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795 tayangan19 halamanGraphical Method to Solve Lpp

Jul 13, 2016

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Graphical Method to Solve Lpp

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795 tayangan

Graphical Method to Solve Lpp

© All Rights Reserved

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programming problem. If we can find the values of the decision variables x1, x2, x3,

..... xn, which can optimize (maximize or minimize) the objective function Z, then

we say that these values of xi are the optimal solution of the Linear Program (LP).

The graphical method is applicable to solve the LPP involving two decision

variables x1, and x2, we usually take these decision variables as x, y instead of x1,

x2. To solve an LP, the graphical method includes two major steps.

a) The determination of the solution space that defines the feasible solution. Note

that the set of values of the variable x1, x2, x3,....xn which satisfy all the constraints

and also the non-negative conditions is called the feasible solution of the LP.

b) The determination of the optimal solution from the feasible region.

a) To determine the feasible solution of an LP, we have the following steps.

Step 1: Since the two decision variable x and y are non-negative, consider only

the first quadrant of xy-coordinate plane

(1)

the line (1) divides the first quadrant in to two regions say R1 and R2, suppose (x1,

0) is a point in R1. If this point satisfies the in equation ax + by c or ( c), then

shade the region R1. If (x1, 0) does not satisfy the inequality, shade the region R2.

Step 3: Corresponding to each constant, we obtain a shaded region. The

intersection of all these shaded regions is the feasible region or feasible solution of

the LP.

Let us find the feasible solution for the problem of a decorative item dealer whose

Z = 50x + 18y

(1)

Step 2: We draw straight lines for the equation

2x+ y = 100

(2)

x + y = 80

To determine two points on the straight line 2x + y = 100

Put y = 0, 2x = 100

x = 50

(50, 0) is a point on the line (2)

put x = 0 in (2), y =100

(0, 100) is the other point on the line (2)

Plotting these two points on the graph paper draw the line which represent the line

2x + y =100.

This line divides the 1st quadrant into two regions, say R1 and R2. Choose a point

say (1, 0) in R1. (1, 0) satisfy the inequality 2x + y 100. Therefore R1 is the

required region for the constraint 2x + y 100.

Similarly draw the straight line x + y = 80 by joining the point (0, 80) and (80, 0).

Find the required region say R1', for the constraint x + y 80.

The intersection of both the region R1 and R1' is the feasible solution of the LPP.

Therefore every point in the shaded region OABC is a feasible solution of the LPP,

since this point satisfies all the constraints including the non-negative constraints.

b) There are two techniques to find the optimal solution of an LPP.

Corner Point Method

The optimal solution to a LPP, if it exists, occurs at the corners of the feasible

region.

The method includes the following steps

Step 1: Find the feasible region of the LLP.

Step 2: Find the co-ordinates of each vertex of the feasible region.

These co-ordinates can be obtained from the graph or by solving the equation of

the lines.

Step 3: At each vertex (corner point) compute the value of the objective function.

Step 4: Identify the corner point at which the value of the objective function is

maximum (or minimum depending on the LP)

The co-ordinates of this vertex is the optimal solution and the value of Z is the

optimal value

Example: Find the optimal solution in the above problem of decorative item dealer

whose objective function is Z = 50x + 18y.

In the graph, the corners of the feasible region are

O (0, 0), A (0, 80), B(20, 60), C(50, 0)

At (0, 0) Z = 0

At (0, 80) Z = 50 (0) + 18(80)

= 1440

At (20, 60), Z = 50 (20) +18 (60)

= 1000 + 1080 = Rs.2080

At (50, 0) Z = 50 (50 )+ 18 (0)

= 2500.

Since our object is to maximize Z and Z has maximum at (50, 0) the optimal

solution is x = 50 and y = 0.

The optimal value is 2500.

If an LPP has many constraints, then it may be long and tedious to find all the

corners of the feasible region. There is another alternate and more general method

to find the optimal solution of an LP, known as 'ISO profit or ISO cost method'

ISO- PROFIT (OR ISO-COST)

Method of Solving Linear Programming Problems

Suppose the LPP is to

Optimize Z = ax + by subject to the constraints

Step 1: Draw the half planes of all the constraints

Step 2: Shade the intersection of all the half planes which is the feasible region.

Step 3: Since the objective function is Z = ax + by, draw a dotted line for the

equation ax + by = k, where k is any constant. Sometimes it is convenient to take k

as the LCM of a and b.

Step 4: To maximise Z draw a line parallel to ax + by = k and farthest from the

origin. This line should contain at least one point of the feasible region. Find the

coordinates of this point by solving the equations of the lines on which it lies.

To minimise Z draw a line parallel to ax + by = k and nearest to the origin. This line

should contain at least one point of the feasible region. Find the co-ordinates of

this point by solving the equation of the line on which it lies.

x = x1, y = y1, is the optimal solution of the LPP and

Z = ax1 + by1 is the optimal value.

The above method of solving an LPP is more clear with the following example.

Example: Solve the following LPP graphically using ISO- profit method.

maximize Z =100 + 100y.

Subject to the constraints

Suggested answer:

since x 0, y 0, consider only the first quadrant of the plane graph the following

straight lines on a graph paper

10x + 5y = 80 or 2x+y =16

6x + 6y = 66 or x +y =11

4x+ 8y = 24 or x+ 2y = 6

5x + 6y = 90

Identify all the half planes of the constraints. The intersection of all these half

planes is the feasible region as shown in the figure.

Give a constant value 600 to Z in the objective function, then we have an equation

of the line

120x + 100y = 600

(1)

or 6x + 5y = 30 (Dividing both sides by 20)

P1Q1 is the line corresponding to the equation 6x + 5y = 30. We give a constant

1200 to Z then the P2Q2 represents the line.

120x + 100y = 1200

6x + 5y = 60

P2Q2 is a line parallel to P1Q1 and has one point 'M' which belongs to feasible

region and farthest from the origin. If we take any line P3Q3 parallel to P2Q2 away

from the origin, it does not touch any point of the feasible region.

16

x + y =11 which give

x = 5 and y = 6

The optimal solution for the objective function is x = 5 and y = 6

The optimal value of Z

120 (5) + 100 (6) = 600 + 600

= 1200

Linear Programming

Exercise #1: A workshop has three (3) types of machines A, B and C; it can

manufacture two (2) products 1 and 2, and all products have to go to each machine

and each one goes in the same order; First to the machine A, then to B and then to

C. The following table shows:

Formulate and solve using the graphical method a Linear Programming model for the

previous situation that allows the workshop to obtain maximum gains.

Decision Variables:

Objective Function:

Maximize

Constraints:

The constraints represent the number of hours available weekly for machines A, B

and C, respectively, and also incorporate the non-negativity conditions.

For the graphical solution of this model we will use the Graphic Linear Optimizer

(GLP) software. The green colored area corresponds to the set of feasible

solutions and the level curve of the objective function that passes by the optimal

vertex is shown with a red dotted line.

The

optimal

solution

value

is

and

with

an

optimal

Exercise #2: A winemaking company has recently acquired a 110 hectares piece of

land. Due to the quality of the sun and the regions excellent climate, the entire

production of Sauvignon Blanc and Chardonnay grapes can be sold. You want to

know how to plant each variety in the 110 hectares, given the costs, net profits and

labor requirements according to the data shown below:

Suppose that you have a budget of US$10,000 and an availability of 1,200 man-days

during the planning horizon. Formulate and solve graphically a Linear Programming

model for this problem. Clearly outline the domain of feasible solutions and the

process used to find the optimal solution and the optimal value.

Decision Variables:

Objective Function:

Maximize

Constraints:

Where the restrictions are associated with the maximum availability of hectares for

planting, available budget, man-hours in the planting period and non-negativity,

respectively.

The following graph shows the representation of the winemaking company problem.

The shaded area corresponds with the domain of feasible solutions, where the

optimal basic feasible solution is reached at vertex C, where the budget and

man-days restraints are active. Thus solving said equation system the coordinate of

the optimal solution is found where

value is

and

(dollars).

Exercise #3: A company produces two different products. One of them needs 1/4 of

an hour of assembly work per unit, 1/8 of an hour in quality control work and US$1.2

in raw materials. The other product requires 1/3 of an hour of assembly work per

unit, 1/3 of an hour in quality control work and US$0.9 in raw materials. Given the

current availability of staff in the company, each day there is at most a total of 90

hours available for assembly and 80 hours for quality control. The first product

described has a market value (sale price) of US$8.0 per unit. In addition, the

maximum amount of daily sales for the first product is estimated to be 200 units,

without there being a maximum limit of daily sales for the second product.

Formulate and solve graphically a Linear Programming model that will allow the

company to maximize profits.

Decision Variables:

Objective Function:

Maximize

Constraints:

The first constraint represents the daily assembly time constraints. The second

constraint is the availability of time for quality control (also daily). The third

constraint establishes an upper bound for the manufacturing and daily sales of

Product 1. In addition, the non-negativity conditions for the decision variables are

included.

The domain of feasible solutions has 5 vertexes that correspond with the problems

optimal candidates. In particular the optimal vertex is D such that the optimal

solution

is

value

profit for the company.

and

with

an

optimal

Maximize Z = f(x,y) = 3x + 2y

subject to: 2x + y 18

2x + 3y 42

3x + y 24

x0,y0

1. Initially the coordinate system is drawn and each variable is associated to an

axis (generally 'x' is associated to the horizontal axis and 'y' to the vertical

one), as shown in figure 1.

2. A numerical scale is marked in axis, appropriate to the values that variables

can take according to the problem constraints. In order to do this, for each

variable corresponding to an axis, all variables are set to zero except the

variable associated to the studied axis in each constraint.

3. The following step is to represent the restrictions. Beginning with the first, the

line obtained by considering the constraint as an equality is drawn. In the

example, this line is the segment connecting A and B points, and the region

delimiting this restriction is indicated by the color YELLOW. This process is

repeated with the other restrictions, BLUE and RED regions correspond to

the second and third constraint respectively.

4. The feasible region is the intersection of the regions defined by the set of

constraints and the coordinate axis (conditions of non-negativity of variables).

This feasible region is represented by the O-F-H-G-C polygon in PURPLE

color.

calculated. These vertices are the points candidate as optimal solutions. In

the example, these points are O, F, H, G, and C, as shown in the figure.

6. Finally, the objective function (3x + 2y) is evaluated in each of these points

(results are shown in the tableau below). Since G-point provides the greatest

value to the Z-function and the objective is to maximize, this point is the

optimal solution: Z = 33 with x = 3 and y = 12.

Extreme point Coordinates (x,y) Objective value (Z)

O

(0,0)

0

C

(0,14)

28

G

(3,12)

33

H

(6,6)

30

F

(8,0)

24

Successive constructed tableaux in the Simplex method will provide the value of

the objective function at the vertices of the feasible region, adjusting simultaneously,

the coefficients of initial and slack variables.

In the initial tableau the value of the objective function at the O-vertex is

calculated, the coordinates (0,0) correspond to the value which have the basic

variables, being the result 0.

Base

P3

P4

P5

Z

Cb

0

0

0

3

2

0

P0

P1

P2

P3

18

2

1

1

42

2

3

0

3

24

1

0

0

-3

-2

0

0

P4

0

1

0

0

0

P5

0

0

1

0

The input base variable in the Simplex method determines towards what new

vertex is performed the displacement. In this example, as P1 (corresponding to 'x')

enters, the displacement is carried out by the OF-edge to reach the F-vertex, where

the Z-function value is calculated. This step occurs in the second iteration of the

Simplex method, as shown in tableau II. The corresponding value to F-vertex is

calculated in it, and Z = 24 is the obtained value for the function.

Base

P3

P4

P1

Z

Cb

0

0

3

3

2

0

P0

P1

P2

P3

1/3

2

0

1

26

0

7/3

0

8

1

1/3

0

24

0

-1

0

0

P4

0

1

0

0

0

P5

-2/3

-2/3

1/3

1

In the third iteration, the value of the function at the H-vertex is calculated to obtain Z

= 30.

Base

P2

P4

P1

Z

Cb

2

0

3

3

2

0

P0

P1

P2

P3

6

0

1

3

12

0

0

-7

6

1

0

-1

30

0

0

3

0

P4

0

1

0

0

0

P5

-2

4

1

-1

The process goes on through the HG-edge up to G-vertex, obtained data are

shown in tableau IV. At this point, the process ends, being able to check that the

solution does not improve moving along GC-edge up to C-vertex (the current value

of the Z-function is not increased).

Base

P2

P5

P1

Z

Cb

2

0

3

3

2

0

P0

P1 P2 P3

12 0

1

-1/2

3

0

0

-7/4

3

1

0

3/4

33 0

0

5/4

0

P4

1/2

1/4

-1/4

1/4

0

P5

0

1

0

0

The maximum value of the objective function is 33, and it corresponds to the

values x = 3 and y = 12 (G-vertex coordinates).

In Graphical method is necessary to calculate the value of the objective function

at each vertex of feasible region, while the Simplex method ends when the optimum

value is found.

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