chapter 3 section 2 linear programming i. fundamental theorem of linear programming the maximum (or...

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Chapter 3 Section 2 Linear Programming I

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Page 1: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Chapter 3 Section 2

Linear Programming I

Page 2: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Fundamental Theorem of Linear Programming

• The maximum (or minimum) value of the objective function is achieved at one of the vertices

Page 3: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Exercise 21 (page 131)

• Minimize the objective function 3x + 4y subject to the below constraints.

• Solution:2x + y > 10 y > – 2x + 10

x + 2y > 14 y > – ½ x + 7

x > 0 x > 0

y > 0 y > 0

Page 4: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Graph of the Inequalities

y = – 2x + 10

y = – ½ x + 7

y = 0

x = 0

I

II

III

Page 5: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Finding the Vertices (by hand)

Vertex I Vertex II Vertex III

x = 0 y = – 2x + 10 y = – ½ x + 7

y = – 2x + 10 y = – ½ x + 7 y = 0

y = – 2(0) + 10 – 2x + 10 = – ½ x + 7 ( 0 ) = – ½ x + 7

y = 10 3/2 x = 3 ½ x = 7

x = 2 x = 14

( 0 , 10 )

y = – 2( 2 ) + 10 ( 14 , 0 )

y = 6

( 2 , 6 )

Page 6: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Find the Optimal Point

Vertex Objective Function: 3 x + 4 y

( 0 , 10 ) 3 ( 0 ) + 4 ( 10 ) = 40

( 2 , 6 ) 3 ( 2 ) + 4 ( 6 ) = 30

( 14 , 0 ) 3 ( 14 ) + 4 ( 0 ) = 42

The minimum value of the objective function occurs at the vertex ( 2 , 6 )

Page 7: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Exercise 33 (page 132)

• Define the variables being used. Look at the question being asked!

• Last sentence: “How many cans of Fruit Delight and Heavenly Punch should be produced…?”

• Letx represent the number of cans of Fruit Delight producedy represent the number of cans of Heavenly Punch produced

Page 8: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

• Last sentence: “How many cans of Fruit Delight and Heavenly Punch should be produced each week to maximize profits?”

• The objective function is:

Profit = 0.20 · x + 0.30 · y

The Objective Function

Page 9: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Table

Fruit

Delight

Heavenly

Punch

Maximum

Amount

Pineapple

Juice

Orange

Juice

Apricot

Juice

Profit

Page 10: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Table

Fruit

Delight

Heavenly

Punch

Maximum

Amount

Pineapple

Juice

10

oz/can

Orange

Juice

3

oz/can

Apricot

Juice

1

oz/can

Profit 0.20

$

Page 11: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Table

Fruit

Delight

Heavenly

Punch

Maximum

Amount

Pineapple

Juice

10

oz/can

10

oz/can

Orange

Juice

3

oz/can

2

oz/can

Apricot

Juice

1

oz/can

2

oz/can

Profit 0.20

$

0.30

$

Page 12: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Table

Fruit

Delight

Heavenly

Punch

Maximum

Amount

Pineapple

Juice

10

oz/can

10

oz/can

9,000

oz

Orange

Juice

3

oz/can

2

oz/can

2,400

oz

Apricot

Juice

1

oz/can

2

oz/can

1,400

oz

Profit 0.20

$

0.30

$

Page 13: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Restrictions from the Table and Problem

• Restrictions that are placed on the x and y variables:

10 x + 10 y < 9,000

3 x + 2 y < 2,400

x + 2 y < 1,400

x > 0

y > 0

Page 14: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Change From General Form to Standard Form

10 x + 10 y < 9,000 y < – x + 900

3 x + 2 y < 2,400 y < – 3/2 x + 1,200

x + 2 y < 1,400 y < – ½ x + 700

x > 0 x > 0

y > 0 y > 0

Page 15: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Graph of the System of Equations

Not to scale

y = – 3/2 x + 1200 y = – x + 900

y = – 1/2 x + 700

y = 0

x = 0

Page 16: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Shading for the Inequalities

Not to scale

y = – 3/2 x + 1200 y = – x + 900

y = – 1/2 x + 700

y = 0

x = 0

Page 17: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

A Modified Graph of the Feasible Set from the Previous Slide

y = 0

y = – 1/2 x + 700

y = – x + 900

y = – 3/2 x + 1200

x = 0

I

II

III

IV

V

Feasible Set

Page 18: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Finding the Vertices (using a calculator when possible)

• Vertex I x = 0 ( 0 , 0 )y = 0

• Vertex II x = 0 ( 0 , 700 )y = – ½ x + 700

• Vertex III y = – ½ x + 700 ( 400 , 500 )y = – x + 900

• Vertex IV y = – x + 900 ( 600 , 300 )y = – 3/2 x + 1200

• Vertex V y = – 3/2 x + 1200 ( 800 , 0 )y = 0

Page 19: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Find the Optimal Point

Vertex Objective Function 0.2 x + 0.3 y

( 0 , 0 ) 0.2 ( 0 ) + 0.3 ( 0 ) = 0

( 0 , 700 ) 0.2 ( 0 ) + 0.3 ( 700 ) = 210

( 400 , 500 ) 0.2 ( 400 ) + 0.3 ( 500 ) = 230

( 600 , 300 ) 0.2 ( 600 ) + 0.3 ( 300 ) = 210

( 800 , 0 ) 0.2 ( 800 ) + 0.3 ( 0 ) = 160

• ( 400 , 500 ) maximizes the objective function

Page 20: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Answer

Produce 400 cans of Fruit Delight and

500 cans of Heavenly Punch to maximize profits

Page 21: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Exercise 35 (page 133)

• Define the variables being used. Look at the question being asked!

• Key Question: “…, what planting combination will produce the greatest total profit?”

• Letx represent the number of acres of oats plantedy represent the number of acres of corn planted

• This now defines Column Headings

Page 22: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

The Objective Function

First we need to recognize these relationships

• Profit = Revenue + Left over capital cash + Left over labor costs

• Where – Revenue = 55 x + 125 y– Left over capital cash = 2100 – 18 x – 36 y– Left over labor cash = 2400 – 16 x – 48 y

Page 23: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

The Objective Function

• Now add revenue, left over capital cash, and left over labor costs together [i.e. ( 55 x + 125 y ) + (2100 – 18 x – 36 y ) + ( 2400 – 16 x – 48 y )] to get the profit and the objective function becomes:

Profit = 4500 + 21 x + 41 y

Page 24: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Table

Oats Corn Available

Capital

Needed ($)

Labor

Needed ($)

Revenue ($)

Page 25: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Table

Oats Corn Available

Capital

Needed ($)

18

$/acre

36

$/acre

2,100

$

Labor

Needed ($)

16

$/acre

48

$/acre

2,400

$

Revenue ($) 55

$/acre

125

$/acre

Page 26: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Restrictions from Table and Problem

• The inequalities that restrict the values of the variables:

18 x + 36 y < 2,100

16 x + 48 y < 2,400

x + y < 100

x > 0

y > 0

Why do we need this restriction?

Page 27: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Why x + y < 100?

• The farmer has only 100 acres available for the two crops. The amount of oats plus the amount of corn that the farmer plants has to be 100 acres or less.

Page 28: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Convert from General Form to Standard Form

• Restrictions:

18 x + 36 y < 2,100 y < – ½ x + 175/3

16 x + 48 y < 2,400 y < – 1/3 x + 50

x + y < 100 y < – x + 100

x > 0 x > 0

y > 0 y > 0

Page 29: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Graph of the System of Equations

Not to scale

y = – x + 100y = – ½ x + 175/3

y = – 1/3 x + 50

y = 0

x = 0

Page 30: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Graph of the System of Inequalities

Not to scale

y = – x + 100y = – ½ x + 175/3

y = – 1/3 x + 50

y = 0

x = 0

Page 31: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Modified Graph of the Feasible Set form the Previous Slide

y = 0

y = – 1/3 x + 50

y = – ½ x + 175/3

y = – x + 100

x = 0

I

II

III

IV

V

Feasible Set

Page 32: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Finding the Vertices (using a calculator when possible)

• Vertex I x = 0 ( 0 , 0 )

y = 0

• Vertex II x = 0 ( 0 , 50 )

y = – 1/3 x + 50

• Vertex III y = – 1/3 x + 50 ( 50 , 100/3 )

y = – ½ x + 175/3

• Vertex IV y = – ½ x + 175/3 ( 250/3 , 50/3)

y = – x + 100

• Vertex V y = – x + 100 ( 100 , 0 )

y = 0

Page 33: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

Finding the Optimal Point

Vertex Objective Function 4500 + 21x + 41y( 0 , 0 ) 4500 + 21 ( 0 ) + 41 ( 0 ) = 4,500.00

( 0 , 50 ) 4500 + 21 ( 0 ) + 41 ( 50 ) = 6,550.00

( 50 , 100/3 ) 4500 + 21 ( 50 ) + 41 ( 100/3 ) ~ 6,916.67

( 250/3 , 50/3 ) 4500 + 21 ( 250/3 ) + 41 ( 50/3 ) ~ 6,933.33

( 100 , 0 ) 4500 + 21 ( 100 ) + 41 ( 0 ) = 6,600.00

• ( 250/3 , 50/3 ) = ( 83 1/3 , 16 2/3 ) maximizes the objective function

Page 34: Chapter 3 Section 2 Linear Programming I. Fundamental Theorem of Linear Programming The maximum (or minimum) value of the objective function is achieved

The Answer

Plant 83-and-a-third acres of oats and 16-and-two-thirds acres of corn to maximize the profit