Lines, Functions and Graphs ended with a single linear inequality in two variables: draw the boundary line, decide which side, shade it. Everything here is that, done several times on one set of axes, and then asked a question.
Definition · Solution of a linear inequality in two variablesThe set of points (x, y) making the statement true. For a linear inequality it is a half-plane: everything on one side of the line ax + by = c, with the line included when the inequality is ≤ or ≥ and excluded when it is < or >.
One test point settles the shading. Pick any point not on the boundary — the origin, unless the line passes through it — and substitute. If the statement is true, shade that side; if false, shade the other. This works because ax + by - c keeps one sign throughout each side and only changes sign by passing through the line.
x + y ≤ 8 boundary x + y = 8 solid: ≤ includes it
test (0, 0): 0 + 0 = 0 ≤ 8 true shade the origin side
2x + y ≤ 10 boundary 2x + y = 10 solid
test (0, 0): 0 ≤ 10 true shade the origin side
2x - 3y ≥ 6 boundary 2x - 3y = 6 solid
test (0, 0): 0 ≥ 6 false shade the other side
Definition · Feasible regionGiven a system of linear inequalities, the feasible region is the set of points satisfying all of them at once: the intersection of the half-planes. It may be empty, it may be a bounded polygon, and it may run off to infinity.
Example · A region with four cornersx ≥ 0, y ≥ 0, x + y ≤ 8, 2x + y ≤ 10. The first two confine everything to the first quadrant; the last two cut it with two lines. What survives is a four-sided region with corners at (0, 0), (5, 0), (2, 6) and (0, 8), and the worked example below finds those corners rather than reading them off a picture.
Asking for the best point in the region
Definition · Linear programming problemA linear objective function P = ax + by, together with a system of linear inequalities called the constraints. The problem is to find the point of the feasible region at which P is largest, or smallest. Such a point is called optimal.
Theorem · The corner point theoremIf the feasible region is not empty, closed and bounded, then a linear objective function attains both a maximum and a minimum on it, and each occurs at a corner. If the same optimal value occurs at two corners, then every point of the edge joining them is optimal as well.
This statement does not classify an unbounded feasible region. There the objective must also be tested along the directions in which the region continues; a maximum, a minimum, both or neither may exist.
The reason is worth seeing even though the proof is not given here. The points where ax + by takes some fixed value k form a line, and different values of k give parallel lines. Increasing k slides that line across the plane in one direction. The largest k for which the line still touches the region is the one where it is just about to leave — and a straight line leaving a polygon leaves through a corner, or along a whole edge if it happens to be parallel to one.
That is the entire method. Infinitely many feasible points, and the theorem says four of them need checking. Nothing about it survives if the objective is not linear: P = xy on the region above is largest at (2.5, 5), which is not a corner of anything.
Example · An unbounded region needs a direction checkTake x ≥ 0, y ≥ 0, x + y ≥ 4. The region is everything in the first quadrant on or above the line x + y = 4, and it runs off to infinity. C = 2x + 3y has a minimum of 8 at (4, 0): C = 2(x + y) + y ≥ 8. It has no maximum, because the feasible points (4 + t, 0) make C = 8 + 2t grow without bound. The corner values suggest the minimum, but these two inequalities prove the global claims.
Two practical cautions. A strict inequality removes its boundary line from the region, so an optimum sitting on that line is approached but never reached; applied problems are stated with ≤ and ≥ for exactly this reason. And if the quantities are things like whole machines or whole people, the corner may be fractional, and rounding it is not guaranteed to give the best whole-number answer — that is a different subject.