Optimization Techniques in Civil Engineering

Module – 1 Lecture Notes – 3

Linear programming problems-I

Graphical Method
Linear programming problems involving only two variables can be effectively solved
by a graphical technique which provides a pictorial representation of the solution and one gets
insight into the basic concepts used in solving large LPP.

Working procedure
1. Formulate the given problem as a linear programming problem.
2. Plot the given constraints as equalities on x1 - x2 coordinate plane
3. Determine the convex region formed by them
4. Determine the vertices the convex region and find the value of the objective function at
each vertex.
5. The vertex which gives the optimal (maximum or minimum) value of the objective
function gives the desired optimal solution to the problem.

Note - Feasible region OR convex region -

The common region determined by all the constraints including non-negative

constraints X, Y ≥ 0 of a LPP is called feasible region for the problem. Or we can say a region
or a set of points is said to be convex if the line joining any two of its points lies completely in
that region.

Feasible solution
Points within and on the boundary of the feasible region represent feasible solutions of
the constraints. Any point outside the feasible region is called an infeasible solution.

Theorem: The Following theorems are fundamental in solving LPP.

Theorem I
If R is the feasible region (convex polygon) for a linear programming problem and if z
is the objective function i.e. Z = ax + by, then the optimal value (max or min) where x and y
are subject to constraints described by linear inequalities must occur at the corner point (vertex)
of the feasible region.

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 Optimization Techniques in Civil Engineering

Theorem II
If R the feasible solution, is bounded then the objective function Z has both a maximum
and a minimum value and each of these occurs at a corner point (vertex) of R.

Note:
1. A feasible region of a system of linear inequalities is said to be bounded if it can be
enclosed within a circle. Otherwise it is called unbounded.
2. Unbounded means that the feasible region extend indefinitely in any direction.

Corner Point Method of Solving LPP

A corner point of a feasible region is the point in the region which is the intersection of two
boundary lines.

1. Find the feasible region of the LPP and determine its corner points by solving the two
equations of the lines intersecting at that point.
2. Evaluate the objective Function Z = ax + by at each corner point.
Let M & N respectively denote the largest and smallest values of these points.
(i) When feasible region is bounded
M & N are the maximum and minimum values of Z
(ii) When feasible Region is unbounded
(a) M is the maximum value of Z, if the open half plane determined by ax+by
> M has no point in common with the feasible region otherwise Z has no
maximum value.
(b) Similarly, N is the minimum value of Z, If the open day plane determined
by ax + by ˂ N has no point in common with the feasible region otherwise,
Z has no minimum value.

Solution to Previous Problem

Maximize: Z = 3x1 +4x2

Subject to:
4x1 + 2x2 ≤ 80
2x1 + 5x2 ≤ 180
x1 ≥ 0 & x2 ≥ 0
Plot the Lines 4x1 + 2x2 ≤ 80 &
2x1 + 5x2 ≤ 180 on an x1 – x2 coordinate System

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 Optimization Techniques in Civil Engineering

44
40
36 Convex Region
32 Feasible Region
28 (Solution space)
24
x2

20
16 2x1 + 5x2= 180
12
8 4x1 + 2x2 = 80
4
0
0 10 20 30 40 50 60 70 80 90 100
x1

Vertex points - corner prints

(0, 36), (2.5, 35), (20, 0), (0, 0)
Respective value of Z at these corner points
Z = 144; 147.5; 60; 0
The maximum value of objective function Z is 147.5
The optimal solution to the problem is x1 = 2.5, x2 = 35 & Zmax = 147.5

Visual representation of different cases of solution of LPP

LPP may have
1. A unique optimal solution.
2. An infinite number of optimal Solutions
3. An unbounded Solution
4. No Solution
5. infeasible solution
6. unique feasible point

In the context of graphical method, it is easy to visually demonstrate the different situations
which may result in different types of solutions.

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 Optimization Techniques in Civil Engineering

Unique, finite solution Infeasible solution

The example demonstrated above is an Sometimes, the set of constraints does not
example of LPP having a unique, finite form a feasible region at all due to
solution. In inconsistency in the constraints. In such
such cases, optimum value occurs at an situation the LPP is said to have infeasible
extreme point or vertex of the feasible solution. Fig 3 illustrates such a situation.
region.
Unbounded solution
If the feasible region is not bounded, it is
possible that the value of the objective
function goes on increasing without leaving
the feasible region. This is known as
unbounded solution (Fig 1).

Fig 3: Infeasible Solution

Fig 1: Unbounded Solution
Multiple (infinite) solutions
If the Z line is parallel to any side of the
feasible region all the points lying on that side
constitute optimal solutions as shown in Fig
2.
Unique feasible point
This situation arises when feasible region
consists of a single point. This situation
may occur only when number of constraints
is at least equal to the number of decision
variables. An example is shown in Fig 4. In
this case, there is no need for optimization
as there is only one solution.

Fig 4: Unique Feasible Point

Fig 2: Optimal Solutions

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 Optimization Techniques in Civil Engineering

Exceptional cases-

A firm used milling machine, grinding machines and lathes to produce two motor parts.
The machining times required for each part, the machines times available on different machine
and the profit on each motor part are given below

Types of Machining times required to motor Machines times

Machines parts available per week
I (mts) II (mts) (min)
Milling machine 10 4 2000
Grinding machines 3 2 900
Lathes 6 12 3000
Profit/unit Rs 100 40

Determine the number of parts I & II to be manufactured per week to maximize the profit.

Solution:
Let x1 = Parts I manufactured/week
x2 = Parts II manufactured/week
So, Z = 100x1 + 40x2
Since objective is to maximize profit
Constraints - time available on each machine
10x1 + 4x2 ≤ 2000
3x1 + 2x2 ≤ 900
6x1 + 12x2 ≤ 3000
x1 ≥ 0 & x2 ≥ 0
Plot the graph in x1 – x2 Co-ordinate System with non-negativity restrictions.

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Dr. Baboo Rai | National Institute of Technology Patna