CHAPTER 2

An Introduction to
Linear Programming
21
CHAPTER 2
ILLUSTRATED
ANSWERED
CONCEPT PROBLEMS
PROBLEMS
Formulation !"
#$!#%
Minimi&ation '!$
(!#)!#$
Standard Form # #*
Slac+,Sur-lu. /aria0le. # #%
E1ual2to Con.traint. 3!$ #*
Redundant Con.traint. $! #'!#3
E4treme Point. '!$ ##!#%
Alternati5e O-timal Solution. #)!##!#$
In6ea.i0ilit7 * #*
Un0ounded * ##
S-read.8eet E4am-le '
KEY CONCEPTS
22
INTRODUCTION TO L.P.
#9 A mat8ematical -rogramming -ro0lem i. one t8at .ee+. to ma4imi&e an o0:ecti5e 6unction
.u0:ect to con.traint.9 I6 0ot8 t8e o0:ecti5e 6unction and t8e con.traint. are linear! t8e
-ro0lem i. re6erred to a. a linear -rogramming -ro0lem9
'9 Linear 6unction. are 6unction. in ;8ic8 eac8 5aria0le a--ear. in a .e-arate term rai.ed to
t8e 6ir.t -o;er and i. multi-lied 07 a con.tant <;8ic8 could 0e )=9
39 Linear con.traint. are linear 6unction. t8at are re.tricted to 0e >le.. t8an or e1ual to>!
>e1ual to>! or >greater t8an or e1ual to> a con.tant9
*9 T8e ma4imi&ation or minimi&ation o6 .ome 1uantit7 i. t8e o0:ecti5e in all linear
-rogramming -ro0lem.9
$9 A 6ea.i0le .olution .ati.6ie. all t8e -ro0lem?. con.traint.9
%9 A linear -rogram ;8ic8 i. o5ercon.trained .o t8at no -oint .ati.6ie. all t8e con.traint. i.
.aid to 0e in6ea.i0le9 C8ange. to t8e o0:ecti5e 6unction coe66icient. do not a66ect t8e
6ea.i0ilit7 o6 t8e -ro0lem9
9 An o-timal .olution i. a 6ea.i0le .olution t8at re.ult. in t8e large.t -o..i0le o0:ecti5e
6unction 5alue! z! ;8en ma4imi&ing or .malle.t -o..i0le z ;8en minimi&ing9
"9 A gra-8ical .olution met8od can 0e u.ed to .ol5e a linear -rogram ;it8 t;o 5aria0le.9
(9 I6 a linear -rogram -o..e..e. an o-timal .olution! t8en an e4treme -oint ;ill 0e o-timal9
#)9 I6 a con.traint can 0e remo5ed ;it8out a66ecting t8e .8a-e o6 t8e 6ea.i0le region! t8e
con.traint i. .aid to 0e redundant9 I6 c8ange. are antici-ated to t8e linear -rogramming
model! con.traint. ;8ic8 ;ere redundant in t8e original 6ormulation ma7 not 0e redundant
in t8e re5i.ed 6ormulation9
##9 In t8e gra-8ical met8od! i6 t8e o0:ecti5e 6unction line i. -arallel to a 0oundar7 con.traint in
t8e direction o6 o-timi&ation! t8ere are alternati5e o-timal .olution.! ;it8 all -oint. on t8i.
line .egment 0eing o-timal9
#'9 A 6ea.i0le region ma7 0e un0ounded and 7et t8ere ma7 0e o-timal .olution.9 T8i. i.
common in minimi&ation -ro0lem. and i. -o..i0le in ma4imi&ation -ro0lem.9
#39 T8e 6ea.i0le region 6or a t;o25aria0le linear -rogramming -ro0lem can 0e@ a= none4i.tent!
0= a .ingle -oint! c= a line! d= a -ol7gon! or e= an un0ounded area9
REVIEW
23
CHAPTER 2
#*9 An7 linear -rogram eit8er <a= i. in6ea.i0le! <0= 8a. a uni1ue o-timal .olution or alternate
o-timal .olution.! or <c= 8a. an o0:ecti5e 6unction t8at can 0e increa.ed ;it8out 0ound9
#$9 A linear -rogram in ;8ic8 all t8e 5aria0le. are non2negati5e and all t8e con.traint. are
e1ualitie. i. .aid to 0e in .tandard 6orm9 Standard 6orm i. attained 07 adding .lac+
5aria0le. to >le.. t8an or e1ual to> con.traint.! and 07 .u0tracting .ur-lu. 5aria0le. 6rom
>greater t8an or e1ual to> con.traint.9 T8e7 re-re.ent t8e di66erence 0et;een t8e le6t and
rig8t .ide. o6 t8e con.traint.9
#%9 A non0inding con.traint i. one in ;8ic8 t8ere i. -o.iti5e .lac+ or .ur-lu. ;8en e5aluated
at t8e o-timal .olution9
#9 Slac+ and .ur-lu. 5aria0le. 8a5e o0:ecti5e 6unction coe66icient. e1ual to )9 I6! 8o;e5er!
e4tra re.ource. could 0e .old at a -ro6it! or i6 t8ere ;ere a -enalt7 6or .ur-lu. re.ource.!
t8e o0:ecti5e 6unction coe66icient. ;ould not 0e ) and t8e.e 5aria0le. ;ould! in e66ect!
0ecome ne; deci.ion 5aria0le.9
ARAPBICAL SOLUTION PROCEDURE
#9 Ara-8 t8e con.traint. and .8ade in t8e 6ea.i0le region! con.idering t8e 6ea.i0le .ide o6
eac8 con.traint line9
'9 Set t8e o0:ecti5e 6unction e1ual to an7 ar0itrar7 con.tant and gra-8 it9 I6 t8e line doe. not
lie in t8e 6ea.i0le region! mo5e it <maintaining it. .lo-e= into t8e 6ea.i0le region9
39 Mo5e t8e o0:ecti5e 6unction line -arallel to it.el6 in t8e direction t8at increa.e. it. 5alue
;8en ma4imi&ing <decrea.e. it. 5alue ;8en minimi&ing= until it touc8e. t8e la.t -oint<.= o6
t8e 6ea.i0le region9
*9 I6 t8e o-timal e4treme -oint 6all. on an a4i. <.a7! x
'
a4i.=! u.e t8e 0inding con.traint
e1uation to .ol5e 6or t8e un+no;n xC <in t8i. ca.e x
'
C! .ince x
#
C i. &ero=9 Ot8er;i.e! .ol5e
t8e t;o e1uation. <0inding con.traint.= in t;o un+no;n. <x
#
C and x
'
C= t8at determine t8e
o-timal e4treme -oint9
$9 Find z 07 .u0.tituting x
#C
and x
'C
in t8e o0:ecti5e 6unction9

24
INTRODUCTION TO L.P.
FLOW CBART OF
ARAPBICAL L9P9 SOLUTION PROCEDURE

No
No
De.
De.
De.
De.
No
No
De.
De.
Ara-8 t8e con.traint.
and .8ade in
6ea.i0le region9
Set o0:ecti5e 6unction <O9F9=
e1ual to ar0itrar7 con.tant
and gra-8 e1uation9
Mo5e O9F9 line
<maintaining it. .lo-e=
into 6ea.i0le region9
Mo5e O9F9 line <maintaining
.lo-e= .o t8at it. 5alue
decrea.e. until it touc8e.
la.t e4treme -oint<.=9
Min
Min
Doe. O9F9 line
-a.. t8roug8 t8e
6ea.i0le regionE
O.F. line
touching more than one
extreme point ?
Ma4
Ma4
Move O.F. line (maintaining
slope) so that its value
increases until it touches
last extreme point(s).
Pic+ one e4treme -oint9
<Note! alternati5e o-timal
.olution. e4i.t9=
Sol5e 6or x
#
C and x
'
C
u.ing t;o 0inding
con.traint e1uation.9
No
No
One xC 5alue i. o05iou.l7
&ero9 U.e it in 0inding
con.traint e1uation
to .ol5e 6or ot8er xC9
O-timal .olution 6ound9
Su0.titute x
#
C and x
'
C
in O9F9 to 6ind z9
Ma4imi&ing
or
minimi&ingE
Doe. e4treme -oint
lie on an a4i. E
25
CHAPTER 2
PROBLEM #
Ai5en t8e 6ollo;ing linear -rogram@
MAF z G 3x
#
H *x
'
.9t9 'x
#
H 3x
'
I '*
3x
#
H x
'
I '#
x
#
H x
'
I (
x
#
! x
'
J )

a= Sol5e t8e -ro0lem gra-8icall79
0= Write t8e -ro0lem in .tandard 6orm9
c= Ai5en 7our an.;er to <a=! ;8at are t8e o-timal 5alue. o6 t8e .lac+ 5aria0le.9
SOLUTION #
a= <#= Ara-8 t8e con.traint.9 <See gra-8 on ne4t -age9=
Con.traint #@ W8en x
#
G )! t8en x
'
G "K ;8en x
'
G )! t8en x
#
G #'9
Connect <#'!)= and <)!"=9 T8e >I> .ide i. 0elo; t8e line9
Con.traint '@ W8en x
#
G )! t8en x
'
G '#K ;8en x
'
G )! t8en x
#
G 9
Connect <!)= and <)!'#=9 T8e >I> .ide i. 0elo; t8e line9
Con.traint 3@ W8en x
#
G )! t8en x
'
G (K ;8en x
'
G )! t8en x
#
G (9
Connect <(!)= and <)!(=9 T8e >I> .ide i. 0elo; t8e line9
S8ade in t8e 6ea.i0le region9
ILLUSTRATED PROBLEMS
NOTE@ Plotting an initial o0:ecti5e 6unction line in5ol5e. little more t8an re5er.ing t8e
o0:ecti5e coe66icient. 6or x
#
and x
'
9 Con.ider Pro0lem # 0elo;9 T8e o0:ecti5e line ;ill cro..
t8e x
#
a4i. at * <x
'
?. coe66icient= and t8e x
'
a4i. at 3 <x
#
?. coe66icient=9 I6 t8e coe66icient. are
too large <or .mall= 6or con5enient gra-8ing! .cale t8em do;n <or u-= in a con.i.tent manner
07 di5iding <or multi-l7ing= 0ot8 07! .a7! #)9
26
INTRODUCTION TO L.P.
<'= Ara-8 t8e o0:ecti5e 6unction 07 .etting t8e o0:ecti5e 6unction e1ual to an7
ar0itrar7 5alue <.a7 #'= and gra-8ing it9 For 3x
#
H *x
'
G #'! ;8en x
'
G )!
x
#
G *K ;8en x
#
G )! x
'
G 39 Connect <*!)= and <)!3=! t8e t8ic+ gra-8ed line9
<3= Mo5e t8e o0:ecti5e 6unction line -arallel to it.el6 in t8e direction t8at
increa.e. it. 5alue <u-;ard= until it touc8e. t8e la.t -oint o6 t8e 6ea.i0le
region9 It i. at t8e inter.ection o6 t8e 6ir.t and t8ird con.traint line.9
<*= Sol5e t8e.e t;o e1uation. in t;o un+no;n.@
'x
#
H 3x
'
G '* 'x
#
H 3x
'
G '*
x
#
H x
'
G ( 'x
#
H 'x
'
G #"
x
'
G %
Su0.tituting into x
#
H x
'
G (! t8en x
#
G 39

<$= Sol5e 6or z @ z G 3x
#
H *x
'
G 3<3= H *<%= G 339 T8u. t8e o-timal .olution i.
x
#
G 3! x
'
G %! z G 339
27
CHAPTER 2

''
')
#"
#%
#*
#'
#)
"
%
*
'
' * % " #) #' #* #%
F#
F'
3F# H 4' I '#
F# H F' I (
O-timal F# G 3! F' G %! L G 33
'F# H 3F' I '*
MAF L G 3F# H *F'
28
INTRODUCTION TO L.P.
0= To ;rite t8e -ro0lem in .tandard 6orm! .ince eac8 con.traint i. a >I> con.traint! add a
.lac+ 5aria0le to eac8 con.traint9
MAF z G 3x
#
H *x
'
H )s
#
H )s
'
H )s
3
.9t9 'x
#
H 3x
'
H s
#
G '*
3x
#
H x
'
H s
'
G '#
x
#
H x
'
H s
3
G (
x# !x'! s#! s' J )
c= Since t8e o-timal .olution ;a. x
#
G 3! x
'
G %! t8en .u0.tituting t8e.e 5alue. into t8e
a0o5e e1uation. gi5e.@
s
#
G '* 2 '<3= 2 3<%= G )
s
'
G '# 2 3<3= 2 #<%= G %
s
3
G ( 2 #<3= 2 #<%= G )
PROBLEM '
Ai5en t8e 6ollo;ing linear -rogram@
MIN z G $x
#
H 'x
'

.9t9 'x
#
H $x
'
J #)
*x
#
2 x
'
J #'
x
#
H x
'
J *
x
#
! x
'
J )
a= Sol5e gra-8icall7 6or t8e o-timal .olution9
0= Bo; doe. one +no; t8at alt8oug8 x
#
G $! x
'
G 3 i. a 6ea.i0le .olution 6or t8e
con.traint.! it ;ill ne5er 0e t8e o-timal .olution no matter ;8at o0:ecti5e 6unction i.
im-o.edE
29
CHAPTER 2
c= Sol5e 6or t8e o-timal .olution u.ing a .-read.8eet9
SOLUTION '
a= <#= Ara-8 t8e con.traint.9
Con.traint #@ W8en x
#
G )! t8en x
'
G 'K ;8en x
'
G )! t8en x
#
G $9 Connect
<$!)= and <)!'=9 T8e >J> .ide i. a0o5e t8i. line9
Con.traint '@ W8en x
'
G )! t8en x
#
G 39 But .etting x
#
to ) ;ill 7ield x
'
G 2#'!
;8ic8 i. not on t8e gra-89 T8u.! to get a .econd -oint on t8i. line! .et
x
#
to an7 num0er larger t8an 3 and .ol5e 6or x
'
@ ;8en x
#
G $! t8en
x
'
G "9 Connect <3!)= and <$!"=9 T8e >J> .ide i. to t8e rig8t9
Con.traint 3@ W8en x
#
G )! t8en x
'
G *K ;8en x
'
G )! t8en x
#
G *9 Connect
<*!)= and <)!*=9 T8e >J> .ide i. a0o5e t8i. line9
S8ade in t8e 6ea.i0le region9
<'= Ara-8 t8e o0:ecti5e 6unction 07 .etting t8e o0:ecti5e 6unction e1ual to an ar0itrar7
con.tant <.a7 ')= and gra-8ing it9 For $x
#
H 'x
'
G ')! ;8en x
#
G )! t8en x
'
G #)K
;8en x
'
G )! t8en x
#
G *9 Connect <*!)= and <)!#)=9
<3= Mo5e t8e o0:ecti5e 6unction line in t8e direction ;8ic8 lo;er. it. 5alue until it
touc8e. t8e la.t -oint o6 t8e 6ea.i0le region! determined 07 t8e la.t t;o con.traint.9
<*= Sol5e t8e.e t;o e1uation. in t;o un+no;n.9 *x
#
2 x
'
G #' and x
#
H x
'
G *
Adding t8e.e t;o e1uation. gi5e.@ $x
#
G #% or x
#
G #%,$9 Su0.tituting t8i. into
x
#
H x
'
G * gi5e.@ x
'
G *,$9
<$= Sol5e 6or z G $x
#
H 'x
'
G $<#%,$= H '<*,$= G "",$9 T8u. t8e o-timal .olution i.
x
#
G #%,$K x
'
G *,$K z G "",$9
30
INTRODUCTION TO L.P.

$
*
3
'
#
# ' 3 * $ %
F'
MIN L G $F# H 'F'
*F# 2 F' J #'
F# H F' J *
F#G $! F'G 3
'F# H $F' J #)
O-timal F# G #%,$! F' G *,$
F#
0= <$!3= lie. in t8e 6ea.i0le region! 0ut it i. not an e4treme -oint and can ne5er 0e o-timal9
c= S-read.8eet .8o;ing data and 6ormula.
Ste-. in U.ing E4cel Sol5er@ Ste-. in U.ing E4cel Sol5er@
Ste- #@ Select t8e Ste- #@ Select t8e Tool. Tool. -ull2do;n Menu9 -ull2do;n Menu9
Ste- '@ Select t8e Ste- '@ Select t8e Sol5er Sol5er o-tion9 o-tion9
Ste- 3@ W8en t8e Ste- 3@ W8en t8e Sol5er Parameter. Sol5er Parameter. dialog 0o4 a--ear.@ dialog 0o4 a--ear.@
31
A B C D
1
2 C!"#$%&!#" '1 '2 RHS
3 (1 ' $ #)
4 (2 * 2# #'
5 (3 # # *
6 O)*+,-!.+C/00+ $ '
7
8
9 '1 '2
10 D/.+V%$+V%1-/"
11
12 GB%CB#)HC%CC#)
13
14 C!"#$%&!#" A2-!# U"/3 A2-!# A4%&1+
15 M# GB3CNBN#)HC3CNCN#) JG GD3
16 M' GB*CNBN#)HC*CNCN#) JG GD*
17 M3 GB$CNBN#)HC$CNCN#) JG GD$
LHS C/00&.&/!#"
D/.&"&! V%$&%)1/"
M&!&2&5/3 O)*/.#&4/ ,-!.#&!
CHAPTER 2
Enter C#' in t8e Enter C#' in t8e Set Target Cell Set Target Cell 0o49 0o49
Select t8e Select t8e Min Min o-tion9 o-tion9
Enter B#)@C#) in Enter B#)@C#) in B7 C8anging Cell. B7 C8anging Cell. 0o49 0o49
C8oo.e C8oo.e Add Add9 9
Ste- *@ W8en Ste- *@ W8en Add Con.traint Add Con.traint dialog 0o4 a--ear.@ dialog 0o4 a--ear.@
Enter B#$@B# in Enter B#$@B# in Cell Re6erence Cell Re6erence 0o49 0o49
Select JG9 Select JG9
Enter D#$@D# in Enter D#$@D# in Con.traint Con.traint 0o49 0o49
C8oo.e C8oo.e OO OO9 9
Ste- $@ W8en t8e Ste- $@ W8en t8e Sol5er Parameter. Sol5er Parameter. dialog 0o4 a--ear.@ dialog 0o4 a--ear.@
C8oo.e C8oo.e O-tion. O-tion.9 9
Ste- %@ W8en t8e Ste- %@ W8en t8e Sol5er O-tion. Sol5er O-tion. dialog 0o4 a--ear.@ dialog 0o4 a--ear.@
Select Select A..ume Linear Model A..ume Linear Model9 9
Select Select A..ume Non2Negati5e A..ume Non2Negati5e9 9
C8oo.e C8oo.e OO OO9 9
Ste- @ W8en Ste- @ W8en Sol5er Parameter. Sol5er Parameter. dialog 0o4 a--ear.@ dialog 0o4 a--ear.@
C8oo.e C8oo.e Sol5e Sol5e9 9
<continued= <continued=
Ste- "@ W8en Ste- "@ W8en Sol5er Re.ult. Sol5er Re.ult. dialog 0o4 a--ear.@ dialog 0o4 a--ear.@
Select Select Oee- Sol5er Solution Oee- Sol5er Solution9 9
C8oo.e C8oo.e OO OO to -roduce o-timal .olution out-ut9 to -roduce o-timal .olution out-ut9
PROBLEM 3
Ai5en t8e 6ollo;ing linear -rogram@
MAF z G *x
#
H $x
'


.9t9 x
#
H 3x
'
I ''
32
A B C D
8
9 '1 '2
10 D/.+V%$+V%1-/" 39') )9"))
11
12 #9%))
13
14 C!"#$%&!#" A2-!# U"/3 A2-!# A4%&1+
15 M# #)9* JG #)
16 M' #' JG #'
17 M3 * JG *
D/.&"&! V%$&%)1/"
M&!&2&5/3 O)*/.#&4/ ,-!.#&!
INTRODUCTION TO L.P.
2x
#
H x
'
I *
x
'
I %
'x
#
2 $x
'
I )
x
#
! x
'
J )
a= Sol5e t8e -ro0lem 07 t8e gra-8ical met8od9
0= W8at ;ould 0e t8e o-timal .olution i6 t8e .econd con.traint ;ere 2x
#
H x
'
G *E
c= W8at ;ould 0e t8e o-timal .olution i6 t8e 6ir.t con.traint ;ere x
#
H 3x
'
J ''E
SOLUTION 3
a= <#= Ara-8 t8e con.traint.9
Con.traint #@ W8en x
#
G )! x
'
G '',3K ;8en x
'
G )! t8en x
#
G ''9 Connect
<''!)= and <)!'',3=9 T8e >I> .ide i. 0elo; t8i. line9
Con.traint '@ W8en x
#
G )! t8en x
'
G *9 Setting x
'
to ) ;ould gi5e x
#
G 2*!
;8ic8 i. out.ide t8e gra-89 Set x
'
to a num0er greater t8an * and .ol5e
6or x
#
9 W8en x
'
G %! t8en x
#
G '9 Connect <)!*= and <'!%=9 <)!)= i. on
t8e >I> .ide9
Con.traint 3@ T8i. i. a 8ori&ontal line t8roug8 x
'
G %9
Con.traint *@ W8en x
'
G )! t8en x
#
G )K Set x
#
to an7 -o.iti5e con.tant and
.ol5e 6or x
'
9 W8en x
#
G $! t8en x
'
G '9 Connect t8e -oint. <)!)= and
<$!'=9 To determine t8e >I> .ide .elect an7 ar0itrar7 -oint on one .ide o6
t8e line and .u0.titute into t8e ine1ualit79 Ar0itraril7 c8oo.ing <)!$=! t8i.
gi5e. '<)= 2 $<$= G 2'$9 T8u. t8e .ide containing <)!$= i. t8e >I> .ide9
S8ade in t8e 6ea.i0le region9
<'= Ara-8 t8e o0:ecti5e 6unction 07 .etting it to an ar0itrar7 5alue! .a7 ')9 For
*x
#
H $x
'
G ')! ;8en x
#
G )! t8en x
'
G *K ;8en x
'
G )! t8en x
#
G $9 Connect
;it8 a 0ro+en line t8e -oint. <$!)= and <)!*=9
<3= Mo5e t8e o0:ecti5e 6unction line -arallel to it.el6 in t8e direction ;8ic8 increa.e. it.
5alue until it touc8e. t8e la.t -oint o6 t8e 6ea.i0le region9 T8i. i. at t8e inter.ection
o6 t8e 6ir.t and 6ourt8 con.traint.9
NOTE@ I6 a con.traintP. rig8t8and2.ide 5alue i. )! t8e con.traint line ;ill -a.. t8roug8 t8e
origin <4# G )! 4' G )=9 T8i. i. t8e ca.e ;it8 t8e 6ourt8 con.traint a0o5e9
33
CHAPTER 2
<*= Sol5e t8e.e t;o e1uation. in t;o un+no;n.@
x
#
H 3x
'
G '' 'x
#
H %x
'
G **
'x
#
2 $x
'
G ) 'x
#
2 $x
'
G )
Su0tracting t8e .econd e1uation 6rom t8e 6ir.t 7ield.@ ##x
'
G ** or x
'
G *9
Su0.tituting x
'
G * into t8e 6ir.t e1uation gi5e. x
#
G #)9
<$= Su0.titute 6or z G *x
#
H $x
'
G *<#)= H $<*= G %)9 T8u. t8e o-timal .olution i.
x
#
G #)K x
'
G *K z G %)9
0= T8e 6ea.i0le region i. no; t8e line .egment o6 2x
#
H x
'
G * 0et;een <)!*= and <'!%=9
<'!%= no; gi5e. t8e o-timal .olution9
c= T8e 6ea.i0le region i. no; t8e triangular .ection 0et;een <*!%=! <#$!%=! and <#)!*=9
<#$!%= i. no; t8e o-timal .olution9
#)
"
%
*
'
' * % " #) #' #* #% #" ') ''
2F# H F' I *
F# H 3F' I ''
'F# 2 $F' I )
O-timal F# G #)! F' G *
L G ''
MAF L G *F# H $F'
F' I %
F'
F#
PROBLEM *
S8o; gra-8icall7 ;87 t8e 6ollo;ing t;o linear -rogram. do not 8a5e o-timal .olution.
and e4-lain t8e di66erence 0et;een t8e t;o9
34
INTRODUCTION TO L.P.
<a= MAF z G 'x
#
H %x
'
<0= MAF z G 3x
#
H *x
'
.9t9 *x
#
H 3x
'
I #' .9t9 x
#
H x
'
J $
'x
#
H x
'
J " 3x
#
H x
'
J "
x
#
! x
'
J ) x
#
! x
'
J )
SOLUTION *
Re6er to t8e gra-8. on t8e ne4t -age9 Note t8at <a= 8a. no -oint. t8at .ati.67 0ot8
con.traint.! 8ence 8a. no 6ea.i0le region! and no o-timal .olution9 <a= i. in6ea.i0le9
Note t8at in <0= t8e 6ea.i0le region i. un0ounded and t8e o0:ecti5e 6unction line can 0e
mo5ed -arallel to it.el6 ;it8out 0ound .o t8at z can 0e increa.ed in6initel79 <0= i.
un0ounded9
#) #)
" "
% %
* *
' '
' * % " #) ' * % " #)
F' F'
F# F#
*F# H 3F' I #'
'F# H F' J "
<a= <0=
3F# H F' J "
F# H F' J $
MAF 3F# H *F'
PROBLEM $
Ai5en t8e 6ollo;ing linear -rogram@
MIN z G #$)x
#
H '#)x
'
35
CHAPTER 2
.9t9 39"x
#
H #9'x
'
J ''9"
x
'
J %

x
'
I #$
*$x
#
H 3)x
'
G %3)
x
#
! x
'
J )
a= Sol5e t8e -ro0lem gra-8icall79 Bo; man7 e4treme -oint. e4i.t 6or t8i. -ro0lemE
0= W8at ;ould 0e t8e o-timal .olution i6 t8e >G> in t8e 6ourt8 con.traint ;a. c8anged to
>I>E
c= I6 t8e >G> in t8e 6ourt8 con.traint ;a. c8anged to >J>! 8o; ;ould t8e -ro0lem 0e
a66ectedE
SOLUTION $
a= <#= Ara-8 t8e con.traint.9
Con.traint #@ W8en x
#
G )! x
'
G #(K ;8en x
'
G )! t8en x
#
G %9 Connect <%!)=
and <)!(=9 T8e >J> .ide i. to t8e rig8t o6 t8i. line9
Con.traint '@ T8i. i. a 8ori&ontal line t8roug8 x
'
G %9 T8e >J> .ide i. a0o5e t8i.
line9
Con.traint 3@ T8i. i. a 8ori&ontal line t8roug8 x
'
G #$9 T8e >I> .ide i. a0o5e
t8i. line9
Con.traint *@ W8en x
#
G )! x
'
G '#K ;8en x
'
G )! t8en x
#
G #*9 Connect <#*!)=
and <)!'#=9
S8ade in t8e 6ea.i0le region9
<'= Ara-8 t8e o0:ecti5e 6unction 07 .etting t8e o0:ecti5e 6unction e1ual to an
ar0itrar7 con.tant a. -re5iou.l7 demon.trated or 07 u.ing t8e 6ollo;ing
a--roac89 Scale do;n t8e o0:ecti5e coe66icient. c
#
and c
'
<.a7! 07 di5iding
0ot8 07 #) to get " and #3! re.-ecti5el7=9 No;! u.e x
#
?. coe66icient a. a
NOTE@ T8e 6ea.i0le region in t8i. -ro0lem i. limited to a .egment o6 t8e line re-re.enting t8e
>e1ual to> con.traint9 Onl7 t;o e4treme -oint. e4i.t9
36
INTRODUCTION TO L.P.
5alue to -lot on t8e x
'
a4i. and u.e x
'
?. coe66icient a. a 5alue to -lot on t8e
x
#
a4i.9 Connect -oint. <)!#$= and <'#!)=9
<3= Mo5e t8e o0:ecti5e 6unction line in t8e direction t8at lo;er. it. 5alue until it
touc8e. t8e la.t -oint o6 t8e 6ea.i0le region9 T8e -oint i. determined 07 t8e
.econd and 6ourt8 con.traint.9
<*= Sol5e 6or t8e un+no;n x 07 .u0.tituting x
'
G % into *$x
#
H 3)x
'
G %3)!
7ielding x
#
G #)9
<$= Sol5e 6or z G #$)x
#
H '#)x
'
G #$)<#)= H '#)<%= G '%)9 T8u. t8e o-timal
.olution i. x
#
G #)! x
'
G %! and z G '%)9 QSee t8e gra-8 on t8e ne4t -age9R
0= T8e 6ea.i0le region i. no; .8a-ed 07 all 6our con.traint.9 T8e o-timal e4treme -oint i.
determined 07 t8e 6ir.t and .econd con.traint.9 Sol5ing t8e.e t;o e1uation. in t;o
un+no;n.! t8e o-timal .olution i. <*9#)$!%=! -oint C on t8e gra-89
c= T8e o-timal .olution i. no; <#)!%=! -oint B on t8e gra-8! and t8e 6ir.t con.traint i. no;
redundant9
37
CHAPTER 2
''
')
#"
#%
#*
#'
#)
"
%
*
'
' * % " #) #' #* #% #" ') ''
F'
F#
39"F# H #9'F' J ''9"
*$F# H 3)F' G %3)
F' I #$
Fea.i0le region i.
line .egment
0et;een -oint. A and B
MIN L G #$)F# H '#)F'
F' J %
B
A
C
38
INTRODUCTION TO L.P.
PROBLEM %
Ai5en t8e 6ollo;ing linear -rogram@
MAF z G $x
#
H x
'
.9t9 x
#
I %
'x
#
H 3x
'
I #(
x
#
H x
'
I "
x
#
! x
'
J )
Sol5e t8e -ro0lem gra-8icall79
SOLUTION %
From t8e gra-8 0elo; ;e .ee t8at t8e o-timal .olution occur. at x
#
G $! x
'
G 3! and z G *%9
"

%
$
*
3
'
#
# ' 3 * $ % " ( #)
'F# H 3F' I #(
F'
F#
F# H F' I "
MAF $F# H F'
F# I %
O-timal F# G $! F' G 3
L G *%
39
CHAPTER 2
PROBLEM
A manager o6 a .mall 6a0rication -lant mu.t decide on a -roduction .c8edule o6 t;o
ne; -roduct. 6or t8e automo0ile indu.tr79 T8e -ro6it on -roduct # i. N#<t8ou.and= and on
-roduct ' i. N3<t8ou.and=9
T8e manu6acture o6 t8e.e -roduct. de-end. largel7 on t8e a5aila0ilit7 o6 certain
.u0a..em0lie. t8e -lant recei5e. dail7 6rom a local di.tri0utor9 It ta+e. t8ree o6 t8e.e
.u0a..em0lie. 6or eac8 unit o6 -roduct # and t;o 6or eac8 unit o6 -roduct '9 T;el5e .uc8
.u0a..em0lie. are deli5ered dail79
Furt8er! it ta+e. t;o 8our. to ma+e a unit o6 -roduct # and .i4 8our. to ma+e a unit o6
-roduct '9 T8e -lant 8a. a..igned onl7 t8ree ;or+er. ;or+ing "28our .8i6t. 6or t8e.e ne;
-roduct.9 Due to limited demand! t8e manager doe. not ;ant more t8an .e5en unit. o6
-roduct ' -roduced dail79
a= Formulate t8i. -ro0lem a. a linear -rogram9
0= Sol5e gra-8icall7 6or t8e o-timal .olution9 De.cri0e t8e .et o6 all o-timal .olution.9
Identi67 an7 redundant con.traint.9
c= Ai5e an o-timal dail7 -roduction .c8edule t8at manu6acture. e4actl7 one unit o6
-roduct #9
d= Di.cu.. t8e a--lica0ilit7 o6 linear -rogramming 6or t8i. -ro0lem9
SOLUTION
a= <#= De6ine 5aria0le.@ x
#
and x
'
G t8e amount o6 -roduct # and ' -roduced dail79
<'= De6ine o0:ecti5e@
Ma4imi&e total dail7 -ro6it.@
MAF #x
#
H 3x
'
<in t8ou.and. o6 dollar.=9
<3= De6ine con.traint.@
Su0a..em0lie.@ Num0er u.ed dail7 I num0er a5aila0le
3x
#
H 'x
'
I #'

La0or@ Num0er o6 8our. u.ed dail7 I <3 men=4<" 8r.9,da7=
'x
#
H %x
'
I '*
Product '@ Suantit7 -roduced dail7 I .-eci6ied limit
x
'
I
Non2negati5it7 o6 5aria0le.@ x
#
! x
'
J )
40
INTRODUCTION TO L.P.
Summari&ing!
MAF z G #x
#
H 3x
'
.9t9 3x
#
H 'x
'
I #'
'x
#
H %x
'
I '*
x
'
I
x
#
! x
'
J )
0= Ara-8icall7!

%
$
*
3
'
#
# ' 3 * $ % " ( #) ## #'
F'
F#
redundant con.traint F'I
3F# H 'F' I #'
alternate o-timal .olution.
<)!*= and <#',! '*,=
'F# H %F' I '*
MAF L G F# H 3F'
T8e o-timal .olution occur. at x
#
G )! x
'
G * and at x
#
G #',! x
'
G '*,! and at all
-oint. in 0et;een on t8e line 'x
#
H %x
'
G '*9 At an7 -oint on t8i. line! z G #'9 T8e
x
'
I con.traint doe. not 8el- .8a-e t8e 6ea.i0le region and t8u. i. redundant9
c= On t8e o-timal .olution line! 'x
#
H %x
'
G '*! ;8en x
#
G #! t8en x
'
G ##,39 Still!
z G #<#= H 3<##,3= G #' <t8ou.and=9
d= One mu.t con.ider ;8et8er t8e.e 5aria0le. can 0e allo;ed to a..ume 5alue. ;8ic8
are not integer.9 For continuou. -roduction! 6re1uentl7 a 6ractional 5alue can 0e
con.idered a. >;or+ in -rogre..>K -roduct. not 6ini.8ed on one da7 are .im-l7
41
CHAPTER 2
com-leted t8e ne4t da79 T8u.! LP a--ear. to 0e a--ro-riate 6or t8i. -ro0lem9
PROBLEM "
A .mall com-an7 ;ill 0e introducing a ne; line o6 lig8t;eig8t 0ic7cle 6rame. to 0e made
6rom .-ecial aluminum and .teel allo7.9 T8e 6rame. ;ill 0e -roduced in t;o model.!
delu4e and -ro6e..ional! ;it8 antici-ated unit -ro6it. o6 N#) and N#$! re.-ecti5el79
T8e num0er o6 -ound. o6 aluminum allo7 and .teel allo7 needed -er delu4e 6rame i. '
and 3! re.-ecti5el79 T8e num0er o6 -ound. o6 aluminum allo7 and .teel allo7 needed -er
-ro6e..ional 6rame i. * and '! re.-ecti5el79 A .u--lier deli5er. #)) -ound. o6 t8e
aluminum allo7 and ") -ound. o6 t8e .teel allo7 ;ee+l79
W8at i. t8e o-timal ;ee+l7 -roduction .c8eduleE
SOLUTION "
Let x
#
and 4
'
e1ual t8e num0er o6 delu4e and -ro6e..ional 6rame. -roduced ;ee+l79
MAF z G #)x
#
H #$x
'
.9t9 'x
#
H *x
'
I #))
3x
#
H 'x
'
I ")
x
#
! x
'
J )
Sol5ing gra-8icall7! t8e o-timal -roduction .c8edule i. to -roduce x
#
G #$ delu4e 6rame.
;ee+l7 and x
'
G #9$ -ro6e..ional 6rame. ;ee+l7 6or an o-timal ;ee+l7 -ro6it o6 N*#'9$)9
42
INTRODUCTION TO L.P.

*)
3$
3)
'$
')
#$
#)
$
$ #) #$ ') '$ 3) 3$ *) *$ $)
F'
F#
MAF #)F# H #$F'
'F# H *F' I #))
<aluminum=
O-timal F# G #$! F' G # #,'
L G N*#'9$)
3F# H 'F' I ")
<Steel=
PROBLEM (
Sol5e gra-8icall7 6or t8e o-timal .olution to t8e 6ollo;ing linear -rogram@
MIN z G #%x
#
H #'x
'
.9t9 "x
#
H *x
'
I 3%
x
#
H x
'
I
3x
#
H #'x
'
J '*
x
#
H $x
'
J ')
x
#
! x
'
J )
PROBLEM #)
ANSWERED PROBLEMS
43
CHAPTER 2
Ai5en t8e 6ollo;ing linear -rogram@
MAF z G *x
#
H 'x
'
.9t9 x
#
I *
3x
#
H "x
'
I '*
'x
#
H x
'
J %
x
#
! x
'
J )
a= Sol5e t8e -ro0lem gra-8icall79
0= W8at ;ould 0e t8e o-timal .olution<.= i6 t8e o0:ecti5e 6unction ;ere a minimi&ation
rat8er t8an a ma4imi&ation o0:ecti5eE
PROBLEM ##
Con.ider a linear -rogramming -ro0lem ;it8 t8e 6ollo;ing con.traint .et@

'x
#
H x
'
J *
x
#
H 'x
'
J $
x
#
2 'x
'
I #
a= Ara-8 t8e 6ea.i0le region and note it i. un0ounded9

0= Identi67 all e4treme -oint.9
c= Sol5e t8e -ro0lem ;it8 eac8 o6 t8e.e o0:ecti5e 6unction.@ <#= MAF z G 'x
#
2 $x
'
K


<'= MAF z G 'x
#
2 *x
'
K and

<3= MAF z G 'x
#
2 3x
'
and di.cu.. t8e re.ult.9
NOTE@ One mig8t t8in+ an un0ounded ma4imi&ation -ro0lem ;ould al;a7. 8a5e an
un0ounded o0:ecti5e 6unction 5alue9 T8i. -ro0lem -ro5e. t8e contrar79
44
INTRODUCTION TO L.P.
PROBLEM #'
Ai5en t8e 6ollo;ing linear -rogramming -ro0lem@
MAF z G 3x
#
H $x
'
.9t9 *x
#
H 3x
'
J '*
'x
#
H 3x
'
I #"
x
'
J 3
x
#
! x
'
J )
a= Sol5e t8e -ro0lem gra-8icall79
0= W8at e66ect ;ould c8anging t8e o0:ecti5e 6unction to MAF z G $x
#
H *x
'
8a5eE
PROBLEM #3
Ai5en t8e 6ollo;ing linear -rogramming -ro0lem@
MAF z G "x
#
H #)x
'
.9t9 x
#
H x
'
I 3$
3x
#
H 'x
'
I %)
x
'
I #$
x
#
! x
'
J )
a= Sol5e 6or t8e o-timal .olution9
0= State ;87 t8e 6ir.t con.traint i. redundant9
c= Su--o.e t8e .econd con.traint?. rig8t 8and .ide i. c8anged 6rom %) to #))9 Sol5e 6or
t8e ne; o-timal .olution and .8o; t8at t8e 6ir.t con.traint i. no; 0inding and NOT
redundant9
NOTE@ T8e 6ea.i0le region in t8i. -ro0lem i. limited to a .ingle -oint9 A common error i. to
mi.ta+e t8i. .ituation 6or in6ea.i0ilit79
45
CHAPTER 2
PROBLEM #*
Con.ider t8e 6ollo;ing linear -rogram@
MAF z G %)x
#
H *3x
'
.9t9 x
#
H 3x
'
J (
%x
#
2 'x
'
G #'
x
#
H 'x
'
I #)
x
#
! x
'
J )
a= Write t8e -ro0lem in .tandard 6orm9
0= W8at i. t8e 6ea.i0le region 6or t8e -ro0lemE
c= S8o; t8at regardle.. o6 t8e 5alue. o6 t8e actual o0:ecti5e 6unction coe66icient.! t8e o-timal
.olution ;ill occur at one o6 t;o -oint.9 Sol5e 6or t8e.e -oint. and t8en determine ;8ic8
one ma4imi&e. t8e current o0:ecti5e 6unction9
PROBLEM #$
A 0u.ine..man i. con.idering o-ening a .mall .-eciali&ed truc+ing 6irm9 To ma+e t8e
6irm -ro6ita0le! it i. e.timated t8at it mu.t 8a5e a dail7 truc+ing ca-acit7 o6 at lea.t "*!)))
cu9 6t9 T;o t7-e. o6 truc+. are a--ro-riate 6or t8e .-eciali&ed o-eration9 T8eir
c8aracteri.tic. and co.t. are .ummari&ed in t8e ta0le 0elo;9 Note t8at truc+ ' re1uire. 3
dri5er. 6or long 8aul tri-.9 T8ere are *# -otential dri5er. a5aila0le and t8ere are 6acilitie.
6or at mo.t *) truc+.9
T8e 0u.ine..man?. o0:ecti5e i. to minimi&e t8e total co.t outla7 6or truc+.9
Ca-acit7 Dri5er.
Truc+ Co.t <Cu9 6t9= Needed
x
#
N#"!))) '!*)) #
x
'
N*$!))) %!))) 3
Sol5e t8e -ro0lem gra-8icall7 and note t8ere are alternate o-timal .olution.9 W8ic8
o-timal .olution@
a= u.e. onl7 one t7-e o6 truc+E
46
INTRODUCTION TO L.P.
0= utili&e. t8e minimum total num0er o6 truc+.E
c= u.e. t8e .ame num0er o6 truc+ x
#
a. truc+ x
'
E
PROBLEM #%
A 0a.e0all glo5e manu6acturer 8a. #')) linear 6eet o6 co;8ide and ")) linear 6eet o6
.7nt8etic material9 It ma+e. t;o .t7le. o6 0a.e0all glo5e.@ c8ild?. and adult?.9
Re1uirement. and -ro6it PER DOLEN are .ummari&ed 0elo;@
Co;8ide S7nt8etic Pro6it
C8ildP. * * N%)
AdultP. #' % N($
a= Sol5e 6or t8e o-timal num0er o6 do&en o6 eac8 model to manu6acture9 W8at are t8e
5alue. o6 t8e .lac+ 5aria0le.E
0= Su--o.e t8e com-an7 could ma+e N# on eac8 unu.ed linear 6oot o6 co;8ide and N9'$
on eac8 unu.ed linear 6oot o6 .7nt8etic material9 Re6ormulate t8e linear -rogramming
model9 T8e ne; o-timal .olution i. to ma+e ')) do&en c8ild model. and no adult
model. and .ell *)) linear 6eet o6 co;8ide9 Locate t8i. ne; -oint on 7our gra-8 and
.8o; it i. not t8e o-timal e4treme -oint o6 -art <a=9
#9 A -ro0lem 6ormulation t8at include. a term t8at i. t8e -roduct o6 t;o 5aria0le. ;ould not
0e a linear -rogram9
#"9 A non0inding con.traint! li+e a 0inding con.traint! 8el-. 6orm t8e .8a-e <0oundarie.= o6
t8e 6ea.i0le region9
#(9 I6 a linear -rogram 8a. an o-timal .olution! t8en an e4treme -oint mu.t 0e o-timal9
')9 All o-timal .olution. are e4treme -oint.9
'#9 A redundant con.traint lie. entirel7 ;it8in t8e 6ea.i0le region9
''9 It i. -o..i0le to 8a5e e4actl7 t;o o-timal .olution. to a linear -rogramming -ro0lem9
'39 A linear -rogramming -ro0lem can 0e 0ot8 un0ounded and in6ea.i0le9
'*9 I6 a -ro0lem 8a. a con.traint ;8ic8 i. -arallel to t8e o0:ecti5e 6unction! t8en t8ere mu.t 0e
alternati5e o-timal .olution.9
TRUE6,ALSE
47
CHAPTER 2
'$9 An in6ea.i0le -ro0lem i. one in ;8ic8 t8e o0:ecti5e 6unction can 0e increa.ed to in6init79
'%9 A .lac+ 5aria0le i. a 5aria0le t8at re-re.ent. t8e di66erence 0et;een t8e amount o6 a
re.ource t8at ;a. a5aila0le and t8e actual amount u.ed 07 t8e .olution9
'9 In a 6ea.i0le -ro0lem! an e1ual2to con.traint cannot 0e redundant9
'"9 A 5aria0le in a linear -rogramming -ro0lem mu.t 0e allo;ed to a..ume 6ractional 5alue.9
'(9 An7 c8ange to an o0:ecti5e 6unction coe66icient o6 a 5aria0le t8at i. -o.iti5e in t8e o-timal
.olution ;ill c8ange t8e o-timal .olution9
3)9 An un0ounded 6ea.i0le region mig8t not re.ult in an un0ounded .olution 6or a
minimi&ation or ma4imi&ation -ro0lem9
3#9 Increa.ing t8e rig8t28and .ide o6 a non0inding con.traint ;ill not cau.e a c8ange in t8e
o-timal .olution9
NOTES
48