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Optimisation
Lesson 54 of 75
Challenge

Linear programming

Objective. Use geometry, duality and simplex reasoning.

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  2. 2. Worked example
  3. 3. Practice
  4. 4. Feedback
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Learn: the key idea

Linear programming optimises a linear objective subject to linear inequality constraints, with feasible regions forming polyhedra whose optimum lies at a vertex. Each constraint ax+by≤c defines a half-plane; the intersection of all such half-planes is the feasible region, and because the objective is linear, its maximum or minimum occurs at a corner point, found by evaluating the objective at each vertex. Example: maximise 3x+2y subject to x+y≤4, x,y≥0 gives vertices (0,0),(4,0),(0,4), and the best value 12 occurs at (4,0). Duality links this to a related minimisation problem with the same optimal value.

Worked example

A linear programming problem maximises P = 2x + 3y subject to x + y ≤ 5, x ≥ 0, y ≥ 0. Find the maximum value of P.

2 … 3
Illustrated card showing 2 … 3
  1. 1Identify vertices of the feasible region: (0,0), (5,0), (0,5)
  2. 2Evaluate P at (0,0): P = 0
  3. 3Evaluate P at (5,0): P = 10, and at (0,5): P = 15
  4. 4Compare values: the maximum is at (0,5)

Answer: 15

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Common mistake. Students search for the optimum by checking interior points or midpoints of edges; because the objective is linear, only vertices of the feasible polygon need to be tested.

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