3. linear programming- graphical solution

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Page 1: 3. Linear Programming- Graphical Solution

Operations Research

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3

Linear Programming- Graphical Solution

Page 2: 3. Linear Programming- Graphical Solution

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LtdGraphical Solutions to A LPP

Working procedure for graphical method

Step 1: Formulate the appropriate LPP.

Step 2: Draw the graph of the LPP.

Step 3: Obtain a feasible region (a region which is common to all the constraints of the LPP which is a convex region).

Step 4: Obtain the solution points (the corner points of the feasible region)

Step 5: Calculate the values of objective function at the solution points.

Step 6: For maximisation problem, the optimum solution is the solution point which gives the maximum value of the objective function and for minimisation problems the optimum solution is the solution point that gives the minimum value of the objective function.

Page 3: 3. Linear Programming- Graphical Solution

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LtdGraphical Solutions to A LPP

Maximize Z = 40x1 + 35x2

Subject to 2x1 + 3x2 ≤ 60 4x1 + 3x2 ≤ 96

x1, x2 ≥ 0

Page 4: 3. Linear Programming- Graphical Solution

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Ltd(using Iso-profit Lines)

10 20 30

10

20

30

x1

x2

P

FR

Q

R

Iso-profit Lines

Profit = Rs 1120

Profit = Rs 280

Profit = Rs 1000

Page 5: 3. Linear Programming- Graphical Solution

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LtdGraphical Solutions to A LPP

Point x1 x2 Z

O 0 0 0

A 0 20 700

B 18 8 1000

C 24 0 960

Optimal Solution (unique)

Optimal Solution (unique)

Page 6: 3. Linear Programming- Graphical Solution

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LtdGraphical Solutions to A LPP

Working procedure for graphical method

Step 1: Formulate the appropriate LPP.

Step 2: Draw the graph of the LPP.

Step 3: Obtain a feasible region (a region which is common to all the constraints of the LPP which is a convex region).

Step 4: Obtain the solution points (the corner points of the feasible region)

Step 5: Calculate the values of objective function at the solution points.

Step 6: For maximisation problem, the optimum solution is the solution point which gives the maximum value of the objective function and for minimisation problems the optimum solution is the solution point that gives the minimum value of the objective function.

Page 7: 3. Linear Programming- Graphical Solution

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LtdGraphic Solution:

Max ProblemMaximize Z = 40x1 + 35x2

Subject to 2x1 + 3x2 ≤ 60 4x1 + 3x2 ≤ 96

x1, x2 ≥ 0

A

B

CO 10 20 30

10

20

30

x1

x2

Point x1 x2 Z

O 0 0 0

A 0 20 700

B 18 8 1000

C 24 0 960

Optimal Solution (unique)

Page 8: 3. Linear Programming- Graphical Solution

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LtdGraphic Solution: Max Problem

(using Iso-profit Lines)

10 20 30

10

20

30

x1

x2

P

FR

Q

R

Iso-profit Lines

Profit = Rs 1120

Profit = Rs 280

Profit = Rs 1000

Page 9: 3. Linear Programming- Graphical Solution

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LtdGraphic Solution:

Min ProblemMinimize Z = 40x1 + 24x2

Subject to 20x1 + 50x2 ≥ 4800 80x1 + 50x2 ≥ 7200 and x1 x2 ≥ 0

Point x1 x2 Z

P 0 144 3456

Q 40 20 3520

R 240 8 9600

Optimal Solution

36

72

108

144

Feasible Region

P

Q

R

60 120 180 240

Page 10: 3. Linear Programming- Graphical Solution

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Bounded and Unbounded Feasible Regions

FR

FR

Bounded Feasible Region

Unbounded Feasible Region

Page 11: 3. Linear Programming- Graphical Solution

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Redundant ConstraintsMinimize Z = 40x1 + 35x2

Subject to x1 + x2 ≤ 40 4x1 + 3x2 ≤ 96 2x1 + 3x2 ≤ 60 x1, x2 ≥ 0

x1 + x2 = 40

4x1 + 3x2 = 96

2x1 + 3x2 = 60

x1

x2 Redundant Constraint

Page 12: 3. Linear Programming- Graphical Solution

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LtdBinding and Non-binding

Constraints Binding Constraint: If the LHS is equal to RHS

when optimal values of the decision variables are substituted in to the constraint

Non-binding Constraint: If LHS ≠ RHS on such substitution of optimal values

For min problem solution,20×0 + 50×144 = 7200 ≠ 4800 (RHS)80×0 + 50×144 = 7200 (=RHS)

Binding constraintNon-Binding constraint

Page 13: 3. Linear Programming- Graphical Solution

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Solutions to LPPs

Unique Optimal Solution

Multiple Optimal Solutions

Infeasibility: No feasible solution

Unbounded Solution

Page 14: 3. Linear Programming- Graphical Solution

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LtdGraphical Solutions to A LPP

Maximize Z = 40x1 + 35x2

Subject to 2x1 + 3x2 ≤ 60 4x1 + 3x2 ≤ 96

x1, x2 ≥ 0

Page 15: 3. Linear Programming- Graphical Solution

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LtdGraphical Solutions to A LPP

The solution space (feasible region) is ABCDE. The co-ordinates of the corner points of the feasible region are obtained and is given in the above figure. The values of the objective function at the corner points are z = x1 – 2x2

Page 16: 3. Linear Programming- Graphical Solution

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LtdGraphical Solutions to A LPP

Since the problem is of maximisation type the optimal solution is x1 = 5, x2 = 2 with maximum of z = 1

Redundant constraint: In a given LPP if any constraint does not affect the feasible region, then the constraint is said to be a redundant constraint.

Page 17: 3. Linear Programming- Graphical Solution

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LtdSolutions of LPP

Infinite number of solutions: In some cases the maximum or minimum value of z occurs at more than one corner point of a feasible region. A point on the line joining that points will also give the same maximum/minimum value of z. Thus, there are infinite number of optimal solutions for this LPP.

An LPP having more than one optimal solution is said to have alternate or multiple optimal solutions. That is the resources can be combined in more than one way to maximise the profit.

Unbounded solution: When the value of decision variables in linear programming is permitted to increase infinitely without violating the feasibility condition, then the solution is said to be unbounded. Here the objective function value can also be increased indefinitely.

In graphical method if the feasible region is unbounded then we have to find the value of the objective function at the known corner points. If there are some points in the feasible region which give greater / lesser value of the objective function then we conclude that LPP has an unbounded solution.

No feasible solution: If there is no feasible region, we conclude that there exists no feasible solution to the given LPP.