CONTENTS 

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PROBLEM    01 – 0008:      Solve the following linear programming problem:
                                                Maximize       6L1 + 11L2                                                      (1)
                                                subject to:
                                                                        2L1 + L2 ≤ 104
                                                                        L1 + 2L2 ≤ 76                                                 (2)
                                                and L1 ≥ 0, L2 ≥ 0.
 

                                                            
 
Solution:                    Since there are only two variables (L1 and L2), the above problem
                        can be portrayed geometrically.
                        The two constraints, L1 ≥ 0 and L2 ≥ 0, generate the first quadrant of the
                        Euclidean plane. The lines, L1 = 0 and L2 = 0, form the boundaries of this
                        region.
                        Instead of considering the inequalities directly, we first find the boundaries
                        of the constraint region. This is equivalent to graphing the two lines
                        2L1 + L2 = 104 and L1 + 2L2 = 76.
                        The feasible region is the area that simultaneously satisfies all four
                        constraints. In Fig. 1, it is the darkened region. The feasible region
                        represents possible solutions to the maximization problem. For example,
                        (26, 19) is a feasible solution, and when substituted into the objective
                        function yields a value of
                                                6(26) + 11(19) = 365.
                        Yet, a better solution is the point (0, 38) on the boundary of the feasible
                        region which yields a value of:
                                                6(0) + 11(38) = 418.
                        What is required is a method that will reduce the infinite set of feasible
                        points to a finite number of points. Any point not on the boundary of the
                        feasible region is non-optimal, since (1) can increase by increasing one
                        variable while keeping the other constant and still satisfy the constraints.
 
                                                
 
                        Continue to do this until a constraint line is met as in Fig. 2. Thus, the set
                        of optimal points consists of points on the boundary of the feasible region.
                        Now consider a point on the boundary. If movement along the boundary in
                        one direction increases (1), then movement in the opposite direction
                        decreases (1). Now keep on moving in the direction of increasing (1) until
                        another constraint is met. Thus, the points at which (1) is locally
                        maximized occur at the intersection of two or more constraints. Since the
                        number of constraints is finite the set of such points is finite.
                        The method for solving the problem is: to first find the intersection points
                        of pairs of constraints, then check which points are feasible, and from
                        these basic feasible points find that point which maximizes the objective
                        function.
                        The four constraints are:
                                                L1 = 0                                                                                      (3)
                                                L2 = 0                                                                                      (4)
                                                2L1 + L2 = 104                                                                       (5)
                                                L1 + 2L2 = 76                                                                         (6)
                        Taking these four equations two at a time there are (4 6) or 6 points. For
                        example, the solution to (3) and (4) is the point (0, 0). The solution to (4)
                        and (6) is. The point (0, 0) is feasible but the point is not. In this way we
                        obtain the following table:
 
System of equations (L1, L2) Feasible Points
(3) and (4) (0, 0) yes
(3) and (5) (0, 104) no
(3) and (6) (0, 38) yes
(4) and (5) (52, 0) yes
(4) and (6) (76, 0) no
(5) and (6) (44, 16) yes
 
                        Next compute the value of (1) for each of the above feasible points.
 
Feasible Points f(L1, L2) = 6L1 + 11L2
(0, 0) 0
 (0, 38) 418
(52, 0) 312
(44, 16) 440
 
                        Thus, the objective function is maximized when L1 = 44 and L2 = 16. The
                        value of the objective function is then 440.