality.
i) If the coordinates of the chosen point satisfy the inequality then that point
and all points on the same side of the line as that point are elements of the
solution set. All points on the other side of the line are not the elements of the
solution set.
ii) If the coordinates of the chosen point do not satisfy the inequality then that
point and all points on the same side of the line as that point are not
elements of the solution set. All points on the other side of the line are the
elements of the solution set.

Feasibility Region is called the solution set for a system of linear inequalities.
Vertices are the points formed by the intersections of boundary lines of a feasibility
region.

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1.2 The Linear Programming Model

A linear programming problem consists of

1. a linear objective function that is to be optimized (maximized or minimized)

2. a set of constraints or restrictions, each of which is either a linear equality or linear

inequality.

METHODS IN SOLVING LINEAR PROGRAMMING PROBLEM

1. Graphical Method

2. Simplex Method

THE LINEAR PROGRAMMING ALGORITHM

To solve a linear programming problem in two variables using graphical method,

consider the following procedures:

1. State the objective function and constraints for the problem.

2. Obtain the feasibility region for the constraints and identify its vertices.

3. Evaluate the objective function at each vertex. The solution occurs at the vertex
that yields the optimum value of the objective function.