Operations Research I-Chapter III

Graphical Solution of a LP
M. NACEUR AZAIEZ, Professor
Tunis Business School
Tunis University
https://sites.google.com/site/naceurazaiez/

Content

Region of Feasibility
Graphic Method Steps
Graphic Method Discussion
Examples
Extreme points and optimal solutions
Models Without Unique Optimal Solutions
Cost Minimization Diet Problem

Region of Feasibility

Graphical region describing all feasible

solutions to a linear programming problem

In 2-space: polygon, each edge a constraint

In 3-space: polyhedron, each face a constraint

Feasibility in 2-Space

2x1 + x2 4

In an LP environment,
restrict to Quadrant I
since x1, x2 0

Feasibility in 3-Space
maximize

subject to

3 x1 2 x2 5 x3
2 x1 x2

4
x3 5

x1 , x2 , x3 0

Five total constraints;

therefore 5 faces to the
polyhedron

Graphic Method Example:

Step 1: Plot Boundary Conditions
max 5x1 + 4x2
subject to:
x1 3x2 3
2x1 + 3x2 12
-2x1 + 7x2 21
x1,x2 0

Graphic Method Example:

Step 2: Determine Feasibility
max 5x1 + 4x2
subject to:
x1 3x2 3
2x1 + 3x2 12
-2x1 + 7x2 21
x1,x2 0
Based only on this,
where might the optimal
solution be?

Graphic Method Example:

Step 3: Plot Objective = c
max 5x1 + 4x2
subject to:
x1 3x2 3
2x1 + 3x2 12
-2x1 + 7x2 21
x1,x2 0

Graphic Method Example:

Step 4: Find Parallel Tangent
max 5x1 + 4x2
subject to:
x1 3x2 3
2x1 + 3x2 12
-2x1 + 7x2 21
x1,x2 0
Optimal solution:
x1=5, x2=2/3, z=83/3

Maximum
A

B
B

C
P

The Objective Function

Q

Maximums
A

B
B
P

The Objective Function

Minimum

C
O

The Objective Function

Graphic Method Discussion

Pro:

Works for any number of constraints

Fast, especially with graphing tool
Gives visual representation of tradeoff between
variables

Con:

Only works well in 2D (feasible but difficult in 3D)

For very large number of constraints, could be
annoying to plot
For large range / ratio of coefficients, plot size limits
precision and ability to quickly find tangent

Second Graphic Method Example

max 4x1 + 6x2
subject to:
x1 3x2 3
2x1 + 3x2 12
-2x1 + 7x2 21
x1,x2 0
Same constraints;
new objective.
What changes?

Second Graphic Method Example:

No Tangent Exists
max 4x1 + 6x2
subject to:
x1 3x2 3
2x1 + 3x2 12
-2x1 + 7x2 21
x1,x2 0
Optimal solution:
1.05 x1 5,
2x1 + 3x2 = 12, z=24

THE GALAXY INDUSTRY PRODUCTION

PROBLEM

Galaxy manufactures two toy models:

Space Ray.
Zapper.

Resources are limited to

1000 pounds of special plastic.

40 hours of production time per week.
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Marketing requirement

Total production cannot exceed 700 dozens.

Number of dozens of Space Rays cannot

exceed number of dozens of Zappers by more
than 350.

Technological input

Space Rays requires 2 pounds of plastic and

3 minutes of labor per dozen.
Zappers requires 1 pound of plastic and
4 minutes of labor per dozen.

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Current production plan calls for:

Producing as much as possible of the more

profitable product, Space Ray ($8 profit per dozen).
Use resources left over to produce Zappers ($5
profit
per dozen).

The current production plan consists of:

Space Rays = 450 dozens
Zapper
= 100 dozens
Profit
= 4100 dollars per week
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Management is seeking a
production schedule that
will increase the
companys profit.

19

The Linear Programming Model

Max 8X1 + 5X2 (Weekly profit)
subject to
2X1 + 1X2 < = 1000 (Plastic)
3X1 + 4X2 < = 2400 (Production Time)
X1 + X2 < = 700
(Total production)
X1 - X2 < = 350
(Mix)
Xj> = 0, j = 1,2 (Nonnegativity)
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Linear Programming Assumptions

The decision variable are continuous

The parameters are know with certainly
The objective function and constraints
exhibit constant return to scale
There are no interactions between the
decision variables
21

Graphical Analysis the Feasible

Region
X2

The non-negativity constraints

X1

22

Graphical Analysis the Feasible

Region
X
2

The Plastic constraint

2X1+X2 1000

1000

700

Total production constraint:

X1+X2 700 (redundant)

500

Infeasible
Production
Time
3X1+4X2 2400

Feasible
500

700

X1

23

Graphical Analysis the Feasible

Region
X
2

1000

The Plastic constraint

2X1+X2 1000

700

Total production constraint:

X1+X2 700 (redundant)

500

Production
Time
3X1+4X22400

Infeasible
Production mix
constraint:
X1-X2 350

Feasible
500

Interior points.

X1

700

Boundary points.

Extreme points.

There are three types of feasible points

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Solving Graphically for an

Optimal Solution

25

Summary of the optimal solution

Space Rays = 320 dozen
Zappers
= 360 dozen
Profit
= $4360

This solution utilizes all the plastic and all the production
hours.

Total production is only 680 (not 700).

Space Rays production exceeds Zappers production by

only 40 dozens.
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Apple Profits Example

Maximize: z = 100x1 + 75x2
Subject to:
3x1 + 2x2 <= 9,000
2x1 + x2 <= 5,000
x1
>= 500
x2
>= 3,000
x1, x2
>= 0

1. Linearity
Proportionality

Additivity
2. Divisibility
3. Certainty

27

Solving the
LP Problem
Graphical
Solution

Min i Phones

5000

Feasible Region

4000

i Pods

I.

6000

Optimal Solution

Min i Pods
3000
2000

Feasible Solution

PCB Constraint
Isoprofit
Line

1000

Assembly Constraint

0
0

1000

2000 3000 4000

i Phones
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Example 1 Apple Profits:

Solving the LP Problem
II. Algebraic Solution (Simplex Algorithm)
Solution
Profit:
z = $331,250
Variables: x1 = 500, x2 = 3,750
Constraints:
3x1 + 2x2 = 9,000 (<= 9,000)
2x1 + x2 = 4,750 (<= 5,000)
x1
= 500 (>= 500)
x2
= 3,750 (>= 3,000)
x1, x2
>= 0

29

Extreme points and optimal solutions

If a linear programming problem has an

optimal solution, an extreme point is
optimal.

30

Multiple optimal solutions

For multiple optimal solutions to exist, the
objective function must be parallel to one of the
constraints
Any weighted average of
optimal solutions is also an
optimal solution.

31

Models Without Unique Optimal

Solutions
Infeasibility: Occurs when a model has no feasible
point.

Unboundness: Occurs when the objective can

become infinitely large (max), or infinitely small
(min).
Alternate solution: Occurs when more than one
point optimizes the objective function
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Infeasible Model
No point, simultaneously,
lies both above line 1 and
below lines 2 and 3
.

1
33

Unbounded solution

34

Cost Minimization Diet Problem

Mix two sea ration products: Texfoods,

Calration.
Minimize the total cost of the mix.
Meet the minimum requirements of Vitamin
A,
Vitamin D, and Iron.
35

Cost Minimization Diet Problem

Decision variables

X1 (X2) -- The number of two-ounce portions of

Texfoods (Calration) product used in a
serving.

The Model

Cost per 2 oz.

Minimize 0.60X1 + 0.50X2

Subject to
20X1 + 50X2 100
Vitamin A
% Vitamin A
provided per 2 oz.
25X1 + 25X2 100 Vitamin D
% required
50X1 + 10X2 100 Iron
X1, X2 0

36

The Diet Problem - Graphical solution

10

The Iron constraint

Feasible Region
Vitamin D constraint

Vitamin A constraint

37

Cost Minimization Diet Problem

Summary of the optimal solution

Texfood product = 1.5 portions (= 3 ounces)

Calration product = 2.5 portions (= 5 ounces)

Cost =$ 2.15 per serving.

The minimum requirement for Vitamin D and iron are

met with no surplus.

The mixture provides 155% of the requirement for

Vitamin A.

38