ENGINEERING OPTIMIZATION

ME F320/MF F320

BITS Pilani Rajesh P Mishra

Pilani Campus
Mute ur call

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 Two-variable LP
Model (Section 2.1)

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Reddy Mikks Problem
Reddy Mikks produces both interior and exterior paints from two
raw materials, M1 and M2. The following table provides the basic
data of the problem:

The daily demand for interior paint cannot exceed that for exterior
paint by more than 1 ton. Also, the maximum daily demand for
interior paint is 2 tons. Reddy Mikks wants to determine the
optimum (best) product mix of interior and exterior paints that
maximizes the total daily profit.
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Mathematical Formulation
All Optimization models consist of three essential
components:
1. Decision variables that we seek to determine.
2. Objective (goal) that we need to optimize
(maximize or minimize).
3. Constraints that the solution must satisfy.

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Decision variables
Determine the optimum (best) product mix of
interior and exterior paints.
• x1: Daily production of exterior paint (tons)
• x2: Daily production of interior paint (tons)

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Objective
• Maximize profit (z  objective function)
− Profit from exterior paint = 5x1 (thousand) dollars
− Profit from interior paint = 4x2 (thousand) dollars

𝒛 = 𝟓𝒙𝟏 + 𝟒𝒙𝟐 Objective

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Constraints
• Availability of raw material M1
− 6 tons per ton of exterior paint and 4 tons per ton
of interior paint.
− Usage of raw material M1 = 6x1 + 4x2 tons/day

𝟔𝒙𝟏 + 𝟒𝒙𝟐 ≤ 𝟐𝟒 Material constraint

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Constraints
• Availability of raw material M2
− 1 tons per ton of exterior paint and 2 tons per ton
of interior paint.
− Usage of raw material M2 = 1x1 + 2x2 tons/day

𝟏𝒙𝟏 + 𝟐𝒙𝟐 ≤ 𝟔 Material constraint

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Constraints
• Demand limitation
− Daily production of interior paint cannot exceed
that of exterior paint by more than 1 ton.

𝒙𝟐 − 𝒙𝟏 ≤ 𝟏 Demand constraint

− Maximum daily demand of interior paint is 2 tons

𝒙𝟐 ≤ 𝟐 Demand constraint

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Constraints

𝒙𝟏 ≥ 𝟎, 𝒙𝟐 ≥ 𝟎 Non-negativity constraints

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Complete formulation
Maximize:
𝒛 = 𝟓𝒙𝟏 + 𝟒𝒙𝟐 Objective

subject to constraints…
𝟔𝒙𝟏 + 𝟒𝒙𝟐 ≤ 𝟐𝟒 Material constraint
𝟏𝒙𝟏 + 𝟐𝒙𝟐 ≤ 𝟔 Material constraint
𝒙𝟐 − 𝒙𝟏 ≤ 𝟏 Demand constraint
𝒙𝟐 ≤ 𝟐 Demand constraint
𝒙𝟏 ≥ 𝟎, 𝒙𝟐 ≥ 𝟎 Non-negativity constraints
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Notes
• x1 and x2 that satisfy all five constraints constitute a
feasible solution.
• Otherwise, the solution is infeasible.
• Goal is to find the optimum (the best) feasible solution
that maximizes the total profit.
– Graphical method
– Algebraic generalization

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Graphical LP
Solution
(Section 2.2)

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Notes
• For the Reddy Mikks Problem
– Is x1 = 3 and x2 = 1 a feasible solution?
– Is x1 = 4 and x2 = 1 a feasible solution?

• How many feasible solutions are there?

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Graphical LP Solution
Two steps:
1. Determination of the feasible solution space.
2. Determination of the optimum solution from among all the
points in the solution space.

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Step 1: Feasible Solution Space Determination
𝒙𝟏 ≥ 𝟎, 𝒙𝟐 ≥ 𝟎 Non-negativity constraints
𝒙𝟐

𝒙𝟐 ≥ 𝟎

𝒙𝟏 ≥ 𝟎
𝒙𝟏
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Step 1: Feasible Solution Space Determination
𝟔𝒙𝟏 + 𝟒𝒙𝟐 ≤ 𝟐𝟒 Material constraint
𝒙𝟐

𝒙𝟐 ≥ 𝟎

𝟔𝒙𝟏 + 𝟒𝒙𝟐 ≤ 𝟐𝟒

𝟔𝒙𝟏 + 𝟒𝒙𝟐 = 𝟐𝟒

𝒙𝟏 ≥ 𝟎
𝒙𝟏
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Maximize 𝐳 = 𝟓𝐱 𝟏 + 𝟒𝐱 𝟐

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Maximize 𝐳 = 𝟓𝐱 𝟏 + 𝟒𝐱 𝟐

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Step 2: Optimum Solution Determination
• Infinite feasible solutions  procedure to determine
the optimum

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Step 2: Optimum Solution Determination
Graphical procedure to determine the optimum.

Typical LPs may include hundreds of variables and

constraints. Then why study a two-variable LP?

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Step 2: Optimum Solution Determination
• Optimum solution of an LP, when it exists, is
always associated with a corner point of the
solution space.

– True even if objective function (say Z = 6XI + 4X2) is

parallel to a constraint.

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Z = 6XI + 4X2

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Step 2: Optimum Solution Determination
• Optimum solution of an LP, when it exists, is
always associated with a corner point of the
solution space.

– True even if objective function is parallel to a constraint.

– Optimum occurs at B or corner point C.
– Any point on BC will be an alternative optimum.
– BC is totally defined by points B and C.

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Step 2: Optimum Solution Determination
• Optimum solution of an LP, when it exists, is always
associated with a corner point of the solution space.
• Limits search for optimum from feasible points (infinite) to
corner points (finite).
Corner Point (x1, x2) z
A
B
C
D
E
F
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Step 2: Optimum Solution Determination
• Optimum solution of an LP, when it exists, is always
associated with a corner point of the solution space.
• Limits search for optimum from feasible points (infinite) to
corner points (finite).
Corner Point (x1, x2) z
A (0, 0) 0
B (4, 0) 20
C (3, 1.5) 21 (MAXIMUM)
D (2, 2) 18
E (1, 2) 13
F (0, 1) 4
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Step 2: Optimum Solution Determination
• Optimum solution of an LP, when it exists, is
always associated with a corner point of the
solution space.

• Limits search for optimum from feasible points

(infinite) to corner points (finite).
• Corner points increase, enumeration procedure
becomes computationally expensive.
• Basis for development of simplex method.

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Step 2: Optimum Solution Determination
Another constraint is added to the Reddy Mikks problem:
x1 + x2 ≥ 1, and the problem is changed from
maximization to minimization. Find the optimal solution.

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 x1 + x2 ≥ 1 (7)

Feasible region

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 x1 + x2 ≥ 1 (7)

Z = 5XI + 4X2

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Diet Problem (Example 2.2-2)
Ozark Farms uses at least 800 lb of special feed daily. The
special feed is a mixture of corn and soybean meal with
the following compositions:

The dietary requirements of the special feed are at least

30% protein and at most 5% fiber. The goal is to
determine the daily minimum-cost feed mix.
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Diet Problem (Example 2.2-2)
Minimize
z = 0.3x1 + 0.9x2
Subject to constraints
x1 + x2 ≥ 800
0.09x1 + 0.60x2 ≥ 0.30(x1 + x2)
0.02x1 + 0.06x2 ≤ 0.05(x1 + x2)
x1 ≥ 0, x2 ≥ 0

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Diet Problem (Example 2.2-2)
Minimize
z = 0.3x1 + 0.9x2
Subject to constraints
x1 + x2 ≥ 800
0.21x1 − 0.30x2 ≤ 0
0.03x1 − 0.01x2 ≥ 0
x1 ≥ 0, x2 ≥ 0

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Minimize z = 0.3x1 + 0.9x2

Feasible region

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Minimize z = 0.3x1 + 0.9x2

z = $ 1350

Feasible region

z = $ 900
x1 = 470.6 lb
x2 = 329.4 lb
z = $ 437.64

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Maximize z = 5x1 + 7 x2
Subject to x2

2x1− x2 ≤ −1
−x1 + 2x2 ≤ −1
x1, x2 ≥ 0

x1
No feasible solution
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Maximize z = x1 + x2
Subject to x2

−x1 + 3x2 ≥ 30
−3 x1 + x2 ≤ 30
x1, x2 ≥ 0
z=70
z=50
z=30
z=20

x1
Unbounded solution
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Summary
• Usually a LPP will have a unique optimal solution.
• The (unique) optimum solution occurs at one of the
“corners” points.

• Some LPPs may have:

– alternative optimum solutions
– no solution
– unbounded solutions

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Convex Sets and
LPP
(Section 7.1)

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Outline
• Prove that optimum of a LPP lies at corner
points.
– Relationship between LPP and convex sets.
– Definition of a convex set.
– Definition of vertex/extreme/corner points.
– Definition of Convex Linear Combination (CLC).
– Proof: optimum of a LPP occurs at corner points.

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Relationship between LPP and convex sets
The set of points satisfying all the constraints and non-
negativity criteria of a LPP, is a convex set.

Proof: self study

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Convex set
• Convex set: if the line segment joining any two
distinct feasible points also falls in the set.

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Convex set
• Which of the following are convex sets?

A B C

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Convex set: line segment
• How do you write the equation of a line segment
between two points X (x1, x2) and Y (y1, y2) in two-
dimensions (R2)?

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Convex set: line segment
• How do you write the equation of a line segment
between two points X (x1, x2) and Y (y1, y2) in two-
dimensions (R2)?

Line segment between X and Y:

L = {(1 − α)X + αY: α ϵ [0,1]}

Can be extended to n-dimensions also (Rn)

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Convex set: definition
A set (S ⊂ Rn) is convex:
if for all X and Y ϵ S, the points (or line segment
connecting X and Y):
L = {(1 − α)X + αY: α ϵ [0,1]} also belong to S

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Example: convex set
Show that the set:
S = {(x, y)| x + y ≤ 1, x ≥ 0, y ≥ 0}
is convex.
Is the non-negativity condition essential for the proof ?

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Example: convex set
Show that the set: S = {(x, y)| x + y ≤ 1} is convex.

(0, 1)

(1, 0) x
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Example: convex set
Show that the set: S = {(x, y)| x + y ≤ 1} is convex.

Take 𝐚 = (ax , ay ) ϵ S & 𝐛 = (bx , by ) ϵ S

L = (lx , ly ) = (1 − α)𝐚+ α𝐛, where α ϵ [0,1]

⇒ L = (1 − α)(ax , ay ) + α(bx , by )
⇒ L = (lx , ly )=((1 − α)ax +αbx , (1 − α)ay +αby ))
lx + ly = (1 − α)(ax +ay ) + α(bx +by ) ≤ 1 − α+α
⇒ lx + ly ≤ 1 ⇒ L ϵ S
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