IE 214: INTRODUCTION TO OPERATIONS RESEARCH

LINEAR PROGRAMMING

GRAPHICAL SOLUTION OF LINEAR PROGRAMMING MODELS

THE PRODUCT-MIX PROBLEM

Final tests had just been successfully completed on the new “slit-matrix”
television projection system Suji had developed for the Sekido Corporation, and the
outlook was encouraging. “They’ll be installing the system on two models for initial sales
next week,” he was saying to his wife Keiko. “I wish we had a larger workforce, more
machine time, and better marketing capabilities; I’m sure we could make considerably
more profit. But even as it is, we don’t know how much of each model to produce.”
The two models of color TV sets produced by the Sekido Corp. will be designated
as A and B. The company aim is to maximize profit. The profit realized is $300 from
each model A and $250 from each model B. Obviously, the more sets produced and sold,
the better. The trouble is that there are certain limitations that prevent them from
producing and selling thousands of sets daily. These limitations are:
1. Availability of only 40 hours of labor each day in the production dept. Each unit
of model A requires two hours of labor, whereas each set of model B requires
only one hour. (labor constraint)
2. A daily availability of 45 hours of machine time. Machine processing time for 1
unit of model A is 1 hour, and for 1 unit of model B, three hours. (machine
constraint)
3. Inability to sell more than 12 sets of model A each day (marketing constraint)
Sekido’s problem is to determine how many sets of each model to produce each day so
that the total profit will be as large as possible.

Formulation of the Problem

The Decision Variables
x1 = number of sets of model A to be produced daily
x2 = number of sets of model B to be produced daily
The Objective Function
The daily profit realized from selling sets of model A is 300 x1. Similarly, we can
get 250 x2 from model B. The total profit, Z, is therefore, 300x1 + 250x2. This is
to be maximized.
The Constraints of the System
1. Labor constraint – there are 40 hours of labor available each day. This is
expressed as:
2x1 + x2 ≤ 40
demand for labor supply of labor
2. Machine Time Constraint – there are 45 machine-hours available per day. This
limitation is expressed as: 1x1 + 3x2 ≤ 45
 IE 214: INTRODUCTION TO OPERATIONS RESEARCH
LINEAR PROGRAMMING

3. Marketing Constraint – it is only possible to sell up to 12 units of model A each

day. This is expressed as: 1x1 + 0x2 ≤ 12
4. Nonnegativity Constraint – finally, it is not possible to produce a negative number
of sets; that is, both x1 and x2 must be nonnegative (zero or positive). This
constraint is expressed as: x1 ≥ 0, x2 ≥ 0.
In summary, the problem is to find the best daily production plan so that the total profit
will be maximized. The problem can now be written in canonical form as follows:
Maximize Z = 300x1 + 250x2
s.t. 2x1 + x2 ≤ 40 (labor constraint)
x1 + 3x2 ≤ 45 (machine time constraint)
x1 ≤ 12 (marketing constraint)
x1 ≥ 0, x2 ≥ 0 (nonnegativity constraints)

GRAPHICAL METHOD OF SOLUTION

For LP problems of 2 variables, and only a few constraints, the graphical method
is the easiest solution method.
X2
Product-Mix Problem 40

Maximize z = 300x1 + 250x2 30

s.t. 2x1 + x2 ≤ 40 (labor constraint)
20
x1 + 3x2 ≤ 45 (machine time constraint)
15
x1 ≤ 12 (marketing constraint) 10
H
x1 , x 2 > 0 (nonnegativity constraints)
X1
The shaded area is the area where all the constraint 10 20 30 40 45
arrows intersect. The points within this area satisfy all x1 + 3x2 < 45
x1 < 12 2x1 + x2 < 40
the constraints of the problem. These points are called
feasible points, and the shaded area is called the feasible area or feasible region.
Any point outside this area is called an infeasible point (i.e., these infeasible
points will violate one or more of the constraints).
The intersections of the constraints are called corner (or extreme) points.
There are feasible corner points and infeasible corner points.
Corner point solutions are adjacent to each other when they are connected by a
single line segment on the boundary of the feasible region.
Identifying the optimal solution:
Because there are an infinite number of points in the shaded region, this implies
that there are an infinite number of possible solutions to the problem. How can we cut
down on the points we need to evaluate? Consider point H(10, 10). It is feasible, with Z =
300(10) + 250(10) = 5500. If we move to a boundary say (12,10), Z increases to 6100.
Notice that such an increase may continue only until we are limited by a constraint. It can
therefore be shown that no matter what interior feasible point you choose as a solution,
there will always be a point somewhere in the boundary superior to that interior point.
Furthermore, an optimal solution must be at a point where 2 (or more) constraints
 IE 214: INTRODUCTION TO OPERATIONS RESEARCH
LINEAR PROGRAMMING

intersect (feasible corner points). Note: if only one optimal solution exists - then it must
be a corner point. If more than one optimal solution exists - then at least 2 optimal
solutions must be on two adjacent corner points, and the other solutions will be on the
boundary connecting these 2 points.
Two methods can be used to search for the optimal solution:
a) You can enumerate all the corner points, and get their Z-value.
b) Use isoprofit (or isocost) lines. An isoprofit line is a line where all the
points in it have the same objective function (z) value. Isocost line is the
term when we are minimizing.
The dashed lines in the graph denote the
X2
isoprofit lines for this problem. If you 40
compute the z-value of each line, you will
notice that the profit increases as you go to 30
the right. 20
This implies that the optimal (or best) 15
solution lies in the intersection of constraints 10
#2 (x1 + 3x2 < 45) and #3 (x1 < 12). This X1
intersection is computed as: (12, 11). 10 20 30 40 45
Therefore z = 300(12) + 250(11) = 6350. x1 + 3x2 < 45
x1 < 12 2x1 + x2 < 40

SUMMARY OF THE GRAPHICAL SOLUTION PROCEDURE FOR

MAXIMIZATION PROBLEMS

1. Prepare a graph for each constraint that shows the solutions that satisfy the
constraint.
2. Determine the feasible region by identifying the solutions that satisfy all the
constraints simultaneously.
3. Draw an objective function line showing the values of the decision variables that
yield a specified value of the objective function.
4. Move parallel objective function lines toward larger objective function values
until further movement would take the line completely outside the feasible region.
5. Any feasible solution on the objective function line with the largest value is an
optimal solution.

Corner-point Solution Method

Another approach to solving linear programming problems employs the corner-point

method. The mathematical theory behind linear programming states that an optimal
solution to any problem will lie at a corner point, or extreme point, of the feasible region.
Hence, it is necessary to find only the values of the variables at each corner; the
maximum profit or optimal solution will lie at one (or more) of them.
 IE 214: INTRODUCTION TO OPERATIONS RESEARCH
LINEAR PROGRAMMING

THE BLENDING PROBLEM

Suji’s wife Keiko was thinking about her problem at the Toshida Paint Company.
A new, expensive, special-purpose paint, Sungold, was becoming very popular, and the
production manager had asked Keiko to see if she could find a combination of two new
ingredients, code named Alpha and Beta, that would result in an equivalent brilliance and
hue, but at less cost than the original ingredients.
In preparing Sungold paint, it is required that the paint have a brilliance rating of at least
300 degrees and a hue level of at least 250 degrees. Brilliance and hue levels are
determined by 2 ingredients: Alpha and Beta. Both Alpha and Beta contribute equally to
the brilliance rating, one ounce (dry weight) of either producing one degree of brilliance
in one drum of paint. However, the hue is controlled entirely by the amount of Alpha, one
ounce of it producing 3 degrees of hue in one drum of paint. The cost of Alpha is 45 cents
per ounce, and the cost of Beta is 12 cents per ounce. Assuming that the objective is to
minimize the cost of the ingredients, then the problem is to find the quantity of Alpha and
Beta to be included in the preparation of each drum of paint.
Formulation of the Problem
The problem is formulated for only one drum of paint. The reason is that the optimal
answer for 1 drum of paint will remain optimal for any number of drums as long
as the relationships are linear.
The Decision Variables
x1 = quantity of Alpha to be included in each drum of paint (in ounces)
x2 = quantity of Beta to be included in each drum of paint (in ounces)
The Objective Function
Cost for Alpha is 45 cents per ounce, and 12 cents for Beta:
45x1 + 12x2 is our total cost, and is the equation to be minimized.
The Constraints of the System
1. To provide a brilliance rating of at least 300 degrees in each drum. Because
each ounce of Alpha or Beta increases the brightness by 1 degree, the
following equation can be written:
supplied by Alpha supplied by Beta Demand
x1 + x2 ≥ 300
2. To provide a hue level of at least 250 degrees, we have:
3x1 ≥ 250
In summary, the blending problem is formulated as follows. Find x1 and x2 such that:
Minimize Z = 45x1 + 12x2
s.t. 1x1 + x2 ≥ 300 (brightness specification constraint)
3x1 ≥ 250 (hue specification constraint)
x1 , x 2 ≥ 0 (nonnegativity constraint)
 IE 214: INTRODUCTION TO OPERATIONS RESEARCH
LINEAR PROGRAMMING

Blending Problem X2

Minimize z = 45x1 + 12x2

300
s.t. 1x1 + x2 > 300 (brightness specification)
3x1 > 250 (hue specification) 200
x1 , x 2 > 0
100
The feasible area, in this case, is on the upper right
side of the graph. The Z-lines (called isocost lines X1
here) have a better value as it moves to the left. 100 200 300
Therefore, the optimal solution is at the intersection x1 + x2 > 300
3x1 > 250
of constraints 1 and 2. Through algebraic
manipulation, this point is (x1 = 83.33, x2 = 216.67)
with a Z-value (cost) of 6350 cents.

SUMMARY OF THE GRAPHICAL SOLUTION PROCEDURE FOR

MINIMIZATION PROBLEMS

1. Prepare a graph for each constraint that shows the solutions that satisfy the
constraint.
2. Determine the feasible region by identifying the solutions that satisfy all the
constraints simultaneously.
3. Draw an objective function line showing the values of the decision variables that
yield a specified value of the objective function.
4. Move parallel objective function lines toward smaller objective function values
until further movement would take the line completely outside the feasible region.
5. Any feasible solution on the objective function line with the smallest value is an
optimal solution.

Graphing an Equality Constraint

If (at least) one constraint appears as an equality, then the region of feasible
solutions is not an area anymore, but a line segment, directly on the equality constraint.
Generally, the use of equalities should be minimized in LP because it introduces
inflexibility.
 IE 214: INTRODUCTION TO OPERATIONS RESEARCH
LINEAR PROGRAMMING

Utilization of Resources – Slack and Surplus Variables

SLACK VARIABLES for < constraints:
unused resource potential. This unused supply is called slack
• When slack = 0, you have what is called a binding constraint.
• When slack > 0, you have a non-binding constraint.
Looking at the graph, note that the optimal solution lies on the intersection of binding
constraints; and a non-binding constraint does not intersect the point of the optimal
solution.

SURPLUS VARIABLES for > constraints:

unused potential for reduction
• When surplus = 0, you have what is called a binding constraint.
• When surplus > 0, you have a non-binding constraint.
Note that, because of its definition, a slack variable or a surplus variable is always > 0.
Slack and surplus variables always have a zero coefficient in the objective function.
 IE 214: INTRODUCTION TO OPERATIONS RESEARCH
LINEAR PROGRAMMING

The Product-Mix Problem (Maximization)

Maximize Z = 300x1 + 250x2
s.t. 2x1 + x2 < 40 (labor constraint)
x1 + 3x2 < 45 (machine time constraint)
x1 < 12 (marketing constraint)
x1 > 0, x2 > 0 (nonnegativity constraints)

X2

x1 < 12
40

30

20

10
X1
10 20 30 40 50
x1 + 3x2 < 45
Z = 7500
2x1 + x2 < 40
 IE 214: INTRODUCTION TO OPERATIONS RESEARCH
LINEAR PROGRAMMING

The Blending Problem (Minimization)

Minimize Z = 45x1 + 12x2
s.t. 1x1 + x2 > 300 (brightness specification
constraint)
3x1 > 250 (hue specification constraint)
x 1, x 2 > 0 (nonnegativity constraint)

X2
3x1 ≥ 250

400

300

200

100

X1
100 200 300 400

Z = 4500 x1 + x2 > 300

 IE 214: INTRODUCTION TO OPERATIONS RESEARCH
LINEAR PROGRAMMING

Case 1.
Maximize Z = 3x1 + 2x2
s.t. 6x1 + 4x2 < 24
x1 + x2 < 5
x 1, x 2 > 0

X2

1
X1
1 2 3 4 5 x1 + x2 < 5
6x1 + 4x2 < 24

When the optimal objective function line coincides with one of the binding
constraint lines, it can lead to alternative optimal solutions, whereby more
than one solution provides the optimal value for the objective function.

LP with alternative or multiple optimal solutions.

 IE 214: INTRODUCTION TO OPERATIONS RESEARCH
LINEAR PROGRAMMING

Case 2.
Maximize Z = 3x1 + 2x2
s.t. 6x1 + 4x2 < 24
x1 + x2 < 5
x1 > 3
x2 > 2
x 1, x 2 > 0

X2

5 x1 > 3

3
x2 > 2
2

X1
1 2 3 4 5 x1 + x2 < 5

6x1 + 4x2 < 24

Infeasibility means that no solution to the linear programming problem
satisfies all constraints, including the nonnegativity constraints.
Graphically, infeasibility means that a feasible region does not exist; no
points satisfy all constraint equations and nonnegativity conditions
simultaneously.

Infeasible LP – no feasible region

 IE 214: INTRODUCTION TO OPERATIONS RESEARCH
LINEAR PROGRAMMING

Case 3.
Maximize Z = 2x1 – x2
s.t. x1 – x2 < 1
2x1 + x2 > 6
x 1, x 2 > 0

X2
6

4 x1 – x2 < 1

0 X1

–1 1 2 3 4 5

2x1 + x2 > 6

The solution to a maximization linear programming problem is unbounded if

the value of the solution may be made infinitely large without violating any
of the constraints; for a minimization problem, the solution is unbounded if
the value may be made infinitely small.

LP with an Unbounded Solution