LP Definition and Introduction to

Graphical Solution
Active Learning – Module 2

J. René Villalobos and Gary L. Hogg

Arizona State University
Paul M. Griffin
Georgia Institute of Technology
 Background Material
 Almost any introductory Operations Research book
has a chapter that covers the graphical solution of a
Linear Programming problem. The students should
read this chapter before coming to class.
 Two suggestions:
 Chapter 2 (Sections 2.1 and 2.2) of Operations Research,
Seventh Edition, by Hamdy A. Taha, Prentice Hall
 Chapter 3 (Sections 3.1, 3.2, 3.3 and 3.4) of Introduction to
Operations Research by Hillier and Liberman
 Lecture objectives
 At the end of the lecture, each student should be able
to:
 Construct the 2D graphical solution of the LP problem
 Interpret the 2D graphical solution of the LP problem
 Explain the concepts of solution, feasible solution, feasible
region, and corner point solution

 Expected Lecture Time = 50 min

 Time Management
Introduction 3 minutes
RAT 5 minutes
Lecturing on LP 10 minutes
Assumptions
Team Exercise 5 minutes
Lecturing on Graphical 18 minutes
Solutions
Team Exercise 5 minutes
Wrap-Up 4 minutes
Total Lecture Time 50 minutes
 From a previous module (Report
Strategy Problem)
 Suppose that team members A and C have decided to work together in their
tasks. They have decided that their skills are complementary and, by working
together in both of the tasks assigned to them, they can do a better job than if
they work independently. A has very good writing speed, he can write 4
pages per hour, but his rate of grammatical errors is very high (3 errors per
page). On the other hand, C is slower (2.5 pages per hour), but his error rate is
very low (1 error per page). They want to write a report that will earn them
the highest grade.
They have discovered that the grade given by the professor is very much
influenced by the number of pages of the written assignments (the more pages,
the higher the grade assigned). However, they have also discovered that for
every five errors in grammar, he deducts the equivalent of one written page,
and also that the maximum number of mistakes the instructor will tolerate in
an assignment is 80. Help this team of students determine the best strategy
(you need to define the meaning of this) given the total time constraint
available to work in the project. The total time allocated to both of them is 8
hours. Also, because of previous commitments, C cannot work more than 6
hours on the project
 Team exercise
Readiness Assessment test(3 minutes)
 For the report strategy problem:
 Define the decision variables and the values they can take
 Determine the constraints (for example, define the scarce
resources) on the values that the decision variables can
take
 Determine the objective function
 At the end of the exercise, each team should turn in
the individual and the team solutions in a single
packet to be graded
 The instructor may select a member of the team to
present the team’s solution to the rest of the class
 Solution

 The following is a solution to the problem (there may be more than one
correct solution)
1.- Determination of the decision variables
xA = # of hours that student A should spend in preparing the report
xC = # of hours that student C should spend in preparing the report
2.- Determination of the objective function
Maximize grade on report (can you think of another objective function?)
Let z = grade on the report (effective number of pages)
Factors: number of pages, number of errors(converted to page units)
Total number of pages = (pages per hour produced by A)*(number of hours spent by A in the assignment) +
(pages per hour produced by B)*(number of hours spent by B in the assignment) = 4(pages/hr)XA(hrs) +
2.5(pages/hr)XC(hrs)
Pages subtracted because of errors: Number of errors/5(errors/page) = (pages/hour)(hrs) (errors/page)
(1/5pages/error) = [4(pages/hr)XA(hrs) 3(errors/page)+ 2.5(pages/hr)XC(hrs)1(error/page)](0.2 page/error)
Maximize z = 4XA + 2.5XC-(2.4 XA + 0.5XC) = 1.6XA + 2.0XC
 Solution (cont.)
2.- Determination of Constraints
Number of errors not to exceed (less than) 80
Number of errors = 4(pages/hr)X A(hrs) 3(errors/page)+ 2.5(pages/hr)X C(hrs)1(error/page) = 12
XA + 2.5XC  80
Total number of Hours available to perform the task (8) = X A + XC 8
Number of Hours available for C to perform the task (6)= X C 6
Non-negative values for the decision variables: X A, XC  0
Final formulation of the problem
Maximize z = 1.6XA + 2.0XC
Subject to:
12 XA + 2.5XC  80
XA + X C  8
XC  6
X A, X C  0
Definition of a Linear Programming Problem
 The previous model is a linear programming problem
 A linear programming problem (LP) is an optimization
problem for which:
1) The function to be maximized or minimized (called the objective
function) is a linear function of the decision variables.
2) The values of the decision variables must satisfy a set of constraints.
Each constraint must be a linear equation or linear inequality.
3)A sign restriction is associated with each variable. For any variable
xi , the sign restriction specifies that xi must be non-negative.
 LP Assumptions
 When we use LP as an approximate representation of a real-life situation,
the following assumptions are inherent:
 Proportionality. - The contribution of each decision variable to the objective or
constraint is directly proportional to the value of the decision variable.
 Additivity. - The contribution to the objective function or constraint for any
variable is independent of the values of the other decision variables, and the terms
can be added together sensibly.
 Divisibility. - The decision variables are continuous and thus can take on
fractional values.
 Deterministic. - All the parameters (objective function coefficients, right-hand
side coefficients, left-hand side, or technology, coefficients) are known with
certainty.
 Examples of LP Assumptions

 Example: The contribution of the XA to the

objective function can be represented as:
Z
8I Can you identify the
assumptions of:
6
•Proportionality
•Divisibility
4

•Deterministic
2 •Additivity?

2 4 6 XA
 Team Exercise (three minutes)

 Give two real-life examples in which one or

more of the LP assumptions are violated
 The instructor will randomly select members
of some teams to present their examples to the
rest of the class
 The Windsor Glass Company Problem
(Hillier and Liberman)

The Windsor Glass Company is planning to launch two new products. Product 1 is an
8-foot glass door with aluminum framing and Product 2 a 4x6 foot double-hung
wood-framed window
Aluminum frames are made in Plant 1, wood frames are made in Plant 2, and Plant 3
produces the glass and assembles the products. Product 1 requires some of the
production capacity in Plants 1 and 3, but none in Plant 2. Product 2 needs only
Plants 2 and 3. The marketing division has concluded that the company could sell
as much of either product as could be processed by these plants. The management
of the company wants to determine what mixture of both products would be the most
profitable. The following table provides the information available.
Production time per batch, hours Production
Product time available
Plant 1 2 per week,
hours
1 1 0 4
2 0 2 12
3 3 2 18
Profit per batch $3,000 $5,000
 The Windsor Glass Company Problem
Formulation (Hillier and Liberman)
Formulation as a linear programming problem
Decision variables:
x1 = Number of batches of product 1 produced per week
x2 = Number of batches of product 2 produced per week
Objective function:
Maximize z = 3 X1 + 5X2 (in thousands of dollars)
Subject to:
x1  4 (Production Available in Plant 1)
2x2  12 (Production Available in Plant 2)
3x1+ 2x2  18 (Production Available in Plant 3)
x1, x2 0
 Reddy Mikks Problem (Taha)
 The Reddy Mikks company owns a small paint factory that produces both interior and
exterior house paints for wholesale distribution. Two basic raw materials, A and B, are used
to manufacture the paints.
 The maximum availability of A is 6 tons a day; that of B is 8 tons a day. The daily
requirements of the raw materials per ton of interior and exterior paints are summarized in
the following table.

Tons of Raw Material per Ton of Paint

Exterior Interior Maximum Availability (tons)
Raw Material A 1 2 6
 A market
Rawsurvey hasB established
Material 2 that the daily demand
1 for the interior paint
8 cannot exceed
that of exterior paint by more than 1 ton. The survey also showed that the maximum demand
for the interior paint is limited to 2 tons daily.
 The wholesale price per ton is $3000 for exterior paint and $2000 per interior paint. How
much interior and exterior paint should the company produce daily to maximize gross
income?
 Reddy Mikks Problem Formulation
Define:
XE = Tons of exterior paint to be produced
XI = Tons of interior paint to be produced

Thus, the LP formulation of the Reddy-Mikks Company is as follows:

Maximize z = 3XE + 2XI

Subject to:
XE + 2XI  6 (1) (availability of raw material A)
2XE + XI  8 (2) (availability of raw material B)
-XE + XI  1 (3) (Restriction in production)
XI  2 (4) (Demand Restriction)
XE , XI  0
 Graphical Solution of an LP Problem

 Used to solve LP problems with two (and sometimes

three) decision variables
 Consists of two phases
 Finding the values of the decision variables for which all
the constraints are met (feasible region of the solution
space)
 Determining the optimal solution from all the points in the
feasible region (from our knowledge of the nature of the
optimal solution)
 Finding the Feasible Region (2D)
 Steps
 Use the axis in a 2-dimensional graph to represent the values
that the decision variables can take
 For each constraint, replace the inequalities with equations and
graph the resulting straight line on the 2-dimensional graph
 For the inequality constraints, find the side (half-space) of the
graph meeting the original conditions (evaluate whether the
inequality is satisfied at the origin)
 Find the intersection of all feasible regions defined by all the
constraints. The resulting region is the (overall) feasible
region.
 Graphical Solution of the Ready
Mikks Problem
A solution is any
specification of values for
Constraint 2: 2XE + XI  8 the decision variables.
Constraint 3: -XE + XI  1 A feasible Solution is a
 I
solution for which all the
constraints are satisfied.
The feasible region is the
set of all feasible solutions.
4

Constraint 4: XI  2 Notice that the feasible

region is convex
3
2

Constraint 1: XE + 2XI  6
Feasible
1

Region

1 2 3 4 5 6 7  E
0 + 2(0)  6

 Finding the Optimal Solution
 Determine the slope of the objective function (an infinite set
of straight lines-isoclines)
 Select a convenient point in the feasible region
 Draw the corresponding straight line (a single isocline)
 Determine the direction of increase of the objective function
(we are maximizing)
 Select a second point in the feasible region and simply evaluate the
objective function at that point
 Follow the direction of increase until reaching the (corner)
point beyond which any increase of the objective function
would take you outside of the feasible region
 Graphical Solution of the Ready
Mikks Problem
Max z = 3XE + 2XI
 I Z= 9 Z = 12 An Optimal Solution is a
feasible solution that has
the most favorable value
of the objective function.
4

Z = 12.66 A Corner-point feasible

Point 2: (CPF) solution is a
XE =4/3, solution that lies at a
3

XI = 1 corner of the feasible

Point: XE =3.33, XI = 1.33 region.
Z=6
2

(How can we get this point?)

The optimal solution is a
corner point feasible
1

solution (why?)

1 2 3 4 5 6 7  E

Point 1: XE =2, XI = 0: Z = 6


 Team Exercise (five minutes)
 For the Ready Mikks problem, find all the corner-point feasible
solutions
 Suppose that another constraint is added to the problem : XE +
XI  1, and the problem is changed from maximization to
minimization. For this new problem, find the new optimal
solution
 Discuss and answer the following question: Is it possible to get
a non-convex feasible region from the addition of a linear
constraint?
 Solution

I
4
Z = 2: XE =0, XI = 1

Max: XE =3.33, XI = 1.33

3
2

Feasible
1

Region
New
Constraint:
1 2 3 4 5 6 7 E
XE + XI  1
 Assignment
 For next class, graphically solve the “Report
Strategy Problem”
 Definition of a convex set (region)
 A set is convex if all the points of a line
segment joining any two points in the set also
fall in the set.
 Examples of convex sets

 Examples non-convex sets