Chapter 2: Introduction to Linear Programming

 Linear Programming Problem

 Problem Formulation
 A Simple Maximization Problem
 Graphical Solution Procedure
 Extreme Points and the Optimal Solution
 Computer Solutions
 A Simple Minimization Problem
 Special Cases
 Linear Programming

 Linear programming has nothing to do with computer

programming.
 The use of the word “programming” here means
“choosing a course of action.”
 Linear programming involves choosing a course of
action when the mathematical model of the problem
contains only linear functions.
 Linear Programming (LP) Problem

 The maximization or minimization of some quantity is

the objective in all linear programming problems.
 All LP problems have constraints that limit the degree
to which the objective can be pursued.
 A feasible solution satisfies all the problem's
constraints.
 An optimal solution is a feasible solution that results in
the largest possible objective function value when
maximizing (or smallest when minimizing).
 A graphical solution method can be used to solve a
linear program with two variables.
 Linear Programming (LP) Problem

 If both the objective function and the constraints are

linear, the problem is referred to as a linear
programming problem.
 Linear functions are functions in which each variable
appears in a separate term raised to the first power
and is multiplied by a constant (which could be 0).
 Linear constraints are linear functions that are
restricted to be "less than or equal to", "equal to", or
"greater than or equal to" a constant.
 Linear Programming: An Overview

n Objec&ves  of  business  decisions  frequently  involve    

n maximizing  profit  or  minimizing  costs.    
n Linear  programming  uses  linear  algebraic  rela3onships  to  
represent  a  firm’s  decisions,  given  a  business  objec3ve,  and  
resource  constraints.  
n Steps  in  applica&on:  
1. Iden&fy  problem  as  solvable  by  linear  programming.  
2. Formulate  a  mathema&cal  model  of  the  unstructured  
problem.  
3. Solve  the  model.  
4. Implementa&on  
 Problem Formulation

 Problem formulation or modeling is the process of

translating a verbal statement of a problem into a
mathematical statement.
 Formulating models is an art that can only be
mastered with practice and experience.
 Every LP problems has some unique features, but
most problems also have common features.
 General guidelines for LP model formulation are
illustrated on the slides that follow.
 Guidelines for Model Formulation

 Understand the problem thoroughly.

 Describe the objective.
 Describe each constraint.
 Define the decision variables.
 Write the objective in terms of the decision variables.
 Write the constraints in terms of the decision
variables.
 Model Components

 Decision variables - mathematical symbols

representing levels of activity of a firm.
 Objective function - a linear mathematical
relationship describing an objective of the firm, in
terms of decision variables - this function is to be
maximized or minimized.
 Constraints – requirements or restrictions placed on
the firm by the operating environment, stated in linear
relationships of the decision variables.
 Parameters - numerical coefficients and constants
used in the objective function and constraints.
 Example 1: A Simple Maximization Problem

X1   X2  
#  of  Chairs   #  of  Desks   Availabilty  
Wood   2  sqf/unit   3  sqf/unit   19  sqf  
       
Profit   $5/unit   $7/unit  

You  cannot  sell  more  than  6  chairs.      

The  total  number  of  chairs  and  desk  that  you  can  sell  
cannot  exceed  8.    

How  many  chairs  and  desks  do  we  need  to  produce  
and  sell  in  order  to  Maximize  the  profit?  
       
 Example 1: A Simple Maximization Problem

 LP Formulation
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
4 feasible points
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: 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
 LP Model Formulation
A Maximization Example (1 of 3)
Resource  Requirements  

Labor   Clay   Profit  

Product  
(Hr./Unit)   (Lb./Unit)   ($/Unit)  

Bowl   1   4   40  
Mug   2   3   50  

 Product mix problem - Beaver Creek Pottery Company

 How many bowls and mugs should be produced to
maximize profits given labor and materials constraints of
4o hours of labor and 120 pounds of clay?
 Product resource requirements and unit profit:
 LP Model Formulation
A Maximization Example (2 of 3)

Resource 40 hrs of labor per day

Availability: 120 lbs of clay
Decision x1 = number of bowls to produce per day
Variables: x2 = number of mugs to produce per day
Objective Maximize Z = $40x1 + $50x2
Function: Where Z = profit per day
Resource 1x1 + 2x2 ≤ 40 hours of labor
Constraints: 4x1 + 3x2 ≤ 120 pounds of clay
Non-Negativity x1 ≥ 0; x2 ≥ 0
Constraints:
 LP Model Formulation
A Maximization Example (3 of 3)

Complete Linear Programming Model:

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 ≤ 40

4x1 + 3x2 ≤ 120
x1, x2 ≥ 0
 Feasible Solutions

A feasible solution does not violate any of the

constraints:

Example: x1 = 5 bowls
x2 = 10 mugs
Z = $40x1 + $50x2 = $700

Labor constraint check:1(5) + 2(10) = 25 ≤ 40 hours

Clay constraint check: 4(5) + 3(10) = 70 ≤ 120 pounds
 Infeasible Solutions

An infeasible solution violates at least one of the

constraints:

Example: x1 = 10 bowls
x2 = 20 mugs
Z = $40x1 + $50x2 = $1400

Labor constraint check:1(10) + 2(20) = 50 > 40 hours

 Graphical Solution of LP Models

 Graphical solution is limited to linear

programming models containing only two
decision variables (can be used with three
variables but only with great difficulty).

 Graphical methods provide visualization of

how a solution for a linear programming problem
is obtained.
 Coordinate Axes
Graphical Solution of Maximization Model (1 of 12)

X2 is mugs

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 ≤ 40
4x1 + 3x2 ≤ 120
x1, x2 ≥ 0

X1 is bowls
Coordinates for graphical analysis
 Labor Constraint
Graphical Solution of Maximization Model (2 of 12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 ≤ 40
4x1 + 3x2 ≤ 120
x1, x2 ≥ 0

Graph of labor constraint

 Labor Constraint Area
Graphical Solution of Maximization Model (3 of 12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 ≤ 40
4x1 + 3x2 ≤ 120
x1, x2 ≥ 0

Labor constraint area

 Clay Constraint Area
Graphical Solution of Maximization Model (4 of 12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 ≤ 40
4x1 + 3x2 ≤ 120
x1, x2 ≥ 0

The constraint area for clay

 Both Constraints
Graphical Solution of Maximization Model (5 of 12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 ≤ 40
4x1 + 3x2 ≤ 120
x1, x2 ≥ 0

Graph of both model constraints

 Feasible Solution Area
Graphical Solution of Maximization Model (6 of 12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 ≤ 40
4x1 + 3x2 ≤ 120
x1, x2 ≥ 0

The feasible solution area

 Objective Function Solution = $800
Graphical Solution of Maximization Model (7 of 12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 ≤ 40
4x1 + 3x2 ≤ 120
x1, x2 ≥ 0

Objective function line for Z = $800

 Alternative Objective Function Solution Lines
Graphical Solution of Maximization Model (8 of 12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 ≤ 40
4x1 + 3x2 ≤ 120
x1, x2 ≥ 0

Alternative objective
function lines for
profits Z of $800,
$1,200, and $1,600
 Optimal Solution
Graphical Solution of Maximization Model (9 of 12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 ≤ 40
4x1 + 3x2 ≤ 120
x1, x2 ≥ 0

Identification of optimal solution point

 Optimal Solution Coordinates
Graphical Solution of Maximization Model (10 of 12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 ≤ 40
4x1 + 3x2 ≤ 120
x1, x2 ≥ 0

Optimal solution coordinates

 Extreme (Corner) Point Solutions
Graphical Solution of Maximization Model (11 of 12)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 ≤ 40
4x1 + 3x2 ≤ 120
x1, x2 ≥ 0

Solutions at all corner points

 Optimal Solution for New Objective Function
Graphical Solution of Maximization Model (12 of 12)

Maximize Z = $70x1 + $20x2

subject to: 1x1 + 2x2 ≤ 40
4x1 + 3x2 ≤ 120
x1, x2 ≥ 0

Optimal solution with Z = 70x1 + 20x2

 Summary of the Graphical Solution Procedure
for Maximization Problems

 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.
 Move parallel objective function lines toward larger
objective function values without entirely leaving the
feasible region.
 Any feasible solution on the objective function line
with the largest value is an optimal solution.
 Slack Variables

n Standard form requires that all constraints be in the

form of equations (equalities).
n A slack variable is added to a ≤ constraint (weak
inequality) to convert it to an equation (=).
n A slack variable typically represents an unused
resource.
n A slack variable contributes nothing to the
objective function value.
 Linear Programming Model: Standard
Form

Max Z = 40x1 + 50x2 +0 s1 +0 s2

subject to:1x1 + 2x2 + s1 = 40
4x1 + 3x2 + s2 = 120
x1, x2, s1, s2 ≥ 0
Where:
x1 = number of bowls
x2 = number of mugs
s1, s2 are slack variables

Solutions at points A, B, and C with slack

 Slack and Surplus Variables

 A linear program in which all the variables are non-

negative and all the constraints are equalities is said
to be in standard form.
 Standard form is attained by adding slack variables to
"less than or equal to" constraints, and by subtracting
surplus variables from "greater than or equal to"
constraints.
 Slack and surplus variables represent the difference
between the left and right sides of the constraints.
 Slack and surplus variables have objective function
coefficients equal to 0.
 Slack Variables (for < constraints)

 Example 1 in Standard Form

Max 5x1 + 7x2 + 0s1 + 0s2 + 0s3

s.t. x1 + s1 = 6
2x1 + 3x2 + s2 = 19
x1 + x2 + s3 = 8

x1, x2 , s1 , s2 , s3 > 0

s1 , s2 , and s3
are slack variables
 Slack Variables

 Optimal Solution
x2 Third
Constraint: First
8 x1 + x2 = 8 Constraint:
x1 = 6
7
s3 = 0
6 s1 = 1
5
Second
4
Constraint:
3 2x1 + 3x2 = 19
Optimal
2 Solution s2 = 0
1 (x1 = 5, x2 = 3)
x1
1 2 3 4 5 6 7 8 9 10
 Extreme Points and the Optimal Solution

 The corners or vertices of the feasible region are

referred to as the extreme points.
 An optimal solution to an LP problem can be found at
an extreme point of the feasible region.
 When looking for the optimal solution, you do not
have to evaluate all feasible solution points.
 You have to consider only the extreme points of the
feasible region.
 Example 1: Extreme Points

x2

8
7
5 (0, 6 1/3)
6
5
4
4 (5, 3)
3 Feasible
2 Region 3 (6, 2)

1 1 (0, 0) 2 (6, 0)
x1
1 2 3 4 5 6 7 8 9 10
 Computer Solutions

 LP problems involving 1000s of variables and 1000s

of constraints are now routinely solved with computer
packages.
 Linear programming solvers are now part of many
spreadsheet packages, such as Microsoft Excel.
 Leading commercial packages include CPLEX,
LINGO, MOSEK, Xpress-MP, and Premium Solver for
Excel.
 Interpretation of Computer Output

 In this chapter we will discuss the following output:

• objective function value
• values of the decision variables
• reduced costs
• slack and surplus
 In the next chapter we will discuss how an optimal
solution is affected by a change in:
• a coefficient of the objective function
• the right-hand side value of a constraint
 Example 1: Spreadsheet Solution

 Partial Spreadsheet Showing Problem Data

A B C D
1 LHS Coefficients
2 Constraints X1 X2 RHS Values
3 #1 1 0 6
4 #2 2 3 19
5 #3 1 1 8
6 Obj.Func.Coeff. 5 7
 Example 1: Spreadsheet Solution

 Partial Spreadsheet Showing Solution

A B C D
8 Optimal Decision Variable Values
9 X1 X2
10 5.0 3.0
11
12 Maximized Objective Function 46.0
13
14 Constraints Amount Used RHS Limits
15 #1 5 <= 6
16 #2 19 <= 19
17 #3 8 <= 8
 Example 1: Spreadsheet Solution

 Interpretation of Computer Output

We see from the previous slide that:
Objective Function Value = 46
Decision Variable #1 (x1) = 5
Decision Variable #2 (x2) = 3
Slack in Constraint #1 = 6– 5=1
Slack in Constraint #2 = 19 – 19 = 0
Slack in Constraint #3 = 8– 8=0
 Reduced Cost

 The reduced cost for a decision variable whose value

is 0 in the optimal solution is:
the amount the variable's objective function
coefficient would have to improve (increase for
maximization problems, decrease for minimization
problems) before this variable could assume a
positive value.
 The reduced cost for a decision variable whose value
is > 0 in the optimal solution is 0.
 Example 1: Spreadsheet Solution

 Reduced Costs
Adjustable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$B$8 X1 5.000 0.000 5.000 2.000 0.333
$C$8 X2 3.000 0.000 7.000 0.500 2.000

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$B$13 #1 5.000 0.000 6.000 1E+30 1.000
$B$14 #2 19.000 2.000 19.000 5.000 1.000
$B$15 #3 8.000 1.000 8.000 0.333 1.667
 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.
 Example 2: Graphical Solution

 Graph the Constraints (continued)

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
 Summary of the Graphical Solution Procedure
for Minimization Problems

 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.
 Move parallel objective function lines toward smaller
objective function values without entirely leaving the
feasible region.
 Any feasible solution on the objective function line
with the smallest value is an optimal solution.
LP Model Formulation – Minimization (1 of 7)

n Two brands of fertilizer available

- Super-gro, Crop-quick.
n Field requires at least 16 pounds
of nitrogen and 24 pounds of
phosphate.
n Super-gro costs $6 per bag, Crop-
quick $3 per bag.
n Problem: How much of each
brand to purchase to minimize
Chemical Contribution
total cost of fertilizer given
following data ? Nitrogen Phosphate
Brand
(lb/bag) (lb/bag)
Super-gro 2 4
Crop-quick 4 3
 LP Model Formulation – Minimization (2 of 7)

Decision Variables:
x1 = bags of Super-gro
x2 = bags of Crop-quick

The Objective Function:

Minimize Z = $6x1 + 3x2
Where: $6x1 = cost of bags of Super-Gro
$3x2 = cost of bags of Crop-Quick

Model Constraints:
2x1 + 4x2 ≥ 16 lb (nitrogen constraint)
4x1 + 3x2 ≥ 24 lb (phosphate constraint)
x1, x2 ≥ 0 (non-negativity constraint)
 Constraint Graph – Minimization (3 of 7)

Minimize Z = $6x1 + $3x2

subject to: 2x1 + 4x2 ≥ 16
4x1 + 3x2 ≥ 24
x1, x2 ≥ 0

Constraint lines for fertilizer model

Feasible Region– Minimization (4 of 7)

Minimize Z = $6x1 + $3x2

subject to: 2x1 + 4x2 ≥ 16
4x1 + 3x2 ≥ 24
x1, x2 ≥ 0

Feasible solution area

 Optimal Solution Point – Minimization (5 of 7)

Minimize Z = $6x1 + $3x2

subject to: 2x1 + 4x2 ≥ 16
4x1 + 3x2 ≥ 24
x1, x2 ≥ 0

The optimal solution

of a minimization
problem is at the
extreme point closest
to the origin.

The optimal solution point

Surplus Variables – Minimization (6 of 7)

n A surplus variable is subtracted from a ≥

constraint to convert it to an equation (=).
n A surplus variable represents an excess above a
constraint requirement level.
n A surplus variable contributes nothing to the
calculated value of the objective function.
n Subtracting surplus variables in the farmer
problem constraints:
2x1 + 4x2 - s1 = 16 (nitrogen)
4x1 + 3x2 - s2 = 24 (phosphate)
 Graphical Solutions – Minimization (7 of 7)

Minimize Z = $6x1 + $3x2 + 0s1 + 0s2

subject to: 2x1 + 4x2 – s1 = 16
4x1 + 3x2 – s2 = 24
x1, x2, s1, s2 ≥ 0

Graph of the fertilizer example

 Surplus Variables

 Example 2 in Standard Form

Min 5x1 + 2x2 + 0s1 + 0s2 + 0s3

s.t. 2x1 + 5x2 - s1 = 10

4x1 - x2 - s2 = 12
x1 + x2 - s3 = 4

x1, x2, s1, s2, s3 > 0

s1 , s2 , and s3 are
surplus variables
 Example 2: Spreadsheet Solution

 Partial Spreadsheet Showing Solution

A B C D
9 Decision Variables
10 X1 X2
11 Dec.Var.Values 3.20 0.800
12
13 Minimized Objective Function 17.600
14
15 Constraints Amount Used Amount Avail.
16 #1 10.4 >= 10
17 #2 12 >= 12
18 #3 4 >= 4
 Example 2: Spreadsheet Solution

 Interpretation of Computer Output

We see from the previous slide that:

Objective Function Value = 17.6

Decision Variable #1 (x1) = 3.2
Decision Variable #2 (x2) = 0.8
Surplus in Constraint #1 = 10.4 - 10 = 0.4
Surplus in Constraint #2 = 12.0 - 12 = 0.0
Surplus in Constraint #3 = 4.0 - 4 = 0.0
 Feasible Region

 The feasible region for a two-variable LP problem can

be nonexistent, a single point, a line, a polygon, or an
unbounded area.
 Any linear program falls in one of four categories:
• is infeasible
• has a unique optimal solution
• has alternative optimal solutions
• has an objective function that can be increased
without bound
 A feasible region may be unbounded and yet there may
be optimal solutions. This is common in minimization
problems and is possible in maximization problems.
 Irregular Types of Linear Programming
Problems

For some linear programming models, the

general rules do not apply.

Special types of problems include those with:

§ Multiple optimal solutions
§ Infeasible solutions
§ Unbounded solutions
 Special Cases

 Alternative Optimal Solutions

In the graphical method, if the objective function line
is parallel to a boundary constraint in the direction of
optimization, there are alternate optimal solutions,
with all points on this line segment being optimal.
 Example: Alternative Optimal Solutions

 Consider the following LP problem.

Max 4x1 + 6x2

s.t. x1 < 6
2x1 + 3x2 < 18
x1 + x2 < 7

x1 > 0 and x2 > 0

 Example: Alternative Optimal Solutions

 Boundary constraint 2x1 + 3x2 < 18 and objective

function Max 4x1 + 6x2 are parallel. All points on
line segment A – B are optimal solutions.
x2 x +x < 7
1 2
7
6 Max 4x1 + 6x2
A
5
B x1 < 6
4
3 2x1 + 3x2 < 18
2
1
x1
1 2 3 4 5 6 7 8 9 10
 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
inadvertently 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
 Multiple Optimal Solutions Beaver Creek
Pottery

The objective function is

parallel to a constraint line.
Maximize Z=$40x1 + 30x2
subject to: 1x1 + 2x2 ≤ 40
4x1 + 3x2 ≤ 120
x1, x2 ≥ 0
Where:
x1 = number of bowls
x2 = number of mugs

Example with multiple optimal solutions

 An Infeasible Problem

Every possible solution

violates at least one
constraint:
Maximize Z = 5x1 + 3x2
subject to: 4x1 + 2x2 ≤ 8
x1 ≥ 4
x2 ≥ 6
x1, x2 ≥ 0

Graph of an infeasible problem

 An Unbounded Problem

Value of the objective

function increases indefinitely:
Maximize Z = 4x1 + 2x2
subject to: x1 ≥ 4
x2 ≤ 2
x1, x2 ≥ 0

Graph of an unbounded problem

Characteristics of Linear Programming
Problems
 A decision amongst alternative courses of action is
required.
 The decision is represented in the model by decision
variables.
 The problem encompasses a goal, expressed as an
objective function, that the decision maker wants to
achieve.
 Restrictions (represented by constraints) exist that
limit the extent of achievement of the objective.
 The objective and constraints must be definable by
linear mathematical functional relationships.
Properties of Linear Programming
Models
 Proportionality - The rate of change (slope) of the
objective function and constraint equations is
constant.
 Additivity - Terms in the objective function and
constraint equations must be additive.
 Divisibility - Decision variables can take on any
fractional value and are therefore continuous as
opposed to integer in nature.
 Certainty - Values of all the model parameters are
assumed to be known with certainty (non-
probabilistic).
 Problem Statement
Example Problem No. 1 (1 of 3)

■ Hot dog mixture in 1000-pound batches.

■ Two ingredients, chicken ($3/lb) and beef ($5/lb).
■ Recipe requirements:
at least 500 pounds of “chicken”
at least 200 pounds of “beef”
■ Ratio of chicken to beef must be at least 2 to 1.
■ Determine optimal mixture of ingredients that
will minimize costs.
 Solution
Example Problem No. 1 (2 of 3)
Step 1:
Identify decision variables.
x1 = lb of chicken in mixture
x2 = lb of beef in mixture
Step 2:
Formulate the objective function.
Minimize Z = $3x1 + $5x2
where Z = cost per 1,000-lb batch
$3x1 = cost of chicken
$5x2 = cost of beef
 Solution
Example Problem No. 1 (3 of 3)

Step 3:
Establish Model Constraints
x1 + x2 = 1,000 lb
x1 ≥ 500 lb of chicken
x2 ≥ 200 lb of beef
x1/x2 ≥ 2/1 or x1 - 2x2 ≥ 0
x1, x2 ≥ 0
The Model: Minimize Z = $3x1 + 5x2
subject to: x1 + x2 = 1,000 lb
x1 ≥ 50
x2 ≥ 200
x1 - 2x2 ≥ 0
x1,x2 ≥ 0
Example Problem No. 2 (1 of 3)

Solve the following model

graphically:
Maximize Z = 4x1 + 5x2
subject to: x1 + 2x2 ≤ 10
6x1 + 6x2 ≤ 36
x1 ≤ 4
x1, x2 ≥ 0

Step 1: Plot the constraints

as equations

Constraint equations
Example Problem No. 2 (2 of 3)

Maximize Z = 4x1 + 5x2

subject to: x1 + 2x2 ≤ 10
6x1 + 6x2 ≤ 36
x1 ≤ 4
x1, x2 ≥ 0
Step 2: Determine the
feasible solution space

Feasible solution space and extreme points

 Example Problem No. 2 (3 of 3)

Maximize Z = 4x1 + 5x2

subject to: x1 + 2x2 ≤ 10
6x1 + 6x2 ≤ 36
x1 ≤ 4
x1, x2 ≥ 0
Step 3 and 4: Determine the
solution points and optimal
solution

Optimal solution point

End of Chapter 2