Linear programming problems and their mathematical formulation
Question 1
A firm wants its running cost to be as small as possible, where the production plan must satisfy , , , . The linear programming problem is to
(a)maximise , because is linear in and
(b)maximise , because every constraint is of the type
(c)neither; a cost function has no optimum
(d)minimise
Show answer
(d) minimise
What is to be optimised, and in which direction, is stated by the problem: the firm wants the cost as small as possible, so is to be minimised. The direction of the constraint inequalities has nothing to do with it - the chapter minimises in Example 2 where one constraint is of the type, and maximises elsewhere over regions cut out by constraints.
Question 2
A linear programming problem reads:
Maximise
subject to , , , .
In this problem the function is called
(a)a decision variable
(b)a constraint
(c)the objective function
(d)a feasible solution
Show answer
(c) the objective function
The linear function whose maximum or minimum is being sought is the objective function. Here that function is . The inequalities written under 'subject to' are the constraints, and are the decision variables, and a feasible solution is a point of the region those constraints cut out.
Question 3
A linear programming problem reads:
Maximise
subject to , , , .
In this problem the conditions , , , are called
(a)the feasible region
(b)the objective function
(c)the optimal solution
(d)the constraints
Show answer
(d) the constraints
The linear inequalities or restrictions on the variables of a linear programming problem are its constraints; and are the non-negative restrictions and are constraints too. The objective function is the single function being maximised; the feasible region is the region these constraints cut out, not the constraints themselves.
The Corner Point Method on a bounded feasible region
Question 4
The shaded region in the figure is the feasible region of a linear programming problem, and its corner points are labelled. The maximum value of over that region is
(a)135
(b)144
(c)141
(d)90
Show answer
(b) 144
Read the three corner points off the figure and substitute: , and . The region is bounded, so the largest of these, , is the maximum. is the vertex furthest from the origin but is not the largest value, and answers the opposite question.
Question 5
The shaded region in the figure is the feasible region of a linear programming problem, and its corner points are labelled. The minimum value of over that region is
(a)105
(b)98
(c)126
(d)153
Show answer
(a) 105
Read the three corner points off the figure and substitute: , and . The region is bounded, so the smallest of these, , is the minimum. is the vertex nearest the origin but is not the smallest value, and answers the opposite question.
Question 6
A linear programming problem asks only for the maximum of over a bounded feasible region. Does also have a minimum on that region?
(a)no, because a minimum was not requested
(b)no, because a bounded region gives only one extreme value
(c)yes, but only if the region contains the origin
(d)yes, and it occurs at a corner point of the region
Show answer
(d) yes, and it occurs at a corner point of the region
Yes. Theorem 2 attaches to the REGION, not to the question: a bounded feasible region gives both a maximum and a minimum, each at a corner point. The problem asking only for the maximum changes what has to be reported, not what exists, and the position of the origin is irrelevant.
The feasible region: graphing the constraints, corner points and boundedness
Question 7
In a linear programming problem no point satisfies all the constraints at the same time. It follows that
(a)the problem has no feasible solution and hence no solution
(b)the optimal value of occurs at the origin
(c)the optimal value of is
(d)the feasible region is unbounded
Show answer
(a) the problem has no feasible solution and hence no solution
When the half-planes determined by the constraints have no point in common there is no feasible region, so there is no feasible solution at all and the problem has no solution. There is nothing to evaluate at, so reporting a value of , or a value at the origin, invents a solution the problem does not have; and an empty region is not the same thing as an unbounded one.
Question 8
A feasible region of a linear programming problem is said to be bounded when
(a)it lies in the first quadrant
(b)all its constraints are of the type
(c)it can be enclosed within a circle
(d)it has finitely many corner points
Show answer
(c) it can be enclosed within a circle
A feasible region of a system of linear inequalities is bounded if it can be enclosed within a circle; otherwise it is unbounded, meaning it extends indefinitely in some direction. Lying in the first quadrant is not enough - the region , , lies there and runs on for ever - and the direction of the inequality signs settles nothing either.
Question 9
The feasible region determined by , , , is
(a)unbounded, since the region is not a triangle
(b)empty, since a sum cannot be both at least and at most
(c)unbounded, since one of the constraints is of the type
(d)bounded, since it can be enclosed within a circle
Show answer
(d) bounded, since it can be enclosed within a circle
Every feasible point has , and , so and each lie between and and the whole region fits inside a circle. The region is therefore bounded, even though one of its constraints is of the type. Boundedness is a property of the region, not of the inequality signs.
Unbounded feasible regions and the open half-plane test
Question 10
In one linear programming problem the constraints have no point in common. In another the feasible region is unbounded and turns out to have no maximum. Which pair of statements is correct?
(a)both problems have an optimal value of
(b)neither problem can have an optimum, since neither region is bounded
(c)the first has no feasible solution; the second has feasible solutions but no maximum
(d)the first has feasible solutions but no maximum; the second has no feasible solution
Show answer
(c) the first has no feasible solution; the second has feasible solutions but no maximum
The first problem has an empty feasible region: no point satisfies all the constraints, so there is no feasible solution and nothing to optimise. The second has infinitely many feasible solutions - the region is full, it merely runs on for ever - and the failure is only that no feasible point maximises . Both end with the word 'no', but they fail in different places, and an optimum of is not on offer in either.
Question 11
An unbounded feasible region has corner points , and , and has positive coefficients. The open half plane on which is below every corner value misses the region, while the open half plane on which is above every corner value meets it. Which statement is correct?
(a) has a minimum but no maximum
(b) has a maximum but no minimum
(c) has both a maximum and a minimum, given by the largest and the smallest corner values
(d) has neither a maximum nor a minimum, since the region is unbounded
Show answer
(a) has a minimum but no maximum
The two tests are independent and they answer differently here. Nothing below the smallest corner value is feasible, so is the minimum of . Something above the largest corner value IS feasible, so is beaten and has no maximum. An unbounded region neither guarantees an optimum nor forbids one; only the test decides, and it can decide the two extremes differently.
Question 12
The corner points of an unbounded feasible region are , and . For the open half plane on which is smaller than every corner value has no point in common with the feasible region. The minimum value of is
(a)24
(b)36
(c) has no minimum value
(d)38
Show answer
(a) 24
The corner values are , and , so the smallest is . The region is unbounded, so that value only becomes the minimum once the test is passed - and here it is passed, because the open half plane below it misses the region entirely. So the minimum of is ; an unbounded region does not automatically mean no optimum.
Multiple optimal solutions and conditions on the objective coefficients
Question 13
The maximum of an objective function over a bounded feasible region is attained at two different corner points. What does that tell us?
(a)the feasible region must be unbounded
(b)the objective line is parallel to the edge joining the two corner points
(c)the two coefficients and must be equal
(d)no point other than those two corner points is optimal
Show answer
(b) the objective line is parallel to the edge joining the two corner points
If takes the same value at two corner points, the line passes through both. So it lies along the edge joining them, parallel to that edge. This is about the slope matching the slope of the edge, not about and being equal. Every point of that edge gives the same optimal value, so the optimal set is far more than the two corners.
Question 14
A feasible region has corners and . Both minimise . At which other point is the minimum attained?
(a)
(b)no other point
(c)
(d)
Show answer
(c)
Both corners give . The segment joining them has this value throughout, and lies inside it. The point is off the segment and gives . The origin gives , below the stated minimum, so it is infeasible.
Question 15
The maximum value of over a bounded feasible region is attained at both of the corner points and . The number of points at which that maximum is attained is
(a)infinitely many
(b)finitely many, one for each corner point of the region
(c)exactly two
(d)exactly one
Show answer
(a) infinitely many
Both corner points give . When two corner points produce the same maximum value, every point on the line segment joining them gives that same value as well - the objective line lies flush along that edge. A segment contains infinitely many points, so the maximum is attained at infinitely many points, not just at the two vertices the corner-point table happened to list.
Can you optimise using just one constraint at a time?
Wrong
A point is feasible if it satisfies at least one constraint.
Why it feels right. Each inequality separately describes allowed points, so I combine the regions as an either-or.
Right
A feasible point satisfies every constraint simultaneously.
Worked example
The shaded polygon is the overlap of all constraints. (3, 1) lies outside x ≤ 2 even though it is below x + y = 5.
With x + y ≤ 5, x ≤ 2 and x,y ≥ 0, (3,1) passes the first inequality but fails x ≤ 2.
The point (2,3) passes all the inequalities.
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