MA 401: 2011 June

1. Exercise II problem (i): Maximize z = 2x1 + 3x2 subject to x1 + 2x2 10, x1 + x2 6, x1 4 and x1 0, x2 0. Solution: We rst graph the feasible region: The inequalities x1 0, x2 0 are satised by points in the rst quadrant only. Let L0 denote the straight line x1 + 2x2 = 10. Then L0 passes through the points (0,5) and (10,0). The origin O:(0,0) satises x1 + 2x2 = 0 + 2(0) = 0 < 10. Therefore, all points lying on origin-side of the straight line L0 satisfy the inequality x1 + 2x2 < 10. Hence the inequality x1 + 2x2 10 is satised by all points lying on L0 and all points lying on the origin-side of L0 . Let L1 denote the straight line x1 + x2 = 6. Then L1 passes through the points (0,6) and (6,0). The origin O:(0,0) satises x1 + x2 = 0 + 0 = 0 < 6. Hence the inequality x1 + x2 6 is satised by all points lying on L1 and all points lying on the origin-side of L1 . Let L3 denote the straight line x1 = 4. Then L3 passes through the point (4,0) and is parallel to the x2 axis. The origin O:(0,0) satises x1 = 0 < 4. Hence the inequality x1 4 is satised by all points lying on L3 and all points lying on the origin-side of L3 . Note: Show graph of feasible region with this solution. Let O, A, B, C, D respectively denote the points (0, 0), (0, 5), (2, 4), (4, 2), (4, 0). The points inside and on the polygon OABCD satisfy all the constraints and the non-negativity restrictions, hence the feasible region is the polygon OABCD. Method (I) Extreme point method: Since the feasible region is a polygon the given LPP has an optimal feasible solution and an extreme point of the feasible region is optimal. Extreme Points O A B C D (x1 , x2 ) (0,0) (0,5) (2,4) (4,2) (4,0) z = 2x1 + 3x2 0 15 16 14 8

The largest value of z occurs at the extreme point B. Thus, the optimal feasible solution is given by the coordinates of B, viz. x1 = 2, x2 = 4 and Max z = 16. Method (II) Iso-prot line method: The objective function is z = 2x1 + 3x2 . We choose a point in the feasible region, say, the point O:(0, 0). At O:(0, 0), 2x1 + 3x2 = 2(0) + 3(0) = 0. Let L denote the straight line 2x1 + 3x2 = 0. Then the straight line L and any other straight line parallel to L that intersects the feasible region, is called an iso-prot line. We translate the line L, parallel to itself, in the direction of z-increasing, as far as possible, with the restriction that this line must have atleast one point in common with the feasible region. Then the last point in the feasible region that intersects an iso-prot line is the point in the feasible region at which the largest value of z occurs. For the given LPP the last point in the feasible region that intersects an iso-prot line is the point B. Thus, the largest value of z occurs at the point B and the optimal feasible solution is given by the coordinates of B, viz. x1 = 2, x2 = 4 and Max z = 16.

Exercise II problem (ii): Minimize z = 50x1 + 100x2 subject to 7x1 + 2x2 28, 2x1 + 12x2 24 and x1 0, x2 0 Solution: We rst graph the feasible region: The inequalities x1 0, x2 0 are satised by points in the rst quadrant only. Let L0 denote the straight line 7x1 + 2x2 = 28. Then L0 passes through the points (0,14) and (4,0). The origin O:(0,0) satises 7x1 + 2x2 = 7(0) + 2(0) = 0 < 28. Therefore, all points lying on origin-side of the straight line L0 satisfy the inequality 7x1 + 2x2 < 28. Hence the inequality 7x1 + 2x2 28 is satised by all points lying on L0 and all points lying on the non-origin-side of L0 . Let L1 denote the straight line 2x1 + 12x2 = 24. Then L1 passes through the points (0,2) and (12,0). The origin O:(0,0) satises 2x1 + 12x2 = 2(0) + 12(0) = 0 < 24. Hence the inequality 2x1 + 12x2 24 is satised by all points lying on L2 and all points lying on the non-origin-side of L2 . Let A be the point (0,14), B the point of intersection of the lines L0 and L1 and C the point (12,0). Then the unbounded region with the x1 axis, the line segment AB, the line segment BC and the x2 axis as boundaries, is the feasible region. Note: Show graph of feasible region with this solution. We now choose a point in the feasible region. The P: (4, 2) satises both the constaints and the non-negativity restrictions of the given LPP and therefore lies in the feasible region. The objective function is z = 50x1 + 100x2 . At P, 50x1 + 100x2 = 50(4) + 100(2) = 400. Let L denote the straight line 50x1 + 100x2 = 400. Then the straight line L and any other straight line parallel to L that intersects the feasible region, is called an iso-cost line. We translate the line L, parallel to itself, in the direction of z-decreasing, as far as possible, with the restriction that this line must have atleast one point in common with the feasible region. Then the last point in the feasible region that intersects an iso-cost line is the point in the feasible region at which the smallest value of z occurs. For the given LPP the last point in the feasible region that intersects an iso-cost line is the point B. Thus, the smallest value of z occurs at the point B. Note: Solve the equations for the straight lines L1 and L2 and determine the coordinates of B. The coordinates of B are ( 288 , 112 ). Thus, the optimal feasible solution is 80 80 x1 =
288 80 , x2

112 80

and Min z = 320.