Finding the Optimal Solution (Edexcel International A Level Maths): Revision Note

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Objective Line

What is the objective line?

  • The objective function (for an LP problem with two decision variables) is of the form P equals a x plus b y

    • Rearranged, this is of the form 'y equals m x plus c'

    • So for a particular value of P, there is a straight line graph

      • This is the objective line

How does an objective line indicate where the optimal solution is?

  • In a linear programming problem, P is usually unknown

    • It is the quantity that is to be maximised or minimised

  • In maximisation problems, increasing the value of P

    • 'moves' the objective line away from the origin

    • and towards the upper boundaries of the feasible region

objective-line-max-rn-1
  • In minimisation problems, decreasing the value of P

    • 'moves' the objective line closer to the origin

    • and towards the lower boundaries of the feasible region

objective-line-min-rn-2
  • Therefore, the optimal solution to a linear programming problem occurs

    • when an objective line passes through a vertex of the feasible region

  • The vertex at which this occurs will depend on the gradient of the objective line

How do I find the optimal solution to a linear programming problem using an objective line?

  • Whether maximising or minimising, for the objective function P equals a x plus b y

    • Choose a value of P that is a multiple of a and b

    • Plot the objective line P equals a x plus b y

      • This is usually easiest by considering the two points where x equals 0 and where y equals 0

    • Using your ruler, keep it parallel to the objective line just drawn

      • Move it away from the origin for a maximisation problem

      • Move it towards the origin for a minimisation problem

    • The last vertex of the feasible region that your ruler passes through will be the optimal solution to the problem

Examiner Tips and Tricks

  • To show your working (and understanding) draw an objective line each time your ruler passes through a vertex of the feasible region

Worked Example

The constraints of a linear programming problem and the feasible region (labelled R) are shown in the graph below.

yLJQ8SPl_picture-1

The objective function, P equals 30 x plus 40 y is to be maximised.

Showing your method clearly, use the objective line method to determine the optimal solution to the problem.

To get started, choose a value of P that is both a multiple of 30 and 40, e.g. 120
Now plot the objective line with equation 120 equals 30 x plus 40 y
Rearrange if you prefer, but by choosing a multiple of 30 and 40, it is easy to see this line will pass through the points (0, 3) and (4, 0)

picture-2


After plotting an initial line, slide your ruler parallel and 'up' the graph away from the origin (maximising problem)
Draw an objective line when your ruler passes through a vertex of the feasible region - (8, 0), (4, 6) and (2, 8)

picture-3

The optimal solution is the last vertex the objective line passes through - which in this case is (2, 8)

The optimal solution is bold italic x bold equals bold 2 bold comma bold space bold italic y bold equals bold 8 and bold italic P is maximised at bold italic P bold equals bold 30 bold cross times bold 2 bold plus bold 40 bold cross times bold 8 bold equals bold 380

Vertex Method

What is the vertex method?

  • The vertex method is a way to find the optimal solution to a linear programming problem

  • The optimal solution to a linear programming problem lies on a vertex of the feasible region

  • By finding the coordinates of these vertices, the decision variables values can be deduced

  • The maximum or minimum objective function can be determined

    • by substituting each of these sets of decision variables into the objective function

How do I find the optimal solution from the vertex method?

  • STEP 1
    Find the coordinates of each vertex of the feasible region

    • If the plot of the region is accurate, these may be able to be read directly from the graph

    • On less accurate diagrams, some vertices may be obvious

      • such as the origin or any vertices along an axis

    • Otherwise find the vertices by solving each pair of the inequalities as simultaneous equations

      • E.g. For the inequalities x plus y less or equal than 8 and x plus 4 y less or equal than 17

      • Solve the simultaneous equations x plus y equals 8 and x plus 4 y equals 17

  • STEP 2
    Substitute the coordinates of each vertex into the objective function and evaluate it

  • STEP 3
    Determine which set of decision variables lead to the maximum or minimum objective function as required by the problem

    • This will be the optimal solution

Examiner Tips and Tricks

  • In maximising problems where the origin is a vertex of the feasible region

    • It is usually obvious that the origin will not be the optimal solution

      • It is still a vertex of the feasible region however, so should be included in your list of vertices

Worked Example

The graph below shows the feasible region, labelled R, of a linear programming problem where the objective function is to maximise P equals 2 x plus 5 y subject to the constraints shown on the graph.

vertex-we

Use the vertex method to solve the linear programming problem.

  • STEP 1
    Find the coordinates of each vertex of the feasible region
    Three of them should be obvious to spot!

bold italic x bold equals bold 0 bold comma bold space bold italic y bold equals bold 0
stretchy left parenthesis 0 comma space 0 stretchy right parenthesis

bold italic x bold equals bold 0 bold comma bold space bold italic y bold minus bold 2 bold italic x bold equals bold 2
stretchy left parenthesis 0 comma space 2 stretchy right parenthesis

bold italic x bold plus bold italic y bold equals bold 8 bold comma bold space bold italic y bold equals bold 0
stretchy left parenthesis 8 comma space 0 stretchy right parenthesis

For the two vertices that are not obvious, solve the appropriate simultaneous equations
(Your calculator may have a simultaneous equation solver that you can use)

bold italic y bold minus bold 2 bold italic x bold equals bold 2 bold comma bold space bold italic x bold plus bold 4 bold italic y bold equals bold 17
y equals 2 plus 2 x
x plus 4 open parentheses 2 plus 2 x close parentheses equals 17
9 x equals 9
x equals 1 comma space y equals 2 plus 2 open parentheses 1 close parentheses equals 4
stretchy left parenthesis 1 comma space 4 stretchy right parenthesis

bold italic x bold plus bold 4 bold italic y bold equals bold 17 bold comma bold space bold italic x bold plus bold italic y bold equals bold 8
x equals 8 minus y
8 minus y plus 4 y equals 17
3 y equals 9
y equals 3 comma space x equals 8 minus 3 equals 5
stretchy left parenthesis 5 comma space 3 stretchy right parenthesis

  • STEP 2
    Find P equals 2 x plus 5 y for each pair of x and y values
    Writing them out in a table can help keep track and make the optimal solution stand out

x

y

P equals 2 x plus 5 y

0

0

0

0

2

5 × 2 = 10

8

0

2 × 8 = 16

1

4

2 × 1 + 5 × 4 = 22

5

3

2 × 5 + 5 × 3 = 25

  • STEP 3
    The maximum value is 25, which occurs when x equals 5 and y equals 3

The optimal solution is bold italic x bold equals bold 5 bold comma bold space bold italic y bold equals bold 3 giving a maximum value of bold italic P bold equals bold 25

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Paul

Author: Paul

Expertise: Maths Content Creator (Previous)

Paul has taught mathematics for 20 years and has been an examiner for Edexcel for over a decade. GCSE, A level, pure, mechanics, statistics, discrete – if it’s in a Maths exam, Paul will know about it. Paul is a passionate fan of clear and colourful notes with fascinating diagrams.