Linear Programming Models (2D case):

Graphical Solution
 Outline

• Review: LP Formulation

• Graphical Solution (2D case) Standard Form

Operations Research 1
 Overview: Reddy Mikks Model Example

• A company makes two types of paint: exterior and interior.

• A profit (per ton) $5000 and $4000 for exterior and interior paint,
respectively
• To produce the paint, two raw materials have to be used, as follows:
• Material M1: 6 tons per ton of exterior paint and 4 tons per ton of
interior paint
• Material M2: 1 ton per ton of exterior paint and 2 tons per ton of
interior paint
• The daily availability of the raw materials M1 and M2 is limited to 24
and 6 tons, respectively
• Problem: The company wants to determine the best production plan
(the plan that maximizes the daily profit)

Operations Research 2
 Overview: Reddy Mikks LP formulation
Decision variables:
x1, x2 amount of exterior/interior paint produced daily (tons)
Objective:
maximize profit 5x1 + 4x2 (in thousand of dollars)
Constraints:
6x1 + 4x2 ≤ 24, x1 + 2x2 ≤ 6 - raw material M1/M2 resources

• LP Formulation:
maximize z = 5x1 + 4x2
subject to 6x1 + 4x2 ≤ 24
x1 + 2x2 ≤ 6
x1, x2 ≥ 0 nonnegativity constraints

• How do we recognize an LP?

Operations Research 3
 Recognizing LP from Formulation

• The objective is a linear function:

z = a1x1 + · · · + anxn, ai are given scalars (specific data).
• Each constraint is a linear (affine) inequality or equality:
 c 1 x1 + · · · + c n xn ≤ b
 c 1 x1 + · · · + c n xn ≥ b
 c 1 x1 + · · · + c n xn = b
where all ci and b are given scalars (specific data).

Operations Research 4
 Examples

minimize z = 4x21 + 5x2 minimize z = 4x1 + 5x2

subject to x1 + x2 ≥ 2 subject to x1x2 ≥ 2
2x1 − x2 ≥ 0 2x1 − x2 ≥ 0

minimize z = 4x1 + 5x2

subject to 3x1 + 2x2 ≥ 2
2x1 − x2 ≥ 0
x1 and x2 are integers, i.e., x1, x2 ∈ {0, 1, 2, · · · }

Operations Research 5
 Graphical Solution

1. Draw the constraints.

2. Draw the isocost lines of the objective

3. Determine optimal point(s) going in the direction of the gradient of

the objective if maximizing (negative gradient if minimizing)

Operations Research 6
 Reddy Mikks: Graphical Solution
maximize z = 5x1 + 4x2
subject to 6x1 + 4x2 ≤ 24
x1 + 2x2 ≤ 6
x1 , x 2 ≥ 0

Operations Research 7
 Reddy Mikks: Constraint set

Operations Research 8
 • The constraint set is a polyhedral set (intersection of finitely many
half-spaces)

• The intersection of any of two lines (corresponding to two different

constraints) defines a corner or a vertex
• In our example, the vertices are A = (0, 0), B = (0, 3),
C = (3, 1.5), D = (4, 0), (0, 6), and (6, 0)

• Some vertices are feasible for the problem, and some are not.
• In our example, A, B, C, and D are feasible (belong to the constraint
set), while (0, 6), and (6, 0) are not feasible (lie outside of the
constraint set)

Operations Research 9
 Reddy Mikks: Objective & Optimal Solution
Objective z = 5x1 + 4x2 to be maximized

Operations Research 10
 • We can solve graphically problems with 2 decision variables

• In general, when the number of decision variables is larger than 2, we

can use simplex method.
• The vertices play important role in this case

Operations Research 11