IE210 Int. To Systems and Mathematical Modeling For Ind. Eng
IE210 Int. To Systems and Mathematical Modeling For Ind. Eng
IE210 Int. To Systems and Mathematical Modeling For Ind. Eng
GRAPHICAL SOLUTION
2
LP Model Formulation
A Maximization Example
Bowl 1 4 40
Mug 2 3 50
3
LP Model Formulation
A Maximization Example
5
Coordinate Axes
Graphical Solution of Maximization Model
X2 is mugs
X1 is bowls
Coordinates for Graphical Analysis6
Labor Constraint
Graphical Solution of Maximization Model
X1=0, X2=20
X2=0, X1=40
X1=0, X2=40
X2=0, X1=30
2-9
9
Both Constraints
Graphical Solution of Maximization Model
2-10
10
Feasible Solution Area
Graphical Solution of Maximization Model
2-11
Feasible Solution Area 11
Objective Function Solution = $800
Graphical Solution of Maximization Model
2-13
13
Optimal Solution
Graphical Solution of Maximization Model
15
Extreme (Corner) Point Solutions
Graphical Solution of Maximization Model
1X1 +2X2=40
4X1 +3X2=120
18
Ex. 1 - continued
• Each week Giapetto can obtain:
– All needed raw material.
– Only 100 finishing hours.
– Only 80 carpentry hours.
• Demand for trains is unlimited.
• At most 40 soldiers can be sold each week.
• Giapetto wants to maximize weekly profit :
(revenues – costs)
• Formulate a mathematical model of Giapetto’s
situation that can be used maximize weekly profit.
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Ex. 1 - Formulation
• The LP model:
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Feasible Region and Optimal Solution
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The Graphical Solution to a Two-Variable LP
Problem
X2
two or three
2x1 + 3x2 ≤ 6
3
variables can be
solved graphically.
2
– The variables are
labeled as x1 and x2,
and the coordinate 1
-1
22
• Since the Giapetto LP has two variables, it can
be solved graphically.
• The feasible region is the set of all points
satisfying the constraints
2 x1 + x2 ≤ 100 (finishing constraint)
x1 + x2 ≤ 80 (carpentry constraint)
x1 ≤ 40 (demand constraint)
x1 ≥ 0 (sign restriction)
x2 ≥ 0 (sign restriction)
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X2
100
B
80
five sided polygon demand constraint
DGFEH.
60
G
z = 100
Any point on or in
40
carpentry constraint
F
area) is in the z = 180
feasible region. z = 60
E A C
H
10 20 40 50 60 80 X1
24
• Having identified the feasible region for the Giapetto
LP, a search can begin for the optimal solution which
will be the point in the feasible region with the
largest z-value.
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X2
100
B
80
demand constraint
60
z = 3x1 + 2x2 G
F
z = 180
z = 60
E A C
H
10 20 40 50 60 80 X1
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X2
100
B
intersecting (touching)
D
80
the feasible region
demand constraint
indicates the optimal
solution for the LP.
60
G
F
(x1 = 20, x2 = 60, z = 180) z = 180
z = 60
E A C
H
10 20 40 50 60 80 X1
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Convex Sets, Extreme Points, and LP
CONVEX NON-CONVEX
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X2
100
B
80
for the Giapetto LP is demand constraint
a convex set.
60
G
z = 100
40 carpentry constraint
CONVEX
20
F
z = 180
z = 60
E A C
H
10 20 40 50 60 80 X1
29
Are these sets convex or non-convex?
A E B A B
A B
C D
(a) (b) (c) (d)
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A E B A B
A B
C D
(a) (b) (c) (d)
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What are the extreme points of the convex sets
below?
A E B A B
A B
C D
(a) (b) (c) (d)
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In figure (a), each point on the circumference of the circle is
an extreme point of the circle.
In figure (b), A, B, C, and D are extreme points of S. Point E is
not an extreme point since E is not an end point of the line
segment AB.
Extreme points are not defined for non-convex sets.
A E B A B
A B
C D
(a) (b) (c) (d)
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It can be shown that:
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X2
100
B
80
For the Giapetto demand constraint
problem, the
60
G
optimal solution
(Point G) is an 40 z = 100
F
z = 180
z = 60
E A C
H
10 20 40 50 60 80 X1
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Dorian Auto X2
14 B
10
Feasible
8 Region
(unbounded)
To solve this LP 6
z = 600
graphically begin by
4 z = 320
graphing the feasible
High-income men constraint
region.
2 E
D
A C
2 4 6 8 10 12 14 X1
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Solution continued
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Solution continued
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Special Cases
• The Giapetto and Dorian LPs each has a unique
optimal solution.
• Some types of LPs do not have unique
solutions.
– Some LPs have an infinite number of solutions
(alternative or multiple optimal solutions).
– Some LPs have no feasible solutions (infeasible
LPs).
– Some LPs are unbounded: There are points in the
feasible region with arbitrarily large (in a max
problem) z-values.
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X2
Some LPs have multiple
60
B
50
Feasible Region
40
1 1
s.t. x1 + x2 1
40 60 E
30
z = 100
1 1
x1 + x2 1 z = 120
50 50
20
x1 x2 0
z = 60
10
40
• It is possible for an LP’s feasible region to be
empty, resulting in an infeasible LP.
• Because the optimal solution to an LP is the
best point in the feasible region, an infeasible
LP has no optimal solution.
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The following X2
60
formulation is No Feasible Region
infeasible:
50
x1>=≥ 030
x1
40
1 1
s.t. x1 + x2 1
40 60
xx22 ≥>=0
30
1 1 30
x1 + x2 1
50 50
x 1 30
20
x22 ≥ 20
30
x1 x2 0
10
10 20 30 40 50 X1
No feasible region exists
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Some LPs are unbounded.
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max z = 2x1 – x2
s.t. x1 – x2 ≤ 1
2x1 +x2 ≥ 6 X2
Feasible Region
x1, x2 ≥ 0 6 D
5
The isoprofit lines for z = 4 and z z=4
B
= 6 are shown. 4
45
46 46
Graphical Solution
LP has only
two decision
variables (two
dimensions),
the problem
can be solved
graphically.
Constraint 1:
x1≤ 4
47 47
Constraint 1:
The Feasible
Region
x1≤ 4
Constraint 2:
2x2 ≤ 12
Constraint 3:
3x1 + 2x2 ≤ 18
Constraints 4 and 5:
x1≥ 0 , x2≥ 0
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Optimal Solution
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Optimal Solution
50