Linear programming
Linear Programming (LP)
The most useful optimization technique used for the solution of engineering problems.
The term ‘linear’ implies that the objective function and constraints are ‘linear’ functions of
‘nonnegative’ decision variables.
Thus, the conditions of LP problems (LPP) are
1. Objective function must be a linear function of decision variables
2. Constraints should be linear function of decision variables
3. All the decision variables must be non-negative
Example:
Standard form of LPP
Standard form of LPP must have following three characteristics:
1. Objective function should be of maximization type
2. All the constraints should of equality type
3. All the decision variables should be non-negative
Graphical Method
Graphical method to solve Linear Programming problem (LPP) helps to visualize the procedure
explicitly.
It also helps to understand the different terminologies associated with the solution of LPP.
These aspects will be discussed with the help of an example.
The basic principle remains the same for more than two decision variables also, even though
the visualization beyond two dimensional case is not easily possible.
Let us consider the same LPP (general form) discussed in previous class, stated here once again
for convenience.
OBJECTIVE FUNCTION
CONSTRAINT-1
CONSTRAINT-2
CONSTRAINT-3
CONSTRAINT-4&5
Plot of all constraints
Feasible region
Common region of all these constraints is
known as feasible region.
Feasible region implies that each and
every point in this region satisfies all the
constraints involved in the LPP.
Common region of all these constraints is
known as feasible region.
Feasible region implies that each and
every point in this region satisfies all the
constraints involved in the LPP.
Once the feasible region is identified, objective function (Z= 6x+5y ) is to be plotted on it.
As the (optimum) value of Z is not known, objective function is plotted by considering any
constant, k.
The straight line, 6x + 5y = k(constant), is known as Z line.
This line can be shifted in its perpendicular direction by changing the value of k.
Note that, position of Z line shown in Fig. 1d, showing the intercept, c, on the y axis is 3.
Plot of Z line and feasible region
Now it can be visually noticed that value of the objective function will be maximum when it
passes through the intersection of x+3y=11 and 4x+y=15(straight lines associated with the
second and third inequality constraints). This is known as optimal point
Thus the optimal point of the present problem is x*=3.091 and y*=2.636 . And the optimal
solution is 6x*+5y*= 31.727.
Visual representation of different cases
of solution of LPP
A linear programming problem may have
i) a unique, finite solution,
ii) an unbounded solution
iii) multiple (or infinite) number of optimal solutions,
iv) infeasible solution and
v) a unique feasible point.
In the context of graphical method it is easy to visually demonstrate the different situations
which may result in different types of solutions.
Unique, finite solution
The example demonstrated above is an example of LPP having a unique, finite solution.
In such cases, optimum value occurs at an extreme point or vertex of the feasible region.
Unbounded solution
If the feasible region is not bounded, it is possible
that the value of the objective function goes on
increasing without leaving the feasible region.
This is known as unbounded solution
Multiple (infinite) solutions
If the Z line is parallel to any side of
the feasible region all the points lying
on that side constitute optimal
solutions
Infeasible solution
Sometimes, the set of constraints does not
form a feasible region at all due to
inconsistency in the constraints.
In such situation the LPP is said to have
infeasible solution.
Unique feasible point
This situation arises when feasible
region consist of a single point.
This situation may occur only when
number of constraints is at least equal
to the number of decision variables.
In this case, there is no need for
optimization as there is only one
solution.
