Linear Programming

Graphical Solution
Graphical solution

• Find all pairs of (x1, x2) which satisfy each constraint separately
• Find all pairs of (x1, x2) which satisfy all constraints. That is, find set of feasible solutions
• Choose the one which gives the max value of objective function
Graphical solution – example 1

Max z = 40 x1 + 50 x2

Subject to
150 x1 + 350 x2 ≤ 5000
100 x1 + 50 x2 ≤ 1500
x1, x2 ≥ 0
Graphical solution – example 2
(no solution)
Max z = 3 x1 + 2 x2

Subject to
2 x1 + x2 ≤ 2
3 x1 + 4 x2 ≥ 12
x1, x2 ≥ 0
 Graphical solution – example 3
(unbounded solution)
Max z = 2 x1 + x2

Subject to
x1 - x2 ≤ 10
2 x1 - x2 ≤ 40
x1, x2 ≥ 0

• There is no upper limit on the value which

the objective function can assume

• Error in formulation
• In real world, this does not exist
 Graphical solution – example 4
(infinite number of solutions)
Max z = 4 x1 + 14 x2

Subject to
2x1 + 7x2 ≤ 21
7 x1 + 2x2 ≤ 21
x1, x2 ≥ 0

• More than one combination of values of decision

variables will result in the optimal solution for the
objective function

• Choose one solution based on qualitative consideration

• Objective function parallel to one of the binding

constraints
General comments
• Simple but limited to problems with two variables only
• Provides general insight for solving an LP problem
• Optimal solution(s) lies in the corner point(s)
• Multiple optimal solutions, unbounded solutions, no solution