Linear Programming:

Graphical Solution
Management Science

Eunji Kim
[email protected]

College of Business Administration, CAU

Next Step: Solving the Model
(1) Maximization 2
LP Model Formulation: A Maximization 3

Complete Linear Programming Model:

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40

4x2 + 3x2  120
x1, x2  0
Feasible Solutions 4

A feasible solution does not violate any of the constraints:

Example: x1 = 5 bowls
x2 = 10 mugs
Z = $40x1 + $50x2 = $700

Labor constraint check: 1(5) + 2(10) = 25 ≤ 40 hours

Clay constraint check: 4(5) + 3(10) = 70 ≤ 120 pounds
Infeasible Solutions 5

An infeasible solution violates at least one of the

constraints:

Example: x1 = 10 bowls
x2 = 20 mugs
Z = $40x1 + $50x2 = $1400

Labor constraint check: 1(10) + 2(20) = 50 > 40 hours

Graphical Solution of LP Models 6

• Graphical solution is limited to linear programming

models containing only two decision variables (can be
used with three variables but only with great difficulty).

• Graphical methods provide visualization of how a

solution for a linear programming problem is obtained.
 Graphical Solution of Maximization Model 7

 Coordinate Axes

X2 is mugs

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

X1 is bowls
Figure 2.2 Coordinates for graphical analysis
 Graphical Solution of Maximization Model 8

 Labor Constraint

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

Figure 2.3 Graph of labor constraint

 Graphical Solution of Maximization Model 9

 Labor Constraint Area

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

Figure 2.4 Labor constraint area

 Graphical Solution of Maximization Model 10

 Clay Constraint Area

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

Figure 2.5 The constraint area for clay

 Graphical Solution of Maximization Model 11

 Both Constraints

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

Figure 2.6 Graph of both model constraints

 Graphical Solution of Maximization Model 12

 Feasible Solution Area

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

Figure 2.7 The feasible solution area constraints

 Graphical Solution of Maximization Model 13

 Objective Function Solution = $800

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

Figure 2.8 Objective function line for Z = $800

 Graphical Solution of Maximization Model 14

 Alternative Objective Function Solution Lines

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

Figure 2.9 Alternative

objective function lines
for profits, Z, of $800,
$1,200, and $1,600
 Graphical Solution of Maximization Model 15

 Optimal Solution

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

Figure 2.10 Identification of optimal solution point

 Graphical Solution of Maximization Model 16

 Optimal Solution Coordinates

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

Figure 2.11 Optimal solution coordinates

 Graphical Solution of Maximization Model 17

 Extreme (Corner) Point Solutions

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

Figure 2.12 Solutions at all corner points

 Graphical Solution of Maximization Model 18

 Optimal Solution for New Objective Function

Maximize Z = $70x1 + $20x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

Figure 2.13 Optimal solution with Z = 70x1 + 20x2

Slack Variables 19

 Standard form requires that all constraints be in the

form of equations (equalities).
 A slack variable is added to a  constraint
(weak inequality) to convert it to an equation (=).
 typically represents an unused resource.
 contributes nothing to the objective function value.
 Introducing slack variables in the pottery problem
constraints:

1x1 + 2x2  40 1x1 + 2x2 + s1 = 40

4x1 + 3x2  120 4x1 + 3x2 + s2 =120
 Linear Programming Model: Standard Form 20

Max Z = 40x1 + 50x2

subject to:1x1 + 2x2 + s1 = 40
4x2 + 3x2 + s2 = 120
x1, x2, s1, s2  0
Where:
x1 = number of bowls
x2 = number of mugs
s1, s2 are slack variables

Figure 2.14 Solutions at points A, B, and C with slack

Graphical Interpretation of Slack Variables 21

 For a feasible solution R=(a1, a2),

Unused labor hours (s1)

Unused clay (s2)

a1
a2
Next Step: Solving the Model
(2) Minimization 22
 Constraint Graph – Minimization 23

Minimize Z = $6x1 + $3x2

subject to: 2x1 + 4x2  16
4x1 + 3x2  24
x1, x2  0

Figure 2.16 Constraint lines for fertilizer model

 Feasible Region– Minimization 24

Minimize Z = $6x1 + $3x2

subject to: 2x1 + 4x2  16
4x1 + 3x2  24
x1, x2  0

Figure 2.17 Feasible solution area

Optimal Solution Point – Minimization 25

Minimize Z = $6x1 + $3x2

subject to: 2x1 + 4x2  16
4x1 + 3x2  24
x1, x2  0

The optimal solution of

a minimization proble
m is at the extreme poi
nt closest to the origin.

Figure 2.18 The optimal solution point

Surplus Variables – Minimization 26

 A surplus variable is subtracted from a  constraint to

convert it to an equation (=).
 represents an excess above a constraint requirement level.
 contributes nothing to the calculated value of the objective
function.
 Subtracting surplus variables in the farmer problem
constraints:

2x1 + 4x2  16 2x1 + 4x2 - s1 = 16 (nitrogen)

4x1 + 3x2  24 4x1 + 3x2 - s2 = 24 (phosphate)
 Linear Programming Model: Standard Form 27

Minimize Z = $6x1 + $3x2

subject to: 2x1 + 4x2 – s1 = 16
4x1 + 3x2 – s2 = 24
x1, x2, s1, s2  0

Figure 2.19 Graph of the fertilizer example

Graphical Interpretation of Surplus Variables 28

 For a feasible solution R=(a1, a2),

a2
Excess phosphate (s1)
Excess nitrogen (s2)

a1
Irregular Types of LP Problems 29
Irregular Types of LP Problems 30

For some linear programming models, the general rules

do not apply.

Special types of problems include those with:

 Multiple optimal solutions
 Infeasible solutions
 Unbounded solutions
 Multiple Optimal Solutions Beaver Creek Po
ttery 31

The objective function is

parallel to a constraint line.
Maximize Z=$40x1 + 30x2
subject to: 1x1 + 2x2  40
4x2 + 3x2  120
x1, x2  0
Where:
x1 = number of bowls
x2 = number of mugs

Figure 2.20 Graph of Beaver Creek Pottery

example with multiple optimal solutions
 An Infeasible Problem 32

Every possible solution

violates at least one constraint:
Maximize Z = 5x1 + 3x2
subject to: 4x1 + 2x2  8
x1  4
x2  6
x1, x2  0

Figure 2.21 Graph of an infeasible problem

 An Unbounded Problem 33

Value of the objective

function increases indefinitely:
Maximize Z = 4x1 + 2x2
subject to: x1  4
x2  2
x1, x2  0

Figure 2.22 Graph of an unbounded problem

Exercise 34
Problem Statement: Example Problem No. 1 35

■ Hot dog mixture in 1000-pound batches.

■ Two ingredients, chicken ($3/lb) and beef ($5/lb).
■ Recipe requirements:
at least 500 pounds of “chicken”
at least 200 pounds of “beef”
■ Ratio of chicken to beef must be at least 2 to 1.
■ Determine optimal mixture of ingredients that will
minimize costs.
Solution: Example Problem No. 1 36

Step 1:
Identify decision variables.
x1 = lb of chicken in mixture
x2 = lb of beef in mixture
Step 2:
Formulate the objective function.
Minimize Z = $3x1 + $5x2
where Z = cost per 1,000-lb batch
$3x1 = cost of chicken
$5x2 = cost of beef
Solution: Example Problem No. 1 37

Step 3:
Establish Model Constraints
x1 + x2 = 1,000 lb
x1  500 lb of chicken
x2  200 lb of beef
x1/x2  2/1 or x1 - 2x2  0
x1, x2  0
The Model: Minimize Z = $3x1 + 5x2
subject to: x1 + x2 = 1,000 lb
x1  500
x2  200
x1 - 2x2  0
x1,x2  0
Example Problem No. 2 38

Solve the following model graphically:

Maximize Z = 4x1 + 5x2

subject to: x1 + 2x2  10
6x1 + 6x2  36
x1  4
x1, x2  0
 Example Problem No. 2 (1 of 3) 39

Step 1: Plot the constraints a

s equations

Maximize Z = 4x1 + 5x2

subject to: x1 + 2x2  10
6x1 + 6x2  36
x1  4
x1, x2  0

Figure 2.23 Constraint equations

 Example Problem No. 2 (2 of 3) 40

Step 2: Determine the feasible

solution space

Maximize Z = 4x1 + 5x2

subject to: x1 + 2x2  10
6x1 + 6x2  36
x1  4
x1, x2  0

Figure 2.24 Feasible solution space and extreme points

 Example Problem No. 2 (3 of 3) 41

Step 3 and 4: Determine the

solution points and optimal
solution

Maximize Z = 4x1 + 5x2

subject to: x1 + 2x2  10
6x1 + 6x2  36
x1  4
x1, x2  0

Figure 2.25 Optimal solution point

Metropolitan Police Patrol 42

 Read the problem on the next page, develop a LP model for the
problem, and solve it using the graphical method.
43
QnA