Linear Programming - The Graphical Method

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DON MARIANO MARCOS MEMORIAL STATE UNIVERSITY

GRADUATE SCHOOL – MID LA UNION CAMPUS


City of San Fernando, La Union

Name : Renato B. Aguilar


Subject : Management Science
Topic : Linear Programming
 Concepts, Principles and Applications
 Graphical Method in Maximization and Minimization Problems

LINEAR PROGRAMMING: THE GRAPHICAL METHOD

Linear Programming Problem


 A mathematical programming problem seeks to maximize or minimize an
objective function subject to constraints.
 If both the objective function and the constraints are linear, the problem is said to
be a linear programming problem.
 Linear functions are functions in which each variable appears in a separate term
raised to the first power and is multiplied by a constant (which could be 0).
 Linear constraints are linear functions that are restricted to be “less than or equal
to”, “equal to”, or “greater than or equal to” a constant.

Building Linear Programming Models


1. What are you trying to decide? – identify the decision variable to solve the
problem and define appropriate variables that represent them. For instance, in a
simple maximization problem, RMC, Inc. interested in producing two products:
fuel additive and a solvent base. The decision variables will be X 1 = tons of fuel
additive to produce, and X2 = tons of solvent base to produce.
2. What is the objective to be maximized or minimized? – determine the objective a
and express it as a linear function. When building a linear programming model,
only relevant costs should be included, sunk costs are not included. In our
example, the objective function is: z = 40X 1 + 30X2; where 40 and 30 are the
objective function coefficients.
3. What limitations or requirements restrict the values of the decision variables?
Identify and write the constraints as linear functions of the decision variables.
Constraints generally fall into one of the following categories:
a. Limitations – the amount of material used in the production process
cannot exceed the amount available in inventory. In our example the
limitations are:
 Material 1 = 20 tons
 Material 2 = 5 tons
 Material 3 = 21 tons available.
 The material used in the production of X1 and X2 are also known.
 To produce one ton of fuel additive uses 0.4 ton of material 1, and
0.6 ton of material 3, to produce one ton of solvent base it takes 0.5
ton of material 1, 0.2 ton of material 2, and 0.3 ton of material 3.
Therefore we can set the constraints as follows:
0.4 X1 + 0.5 X2 <= 20
0.2X2 <= 5
0.6 X1 + 0.3 X2 <= 21, where

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0.4, 0.5, 0.2, and 0.3 are called constraint coefficients. The limitations
(20, 5 and 21) are called RHS.
b. Requirements – specifying a minimum level of performance. For instance,
production must be sufficient to satisfy customers demand.

Properties of LPs
 Proportionality - The profit contribution and the amount of the resources used by
a decision variable is directly proportional to its value.
 Additivity – The value of the objective function and the amount of resources
used can be calculated by summing the individual contributions of the decision
variables.
 Divisibility – Fractional values of the decision variables are permitted.

LP Solutions
 The maximization or minimization of some quantity is the objective in all linear
programming models.
 A feasible solution satisfies all the problem’s constraints.
 Changes to the objective function coefficients do not affect the feasibility of the
problem.
 An optimal solution is a feasible solution that results in the largest possible
objective function value, z, when maximizing or smallest z when minimizing.
 In the graphical method, if the objective function line is parallel to a boundary
constraint in the direction of the optimization, there are alternate optimal
solutions with all points on this line segment being optimal.
 A graphical solution method can be used to solve a linear program with two
variables.
 If a linear program possesses an optimal solution, then an extreme point will be
optimal.
 If a constraint can be removed without affecting the shape of the feasible region,
the constraint is said to be redundant.
 A nonbinding constraint is one in which there is positive slack or surplus when
evaluated at the optimal solution.
 A linear program which is over constrained so that no point satisfies all the
constraints is said to be infeasible.
 A feasible region may be unbounded and yet there may be optimal solutions.
This is common in minimization problems and is possible in maximization
problems.
 The feasible region for a two-variable linear programming problem can be non-
existent, a single point, a line, a polygon, or an unbounded area.
 A linear program which is over constrained so that no point satisfies all the
constraints is sad to be infeasible.
 A feasible region may be unbounded and yet there may be optimal solutions.
This is common in minimization problems and is possible in maximization
problems.
 The feasible region for a two-variable linear programming problem can be non-
existent, a single point, a line, a polygon, or an unbounded area.
 Any linear program falls in one of three categories:
a. Is infeasible
b. Has a unique optimal solution or alternate optimal solutions.
c. Has an objective function that can be increased without bound.
 A linear program in which all the variables are non-negative and all the
constraints are equalities is said to be in standard form.

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 Standard form is attained by adding slack variables to “less than or equal to”
constraints, and by adding surplus variables from “greater than or equal to
constraints.
 Slack and surplus variables represent the difference between the left and right
sides of the constraints.
 Slack and surplus variables have objective function coefficients equal to 0.

Sketching the Solution Set of a Linear Inequality


To sketch the region represented by a linear inequality in two variables:
 Sketch the straight line obtained by replacing the inequality with an equality.
 Choose a test point not on the line (0,0) is a good choice if the line does not pass
through the origin, and if the line does pass through the origin a point on one of
the axes would be a good choice).
 If the test point satisfies the inequality, then the set of solutions is the entire
region on the same side of the line as the test point. Otherwise it is the region on
the other side of the line. In either case, shade out the side that does not contain
the solutions, leaving the solution region showing.
Example 1:
To sketch the linear inequality
3x - 4y ≤ 12,
first sketch the line 3x - 4y = 12.

Next, choose the origin (0, 0) as the test point (since it is not on the line). Substituting
x=0, y=0 in the inequality gives 3(0) - 4(0) ≤ 12.
Since this is a true statement, (0, 0) is in the solution set, so the solution set consists of all
points on the same side as (0, 0). This region is left unshaded, while the (grey) shaded
region is blocked out.

Feasible Region
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 The feasible region determined by a collection of linear inequalities is the
collection of points that satisfy all of the inequalities.
 To sketch the feasible region determined by a collection of linear inequalities in
two variables: Sketch the regions represented by each inequality on the same
graph, remembering to shade the parts of the plane that you do not want. What
is unshaded when you are done is the feasible region.
Example 2:
The feasible region for the following collection of inequalities is the unshaded region
shown below (including its boundary).
3x - 4y ≤ 12,
x + 2y ≥ 4
x≥1
y ≥ 0.

Graphical Method
The graphical method for solving linear programming problems in two unknowns is as
follows.
 Graph the feasible region.
 Compute the coordinates of the corner points.
 Substitute the coordinates of the corner points into the objective function to see
which gives the optimal value.
 If the feasible region is not bounded, this method can be misleading: optimal
solutions always exist when the feasible region is bounded, but may or may not
exist when the feasible region is unbounded.

Example 3:
Minimize C = 3x + 4y subject to the constraints
3x - 4y ≤ 12,
x + 2y ≥ 4
x ≥ 1,   y ≥ 0.
The feasible region for this set of constraints was shown above. Here it is again with the
corner points shown.

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The following table shows the value of C at each corner point:
Point C = 3x + 4y

(1, 1.5) 3(1) + 4(1.5) = 9 Minimum!

(4,0) 3(4) + 4(0) = 12

Therefore, the solution is x = 1, y = 1.5, giving the minimum value of C = 9.

Example 4:
 A company makes two products (X and Y) using two machines (A and B). Each
unit of X that is produced requires 50 minutes processing time on machine A and
30 minutes processing time on machine B. Each unit of Y that is produced
requires 24 minutes processing time on machine A and 33 minutes processing
time on machine B.
At the start of the current week there are 30 units of X and 90 units of Y in
stock. Available processing time on machine A is forecast to be 40 hours and on
machine B is forecast to be 35 hours.
The demand for X in the current week is forecast to be 75 units and for Y
is forecast to be 95 units. Company policy is to maximize the combined sum of the units
of X and the units of Y in stock at the end of the week.
• Formulate the problem of deciding how much of each product to make in the
current week as a linear program.
• Solve this linear program graphically.

Solution:
Let :
 x be the number of units of X produced in the current week
 y be the number of units of Y produced in the current week

Then the constraints are:


 50x + 24y <= 40(60) machine A time
 30x + 33y <= 35(60) machine B time
 x >= 75 - 30
 i.e. x >= 45 so production of X >= demand (75) - initial stock (30), which
ensures we meet demand
 y >= 95 - 90
 i.e. y >= 5 so production of Y >= demand (95) - initial stock (90), which
ensures we meet demand

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The objective is: maximise (x+30-75) + (y+90-95) = (x+y-50)
i.e. to maximise the number of units left in stock at the end of the week
It is plain from the diagram below that the maximum occurs at the intersection of x=45
and 50x + 24y = 2400

 Solving simultaneously, rather than by reading values off the graph, we have
that x=45 and y=6.25 with the value of the objective function being 1.25

Rererences:
 http://www.math.ucla.edu/~tom/LP.pdf
 http://en.wikipedia.org/wiki/Linear_programming
 http://people.hofstra.edu/Stefan_Waner/Realworld/Summary4.html
 http://www.phpsimplex.com/en/graphical_method_example.htm
 http://www.accountingformanagement.com/linear_programming_graphic_met
hod.htm

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