LECTURE 5

LINEAR PROGRAMMING, GRAPHICAL METHOD AND SIMPLEX METHOD II

DR. ANUP KUMAR TRIPATHI

DEPARTMENT OF MINING ENGINEERING

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 LINEAR PROGRAMMING, GRAPHICAL METHOD AND SIMPLEX METHOD II

GRAPHICAL METHOD
 Linear programming problems involving only two variables can be effectively solved by a graphical technique.

In actual practice, we rarely come across such problems.

Even then, the graphical method provides a pictorial representation of the solution and one gets ample insight into the basic
concepts used in solving large L.P.P.

Working Procedure
To solve a linear programming problem graphically, follow the following steps:
1. Formulate the given problem as a linear programming problem.
2. Plot the given constraints as equalities on x1, x2 - coordinate plane and determine the convex region formed by them.
3. Determine the vertices of the convex region and find the value of the objective function at each vertex.
The vertex which gives the optimal (maximum or minimum) value of the objective function gives the desired optimal solution
to the problem.

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 A region or a set of points is said to be convex if the line joining any two of its points lies completely in the region (or the set).

Figures 1 and 2 below represent convex regions, while Figures 3 and 4 do not form convex sets.

Otherwise:
 Draw the dotted line through the origin representing the objective function with Z = 0.

As Z is increased from 0, this line moves to the right remaining parallel to itself.

We go on sliding this line (parallel to itself) till it is farthest away from the origin and passes through only one vertex of the
convex region.

This is the vertex where maximum value of Z is attained.

 When it is required to minimize Z, value of Z is increased till the dotted line passes through the nearest vertex of the convex
region.

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Example 4
Solve the L.P.P. of Example 1 graphically.

The problem is:

Solution
We consider x1, x2 - coordinate system as shown in Figure 5.

The non-negativity restrictions (iv) imply that the values of x1, x2 lie in the first quadrant only.

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We plot the lines:

Then any point on or below satisfies (ii) and any point on or below satisfies (iii).

This shows that the desired point (x1, x2) must be somewhere in the shaded convex region OABC.

This region is called the solution space or region of feasible solutions for the given problem.

Its vertices are O(0,0), A(20,0), B(2.5, 35) and C(0, 36).

The values of the objective function (i) at these points are:

The maximum value of Z thus is 147.5 and it occurs at B.

Hence the optimal solution to the problem is:

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Otherwise.
Our aim is to find the point in the solution space which maximizes the profit function Z.

To do this, we observe that on making Z = 0, (i) becomes which is represented by the dotted line LM through O.

As the value of Z is increased, the line LM starts moving parallel to itself towards the right.

Larger the value of Z, more will be the company’s profit.

In this way, we go on sliding LM till it is furthest away from the origin and passes through one of the corners of the convex
region.

This is the point where the maximum value of Z is attained.

It is also possible that such a line can be one of the edges of the solution space.

In that case, every point on that edge gives the same maximum value of Z.

Here Zmax is attained at B(2.5, 35).

Hence the optimal solution is:

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Example 5
Find the maximum value of:

Solution
Any point (x, y) satisfying the conditions x ≥ 0, y ≥ 0 lies in the first quadrant only.

Also since , and , the desired point (x, y) lies within the convex region
ABCDE (shown shaded in Figure 6).

Its vertices are A(3, 3), B(20, 3), C(20, 10), D(18, 12) and E(12, 12).

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The values of Z at these five vertices are , , , and .

Since the maximum value of Z is 72, which occurs at the vertex of D, the solution to the L.P.P. is:

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SOME EXCEPTIONAL CASES
 The constraints generally give region of feasible solution which can be bounded or unbounded.

In problems involving two variables and having a finite solution, we observed that the optimal solution existed at a vertex of
the feasible region.

It is actually true for all L.P. problems for which solutions exist.

Thus it can be stated that if there exists an optimal solution of an L.P.P., it will be at one of the vertices of the solution space.

 In each of the above examples, the optimal solution was unique.

In reality, L.P.P. can have:

 We now solve below an example to illustrate an exceptional case of unbounded solution mentioned above.

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Example 6
Using graphical method, solve the following L.P.P.:

Solution
We consider x1, x2 - coordinate system.

Any point (x1, x2) satisfying the restrictions (iv) lies in the first quadrant only.

The solution space satisfying the constraints (ii) and (iii) is the convex region shown shaded in Figure 7.

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Here the solution space is unbounded.

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The vertices of the feasible region (in the finite plane) are A(3, 1) and B(0, 4).

Values of the objective function (i) at these vertices are Z(A) = 9 and Z(B) = 12.

There are however points in this convex region for which Z will have much higher values.

For instance, the point (5, 5) lies in the shaded region and the value of Z thereat is 12.5.

The maximum value in reality occurs at infinity.

Thus the problem has an unbounded solution.

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