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Definitions
Feasible Region: The solution space the permissible region
for the values of variables (the points that satisfy all the
constraints)
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}
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 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
Example 1
Solve the following LPP using graphical method
(1/2, 3/2)
(0, 1)1
B
|
-1
|
(0, 0)
0 C
|
1
|
(2, 0) 2
X1
Points
A (1/2, 3/2)
B (2, 0)
-1(1) + 2(0) = -2
C (0, 0)
-1(0) + 2(0) = 0
D(0, 1)
-1(0) +2(1) = 2
4.
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
(1/2, 3/2)
D
1
B
|
-1
|
0 C
|
1
|
2
X1
Minimize Z = 3x + 5y
Subject to 2x + 3y 12
-x+y3
x4
y3
Points
A (4, 7)
3(4) + 5(7) = 47
B (4, 3)
3(4) + 5(3) = 27
C (3/2, 3)
D(3/5, 18/5)
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
Minimize Z = x + y
Subject to 5x + 9y 45
x+y2
y4
x, y 0
Points
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
Minimize Z = x + 2y
Subject to x + y 3
x - 3y 3
x, y 0
y
x+y=3
Z=6
x - 3y = 3
|
0
|
1
|
2
B
3
|
4
Z=3
-1_
X
Z=4
Maximize Z = 2x + y
Subject to -3x + y 3
x+y3
x - 3y 3
x, y 0
y
A
1
Z=8
|
-1
|
0
|
1
|
2
Z=4
-1_
B
|
Z=6
Maximize Z = 2x - 3y
Subject to x + y 2
x+y4
x, y 0
y
7
6
5
4
3
2
1
|
0
|
1
|
2
|
3
|
4
|
5
|
6
Exterior paint
Interior paint
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.