Linear

Programming

Graphical Method
 Terminology
• Solution: The set of decision variables xj ( j = 1,2,3,…,n)
that satisfy the constraints of an LP problem.

• Feasible Solution: The set of values of decision variables

xj ( j = 1,2,3,…,n) that satisfy all the constraints and non-
negativity conditions of an LP problem.

• Basic Solution: For a set of m simultaneous equations in

n variables (n>m) in LP problem, a solution obtained by
setting (n-m) variables equal to zero and solving for
remaining m equations in m variables is called basic
solution.
 Terminology
• Basic feasible solution: A feasible solution to an LP
problem which is also the basic solution.
- Degenerate: If the value of at least one basic variable is
zero.
- Non Degenerate: If value of all m basic variables is
non-zero and +ve.
• Optimum basic feasible solution: A basic feasible
solution that optimizes the objective function value.

• Unbounded Solution: A solution that can increase or

decrease infinitely the value of the objective function.
 Graphical Solution of LPP
• The collection of all feasible solutions to an LP Problem
constitutes a convex set whose extreme points correspond to
the basic feasible solutions.

• There are a finite number of basic feasible solutions within the

feasible solution space.

• If the convex set of the feasible solutions of the system of

simultaneous equations: Ax = b, x ≥ 0, is a convex
polyhedron, then at least one of the extreme points gives an
optimal solution.

• If the optimal solution occurs at more than one extreme

points, the value of objective function will be the same for all
convex combinations of these extreme points.
Graphical Method: Extreme point method
• Formulate the objective function (max/min)
• Plot the constraints on graph paper by removing the
inequality sign
• Determine the feasible region with reference to origin as
per inequality sign
• Shade the common area which satisfy all the constraints
together
• Locate the coordinates of all the vertex points of
polyhedron formed by intersection of constraints
• Check the values of objective function for each vertex
point and accordingly decide the optimum
Example1: A Simple Maximization
Problem

Objective
Max 5x1 + 7x2 Function
s.t. x1 < 6
Regular
2x1 + 3x2 < 19 Constraints
x1 + x2 < 8
Non-negativity
x1 > 0 and x2 > 0 Constraints
 Example 1: Graphical Solution
First Constraint Graphed
x2

8
7 x1 = 6
6 Shaded region
5 contains all
feasible points
4
for this constraint
3
2
(6, 0)
1
x1
1 2 3 4 5 6 7 8 9 10
 Example 1: Graphical Solution
Second Constraint Graphed
x2

8 (0, 6 1/3)
7
6
5
2x1 + 3x2 = 19

4
Shaded
3
region contains
2 all feasible points (9 1/2, 0)
1 for this constraint
x1
1 2 3 4 5 6 7 8 9 10
 Example 1: Graphical Solution
Third Constraint Graphed
x2
(0, 8)
8
7
6 x1 + x2 = 8
5
4
Shaded
3
region contains
2 all feasible points
1 for this constraint (8, 0)
x1
1 2 3 4 5 6 7 8 9 10
 Example 1: Graphical Solution
Combined-Constraint Graph Showing Feasible Region
x2

8
x1 + x2 = 8

7
6 x1 = 6
5
4
3
Feasible 2x1 + 3x2 = 19
2
Region
1
x1
1 2 3 4 5 6 7 8 9 10
Example 1: Extreme Points
x2

8
7
5 (0, 6 1/3)
6
5
4
4 (5, 3)
3
Feasible 3 (6, 2)
2 Region
1 1 (0, 0) 2 (6, 0)
x1
1 2 3 4 5 6 7 8 9 10
 Iso-profit (cost) Function line method
• Prepare a graph of the feasible solutions for each of the
constraints.
• Determine the feasible region that satisfies all the
constraints simultaneously.
• Draw an objective function line by arbitrarily taking z
value.
• Move parallel objective function lines toward larger
(smaller) objective function values without entirely
leaving the feasible region.
• Any feasible solution on the objective function line with
the largest (smallest) value is an optimal solution.
 Example 1: Graphical Solution
Objective Function Line
x2

8
7
(0, 5)
6 Objective Function
5 5x1 + 7x2 = 35
4
3
2
(7, 0)
1
x1
1 2 3 4 5 6 7 8 9 10
Example 1: Graphical Solution
Selected Objective Function Lines
x2

8
7
5x1 + 7x2 = 35
6
5 5x1 + 7x2 = 39
4
3 5x1 + 7x2 = 42
2
1
x1
1 2 3 4 5 6 7 8 9 10
 Example 1: Graphical Solution
Optimal Solution
x2
Maximum
Objective Function Line
8
5x1 + 7x2 = 46
7
6 Optimal Solution
(x1 = 5, x2 = 3)
5
4
3
2
1
x1
1 2 3 4 5 6 7 8 9 10
 Example 2: A Simple Minimization
Problem
LP Formulation
Min 5x1 + 2x2

s.t. 2x1 + 5x2 > 10

4x1 - x2 > 12
x1 + x2 > 4

x1, x2 > 0
Example 2: Graphical Solution
Graph the Constraints
Constraint 1: When x1 = 0, then x2 = 2; when x2 = 0,
then x1 = 5. Connect (5,0) and (0,2). The ">" side is
above this line.
Constraint 2: When x2 = 0, then x1 = 3. But setting x1 to
0 will yield x2 = -12, which is not on the graph. Thus, to
get a second point on this line, set x1 to any number
larger than 3 and solve for x2: when x1 = 5, then x2 = 8.
Connect (3,0) and (5,8). The ">" side is to the right.
Constraint 3: When x1 = 0, then x2 = 4; when x2 = 0,
then x1 = 4. Connect (4,0) and (0,4). The ">" side is
above this line.
Example 2: Graphical Solution
• Constraints Graphed
x2
6
Feasible Region
5
4x1 - x2 > 12
4
x1 + x2 > 4
3

2 2x1 + 5x2 > 10

x1
1 2 3 4 5 6
 Example 2: Graphical Solution
• Graph the Objective Function
Set the objective function equal to an arbitrary
constant (say 20) and graph it. For 5x1 + 2x2 = 20, when
x1 = 0, then x2 = 10; when x2= 0, then x1 = 4. Connect
(4,0) and (0,10).

• Move the Objective Function Line Toward Optimality

Move it in the direction which lowers its value (down),
since we are minimizing, until it touches the last point of
the feasible region, determined by the last two
constraints.
Example 2: Graphical Solution
Objective Function Graphed
x2 Min 5x1 + 2x2
6

5
4x1 - x2 > 12
4
x1 + x2 > 4
3

2 2x1 + 5x2 > 10

x1
1 2 3 4 5 6
 Example 2: Graphical Solution
• Solve for the Extreme Point at the Intersection of the
Two Binding Constraints
4x1 - x2 = 12
x1+ x2 = 4
Adding these two equations gives:
5x1 = 16 or x1 = 16/5
Substituting this into x1 + x2 = 4 gives: x2 = 4/5

Solve for the Optimal Value of the Objective Function

5x1 + 2x2 = 5(16/5) + 2(4/5) = 88/5

 Example 2: Graphical Solution

Optimal Solution
x2
6
4x1 - x2 > 12
5
x1 + x2 > 4
4
Optimal Solution:
3
x1 = 16/5, x2 = 4/5,
2 5x1 + 2x2 = 17.6

1 2x1 + 5x2 > 10

x1
1 2 3 4 5 6
 Special Cases
Infeasibility
• No solution to the LP problem satisfies all the
constraints, including the non-negativity conditions.
• Graphically, this means a feasible region does not
exist.
• Causes include:
• A formulation error has been made.
• Management’s expectations are too high.
• Too many restrictions have been placed on the
problem (i.e. the problem is over-constrained).
Example: Infeasible Problem
Consider the following LP problem

Max 2x1 + 6x2

s.t. 4x1 + 3x2 < 12

2x1 + x2 > 8

x1, x2 > 0
 Example: Infeasible Problem
There are no points that satisfy both constraints, so
there is no feasible region (and no feasible solution)
x2
10
2x1 + x2 > 8
8

6
4x1 + 3x2 < 12
4

x1
2 4 6 8 10
 Special Cases
Unbounded
• The solution to a maximization LP problem is
unbounded if the value of the solution may be
made indefinitely large without violating any of the
constraints.
• For real problems, this is the result of improper
formulation. (Quite likely, a constraint has been
mistakenly omitted.)
Example: Unbounded Solution
Consider the following LP problem

Max 4x1 + 5x2

s.t. x1 + x2 > 5
3x1 + x2 > 8

x1, x2 > 0
Example: Unbounded Solution
The feasible region is unbounded and the objective
function line can be moved outward from the origin
without bound, infinitely increasing the objective
function. x2

10
3x1 + x2 > 8
8

4
x1 + x2 > 5
2

x1
2 4 6 8 10
 Problem-1
Solve the given LPP

Max Z = 100x1 + 40x2

s.t. 10x1 + 4x2 ≤ 2000

3x1 + 2x2 ≤ 900
6x1 + 12x2 ≤ 3000
x1, x2 > 0
 Problem-2
Solve the given LPP

Max Z = 2x1 + 3x2

s.t. x1 - x2 ≤ 2
x1 + x2 > 4
x1, x2 > 0
 Problem-3
Solve the given LPP

Max Z = 4x1 + 3x2

s.t. x1 - x2 ≤ -1
-x1 + x2 ≤ 0
x1, x2 > 0
 Problem-4
Solve the given LPP

Min Z = -x1 + 2x2

s.t. -x1 + 3x2 ≤ 10

x1 + x2 ≤ 6
x1 - x2 ≤ 2
x1, x2 > 0
 Problem-5
Solve the given LPP

Max Z = 2x1 + 3x2

s.t. x1 + x2 ≤ 30
x2 > 3
0 ≤ x2 ≤ 12
0 ≤ x1 ≤ 20
x1 - x2 > 0
x1, x2 > 0