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Class 12 · Mathematics · Part 2

Chapter 12: Linear Programming

Revision notes, worked problems, a question bank, assertion and reason questions and answers to the NCERT exercises. Tap a group to open it; opening one closes the others.

12.1 – 12.2Linear programming and its formulationObjective function, constraints, feasible region

What is a linear programming problem?

An optimisation problem asks for the maximum (profit) or minimum (cost) of a quantity. A linear programming problem (LPP) maximises or minimises a linear objective function of the decision variables, subject to linear constraints and the non-negative restrictions.

TermMeaning
Objective functionThe linear function Z = ax + by to be maximised or minimised
Decision variablesx and y, the quantities we choose (non-negative)
ConstraintsThe linear inequalities or equations the variables must satisfy
Non-negative restrictionsx ≥ 0, y ≥ 0
Feasible regionThe common region of all the constraints, x, y ≥ 0 included
Feasible solutionA point in the feasible region (inside or on its boundary)
Infeasible solutionA point outside the feasible region
Optimal solutionA feasible point that gives the maximum or minimum value of Z

Formulating a problem

A dealer has Rs 50,000 and storage for at most 60 pieces. A table costs Rs 2500 and gives profit Rs 250. A chair costs Rs 500 and gives profit Rs 75. Let x tables and y chairs be bought.

Maximise Z = 250x + 75ysubject to 5x + y ≤ 100 (investment), x + y ≤ 60 (storage), x ≥ 0, y ≥ 0
  • Investment: 2500x + 500y ≤ 50000, which is 5x + y ≤ 100.
  • Storage: x + y ≤ 60.
  • Different choices give different profits: 20 tables only gives Rs 5000; 60 chairs only gives Rs 4500; 10 tables and 50 chairs give Rs 6250.
12.2.2The corner point methodGraph, corner points, evaluate

Two theorems

  • Theorem 1. If Z = ax + by has an optimal value on the feasible region (a convex polygon), it occurs at a corner point (vertex).
  • Theorem 2. If the feasible region is bounded, Z has both a maximum and a minimum value, and each occurs at a corner point.
  • A feasible region is bounded if it can be enclosed within a circle. Otherwise it is unbounded.

The method

  • Find the feasible region and its corner points (by inspection or by solving two boundary equations).
  • Evaluate Z at each corner point. Let M be the largest value and m the smallest.
  • Bounded region: M is the maximum and m is the minimum.
  • Unbounded region: M is the maximum only if the open half plane ax + by > M has no point in common with the region; m is the minimum only if ax + by < m has none. Otherwise there is no maximum (or minimum).
1. Graph theconstraints, shade2. Find thecorner points3. Evaluate Zat each corner4. Largest M,smallest mBounded:M = max, m = minUnbounded:test the half plane
The corner point method in four steps.

The dealer's problem

The corner points of OABC are O(0, 0), A(20, 0), B(10, 50), C(0, 60).

Corner pointZ = 250x + 75y
(0, 0)0
(20, 0)5000
(10, 50)6250
(0, 60)4500
OA (20, 0)B (10, 50)C (0, 60)5x + y = 100x + y = 6010203010203040506070Z = 250x + 75yO (0, 0): Z = 0C (0, 60): Z = 4500B (10, 50): Z = 6250 ← maximumA (20, 0): Z = 5000Shaded region OABC is bounded
The feasible region OABC. The profit is greatest at the corner B(10, 50).

The maximum profit is Rs 6250, from 10 tables and 50 chairs.

Another example

Maximise Z = 4x + y subject to x + y ≤ 50, 3x + y ≤ 90, x, y ≥ 0.

Corner pointZ = 4x + y
(0, 0)0
(30, 0)120
(20, 30)110
(0, 50)50

The region is bounded, so the maximum is 120 at (30, 0). The corner (20, 30) comes from solving x + y = 50 and 3x + y = 90.

12.2.2Special casesUnbounded, many optimal points, none at all

Bounded, unbounded or empty

The region can be bounded, unbounded or have no points at all (then there is no feasible solution).

O(30, 0)(20, 30)(0, 50)Boundedmax and min both exist(0, 2)(3, 0)(3/2, 1/2)Unboundedtest the open half planeNo feasible regionx + y ≥ 8 and 3x + 5y ≤ 15 never meet
A feasible region can be bounded, unbounded or empty.

Multiple optimal solutions

Minimise and maximise Z = 3x + 9y subject to x + 3y ≤ 60, x + y ≥ 10, x ≤ y, x, y ≥ 0.

Corner pointZ = 3x + 9y
(0, 10)90
(5, 5)60
(15, 15)180
(0, 20)180

The minimum is 60 at B(5, 5). The maximum 180 occurs at both C and D, so it occurs at every point of the segment CD.

A (0, 10)B (5, 5)C (15, 15)D (0, 20)51015202530510152025Z = 3x + 9yA: 90 B: 60 ← minimumC: 180 D: 180 ← maximum3x + 9y = 180 is the line x + 3y = 60,which contains C and D, so everypoint of CD gives Z = 180.
Two corners with the same value mean the whole segment between them is optimal.

An unbounded region with no minimum

Minimise Z = −50x + 20y subject to 2x − y ≥ −5, 3x + y ≥ 3, 2x − 3y ≤ 12, x, y ≥ 0.

Corner pointZ = −50x + 20y
(1, 0)−50
(6, 0)−300
(0, 5)100
(0, 3)60

The smallest corner value is −300 at (6, 0), but the region is unbounded and the open half plane −50x + 20y < −300 meets it, so Z has no minimum. (The maximum 100 at (0, 5) does exist, since the half plane −50x + 20y > 100 misses the region.)

(0, 5)(0, 3)(1, 0)(6, 0)2468102468101214Z = −50x + 20ySmallest corner value: −300 at (6, 0)Dashed: −50x + 20y = −300Part of the region lies on the far sideof this line, where Z < −300So Z has no minimum.
For an unbounded region the smallest corner value need not be the minimum.

No feasible region

Minimise Z = 3x + 2y subject to x + y ≥ 8, 3x + 5y ≤ 15, x, y ≥ 0. For x + y ≥ 8 we need 3x + 5y ≥ 24 > 15, so no point satisfies both. There is no feasible solution.

General features

  • The feasible region is always convex.
  • The optimum occurs at a corner point.
  • If two corners give the same optimum, every point of the segment joining them gives it too.
RefQuick reference and common slipsCheck before you answer

Quick reference

SituationConclusion
Bounded regionMax = largest corner value, min = smallest
Unbounded regionTest the open half plane before accepting M or m
Two corners tie for the optimumEvery point of the segment between them is optimal
Constraints contradict each otherNo feasible solution
Constraint ≥Shade the side away from the origin if the origin fails it

Common slips

  • Forgetting x ≥ 0 and y ≥ 0 when finding the corner points.
  • Taking a point outside the region as a corner (check it against every constraint).
  • Reading the maximum off an unbounded region without the half plane test.
  • Evaluating Z at only some of the corners.
  • Writing Rs 2500x + 500y ≤ 50000 but then dividing only one side.
  • Missing that a tie gives infinitely many optimal points.