Course Name : Mathematics in the Modern World

Week No. : 17
Topic : Linear Programming
Learning Objectives: At the end of this module, you must be able to:
a. Use mathematical concepts and tools in other areas such as finance, voting, logic,
business, networks, and systems
b. Support the use of mathematics in various endeavors in life

Content:
Linear Inequalities
Inequality tells us about the relative size of the two values. We call things like this
inequality (because they are not equal). The symbol “<”is read as “is less than” and “>” is
read as “is greater than”. The symbol like ≤and ≥ read as “is less than or equal to” and “is
greater than or equal to” respectively, are also used.
Properties of Inequalities
The following are the properties of inequalities which you can use in dealing with
problems in inequalities.
1. Addition Property of Inequality (API)
For any real numbers a, b, and c; If a < b, then a + c < b + c; and if a > b, then
a + c > b + c.
2. Multiplication Property of Inequality (MPI)
Let a, b, c be real numbers.
If a > b, then ac > bc, for every positive number c
If a > b, then ac < bc, for every negative number c
If a < b, then ac < bc, for every positive number c.
If a < b, then ac > bc, for every negative number c
3. Trichotomy Property
 If x = o, then x is not positive nor negative.
If x > 0, then ≠ 0 and x is positive
If x < 0, then x ≠ 0 and x is negative.
4. Transitive Property of Inequality
Let a, b, and c be real numbers. If a < b and b < c, then a < c.
Example: Solve 3x + 2 < 14.
3x + 2< 14 Given
3x + 2 + (-2) < 14 + (-2) Addition Property of Inequality
3x < 12 Inverse element
1/3 (3x) < 12 (1/3) Multiplication Property of Inequality
x<4

Geometry of Linear Programming

Linear optimization or Linear programming (Bertsimar, 2017) is a subfield of a
much broader optimization field called convex optimization.

Hyperplanes and Halfplanes

Definition 1: Let a be a nonzero in Rn and let b be a scalar.
a. The set {x∈ R n|a * x = b} is called a hyperlane.
b. The set {x∈ R n|a * x ≥ b} is called a half-space.
A hyperplane is an equation whereas a half-space is an inequality. For example, a 1*x1
+ a2*x2 = b is a linear equation in two-dimensional space with coordinates x 1 and x2. This is
also known as line equation. So, a hyperplane in 2-dimensional space is line. Similarly, in
3-dimensions a1 * x1 + a2 * x2 + a3 * x3 = b is a linear equation, and it is known as plane. In
more dimension than 3, the geometric object constructed by a linear equation is called
hyperplane.
 Half-space is like hyperplane, but it covers the area on the one side of a hyperplane.
In other words, a hyperplane is the boundary of a corresponding half-space.

Polyhedrons
Definition: A polyhedron is a set that can be described in the form {x ∈ R n∨ Ax=b },
where A is an m x n matrix and b is a vector in Rm.
Polyhedron is a three-dimensional object composed of a finite number of polygonal
surfaces (faces) as a boundary between the interior and exterior of a solid. In general,
polyhedrons are named according to number of faces. A tetrahedron has four faces,
pentahedron five, and so on; a cube is a six-sided regular polyhedron (hexahedron) whose
faces are squares. The faces meet at line segments called edges, which meet at points called
vertices.
Convex Sets
Definition: A set S ∈ R n is convex if for any x, y ∈S, and any λ ∈[0 ,1], we have
λx + ( 1−λ ) y ∈ S.
A convex set is a set of points such that, given any two points A, B in that set, a line
AB joining them lies entirely within that set.

Linear Programming Problem (LP problem)

A linear programming problem or LP problem(Waner, 2016) in two unknown x
and y is one in which we are to find the maximum or minimum value of a linear expression
ax + by called the objective function, subject to a number of linear constraints of the form
cx + dy ≤ e or cx + dy ≥ e. The solution set of the collection of constraints is called the
feasible region of the LP problem. The largest or smallest value of the objective function is
called the optimal value, and a pair of values of x and y that gives the optimal value
constitutes an optimal solution.
 Fundamental theorem of linear programming
The following are the fundamental theorems (Podmanik, 2018):
1. If a solution exists to a bounded linear programming problem, then it occurs
at one of the corner points.
2. If a feasible region is unbounded, then a maximum value for the objective
function does not exist.
3. If a feasible region is unbounded, and the objective function has only
positive coefficients, then a minimum value exists.

Solving a Linear Programming Problem Graphically:

1. Define the variables to be optimized. The question asked is a good indicator
as to what these will be.
2. Write the objective function in words, then convert to mathematical
equation.
3. Write the constraints in words, then convert to mathematical inequalities
4. Graph the constraints as equations
5. Shade feasible regions by taking into account the inequality sign and its
direction. If,
a) A vertical line
≤ , then shade to the left
≥ ,then shade to the right

b) A horizontal line
≤, then shade below
≥, then shade above
 c) A line with a non-zero, defined slope
≤, shade below
≥, shade above
6. Identify the corner points by soling systems of linear equations whose
intersection represents a corner point.
7. Test all corner points in the objective function. The “winning” point is the
point that optimizes the objective function (biggest if maximizing, smallest if minimizing).

Example: Solve the linear programming problem by graphical method:

a. Maximize z = 12x + 16y (objective function)
subject to the following constraints:
10x + 20y ≤ 120
8x + 8y ≤ 80
x and y ≥ 0
Solution:
1. Find the x and y intercepts of the given constraints to determine the lines
and sketch the graph to identify the feasible region.
10x + 20y = 120
If x = 0, find y =? If y = 0, find x =?
10(0) + 20y = 120 10x + 20(0) = 120
20y = 120 10x = 120
y=6 x = 12
P1 (0, 6) P2 (12, 0)
8x + 8y = 80
If x = 0, find y =? If y = 0, find x = ?
8(0) + 8y = 80 8x + 8(0) = 80
 8y = 80 8x = 80
y = 10 x = 10
P3 (0, 10) P4 (10, 0)
Plot the points in the rectangular coordinate system to show the graph of the
equations.
Since the symbol used is less than or equal to so the feasible region is the region
below the lines. And look for the coordinates of the four corner points of the feasible region;
A(0, 0), B(10, 0), C(8, 2) and D(0, 6).
And solve for the z(A), z(B), z(C), and z(D) using the objective function.
Z(A) = 12(0) +16(0) = 0
Z(B) = 12(10) + 16(0) = 120
Z(C) = 12(8) + 16(2) = 128
Z(D) = 12(0) + 16(6) = 96
Therefore, the optimum value is 128, the optimum point is C(8, 2) and the optimum
solution is x = 8 and y = 2.

b. Minimize z = 4x + 6y subject to
x+y≥8
6x + y ≥ 12
x and y ≥ 0
Solution: Find the x and y intercepts of the given constraints to determine and sketch
the graph to identify the feasible region.
X+y=8
If x = 0, find y = ? if y = o, find x = ?
0+y=8 x+0=8
Y=8 x=8
 P1(0, 8) P2 (8, 0)

6x + y = 12
If x = 0, find y =? If y = 0, find x =?
6(0) + y = 12 6x + 0 = 12
Y = 12 6x = 12
X=2
P3(0, 12) P4(2, 0)
The feasible region is above the line because the objective function used greater
than or equal to. And look for the coordinates of the four corner points of the feasible
region: A(8, 0), B(0.8, 7.2), C(0, 12),
And solve for z(A), z(B), z(C), and z(D) using the objective function.
Z(A) = 4(8) + 6(0) = 32
Z(B) = 4(0.8) + 6(7.2) = 46.4
Z(C) = 4(0) + 6(12) = 72
The optimum point is A(8, 0), the optimum solution is x = 8 and y = 0 and the
z(optimum value) is the minimum value which is 32.

Activity:
A. Complete the table below (PPG matrix).
Prior Knowledge Present Knowledge Gained Knowledge
(P) (P) (G)
(Cite all concepts that you (Write all the concepts (Enumerate the insights
know about the lesson). discussed). gained from the lesson).
 B. Answer the following.
1. Solve and sketch the graph of the solution of following
a) x + 4 < 9
b) 6 + 4x > 8
c) 2x + 10 ≤ - 5
2. Solve the following linear programming problems using graphical method.
a) Maximize P = 3x + 2y subject to 2x + y ≤ 100, x + y ≤8, x and y are ≥ 0
b) Minimize P = 5x + 8y subject to 2x + y ≤ 0, 2x + 3y ≤ 14, x and y are ≥ 0

References:
Daligdig, R. M. (2019). Mathematics in the Modern World. Quezon City: Lorimar Publishing, Inc.