MANSCI: Introduction to Linear Programming SPECIAL CASES:
1. Alternative Optimal Solutions – more than one solution provides
the optimal value for the objective function; optimal objective
function line coincides with one of the binding constraint lines on
the boundary of the feasible region
2. Infeasibility – no solution to the linear programming problem
satisfies all the constraints, including the nonnegativity conditions;
no points satisfy all the constraints and the nonnegativity
conditions simultaneously
3. Unboundedness – also known as managerial utopia
a. Maximization: the value of the solution may be made
infinitely large without violating any of the constraints
b. Minimization: the solution is unbounded if the value
may be made infinitely small
Constraint 1: Combined production for A and B must be at least 350 gallons.
1A + 1B 350
(0,350)
(350,0)
Constraint 2: Major customer order for product A is 125 gallons.
1A 125
(125,0)
Constraint 3: Processing time available = 600 hours
A = 2 hours
B = 1 hour
2A + 1B 600
(0,600)
(300,0)
Production costs:
A = $2 per gallon
B = $3 per gallon
Mathematical Model:
Min 2A + 3B s.t.
1A + 1B 350
1A 125
2A + 1B 600
A, B 0
Steps of the graphical solution procedure for a minimization problem:
1. Prepare a graph of the feasible solutions for each of the constraints.
2. Determine the feasible region by identifying the solutions that satisfy all
the constraints simultaneously.
3. Draw an objective function line showing the values of the decision
variables that yield a specified value of the objective function.
4. Move parallel objective function lines toward larger objective function
values until further movement would take the line completely outside the
feasible region.
5. Any feasible solution on the objective function line with the largest
value is an optimal solution.
Using Constraint 1 and 3, we find the values of A and B.
A = 250
B = 100
(solution to be inserted later)
Standard Form: