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Irregular Types of LP Models: Dr. Sania Bhatti

This document discusses different types of irregular linear programming (LP) models: 1. Infeasible LP models have no feasible solutions because the feasible region is empty. 2. Unbounded LP models have an unbounded feasible region that extends to infinity in some direction, meaning the objective function can be increased indefinitely. 3. LP models can have multiple optimal solutions when the objective function is parallel to a constraint, resulting in alternative optimal solutions but a single optimal objective value. The document provides examples of infeasible, unbounded, and multiple optimal LP models visualized graphically to illustrate these concepts. It also presents a class exercise asking students to categorize two sample LP models.

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0% found this document useful (0 votes)
114 views

Irregular Types of LP Models: Dr. Sania Bhatti

This document discusses different types of irregular linear programming (LP) models: 1. Infeasible LP models have no feasible solutions because the feasible region is empty. 2. Unbounded LP models have an unbounded feasible region that extends to infinity in some direction, meaning the objective function can be increased indefinitely. 3. LP models can have multiple optimal solutions when the objective function is parallel to a constraint, resulting in alternative optimal solutions but a single optimal objective value. The document provides examples of infeasible, unbounded, and multiple optimal LP models visualized graphically to illustrate these concepts. It also presents a class exercise asking students to categorize two sample LP models.

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Irregular Types of LP Models

Dr. Sania Bhatti


Irregular Types of LP Models
• Theorem:
Every linear program either:
1. is infeasible,
2. is unbounded,
3. has a unique optimal solution value (single
optimal point or multiple optima)
Infeasible LP Model
• Definition A linear program is infeasible if it
has no feasible solutions, i.e. the feasible
region is empty.
• Example:
Max 8X1 + 5X2
s.t. 2X1 + 1X2 ≤ 1000
3X1 + 4X2 ≤ 2400
X1 - X2 ≤ 350
X1 ≥ 800
X1, X 2 ≥ 0
Models With No Solutions
Infeasibility
X2
1000 Max
. 8X1 + 5X2
900
s.t. 2X1 + 1X2 ≤ 1000
3X1 + 4X2 ≤ 2400
800 X1 - X2 ≤ 350
700 X1 ≥ 800
X1, X2 ≥ 0
600
No points in common.
No points satisfy all constraints
500
simultaneously.
400 No Solutions!
Problem is
300
INFEASIBLE.
200

100
100 200 300 400 500 600 700 800 X1
0
Infeasibility
• A problem is infeasible when there are no solutions that
satisfy all the constraints.

• Infeasibility can occur from


– Input Error
– Misformulation
– Simply an inconsistent set of constraints
Models With An
“Unbounded” Solution
X2
1000 Max 8X1 + 5X2
900 s.t. X1 - X2 ≤ 350
X1 ≥ 200
800 X2 ≥ 300
700

600
Unbounded
500 Feasible Region

400 Can increase


indefinitely
300

200
Unbounded Solution
100
100 200 300 400 500 600 700 800 X1
0
Models With An Unbounded
Feasible Region – Optimal Solution
X2
1000 Min 8X1 + 5X2
900 s.t. X1 - X2 ≤ 350
X1 ≥ 200
800 X2 ≥ 200
700

600
Unbounded
500 Feasible Region

400

300

200
OPTIMAL POINT
100
100 200 300 400 500 600 700 800 X1
0
Unboundedness
• An unbounded feasible region extends to infinity in some
direction.

• If the problem is unbounded, the feasible region must be


unbounded.

• If the feasible region is unbounded, the problem may or


may not be unbounded.

• An unbounded solution means you left out some


constraints – you cannot make an “infinite” profit.
Example: Unbounded Problem
• Solve graphically for the optimal solution:
Max z = 3x1 + 4x2
s.t. x1 + x 2 > 5
3x1 + x2 > 8
x1, x2 > 0
Note: Feasible region is unbounded and
don’t have any external boundary (not
closed in)
Multiple Optimal Solutions
• When an objective function line is parallel to a constraint
the problem can have multiple optimal solutions.

• A problem can have multiple optima(alternative optima)


but a single optimal value of Z.

Example:
MAX 8X1 + 4X2
s.t. 2X1 + 1X2 ≤ 1000
3X1 + 4X2 ≤ 2400
1X1 - 1X2 ≤ 350
X 1, X 2 ≥ 0
Multiple Optimal Solutions
X2
1000 MAX 8X1 + 4X2
900
s.t. 2X1 + 1X2 ≤ 1000
3X1 + 4X2 ≤ 2400
800 1X1 - 1X2 ≤ 350
All points on the
700
Optimal boundary between X1, X2 ≥ 0
Extreme optimal extreme points
Point are also optimal
600

500
Optimal
400 Extreme
Point
300

200

100
100 200 300 400 500 600 700 800 X1
0
Class Exercise
• Solve graphically the following LP models and
categorize them as Infeasible, unbounded or a
problem with single/multiple optima.

1. Max z = 2x1 + 6x2


s.t.
4x1 + 3x2 < 12
2x1 + x2 > 8
x1, x2 > 0
Class Exercise
2.
Max z = 3x1 + 4x2
s.t. x1 + x 2 > 5
3x1 + x2 > 8
x 1, x 2 > 0
Class Exercise: Solution
• There are no points that satisfy both constraints, hence this
x2 feasible region, and no optimal solution.
problem has no

2x1 + x2 > 8
8

4x1 + 3x2 < 12


4

x1
3 4
Class Exercise: Solution
• The feasible region is unbounded and the objective function line
can be moved parallel to itself without bound so that z can be
increased infinitely.
x2

3x1 + x2 > 8

x1 + x2 > 5
5

Max 3x1 + 4x2

x1
2.67 5

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