Irregular Types of LP Models: Dr. Sania Bhatti

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Irregular Types of LP Models

Dr. Sania Bhatti


Irregular Types of LP Models
• Theorem:
Every linear program either:
1. is infeasible,
2. is unbounded,
3. has a unique optimal solution value (single
optimal point or multiple optima)
Infeasible LP Model
• Definition A linear program is infeasible if it
has no feasible solutions, i.e. the feasible
region is empty.
• Example:
Max 8X1 + 5X2
s.t. 2X1 + 1X2 ≤ 1000
3X1 + 4X2 ≤ 2400
X1 - X2 ≤ 350
X1 ≥ 800
X1, X 2 ≥ 0
Models With No Solutions
Infeasibility
X2
1000 Max
. 8X1 + 5X2
900
s.t. 2X1 + 1X2 ≤ 1000
3X1 + 4X2 ≤ 2400
800 X1 - X2 ≤ 350
700 X1 ≥ 800
X1, X2 ≥ 0
600
No points in common.
No points satisfy all constraints
500
simultaneously.
400 No Solutions!
Problem is
300
INFEASIBLE.
200

100
100 200 300 400 500 600 700 800 X1
0
Infeasibility
• A problem is infeasible when there are no solutions that
satisfy all the constraints.

• Infeasibility can occur from


– Input Error
– Misformulation
– Simply an inconsistent set of constraints
Models With An
“Unbounded” Solution
X2
1000 Max 8X1 + 5X2
900 s.t. X1 - X2 ≤ 350
X1 ≥ 200
800 X2 ≥ 300
700

600
Unbounded
500 Feasible Region

400 Can increase


indefinitely
300

200
Unbounded Solution
100
100 200 300 400 500 600 700 800 X1
0
Models With An Unbounded
Feasible Region – Optimal Solution
X2
1000 Min 8X1 + 5X2
900 s.t. X1 - X2 ≤ 350
X1 ≥ 200
800 X2 ≥ 200
700

600
Unbounded
500 Feasible Region

400

300

200
OPTIMAL POINT
100
100 200 300 400 500 600 700 800 X1
0
Unboundedness
• An unbounded feasible region extends to infinity in some
direction.

• If the problem is unbounded, the feasible region must be


unbounded.

• If the feasible region is unbounded, the problem may or


may not be unbounded.

• An unbounded solution means you left out some


constraints – you cannot make an “infinite” profit.
Example: Unbounded Problem
• Solve graphically for the optimal solution:
Max z = 3x1 + 4x2
s.t. x1 + x 2 > 5
3x1 + x2 > 8
x1, x2 > 0
Note: Feasible region is unbounded and
don’t have any external boundary (not
closed in)
Multiple Optimal Solutions
• When an objective function line is parallel to a constraint
the problem can have multiple optimal solutions.

• A problem can have multiple optima(alternative optima)


but a single optimal value of Z.

Example:
MAX 8X1 + 4X2
s.t. 2X1 + 1X2 ≤ 1000
3X1 + 4X2 ≤ 2400
1X1 - 1X2 ≤ 350
X 1, X 2 ≥ 0
Multiple Optimal Solutions
X2
1000 MAX 8X1 + 4X2
900
s.t. 2X1 + 1X2 ≤ 1000
3X1 + 4X2 ≤ 2400
800 1X1 - 1X2 ≤ 350
All points on the
700
Optimal boundary between X1, X2 ≥ 0
Extreme optimal extreme points
Point are also optimal
600

500
Optimal
400 Extreme
Point
300

200

100
100 200 300 400 500 600 700 800 X1
0
Class Exercise
• Solve graphically the following LP models and
categorize them as Infeasible, unbounded or a
problem with single/multiple optima.

1. Max z = 2x1 + 6x2


s.t.
4x1 + 3x2 < 12
2x1 + x2 > 8
x1, x2 > 0
Class Exercise
2.
Max z = 3x1 + 4x2
s.t. x1 + x 2 > 5
3x1 + x2 > 8
x 1, x 2 > 0
Class Exercise: Solution
• There are no points that satisfy both constraints, hence this
x2 feasible region, and no optimal solution.
problem has no

2x1 + x2 > 8
8

4x1 + 3x2 < 12


4

x1
3 4
Class Exercise: Solution
• The feasible region is unbounded and the objective function line
can be moved parallel to itself without bound so that z can be
increased infinitely.
x2

3x1 + x2 > 8

x1 + x2 > 5
5

Max 3x1 + 4x2

x1
2.67 5

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