Chapter 2
Chapter 2
Chapter 2
The easiest way to solve an LP problem is using the graphical solution approach.
The graphical procedure is useful only when there are two decision variables. When there
are more than two variables, it is not possible to plot the solution on a two-dimensional
graph.
3. Identify the feasible solution region, that is, the area that satisfies all the constraints
simultaneously.
4. Identify each of the corners or extreme points of the feasible region by either visual
inspection.
5. Compute the profit or cost at each corner point by substituting that point's coordinates
into the objective function.
6. Identify the optimal solution as that corner point with the highest profit (in a
maximization problem) or lowest cost (in a minimization problem).
Example 2.1.1 Consider the linear programming problem given. Graph the constraints and
find the optimum solution.
13
Graph:
14
Exercise 2.1 Solve the following LP models using the graphical method:
1. Maximize : z = x1 + 2.5x2
Subject to: 2x1 + 4 x2 60
3x1 + 4 x2 70
and xj 0, j = 1, 2
and xj 0, j = 1, 2
and xj 0, j = 1, 2
15
Lesson 2.2 Special Issues in Linear Programming
Three special cases and difficulties arise at times when using the graphical approach
to solving linear programming problems. They are called (1) infeasibility, (2)
unboundedness, and (3) redundancy.
1. Infeasibility
2. Unboundedness
Sometimes a linear program will not have a finite solution. The values of the
variables may be increased indefinitely without violating any of the constraints, i.e., the
solution space is unbounded in at least one direction. As a result, the objective value may
increase (maximization case) or decrease (minimization case) indefinitely. In this case,
both the solution space and the optimum objective value are unbounded. This means that
in a maximization problem, for example, one or more solution variables (and the profit)
can be made infinitely large without violating any constraints. If we try to solve such a
problem graphically, we will note that the feasible region is open-ended. Unboundedness
in a model means, the model is poorly constructed. The most likely irregularities in such
models are that one or more nonredundant constraints are not accounted for, and the
parameters (constants) of some constraints are not estimated correctly. The rule for
recognizing unboundedness is as follows. If at any iteration the constraint coefficients of
any nonbasic variables are nonpositive, the solution space is unbounded in that direction.
If, in addition, the objective coefficient of that variable is negative in the case of
maximization or positive in the case of minimization, then the objective value also is
unbounded.
3. Redundancy
16