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Revision: Linear Programming Maths HSC Commerce (English Medium) 12th Standard Board Exam Maharashtra State Board

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Definitions [13]

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.

Definition: Optimize

To optimise means to maximise or minimise.

Definition: Feasible Region & Feasible (Optimal) Solution

The common region satisfying all the constraints of an LPP is called the feasible region, and every point in this region is called a feasible solution.

  • A feasible region is always convex.

Definition: Infeasible Solution

A solution which does not satisfy all the constraints and non-negativity restrictions is called an infeasible solution.

Definition: General Linear Programming

A Linear Programming Problem involves maximising or minimising a linear function subject to linear constraints and non-negativity restrictions.

Definition: Constraints

The conditions represented by a system of linear inequalities, which the variables of a Linear Programming Problem must satisfy, are called constraints.

Definition: Solution Set of a System

The common region satisfying all the given inequalities is called the solution set.

Definition: Linear Programming Problem

A Linear Programming Problem (LPP) involves a linear function of variables subject to a set of linear constraints, where the objective is to maximise or minimise the function.

Definition: Linear Programming

Linear Programming is a method of solving problems in which a linear objective function is maximised or minimised subject to conditions expressed as a system of linear inequalities.

Definition: Objective Function

The linear function whose maximum or minimum value is to be determined is called the objective function.

Definition: Non-Negativity Restrictions

The constraints which imply that the decision variables of an LPP are non-negative are called non-negativity restrictions.

Definition: Convex Region

A region is said to be convex if the line segment joining any two points in the region lies entirely within the region.

Definition: Standard Forms of Linear Inequalities

The equation ax + by = c is called the associated equation of the inequality.

Theorems and Laws [1]

Theorem: Fundamental Theorem of Linear Programming

Statement:

If a linear objective function has a maximum or minimum value over a feasible region, then the maximum or minimum occurs at one of the corner points of the feasible region.

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: Corner Point Method

This method is based on the fundamental extreme point theorem. 

  • Step 1: Draw the feasible region and find all corner points (vertices).
  • Step 2: Evaluate the objective function Z = ax + by at each corner point.

Feasible Region is Bounded

Maximum value of Z = the largest value at a corner
Minimum value of Z = the smallest value at a corner

If the Feasible Region is Unbounded

If a maximum (or minimum) exists, it must occur at a corner point.
But maximum or minimum may not exist.

Extreme point theorem:

An optimum solution to a linear programming problem, if it exists, occurs at one of the corners (or extreme) points of the feasible region.

Key Points: Region representation
Condition Region represented
( x > 0 ) Right of the y-axis
( x < 0 ) Left of the y-axis
( y > 0 ) Above x-axis
( y < 0 ) Below x-axis
( x 0 ) Includes y-axis
( y 0 ) Includes x-axis

Important Questions [17]

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