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Chapter 2

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CHAPTER II

GEOMETRY OF LINEAR PROGRAMMING IN TWO VARIABLES

Lesson 2.1 The Graphical Method of an Optimization Problem

Objectives: To solve optimization problems using the graphical method.


To show how to find the optimum solution in the feasible region of the
graph of the constraints.

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.

Steps to solve Linear Programming


1. Formulate the problem in terms of a series of mathematical constraints and an objective
function.

2. Graph each of the constraint equations.

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.

Maximize: z = 80x1 + 60x2 (Objective Function)


Subject to: 4x1 + 2x2  60 (Constraint 1)
2x1 + 4x2  48 (Constraint 2)
xi  0; i = 1,2 (Implicit Constraint)
Solution:

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Graph:

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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

2. Maximize : z = 3x1 + 2x2


Subject to: x1 + x2  8
3x1 + 5x2  30
2x1 + 8x2  40

and xj  0, j = 1, 2

3. Minimize : c = 3x1 + 3x2


Subject to: 3x1 + x2  24
x1 + x2  16
2x1 + 8x2  40

and xj  0, j = 1, 2

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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

Infeasibility is a condition that arises when there is no solution to a linear


programming problem that satisfies all of the constraints given. Graphically, it means
that no feasible solution region exists - a situation that might occur if the problem was
formulated with conflicting constraints. This, by the way, is the frequent occurrence in
real-life, large scale LP problems that involve hundreds of constraints.

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

The presence of redundant constraints is another common situation that occurs in


large linear programming formulations. Redundancy causes no major difficulties in
solving LP problems graphically, but you should be able to identify its occurrence. A
redundant constraint is simply one that does not affect the feasible solution region. In
other words, one constraint may be more binding or restrictive than another and thereby
negate its need to be considered.

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