IE210

Int. to Systems and Mathematical

Modeling for Ind. Eng.

GRAPHICAL SOLUTION

Department of Industrial Engineering 1

 Graphical Solution of LP Models

◼ Graphical solution is limited to linear programming models

containing only two decision variables (can be used with three
variables but only with great difficulty).
◼ Graphical methods provide visualization of how a solution for
a linear programming problem is obtained.
◼ Graphical methods can be classified under two categories:
1. Iso-Profit (Cost) Line Method
2. Extreme-point evaluation Method.

2
 LP Model Formulation
A Maximization Example

◼ Product mix problem - Beaver Creek Pottery Company

◼ How many bowls and mugs should be produced to maximize
profits given labor and materials constraints?
◼ Product resource requirements and unit profit:
Resource Requirements

Labor Clay Profit

Product
(Hr./Unit) (Lb./Unit) ($/Unit)

Bowl 1 4 40
Mug 2 3 50

3
 LP Model Formulation
A Maximization Example

Resource 40 hrs of labor per day

Availability: 120 lbs of clay
Decision x1 = number of bowls to produce per day
Variables: x2 = number of mugs to produce per day
Objective Maximize Z = $40x1 + $50x2
Function: Where Z = profit per day
Resource 1x1 + 2x2 40 hours of labor
Constraints: 4x1 + 3x2 120 pounds of clay
Non-Negativity x1 0; x2 0
Constraints:
4
 LP Model Formulation
A Maximization Example

Complete Linear Programming Model:

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 40

4x1 + 3x2 120
x1, x2 0

5
 Coordinate Axes
Graphical Solution of Maximization Model

X2 is mugs

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 40
4x2 + 3x2 120
x1, x2 0

X1 is bowls
Coordinates for Graphical Analysis6
 Labor Constraint
Graphical Solution of Maximization Model

X1=0, X2=20
X2=0, X1=40

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 40
4x1 + 3x2 120
x1, x2 0

Graph of Labor Constraint

7
 Labor Constraint Area
Graphical Solution of Maximization Model

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 40
4x1 + 3x2 120
x1, x2 0

Labor Constraint Area 8

 Clay Constraint Area
Graphical Solution of Maximization Model

X1=0, X2=40
X2=0, X1=30

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 40
4x1 + 3x2 120
x1, x2 0

2-9
9
 Both Constraints
Graphical Solution of Maximization Model

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 40
4x1 + 3x2 120
x1, x2 0

2-10
10
 Feasible Solution Area
Graphical Solution of Maximization Model

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 40
4x1 + 3x2 120
x1, x2 0

2-11
Feasible Solution Area 11
 Objective Function Solution = $800
Graphical Solution of Maximization Model

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 40
4x1 + 3x2 120
x1, x2 0

Objection Function Line for Z = $800

12
2-
Alternative Objective Function Solution Lines Graphical
Solution of Maximization Model

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 40
4x1 + 3x2 120
x1, x2 0

2-13
13
 Optimal Solution
Graphical Solution of Maximization Model

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 40
4x1 + 3x2 120
x1, x2 0

Identification of Optimal Solution Point 14

 Optimal Solution Coordinates
Graphical Solution of Maximization Model

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 40
4x1 + 3x2 120
x1, x2 0

15
 Extreme (Corner) Point Solutions
Graphical Solution of Maximization Model

1X1 +2X2=40
4X1 +3X2=120

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2 40
4x1 + 3x2 120
x1, x2 0

Solutions at All Corner Points 16

Optimal Solution for New Objective Function Graphical
Solution of Maximization Model

Maximize Z = $70x1 + $20x2

subject to: 1x1 + 2x2 40
4x2 + 3x2 120
x1, x2 0

Optimal Solution with Z = 70x1 + 20x2 17

Example 1: Giapetto’s Woodcarving
• Giapetto’s, Inc., builds wooden soldiers and trains.
– Each soldier :
• Sells for $27 and uses $10 worth of raw materials.
• Increases Giapetto’s variable labor/overhead costs by $14.
• Requires 2 hours of finishing labor.
• Requires 1 hour of carpentry labor.
– Each train :
• Sells for $21 and used $9 worth of raw materials.
• Increases Giapetto’s variable labor/overhead costs by $10.
• Requires 1 hour of finishing labor.
• Requires 1 hour of carpentry labor.

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 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:

20
 Feasible Region and Optimal Solution

x1 = 40 and x2 = 20 are in the Giapetto Constraints

feasible region since they satisfy
2 x1 + x2 ≤ 100 (finishing constraint)
all the Giapetto constraints.
x1 + x2 ≤ 80 (carpentry constraint)
On the other hand, x1 = 15, x2 =
x1 ≤ 40 (demand constraint)
70 is not in the feasible region
because this point does not x1 ≥ 0 (sign restriction)
satisfy the carpentry constraint x2 ≥ 0 (sign restriction)
[15 + 70 is > 80].

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 The Graphical Solution to a Two-Variable LP
Problem
X2

• Any LP with only 4

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

axes as the x1 and x2 X1

axes.
-1 1 2 3 4

-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)

23
 X2

100
B

finishing constraint Feasible Region

The feasible region of
the Giapetto LP is the D

80
five sided polygon demand constraint

DGFEH.

60
G

z = 100
Any point on or in
40
carpentry constraint

the interior of this

polygon (the shaded
20

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.

• To find the optimal solution, graph a line on which

the points have the same z-value. In a max
problem, such a line is called an isoprofit line while
in a min problem, this is called the isocost line.

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 X2

100
B

finishing constraint Feasible Region

80
demand constraint

60
z = 3x1 + 2x2 G

The figure shows z = 100

the isoprofit lines 40

carpentry constraint

for z = 60, z = 100,

and z = 180
20

F
z = 180
z = 60
E A C
H
10 20 40 50 60 80 X1

26
 X2

100
B

The last isoprofit finishing constraint Feasible Region

intersecting (touching)
D

80
the feasible region
demand constraint
indicates the optimal
solution for the LP.

60
G

For the Giapetto

problem, this occurs at 40
z = 100
carpentry constraint
point G.
20

F
(x1 = 20, x2 = 60, z = 180) z = 180
z = 60
E A C
H
10 20 40 50 60 80 X1

27
 Convex Sets, Extreme Points, and LP

• A set of points S is a convex set if the line segment jointing

any two pairs of points in S is wholly contained in S.

• An extreme point (vertex, corner point) of a convex set S : A

point in S that does not lie within any open line segment
joining two points in S.

CONVEX NON-CONVEX
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 X2

100
B

finishing constraint Feasible Region

The feasible region D

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)

CONVEX CONVEX NON-CONVEX NON-CONVEX

31
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:

• The feasible region for any LP is a convex set.

• The feasible region for any LP has only a

finite number of extreme points (Corner
Point Feasible solutions, CPFs).

• Any LP that has an optimal solution has an

extreme point (CPF) that is optimal.

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 X2

100
B

finishing constraint Feasible Region

80
For the Giapetto demand constraint

problem, the

60
G
optimal solution
(Point G) is an 40 z = 100

extreme point of carpentry constraint

the feasible region.

20

F
z = 180
z = 60
E A C
H
10 20 40 50 60 80 X1

35
Dorian Auto X2

14 B

High-income women constraint

12

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

36
 Solution continued

• Like the Giapetto LP, The Dorian LP has a convex

feasible region.
• The feasible region for the Dorian problem, however,
contains points for which the value of at least one
variable can assume arbitrarily large values.
• Such a feasible region is called an unbounded
feasible region.

37
 Solution continued

• Since Dorian wants to minimize total advertising

costs, the optimal solution to the problem is the
point in the feasible region with the smallest z value.
• An isocost line with the smallest z value passes
through extreme point E and is the optimal solution
at x1 = 3.6 and x2 = 1.4.
• Both the high-income women and high-income men
constraints are satisfied, both constraints are
binding.

38
 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

optima. Consider the

following formulation: D

50
Feasible Region

max z = 3x1 + 2x2

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

Any point (solution) falling on line

segment AE will yield an optimal
solution of z =120. F
A C
10 20 30 40 50 X1

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.

41
The following X2

60
formulation is No Feasible Region

infeasible:

50
x1>=≥ 030
x1

max z = 3x1 + 2x2

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
42
Some LPs are unbounded.

For a max problem, an unbounded LP occurs if it is

possible to find points in the feasible region with
arbitrarily large z-values. This corresponds to
arbitrarily large profits or revenue.

For a min problem, an LP is unbounded if there are

points in the feasible region producing arbitrarily
small z-values.

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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

Any isoprofit line drawn will 3

intersect the feasible region
because the isoprofit line is steeper 2
than the line x1 – x2 = 1. z=6
1
Thus there are points in the feasible A C
region which will produce 1 2 3 4 5 6 X1
arbitrarily large z-values
(unbounded LP).
44
 LP solutions
• Hence, every LP with two variables must fall into one
of the following four cases.
– The LP has a unique optimal solution.
– The LP has alternative or multiple optimal solutions: Two or
more extreme points are optimal, and the LP will have an
infinite number of optimal solutions.
– The LP is infeasible: The feasible region contains no points.
– The LP unbounded: There are points in the feasible region
with arbitrarily large z-values (max problem) or arbitrarily
small z-values (min problem).

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
48
Optimal Solution

Slope of the objective

function line = -3/5

49
 Optimal Solution

• The Optimal solution is x1 = 2, x2 = 6 with Z = 36.

• This solution indicates that the Wyndor Glass Co.

should produce products 1 and 2 at the rate of 2
batches per week and and 6 batches per week,
respectively, with a resulting total profit of $36,000
per week.

50