IE 2252

MODELING IN OPERATIONS RESEARCH

GRAPHICAL SOLUTION

Department of Industrial Engineering

1
 The Graphical Solution

Any LP model with only two or three decision

variables can be solved graphically.

Graphical solution to a LP model with three decision

variables is a hard task. Needs computer graphics.

We will focus on LP models with two decision

variables.

2
 y A QUICK REMINDER OF
4 BASIC GEOMETRY AND LINES

𝑎𝑎 𝒙𝒙 + 𝑏𝑏 𝒚𝒚 = c
3
6𝒙𝒙 + 8𝒚𝒚 = 24
2 Assume y= 0 (4,0)
Then x = 4
Assume x= 0 (0,3)
1
Then y = 3

-1
x
1 2 3 4

-1
3
 y
4 INEQUALITIES

3
6𝒙𝒙 + 8𝒚𝒚 = 24
2
≤
1

-1
x
1 2 3 4

-1
4
 y
4 INEQUALITIES

6𝒙𝒙 + 8𝒚𝒚 ≤ 24
3
1
6 ∗2 2
0
𝟏𝟏 + 8 ∗1
4 4 ≤ 24 ?
Does the inequality hold at this point?
2

No √X
Yes
1

-1
x
1 2 3 4

-1
5
 y
4 INEQUALITIES

6𝒙𝒙 + 8𝒚𝒚 ≤ 24
3

-1
x
1 2 3 4

-1
6
 y
4 INEQUALITIES

6𝒙𝒙 + 8𝒚𝒚 ≤ 24
3

-1
x
1 2 3 4

-1
7
 y
4 INEQUALITIES

6𝒙𝒙 + 8𝒚𝒚 ≤ 24
3
𝑥𝑥 ≥ 0
2 𝑦𝑦 ≥ 0

-1
x
1 2 3 4

-1
8
 𝑥𝑥y2
4 INEQUALITIES

𝑥𝑥2 ≤ 24
6 𝑥𝑥1+8𝑦𝑦
3
𝑥𝑥1 ≥ 0
2
𝑦𝑦
𝑥𝑥2 ≥ 0

-1
𝑥𝑥
x1
1 2 3 4

-1
9
 𝑥𝑥2
4 INEQUALITIES

6 𝑥𝑥1+8 𝑥𝑥2 ≤ 24
3
𝑥𝑥1 ≥ 0
2
𝑥𝑥2 ≥ 0

-1
𝑥𝑥1
1 2 3 4

-1
10
Example 1: Giapetto’s Woodcarving
• Giapetto’s, Inc., builds wooden soldiers and trains.
– Each soldier :
• Sells for $27 and uses $10 worth of raw materials.
• Increases Giapetto’s variable labor/overhead costs by $14.
• Requires 2 hours of finishing labor.
• Requires 1 hour of carpentry labor.
– Each train :
• Sells for $21 and used $9 worth of raw materials.
• Increases Giapetto’s variable labor/overhead costs by $10.
• Requires 1 hour of finishing labor.
• Requires 1 hour of carpentry labor.

11
 Ex. 1 - continued
• Each week Giapetto can obtain:
– All needed raw material.
– Only 100 finishing hours.
– Only 80 carpentry hours.
• Demand for trains is unlimited.
• At most 40 soldiers can be sold each week.
• Giapetto wants to maximize weekly profit :
(revenues – costs)
• Formulate a mathematical model of Giapetto’s
situation that can be used maximize weekly profit.
12
The LP model

13
 The Graphical Solution

• Since the Giapetto LP has two variables, it can

be solved graphically.
• The feasible region is the set of all points
satisfying the constraints
2 x1 + x2 ≤ 100 (finishing constraint)
x1 + x2 ≤ 80 (carpentry constraint)
x1 ≤ 40 (demand constraint)
x1 ≥ 0 (sign restriction)
x2 ≥ 0 (sign restriction)

14
 𝑥𝑥2 2 x1 + x2 ≤ 100 (finishing constraint)
100
x1 + x2 ≤ 80 (carpentry constraint)
x1 ≤ 40 (demand constraint)
80 x1 ≥ 0 (sign restriction)
x2 ≥ 0 (sign restriction)

60

40

20

20 40 60
𝑥𝑥1
80 15
 X2
B

100
The feasible region finishing constraint Feasible Region

of the Giapetto LP is D

80
the five sided demand constraint

polygon DGFEH.

60
G

Any point on or in z = 100

40
carpentry constraint
the interior of this
polygon (the shaded
20

area) is in the
F
z = 180

feasible region. z = 60
E A C
H
10 20 40 50 60 80 X1

16
• Having identified the feasible region for the Giapetto
LP, a search can begin for the optimal solution which
will be the point in the feasible region with the
largest z-value.

• To find the optimal solution, graph a line on which

the points have the same z-value. In a max
problem, such a line is called an isoprofit line while
in a min problem, this is called the isocost line.

17
 X2
B

100
finishing constraint Feasible Region

80
demand constraint

z = 3x1 + 2x2

60
G

The figure shows z = 100

the isoprofit lines 40
carpentry constraint

for z = 60, z = 100,

and z = 180
20

F
z = 180
z = 60
E A C
H
10 20 40 50 60 80 X1

18
 X2
B

100
The last isoprofit finishing constraint Feasible Region
intersecting (touching)
D
the feasible region

80
indicates the optimal demand constraint

solution for the LP.

60
G
For the Giapetto
problem, this occurs at 40
z = 100
carpentry constraint
point G.
20

F
(x1 = 20, x2 = 60, z = 180) z = 180
z = 60
E A C
H
10 20 40 50 60 80 X1
19
 Binding and Nonbinding Constraints
• A constraint is binding (active) at the optimal solution if the
left-hand and right-hand side of the constraint are equal when
the optimal values of the decision variables are substituted
into the constraint. Otherwise, the constraint is called
nonbinding (inactive).

• In the Giapetto LP, the finishing and carpentry constraints are

binding: (Optimal solution: x1 = 20, x2 = 60, z = 180)
2 x1 + x2 ≤ 100 (finishing constraint)
2*20 + 60 = 100

x1 + x2 ≤ 80 (carpentry constraint)
20 + 60 = 80
• The demand constraint for wooden soldiers is nonbinding:
x1 ≤ 40 (demand constraint)
20 < 40.
20
 Convex Sets, Extreme Points, and LP

• A set of points S is a convex set if the line segment jointing

any two pairs of points in S is wholly contained in S.

• An extreme point (vertex, corner point) of a convex set S : A

point in S that does not lie within any open line segment
joining two points in S.

CONVEX NON-CONVEX
21
 X2
B

100
finishing constraint Feasible Region

The feasible region D

80
for the Giapetto LP is demand constraint

a convex set.

60
G

z = 100
40 carpentry constraint

CONVEX
20

F
z = 180
z = 60
E A C
H
10 20 40 50 60 80 X1
22
 Are these sets convex or non-convex?

A E B A B

A B

C D
(a) (b) (c) (d)

23
 A E B A B

A B

C D
(a) (b) (c) (d)

CONVEX CONVEX NON-CONVEX NON-CONVEX

24
What are the extreme points of the convex sets
below?

A E B A B

A B

C D
(a) (b) (c) (d)

25
In figure (a), each point on the circumference of the circle is
an extreme point of the circle.
In figure (b), A, B, C, and D are extreme points of S. Point E is
not an extreme point since E is not an end point of the line
segment AB.
Extreme points are not defined for non-convex sets.

A E B A B

A B

C D
(a) (b) (c) (d)

26
It can be shown that:

• The feasible region for any LP is a convex set.

• The feasible region for any LP has only a

finite number of extreme points (Corner
Point Feasible solutions, CPFs).

• Any LP that has an optimal solution has an

extreme point (CPF) that is optimal.

27
 X2
B

100
finishing constraint Feasible Region

80
For the Giapetto demand constraint

problem, the

60
G
optimal solution
(Point G) is an z = 100
extreme point of
40
carpentry constraint

the feasible region.

20

F
z = 180
z = 60
E A C
H
10 20 40 50 60 80 X1

28
10 Dorian Auto

2 4 6 8 10 12 29
Dorian Auto X2

14 B

High-income women constraint

12

10
Feasible
8 Region
(unbounded)

To solve this LP 6
graphically begin by z = 600

graphing the feasible 4 z = 320

region. High-income men constraint

2 E
D
A C
2 4 6 8 10 12 14 X1

30
 Solution continued

• Like the Giapetto LP, The Dorian LP has a convex

feasible region.
• The feasible region for the Dorian problem, however,
contains points for which the value of at least one
variable can assume arbitrarily large values.
• Such a feasible region is called an unbounded
feasible region.

31
 Solution continued

• Since Dorian wants to minimize total advertising

costs, the optimal solution to the problem is the
point in the feasible region with the smallest z value.
• An isocost line with the smallest z value passes
through extreme point E and is the optimal solution
at x1 = 3.6 and x2 = 1.4.
• Both the high-income women and high-income men
constraints are satisfied, both constraints are
binding.

32
 Special Cases
• The Giapetto and Dorian LPs each has a unique
optimal solution.
• Some types of LPs do not have unique
solutions.
– Some LPs have an infinite number of solutions
(alternative or multiple optimal solutions).
– Some LPs have no feasible solutions (infeasible
LPs).
– Some LPs are unbounded: There are points in the
feasible region with arbitrarily large (in a max
problem) z-values.
33
 X2
Some LPs have multiple B

60
optima. Consider the
following formulation: D

50
Feasible Region

max z = 3x1 + 2x2

40
1 1
s.t. ⋅ x1 + ⋅ x2 ≤ 1
40 60 E
30
z = 100
1 1
⋅ x1 + ⋅ x2 ≤ 1 z = 120
50 50
20

x1 , x2 ≥ 0
z = 60
10

Any point (solution) falling on line

segment AE will yield an optimal
solution of z =120. F
A C
10 20 30 40 50 X1

34
• It is possible for an LP’s feasible region to be
empty, resulting in an infeasible LP.
• Because the optimal solution to an LP is the
best point in the feasible region, an infeasible
LP has no optimal solution.

35
The following X2

60
formulation is No Feasible Region

infeasible:
x1>=≥ 030

50
x1

max z = 3x1 + 2x2

40
1 1
s.t. ⋅ x1 + ⋅ x2 ≤ 1
40 60
xx2
2≥ 30
>=0
1 1 30
⋅ x1 + ⋅ x2 ≤ 1
50 50

x 1 ≥ 30
20

x 22 ≥ 20
30

x1 , x2 ≥ 0
10

No feasible region exists 10 20 30 40 50 X1

36
Some LPs are unbounded.

For a max problem, an unbounded LP occurs if it is

possible to find points in the feasible region with
arbitrarily large z-values. This corresponds to
arbitrarily large profits or revenue.

For a min problem, an LP is unbounded if there are

points in the feasible region producing arbitrarily
small z-values.

37
 max z = 2x1 – x2
s.t. x1 – x2 ≤ 1
2x1 +x2 ≥ 6 X2
Feasible Region
x1, x2 ≥ 0 6 D

The isoprofit lines for z = 4 and z 5

z=4
B
= 6 are shown. 4

Any isoprofit line drawn will 3

intersect the feasible region
because the isoprofit line is steeper 2
than the line x1 – x2 = 1. z=6
1
Thus there are points in the feasible A C
region which will produce 1 2 3 4 5 6 X1
arbitrarily large z-values
(unbounded LP).
38
 LP solutions
• Hence, every LP with two variables must fall into one
of the following four cases.
– The LP has a unique optimal solution.
– The LP has alternative or multiple optimal solutions: Two or
more extreme points are optimal, and the LP will have an
infinite number of optimal solutions.
– The LP is infeasible: The feasible region contains no points.
– The LP unbounded: There are points in the feasible region
with arbitrarily large z-values (max problem) or arbitrarily
small z-values (min problem).

39
40 40
 Graphical Solution
LP has only
two decision
variables (two
dimensions),
the problem
can be solved
graphically.

Constraint 1:

x1≤ 4

41 41
Constraint 1:
The Feasible
Region
x1≤ 4

Constraint 2:

2x2 ≤ 12

Constraint 3:

3x1 + 2x2 = 18

Constraints 4 and 5:

x1≥ 0 , x2≥ 0
42
Optimal Solution

Slope of the objective

function line = -3/5

43
 Optimal Solution

• The Optimal solution is x1 = 2, x2 = 6 with Z = 36.

• This solution indicates that the Wyndor Glass Co.

should produce products 1 and 2 at the rate of 2
batches per week and and 6 batches per week,
respectively, with a resulting total profit of $36,000
per week.

44
 Diet Problem

• Can you find the optimal solution graphically?

45
Diet
Problem

46
47