MATH 308 D100, Spring 2017

1. Linear programming, first examples

(based on notes from Dr. J. Hales and Dr. L. Stacho)

Luis Goddyn

SFU Burnaby

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Linear Programming
What is it? What is it for?

What programming?. . .
LP—introduced in 1950’s
surprisingly not directly related to computer programming
‘programming’ was a military term for strategic planning
‘linear’—feasible plans are restricted by linear constraints (inequalities) and also
quality of the plan is measured by a linear function
solving problems in industry (minimizing cost, maximizing production), in theory
(network-flows)
programming in sense of LP—development of effective algorithms for solving
problems

So what is it?
modelling the problem—choosing variables, determining constraints, choosing
function to optimize
solving the linear program
interpreting the solution

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Informal definition
Linear Programming is a collection of procedures for maximizing or minimizing linear
functions subject to given linear constraints.

First example
Maximize the value f (x, y ) = x + y subject to constraints
(1) x > 0
(2) y > 0 y
(3) y − x 6 1
(4) x + 6y 6 15
(5) 4x − y 6 10

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 y

(9/7, 16/7)
(3, 2)

(0, 1)

(0, 0) (5/2, 0) x

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Real world example (Strayer, Example 1, p. 5)
An appliance company manufactures heaters and air conditioners. The production of one
heater requires 2 hours in the parts division and 1 hour in the assembly division; the
production of one air conditioner requires 1 hour in the parts division and 2 hours in the
assembly division. The parts division is operated for at most 8 hours per day and the
assembly division is operated for at most 10 hours per day. Sale profits are $30 per
heater and $50 per air conditioner. How many heaters and air conditioners should the
company manufacture per day so as to maximize the profits?
x2

x1
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3D example
Maximize function f (x, y , z) = x − 2y − z subject to constraints
(1) 3x + 4y + 12 5
z 6 12
(2) 2y + 4z 6 8
(3) x, y , z > 0

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Geometric example
Given four points A = (0, 0), B = (4, 0), C = (2, 3), and D = (0, 2) in the plane. Find
the largest circular disk that fits in the quadrangle ABCD.

x2

(2, 3)
line ` : ax1 + bx2 + c = 0
point T = (t1 , t2 )
point-line distance formula:
(0, 2)
|at1 + bt2 + c|
d(T , `) = √
a2 + b 2

(4, 0)
(0, 0) x1

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 x2

(2, 3) line ` : ax1 + bx2 + c = 0

point T = (t1 , t2 )
point-line distance formula:
(0, 2) t3
|at1 + bt2 + c|
t2 d(T , `) = √
T a2 + b 2

(4, 0)
(0, 0) t1 x1

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