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Linear Programming — chapter notes

7 sections 6 min readBeta

1. What is a linear programming problem?

A linear programming problem (LPP) asks for the maximum or minimum of a linear objective function Z=ax+byZ = ax + by when the variables must satisfy linear constraints (inequalities) and the non-negativity constraints x≥0x \ge 0, y≥0y \ge 0.

The variables xx and yy are the decision variables: the quantities we choose (numbers of items, hours, kilograms).

The vocabulary of a linear programming problem.
TermMeaningBakery example
Decision variablesQuantities we choosexx sponge, yy fruit cakes
Objective functionLinear quantity to optimiseZ=60x+80yZ = 60x + 80y (profit, ₹)
ConstraintsLinear limits on resources2x+y≤402x + y \le 40, 2x+3y≤722x + 3y \le 72
Non-negativityVariables cannot be negativex≥0x \ge 0, y≥0y \ge 0

Formulas

  • General form (two variables)
    Optimise Z=ax+by subject to aix+biy≤ci (or ≥ci), x≥0, y≥0\text{Optimise } Z = ax + by \text{ subject to } a_ix + b_iy \le c_i \text{ (or } \ge c_i\text{)},\ x \ge 0,\ y \ge 0

Key terms

Decision variables

The unknown quantities to be chosen.

Objective function

The linear function Z=ax+byZ = ax + by to be maximised or minimised.

Constraints

Linear inequalities that every plan must satisfy.

Non-negativity constraints

x≥0x \ge 0, y≥0y \ge 0.

2. Formulating a problem

Steps: (1) define the decision variables with units; (2) write the objective function; (3) write one constraint for each limited resource or requirement; (4) add non-negativity.

Translations: "at most", "cannot exceed", "available" give ≤\le; "at least", "must meet" give ≥\ge. Simplify each constraint by dividing by a common factor, and keep units the same on both sides.

Example (Kanpur bakery): xx sponge, yy fruit cakes; maximise Z=60x+80yZ = 60x + 80y subject to 2x+y≤402x + y \le 40 (flour), 2x+3y≤722x + 3y \le 72 (oven), x,y≥0x, y \ge 0.

Turn each row of the table into one line of the problem.
ResourceSponge cakeFruit cakeAvailable
Flour (g)30030015015060006000
Oven time (min)20203030720720
Profit (₹)60608080—

Formulas

  • Simplifying a constraint
    300x+150y≤6000  ⟺  2x+y≤40300x + 150y \le 6000 \iff 2x + y \le 40

Key terms

Formulation

Writing a situation as an objective and constraints.

3. Graphing linear inequalities

The line ax+by=cax + by = c divides the plane into two half-planes. To decide which side satisfies ax+by≤cax + by \le c, substitute a test point not on the line (the origin if possible): if the inequality is true there, that side is the solution set.

Draw the line using its intercepts. Points on the line belong to the region for ≤\le and ≥\ge.

  • 2x+3y=122x + 3y = 12
Test the origin: $0 \le 12$ is true, so shade the origin side.

Formulas

  • Drawing the line
    intercepts of ax+by=c: (ca,0), (0,cb)\text{intercepts of } ax + by = c:\ \left(\dfrac ca, 0\right),\ \left(0, \dfrac cb\right)

Key terms

Half-plane

One of the two parts into which a line divides the plane.

Test point

A point not on the line, substituted to choose the side.

4. Feasible region and corner points

The feasible region is the common part of all the half-planes (including x,y≥0x, y \ge 0). Its points are feasible solutions; points outside are infeasible. An optimal solution is a feasible point giving the best value of ZZ.

A corner point is a vertex of the region: the meeting point of two boundary lines (or a line and an axis) that satisfies every constraint. Example: x+y≤8x + y \le 8, x+2y≤10x + 2y \le 10 has corners (0,0)(0, 0), (8,0)(8, 0), (6,2)(6, 2), (0,5)(0, 5).

A region is bounded if it can be enclosed in a circle, otherwise unbounded. It may also be empty.

  • x+y=8x + y = 8
  • x+2y=10x + 2y = 10
Corners of the region: $(0, 0)$, $(8, 0)$, $(6, 2)$, $(0, 5)$.

Key terms

Feasible region

Set of points satisfying all constraints.

Corner point

Vertex of the feasible region.

Bounded region

A region that can be enclosed in a circle.

5. The corner-point method (bounded regions)

Corner Point Theorem. If the feasible region is bounded and non-empty, Z=ax+byZ = ax + by has a maximum and a minimum, both at corner points.

Method: draw the region, find all corners, evaluate ZZ at each, and pick the largest (maximum) or smallest (minimum).

Example: maximise Z=3x+5yZ = 3x + 5y on the region of section 4: values 00, 2424, 2828, 2525, so the maximum is 2828 at (6,2)(6, 2). Bakery: maximum ₹20002000 at (12,16)(12, 16).

The corner-point method in six steps.

Formulas

  • Bounded region
    Zmax⁡=max⁡corners(ax+by)Z_{\max} = \max_{\text{corners}} (ax + by)

Key terms

Corner Point Theorem

On a bounded region, the optimum of a linear objective is at a corner.

6. Unbounded regions: the half-plane test

On an unbounded region an optimum may not exist. If an optimum exists, it is at a corner.

Test for a minimum: let mm be the smallest corner value. If the open half-plane ax+by<max + by < m has no point in common with the region, mm is the minimum; otherwise there is no minimum.

Test for a maximum: with MM the largest corner value, check ax+by>Max + by > M in the same way.

Example: on x+y≥6x + y \ge 6, x+3y≥9x + 3y \ge 9, x,y≥0x, y \ge 0, Z=2x+3yZ = 2x + 3y has minimum 13.513.5 at (4.5,1.5)(4.5, 1.5), but Z=x+yZ = x + y has no maximum.

  • x+y=6x + y = 6
  • x+3y=9x + 3y = 9
  • 2x+3y=13.52x + 3y = 13.5
The half-plane $2x + 3y < 13.5$ misses the region, so the minimum is $13.5$.

Formulas

  • Minimum on an unbounded region
    {ax+by<m}∩R=∅⇒Zmin⁡=m\{ax + by < m\} \cap R = \varnothing \Rightarrow Z_{\min} = m

Key terms

Unbounded region

A region that cannot be enclosed in a circle.

Half-plane test

Check whether ax+by<max + by < m (or >M> M) meets the region.

7. Special cases

  • Multiple optimal solutions: if ZZ has the same best value at two adjacent corners, every point of the edge joining them is optimal (the objective lines are parallel to that edge). Example: Z=2x+4yZ = 2x + 4y on the region of section 4 is 2020 at (6,2)(6, 2) and (0,5)(0, 5).
  • Empty region (infeasible problem): constraints such as x+y≤3x + y \le 3 and 2x+3y≥122x + 3y \ge 12 (with x,y≥0x, y \ge 0) have no common point; there is no solution.
  • No optimum: on an unbounded region the objective may grow (or fall) without limit.

Not in the 2026–27 syllabus: classifying LPPs into named types (manufacturing, diet, transportation problems).

  • x+y=8x + y = 8
  • x+2y=10x + 2y = 10
  • 2x+4y=202x + 4y = 20
Objective parallel to an edge: every point of that edge is optimal.
Four situations every student should recognise.
RegionWhat can happenHow to tell
Bounded, non-emptyMax and min both exist, at cornersCompare corner values
UnboundedAn optimum may or may not existHalf-plane test
Two corners tieInfinitely many optimal pointsEqual best values at adjacent corners
EmptyNo feasible point, no solutionConstraints contradict

Key terms

Multiple optima

Infinitely many optimal points along an edge.

Infeasible problem

A problem whose feasible region is empty.

Exam tips

How marks are awarded

  • Formulation (2–3 marks): variables defined with units, objective, each constraint, non-negativity.
  • Graphical solution (3–5 marks): lines with intercepts, correct region, all corners with coordinates, corner table, conclusion in words.
  • Unbounded region: one mark is usually for the half-plane check (draw Z=mZ = m and state the result).
  • Objective (1 mark): corner values, best corner, feasibility of a point, number of corners.

Common mistakes

  1. Forgetting the non-negativity constraints, or a corner on an axis.
  2. Shading the wrong side of a line (no test point).
  3. Mixing units in a constraint (grams with kilograms, minutes with hours).
  4. Listing a crossing point that breaks another constraint as a corner.
  5. Accepting the best corner on an unbounded region without the half-plane test.
  6. Naming one optimal point when two adjacent corners tie.
  7. Writing the optimal value but not the plan (or the plan without the value).
  8. Reading corners from a rough sketch instead of solving the equations.