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Lecture 8
X1
4
Geometry
of
LP
Constraints
Constraint:
x1
0
Inequality
constraint
x1
0
deNines
a
half
space
X2
X1 0
x1 = 0
X1
5
Geometry
of
LP
Constraints
Constraint:
x2
0
Inequality
constraint
x2
0
deNines
a
half
space
X2
X2 0
x2 = 0
X1
6
Geometry
of
LP
Constraints
Constraint:
2x1
+
x2
3
Inequality
constraint
2x1
+
x2
3
deNines
a
half
space
X2
2x2 +x2 = 3
(0, 3)
(1.5, 0) 2x1 + x2 3
X1
7
Geometry
of
LP
Constraints
Constraint:
x1
+
2x2
3
Inequality
constraint
x1
+
2x2
3
deNines
a
half
space
X2
x2 +2x2 = 3
(0, 1.5)
0
x1 + 2x2 3
(3, 0)
X1
8
Geometry
of
LP
Constraints
The
intersection
of
all
the
constraints
Feasible
Region
X2
X1
9
Geometry
of
LP
Constraints
Feasible
Region:
The
set
of
all
the
allowed
solutions;
a
region
(polygon)
bounded
by
the
constraints
Each
equality
constraint
deNines
a
line
Each
inequality
constraint
deNines
a
half-space
Extreme Points: Corner points on the boundary of the feasible region. E.g., (0, 0), (1.5, 0), (0, 1.5), and (1, 1) Infeasible problem: A problem with an empty feasible region Redundant constraint: Adding or removing the constraint does not affect the feasible region
X2
X1
10
Geometry
of
LP
Objective
Objective:
maximize
x1
+
x2
Isoquant:
A
line
on
which
all
points
have
the
same
objective
value;
all
points
are
equally
good
on
the
objective
function.
X2
x1 + x 2 = 0
X1
11
Geometry
of
LP
Objective
Isoquant:
x1
+
x2
=
1
X2
x1 + x 2 = 1 (0, 1)
(1, 0)
X1
12
Geometry
of
LP
Objective
Isoquant:
x1
+
x2
=
1.5
X2
x1 + x2 = 1.5
X1
13
Geometry
of
LP
Objective
Isoquant:
x1
+
x2
=
3
x1 + x 2 = 3
X2
X1
14
Optimal Solution:
(1, 1)
0 x1 + x 2 = 2
X1
15
Max 2x1 + x2
X2
X1
16
X2
Max x1 + x2
X1 - 2X2 2
(0, 1)
(2, 0)
X1
17
18
Active constraints are the ones that pass through the optimal solution. Inactive constraints are the ones that do not pass through the optimal solution. Why are binding constraints important?
Constraints
Optimal (1, 1)
Slack 0 0 1 1
X1 + 2X2 3 2X1 + X2 3 X1 0 X2 0
19
Geometry
of
LP
Summary
Decision
variables
Each
decision
variable
forms
a
dimension
n
decision
variables
deNine
an
n-dimensional
space
A
solution
is
a
point
in
the
space
Constraints
Each
equality
constraint
deNines
a
hyper-plane
(line
in
a
2-D
space)
Each
inequality
constraint
deNines
a
half-space
All
constraints
collectively
deNine
the
feasible
region
Objective
The
objective
function
deNines
isoquants
and
a
direction
in
the
space
To Ninding the optimal solution, push along the direction deNined by the objective until we reach the boundary of the feasible region At the optimal solution, some constraints are binding (or active) while others are not
20
Geometry
of
LP
BeneNits
A
inNinite
number
of
feasible
solutions
21