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Unit 5-LPP-graphical Method

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19 views21 pages

Unit 5-LPP-graphical Method

something

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civilal805
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© © All Rights Reserved
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Linear programming

Linear Programming (LP)


The most useful optimization technique used for the solution of engineering problems.
The term ‘linear’ implies that the objective function and constraints are ‘linear’ functions of
‘nonnegative’ decision variables.
Thus, the conditions of LP problems (LPP) are
1. Objective function must be a linear function of decision variables
2. Constraints should be linear function of decision variables
3. All the decision variables must be non-negative
Example:
Standard form of LPP
Standard form of LPP must have following three characteristics:
1. Objective function should be of maximization type
2. All the constraints should of equality type
3. All the decision variables should be non-negative
Graphical Method
Graphical method to solve Linear Programming problem (LPP) helps to visualize the procedure
explicitly.
 It also helps to understand the different terminologies associated with the solution of LPP.
These aspects will be discussed with the help of an example.
The basic principle remains the same for more than two decision variables also, even though
the visualization beyond two dimensional case is not easily possible.
Let us consider the same LPP (general form) discussed in previous class, stated here once again
for convenience.
OBJECTIVE FUNCTION

CONSTRAINT-1
CONSTRAINT-2
CONSTRAINT-3
CONSTRAINT-4&5
Plot of all constraints
Feasible region
Common region of all these constraints is
known as feasible region.
 Feasible region implies that each and
every point in this region satisfies all the
constraints involved in the LPP.
Common region of all these constraints is
known as feasible region.
 Feasible region implies that each and
every point in this region satisfies all the
constraints involved in the LPP.
Once the feasible region is identified, objective function (Z= 6x+5y ) is to be plotted on it.
 As the (optimum) value of Z is not known, objective function is plotted by considering any
constant, k.
The straight line, 6x + 5y = k(constant), is known as Z line.
This line can be shifted in its perpendicular direction by changing the value of k.
Note that, position of Z line shown in Fig. 1d, showing the intercept, c, on the y axis is 3.

Plot of Z line and feasible region
Now it can be visually noticed that value of the objective function will be maximum when it
passes through the intersection of x+3y=11 and 4x+y=15(straight lines associated with the
second and third inequality constraints). This is known as optimal point
Thus the optimal point of the present problem is x*=3.091 and y*=2.636 . And the optimal
solution is 6x*+5y*= 31.727.
Visual representation of different cases
of solution of LPP
A linear programming problem may have
i) a unique, finite solution,
ii) an unbounded solution
iii) multiple (or infinite) number of optimal solutions,
iv) infeasible solution and
v) a unique feasible point.
 In the context of graphical method it is easy to visually demonstrate the different situations
which may result in different types of solutions.
Unique, finite solution
The example demonstrated above is an example of LPP having a unique, finite solution.
In such cases, optimum value occurs at an extreme point or vertex of the feasible region.
Unbounded solution
If the feasible region is not bounded, it is possible
that the value of the objective function goes on
increasing without leaving the feasible region.
This is known as unbounded solution
Multiple (infinite) solutions
If the Z line is parallel to any side of
the feasible region all the points lying
on that side constitute optimal
solutions
Infeasible solution
Sometimes, the set of constraints does not
form a feasible region at all due to
inconsistency in the constraints.
 In such situation the LPP is said to have
infeasible solution.
Unique feasible point
This situation arises when feasible
region consist of a single point.
This situation may occur only when
number of constraints is at least equal
to the number of decision variables.
In this case, there is no need for
optimization as there is only one
solution.

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