Linear Programming - The Graphical Method
Linear Programming - The Graphical Method
Linear Programming - The Graphical Method
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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.
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
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
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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