Lecture 3 Linear Programming Models (2D case): Graphical Solution

August 31, 2009

Lecture 3

Outline
:
Lecture 2 review: LP Formulation Lecture 3: Graphical Solution (2D case)

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Lecture 2 Overview: Reddy Mikks Model Example

A company makes two types of paint: exterior and interior. A prot (per ton) $5000 and $4000 for exterior and interior paint, respectively To produce the paint, two raw materials have to be used, as follows: Material M1: 6 tons per ton of exterior paint and 4 tons per ton of interior paint Material M2: 1 ton per ton of exterior paint and 2 tons per ton of interior paint The daily availability of the raw materials M1 and M2 is limited to 24 and 6 tons, respectively Problem: The company wants to determine the best production plan (the plan that maximizes the daily prot)
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Lecture 2 Overview: Reddy Mikks LP formulation

Decision variables: x1, x2 amount of exterior/interior paint produced daily (tons) Objective: maximize prot 5x1 + 4x2 (in thousand of dollars) Constraints: 6x1 + 4x2 24, x1 + 2x2 6 - raw material M1/M2 resources
LP Formulation: maximize subject to

z = 5x1 + 4x2 6x1 + 4x2 24 x1 + 2x2 6 x1, x2 0 nonnegativity constraints

How do we recognize an LP?

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Recognizing LP from Formulation

The objective is a linear function: z = a1x1 + + anxn, ai are given scalars (specic data). Each constraint is a linear (ane) inequality or equality: c 1 x1 + + c n xn b c 1 x1 + + c n xn b c 1 x1 + + c n xn = b

where all ci and b are given scalars (specic data).

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Examples

minimize z = 4x2 + 5x2 1 subject to x1 + x2 2 2x1 x2 0

minimize z = 4x1 + 5x2 subject to x1x2 2 2x1 x2 0

minimize z = 4x1 + 5x2 subject to 3x1 + 2x2 2 2x1 x2 0 x1 and x2 are integers, i.e., x1, x2 {0, 1, 2, }

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Graphical Solution
1. 2. 3. Draw the constraints. Draw the isocost lines of the objective Determine optimal point(s) going in the direction of the gradient of the objective if maximizing (negative gradient if minimizing)

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Reddy Mikks: Graphical Solution

maximize z = 5x1 + 4x2 subject to 6x1 + 4x2 24 x1 + 2x2 6 x1 , x 2 0

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Reddy Mikks: Constraint set

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The constraint set is a polyhedral set (intersection of nitely many half-spaces) The intersection of any of two lines (corresponding to two dierent constraints) denes a corner or a vertex In our example, the vertices are A = (0, 0), B = (0, 3), C = (3, 1.5), D = (4, 0), (0, 6), and (6, 0) Some vertices are feasible for the problem, and some are not. In our example, A, B, C, and D are feasible (belong to the constraint set), while (0, 6), and (6, 0) are not feasible (lie outside of the constraint set)

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Reddy Mikks: Objective & Optimal Solution Objective z = 5x1 + 4x2 to be maximized

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Lecture 3

We can solve graphically problems with 2 decision variables In general, when the number of decision variables is larger than 2, we can use simplex method. The vertices play important role in this case Please check the course web for Homework 1. It is posted, and it is due next Friday, Sep. 4 Also, all GE students, please check the announcement for the enrollment in GE397 to get the correct course credit.

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