Linear programming

1
 Introduction
• Many management decisions involve trying to make the
most effective use of an organization’s resources.
• Resources typically include machinery, labor, money, time,
warehouse space, or raw materials.
• Resources may be used to produce products (such as
machinery, furniture, food, or clothing) or services (such as
schedules for shipping and production, advertising policies,
or investment decisions).
• Linear programming (LP) is a widely used mathematical
technique designed to help managers in planning and
decision making relative to resource allocation.
• Despite the name, linear programming, and the more
general category of techniques called “mathematical
programming”, have very little to do with computer
programming.
• In the world of Operations Research, programming refers to
modeling and solving a problem mathematically.
• Computer programming has, however, played an important
role in the advancement and use of LP to solve real-life LP
problems 2
 Linear Programming Model
Most of the deterministic OR models can be formulated as
mathematical programs.

"Program," in this context, has to do with a “plan,” not a

computer program.

General form of Linear programming model

Maximize / Minimize z = f(x1, x2 ,…, xn)

Subject to gi(x1, x2 , …, xn)

{}



bi i =1,…,m

xj ≥ 0, j = 1,…,n

3
 Model Components

• xj are called decision variables. These are

things that you control and you want to

{}
determine its values

• gi(x1, x2 ,…, xn)  biare called structural

(or functional or technological) constraints

xj ≥ 0 are nonnegativity constraints

• f(x1, x2 ,…, xn) is the objective function

4
Example: Giapetto woodcarving Inc.,
• Giapetto Woodcarving, Inc., manufactures two types
of wooden toys: soldiers and trains. A soldier sells for
$27 and uses $10 worth of raw materials. Each
soldier that is manufactured increases Giapetto’s
variable labor and overhead cost by $14. A train sells
for $21 and uses $9 worth of raw materials. Each
train built increases Giapetto’s variable labor and
overhead cost by $10. The manufacture of wooden
soldiers and trains requires two types of skilled labor:
carpentry and finishing. A soldier requires 2 hours of
finishing labor and 1 hour of carpentry labor. A train
requires 1 hour of finishing and 1 hour of carpentry
labor. Each week, Giapetto can obtain all the needed
raw material but only 100 finishing hours and 80
carpentry hours. Demand for trains is unlimited, but
at most 40 soldiers are bought each week. Giapetto
wants to maximize weekly profit. Formulate a linear
programming model of Giapetto’s situation that can
be used to maximize Giapetto’s weekly profit 5
Solution: Giapetto woodcarving Inc.,
• Step 1: Model formulation
1. Decision variables: we begin by finding the
decision variables. In any LP, the decision
variables should completely describe the
decisions to be made. Clearly, Giapetto
must decide how many soldiers and trains
should be manufactured each week. With
this in mind, we define:
X1 = number of soldiers produced each
week
X2 = number of trains produced each
week
6
Solution: Giapetto woodcarving Inc.,
2. Objective function: in any LP, the decision
maker wants to maximize (usually revenue
or profit) or minimize (usually costs) some
function of the decision variables. The
function to be maximized or minimized is
called the objective function. For the
Giapetto problem, we will maximize the net
profit (weekly revenues – raw materials cost
– labor and overhead costs).
Weekly revenues and costs can be expressed
in terms of the decision variables, X1 and X2
as following:
7
Solution: Giapetto woodcarving Inc.,
• Weekly revenues = weekly revenues from
soldiers + weekly revenues from trains
= 27 X1 + 21 X2
Also,
Weekly raw materials costs = 10 X1 + 9 X2
Other weekly variable costs = 14 X1 + 10 X2
Therefore, the Giapetto wants to maximize:
(27 X1 + 21 X2) – (10 X1 + 9 X2) – (14 X1 + 10 X2)
= 3 X1 + 2 X 2
Hence, the objective function is:
Maximize Z = 3 X1 + 2 X2 8
Solution: Giapetto woodcarving Inc.,
3. Constraints: as X1 and X2 increase,
Giapetto’s objective function grows larger.
This means that if Giapetto were free to
choose any values of X1 and X2, the
company could make an arbitrarily large
profit by choosing X1 and X2 to be very
large. Unfortunately, the values of X1 and X2
are limited by the following three
restrictions (often called constraints):
Constraint 1: each week, no more than 100
hours of finishing time may be used.
Constraint 2: each week, no more than 80
hours of carpentry time may be used.
Constraint 3: because of limited demand, at
most 40 soldiers should be produced. 9
 Solution: Giapetto woodcarving
Inc.,
• The three constraints can be expressed in
terms of the decision variables X1 and X2 as
follows:
Constraint 1: 2 X1 + X2  100
Constraint 2: X1 + X2  80
Constraint 3: X1  40
Note:
The coefficients of the decision variables in the
constraints are called technological
coefficients. This is because its often reflect
the technology used to produce different
products. The number on the right-hand side
of each constraint is called Right-Hand Side
(RHS). The RHS often represents the quantity
10

of a resource that is available.

Solution: Giapetto woodcarving Inc.,
• Sign restrictions: to complete the formulation
of the LP problem, the following question
must be answered for each decision variable:
can the decision variable only assume
nonnegative values, or it is allowed to
assume both negative and positive values?
If a decision variable Xi can only assume a
nonnegative values, we add the sign
restriction (called nonnegativity constraints)
Xi  0.
If a variable Xi can assume both positive and
negative values (or zero), we say that Xi is
unrestricted in sign (urs).
In our example the two variables are restricted
in sign, i.e., X1  0 and X2  0
11
Solution: Giapetto woodcarving Inc.,
• Combining the nonnegativity
constraints with the objective function
and the structural constraints yield the
following optimization model (usually
called LP model):
Max Z = 3 X1 + 2 X2 (objective function)
subject to (st)
2 X1 + X2  100 (finishing constraint)
X1 + X2  80 (carpentry constraint)
X1  40 (soldier demand constraint)
X1  0 and X2  0 (nonnegativity constraint)
The optimal solution to this problem is :
12
X1 = 20, and X2 = 60, Z = 180
 What is Linear programming
problem (LP)?
• LP is an optimization problem for which we do the
following:
1. We attempt to maximize (or minimize) a linear
function of the decision variables. The function that
is to be maximized or minimized is called objective
function.
2. The values of 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
either that Xi must be nonnegative (Xi > 0) or that Xi
may be unrestricted in sign. 13
Linear Programming Assumptions

(i) proportionality
linearity
(ii) additivity

(iii) divisibility

(iv) certainty

14
 Explanation of LP Assumptions
(i) activity j’s contribution to objective function is
c j xj
and usage in constraint i is aijxj

both are proportional to the level of activity j

(volume discounts, set-up charges, and nonlinear

efficiencies are potential sources of violation)

(ii) “cross terms” such as x x may not

1 5
appear in the objective or constraints.

15
 Explanation of LP Assumptions
ii) Fractional values for decision variables are permitted

Data elements aij , cj , bi , uj are known with certainty

• Nonlinear or integer programming models should

be used when some subset of assumptions (i), (ii)
and (iii) are not satisfied.

• Stochastic models should be used when a problem

has significant uncertainties in the data that must
be explicitly taken into account [a relaxation of
assumption (iv)].

16
 Applications Of LP
1. Product mix problem
2. Diet problem
3. Blending problem
4. Media selection problem
5. Assignment problem
6. Transportation problem
7. Portfolio selection problem
8. Work-scheduling problem
9. Production scheduling problem
10. Inventory Problem
11. Multi period financial problem
12. Capital budgeting problem 17
 1. Product Mix Problem
Example
Formulate a linear programming model for this
problem, to determine how many containers of
each product to produce tomorrow in order to
maximize the profits. The company makes four
types of juice using orange, grapefruit, and
pineapple. The following table shows the price
and cost per quart of juice (one container of
juice) as well as the number of kilograms of fruits
required to produce one quart of juice.

Product Price/quart Cost/quart Fruit needed

Orange juice 3 1 1 Kg.
Grapefruit juice 2 0.5 2 Kg.
Pineapple juice 2.5 1.5 1.25 Kg.
All –in - one 4 2 0.25 Kg each
18
 Product Mix Problem
Example (cont.)
On hand there are 400 Kg of orange, 300 Kg.
of grapefruit, and 200 Kg. of pineapples.
The manager wants grapefruit juice to be
used for no more than 30 percent of the
number of containers produced. He wants the
ratio of the number of containers of orange
juice to the number of containers of
pineapples juice to be at least 7 to 5.
pineapples juice should not exceed one-third
of the total product.
19
 Product Mix Problem
Solution
Decision variables
X1 = # of containers of orange juice
X2 = # of containers of grapefruit juice
X3 = # of containers of pineapple juice
X4 = # of containers of All-in-one juice
Objective function
Max Z = 2 X1 + 1.5 X2 + 1 X3 + 2 X3
Constraints
X 1  0.25 X 4 400 Orange constraints
2 X 2  0.25 X 4 300 Grapefruit constraint
1.25 X 3  0.25 X 4 200 Pineapple constraints
X 2 0.3( X 1  X 2  X 3  X 4) Max. of grapefruit
X1 7

X3 5 Ratio of orange to pineapple
1 Max. of pineapple
X 2  ( X 1  X 2  X 3  X 4)
3
X 1, X 2, X 3, X 4 0 20

Non-negativity constraints
 2. Diet problem
Example
My diet requires that all the food I eat come from one
of the four “basic food groups” (chocolate cake, ice
cream, soda, and cheesecake). At present, the
following four foods are available for consumption:
brownies, chocolate ice cream, cola, and pineapple
cheesecake. Each brownie costs 50 cents, each
scoop of chocolate ice cream costs 20 cents, each
bottle of cola costs 30 cents, and each piece of
pineapple cheesecake costs 80 cents. Each day, I
must ingest at least 500 calories, 6 oz of chocolate,
10 oz of sugar, and 8 oz of fat. The nutritional
content per unit of each food is shown in the
following table. Formulate a linear programming
model that can be used to satisfy my daily
nutritional requirements at minimum costs. 21
 Diet problem
Calories Chocolat Sugar Fat
e
Brownie 400 3 ounce 2 ounce 2 ounce

Chocolate ice cream 200 2 2 4

(1 scoop)
Cola (1 bottle) 150 0 4 1

Pineapple cheesecake 500 0 4 5

(1piece)

22
 Diet problem
Solution
• Decision variables: as always, we begin by
determining the decisions that must be made
by the decision maker: how much of each
food type should be eaten daily. Thus, we
define the decision variables:
X1 = number of brownies eaten daily
X2 = number of scoops of chocolate ice cream
eaten daily
X3 = number of bottles of cola drunk daily
X4 = number of pieces of pineapple cheesecake
eaten daily
23
 Diet problem
• Objective function: my objective
function is to minimize the cost of my
diet. The total cost of my diet may be
the determined from the following
relation:
Total cost of diet = (cost of brownies) +
(cost of ice cream) + (cost of cola) +
(cost of cheesecake)
Thus, the objective function is:
Min Z = 50 X1 + 20 X2 + 30 X3 + 80 X4
24
 Diet problem
• Constraints: the decision variables must satisfy the
following four constraints:
Constraint 1: daily calorie intake must be at least 500
calories.
Constraint 2: daily chocolate intake must be at least 6 oz.
Constraint 3: daily sugar intake must be at least 10 oz.
Constraint 4: daily fat intake must be at least 8 oz.
To express constraint 1 in terms of the decision variables,
note that (daily calorie intake) = (calorie in brownies)
+ (calories in chocolate ice cream) + (calories in cola)
+ (calories in pineapple cheesecake)
Therefore,
the daily calorie intake = 400 X1 + 200 X2 + 150 X3 +
500 X4 must be greater than 500 ounces
By the same way the other three constraints can be
formulated.
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 Diet problem
The four constraints are:
400 X1 + 200 X2 + 150 X3 + 500 X4 
500
3 X1 + 2 X 2  6
2 X1 + 2 X2 + 4 X3 + 4 X4  10
2 X1 + 4 X 2 + X 3 + 5 X 4  8
Nonnegativity constraints: it is clear that
all decision variables are restricted in
sign, i.e., Xi  0, for all i = 1, 2, 3, and
4 26
 Diet problem
• Combining the objective function,
constraints, and nonnegativity constraints,
the LP model is as follows:
Min Z = 50 X1 + 20 X2 + 30 X3 + 80 X4
st.
400 X1 + 200 X2 + 150 X3 + 500 X4  500
3 X1 + 2 X2  6
2 X1 + 2 X2 + 4 X3 + 4 X4  10
2 X1 + 4 X2 + X3 + 5 X4  8
Xi  0, for all i = 1, 2, 3, and 4
The optimal solution to this LP is X1 = X4 = 0,
X2 = 1, and Z = 90 cents
27
 3. Blending problem
Example
The Low Knock Oil company produces two grades of cut rate gasoline
for industrial distribution. The grades, regular and economy, are
produced by refining a blend of two types of crude oil, type X100
and type X220. each crude oil differs not only in cost per barrel,
but in composition as well. The accompanying table indicates the
percentage of crucial ingredients found in each of the crude oils
and the cost per barrel for each. Weekly demand for regular grade
of Low Knock gasoline is at least 25000 barrels, while demand for
the economy is at least 32000 barrels per week. At least 45% of
each barrel of regular must be ingredient A. At most 50% of each
barrel of economy should contain ingredient B. the Low Knock
management must decide how many barrels of each type of crude
oil to buy each week for blending to satisfy demand at minimum
cost .

Crude oil Ingredient Ingredient Cost/barrel

type A% B% ($)
X100 35 55 30
X220 60 25 34.8 28
Solution
Blending problem
Let
X1 = # of barrels of crude X100 blend to produce the refined regular
X2 = # of barrels of crude X100 blended to produce the refined
economy
X3 = # of barrels of crude X220 blend to produce the refined regular
X4 = # of barrels of crude X220 blended to produce the refined
economy

Min Z = 30 X1 + 30 X2 + 34.8 X3 + 34.8 X4

St.
X1 + X3  25000
X2 + X4  32000
-0.10 X1 + 0.15 X3  0
0.05 X2 – 0.25 X4  0
Xi  0, i = 1, 2, 3, 4
The optimal solution is: X1 = 15000, X2 = 26666.6, X3 = 10000,
29
 4. Media selection problem
Example
A company has budgeted up to $8000 per week
for local advertisement. The money is to be
allocated among four promotional media: TV
spots, newspaper ads, and two types of radio
advertisements. The company goal is to
reach the largest possible high-potential
audience through the various media. The
following table presents the number of
potential customers reached by making use
of advertisement in each of the four media. It
also provides the cost per advertisement
placed and the maximum number of ads than
can be purchased per week. 30
 Media Selection
Medium Audience Cost per Maximum
Reached per ad ads per
ad week
TV spot (1 minute) 5000 800 12

Daily newspaper 8500 925 5

(full-page ad)
Radio spot 2400 290 25
(30 second, prime time)
Radio spot 2800 380 20
(1 minute, afternoon)
The company arrangements require that at least five radio spots
be placed each week. To ensure a board-scoped promotional
campaign, management also insists that no more than $1800 be
spent on radio advertising every week. 31
 Media selection
Solution
Let
X1 = number of 1-miute TV spots taken Each week
X2 = number of full-page daily newspaper ads taken each week.
X3 = number of 30-second prime-time radio spots taken each week.
X4 = number of 1-minute afternoon radio spots taken each week.

Max Z = 5000 X1 + 8500 X2 + 2400 X3 + 2800 X4

st
X1  12 (maximum TV spots/week)
X2  5 (maximum newspaper ads/week)
X3  25 (maximum 30-second radio spots/week)
X4  20 (maximum 1-minute radio spots/week)
800 X1 + 925 X2 + 290 X3 + 380 X4  8000 (weekly budget)
X3 + X4  5 (minimum radio spots contracted)
290 X3 + 380 X4  1800 (maximum dollars spent on radio)
X1, X2, X3, X4  0

The optimal solution is: X1 = 1.97, X2 = 5, X3 =6.2, and X4 = 0, Z =32

67240
 5. Assignment problem
Example
A law firm maintains a large staff of young attorneys
who hold the title of junior partner. The firm
concerned with the effective utilization of this
personnel resources, seeks some objective means
of making lawyer-to-client assignments. On march
1, four new clients seeking legal assistance came to
the firm. While the current staff is overloads and
identifies four junior partners who, although busy,
could possibly be assigned to the cases. Each
young lawyer can handle at most one new client.
Furthermore each lawyer differs in skills and
specialty interests.
Seeking to maximize the overall effectiveness of the
new client assignment, the firm draws up the
following table, in which he rates the estimated
effectiveness (of a scale of 1 to 9) of each lawyer on
each new case. 33
 Assignment problem
Client case

Lawyer Divorce Corporate embezzlement exhibitionism

merger

Adam 6 2 8 5

Brook 9 3 5 8

Carter 4 8 3 4

Darwin 6 7 6 4

34
 Assignment problem
Solution
Decision variables:
1 if attorney i is assigned to case j
Let Xij =
0 otherwise
Where : i = 1, 2, 3, 4 stands for Adam, Brook,
Carter, and Darwin respectively
j = 1, 2, 3, 4 stands for divorce,
merger, embezzlement, and exhibitionism
respectively.
The LP formulation will be as follows:
35
 Assignment problem
Max Z = 6 X11 + 2 X12 + 8 X13 + 5 X14 + 9 X21 + 3 X22 +
5 X23 + 8 X24 + 4 X31 + 8 X32 + 3 X33 + 4 X34 +
6 X41 +7 X42 + 6 X43 + 4 X44
St.
X11 + X21 + X31 + X41 = 1 (divorce case)
X12 + X22 + X32 + X42 = 1 (merger)
X13 + X23 + X33 + X43 = 1 (embezzlement)
X14 + X24 + X34 + X44 = 1 (exhibitionism)

X11 + X12 + X13 + X14 = 1 (Adam)

X21 + X22 + X23 + X24 = 1 (Brook)
X31 + X32 + X33 + X34 = 1 (Carter)
X41+ X42 + X43 + X44 = 1 (Darwin)
The optimal solution is: X13 = X24 = X32 = X41 = 1. All other variables are equal to zero.

36
 6. Transportation problem
Example
The Top Speed Bicycle Co. manufactures and markets
a line of 10-speed bicycles nationwide. The firm has
final assembly plants in two cities in which labor
costs are low, New Orleans and Omaha. Its three
major warehouses are located near the larger
market areas of New York, Chicago, and Los
Angeles.
The sales requirements for next year at the New York
warehouse are 10000 bicycles, at the Chicago
warehouse 8000 bicycles, and at the Los Angeles
warehouse 15000 bicycles. The factory capacity at
each location is limited. New Orleans can assemble
and ship 20000 bicycles; the Omaha plant can
produce 15000 bicycles per year. The cost of
shipping one bicycle from each factory to each 37
warehouse differs, and these unit shipping costs are:
 Transportation problem

New Chicago Los

York Angele
s
New Orleans $2 3 5
Omaha 3 1 4

The company wishes to develop a shipping

schedule that will minimize its total annual
transportation cost
38
 Transportation problem
Solution
To formulate this problem using LP, we again employ the
concept of double subscribed variables. We let the first
subscript represent the origin (factory) and the second
subscript the destination (warehouse). Thus, in general,
Xij refers to the number of bicycles shipped from origin i
to destination j. Therefore, we have six decision
variables as follows:

X11 = # of bicycles shipped from New Orleans to New York

X12 = # of bicycles shipped from New Orleans to Chicago
X13 = # of bicycles shipped from New Orleans to Los Angeles
X21 = # of bicycles shipped from Omaha to New York
X22 = # of bicycles shipped from Omaha to Chicago
X23 = # of bicycles shipped from Omaha to Los Angeles 39
 Transportation problem
Min Z = 2 X11 + 3 X12 + 5 X13 + 3 X21 + X22 + 4
X23

St
X11 + X21 = 10000 (New York demand)

X12 + X22 = 8000 (Chicago demand)

X13 + X23 = 15000 (Los Angeles demand)

X11 + X12 + X13  20000 (New Orleans Supply

X21 + X22 + X23  15000 (Omaha Supply)

Xij  0 for i = 1, 2 and j = 1, 2, 3

40
The optimal solution is: X11 = 10000, X12 = 0, X13 = 8000, X21 =
 7. Portfolio selection
Example
The International City Trust (ICT) invests in
short-term trade credits, corporate bonds,
gold stocks, and construction loans. To
encourage a diversified portfolio, the board
of directors has placed limits on the amount
that can be committed to any one type of
investment. The ICT has $5 million available
for immediate investment and wishes to do
two things: (1) maximize the interest earned
on the investments made over the next six
months, and (2) satisfy the diversification
requirements as set by the board of directors.
The specifics of the investment possibilities
41

are:
 Portfolio selection
Investment Interest Maximum
earned investment
% ($ Million)
Trade credit 7 1
Corporate bonds 11 2.5
Gold stocks 19 1.5
Construction loans 15 1.8

In addition, the board specifies that at least

55% of the funds invested must be in gold
stocks and construction loans, and that no less
than 15% be invested in trade credit. 42
 Portfolio selection
Solution
To formulate ICT’s investment problem
as a linear programming model, we
assume the following decision
variables:
X1 = dollars invested in trade credit
X2 = dollars invested in corporate bonds
X3 = dollars invested in gold stocks
X4 = dollars invested in construction
loans 43
 Portfolio selection
Max Z = 0.07 X1 + 0.11 X2 + 0.19 X3 + 0.15 X4
St.
X1  1
X2  2.5
X3  1.5
X4  1.8
X3 + X4  0.55(X1 + X2 + X3 + X4)
X1  0.15(X1 + X2 + X3 + X4)
X1 + X2 + X3 + X4  5
Xi  0 , i = 1, 2, 3, 4

The optimal is: X1 = 75,000, X2 = 950,000, X3 =

1,500,000, and X4 = 1,800,000, and total interest
Z = 712,000 44
 8. Work Scheduling Problem
Example
Microsoft has a 24-hour-a-day, 7-days-a-week toll
free hotline that is being set up to answer
questions regarding a new product. The following
table summarizes the number of full-time
equivalent employees (FTEs) that must be on duty
in each time block.

Shift Time FTEs

1 0-4 15
2 4-8 10
3 8-12 40
4 12-16 70
5 16-20 40
6 20-0 35 45
 Work Scheduling problem
• Microsoft may hire both full-time and part-time
employees. The former work 8-hour shifts and the
latter work 4-hour shifts; their respective hourly
wages are $15.20 and $12.95. Employees may start
work only at the beginning of one of 6 shifts.

• At least two-thirds of the employees working at any

one time must be full-time employees.

• Part-time employees can only answer 5 calls in the

time a full-time employee can answer 6 calls. (i.e.,
a part-time employee is only 5/6 of a full-time
employee.)

Formulate an LP to determine how to 46

staff the hotline at minimum cost.

Decision Variables
xt = # of full-time employees that begin work in shift t
yt = # of part-time employees that work shift t

(8  15.20) (4  12.95)
Min 121.6 (x1 + ••• + x6) +51.8 (y1 + • • • + y6)
5
s.t. x6 + x1 + 6 y1  15
5
x1 + x2 + 6
y2  10
5
All shifts
x2 + x3 + 6
y3  40 must be
5 covered
x3 + x4 + 6
y4  70
5
x4 + x5 + 6
y5  40
5
x5 + x6 + 6
y6  35
xt, yt  0
PT employee is 5/6 FT employee
47
 Terminology for solution of LP
• A feasible solution is a solution for which all
the constraints are satisfied.
• A corner point feasible solution (CPF) is a
feasible solution that lies at a corner point.
• An infeasible solution is a solution for which
at least one constraint is violated.
• The feasible region is the collection of all
feasible solution.
• An Optimal solution is a feasible solution that
has the most favorable value of the objective
function. (it is always one of the CPF solution
• The most favorable value is the largest
(smallest) value if the objective function is to
be maximized (minimized).
48
 Graphical solution

A Graphical Solution Procedure (LPs with 2 decision variables

can be solved/viewed this way.)

1. Plot each constraint as an equation and then decide which

side of the line is feasible (if it’s an inequality).
2. Find the feasible region.
3.find the coordinates of the corner (extreme) points of the feasible
region.

4. Substitute the corner point coordinates in the objective

function
5. Choose the optimal solution

49
Example 1: A Minimization Problem

• LP Formulation

Min z = 5x1 + 2x2

s.t. 2x1 + 5x2 > 1

4x1 - x2 > 12
x1 + x2 > 4

x1, x2 > 0
50
 Example 1: 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. 51
 Example 1: Graphical Solution
• Constraints Graphed

x22 Feasible Region

4x11 - x22 > 12

5
4
x11 + x22 > 4

3
2x11 + 5x22 > 10
2
(16/5,4/5)
1 (10/3, 2/3)
x11
11 22 33 44 55 66
(5,0) 52
 Example 1: Graphical Solution
• Solve for the Extreme Point at the Intersection of the second and third
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 extreme point at the intersection of the first and third constraints
2x1 + 5x2 =10
x1 + x2= 4
Multiply the second equation by -2 and add to the first equation, gives
3x2 = 2 or x2 = 2/3
Substituting this in the second equation gives x1 = 10/3

Point Z
(16/5, 4/5) 88/5
(10/3, 2/3) 18
(5, 0) 25 53
Example 2: A Maximization Problem

Max z = 5x1 + 7x2

s.t. x1 < 6
2x1 + 3x2 < 19
x1 + x2 < 8
x1, x2 > 0
54
 Example 2: A Maximization
Problem
• Constraint #1 Graphed
x2
8

6
x1 < 6
5

1 (6, 0)

1 2 3 4 5 6 7 8 9 10
x1
55
 Example 2: A Maximization
Problem
• Constraint #2 Graphed
x2

8 (0, 6 1/3)
7

6 2x1 + 3x2 < 19

5

4
3

2
(9 1/2, 0)
1

1 2 3 4 5 6 7 8 9 10
x1
56
 Example 2: A Maximization
Problem
• Constraint #3 Graphed
x2
(0, 8)
8

6
x1 + x2 < 8
5

1 (8, 0)

1 2 3 4 5 6 7 8 9 10
x1
57
Example 2: A Maximization Problem
• Combined-Constraint Graph
x2
8
x1 + x2 < 8
7

6
x1 < 6
5

2
2x1 + 3x2 < 19
1

1 2 3 4 5 6 7 8 9 10
x1
58
Example 2: A Maximization Problem
• Feasible Solution Region
x2
8

2 Feasible
1
Region

1 2 3 4 5 6 7 8 9 10
x1
59
 Example 2: A Maximization Problem
• The Five Extreme Points

7
5
(0, 19/3) 6

4 (5, 3)
3
4

2 Feasible 3 (6, 2)
1
Region
1 2
(0, 0) x1
1 2 3 4 5 6 7 8 9 10

(6, 0) 60
 Example 2: A Maximization Problem
• Having identified the feasible region for the
problem, we now search for the optimal
solution, which will be the point in the
feasible region with the largest (in case of
maximization or the smallest (in case of
minimization) of the objective function.
• To find this optimal solution, we need to
evaluate the objective function at each one
of the corner points of the feasible region.

61
Example 2: A Maximization Problem
• Optimal Solution
Point Z
x2
(0,0) 0
8
(6,0) 30
7
(6,2) 44
6
Optimal Solution (5,3) 46
5
(0,19/3) 44.33
4

1 2 3 4 5 6 7 8 9 10
x1
62
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.

63
 Feasible Region
• The feasible region for a two-variable linear
programming problem can be nonexistent, a single
point, a line, a polygon, or an unbounded area.
• Any linear program falls in one of three categories:
– is infeasible
– has a unique optimal solution or alternate 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.
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 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.
• Infeasibility
A linear program which is overconstrained so
that no point satisfies all the constraints is said
to be infeasible.
• Unbounded
For a max (min) problem, an unbounded LP occurs
in it is possible to find points in the feasible
region with arbitrarily large (small) Z
65
 Example with Multiple Optimal
Solutions
x2
z1 z2 z3
Maximize z = 3x1 – x2
4

3 subject to 15x1 – 5x2 30

2
10x1 + 30x2 120
1
x1 0, x2 0
0
0 1 2 3 4 x1

66
 Example: Infeasible Problem
• Solve graphically for the optimal solution:

Max z = 2x1 + 6x2

s.t. 4x1 + 3x2 < 12

2x1 + x2 > 8
x 1 , x2 > 0

67
 Example: Infeasible Problem
• There are no points that satisfy both
constraints, hence this problem has no
feasible region, and no optimal solution.
x2

8 2x1 + x2 > 8

4x1 + 3x2 < 12

4

x1
3 4 68
 Example: Unbounded Problem
• Solve graphically for the optimal solution:

Max z = 3x1 + 4x2

s.t. x 1 + x2 > 5
3x1 + x2 > 8

x1 , x 2 > 0

69
 Example: Unbounded
Problem
• The feasible region is unbounded and the objective
function line can be moved parallel to itself without
bound so that z can be increased infinitely.

x2

3x1 + x2 > 8
8

5
x1 + x2 > 5

x1
2.67 5 70
Solve the following LP graphically
max 45 x1 + 60 x2 Objective Function
s.t. 10 x1 + 20 x2  1800 A Structural
28 x1 + 12 x2  1440 B constraints
6 x1 + 15 x2  2040 C
15 x1 0 x2 
+ 10 2400 D
x1  40 E
x2  100 F
x1 ≥ 0, x2 ≥ 0 nonnegativity

Where x1 is the quantity produced

Are the LP
from product Q, and x2 is the
assumptions
quantity of product P valid for this problem?

71
 The graphical solution
P
Assignment:
240 Max Q Complete the
E problem to find the
200
D optimal solution
160

120 Max P
F
80 A
(
40 1
B C
)
0
0 40 80 120 160 200 240 280 320 360 Q
72
 Possible Outcomes of an LP

1. Infeasible – feasible region is empty; e.g., if the

constraints include
x1+ x2  6 and x1+ x2 
7
2. Unbounded - Max 15x1+ 7x2 (no finite optimal
s.t. x1 + x2  1 solution)
x1, x2  0

3. Multiple optimal solutions - max 3x1 + 3x2

s.t. x1+ x2  1
x1, x2  0

4. Unique Optimal Solution

Note: multiple optimal solutions occur in many practical (real-world) LPs.

73