Lecture 02 - Graphical&SimplexIntro
Lecture 02 - Graphical&SimplexIntro
&
Solution by Graphical and Algebraic Methods
I Both Constraints and Objective Function(s) are Linear in nature i.e. no higher
order of decision variables
I Both decision variables and constraint-objective functions are deterministic in
nature
I Decision variables can be of continuous, discrete or mixed types
I Search space is Convex in nature
Assumptions of Linear Programming Problems (LPPs)
I Linearity:
Assumptions of Linear Programming Problems (LPPs)
I Linearity:
I Objective Function(s) and Constraint(s) both are linear
I Contribution of different decision variables will be additive or subtractive in nature - No
interaction term
I Suppose Z = 3x1 + 4x2 , e.g. x1 = 2, x2 = 2 =⇒ Z = 14, x1 = 3, x2 = 2 =⇒ Z = 17 and
so on
Assumptions of Linear Programming Problems (LPPs)
I Linearity:
I Objective Function(s) and Constraint(s) both are linear
I Contribution of different decision variables will be additive or subtractive in nature - No
interaction term
I Suppose Z = 3x1 + 4x2 , e.g. x1 = 2, x2 = 2 =⇒ Z = 14, x1 = 3, x2 = 2 =⇒ Z = 17 and
so on
I Proportionaility:
Assumptions of Linear Programming Problems (LPPs)
I Linearity:
I Objective Function(s) and Constraint(s) both are linear
I Contribution of different decision variables will be additive or subtractive in nature - No
interaction term
I Suppose Z = 3x1 + 4x2 , e.g. x1 = 2, x2 = 2 =⇒ Z = 14, x1 = 3, x2 = 2 =⇒ Z = 17 and
so on
I Proportionaility:
I The contribution of each activity to the value of the objective function and constraint
function RHS value is proportional to the level of activity of a particular decision
valriable
I Suppose, if the contribution of x1 towards profit is 10x1 then the level of contributions
towards profit by x1 will be proportional to its level of activity.
I For x1 = 1, contribution is 10, x1 = 2, contribution is 20 and so on
Assumptions of Linear Programming Problems (LPPs)
I Divisibility:
Assumptions of Linear Programming Problems (LPPs)
I Divisibility:
I Decision variables are allowed to assume any value including non-integer values
unless otherwise stated, satisfying the functional and geometric constraints
I Level of activity of any decision variable may go to fractional level
Assumptions of Linear Programming Problems (LPPs)
I Divisibility:
I Decision variables are allowed to assume any value including non-integer values
unless otherwise stated, satisfying the functional and geometric constraints
I Level of activity of any decision variable may go to fractional level
I Certainty:
I The values assigned to any parameter or decision variable are known to be
deterministic in nature i.e. no uncertainty is considered
Framework of Graphical Method
Set I:
5x1 + 10x2 ≤ 50
8x1 + 2x2 ≥ 16
3x1 − 2x2 ≥ 6
x1 , x2 ≥ 0
Draw Feasible Region
Identify the common regions:
10x2
(0, 8)
x1
-2 0 2 4 6 8 10 12
(2, 0)
-2
-4
Draw Feasible Region
Identify the common regions:
10x2
(0, 8)
8x 1 +
2
2x 2 =
x1
16
-2 0 2 4 6 8 10 12
(2, 0)
-2
-4
Draw Feasible Region
Identify the common regions:
10x2
(0, 8)
6
(0, 5)
8x 1 +
2
2x 2 =
x1
16
-2 0 2 4 6 8 10 12
(2, 0) (10, 0)
-2
-4
Draw Feasible Region
Identify the common regions:
10x2
(0, 8)
6
(0, 5)
8x 1 +
5x
2 1 +1
0x
2x 2 = 2 =
50
x1
16
-2 0 2 4 6 8 10 12
(2, 0) (10, 0)
-2
-4
Draw Feasible Region
Identify the common regions:
10x2
(0, 8)
6
6
=2
2x
(0, 5)
−
1
8x 1 +
3x
5x
2 1 +1
0x
2x 2 = 2 =
50
x1
16
-2 0 2 4 6 8 10 12
(2, 0) (10, 0)
-2
(0, −3)
-4
Draw Feasible Region
Identify the common regions:
10x2
(0, 8)
6
6
=2
2x
(0, 5)
−
1
8x 1 +
3x
5x
2 1 +1
0x
2x 2 = 2 =
50
x1
16
-2 0 2 4 6 8 10 12
(2, 0) (10, 0)
-2
(0, −3)
-4
Draw Feasible Region
Identify the common regions:
10x2
(0, 8)
6
6
=2
2x
(0, 5)
−
1
8x 1 +
3x
5x
2 1 +1
0x
2x 2 = 2 =
50
x1
16
-2 0 2 4 6 8 10 12
(2, 0) (10, 0)
-2
(0, −3)
-4
Draw Feasible Region
Identify the common regions:
10x2
(0, 8)
6
6
=2
2x
(0, 5)
−
1
8x 1 +
3x
5x
2 1 +1
0x
2x 2 = 2 =
50
x1
16
-2 0 2 4 6 8 10 12
(2, 0) (10, 0)
-2
(0, −3)
-4
Draw Feasible Region
Identify the common regions:
10x2
(0, 8)
6
6
=2
2x
(0, 5)
−
1
8x 1 +
3x
5x
2 1 +1
0x
2x 2 = 2 =
50
x1
16
-2 0 2 4 6 8 10 12
(2, 0) (10, 0)
-2
(0, −3)
-4
Draw Feasible Region
Depending on the directions of constraints the feasible region is:
10x2
(0, 8)
6
6
2 =
2x
(0, 5)
−1
8x 1 +
3x
5x
2 1 +
10x
2x 2 =
2 =5
0
16
x1
-2 0 2 4 6 8 10 12
(2, 0) (10, 0)
-2
(0, −3)
-4
Draw Feasible Region
Set II:
8x1 + 3x2 ≤ 48
8x1 + 7x2 ≥ 56
x2 ≥ 4x1
x1 , x2 ≥ 0
Draw Feasible Region
Identify the common regions:
x2
16
(0, 16)
14
8x 1
+
3x 2
10
=4
8
(0, 8)
(7, 0)
x1
-2 0 2 4 6 8 10
(6, 0)
Draw Feasible Region
Identify the common regions:
x2
16
(0, 16)
14
8x 1
+
3x 2
10
=4
8
(0, 8)
8x
1
+
7x
2
2
=
56
(7, 0)
x1
-2 0 2 4 6 8 10
(6, 0)
Draw Feasible Region
Identify the common regions:
x2
16
(0, 16)
14
8x 1
+
3x 2
10
=4
8
(0, 8)
4x1
6
x2 =
8x
1
+
7x
2
2
=
56
(7, 0)
x1
-2 0 2 4 6 8 10
(6, 0)
Draw Feasible Region
Identify the common regions:
x2
16
(0, 16)
14
8x 1
+
3x 2
10
=4
8
(0, 8)
4x1
6
x2 =
8x
1
+
7x
2
2
=
56
(7, 0)
x1
-2 0 2 4 6 8 10
(6, 0)
Draw Feasible Region
Identify the common regions:
x2
16
(0, 16)
14
8x 1
+
3x 2
10
=4
8
(0, 8)
4x1
6
x2 =
8x
1
+
7x
2
2
=
56
(7, 0)
x1
-2 0 2 4 6 8 10
(6, 0)
Draw Feasible Region
Identify the common regions:
x2
16
(0, 16)
14
8x 1
+
3x 2
10
=4
8
(0, 8)
4x1
6
x2 =
8x
1
+
7x
2
2
=
56
(7, 0)
x1
-2 0 2 4 6 8 10
(6, 0)
Draw Feasible Region
Identify the common regions:
x2
16
(0, 16)
14
8x 1
+
3x 2
10
=4
8
(0, 8)
4x1
6
x2 =
8x
1
+
7x
2
2
=
56
(7, 0)
x1
-2 0 2 4 6 8 10
(6, 0)
Draw Feasible Region
Identify the common regions:
x2
16
(0, 16)
14
8x 1
+
3x 2
10
=4
8
(0, 8)
4x1
6
x2 =
8x
1
+
7x
2
2
=
56
(7, 0)
x1
-2 0 2 4 6 8 10
(6, 0)
Draw Feasible Region
So, the feasible region is identified as:
x2
16
(0, 16)
14
8x 1
+
3x 2
10
=4
8
(0, 8)
4x1
6
x2 =
8x
1
+
7x
2
2
=
56
(7, 0)
x1
-2 0 2 4 6 8 10
(6, 0)
Example I
6
(0, 6)
3x 1
(0, 5)
+
2x 2
4
=
12
(2, 3)
Feasible
x1
2 Region
+
x2
=
5
0 (5, 0)
x1
-2 (0, 0) 0 2 4 6 8
Example I, Contd.
8 x2
6
(0, 6)
3x 1
(0, 5)
+
2x 2
4
=
12
(2, 3)
Feasible
x1
2 Region
+
x2
=
5
z=
(5, 0)
6x 1
0
x1
+
-2 (0, 0) 0 2 4 6 8
5x 2
Example I, Contd.
8 x2
6
(0, 6)
3x 1
(0, 5)
+
2x 2
4
=
12
(2, 3)
Feasible
x1
2 Region
+
z=
x2
=
6x 1
5
+
5x 2
0 (5, 0)
x1
-2 (0, 0) 0 2 4 6 8
Example I, Contd.
8 x2
6
(0, 6)
3x 1
(0, 5)
+
2x 2
4
=
12
(2, 3)
Feasible
x1
z=
2 Region
+
6x 1
x2
=
+
5
0 5x 2 (5, 0)
x1
-2 (0, 0) 0 2 4 6 8
Example I, Contd.
8 x2
6
(0, 6)
3x 1
(0, 5)
+
2x 2
4
=
12
(2, 3)
Feasible
x1
2 Region
+
z=
x2
=
6x 1
5
+
5x 2
0 (5, 0)
x1
=
25
-2 (0, 0) 0 2 4 6 8
Example I, Contd.
8 x2
6
(0, 6)
3x 1
(0, 5)
+
2x 2
4
=
12
(2, 3)
Feasible
x1
2 Region
+
z=
x2
=
6x 1
5
+
5x 2
0 (5, 0)
x1
=
24
-2 (0, 0) 0 2 4 6 8
Example I, Contd.
8 x2
6
(0, 6)
3x 1
(0, 5)
+
2x 2
4
=
12
(2, 3)
Feasible
x1
2 Region
+
z=
x2
=
6x 1
5
+
5x 2
0 (5, 0)
x1
=
27
-2 (0, 0) 0 2 4 6 8
Example II
24
20
2x 1
+
16
x2 =
26
12 (6, 11)
−
5 (8, 10)
=
x2
8
−
2x
x1
1 +4
x2 =
( 0, 5) Feasible Region 56
4
( 0, 0) (13, 0)
0 x1
-6 -2 2 6 10 14 18 22 26
Example II, Contd. x
2
28
24
20
2x 1
+ x2
16
=2
6
12 (6, 11)
−
5 (8, 10)
=
x2
8
−
2x
x1
1 +4
x2 =
( 0, 5) Feasible Region 56
4
z=
10
x1
+
(0, 0) 15x (13, 0)
0 2 x1
-6 -2 2 6 10 14 18 22 26
Example II, Contd. x
2
28
24
20
2x 1
+ x2
16
=2
6
12 (6, 11)
−
5 (8, 10)
=
x2
8
−
2x
x1
1 +4
x2 =
( 0, 5) z Feasible Region 56
=
4 10
x1
+
15
x2
( 0, 0) (13, 0)
0 x1
-6 -2 2 6 10 14 18 22 26
Example II, Contd. x
2
28
24
20
2x 1
+ x2
16
=2
6
12 (6, 11)
−
5 (8, 10)
=
x2
8
−
z= 2x
x1
10 1 +4
x1 x2 =
( 0, 5) Feasible Region
+ 56
15
4 x 2
( 0, 0) (13, 0)
0 x1
-6 -2 2 6 10 14 18 22 26
Example II, Contd. x
2
28
24
20
2x 1
+ x2
16
=2
6
12 (6, 11)
−
5 (8, 10)
=
x2
8
−
2x
x1
1 +4
x2 =
( 0, 5) 1 Feasible Region 56
0 x1
4 +
15
x2
=
75
( 0, 0) (13, 0)
0 x1
-6 -2 2 6 10 14 18 22 26
Example II, Contd. x
2
28
24
20
2x 1
+ x2
16
=2
6
12 (6, 11)
−
5 (8, 10)
=
x2
8
−
10 2x
x1
x1 1 +4
+ Region x2 =
( 0, 5) Feasible
15 56
x2
4 =
13
0
( 0, 0) (13, 0)
0 x1
-6 -2 2 6 10 14 18 22 26
Example II, Contd. x
2
28
24
20
2x 1
+ x2
16
=2
6
12 (6, 11)
−
5 (8, 10)
=
x2
8 10
−
x1 2
+ x1 + 4
x1
15
( 0, 5) Feasible Region x2 x2 = 5
= 6
22
4 5
( 0, 0) (13, 0)
0 x1
-6 -2 2 6 10 14 18 22 26
Example II, Contd. x
2
28
24
20
2x 1
+ x2
16
=2
6
12 (6, 11)
−
5 (8, 10)
=
x2
8 10
−
x1 2x
+ 1+
x1
15 4x
( 0, 5) Feasible Region x2 2 =
=
23 56
4 0
( 0, 0) (13, 0)
0 x1
-6 -2 2 6 10 14 18 22 26
Example III, Contd.
6 C
x1 = 4
4 B Feasible Region
A
12 2x
= 1 +
−2
4x 2 3x
+ 2 2 = D
x2 =
x 1 E 12 x2 = 2
−3
1 −
2x
O
0 x1
-4 -3 -2 -1 0 1 2 3 4 5 6 7
Example III, Contd.
x2
6 C
x1 = 4
4 B Feasible Region
A
12 2x
= 1 +
2
4x 2 3x
+ 2 =− 2 = D
x 1 E 12 x2 = 2
−3
2
−x
Z=
20x
1
2x
O 1 +
0 x140x
2 =
-4 -3 -2 -1 0 1 2 3 4 5 6 7 140
Excercise-I
Ax = b
Constraints are :
x1 + x2 + s1 = 5
and
Algebraic Method II
Constraints are :
x1 + x2 + s1 = 5
and
3x1 + 2x2 + s2 = 12
Algebraic Method II
Constraints are :
x1 + x2 + s1 = 5
and
3x1 + 2x2 + s2 = 12
Here, s1 and s2 are two new variables with nonnegative restrictions i.e. s1 , s2 ∈ R+
Algebraic Method II
Constraints are :
x1 + x2 + s1 = 5
and
3x1 + 2x2 + s2 = 12
Here, s1 and s2 are two new variables with nonnegative restrictions i.e. s1 , s2 ∈ R+
The objective function becomes
Algebraic Method II
Constraints are :
x1 + x2 + s1 = 5
and
3x1 + 2x2 + s2 = 12
Here, s1 and s2 are two new variables with nonnegative restrictions i.e. s1 , s2 ∈ R+
The objective function becomes
subject to
Algebraic Method III
subject to
x1 + x2 + s1 + 0s2 = 5 (2)
Algebraic Method III
subject to
x1 + x2 + s1 + 0s2 = 5 (2)
3x1 + 2x2 + 0s1 + s2 = 12 (3)
Algebraic Method III
subject to
x1 + x2 + s1 + 0s2 = 5 (2)
3x1 + 2x2 + 0s1 + s2 = 12 (3)
x1 , x2 , s1 , s2 ≥ 0
Algebraic Method III
subject to
x1 + x2 + s1 + 0s2 = 5 (2)
3x1 + 2x2 + 0s1 + s2 = 12 (3)
x1 , x2 , s1 , s2 ≥ 0
subject to
x1 + x2 + s1 + 0s2 = 5 (2)
3x1 + 2x2 + 0s1 + s2 = 12 (3)
x1 , x2 , s1 , s2 ≥ 0
x2 = 5 from equation 2
2x2 + s2 = 12 from equation 3
Algebraic Method V
I For the above problem 6 solutions are possible
I Fix x1 = 0 and x2 = 0, then s1 = 5 and s2 = 12 −→ Z = 0
I Fix x1 = 0 and s1 = 0, then
x2 = 5 from equation 2
2x2 + s2 = 12 from equation 3
x2 = 5 from equation 2
2x2 + s2 = 12 from equation 3
x2 = 5 from equation 2
2x2 + s2 = 12 from equation 3
x2 + s1 = 5 from equation 2
2x2 = 12 from equation 3
Algebraic Method V
I For the above problem 6 solutions are possible
I Fix x1 = 0 and x2 = 0, then s1 = 5 and s2 = 12 −→ Z = 0
I Fix x1 = 0 and s1 = 0, then
x2 = 5 from equation 2
2x2 + s2 = 12 from equation 3
x2 + s1 = 5 from equation 2
2x2 = 12 from equation 3
x1 = 5 from equation 2
3x1 + s2 = 12 from equation 3
Algebraic Method VI
I Fix x2 = 0 and s1 = 0, then
x1 = 5 from equation 2
3x1 + s2 = 12 from equation 3
x1 = 5 from equation 2
3x1 + s2 = 12 from equation 3
x1 = 5 from equation 2
3x1 + s2 = 12 from equation 3
x1 + s1 = 5 from equation 2
3x1 = 12 from equation 3
Algebraic Method VI
I Fix x2 = 0 and s1 = 0, then
x1 = 5 from equation 2
3x1 + s2 = 12 from equation 3
x1 + s1 = 5 from equation 2
3x1 = 12 from equation 3
x1 = 5 from equation 2
3x1 + s2 = 12 from equation 3
x1 + s1 = 5 from equation 2
3x1 = 12 from equation 3
x1 = 5 from equation 2
3x1 + s2 = 12 from equation 3
x1 + s1 = 5 from equation 2
3x1 = 12 from equation 3
x1 + x2 = 5 from equation 2
3x1 + 2x2 = 12 from equation 3
Algebraic Method VI
I Fix x2 = 0 and s1 = 0, then
x1 = 5 from equation 2
3x1 + s2 = 12 from equation 3
x1 + s1 = 5 from equation 2
3x1 = 12 from equation 3
x1 + x2 = 5 from equation 2
3x1 + 2x2 = 12 from equation 3
I Optimal solution will be best candidate solution(s) from the set of Feasible
Solutions
Few Key Points on the Solutions
I Optimal solution will be best candidate solution(s) from the set of Feasible
Solutions
I There are as many variables in the solutions existing(non-zero in this case) as the
number of constraints
Few Key Points on the Solutions
I Optimal solution will be best candidate solution(s) from the set of Feasible
Solutions
I There are as many variables in the solutions existing(non-zero in this case) as the
number of constraints
I Suppose a solution s1 = 1 and s2 = 1 then x1 = 3 and x2 = 1 with Z = 23, which is a
feasible one but inferior solution then we can see this point (3, 1) is an interior point
of the fasible region =⇒ It is enough to evaluate the corner points of feasible region
Few Key Points on the Solutions
I Optimal solution will be best candidate solution(s) from the set of Feasible
Solutions
I There are as many variables in the solutions existing(non-zero in this case) as the
number of constraints
I Suppose a solution s1 = 1 and s2 = 1 then x1 = 3 and x2 = 1 with Z = 23, which is a
feasible one but inferior solution then we can see this point (3, 1) is an interior point
of the fasible region =⇒ It is enough to evaluate the corner points of feasible region
I The feasible solutions are nothing but the Corner Points of feasible region and same
in number - Verify
Limitations of Algebraic Method
I Requires evaluation of all p Cm basic solutions in order to obtain the optimal solution
Limitations of Algebraic Method
I Requires evaluation of all p Cm basic solutions in order to obtain the optimal solution
I Some solutions are infeasible but can not be apprehended by observing
Limitations of Algebraic Method
I Requires evaluation of all p Cm basic solutions in order to obtain the optimal solution
I Some solutions are infeasible but can not be apprehended by observing
I No guiding principle on which solution point to be evaluated next
Limitations of Algebraic Method
I Requires evaluation of all p Cm basic solutions in order to obtain the optimal solution
I Some solutions are infeasible but can not be apprehended by observing
I No guiding principle on which solution point to be evaluated next