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Graphical Study of LP
Max 4x1+5x2
Subject to
X2
Optimal solution
x1+ x2
2x1 -x2
x2
x1, x2
and so on
Definitions
Solution: Any point in the x-y plane satisfying the constraints.
Feasible Solution: A solution satisfying non-negativity.
Solution Space/Feasible Region: Set of all feasible solutions.
Optimal Solution: Feasible solution yielding the best value of
objective function.
Convex Set: Given any two points A and B belonging to the set,
if the line segment joining A and B is entirely within the set, the
set is said to be convex.
Observations
For LP optimal solution always lies at a boundary point.
Optimal point may not be unique.
Whenever optimal solution is not unique, we have infinite
number of optimal solutions.
Solution space may not be bounded.
An LP may have unbounded solution i.e. objective function can
be made arbitrarily large in maximization case and arbitrarily
small in case of minimization.
An LP may not have a solution at all.
Unbounded LP
Infeasible LP
Alternate Solutions
Max 4x1+4x2
Subject to
X2
Alternate Optimal Solutions
x1+ x2
2x1 -x2
x2
x1, x2
Unbounded LP
Max 4x1+5x2
Subject to
X2
x1+ x2
2x1 -x2
x2
x1, x2
Unbounded Optimal
solution
Plot: 4x1+5x2=80
4x1+5x2=100
4x +5x =140
1
and so on
Unbounded LP
Min 4x1+5x2
Subject to
X2
x1+ x2
2x1 -x2
x2
x1, x2
Plot: 4x1+5x2=140
4x1+5x2=100
4x +5x =80
1
and so on
Infeasible LP
Max 4x1+5x2
Subject to
X2
Infeasible Solution
x1+ x2
2x1 -x2
x2
x1, x2
X1
Plot the graph of x1, x2 0
Objective function: 4x1+5x2
Problems
Maximize
x1 + 2x2
Maximize
4x1 + 9x2
Subject to:
x1 + x2 8
Subject to:
-x1 + 3x2 1
-x1+ x2 7
x1 - 2x2 1
3x1-2x2 4
x1, x2
x1, x2
Subject to:
Subject to:
3x1 + x2 -2
x1 + x2 1/2
x1, x2
Infeasible LP
Unbounded Solution
Minimize
4(x1 + 2x2) +7
3x1 + x2 6
x1 + x2 6
x1, x2