Introduction to Management

Science

Chapter 2 – Tutorial/2
An Introduction to Linear Programming
 CH2: Graphical Methods Scenarios

The different scenarios covered:

• Maximization
• Minimization
• Constraints with both +ve coordinates.
• Constraints with one –ve coordinate.
• Constraints with Zero RHS (drawn from origin point (0,0))
• Constraints with = Sign.

Special Cases:
• Alternate (Multiple) Optimal Solutions.
• Infeasibility.
• Unboundedness.
• Redundancy.
We shall cover those parts in this second tutorial session.
Characteristics:
• Binding and Non-binding Constraints.
• Slack and Surplus Constraints
• Standard Form
Special Cases: Alternate (Multiple) Optimal Solutions
 CH2: Alternate (Multiple) Optimal Solutions – Example 1

Consider the following linear program:

Max Z = 5X + 10Y

s.t. 
X + 2Y ≤ 12
5X + Y ≥ 60
X - 2Y ≥ 0
X,Y ≥ 0

Solve this linear program graphically and determine the optimal quantities of X,Y, and the value of Z.
 CH2: Alternate (Multiple) Optimal Solutions – Example 1

Solution:

1- Find the coordinates/intercepts to draw the graph of each constraint.

C1: X + 2Y = 120 (X) (Y)

C1 X + 2Y ≤ 120 (0) + 2Y = 120 0 60

C2 X + Y ≥ 60 X + 2(0) = 120 120 0
C3 X - 2Y ≥ 0
C2: 5X + Y = 60 (X) (Y)

5(0) + Y = 60 0 60

5X + (0) = 60 60 0

C3: X - 2Y = 0 (X) (Y)

X – 2(0) = 0 0 0
X – 2(50) = 0 100 50
 CH2: Alternate (Multiple) Optimal Solutions – Example 1
70
2. Draw the lines of each constraint.
60

C1 X + 2Y ≤ 120
50
C2 X + Y ≥ 60
C3 X - 2Y ≥ 0 40

30

3. How to verify the arrow directions:

20

• Substitute the (0,0) into the constraint inequality. 10

• Check if it satisfies the inequality.

0
• Based on the result you can identify the direction. C3 0 20 40 60C2 80 100 C1
120 140

X + 2Y ≤ 120 (0) + 2(0) ≤ 120 0 ≤ 120 ? YES !! So the feasible area is Towards from the point (0,0)
X + Y ≥ 60 (0) + (0) ≥ 60 0 ≥ 60 ? NO !! So the feasible area is away from the point (0,0)
X - 2Y ≥ 0
Point 1 (0,30) (0) – 2(30) ≥ 0 - 60 ≥ 0 NO !! So the feasible area is Not above the line
Point 2 (60,0) (60) – 2(0) ≥ 0 60 ≥ 0 YES !! So the feasible area is Below the line
 CH2: Alternate (Multiple) Optimal Solutions – Example 1

70
Using the extreme points approach:
60
4. Find the coordinates of all extreme points.
50

A=?
40
B=? B
C = (120 ,0) 30
D = (60,0)
20 A
Feasible
5. Find the coordinates of Point A by solving the two constraint Region
10
equations by the substitution method. C
D
0
C30 20 40 C2
60 80 100 C1
120 140
C2 X + Y ≥ 60 X + Y ≥ 60
C3 X - 2Y ≥ 0 - X + 2Y ≥ 0 Y = 20 X = 60 – 20 = 40 A = (40 , 20)
3 Y ≥ 60

6. Find the coordinates of Point B by solving the two constraint equations by the subtraction method.

C1 X + 2Y ≤ 120 X + 2Y ≤ 120
C3 X - 2Y ≥ 0 - X + 2Y ≥ 0 Y = 30 X = 120 – 60 = 60 B = (60 , 30)
4 Y ≥ 120
 CH2: Alternate (Multiple) Optimal Solutions – Example 1

Using the Extreme Points approach:

7. Substitute the values of the extreme points into the objective formula Z = 5X + 10Y

Extreme X Y Z
Points
A 40 20 Z = 5X + 10Y = 5(40) + 10(20) = 400
B 60 30 Z = 5X + 10Y = 5(60) + 10(30) = 600
C 120 0 Z = 5X + 10Y = 5(120) + 10(0) = 600
D 60 0 Z = 5X + 10Y = 5(60) + 10(0) = 300

So the highest value is 600 which is the Optimal Solution at points B and C.
 CH2: Alternate (Multiple) Optimal Solutions – Example 1

70
Using the Objective Function Line approach:
60
8. Draw the Objective Function line Z = 5X + 10Y = 100
50

35 is found by multiplying the coefficients of the variables.

40
B
5X + 10Y = 100 X Y 30

5(X) + 10(10) = 100 0 10 20 A

5(20) + 10(Y) = 100 20 0 Feasible
10 Region
C
D
0
C30 20 40 C2
60 80 100 C1
120 140

We have alternate (multiple) solutions , this occurs when the constraint touches the optimal solution points and is
considered a binding constraint which is also parallel to the objective function line.
All points on C1 touching the Feasible Region are also optimal solutions.

Notice the difference:

Z = 5X + 10Y
C1= 1X + 2Y ≤ 120
Special Cases: Unboundedness
 CH2: Unboundedness – Example 2

Consider the following linear program:

Max Z = 2X + 6Y

s.t. 
X + 3Y ≥ 60
3X + 4Y ≥ 120
X ≥ 10
X,Y ≥ 0

Solve this linear program graphically and determine the optimal quantities of X,Y, and the value of Z.
 CH2: Unboundedness – Example 2

Solution:

1- Find the coordinates/intercepts to draw the graph of each constraint.

C1: X + 3Y ≥ 60 (X) (Y)

(0) + 3Y = 60 0 20

X + 3(0) = 60 60 0

C2: 3X + 4Y ≥ 120 (X) (Y)

3(0) + 4Y = 120 0 30

3X + 4(0) = 120 40 0

C3: X ≥ 10 (X) (Y)

X = 10 10 0
 CH2: Unboundedness – Example 2

35
2. Draw the lines of each constraint.
30
C1 X + 3Y ≥ 60
C2 3X + 4Y ≥ 120 25

C3 X ≥ 10
20

15
3. How to verify the arrow directions:
10

• Substitute the (0,0) into the constraint inequality. 5

• Check if it satisfies the inequality.
• Based on the result you can identify the direction. 0
C1
0 10
C3
20 30 40
C2 50 60 70

X + 3Y ≥ 60 (0) + 3(0) ≥6 0≥6 ? NO !! So the feasible area is away from the point (0,0)
3X + 4Y ≥ 120 3(0) + 4(0) ≥ 120 0≥120 ? NO !! So the feasible area is away from the point (0,0)
X ≥ 10 (0) ≥ 10 0 ≤ 4 ? NO !! So the feasible area is away from the point (0,0)
 CH2: Unboundedness – Example 2

35
Drawing the Objective Function Line 2x+6y=60
30

OF: 2X + 5Y = 60 (X) (Y) 25

Feasible
2(0) + 6Y = 60 0 10 20 Region

2X + 6(0) = 60 30 0 15

10

0
0 10
C3
20 30 40
C2 50 60 C1 70

Since it is a Maximization problem and the Feasible Region is open ended we can move the OF line infinitely without
reaching the end of the Feasible Region.

This situation is called “Unboundedness”, because it suggests that we can make unlimited profit which is impractical and it is
due to a Formulation Error by assuming that a resource can be unlimited in supply.
Special Cases: Infeasibility
 CH2: Infeasibility – Example 3

Consider the following linear program:

Max 10X + 3Y

s.t.
2X + 3Y ≤ 18
6X + 5Y ≥ 60
X,Y ≥ 0

Solve this linear program graphically and determine the optimal quantities of X,Y, and the value of Z.
 CH2: Infeasibility – Example 3

Solution:

1- Find the coordinates/intercepts to draw the graph of each constraint.

C1 2X + 3Y ≤ 18
C2 6X + 5Y ≥ 60

C1: 2X + 3Y = 18 (X) (Y)

2(0) + 3Y = 18 0 6

2X + 3(0) = 18 9 0

C2: 6X + 5Y = 60 (X) (Y)

6(0)+5Y = 60 0 12

6X+5(0) = 60 10 0
 CH2: Infeasibility – Example 3

3- Verify the arrow directions:

14
≤ Towards (0,0)
12
≥ Away from (0,0)
10

OR 8
C1 2X + 3Y ≤ 18
6
C2 6X + 5Y ≥ 60
4

• Substitute the (0,0) into the constraint inequality. 2

• Check if it satisfies the inequality.
• Based on the result you can identify the direction.
0
0 2 4 6 8 C1 10 C2 12

C1 2X + 3Y ≤ 18 2(0) +3(0) ≤ 18 0≤18 YES !! So the feasible area is towards from the point (0,0)
C2 6X + 5Y ≥ 60 6(0) + 5(0) ≥60 0≥60 NO !! So the feasible area is Away from the point (0,0)
 CH2: Infeasibility – Example 3

The problem has no feasible solution as there is no region 14

satisfying both constraints at the same time.
12

So this condition is referred to as “Infeasibility” 10

0
0 2 4 6 8 C1 10 C2 12
Special Cases: Redundancy
 CH2: Redundancy – Example 4

Consider the following linear program:

Min 10S + 9D

s.t.
7/10S + 1D ≤ 630
1/2S + 5/6D ≤ 600
1S + 2/3D ≤ 708
1/10S + 1/4D ≤ 135
X,Y ≥ 0

Solve this linear program graphically and determine the optimal quantities of X,Y, and the value of Z.
 CH2: Redundancy – Example 4

Solution:

1- Find the coordinates/intercepts to draw the graph of each

constraint.

C1: 7/10S + 1D = 630 (S) (D)

7/10(0) + 3D = 630 0 630

7/10S + 1(0) = 630 900 0

C2: 1/2S + 5/6D = 600 (S) (D)

1/2(0)+5/6D = 600 0 720

1/2S+5/6 (0) = 600 1200 0

C3: 1S + 2/3D = 708 (S) (D) C4: 1/10S + 1/4D = 135 (S) (D)

1(0)+2/3D = 708 0 1062 1/10(0) + 1/4D = 135 0 540

1S+2/3 (0) = 708 708 0 1/10S + 1/4(0) = 135 1350 0

 CH2: Redundancy – Example 4

So the ”Sewing” constraint can be removed without effecting

the Feasible Region or the Optimal Solution.
Characteristics: Binding and Non-binding
 CH2: Binding and Non-binding – Example 5

Consider the following linear program:

Min Z = 5X + 7Y

s.t. 
X + 3Y ≥ 6
5X + 2Y ≥ 10
Y≤4
X,Y ≥ 0

Solve this linear program graphically and determine the optimal quantities of X,Y, and the value of Z.
 CH2: Binding and Non-binding – Example 5

Solution:

1- Find the coordinates/intercepts to draw the graph of each constraint.

C1: X + 3Y ≥ 6 (X) (Y)

(0) + 3Y = 6 0 2

X + 3(0) = 6 6 0

C2: 5X + 2Y ≥ 10 (X) (Y)

5(0) + 2Y = 10 0 5

5X + 2(0) = 10 2 0

C3: Y ≤ 4 (X) (Y)

Y =4 0 4
 CH2: Binding and Non-binding – Example 5
6
2. Draw the lines of each constraint.
5

C1 X + 3Y ≥ 6 C3
4
C2 5X + 2Y ≥ 10
C3 Y≤4
3

2
Feasible Region
3. How to verify the arrow directions: C1
1

• Substitute the (0,0) into the constraint inequality. C2

• Check if it satisfies the inequality.

0
0 1 2 3 4 5 6 7

• Based on the result you can identify the direction.

X + 3Y ≥ 6 (0) + 3(0) ≥6 0≥6 ? NO !! So the feasible area is away from the point (0,0)
5X + 2Y ≥ 10 5(0) + 2(0) ≥ 10 0≥10 ? NO !! So the feasible area is away from the point (0,0)
Y≤4 (0) ≤ 4 0 ≤ 4 ? YES !! So the feasible area is towards from the point (0,0)
 CH2: Binding and Non-binding – Example 5
6

Using the Extreme Points approach:

5

4. Find the coordinates of all extreme points. A

4
C3

A=? 3
B=?
C = (6 ,0) 2 B
Feasible Region
C1

5. Find the coordinates of Point A by solving the two constraint 1

C
C2
equations by the substitution method.
0
0 1 2 3 4 5 6 7

Y=4 5X + 2(4) = 10 X = 10 – 8 = 0.4

5X + 2Y = 10 5 A = (0.4 , 4)

6. Find the coordinates of Point B by solving the two constraint equations by the subtraction method.

C1 X + 3Y = 6 -5(X + 3Y = 6) -5X - 15Y = -30

C2 5X + 2Y = 10 5X + 2Y = 10 5X + 2Y = 10 Y = -20 = 1.54 X= 3(1.54) - 6 = 1.38 B=(1.38,1.54)
-13 Y = -20 -13
 CH2: Binding and Non-binding – Example 5
6

Using the Extreme Points approach:

5

7. Substitute the values of the extreme points into the objective formula 4
C3
Z = 5X + 7Y
3

2 B
Feasible Region
Extreme X Y Z C1
Points
1

A 0.4 4 Z=5X + 7Y = 5(0.4) + 7(4) = 30 C2

0
0 1 2 3 4 5 6 7
B 1.38 1.54 Z=5X + 7Y = 5(1.38) + 7(1.54) = 17.7

C 6 0 Z=5X + 7Y = 5(6) + 7(0) = 30

So the lowest value is 17.7 which is the optimal solution at point B.

And C1 with C2 are considered to be the Binding Constraints because the optimal solution falls on them, it is basically their
intersection whereas C3 is Non-binding as the optimal solution doesn’t fall on it.
Characteristics: Slack and Surplus
 CH2: Slack and Surplus – Example 6

Slack variable measures the amount of slack (idle) resources still remaining in stock or unused quantity of
resources (scarce) at any point in time during the production process.

It is added to less than or equal (≤) constraints in order to get an equality constraint.

Surplus variable measures the items produced in excess of requirements at any point in time during the
production/demand process.

It is added to greater than or equal to (≥) type constraints in order to get an equality constraint.
 CH2: Slack and Surplus – Example 6

Going back to our Par example.

Par, Inc., is a small manufacturer of golf equipment and supplies whose management has decided to move into the market for
medium- and high-priced golf bags. Par, Inc.’s distributor has agreed to buy all the golf bags Par, Inc., produces over the next three
months.
Production Time (hours)
Each golf bag produced will require the following operations: Department Standard Bag Deluxe Bag
1. Cutting and dyeing the material Cutting and Dyeing 7/10 1
2. Sewing Sewing 1/2 5/6
3. Finishing (inserting umbrella holder, club separators, etc.) Finishing 1 2/3
4. Inspection and packaging
Inspection and Packaging 1/10 1/4

Par, Inc.’s production is constrained by a limited number of hours

available in each department. The director of manufacturing estimates that 630 hours for cutting and dyeing, 600 hours for
sewing, 708 hours for finishing, and 135 hours for inspection and packaging will be available for the production of golf bags
during the next three months.
The accounting department analyzed the production data and arrived at prices for both bags that will result in a profit
contribution of $10 for every standard bag and $9 for every deluxe bag produced.
 CH2: Slack and Surplus – Example 6

S for Standard bags and D for Deluxe bags Production Time (hours)
Department Standard Bag Deluxe Bag
Profit = Maximize Objective Cutting and Dyeing 7/10 1
Sewing 1/2 5/6
P=10S + 9D Objective Function Finishing 1 2/3
Inspection and Packaging 1/10 1/4

Constrains:
Cutting and dyeing 7/10S + 1D ≤ 630 hours
Sewing 1/2S + 5/6D ≤ 600 hours
Finishing 1S + 2/3D ≤ 708 hours
Inspection and packaging 1/10S + 1/4D ≤ 135 hours

Non-Negativity Constraints
S,D ≥ 0
 CH2: Slack and Surplus – Example 6

The production time requirements for each production operation.

We can determine this information by substituting the optimal

solution values (S = 540, D = 252) into the constraints of the
linear program.
 CH2: Slack and Surplus – Example 6

The production of 540 standard bags and 252 deluxe bags will require:

• All available cutting and dyeing time (630 hours), and

• all available finishing time (708 hours),
• while 600 – 480 = 120 hours of sewing time, and
• 135 -  117 = 18 hours of inspection and packaging time will remain unused.

• The 120 hours of unused sewing time and 18 hours of unused inspection and packaging time are referred
to as slack for the two departments.
 CH2: Slack and Surplus – Example 6

Slack variables, can be added to the formulation of a linear

programming problem to represent the slack, or idle capacity.

Unused capacity makes no contribution to profit; thus, slack

variables have coefficients of zero in the objective function.

After the addition of four slack variables, denoted S1 , S2 , S3 ,

and S4 , the mathematical model of the Par, Inc., problem
becomes:
 CH2: Slack and Surplus – Example 6

Whenever a linear program is written in a form with all

constraints expressed as equalities, it is said to be written in
standard form.

Referring to the standard form of the Par, Inc.,

problem, we see that at the optimal solution (S =
540 and D = 252), the values for the slack variables
are:
 CH2: Slack and Surplus – Example 7
6

Continuing from example 5:

5

C34
Extreme
X Y Z
Points 3

A 0.4 4 Z=5X + 7Y = 5(0.4) + 7(4) = 30 C12 B

Feasible Region
B 1.38 1.54 Z=5X + 7Y = 5(1.38) + 7(1.54) = 17.7 1

C 6 0 Z=5X + 7Y = 5(6) + 7(0) = 30

0
0 1 2 3 4 5 6 7
C2

If we plug in the Optimal Solution into each constraint:

C1 X + 3Y ≥ 6 1.36 + 3(1.54) = 6 S1 = 0 LHS = RHS No Surplus Surplus =0

C2 5X + 2Y ≥ 10 5(1.36) + 2(1.54) = 10 S2 = 0 LHS = RHS No Surplus Surplus =0
C3 Y≤4 (1.54) + S3= 4 S3 = 4 - 1.54 = 2.46 Slack =2.46

C1 and C2 are Binding constraints.

 CH2: Slack and Surplus – Example 8

Consider the following linear program:

Max 3X + 5Y

s.t. 
X + 3Y ≤ 60
3X + 4Y ≤ 120
X ≥ 10
X,Y ≥ 0

Solve this linear program graphically and determine the optimal quantities of X,Y, and the value of Z.
 CH2: Slack and Surplus – Example 8

Solution:

1- Find the coordinates/intercepts to draw the graph of each constraint.

C1: X + 3Y = 60 (X) (Y)

(0) + 3Y = 60 0 20

X + 3(0) = 60 60 0

C2: 3X + 4Y = 120 (X) (Y)

3(0) + 4Y = 120 0 30

3X + 4(0) = 120 40 0

C3: X ≥ 10 (X) (Y)

X = 10 10 0
 CH2: Slack and Surplus – Example 8

2. Draw the lines of each constraint.

35

C1 X + 3Y ≤ 60 30
C2 3X + 4Y ≤ 120
C3 X ≥ 10 25

20

15

3. How to verify the arrow directions: 10

Feasible
Region
• Substitute the (0,0) into the constraint inequality. 5

• Check if it satisfies the inequality. 0

• Based on the result you can identify the direction. 0 10
C3
20 30 40
C2
50 60
C1
70

X + 3Y ≤ 60(0) + 3(0) ≤ 60 0 ≤ 60 ? YES !! So the feasible area is towards from the point (0,0)
3X + 4Y ≤ 120 3(0) + 4(0) ≤ 120 0 ≤ 120 ? YES !! So the feasible area is towards from the point (0,0)
X ≥ 10 (0) ≥ 10 0 ≥ 10 ? NO !! So the feasible area is away from the point (0,0)
 CH2: Slack and Surplus – Example 6

Using the Extreme Points approach:

35

4. Find the coordinates of all extreme points. 30

A=? 25
B=?
C = (40 ,0)
20 A
15 B
5. Find the coordinates of Point A by solving the two constraint
10
equations by the substitution method. Feasible
5
Region

C3 X = 10 -X = -10 3Y = 50 Y = 16.7
0 C
C1 X + 3Y = 60 X + 3Y = 60 0 10 20 30 40 50
C1
60 70
C3 C2
A = (10 , 16.7)

6. Find the coordinates of Point B by solving the two constraint equations by the subtraction method.

C1 X + 3Y = 60 -3(X + 3Y = 60) -3X - 9Y = -180

C2 3X + 4Y = 120 3X + 4Y = 120 3X + 4Y = 120 Y = 12 X= (120-4(12)/3)= 24 B=(24,12)
-5 Y = - 60
 CH2: Slack and Surplus – Example 6

Using the Extreme Points approach:

35

7. Substitute the values of the extreme points into the objective formula 30
Z = 3X + 5Y
25
Extreme X Y Z
Points 20 A

A 10 16.7 Z=3X + 5Y = 3(10) + 5(16.7) = 113.5 15 B

10
B 24 12 Z=3X + 5Y = 3(24) + 5(12) = 132 Feasible
5
Region
C 40 0 Z=3X + 5Y = 3(40) + 5(0) = 120
0 C
0 10
C3
20 30 40
C2
50
C1
60 70
So the highest value is 132 which is the optimal solution at point B.

Binding Constraints = C1 and C2

Non-binding = C3
 CH2: Slack and Surplus – Example 6

Slack = “Underutilization” or “Left-Over”

Plug in the Optimal Solution coordinates (24,12)

C1 X + 3Y ≤ 60 24+3(12) = 60 60 = 60 No Slack (Resource Fully Used) Applies to ≤ Constraints

C2 3X + 4Y ≤ 120 3(24)+4(12) = 120 120=120 No Slack (Resource Fully Used) Applies to ≤ Constraints
C3 X ≥ 10 24≥10 Surplus of 14 Applies to ≥ Constraints
Characteristics: Standard Form
 CH2: Standard Form – Example 8
Complete
Consider the same linear program of the previous example:

Standard Form: Standard Form:

Max 3X + 5Y Max 3X + 5Y Max 3X + 5Y +0S1 + 0S2 + 0S3

s.t.  s.t.  s.t. 

X + 3Y ≤ 60 X + 3Y + S1 = 60 X + 3Y + S1 = 60
3X + 4Y ≤ 120 3X + 4Y + S2 = 120 3X + 4Y + S2 = 120
X ≥ 10 X – S3 = 10 X – S3 = 10
X,Y ≥ 0 X ,Y , S1 ,S2 ,S3 ≥ 0 X ,Y , S1 ,S2 ,S3 ≥ 0

The Slack Variables do not effect

the objective function in anyway !!
Exercises
 CH2: Special Cases – Exercise 1

Consider the following linear program:

Max Z= 2X+6Y

s.t. 
X+3Y ≤ 60
3X+4Y ≤ 120
X ≥ 10
X, Y ≥ 0

Solve this linear program graphically and determine the optimal quantities of X,Y, and the value of Z.
Specify which special case is presented here.
 CH2: Special Cases – Exercise 1

Solution:

It is a case of Multiple (Alternate) Solutions, where we have two Optimal Solutions at points:

A = (24,12)
B = (10, 16.6)

Where the Maximum profit would be Z = 120 at both of those points.

 CH2: Special Cases – Exercise 2

Consider the following linear program:

Min Z= 10X+3Y

s.t. 
X+2Y ≤ 30
3X+4Y ≥ 120
X, Y ≥ 0

Solve this linear program graphically and determine the optimal quantities of X,Y, and the value of Z.
 CH2: Special Cases – Exercise 2

Solution:

It is a case of Infeasibility, as there is no feasible region.

 CH2: Special Cases – Exercise 3

Consider the following linear program:

Min Z= 4X+5Y

s.t. 
X+3Y ≥ 60
3X+4Y ≥ 120
X ≥ 10
X, Y ≥ 0

Solve this linear program graphically and determine the optimal quantities of X,Y, and the value of Z.
And identify the relation of each constraint with the Feasible Region.
 CH2: Special Cases – Exercise 2

35
Solution:
30

A = (10,22.5) Z = 152.5 25
Feasible
B = (40,0) Z = 160 Region
A
20

C2 : Binding Constraint
15
C3 : Binding Constraint C1
C1 : Redundant Constraint because it doesn’t touch the 10

Feasible region but its feasible area (arrows) are in the direction
of the feasible region. Otherwise, it will create an infeasible 5 B
special case. 0
0 5 10 15 20 25 30 35 40 45
C3 C2
 CH2: Standard Form – Exercise 4

Consider the following linear program:

Min 8X+7Y

s.t. 
4X+2Y ≥ 20
-6X+4Y ≤ 6
X+Y ≥ 4
2X – Y = 2
X, Y ≥ 0

• Optimal Solution is X= 3, Y= 4
• Write the LP model in Standard Form.
• Calculate the Slack or Surplus variables.
• Which Constraints are binding and which aren’t?
• Solve this model using the graphical method to prove the findings.
 CH2: Standard Form – Exercise 4

Solution:

LP model in Standard Form. Standard Form:

Min 8X+7Y Min 8X+7Y

s.t.  s.t. 
4X+2Y ≥ 20 4X+2Y - S1 = 20
-6X+4Y ≤ 6 -6X+4Y + S2 = 6
X+Y ≥ 4 X+Y - S3 = 4
2X – Y = 2 2X – Y = 2
X, Y ≥ 0 X, Y , S1, S2, S3 ≥ 0
 CH2: Standard Form – Exercise 4

Calculate Slack or Surplus.

Optimal Solution is X= 3, Y= 4

Min 8X+7Y

s.t. 
4X+2Y - S1 = 20 4(3)+2(4) - S1 = 20 20- S1 = 20 S1 = 0
-6X+4Y + S2 = 6 -6(3)+4(4) + S2 = 6 -2+ S2 = 6 S2 = 8
X+Y - S3 = 4 (3)+(4) - S3 = 4 7- S3 = 4 S3 = 3
2X – Y = 2 2(3) – (4) = 2 2(3) – (4) = 2 No Slack or Surplus
X, Y , S1, S2, S3 ≥ 0 X, Y , S1, S2, S3 ≥ 0

C1 4X+2Y - S1 = 20 S1 = 0 Binding
C2 -6X+4Y + S2 = 6 S2 = 8 Non-binding
Non-binding
C3 X+Y - S3 = 4 S3 = 3
Binding
C4 2X – Y = 2 No Slack or Surplus
 CH2: Standard Form – Exercise 4

Solution:

1- Find the coordinates/intercepts to draw the graph of each constraint.

18
C1 4X+2Y ≥ 20 C2: - 6X + 4Y = 6 (X) (Y)
C2 -6X+4Y ≤ 6 16
-6(0) + 4Y = 6 0 1.5
C3 X+Y ≥ 4 14

C4 2X – Y = 2 -6X+ 4(0) = 6 -1 0 12

10
-6X + 4(0) = 6 1 12
8

C3: X + Y = 4 (X) (Y) 6

C1: 4X + 2Y = 20 (X) (Y) (0) + Y = 4 0 4 4

4(0) + 2Y = 20  0 10 X + (0) = 4 4 0 2

0
0 1 2 3 4 5 6 7 8 9 10
4X + 2(0) = 20 5 0 C4: 2X – Y = 2 (X) (Y)

2(0) – Y = 2 0 -2

2X – (0) = 2 1 0

2(X) – 3 = 2 5 8
 CH2: Standard Form – Exercise 4
18
2. Draw the lines of each constraint.
16

14
C1 4X+2Y ≥ 20 B
C2 -6X+4Y ≤ 6 12

C3 X+Y ≥ 4 10
C4 2X – Y = 2 8

3. How to verify the arrow directions: 4 A

C2
2

• Substitute the (0,0) into the constraint inequality. 0

C36 C1
0 1 C4 2 3 4 5 7 8 9 10
• Check if it satisfies the inequality.
• Based on the result you can identify the direction.

4X+2Y ≥ 20 4(0) + 2(0) ≥ 20 0 ≥ 20 ? NO !! So the feasible area is Away from the point (0,0)
-6X+4Y ≤ 6 -6(0) + 4(0) ≤ 6 0 ≤ 6 ? YES !! So the feasible area is Towards from the point (0,0)
X+Y ≥ 4 (0) + (0) ≥ 4 0 ≥ 4 ? NO !! So the feasible area is Away from the point (0,0)
2X – Y = 2 2(0) - (0) = 2 0 = 2 ? NO !! So the feasible area is on the constraint line.
 CH2: Standard Form – Exercise 4
18

Using the extreme points approach: 16

14
4. Find the coordinates of all extreme points. B
12

10
A=?
B=? 8

5. Find the coordinates of Point A by solving the two constraint 4 A

equations by the substitution method. C2
2

0
0 1 C4 2 3 C3
4 5C1 6 7 8 9 10
C1 4X+2Y = 20 4X+2Y = 20 4X+2Y = 20
C4 2X – Y = 2 -2(2X – 2Y = 2) -4X+2Y = -4 Y = 4 X = 2+4/2 = 3 A = (3 , 4)
4 Y = 16

6. Find the coordinates of Point B by solving the two constraint equations by the subtraction method.

C2 -6X+4Y = 6 -6X+4Y = 6 -6X+4Y = 6

C4 2X – Y = 2 4(2X - Y = 2) 8X -4Y = 8 X = 7 Y = (2-14)/ – 1 = 12 B = (7 , 12)
2 X = 14
 CH2: Standard Form – Exercise 4

Using the Extreme Points approach:

7. Substitute the values of the extreme points into the objective formula Z = 8X+7Y

Extreme X Y Z
Points
A 3 4 Z = 8X+7Y = 8(3) + 7(4) = 52

B 7 12 Z = 8X+7Y = 8(7) + 7(12) = 140

So the lowest value is 140 which is the Optimal Solution at points A with X=7 and Y=12.
 CH2: Revision – Exercise 5

Consider the following linear programming problem:

Max 12X1+10X2 

s.t: 

 
4X1+3X2  ≤ 480                                
72X1+3X2  ≤  360            
 
X1, X2> 0
 
Which of the following points (X,Y) could be a feasible corner point ?

• (40,48)
• (120,0)
• (180,120)
• (30,36)
• None of the above.
 CH2: Revision – Exercise 5

Solution:

None of the above.

As the Optimal Solution is (0,120) with Z= 1200

The first way to find the answer is by solving it using the graphical method.

Another way would be to substitute each of the mentioned point into both the constraints and have the same number.
Why ??

Because the two constraints must intersect at a feasible corner point where the optimal solution occurs.
And when we substitute each of those points into the two constraints, we get the following results:

X Y C1: 4X1+3X2 C2: 72X1+3X2

40 48 304 3024 None of the provided points provide the same value when substituted into both constraints, which means
1 20 0 480 create an optimal
None 8640 solution.
1 80 120 1080 13320
3 0 36 228 2268
 CH2: Revision – Exercise 6

Max Z=5X1+3X2 

s.t: 

X1  ≥ 4.1   
3X1+2X2  ≤ 86                                
7.4X1-2X2  ≥  0          
  X1-0.5X2 ≤ 19   
 
X1, X2> 0
 
• Solve the above L.P. Model to find the optimal solution. 
• Determine which of the above constraints are: Binding, Not Binding, Redundant. Why? 
• Does the problem has any of the special cases. State reasons behind your answer.  
 CH2: Revision – Exercise 6

Solution:
50

45
1- Find the coordinates/intercepts to draw the graph of each constraint.
40

35
C1 X1  ≥ 4.1
30
C2 3X1+2X2 ≤ 86 25
C3 7.4X1-2X2  ≥  0 20

C4 X1-0.5X2 ≤ 19 15

10
C1: X1 = 4.1 (X) (Y) C3: 7.4X1-2X2 = 0   (X) (Y) 5

7.4X1-2X2 = 0   0 0 0
X1 = 4.1 4.1 0 0 5 10 15 20 25 30 35 40

7.4X1-2X2 = 0   12 44.4

X1 = 4.1 4.1 47
C4: X1-0.5X2 =19   (X) (Y)
C2: 3X1+2X2  = 86         (X) (Y)
X1-0.5X2 = 19   36 34
3X1+2X2  = 86         0 43
X1-0.5X2 19   19 0
3X1+2X2  = 86         29.33 0
 CH2: Revision – Exercise 6
50

45
2. Draw the lines of each constraint.
40

C1 X1  ≥ 4.1 35

C2 3X1+2X2 ≤ 86 30

C3 7.4X1-2X2  ≥  0 25

C4 X1-0.5X2 ≤ 19 20

15 Feasible
10 Region
3. How to verify the arrow directions: 5

C3
0
0 C15 10 15 C420 25 C230 35 40
• Substitute the (0,0) into the constraint inequality.
• Check if it satisfies the inequality.
• Based on the result you can identify the direction.

X1  ≥ 4.1 (0) ≥ 4.1 0 ≥ 20 ? NO !! So the feasible area is Away from the point (0,0)
3X1+2X2 ≤ 86 3(0) + 2(0) ≤ 86 0 ≤ 86 ? YES !! So the feasible area is Towards from the point (0,0)
7.4X1-2X2  ≥  0 7.4 (0) - 2 (0) ≥ 0 0 ≥ 0 ? Pick another points (5,0)
7.4 (5) - 2 (0) ≥ 0 37≥ 0 ? YES !! So the feasible area is Downwards from the point (0,0)
X1-0.5X2 ≤ 19 (0) – 0.5(0) ≤ 19 0 ≤ 19 ? YES !! So the feasible area is Towards from the point (0,0)
 CH2: Revision – Exercise 6
50

45
Using the extreme points approach:
40

4. Find the coordinates of all extreme points.

35 C
30
A = (4.1,0)
B=? 25

C=? 20 B
D=? 15 Feasible D
E = (19,0) 10 Region
5
5. Find the coordinates of Point B by solving the two constraint equations C3
0 A E C420
by the substitution method.
0 C15 10 15 25 C230 35 40

C1 X1  = 4.1
C3 7.4X1-2X2  =  0 7.4(4.1) - 2X2  =  0 X2 = 15.17 B = (4.1 , 15.17)

6. Find the coordinates of Point C by solving the two constraint equations by the subtraction method.
C2 3X1+2X2 = 86 X1 = 8.5 X2 = 30.25 C = (8.5 , 30.25)
C3 7.4X1-2X2  =  0
10.3 X1 = 86
7. Find the coordinates of Point D by solving the two constraint equations by the subtraction method.
C2 3X1+2X2 = 86 3X1+2X2 = 86 3X1+2X2 = 86
C4 X1-0.5X2 = 19 -3(X1-0.5X2 = 19) -3X1+1.5X2 = -57
3.5X2 = 29 X2 = 8.3 X1 = 23.13 D= (23.13 , 8.3)
 CH2: Revision – Exercise 6

Using the Extreme Points approach:

7. Substitute the values of the extreme points into the objective formula Z = 5X+3Y

Extreme X Y Z
Points
A 4.1 0 Z = 5X+3Y = 5(4.1) + 3(0) = 20.5
B 4.1 15.17 Z = 5X+3Y = 5(4.1) + 3(15.17) = 66
C 8.5 30.25 Z = 5X+3Y = 5(8.5) + 3(30.25) = 133.25
D 23.13 8.3 Z = 5X+3Y = 5(23.13) + 3(8.3) = 140.55
E 19 0 Z = 5X+3Y = 5(19) + 3(0) = 95

So the highest value is 140.55 which is the Optimal Solution at points D with X=23.13 and Y=8.3.
 Non-Binding
Constraints
CH2: Revision – Exercise 6
50

45
Optimal Solution Z=140 with X=23.1 and Y=8.28 40

35 Binding
Constraints
30
C1: X1  ≥ 4.1    25
Non-Binding – Because the optimal solution does not fall on this constraint.   20
C2: 3X1+2X2  ≤ 86       15 Feasible D
Binding – Because the optimal solution is on this constraint.                          10 Region
C3: 7.4X1-2X2  ≥  0       5

Non-Binding – Because the optimal solution does not fall on this constraint.    C3 0
C420
0 C15 10 15 25 C230 35 40
C4: X1-0.5X2 ≤ 19   
Binding – Because the optimal solution is on this constraint. The Optimal
Solution

No Redundant Constraints because all constraint lines touch the Feasible Region.

The problem does not have any special case because:

- There is a feasible region.

- The feasible region is bounded.
- There is one optimal solution only which is Z=140 at point (23.1,8.28)
- With no redundant constraints.
 CH2: Revision – Exercise 7

Consider the following linear programming problem:

Max 3.32X + 2.22 Y 

s.t: 

4X  ≤ 150   
3X + 6Y  ≤ 280
                               3X + 4Y  ≤ 100
X + Y  ≥ 20
4X – 6Y ≤ 0
X - 4Y ≤ 0

  X, Y > 0
 

• Solve the above L.P. Model to find the optimal solution. 

• Determine which of the above constraints are: Binding, Not Binding, Redundant. Why? 
• Does the problem has any of the special cases. State reasons behind your answer. 
• State the constraints that define the Feasible Region. 
 CH2: Revision – Exercise 8

Solution:

1- Find the coordinates/intercepts to draw the graph of each constraint.

60

C1: 4X  = 150    (X) (Y) C4: X + Y  = 20 (X) (Y) C5

50

4X  = 150   37.5 0 (0) + Y = 20 0 20

40
4X  = 150   37.5 50 X + (0) = 20 20 0
30

C2: 3X + 6Y  = 280 (X) (Y) C5: 4X – 6Y = 0 (X) (Y) 20

3(0) + 6Y = 280 0 46.67 4(0) – 6Y = 0 0 0 C6

10

3X + 6(0) = 280 93.33 0 4X – 6(10) = 0 75 50

0
0 10 C4
20 C330 C1
40 50 60 70 80 C2
90 100

C3: 3X + 4Y  = 100 (X) (Y) C6: X - 4Y = 0 (X) (Y)

3(0) + 4Y = 100 0 25 X - 4Y = 0 0 0

3X + (0)Y = 100 33.33 0 X - 4Y = 0 80 10

 CH2: Revision – Exercise 8
60

2. Draw the lines of each constraint. 50

C5

C1 4X  ≤ 150   40

C2 3X + 6Y  ≤ 280 30
C3 3X + 4Y  ≤ 100
C4 X + Y  ≥ 20 20

C5 4X – 6Y ≤ 0 10
C6
C6 X - 4Y ≤ 0
0
0 10 C4
20 C3 30 C140 50 60 70 80 C2
90 100

60

3. Verify the arrow directions. 50

C5

4. Identify the Feasible Region. 40

30
Feasible
Region 20

C6
10

0
0 10 C4
20 C330 C1
40 50 60 70 80 C2
90 100
 CH2: Revision – Exercise 8

Using the Extreme Points approach:

60

7. Substitute the values of the extreme points into the objective formula C5
50
Z = 3.32X + 2.22 Y
40
Extreme X Y Z
Points 30 A
Feasible
A 0 25 Z=3.32X + 2.22 Y= 3.32(0) + 2.22(25) = 55.5
Region 20
D B
B 12 8 Z=3.32X + 2.22 Y= 3.32(12) + 2.22(8) = 57.6 C6
10 C
C 40 0 Z=3.32X + 2.22 Y= 3.32(8) + 2.22(12) = 53.2
0
D 0 20 Z=3.32X + 2.22 Y= 3.32(0) + 2.22(20) = 44.4 0 10 C4
20 C330 C1
40 50 60 70 80 C2
90 100

So the highest value is 57.6 which is the optimal solution at point B with X to be 12 and Y to be 8.
 CH2: Revision – Exercise 8

Determining which of the constraints are: Binding, Not Binding, Redundant. 

Why?  60

50
C5
C1 4X  ≤ 150   Redundant
C2 3X + 6Y  ≤ 280 Redundant 40

C3 3X + 4Y  ≤ 100 Binding 30 A
C4 X + Y  ≥ 20 Non- binding Feasible
Region 20
C5 4X – 6Y ≤ 0 Binding D B
C6
C6 X - 4Y ≤ 0 Redundant 10 C

0
0 10 C4
20 C3 C1
30 40 50 60 70 80 C2
90 100

A binding constraint is one where some optimal solution is on the line for the constraint. 

A non-binding constraint is one where no optimal solution is on the line for the constraint.

A redundant constraint is one whose removal would not change the feasible region. Thus if the line for the
constraint doesn't touch the feasible region, it's certainly redundant.
 CH2: Revision – Exercise 8

The constraints that define the Feasible Region are:

60

C3 3X + 4Y  ≤ 100 Binding 50
C5
C4 X + Y  ≥ 20 Non- binding
40
C5 4X – 6Y ≤ 0 Binding
Non negativity constraint Y=0 30 A
Feasible
Region 20
D B
C6
10 C

0
0 10 C4
20 C3 C140
30 50 60 70 80 C2
90 100
End of Chapter 2