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Revision: 12th Std >> Linear Programming MAH-MHT CET (PCM/PCB) Linear Programming

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Definitions [6]

Definition: Linear Inequations in Two Variables

An equation which contains two variables and the degree of each term containing a variable is one is called a linear equation in two variables.  

General Form:

ax + by + c = 0 

Definition: Convex Set

A set of points in a plane is called a convex set if the line segment joining any two points in the set lies entirely within the set.

Definition: Non-Convex Set

If the line segment joining any two points in the set does not completely lie in the set, then it is a non-convex set.

Definition: Linear Inequations in One Variables

A linear inequality or inequation, which has only one variable, is called a linear inequality or inequation in one variable.

e.g. ax + b < 0, where a ≠ 0, 3x + 4 > 0

Definition: Linear Inequations

An inequality or inequation is said to be linear if each variable occurs in the first degree only and there is no term involving the product of the variables.

e.g. ax + b ≤ 0, ax + by + c > 0, x ≤ 4

Defintion: Linear Programming Problem (L.P.P.)

A linear programming problem (LPP) is one that is concerned with finding the optimal value (maximum or minimum) of a linear function of several variables, subject to constraints that the variables are non-negative and satisfy a set of linear inequalities.

Maximise / Minimise:

z = c₁x₁ + c₂x₂ + ... + cₙxₙ

Subject to constraints:

a₁₁x₁ + a₁₂x₂ + ... + a₁ₙxₙ (≤, =, ≥) b₁

a₂₁x₁ + a₂₂x₂ + ... + a₂ₙxₙ (≤, =, ≥) b₂
.
.
.

... aₘ₁x₁ + aₘ₂x₂ + ... + aₘₙxₙ (≤, =, ≥) bₘ

x₁, x₂, x₃, ..., xₙ ≥ 0

Objective function:

The function z = c₁x₁ + c₂x₂ + ... + cₙxₙ is called the objective function.

Key Points

Key Points: Linear Programming Problem (L.P.P.)
Term Meaning
Decision Variables Variables we need to find (like x, y)
Objective Function Function to maximise or minimise (z = c₁x + c₂y)
Constraints Conditions/restrictions given (inequalities like ax + by ≤ c)
Non-negativity Constraints Variables cannot be negative (x ≥ 0, y ≥ 0)
Feasible Solution Any solution that satisfies all constraints
Infeasible Solution Does NOT satisfy constraints
Feasible Region Area containing all feasible solutions
Optimal Solution Best solution (max or min value)
Optimum Value Value of the objective function at the optimal solution
Bounded Region Region that is closed (limited area)
Unbounded Region A region that extends infinitely
Corner Point (Extreme Point) Intersection points of boundary lines
Optimal Feasible Solution Feasible solution giving the best value of z
Key points: Methods to Solve LPP (Graphical / Corner Point Method)
Case Result
Bounded region Max & Min exist
Unbounded region Max/Min may not exist
Parallel lines Infinite solutions
Same value at 2 points All points on the line segment are optimal
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