0% found this document useful (0 votes)
10 views10 pages

Opt. Lec 3

1) The document discusses solving linear programming problems graphically using two variables. It provides examples of maximizing and minimizing objective functions subject to multiple constraints. 2) The key steps are to sketch the feasible region defined by the constraints and evaluate the objective function at each vertex. The maximum/minimum value(s) occur at the vertex/vertices that optimize the objective function. 3) Examples show solving problems with bounded and unbounded regions. The minimum/maximum may not exist for an unbounded region.

Uploaded by

majid mseer
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
10 views10 pages

Opt. Lec 3

1) The document discusses solving linear programming problems graphically using two variables. It provides examples of maximizing and minimizing objective functions subject to multiple constraints. 2) The key steps are to sketch the feasible region defined by the constraints and evaluate the objective function at each vertex. The maximum/minimum value(s) occur at the vertex/vertices that optimize the objective function. 3) Examples show solving problems with bounded and unbounded regions. The minimum/maximum may not exist for an unbounded region.

Uploaded by

majid mseer
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 10

Fourth Stage Asst.

Lecturer Ahmed Razzaq

Lecture Three
Graphical Method and Application in Graphical
Methods

3.1 Linear Programming Involving Two Variables

Many applications in business and economics involve a process called


optimization, in which we are required to find the minimum cost, the maximum
profit, or the minimum use of resources. In this lecture we discuss one type of
optimization problem called linear programming.

A two-dimensional linear programming problem consists of a linear objective


function and a system of linear inequalities called constraints. The objective
function gives the quantity that is to be maximized (or minimized), and the
constraints determine the set of feasible solutions.

For example, consider a linear programming problem in which we are asked to


maximize the value of

Subject to a set of constraints that determine the region indicated in Figure


below.

1
Fourth Stage Asst. Lecturer Ahmed Razzaq

Because every point in the region satisfies each constraint, it is not clear how we
should go about finding the point that yields a maximum value of z. fortunately,
it can be shown that if there is an optimal solution, it must occur at one of the
vertices of the region. In other words, we can find the maximum value by testing
z at each of the vertices, as illustrated in Example 3.1.

Theorem: Optimal Solution of a Linear Programming Problem

If a linear programming problem has a solution, it must occur at a vertex of the


set of feasible solutions. If the problem has more than one solution, then at least
one of them must occur at a vertex of the set of feasible solutions. In either case,
the value of the objective function is unique.

Example 3.1: Solving a Linear Programming Problem

Find the maximum value of

Subject to the following constraints,

2
Fourth Stage Asst. Lecturer Ahmed Razzaq

Solution:

The constraints form the region shown in Figure below.

At the four vertices of this region, the objective function has the following
values.

Thus, the maximum value of z is 8, and this occurs when x = 2 and y = 1.

3
Fourth Stage Asst. Lecturer Ahmed Razzaq

3.2 Graphical Method of Solving a Linear Programming


Problem

To solve a linear programming problem involving two variables by the graphical


method, use the following steps.

1. Sketch the region corresponding to the system of constraints. (The points


inside or on the boundary of the region are called feasible solutions.)
2. Find the vertices of the region.
3. Test the objective function at each of the vertices and select the values of
the variables that optimize the objective function. For a bounded region,
both a minimum and maximum value will exist. (For an unbounded
region, if an optimal solution exists, then it will occur at a vertex.)

These guidelines will work regardless of whether the objective function is to be


maximized or minimized. For instance, the same test used to find the maximum
value of z can be used to conclude that the minimum value of z is 0, and this
occurs at the vertex (0, 0).

Example 3.2: Solving a Linear Programming Problem

Find the maximum value of the objective function

Where x ≥ 0 and y ≥ 0, subject to the constraints

4
Fourth Stage Asst. Lecturer Ahmed Razzaq

Solution:

The region bounded by the constraints is shown in below.

By testing the objective function at each vertex, we obtain the following.

Thus, the maximum value of z is 132, and this occurs when x = 15 and y = 12.

Example 3.3: Minimizing an Objective Function

Find the minimum value of the objective function

Where x ≥ 0 and y ≥ 0, subject to the constraints

5
Fourth Stage Asst. Lecturer Ahmed Razzaq

Solution:

The region bounded by the constraints is shown in below.

By testing the objective function at each vertex, we obtain the following.

Thus, the minimum value of z is 14, and this occurs when x = 0 and y = 2.

REMARK I:

In Example 3.3, note that the steps used to find the minimum value are precisely
the same ones we would use to find the maximum value. In other words, once

6
Fourth Stage Asst. Lecturer Ahmed Razzaq

we have evaluated the objective function at the vertices of the feasible region,
we simply choose the largest value as the maximum and the smallest value as
the minimum.

When solving a linear programming problem, it is possible that the maximum


(or minimum) value occurs at two different vertices. For instance, at the vertices
of the region shown in Figure below, the objective function

has the following values.

In this case, we can conclude that the objective function has a maximum value
not only at the vertices (2, 4) and (5, 1); it also has a maximum value (of 12) at
any point on the line segment connecting these two vertices.

7
Fourth Stage Asst. Lecturer Ahmed Razzaq

REMARK II:

Some linear programming problems have no optimal solution. This can occur if
the region determined by the constraints is unbounded. Example 3.4 illustrates
such a problem.

Example 3.4: An Unbounded region

Find the maximum value of

Where x ≥ 0 and y ≥ 0, subject to the constraints

Solution:

The region determined by the constraints is shown in Figure below.

For this unbounded region, there is no maximum value of z. To see this, note
that the point (x, 0) lies in the region for all values of x ≥ 4. By choosing x to be
large, we can obtain values of 4(x) + 2(0) = 4x that are as large as we want.
Thus, there is no maximum value of z.
8
Fourth Stage Asst. Lecturer Ahmed Razzaq

Example 3.5: Minimum Cost Application

The liquid portion of a diet is to provide at least 300 calories, 36 units of vitamin
A, and 90 units of vitamin C daily. A cup of dietary drink X provides 60
calories, 12 units of vitamin A, and 10 units of vitamin C. A cup of dietary drink
Y provides 60 calories, 6 units of vitamin A, and 30 units of vitamin C. Now,
suppose that dietary drink X costs 0.12$ per cup and drink Y costs 0.15$ per
cup. How many cups of each drink should be consumed each day to minimize
the cost and still meet the stated daily requirements?

Solution:

We begin by letting x be the number of cups of dietary drink X and y be the


number of cups of dietary drink Y. Moreover, to meet the minimum daily
requirements, the following inequalities must be satisfied

The cost C is given by

The graph of the region corresponding to the constraints is shown in Figure


below.

9
Fourth Stage Asst. Lecturer Ahmed Razzaq

To determine the minimum cost, we test C at each vertex of the region as


follows.

Thus, the minimum cost is $0.66 per day, and this occurs when three cups of
drink X and two cups of drink Y are consumed each day.

10

You might also like