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Solving

Linear Programming Problems:


Graphical Method

Dr. Papiya Bhattacharjee


Assistant Professor,
Decision Sciences Area
Xavier Institute of Management, Bhubaneswar

Topics

Definitions and Preliminary Concepts


Solving LPP (having two decision variables) by
Graphical Method

Definitions
Feasible Region: The solution space the permissible region
for the values of variables (the points that satisfy all the
constraints)

Feasible Solution: Any point within the feasible region


Infeasible Solution: Any point that violates at least one of the
constraints
Optimal Solution: A feasible solution that optimizes the value
of the objective function (there may be more than one
optimal solution)

Definitions
Euclidean Space:
Euclidean space in n dimensions denoted by En, is the set of all n-component
real vectors
En = {(x1, x2, , xn): all xi R}
n = 1 : E1 = R1 or R = Real line = {x: x is a real number}
n = 2 : E2 = R2 = xy-plane = {(x, y): x, y R}
n = 3 : E3 = R3 = xyz-space = {(x, y, z): x, y, z R}

Linear Combination of Vectors:


A vector x in En is said to be a linear combination of the m n-component
vectors x1, x2, , xm if
x = 1 x1 + 2 x2 + 3 x3 + + xm
where 1 , 2 , are real numbers

Definitions
Convex Linear Combination:
A point x En is said to be a convex linear combination of two points x1 ,
x2 En , if it can be written as x = k x1 + (1- k) x2 , 0 k 1
In general, a point x En is called the convex linear combination of m points
x1, x2, x3 , , xm En , if there exist scalars 0, i = 1, 2, , m such that
X = 1 x1 + 2 x2 + 3 x3 + + xm
and 1 + 2 + 3 + + = 1

Convex Set: A subset S of En is called a convex set if the convex linear


combination of any two points in S is also in S
P

Convex sets

Q
P

P
Q

Q
P

Non-convex sets

Definitions
Hyper plane: A set of points in n-dimensional space whose
coordinates satisfy the linear equation of the form
1 x1 + 2 x2 + 3 x3 + + xn = z,
1 , 2 , , and z are constants
Half Space:
1 x1 + 2 x2 + 3 x3 + + xn or < or or > z
Open half space (< or >)
Closed half space ( or )

Definitions
Extreme Point or Corner Point or Vertex of a Convex Set:
A point x of a convex set S that cannot be expressed as a
convex linear combination of two distinct points x1, x2 of S is
called a vertex or extreme point or corner point of S

Some Important Results and


Theorems
A hyper plane as well as a half space is a convex set
Intersection of two convex sets is also a convex set

The set of all feasible solutions of an LPP is a convex set


Any convex combination of the two feasible solutions is a
feasible solution
If an LPP has two feasible solutions, then it has infinite
number of feasible solutions

Relationship between optimal solutions


and corner point feasible solutions
The objective function of an LPP assumes its optimal value at an
extreme point of the convex set of feasible solutions

Although the convex set F of feasible solutions may contain an


infinite number of feasible solutions, we only examine a finite
subset of this infinite set for optimality of the objective function.
This finite subset includes only the extreme points of F

Either the optimal solution is unique or


infinite in number

If the objective function assumes its optimal value at more than


one extreme point, then every convex combination of these
extreme points also gives the optimal value of the objective
function.

Solving LPP Using Graphical Method


Two Phases
1. Determination of the set of feasible solutions
(solution space), i.e., the set of all the points
that satisfy all the functional as well as the nonnegativity constraints of the LPP

2. Finding the point(s) in the set of feasible


solutions which gives the optimal value of the
objective function

Two different methods for obtaining the


optimal solution of an LPP using
graphical method
Method of evaluation of objective function at all
corner points
Method of isoprofit/isocost line

Method of Evaluation of Objective


Function at Corner Points
Steps:
1. Sketch all the equalities and inequalities
2. Find the set of feasible solutions (s) by taking the
intersection of equalities and the inequalities
3. Obtain the corner points (vertices) of S
4. At each of the corner points, evaluate the value of the
objective function
5. Select the corner point which gives the optimum value of
the objective function. This gives the decision variables
along with the optimum value of the objective function

Example 1
Solve the following LPP using graphical method

Maximize Z = -x1 + 2x2


Subject to
- x1 + x2 1,
x1 + x2 2,
and
x1 , x2 0

The feasible region is ABCD


X2

(1/2, 3/2)

(0, 1)1

B
|
-1

|
(0, 0)
0 C

|
1

|
(2, 0) 2

X1

Points

Value of the objective function Z

A (1/2, 3/2)

-(1/2) + 2(3/2) = 5/2

B (2, 0)

-1(1) + 2(0) = -2

C (0, 0)

-1(0) + 2(0) = 0

D(0, 1)

-1(0) +2(1) = 2

The optimal solution is x1 = 1/2 and x 2= 3/2,


and the optimum/maximum value of the objective
function Z is 5/2

Iso-profit or Iso-cost Line Method


Steps:
1.
2.
3.

4.

Sketch all the inequalities (constraints)


Find the set of feasible solutions (s) by taking the intersection of
inequalities
Draw parallel lines with different values of the objective function,
moving in the direction in which the objective function tends to
increase or decrease depending on whether the problem is a
maximization or a minimization problem respectively
Continue dragging the isovalue line parallel to itself in the desired
direction, and stop when one of the following condition holds
a.
b.
c.

The line passes through a vertex of the feasible region such that if it is
further dragged, it goes out of the feasible region
The line coincides with one of the edges of the feasible region
The isovalue line crosses the last vertex in the desired direction and is
still within the feasible region

Consider the same problem (Example 1)


X2

(1/2, 3/2)

D
1

B
|
-1

|
0 C

|
1

|
2

X1

Different possible types of feasible


region and optimal solutions
A unique and finite optimal solution
Alternate optimal solution (an infinite number of optimal
solutions)
Unbounded feasible region, finite optimal solution
Unbounded feasible region and unbounded solution
No feasible solution and hence no optimal solution

A unique and finite optimal solution


Example 2
Solve the following LPP using graphical method

Minimize Z = 3x + 5y
Subject to 2x + 3y 12
-x+y3
x4
y3

Points

Value of the objective


function Z

A (4, 7)

3(4) + 5(7) = 47

B (4, 3)

3(4) + 5(3) = 27

C (3/2, 3)

3(3/2) + 5(3) = 39/2

D(3/5, 18/5)

3(3/5) +5(18/5) = 99/5

10
9
8

x=4

6
5
4

3
2
|
-3

|
-2

1
| |
-1 0

y=3

C
|
1

|
2

|
3

|
4

|
5

|
6

|
7

|
8

|
9

|
|
10 11

Alternate optimal solution


Example 3
Solve the following LPP using graphical method

Minimize Z = x + y
Subject to 5x + 9y 45
x+y2
y4
x, y 0

Points

Value of the objective


function Z

A (9/5, 4)

9/5 + 4 = 29/4

B (9, 0)

9+0=9

C (2, 0)

2+0=2

D(0,2)

0+2=2

y
10

E(0, 4)
0+4=4
All the points lying on the edge CD give the
optimal value of the objective function, and
hence there are infinite number of optimal
solutions

9
8
7

6
5

y=4

E4
3

D 2
1
|
0

|
1

|
2

|
3

|
4

|
5

|
6

|
7

|
8

|
9

Z=6
Z=4

|
10

Unbounded feasible region, finite


optimal solution
Example 4
Solve the following LPP using graphical method

Minimize Z = x + 2y
Subject to x + y 3
x - 3y 3
x, y 0

The minimum value of Z occurs at the vertex B (3,0)


The optimal solution is x = 3, y = 0 and the minimum value of Z is 3

y
x+y=3

Z=6

x - 3y = 3
|
0

|
1

|
2

B
3

|
4
Z=3

-1_

X
Z=4

Unbounded feasible region and


unbounded solution
Example 5
Solve the following LPP using graphical method

Maximize Z = 2x + y
Subject to -3x + y 3
x+y3
x - 3y 3
x, y 0

The iso-profit lines may be moved indefinitely


without leaving the feasible region
The problem has unbounded solution

y
A

1
Z=8

|
-1

|
0

|
1

|
2
Z=4

-1_

B
|

Z=6

No feasible solution and hence no


optimal solution
Example 6
Solve the following LPP using graphical method

Maximize Z = 2x - 3y
Subject to x + y 2
x+y4
x, y 0

The set of feasible solutions is empty


There is no feasible solution and hence no optimal solution

y
7
6
5
4
3
2
1
|
0

|
1

|
2

|
3

|
4

|
5

|
6

Limitation of Graphical Method


This method may be used only when only two decision

variables are involved in the LPP under consideration


It is very difficult to visualize the feasible region and its
vertices when the LPP involves three or more decision
variables

Bombay Paints produces both interior and exterior paints from


two raw materials M1 and M2. Following table provides the
basic data of the problem:
Raw material

Exterior paint

Interior paint

Tons of raw material required per ton

Maximum daily
availability
(in tons)

M1

20

M2

Profit
(in thousands of
per ton)

A market survey indicates that the daily demand for the interior
paint cannot exceed that for exterior paint by 2 tons. Also, the
maximum daily demand for the interior paint is 3 tons. Bombay
Paints wants to determine the optimal product mix of two types
of paints to maximize the total daily profit.

An oil refinery can blend three grades of crude oil to produce


Quality R and Quality S petrol. Two possible blending
processes are available. For each production run, the older
process uses 5 units of crude A, 7 units of crude B and two
units of crude C to produce 9 units of R and 7 units of S. The
newer process uses 3 units of crude A, 9 units of crude B and
4 units of crude C to produce 5 units of R and 9 units of S
petrol. Because of prior contract commitments, the refinery
must produce at least 500 units of R and at least 300 units of
S for next month. 1500 units of crude A, 1900 units of crude
B and 1000 units of crude C are available. For each unit of R,
the refinery receives 60 and for each unit of S, the refinery
receives 90. How to maximize the revenue of the refinery?

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