ADVANCED POWER

SYSTEM OPTIMIZATION
(ELL776)

-DR YASHASVI BANSAL

ASSISTANT PROFESSOR
DEPARTMENT OF ELECTRICAL ENGINEERING
IIT DELHI-110016

© Dr Yashasvi Bansal, IIT Delhi, 2025

 UNIT 2:
LINEAR PROGRAMMING

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CONTENTS
• Graphical method
• Simplex method
• Tableau
• Duality
• Primal dual

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EXAMPLE
Consider a small factory owner who makes two products A and B. Two resources R1 and R2 are required to
make these products. Each unit of product A requires 1 unit of R1 and 3 units of R2. Each unit of product B
requires 1 unit of R1 and 2 units of R2. The manufacturer has 5 units of R1 and 12 units of R2 available.
The manufacturer also makes a profit of Rs 6 per unit of product A sold and Rs. 5 per unit of product B
sold. How much two products A and B should owner produce to maximize its profit?

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OBJECTIVE FUNCTIONS AND CONSTRAINTS ARE

LINEAR FUNCTIONS OF VARIABLE
Linearity implies that both the proportionality and additivity properties are satisfied.

• Proportionality: This property requires the contribution of each decision variable in

both the objective function and the constraints to be directly proportional to the
value of the variable.
• Additivity: This property requires the total contribution of all the variables in the
objective function and in the constraints to be the direct sum of the individual
contributions of each variable.

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GRAHICAL METHOD

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 GRAPHICAL SOLUTION OF LP MODELS 7

Impractical or impossible for models with three or more variables

Steps
Step 1: Plot feasible solutions or solution space, which satisfies all the constraints. x1 is the horizontal axis and x2 is
the vertical axis. Because of the non-negativity constraints on x1 and x2 it is enough to draw the 1st quadrant.
Step 2: Draw constraint-lines each constraint consists of a line and of information (e.g. arrows) indicating which
side of the line is feasible.
To draw the line,
▪ Set the inequality to be the equality
▪ Set x1= 0 and then compute value x2
▪ Set x2 = 0 and then compute value x1.
▪ Draw the line between points (0,x2) and (x1,0)
Step 3: Define feasible region This is done by selecting the region satisfied by all the constraints including the non-
negativity constraints.
Step 4: Find the optimum by moving the isoprofit line The isoprofit line is the line where the objective function is
constant or Identify optimum solution with one of the feasible corner (or extreme points) of the solution space.
© Dr Yashasvi Bansal, IIT Delhi, 2025
 GRAPHICAL SOLUTION OF LP MODELS 8

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 EXAMPLE 9

Asian paints produces both interior and exterior paints from two raw material M1, M2. The following table
provides the basic data of problem:

Tons of raw material per ton

Exterior paint Interior paint Max
daily
availability
Raw material, MI 1 2 6
Raw material, M2 2 1 8
Profit per ton 3 2
($1000)

A market survey indicates that the daily demand for interior paint cannot exceed that for exterior paint more than
1 ton. Also, the maximum daily demand for interior paint is 2 tons. Asian Paints wants to determine the optimum
(best) product mix of interior and exterior paints that maximizes the total daily profit?

© Dr Yashasvi Bansal, IIT Delhi, 2025

 SENSTIVITY OR POSTOPTIMAL
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ANALYSIS
• It determines how sensitive the optimum solution is to making certain
changes in the original model.
• It gives the model a dynamic characteristic that allows the analyst to check
changes in the optimum solution that could result from possible future
changes in the data of the model.

Constraints of a linear program

• Binding (Regarded as scarce resource)
• Non-binding (Regarded as abundant resource)
A binding constraint must pass through the optimum solution point. If it does
not, it is non-binding.
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SENSITIVITY PROBLEM 1: HOW MUCH INCREASE OR

DECREASE IN RESOURCES?
Two types of analysis

1. By how much can a resource be increased to improve the optimum value of

the objective function, z?

2. By how much can a resource be decreased without causing a change in the

current optimum?

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SENSITIVITY PROBLEM 2: WHICH RESOURCE TO

INCREASE?

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Under limited budget consideration, which is normally the case in most economic situations,
we would like to know which resources should receive higher priorities in the allocation of
funds.

Let yi be the worth per unit of resource i; then yi is determined from the formula

yi = (maximum change in optimum z )/ (maximum allowable increase in resource i)

For example,
for constraint 1 (material A), the summary table given earlier shows that
yi = (13-12.667)/7-6 = 1/3 thousand dollars per ton of A

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Resource Type Value of yi (thousands dollars/ton)

1 1/3
Scarce
2 4/3
Scarce

3 0
Abundant

4 0
Abundant

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SENSITIVITY PROBLEM 3: HOW MUCH CHANGE IN THE

OBJECTIVE FUNCTION COEFFICIENTS?

Two types of analysis

1. By how much can a coefficient be changed (increased or decreased) without

causing any change in the optimal corner point?

2. By how much must a coefficient be changed to reverse the status of a given

resource from abundant to scarce, and vice versa?

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• When the slope of z coincides with that of Constraint 1 ,

we have two alternative corner optima at C and D.

• Similarly, when it coincides with that of constraint 2, we

obtain alternative corner optima at B and C.

(Alternative optima mean that the value of z remains the

same even though the value of the variable may change)

What is the range of cE for which point C remains strictly

the unique optimum?

© Dr Yashasvi Bansal, IIT Delhi, 2025

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PROBLEM
Consider the following linear programming problem:
Maximize z= 4x1 + 4x2
subject to

2x1 + 7x2 ≤ 21
7x1 + 2x2 ≤ 49
x1, x2 ≥ 0

Find the optimal solution graphically. What are the ranges of variation of the coefficients of the
objective function that will keep (x1*, x2*) optimal?

© Dr Yashasvi Bansal, IIT Delhi, 2025

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PROBLEM
Consider the following linear programming problem:
Maximize z= 5x1 + 3x2
subject to

x1 + x2 ≤ 4 (Resource 1)
5x1 + 2x2 ≤ 10 (Resource 2)
x1, x2 ≥ 0
Determine the following.
(a) The increase in resource 1 that will make its constraint just redundant and the associated change in
the value of z.
(b) The decrease in resource 2 that will make its constraint 1 just redundant and the associated change
in the value of z.

© Dr Yashasvi Bansal, IIT Delhi, 2025