Problem 6 Problem Set 2.

3A Page 26(Modified)
Electra produces two types of electric motors,
each on a separate assembly line. The respective
daily capacities of the two lines are 150 and 200
motors. Type I motor uses 2 units of a certain
electronic component, and type II motor uses
only 1 unit. The supplier of the component can
provide 400 pieces a day.The profits per motor
of types I and II are $8 and $5 respectively.
Formulate the problem as a LPP and find the
optimal daily production.

Let the company produce x1 type I motors

and x2 type II motors per day.
The objective is to find x1 and x2 so as to
Maximize the profit

z 8 x1 5 x2

Subject to the constraints

x1

150
x2 200

2 x1 x2 400
x1 , x2 0

We shall use graphical method to solve the

above problem.
Step 1 Determination of the Feasible solution space
The non-negativity restrictions tell that the
solution space is in the first quadrant.
Then we replace each inequality constraint
by an equality and then graph the resulting
line (noting that two points will determine a
line uniquely).

Next we note that each constraint line

divides the plane into two half-spaces and
that on one half-space the constraint will be
and on the other it will be . To determine
the correct side we choose a reference
point and see on which side it lies.
(Normally (0,0) is chosen. If the constraint
line passes through (0,0), then we choose
some other point.) Doing like this we would
get the feasible solution space.

Step 2 Determination of the optimal solution

The determination of the optimal solution
requires the direction in which the objective
function will increase (decrease) in the case of
a maximization (minimization) problem. We
find this by assigning two increasing
(decreasing) values for z and then drawing the
graphs of the objective function for these two
values. The optimum solution occurs at a point
beyond which any further increase (decrease)
of z will make us leave the feasible space.

Graphical solution

x2

Maximize z=8x1+5x2
Subject to the constraints
Optimum
=1800 at
(100,200)

(0,200)

z=1200
z=1000
z=400

(150,0)

(150,100)

z=1800

z=1700

2x1+x2 400
x1

150
x2 200

x1,x2 0
x1

Feed Mix Problem

Minimize z = 2x1 + 3x2
Subject to

x1 + 3 x2 15
2 x1 + 2 x2 20
3 x1 + 2 x2 24
x1, x2 0

Optimum = 22.5 at (7.5, 2.5)

Graphical Solution of Feed Mix Problem

(0,12)
z = 26

z = 30
z= 36
z = 39

(4,6)

z = 22.5

z = 42

Minimum at (7.5,2.5)

(15,0)

Maximize z = 2x1 + x2
Subject to

x1 + x2 40
4 x1 + x2 100
x1, x2 0

Optimum = 60 at (20, 20)

(0,40)

z maximum at
(20,20)

(25,0)

Maximize z = 2x1 + x2
Subject to

x2 10
2 x1 5 x2 60
x1 x2 18
3 x1 x2 44
x1 , x2 0

z is maximum at (13, 5)
Max z = 31

(0,10)

z = 28
(5,10)
(10,8)
z = 20
(13,5)
z = 10
z = 31
z=4

(14.6,0)
[4]

[1]

[3]

[2]

Exceptional Cases
Usually a LPP will have a unique optimal
solution. But there are problems where
there may be no solution, may have
alternative
optimum
solutions
and
unbounded solutions. We graphically
explain these cases in the following slides.
We note that the (unique) optimum
solution occurs at one of the corners of
the set of all feasible points.

Alternative optimal solutions

Consider the LPP
Maximize z 10 x1 5 x2
Subject to the constraints

x1

150
x2 200

2 x1 x2 400
x1 , x2 0

Graphical solution
Maximize z=10x1+5x2
Subject to the constraints

x2

2x1+x2 400
(100,200)

(0,200)
z=600

z=1500

z maximum
=2000 at

z=2000

z=1000
z=400

(150,100)

(150,0)

x1

150
x2 200

x1,x2 0
x1

Thus we see that the objective function z

is maximum at the corner (150,200) and
also has an alternative optimum solution at
the corner (100,200). It may also be noted
that z is maximum at each point of the line
segment joining them. Thus the problem
has an infinite number of (finite) optimum
solutions. This happens when the objective
function is parallel to one of the
constraint equations.

Maximize z = 5x1 + 7 x2
Subject to
2 x1 -

x2 -1

- x1 + 2 x2 -1
x1, x2 0
No feasible solution

Maximize z = x1 + x2
Subject to

z=70

- x1 + 3 x2 30
- 3 x1 + x2 30

z=50

x1, x2 0
z=30

unbounded solution

z=20

Let x = (x1, x2) and y = (y1, y2) be two pints in

the x1 x2 plane. Any point t = (t1, t2) on the line
segment joining them is of the form
t1 = (1 - ) x1 + y1
t2 = (1 - ) x2 + y2
for some : 0 1
= 0 corresponds the left endpoint x
= 1 corresponds the right endpoint y

More generally, let x=(x1, x2, , xn) and

y=(y1, y2, , yn) be two points in the ndimensional space Vn. The line segment
joining x and y is the set of all points of
the form t = (1 - ) x + y, for all :
0 1 in the sense that the ith
coordinate of t, namely ti is given by
ti = (1 - ) xi + yi for all i = 1, 2, n.

Convex sets
A subset S in the n-space Vn is called
convex if x, y belong to S implies the line
segment joining them also lies in S.

convex subset

NOT convex

In Vn, the half spaces

x=(x1, x2, , xn) | a1x1+a2x2 + + anxn b
x=(x1, x2, , xn) | a1x1+a2x2 + + anxn b
and the hyperplane
x=(x1, x2, , xn) | a1x1+a2x2 + + anxn = b
are all convex.

Theorem: The intersection of any number

of convex sets is a convex set.
Corollary: The set of all feasible solutions
of an LPP is a convex subset.
Extreme Points (Vertices=corners)
Let S be a convex set. A point t in S is
called an extreme point of S if it is not
strictly between two distinct points of S.

In other words, whenever x, y are two

points in S, we cannot find a : 0 < < 1
such that t = (1 - ) x + y
Extreme point

Extreme point

Every point on the

boundary is an Extreme
point

Existence of extreme points

Theorem: Let S be a nonempty, closed,
convex set that is either bounded from
above or bounded from below. Then S
has at least one extreme point.

Extreme Points and LPP

Suppose the set SF of all feasible solutions
of a LPP is nonempty and bounded. (We
already know it is closed and convex.)
Then the optimum solution of the LPP
occurs at a corner (=extreme point) of SF.
Proof: You may see the book by JC Pant.