How To and Checklist

Does the problem qualify?
* Objective function refers to a (mathematical) description of outcome or result, the objective we are trying to achieve
* Linear means variables are proportional, nothing is raised to a power, graphs are all lines
* Inequality refers to any of the following relationships <, >, \leq, \geq

Linear Programming Step-By-Step

  1. Summarize information
    • Write out a few sentences to make sure you see what you are doing.
  2. Identify outcome we are trying to optimize
    • Spend some time on this – it's easy to get wrong.
  3. Identify parameters we can control
    • And make notes on whatever you know about them.
  4. Write objective function
    • Output = linear function (control variables)
  5. Write out constraints (including non-negativity constraints)
    • These will, in general, be inequalities.
  6. Plot constraints
    • Be careful about the aboves and belows.
  7. Identify feasible set and its possibility horizon
  8. Plot the family of lines representing the objective function
    • Output is y-intercept – we don't know it so we plot the equation for various values thus giving us a family of parallel lines (they all have the same slope)
  9. Select the point on the possibility horizon that intersects with the largest value of the objective function