Graphical Method
Graphical Method
Graphical Method
ai x + b i y + c i z ≤ d i , ∀i = 1, 2, . . . , n
if for any point (x, y, z) ∈ R, each of the inequalities in the system holds.
Some problems are not well posed, meaning that they have no feasible
solution. For example, consider the following problem
Example 1. Solve the LP problem below: Maximize 4x1 + 5x2 subject to the
constraints
x1 + x 2 ≤ 2
−2x1 − 2x2 ≤ −9
x1 , x2 ≥ 0.
Kabale University, June 2021: MTH 2205 2
To solve this problem, we sketch the constraints on the same axes. We get
the following diagram From th figure above, we see that there is no feasible
That is, if X is convex, then the line segment joining any two random
points in X lies completely in X. Foe example, the following sets are convex
while the sets below are not convex as we will see in class
Example 2. Solve the LP problem below: Maximize 4x1 + 5x2 subject to the
constraints
−2x1 + x2 ≤ −1
−x1 − 2x2 ≤ −2
x1 , x2 ≥ 0.
Sketching the constraints on the same axes, we get the following figure We
see that the feasible region R is not empty and it is convex, so the LP problems
has at least one feasible solution. However, the region R is unbounded, so there
is no optimal solution. In this case, we say that the LP problem is unbounded.
This means that if x is an extreme point, then we cannot pick the parameter
t to satisfy 0 < t < 1.
You may find the proof in some standard Linear Programming textbooks.
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the feasible region R is non-empty and bounded, so there is at least one feasible
solution, and an optimal solution occurs at one of the extreme points. Hence,
determining all the points at the corners, we get
Thus, the optimum solution is (0, 4), which gives a maximum value of 28.
Example 4. Solve the linear programming problem below using the graphical
approach: Minimize 3x + 2y subject to the following constraints
1.7x + 2y ≤ 22
x − 3y ≤ 12
5x − y ≥ −10
x + 3y ≥4
x, y ≥ 0.
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To solve this problem, we sketch all the inequalities on the same axes as
follows Then, we apply Dantzig’s theorem. The minimum value is expected to
(i) Sketch all the constraints and determine the feasible set
(ii) Determine all points on the boundary of the feasible region, specifically
those at the corners
(iii) Substitute all the extreme points into the objective function to determine
which of the points gives a maximum/minimum value, depending on the
objective of the research. This point will be the optimal feasible solution.
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−3x1 + 3x2 + x4 ≤ 10
x1 + 3x2 + −5x3 ≥ −8
−5x1 + 2x2 − x3 + 2x4 ≥5
x2 + x4 ≤ 20
x1 , x2 , . . . , xn ≥0