Linear Programming: After Completing This Chapter, Students Will Be Able To
Linear Programming: After Completing This Chapter, Students Will Be Able To
• Model Formulation
• Solution (Graphical/Simplex/Software)
• Sensitivity Analysis
– Impact of change in RHS of Active Constraint
– Impact of change in RHS of Inactive Constraints
– Impact of change in coefficient of objective
function
HOURS REQUIRED TO
PRODUCE 1 UNIT
(T) (C) AVAILABLE HOURS
DEPARTMENT TABLES CHAIRS THIS WEEK
Carpentry 4 3 240
Table 7.2
Both of these constraints restrict production capacity and affect total profit
subject to
100 –
– This Axis Represents the Constraint T ≥ 0
80 –
Number of Chairs
–
60 –
–
40 – This Axis Represents the
– Constraint C ≥ 0
20 –
–
|– | | | | | | | | | | |
0 20 40 60 80 100 T
Figure 7.1 Number of Tables
C
Graph of carpentry constraint equation
100 –
–
80 – (T = 0, C = 80)
Number of Chairs
–
60 –
–
40 –
–
(T = 60, C = 0)
20 –
–
|– | | | | | | | | | | |
0 20 40 60 80 100 T
Figure 7.2 Number of Tables
–
60 –
–
(30, 40) (70, 40)
40 –
–
20 –
– (30, 20)
|– | | | | | | | | | | |
0 20 40 60 80 100 T
Figure 7.3 Number of Tables
100 – (T = 0, C = 100)
–
80 – Graph of painting and varnishing
Number of Chairs
– constraint equation
60 –
–
40 –
–
(T = 50, C = 0)
20 –
–
|– | | | | | | | | | | |
0 20 40 60 80 100 T
Figure 7.4 Number of Tables
• The point (30, 40) lies on the plot and exactly satisfies the
constraint
4(30) + 3(40) = 240 (exact-do not take as a trial point)
• The point (30, 20) lies below the plot and satisfies the constraint
4(30) + 3(20) = 180 (You can take this as a trial point)
(true so that arrow goes towards this point)
• The point (70, 40) lies above the plot and does not satisfy the
constraint
4(70) + 3(40) = 400
(False so that feasible region lies on opposite side of trial point)
100 –
–
80 – Painting/Varnishing Constraint
Number of Chairs
–
60 –
–
40 –
–
Carpentry Constraint
20 – Feasible
Region
–
|– | | | | | | | | | | |
0 20 40 60 80 100 T
Figure 7.5 Number of Tables
(0,0) 0
(0,80) 4000
(30,40) (OS) 4100 (max) (OV)
(50,0) 3500
Here corner point 30,40 gives the max value hence this point is termed as optimal solution
and the corresponding value 4100 is termed as objective function value.
Any constraint passing through the optimal solution is termed as active constraint.
For this example both are active constraints because both pass through the optimal
solution.
3. Compute the profit (or cost) at each of the feasible corner points.
4. select the corner point with the best value of the objective function found in
Step 3. This is the optimal solution.
(3,12) 42
(8.4, 4.8) 31.2 (Min)
(18,0) 36
Here corner point (8.4, 4.8) gives the min value i.e. 31.2
Optimal Solution (OS) = 31.2
Optimal Value (OV) = 8.4, 4.8
• No feasible solution
– Exists when there is no solution to the problem that
satisfies all the constraint equations
– No feasible solution region exists
– This is a common occurrence in the real world
– Generally one or more constraints are relaxed until a
solution is found
8–
–
6–
– Region Satisfying
4– Third Constraint
–
2–
–
0– | | | | | | | | | |
2 4 6 8 X1
• Unboundedness
– 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
X1 ≥ 5
15 –
X2 ≤ 10
10 –
Feasible Region
5–
X1 + 2X2 ≥ 15
| | | | |
0– 5 10 15 X1
Figure 7.13
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Four Special Cases in LP
• 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
redundant 30 –
constraint
25 –
2X1 + X2 ≤ 30
20 –
Redundant
Constraint
15 –
X1 ≤ 25
10 – X1 + X2 ≤ 20
Feasible
5– Region
| | | | | |
0–
Figure 7.14 5 10 15 20 25 30 X1
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Four Special Cases in LP
2–
B Isoprofit Line for $12 Overlays
1 – Feasible Line Segment AB
Region
0– | | | | | | | |
Figure 7.15 1 2 3 4 5 6 7 8 X1
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Active and Inactive Constraints
• Active and Inactive Constraints
If, at optimality (i.e. when evaluated at the optimal solution),
the left hand side of a constraint equals the right hand side,
that constraint is said to be active, or binding. Thus, an
equality constraint is always active. An inequality constraint
may or may not be active.
Geometrically, an active constraint is one that passes through
the optimal solution.
If a constraint is not active, it is said to be inactive.
Geometrically, an inactive constraint is one that does not pass
through the optimal solution.
60 –
30 –
Profit Line for 50X1 + 120X2
(Passes through Point a)
20 – b
a Profit Line for 50X1 + 150X2
(Passes through Point a)
10 –
c
| | | | | |
0– 10 20 30 40 50 60 X1
Figure 7.17
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Software Output
max 50X1 + 120X2
Subject to
2X1 + 4X2 <= 80
3X1 + 1X2 <= 60
X2 (a)
60 –
| c | | |
0– 20 40 50 60 X1
Figure 7.19
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Changes in the Electrician's Time for High Note
Sound
X2 (b)
60 –