Linear Programming/Examples/Arbitrary Example 1
Examples of Linear Programming
Let it be required to find the minimum of the function:
- $\map U {x, y} = 4 x + 3 y$
subject to the conditions:
\(\ds x + y\) | \(\le\) | \(\ds 20\) | ||||||||||||
\(\ds 3 x + y\) | \(\le\) | \(\ds 30\) | ||||||||||||
\(\ds x\) | \(\ge\) | \(\ds 0\) | ||||||||||||
\(\ds y\) | \(\ge\) | \(\ds 0\) |
The maximum feasible value of $U$ is given by:
- $U = 65$
Proof
Let us present the above information in a graphical form:
The $\color { red } {\text {red} }$ lines represent the boundary lines of the conditions:
- the line $AB$ represents the condition $x + y = 20$
- the line $CD$ represents the condition $3 x + y = 30$
while the axes represent the conditions $x = 0$ and $y = 0$.
Hence the region in which feasible solutions exist is the colored region $OAED$.
The dashed parallel lines represent the equation $U = 4 x + 3 y$ for various values of $U$.
As $U$ increases, the dashed line moves to the right.
Hence the optimum value of $U$ occurs when $U$ is chosen so that the line passes through the point $E$.
This is where the lines $x + y = 20$ and $3 x + y = 30$ intersect.
Solving these simultaneous equations gives us:
\(\ds x\) | \(=\) | \(\ds 5\) | ||||||||||||
\(\ds y\) | \(=\) | \(\ds 15\) |
Hence the maximum feasible value of $U$ is given by:
\(\ds U\) | \(=\) | \(\ds 4 \times 5 + 3 \times 15\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds 65\) |
which is the required solution.
$\blacksquare$
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): linear programming
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): linear programming