Scribd
Upload
10 views

Linear Programming A Comprehensive Guide

A topic under operations research (7th semester).

Uploaded by

ghoshmonami39
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
10 views

Linear Programming A Comprehensive Guide

A topic under operations research (7th semester).

Uploaded by

ghoshmonami39
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 8

Linear Programming:

A Comprehensive
Guide
Linear Programming (LP) is a powerful mathematical technique used to
optimize a given objective function subject to a set of constraints
expressed as linear equalities or inequalities. This method finds wide
applications in various fields such as business, engineering, and
economics, helping decision-makers make informed choices to achieve
the best possible outcome. In essence, it involves identifying the best
solution from a set of feasible options, considering various factors that
affect the desired outcome.
by Monami Ghosh
Graphical Representation of Linear
Programming Problems
Objective Function Constraints Feasible Region

The objective function Constraints are linear The feasible region is the area on
represents the goal we aim to inequalities that define the the graph where all constraints
optimize. It is a linear expression feasible region. They represent are satisfied. It represents all
of decision variables. In a limitations or restrictions on the possible combinations of
graphical representation, it is decision variables. Graphically, decision variables that meet the
depicted as a line or plane. these constraints are shown as given limitations. In the context
lines or planes that bound the of optimization, we seek the
feasible region. optimal solution within this
feasible region.
The Feasible Region and its
Properties
1 Convexity 2 Boundedness
The feasible region in a linear The feasible region can be
programming problem is always bounded or unbounded. A
a convex set. This means that bounded region implies that
any line segment connecting two there is a finite limit on the
points within the feasible region values of decision variables. In
lies entirely within the region. contrast, an unbounded region
Convexity is a crucial property as extends infinitely in one or more
it ensures the existence of a directions. The nature of
single optimal solution. boundedness influences the type

Empty Region of solution obtained.


3
In some cases, the constraints may be incompatible, resulting in an empty
feasible region. This signifies that there is no solution that satisfies all the
given constraints. In such situations, the optimization problem becomes
infeasible.
Objective Function and its Graphical Interpretation

Maximization Minimization Optimal Solution


In a maximization problem, the In a minimization problem, the The optimal solution represents the
objective is to find the maximum objective is to find the minimum point on the feasible region that
value of the objective function within value of the objective function within yields the maximum (or minimum)
the feasible region. Graphically, this the feasible region. Graphically, this value of the objective function. This
involves moving the objective involves moving the objective point typically occurs at one of the
function line in the direction of function line in the direction of corner points or vertices of the
increasing values until it touches the decreasing values until it touches the feasible region.
feasible region at an extreme point. feasible region at an extreme point.
Steps to Solve LPP Graphically
Define Decision Variables 1
Identify the decision variables that represent the
quantities we are trying to optimize. These variables
typically represent the amount of resources 2 Formulate Objective Function
allocated or the level of production. Express the objective function as a linear equation in
terms of the decision variables. The objective
Identify Constraints function reflects the goal we aim to achieve, such as
3
maximizing profit or minimizing cost.
Define the constraints as linear inequalities that
represent limitations on the decision variables.
These constraints ensure that the solution remains Graph the Constraints
4
feasible and realistic within the given context.
Plot each constraint as a line or plane on a graph.
The feasible region is the area on the graph where
Identify Optimal Solution all constraints are satisfied simultaneously.
5
Move the objective function line parallel to itself in
the direction of optimization (maximization or
minimization). The point on the feasible region
where the objective function line touches the
feasible region represents the optimal solution.
Advantages and
Limitations of the
Graphical Solution
Advantages Limitations

Simple to understand and Only applicable to


implement problems with two or three
decision variables
Provides a visual Not suitable for problems
representation of the with a large number of
problem and solution constraints
Helpful in understanding May not be accurate for
the concepts of feasibility real-world problems with
and optimality complex constraints
Sensitivity Analysis: Understanding the
Impact of Changes

Impact of Changes
Sensitivity analysis examines the effect of changes in the parameters of the linear programming
problem on the optimal solution. This analysis helps understand how sensitive the optimal
solution is to variations in the objective function coefficients or constraint values.

Range of Optimality
The range of optimality defines the interval within which the objective function coefficients can
change without affecting the current optimal solution. This range provides valuable information
regarding the robustness of the solution.

Shadow Price
The shadow price represents the change in the optimal objective function value for a unit change
in the right-hand side of a constraint. It indicates the value of relaxing a constraint, providing
insights into the scarcity of resources.
Conclusion: Key Takeaways
from Linear Programming
Optimization Feasible Solutions
Linear programming provides a The feasible region represents
systematic framework for the set of all possible solutions
optimizing a linear objective that satisfy the constraints of
function subject to constraints, the problem. Understanding the
enabling decision-makers to feasible region is crucial in
make informed choices that identifying the optimal solution.
maximize desired outcomes.

Sensitivity Analysis
Sensitivity analysis helps assess the impact of changes in problem
parameters on the optimal solution, providing valuable insights into the
robustness and sensitivity of the solution to variations.

You might also like