HS 455: Industrial Operations Management – 4th Year,

Chemical Engineering – Fall 2020

Mohamed Abbas El-Naggar, Ph.D.

Assistant Professor, Chemical Engineering
Department, Alexandria University
 LECTURE 2: OUTLINE
• Review last lecture
• Introduction to Graphical Solution
• Representing Linear Equations, Inequality and Functions
• Special Cases in LP Solutions
• Examples
• Compact Formulation
REVIEW FROM PREVIOUS LECTURES
 OR BASIC FORMULATION TERMINOLOGY

Decision Variables

Objective Function

Constraints
 EXAMPLE: EATING CONTEST
• John is in a pie eating contest that lasts 1 hour. Each tart that he
eats takes 2 minutes. Each apple pie that he eats takes 3
minutes. He receives 4 points for each tart and 5 points for each
pie. What should John eat so as to get the most points?
• the number of tart eaten by John: let it be x
• the number of pies eaten by John: Let it be y
Maximize z = 4x + 5y (objective function)
subject to 2x + 3y ≤ 60 (constraint)
x ≥ 0 ; y ≥ 0 (non-negativity constraints)
INTRODUCTION TO GRAPHICAL SOLUTION
 GRAPHICAL SOLUTION TO AN
LP PROBLEM
 The easiest way to solve a small LP problems is with the graphical
solution approach
 The graphical method only works when there are just two decision
variables
 When there are more than two variables, a more complex approach
is needed as it is not possible to plot the solution on a two-
dimensional graph
 REPRESENTING LINEAR EQUATIONS
5
• Represent the following
straight line 4

4𝑥 + 2𝑦 = 8 3

2𝑥 + 2𝑦 = 8 2

4𝑥 + 4𝑦 = 8 0

•The coefficients -2 -1 0 1 2 3 4 5

of the variables -1

represent the -2

slope
 REPRESENTING LINEAR EQUATIONS
CONT’D
• Represent the following 6

straight line 5
4𝑥 + 2𝑦 = 8
4

4𝑥 + 2𝑦 = 10 3

2
4𝑥 + 2𝑦 = 12
1

• The coefficients of the 0

variables represent the -2 -1 0 1 2 3 4 5

slope -1

• The right hand side -2

 REPRESENTING LINEAR
INEQUALITIES
• Represent the following 5

inequality
4

3𝑥 + 2𝑦 ≥ 6 3

3𝑥 + 2𝑦 ≤ 6
1

0
-2 -1 0 1 2 3 4 5

-1

-2
 REPRESENTING LINEAR FUNCTION
5
• Represent the function
Direction of increase
4

𝑧 = 4𝑥 + 3𝑦 3

• The slope of the

function (ratio of 1

coefficient) 0
-2 -1 0 1 2 3 4 5
• The direction of Direction of decrease
-1
increase and decrease
-2
 FLAIR FURNITURE COMPANY

 The complete problem stated mathematically

Maximize profit = $70T + $50C
subject to
4T + 3C ≤ 240 (carpentry constraint)
2T + 1C ≤ 100 (painting and varnishing constraint)
T, C ≥ 0 (non-negativity constraint)
 GRAPHICAL REPRESENTATION OF A
C CONSTRAINT
100 –
–
80 – This Axis Represents the Constraint T ≥ 0
–
Number of Chairs 60 –
–
40 –
This Axis Represents the
– Constraint C ≥ 0
20 –
–
|– | | | | | | | | | | |
0 20 40 60 80 100 T
Number of Tables
 GRAPHICAL REPRESENTATION OF
A CONSTRAINT
• The first step in solving the problem is to identify a set or region of feasible
solutions
• To do this we plot each constraint equation on a graph
• We start by graphing the equality portion of the constraint equations
4T + 3C = 240
• We solve for the axis intercepts and draw the line
 GRAPHICAL REPRESENTATION OF
A CONSTRAINT
• When Flair produces no tables, the carpentry constraint is
4(0) + 3C = 240
3C = 240
C = 80
• Similarly for no chairs
4T + 3(0) = 240
4T = 240
T = 60
This line is shown on the following graph
 GRAPHICAL REPRESENTATION OF A
C
CONSTRAINT
100 – Graph of carpentry constraint equation
–
80 –
– (T = 0, C = 80)
Number of Chairs
60 –
–
40 –
–
20 –
(T = 60, C = 0)
–
|– | | | | | | | | | | |
0 20 40 60 80 100 T
Number of Tables
 GRAPHICAL REPRESENTATION OF
C
A CONSTRAINT
100 –  Any point on or below the constraint plot will not violate
–
the restriction
80 –  Any point above the plot will violate the restriction
Number of Chairs –
60 –
–
(30, 40) (70, 40)
40 –
–
20 –
– (30, 20)
|– | | | | | | | | | | |
0 20 40 60 80 100 T
Number of Tables
 GRAPHICAL REPRESENTATION OF A
CONSTRAINT
• The point (30, 40) lies on the plot and exactly satisfies the constraint
4(30) + 3(40) = 240
• The point (30, 20) lies below the plot and satisfies the constraint
4(30) + 3(20) = 180
• The point (30, 40) lies above the plot and does not satisfy the
constraint
4(70) + 3(40) = 400
 GRAPHICAL REPRESENTATION OF A
C CONSTRAINT
100 –
– (T = 0, C = 100)
80 –
– Graph of painting and varnishing
Number of Chairs 60 – constraint equation
–
40 –
–
20 –
(T = 50, C = 0)
–
|– | | | | | | | | | | |
0 20 40 60 80 100 T
Number of Tables
 GRAPHICAL REPRESENTATION OF
A CONSTRAINT
• To produce tables and chairs, both departments must be used
• We need to find a solution that satisfies both constraints
simultaneously
• A new graph shows both constraint plots
• The feasible region (or area of feasible solutions) is where all
constraints are satisfied
• Any point inside this region is a feasible solution
• Any point outside the region is an infeasible solution
 GRAPHICAL REPRESENTATION OF A
C
CONSTRAINT
100 –  Feasible solution region for Flair Furniture
–
80 –
– Painting/Varnishing Constraint
Number of Chairs 60 –
–
40 –
–
20 – Feasible Carpentry Constraint
– Region
|– | | | | | | | | | | |
0 20 40 60 80 100 T
Number of Tables
 GRAPHICAL REPRESENTATION OF
A CONSTRAINT
 For the point (30, 20)
Carpentry 4T + 3C ≤ 240 hours available 
constraint (4)(30) + (3)(20) = 180 hours used
Painting 2T + 1C ≤ 100 hours available
constraint 
(2)(30) + (1)(20) = 80 hours used
 For the point (70, 40)
Carpentry 4T + 3C ≤ 240 hours available
constraint 
(4)(70) + (3)(40) = 400 hours used
Painting 2T + 1C ≤ 100 hours available
constraint (2)(70) + (1)(40) = 180 hours used 
 GRAPHICAL REPRESENTATION OF
A CONSTRAINT
 For the point (50, 5)

Carpentry 4T + 3C ≤ 240 hours available


constraint (4)(50) + (3)(5) = 215 hours used

Painting 2T + 1C ≤ 100 hours available

constraint (2)(50) + (1)(5) = 105 hours used 
 GRAPHICAL LINE SOLUTION
METHOD
• Once the feasible region has been graphed, we need to find the
optimal solution from the many possible solutions
• The speediest way to do this is to use the graphical line method
• Starting with a small but possible profit value, we graph the objective
function
• We move the objective function line in the direction of increasing profit
while maintaining the slope
• The last point it touches in the feasible region is the optimal solution
 FLAIR FURNITURE COMPANY
• For Flair Furniture, choose a profit of $2,100
• The objective function is then
$2,100 = 70T + 50C
• Solving for the axis intercepts, we can draw the graph
• This is obviously not the best possible solution
• Further graphs can be created using larger profits
• The further we move from the origin, the larger the profit will be
• The highest profit ($4,100) will be generated when the isoprofit line
passes through the point (30, 40)
ISOPROFIT LINE SOLUTION METHOD
1C00–  Isoprofit line at $2,100
–
80 –
–
Number of Chairs 60 –
–
$2,100 = $70T + $50C
40 –(0, 42)
–
20 – (30, 0)
–
|– | | | | | | | | | | |
0 20 40 60 80 100 T
Number of Tables
ISOPROFIT LINE SOLUTION METHOD
C
100 –  Four isoprofit lines
–
80 – $3,500 = $70T + $50C
–
Number of Chairs 60 – $2,800 = $70T + $50C
–
$2,100 = $70T + $50C
40 –
– $4,200 = $70T + $50C
20 –
–
|– | | | | | | | | | | |
0 20 40 60 80 100 T
Number of Tables
ISOPROFIT LINE SOLUTION METHOD
C
100 –  Optimal solution to the
– Flair Furniture problem
80 –
– Maximum Profit Line
Number of Chairs 60 –
– Optimal Solution Point (T
= 30, C = 40)
40 –
–
$4,100 = $70T + $50C
20 –
–
|– | | | | | | | | | | |
0 20 40 60 80 100 T
Number of Tables
QUESTIONS?
CORNER POINT SOLUTION & GRAPHICAL
SOLUTION EXAMPLES
 CORNER POINT SOLUTION METHOD
• A second approach to solving LP problems employs the corner point
method
• It involves looking at the profit at every corner point of the feasible region
• The mathematical theory behind LP is that the optimal solution must lie at
one of the corner points, or extreme point, in the feasible region
• For Flair Furniture, the feasible region is a four-sided polygon with four
corner points labeled 1, 2, 3, and 4 on the graph
CORNER POINT SOLUTION METHOD
C
100
–
80 ––  Four corner points of the feasible
2 – region
Number of Chairs 60 –
–
40 – 3
–
20 –
–
1 |– | | | | | | | | | | |
0 20 40 4 60 80 100 T
Number of Tables
 CORNER POINT SOLUTION METHOD
Point 1 : (T = 0, C = 0) Profit = $70(0) + $50(0) = $0 Profit
Point 2 : (T = 0, C = 80) = $70(0) + $50(80) = $4,000 Profit
Point 4 : (T = 50, C = 0) = $70(50) + $50(0) = $3,500
Point 3 : (T = 30, C = 40) Profit = $70(30) + $50(40) = $4,100

 Because Point 3 returns the highest profit, this is the optimal

solution
 To find the coordinates for Point 3 accurately we have to
solve for the intersection of the two constraint lines
 The details of this are on the following slide
 FOUR SPECIAL CASES IN LP

• Four special cases and difficulties arise at times when using

the graphical approach to solving LP problems
• Infeasibility
• Unboundedness
• Redundancy
• Alternate Optimal Solutions
 INFEASIBLE SOLUTION
• Exists when there is no solution to the problem that satisfies all the
constraint equations

• No feasible solution region exists

 ILLUSTRATION OF INFEASIBILITY
• A problem with no feasible solution
X2

8–
–
6–
–
4– Region Satisfying
– Third Constraint
2–
–
0– | | | | | | | | | |
2 4 6 8 X1
Region Satisfying First Two Constraints
 UNBOUNDED SOLUTION
• Sometimes a linear program will not have a finite solution
• In a maximization problem, one or more solution
variables, and the profit, can be made infinitely large
without violating any constraints
• In a graphical solution, the feasible region will be open
ended
• This usually means the problem has been formulated
improperly
 ILLUSTRATION OF
UNBOUNDEDNESS
• A solution region unbounded to the right
X2

15 –
X1 ≥ 5

10 – X2 ≤ 10

Feasible Region
5–
X1 + 2X2 ≥ 15

0 |– | | | |
5 10 15 X1
 REDUNDANCY
• A redundant constraint is one that does not affect the feasible
solution region
• One or more constraints may be more binding
• This is a very common occurrence in the real world
• It causes no particular problems, but eliminating redundant
constraints simplifies the model
 ILLUSTRATION
OF
X2
30 –
REDUNDANCY
• A problem with a redundant 25 –
2X1 + X2 ≤ 30
constraint 20 –
Redundant
Constraint
15 –
X1 ≤ 25

10 –
X1 + X2 ≤ 20
Feasible
5–
Region

0– | | | | | |
5 10 15 20 25 30 X1
 ALTERNATE OPTIMAL SOLUTION
• Occasionally two or more optimal solutions may exist
• Graphically this occurs when the objective function’s isoprofit or
isocost line runs perfectly parallel to one of the constraints
• This actually allows management great flexibility in deciding which
combination to select as the profit is the same at each alternate
solution
 ALTERNATE OPTIMAL SOLUTION
X
2
CONT’D
8–

7–
• Example of alternate 6–
optimal solutions 5–
A
Optimal Solution Consists of All
Combinations of X1 and X2 Along the
4– AB Segment

3–
Isoprofit Line for $8
2–
B Isoprofit Line for $12 Overlays
1 – Feasible Line Segment AB
Region
0– | | | | | | | |
1 2 3 4 5 6 7 8 X1
 PAINT FACTORY PRODUCTION
• The Reddy Mikks company owns a small paint factory that produces both interior and exterior
house paints. Two basic raw materials, A and B, are used to manufacture the paints.
• The maximum availability of A is 6 tons a day; that of B is 8 tons a day. The daily requirements
of the raw materials per ton of interior and exterior paints are summarized in the following table.
Tons of Raw Material per Ton of Paint
Exterior Interior Maximum Availability (tons)
Raw Material A 1 2 6
Raw Material B 2 1 8

• A market survey has established that the daily demand for the interior paint cannot exceed that
of exterior paint by more than 1 ton. The survey also showed that the maximum demand for the
interior paint is limited to 2 tons daily.
• The wholesale price per ton is $3000 for exterior paint and $2000 per interior paint. How
much interior and exterior paint should the company produce daily to maximize gross income?
 PAINT FACTORY CONT’D
Define:
XE = Tons of exterior paint to be produced
XI = Tons of interior paint to be produced

Thus, the LP formulation of the Reddy-Mikks Company is as follows:

Maximize z = 3XE + 2XI

Subject to:
XE + 2XI  6 (1) (availability of raw material A)
2XE + XI  8 (2) (availability of raw material B)
-XE + XI  1 (3) (Restriction in production)
XI  2 (4) (Demand Restriction)
XE , XI  0
 XE PAINT FACTORY PRODUCTION
8
GRAPHICAL SOLUTION
Alternative solutions Constraint 2: 2XE + XI  8
XE XI z 7

0 0 0
6
0 1 2
Constraint 3: -XE + XI  1
1 2 7
5
2 2 10
3.3 1.35 12.6
4
4 0 12

3 Constraint 4: XI  2
Optimal
solution 2

1 Constraint 1: XE + 2XI  6

0 XI
-1 0 1 2 3 4 5 6
COMPACT FORMULATION OF LP EXAMPLE
 COMPACT FORMULATION OF LP
To solve the problem, you first need to know
• The cost of one package of each meal
• The required amount for each nutrient
• How much of each nutrients is in one package of each food
Beef Chicken Macaroni w/ Cheese Required
Protein 60 55 20 700
Vitamin C 0 10 35 250
Iron 20 15 10 300
Cost 2.98 2.09 1.49
 FORMULATION OF LP
• Let i be the index for food
• 1 – beef, 2 – chicken, 3 – macaroni w/ cheese
• Let j be the index for the nutrients
• 1 – Protein, 2 – Vitamin C, 3 – Iron
QUESTIONS?