Nothing Special   »   [go: up one dir, main page]

Chapter 2 (Graphic Resolution)

Download as pptx, pdf, or txt
Download as pptx, pdf, or txt
You are on page 1of 14

Linear programming

Chapter 2: Graphical resolution

Fedia Daami Remadi Asma Ben Yaghlane Riahi Roua Ben Ammar

Tunis Business School


Any linear problem, having 2 decision variables, can be solved by
the graphical method:

• Make a representation on an orthonormal coordinate system (i, j)


of the lines representing the constraints.

• Determine the feasible region which satisfies all the different


constraints.

• Represent the line of the objective function allowing the search


for the optimum in the field of possibilities.
Graphical region describing all feasible solutions to a linear programming
problem:
• In 2-space: Polygon: each edge represents a constraint.

Example
2x1 + x2 ≤ 4

In an LP environment, restrict to
Quadrant I since x1, x2 ≥ 0
Graphic Method Example:
Step 1: Plot Boundary Conditions
max 5x1 + 4x2
subject to:
x1 – 3x2 ≤ 3
2x1 + 3x2 ≤ 12
-2x1 + 7x2 ≤ 21
x1,x2 ≥ 0

4
Graphic Method Example:
Step 2: Determine Feasibility

max 5x1 + 4x2


subject to:
x1 – 3x2 ≤ 3 B
2x1 + 3x2 ≤ 12 A
-2x1 + 7x2 ≤ 21
x1,x2 ≥ 0
Based only on this, C
where might the optimal
solution be?
O D 5
Graphic Method Example:
Step 3: Plot Objective = c
max 5x1 + 4x2 X1=-4/5X2
(0,0)(-4/5,1)
subject to:
x1 – 3x2 ≤ 3
2x1 + 3x2 ≤ 12
-2x1 + 7x2 ≤ 21
x1,x2 ≥ 0

6
Graphic Method Example:
Step 4: Find Parallel Tangent

max 5x1 + 4x2


subject to:
x1 – 3x2 ≤ 3
B
2x1 + 3x2 ≤ 12
A
-2x1 + 7x2 ≤ 21
x1,x2 ≥ 0
C
Optimal solution:
x1=5, x2=2/3, z=83/3 O D 7
Graphic Method Example:
Using the Corner point
A(0; 3) ZA=12
max 5x1 + 4x2 B(1; 10/3) ZB=55/3
C(2/3; 5) ZC= 83/3
subject to: D(3, 0) ZD= 15
x1 – 3x2 ≤ 3 O(0, 0) Zo=0
B
2x1 + 3x2 ≤ 12
A
-2x1 + 7x2 ≤ 21
x1,x2 ≥ 0
C
Optimal solution:
X1*=xc1=5, X2*xc2=2/3, Z*=zc=83/3

O D 8
Special Cases
Infeasibility: model has no feasible point

Unboundness: objective can become infinitely large


(max), or infinitely small (min).

Alternate solution (multiple optimal solution): more


than one point optimizes the objective function
Special Cases
Infeasibility

No point, simultaneously,
lies both above line 1 and

2
below lines 2 and 3
.

3 1
Special Cases
Unboundness
the Ma
Ob x im
jec ize
tiv
eF
Th un
cti
ef on
e
reg asib
ion le
Special Cases: Alternate solution
(multiple optimal solution)
For multiple optimal solutions to exist, the OF must be parallel to one of
the constraints

•Any weighted average of optimal


solutions is also an optimal solution.

12
Minimization Problem
Minimize 0.60X1 + 0.50X2
Subject to
20X1 + 50X2 ≥ 100
25X1 + 25X2 ≥ 100
50X1 + 10X2 ≥ 100
X1 , X 2 ≥ 0

13
1
C3
X1*= 1.5
0 X2*= 2.5
Feasible Z*=$ 2.15.
Region
C2

C1

2 4 5 14

You might also like