You are on page 1of 22

59

LINEAR PROGRAMMING PROBLEM:


A GEOMETRIC APPROACH

59.1 INTRODUCTION
Let us consider a simple problem in two variables x and y.
Find x and y which satisfy the following equations

x + y = 4
3x + 4y = 14

Solving these equations, we get x=2 and y=2. What happens


when the number of equations and variables are more?
Can we find a unique solution for such system of equations?
However, a unique solution for a set of simultaneous equations
in n–variables can be obtained if there are exactly n–relations.
What will happen when the number of relations is greater than
or less then n ?
A unique solution will not exist, but a number of trial solutions
can be found. Again, if the number of relations are greater than
or less than the number of variables involved and the relation
are in the form of inequalities.
Can we find a solution for such a system?
Whenever the analysis of a problem leads to minimizing or
maximizing a linear expression in which the variable must obey
a collection of linear inequalities, a solution may be obtained
using linear programming techniques. One way to solve linear
programming problems that involve only two variables is geometric
approach called graphical solution of the linear programming
problem.
18 :: Mathematics

59.2 OBJECTIVES
After the study of this lesson you will be able to

l define feasible solution


l define optimal solution
l solve linear programming problems by graphical method.

59.3 SOLUTION OF LINEAR PROGRAMMING


PROBLEMS
In the previous lesson we have seen the problems in which
the number of relations are not equal to the number of variables
and many of the relations are in the form of inequalities (i.e.,
≤ or ≥ ) to maximize (or minimize) a linear function of the
variables subject to such conditions.
Now the question is how one can find a solution for such
problems?
To answer this questions, let us consider the system of
equations and inequations (or inequalities).
We know that x ≥ 0 represents a region lying towards the
right of y–axis including the y–axis.
y →

x ≥ 0

x′ O x

y′ Fig. 59.1

Similarly, the region represented by y ≥ 0, lies above the x–


axis including the x–axis.
y

y≥0 ↑

x′ O x

y′ Fig. 59.2
Linear Programming Problem: A Geometric Approach:: 19

The question arises what region will be represented by


x ≥ 0 and y ≥ 0 simultaneously.

Obviously, the region given by x ≥ 0, y ≥ 0 will consist of


those points which are common to both x ≥ 0 and y ≥ 0. It is
the first quadrant of the plane.
y

x ≥ 0, y ≥ 0

x′ O x

Fig. 59.3
y′

Next, we consider the graph of the equation x + 2y ≤ 8. For


this, first we draw the line x + 2y = 8 and then find the region
satisfying x + 2y ≤ 8.

Usually we choose x = 0 and calculate the corresponding


value of y and choose y = 0 and calculate the corresponding
value of x to obtain two sets of values (This method fails, if the
line is parallel to either of the axes or passes through the origin.
In that case, we choose any arbitrary value for x and choose y
so as to satisfy the equation).

Plotting the points (0,4) and (8,0) and joining them by a


straight line, we obtain the graph of the line as given in the
figure 59.4 below.

y
B (0,4)
x
+
2y
=
8
A(8,0)
O
x′ x

y′
Fig. 59.4
20 :: Mathematics

We have already seen that x ≥ 0 and y ≥ 0 represents the


first quadrant. The graph given by x + 2y ≤ 8 lies towards that
side of the line x + 2y = 8 in which the origin is situated
because any point in this region will satisfy the inequality. Hence
the shaded region in the figure (59.5) represents x ≥ 0, y ≥ 0
and x + 2y ≤ 8 simultaneously.
y

(0,4) x
+
2y
=
8
(8,0)

x′ O x

y′
Fig. 59.5
Similarly, if we have to consider the regions bounded by
x ≥ 0, y ≥ 0 and x + 2y ≥ 8, then it will lie in the first
quadrant and on that side of the line x + 2y = 8 in which the
origin is not located. The graph is shown by the shaded region,
in figure (59.6)
y
↑ ↑

(0,4)

x
+
2y
=
8

x′ O (8,0) x

y′ Fig. 59.6

The shaded region in which all the given constraints are satisfied
is called the feasible region.

59.3.1 Feasible Solution


A set of values of the variables of a linear programming problem
Linear Programming Problem: A Geometric Approach:: 21

which satisfies the set of constraints and the non–negative


restrictions is called a feasible solution of the problem.

59.3.2 Optimal Solution


A feasible solution of a linear programming problem which
optimizes its objective function is called the optimal solution of
the problem.

Note : If none of the feasible solutions maximize (or minimize)


the objective function, or if there are no feasible solutions, then
the linear programming problem has no solution.

In order to find a graphical solution of the linear


programming problem following steps be employe:

Step 1: Formulate the linear programming problem.

Step 2: Graph the constraints inequalities (by the method


discussed above)

Step 3: Identify the feasible region which satisfies all the


constraints simultaneously. For ‘less than or equal
to’ constraints the region is generally below the lines
and ‘for greater than or equal to’ constraints, the
region is above the lines.

Steps 4: Locate the solution points on the feasible region.


These points always occur at the vertex of the feasible
region.

Step 5: Evaluate the objective function at each of the vertex


(corner point)

Step 6: Identify the optimum value of the objective function.

Example A :
Minimize the quantity
z = x 1 + 2x2
subject to the constraints
x1 + x 2 ≥ 1
x1 ≥ 0, x 2 ≥ 0

Solution :
The objective function to be minimized is
22 :: Mathematics

z = x 1 + 2x 2
subject to the constraints
x1 + x 2 ≥ 1
x1 ≥ 0, x 2 ≥ 0
First of all we draw the graphs of these inequalities, which is as
follows: x2

B (0,1)
x
1 +x
2 =1


O x1
A (1,0)
Fig. 59.7
As we have discussed earlier that the region satisfied by
x 1 ≥ 0 and x2 ≥ 0 is the first quadrant and the region satisfied
by the line x 1 + x2 ≥ 0 along with x1 ≥ 0, x2 ≥ 0 will be on that
side of the line x 1 + x 2=1 in which the origin is not located.
Hence, the shaded region is our feasible solution because every
point in this region satisfies all the constraints. Now, we have
to find optimal solution. The vertex of the feasible region are
A(1,0) and B(0,1).

The value of z at A=1


The value of z at B = 2
Take any other point in the feasible region say (1,1), (2,0), (0,2)
etc. We see that the value of z is minimum at A(1,0).
Example B :
Minimize the quantity
z = x 1 + 2x2
subject to the constraints
x1 + x2 ≥ 1
2x1 + 4x 2 ≥ 3
x1 ≥ 0, x 2 ≥ 0
Linear Programming Problem: A Geometric Approach:: 23

Solution :
The objective function to be minimized is

z = x 1 + 2x 2
subject to the constraints
x1 + x 2 ≥ 1
2x1 + 4x 2 ≥ 3
x1 ≥ 0, x2 ≥ 0
First of all we draw the graphs of these inequalities (as
discussed earlier) which is as follows:
x2

E (0,1)

(
D 0, 3
4 ) C (½,½)
2x
x1

1 +4
+x

x=
2 3
2
=1


33 
 , 0
22 
O A (1,0)
(
B 3 ,0
2 ) x1

Fig. 59.8
The shaded region is the feasible region. Every point in the
region satisfies all the mathematical inequalities and hence the
feasible solution.

Now, we have to find the optimal solution.

3
The value of z at B is
2
The value of z at C (½, ½) is

The value of z at E (0,1) is 2

If we take any point on the line 2x1 +4x 2=3 between B and C
3
we will get and elsewhere in the feasible region greater than
2
. Of course, the reason any feasible point (between B and C)
on 2 x 1 +4 x 2 = 3 m i n i m i z e s t h e o b j e c t i v e f u n c t i o n ( e q u a t i o n )
z = x 1 + 2x2 is that the two lines are parallel (both have slope
24 :: Mathematics

1
− ). Thus this linear programming problem has infinitely many
2
solutions and two of them occur at the vertices.
Example C :
Maximize
z = 0.25x 1 + 0.45x 2
subject to the constraints
x1 + 2x 2 ≤ 300
3x1 + 2x2 ≤ 480
x1 ≥ 0, x2 ≥ 0
Solution :
The objective function is to maximize
z = 0.25x 1 + 0.45x 2
subject to the constraints
x1 + 2x 2 ≤ 300
3x1 + 2x2 ≤ 480
x1 ≥ 0, x2 ≥ 0
First of all we draw the graphs of these inequalities, which is
as follows
x2

D (0,240)

C (0,150)
B(90,105)

E (300,0)
x1
O A (160,0)
x 1 +2x 2 =300
3x 1 +2x 2 =480

Fig. 59.9

The shaded region OABC is the feasible region. Every point in


the region satisfies all the mathematical inequations and hence
the feasible solutions.
Linear Programming Problem: A Geometric Approach:: 25

Now, we have to find the optimal solution.


The value of z at A(160, 0) is 40.00.
The value of z at B (90, 105) is 69.75.
The value of z at C (0, 150) is 67.50.
The value of z at O (0, 0) is 0.

If we take any other value from the feasible region say


(60, 120), (80,80) etc. we see that still the maximum value is
69.75 obtained at the vertex B (90, 105) of the feasible region.

Note: For any linear programming problem that has a solution,


the following general rule is true.

If a linear programming problem has a solution it is located


at a vertex of the set of feasible solutions; if a linear
programming problem has multiple solutions, at least one of
them is located at a vertex of the set of feasible solutions.
In either case, the value of the objective function is unique.

Check point 1 :
Maximize z = 3x1 +4x 2
subject to the constraints
x1 + x 2 ≤ 40
x1 + 2x2 ≤ 60
x1 ≥ 0, x2 ≥ 0
Example D :
In a small scale industry a manufacturer produces two types
of book cases. The first type of book case requires 3 hours on
machine A and 2 hours on machines B for completion, whereas
the second type of book case requires 3 hours on machine A
and 3 hours on machine B. The machine A can run at the most
for 18 hours while the machine B for at the most 14 hours per
day. He earns a profit of Rs.30/– on each book case of the first
type and R.40/– on each book case of the second type.

How many book cases of each type should he make each day
so as to have a maximum profit?
26 :: Mathematics

Solution :
Let x1 be the number of first type book cases and x 2 be the
number of second type book cases that the manufacturer will
produce each day.

Since x 1 and x 2 are the number of book cases so

x 1 ≥ 0, x 2 ≥ 0 (1)

Since the 1 st type of book case requires 3 hours on machine


A, therefore, x 1 book cases of first type will require 3x 1 hours on
machine A. 2 nd type of book case also requires 3 hours on
machine A, therefore, x2 book cases of 2nd type will require 3x 2
hours on machine A. But the working capacity of machine A is
at most 18 hours per day, so we have

3x 1 + 3x2 ≤ 18

or x 1 + x 2 ≤ 6 (2)

Similarly, on the machine B, 1st type of book case takes 2


hours and second type of book case takes 3 hours for completion
and the machine has the working capacity of 14 hours per day,
so we have

2x 1+3x 2 ≤ 14 (3)

Profit per day is given by

z = 30x 1 + 40x 2 (4)

Now, we have to determine x1 and x2 such that

Maximize z = 30x 1 + 40x 2 (objective function)

subject to the conditions

}
x 1 +x 2 ≤ 6

2x 1 + 3x 2 ≤ 14 constraints

x 1 ≥ 0, x 2 ≥ 0

We use the graphical method to find the solution of the


problem. First of all we draw the graphs of these inequalities,
which is as follows:
Linear Programming Problem: A Geometric Approach:: 27

x2

(0,6)

B(4,2)

O A(6,0) 2x 1+3x 2=14 x1


(0,0)
Fig. 59.10 x 1 +x 2 =6

The shaded region OABC is the feasible region. Every point in


the region satisfies all the mathematical inequations and hence
known as feasible solution.

We know that the optimal solution will be obtained at the


vertices O(0,0), A(6,0), B(4,2). Since the co–ordinates of C are
not integers so we don’t consider this point. Co–ordinates of B
are calculated as the intersection of the two lines.

Now the profit at O is zero.


Profit at A = 30×6 + 40×0
= 180
Profit at B = 30×4 + 40×2
= 120+80
= 200
Thus the small scale manufacturer gains the maximum profit
of Rs.200/– if he prepares 4 first type book cases and 2 second
type book cases.
Example E :
Solve Example B of lesson 58 by graphical method.
Solution :
From Example B of lesson 58, we have
(minimize) z = 6000 x 1 + 4000 x 2 (objective function)
subject to the conditions
28 :: Mathematics

3x 1 +x2 ≥ 24

x 1+x2 ≥ 16
x 1+3x2 ≥ 24
x 1 ≥ 0, x 2 ≥ 0
} (Constraints)

Fist we observe that any point (x 1 , x 2 ) lying in the first


quadrant clearly satisfies the constraints x 1 ≥ 0, and x2 ≥ 0,

Now, we plot the bounding lines


x2
3x1 + x 2 = 24
x1 x2 B (0,24)
or + = 1
8 24

Any point on or above the


line 3x 1+x2 =24 satisfies the
constraint 3x1 +x 2 ≥ 24
(Fig. 59.11)
O A (8,0) x1

Fig. 59.11
x2

Similarly any point on or


above the line x1 +x2 =16
satisfies the constraint
B (0,16)
x 1+x 2 ≥ 16
(Fig. 59.12)


O A (16,0) x1
Fig. 59.12
x2

Again any point on or


above the line x 1+3x2 =24
satisfies the constraints
x 1+3x 2 ≥ 24 B (0,8)
(Fig. 59.13)
A(24,0)
O x1
Fig. 59.13
Linear Programming Problem: A Geometric Approach:: 29

Thus combining all the above figures we get


x2

D (0,24)

(0,16) C (4,12)

(0,8) B (12,4)
(8,0) A (24,0)
O (16,0) x1
3x 1 +x 2 =24 x 1+x 2=16 x 1 +3x 2 =24

Fig. 59.14
The region which is the common shaded area unbounded above.

Now the minimum value of


z = 6000x 1 + 4000x 2
is at one of the points A(24,0), B(12,4) C(4,12) and D(0,24)
At A : z = 6000 × 24 + 0 = 144,000
At B : z = 6000 × 12 + 4000 × 4 = 88,000
At C : z = 6000 × 4 + 4000 × 12 = 72,000
At D : z = 0 + 4000 × 24 = 96,000

Thus, we see that z is minimum at C (4,12) where x 1 =4 and


x2 = 12.

Hence, for minimum cost the firm should run plant P for 4
days and plant Q for 12 days. The minimum cost will be
Rs.72,000.00
Check point 2 :
Solve Example C of lesson 58 by graphical method.

Example F :

Maximize the quantity


30 :: Mathematics

z = x 1 +2x 2
subject to the constraints
x 1 +x 2 ≥ 1, x 1 ≥ 0, x 2 ≥ 0
Solution :
First we graph the constraints
x 1 +x 2 ≥ 1, x 1 ≥ 0, x 2 ≥ 0
x2

B (0,1)


O A (1,0) x1
Fig. 59.15 x 1+x 2 =1
The shaded portion is the set of feasible solution.
Now, we have to maximize the objective function.
The value of z at A(1,0) is 1.
The value of z at B(0,1) is 2.
If we take the value of z at any other point from the feasible
region, say (1,1) or (2,3) or (5,4) etc., then we notice that every
time we can find another point which gives the larger value than
the previous one. Hence, there is no feasible point that will
make z largest. Since there is no feasible point that makes z
largest, we conclude that this linear programming problem has
no solution.

Example G :
Solve the following problem graphically.
Minimize z = 2x1 – 10x 2
subject to the constraints
x1 – x2 ≥ 0
x 1 – 5x2 ≤ –5
x 1 ≥ 0, x 2 ≥ 0
Linear Programming Problem: A Geometric Approach:: 31

Solution :
First we graph the constraints
x 1–x 2 ≥ 0, x 1–5x2 ≤ –5, x1 ≥ 0, x2 ≥ 0
or x 2–x1 ≤ 0, 5x 2–x 1 ≥ 5

x2
A –x 1 +5x 2 =5

(0,1)
feasible region

O
x1
Fig. 59.16
The shaded region is the feasible region.

Here, we see that the feasible region is unbounded from one


side.

But it is clear from the figure (59.16) that the objective


(
4
4 4 )
55 , 5 function attains its minimum value at the point A which is the
point of intersection of the two lines x 1–x 2 =0 and –x 1 +5x 2 =5.
Solving these we get x1 = x 2 =

Hence, z is minimum when x1 = , x2 = , and its minimum

value is 2× –10× = –10.

Note: If we want to find max. z with these constraints then


it is not possible in this case because the feasible region is
unbounded from one side.

INTEXT QUESTIONS 59.1


1. Minimize z = 60x1 +40x 2
subject to the conditions
3x 1+x 2 ≥ 24
x1 +x 2 ≥ 16
x1 +3x 2 ≥ 24
x1 ≥ 0, x2 ≥ 0
32 :: Mathematics

2. Maximize z =20x1 + 30x2


subject to the conditions
3x1 + 3x 2 ≤ 36,
5x 1 + 2x2 ≤ 50
2x1 + 6x 2 ≤ 60,
x1 ≥ 0, x 2 ≥ 0

3. Solve 1(a) of the Intext Questions 58.1

4. Solve 1(b) of the Intext Questions 58.1

WHAT YOU HAVE LEARNT


l A set of values of the variables of a linear programming
problem which satisfies the set of constraints and the non–
negative restrictions is called a feasible solution.
l A feasible solution of a linear programming problem which
optimizes its objective function is called the optimal solution
of the problem.
l If none of the feasible solutions maximizes (or minimizes) the
objective function, or if there are no feasible solutions, then
the linear programming problem has no solutions.
l If a linear programming problem has a solution, it is located
at a vertex of the set of feasible solution.
l If a linear programming problem has multiple solutions, at
least one of them is located at a vertex of the set of feasible
solutions. But in all the cases the value of the objective
function remains the same.

TERMINAL QUESTIONS
1. A dealer has Rs.1500/– only for the purchase of rice and
wheat. A bag of rice costs Rs.180/– and a bag of wheat costs
Rs.120/-. He has a storage capacity of ten bags only and the
dealer gets a profit of Rs.11/– and Rs.8/– per bag of rice
and wheat respectively. How he should spend his money in
order to get maximum profit?

2. Solve the following problem :


Max. z = 25x 1 + 20x 2
subject to the constraints
Linear Programming Problem: A Geometric Approach:: 33

8x 1 + 6x 2 ≤ 50
x 1 + 2x2 ≤ 10
x 1 ≥ 0, x 2 ≥ 0

3. Solve the following problem :


Maximize z = 9x1 + 10x 2
subject to the constraints
11x1 + 9x2 ≤ 9900
7x 1 + 12x2 ≤ 8400
6x 1 + 16x2 ≤ 9600
x 1 ≥ 0, x 2 ≥ 0

4. A machine producing either product A and B can produce A


by using 2 units of chemicals and 1 unit of a compound and
can produce B by using 1 unit of chemicals and 2 units of
the compound. Only 800 units of chemicals and 1000 units
of the compound are available. The profits available per unit
of A and B are respectively Rs.30 and Rs.20. Find the optimum
allocation of units between A and B to maximize the total
profit. Find the maximum profit.
5. Maximize z = 22x1 + 18x 2
subject to the constraints
x 1 + x 2 ≤ 20,
360x1 + 240x 2 ≤ 5760
x 1 ≥ 0, x 2 ≥ 0

ANSWERS TO CHECK POINTS


Check point 1:
x2 (0,40)

C (0,30)
B (20,20)
fea
sib
le
reg
ion



O A (40,0) (60,0) x1
x 1 + 2x2 =60
Fig. 59.17 x1 + x 2=40
Max z = 140 at B(20,20)
34 :: Mathematics

Check point 2 :

x2

(0,600)
fea
sib
le
reg
C (0,400) ion
B (200,200)

↑ (400,0)
O A(300,0) x1
x1 +x2 =400

Fig. 59.18 2x1 + x2 =600

Max z = 1200 at C (0,400)

ANSWERS TO INTEXT QUESTIONS


59.1
1.

x2

feasible region
D(0,24)

(0,16)
C(4,12)

(0,8)
B(12,4)


O (8,0) (16,0) A(24,0) x1
x 1 +3x 2=24
3x 1 +x 2 =24
x 1 +x 2 =16

Fig. 59.19

Min. z =720 at C(4,12), x1 =4, x 2=12


Linear Programming Problem: A Geometric Approach:: 35

2.
x2

(0,25)

Feasible region

C (3,9)
D (0,10) B

A(10,0) x1
O 5x +2x =50
1 2
x 1+3x 2 =30
Fig. 59.20 x1 +x2 =12

Max. z = 330 at C(3,9), x1 = 3, x2 = 9

3.
x2
(26 3 ,10 3)

C(0,60)
B(10,50)
Feasible region

A (20,0)
O x1
5x 1 +x 2 =100
x 1+x 2 =60
Fig. 59.21
Max. z = 1250 at B(10,50), x1 = 10, x 2 = 50
36 :: Mathematics

4.
x2

B (0, )
Feasible region

O A (10,0)
2x 1+3x 2 =8 x1
Fig. 59.22 4x 1+3x2 =40

Min. z = 40,000 at A(10,0), x1 =10, x 2 =0

ANSWERS TO TERMINAL QUESTIONS

1. x2

(0, 25 2)
C (0,10)
Feasible region

B(5,5)

(10,0)
O
(
A 25 ,0
3 ) x1 +x2 =10 x1
6x 1 +4x 2 =50
Fig. 59.23
Max z = 95 at B(5,5), x1 = x2 = 5
Linear Programming Problem: A Geometric Approach:: 37

2.
x2

(0, 25 3)

Feasible region
C(0,5)

B(4,3)

(10,0)
O A  25 , 0 x1
x 1 +2x 2 =10
 4 
8x 1+6x 2 =50
Fig. 59.24
Max z = 160 at B(4,3), x1 = 4 x2 = 3

3. x1
(0,1100)

(0,700)

Feasible region
D (0,600) C
B

6x 1 +16x 2 =9600

O A (900,0) x1
7x 1 +12x 2 =8400
Fig. 59.25
11x 1 +9x 2 =9900
A (900,0) D(0,600)
B (626, 335) & O(0, 0)
C(480, 420)
Max z=8984 at B(626, 335)
x 1 = 626, x 2 = 335
38 :: Mathematics

4. Max. z = 30x1 +20x2


subject to the constraints
2x 1 + x2 ≤ 800
x 1 + 2x2 ≤ 1000
x 1 ≥ 0, x2 ≥ 0
x2

(0,800)

B(200,400) Feasible region


C(0,500)
OABC

A(400,0) (1000,0)
O x1
2x1 +x 2 =800 x 1 +2x2 =1000
Fig. 59.26
Max z = 14000 at B (200,400). x 1 =200, x2 =400

5.
x2

(0,24)

Feasible region
C(0,20)
OABC
B(8,12)

(20,0)
O A(16,0) x1
x 1+x2 =20
Fig. 59.27
360x 1 +240x2 =5760

Max z = 392 at B(8,12). x 1 = 8, x2 = 12

You might also like