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Linear Programming Decision Variables

The document outlines the fundamentals of linear programming, including decision variables, the objective function, and constraints. It explains the graphical method for solving linear programming problems, emphasizing the importance of feasible solutions and corner points. Additionally, it presents theorems regarding the optimal values of the objective function and the characteristics of feasible regions.

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krishchoksi01
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Topics covered

  • optimal feasible solution,
  • vertices,
  • open half plane,
  • LP problem formulation,
  • infeasible solution,
  • graphical solutions,
  • intersection of lines,
  • criteria of optimality,
  • solution methods,
  • solution techniques
0% found this document useful (0 votes)
130 views5 pages

Linear Programming Decision Variables

The document outlines the fundamentals of linear programming, including decision variables, the objective function, and constraints. It explains the graphical method for solving linear programming problems, emphasizing the importance of feasible solutions and corner points. Additionally, it presents theorems regarding the optimal values of the objective function and the characteristics of feasible regions.

Uploaded by

krishchoksi01
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Topics covered

  • optimal feasible solution,
  • vertices,
  • open half plane,
  • LP problem formulation,
  • infeasible solution,
  • graphical solutions,
  • intersection of lines,
  • criteria of optimality,
  • solution methods,
  • solution techniques

() Decision Variables : We need to evaluate various alternatives for arriving at the

optimal value of the objective function. The variables in a linear program are a set of
quantities that need to be determined in order to solve a problem. i.e., problem is solved
when the best values of the variables have been identified. These variables are called decision
variables. They are usually denoted by x, y (if there are two variables) or x Xz., x, if
there are more variables.
In the example discussed above x, y are decision variables.
(2) The objective function : The objective function of each linear programming problem
is expressed in terms of decision variables to optimize the criterion of optimality such as
profit, cost, etc. It is expressed as :
Optimize (maximize or minimize)
z= C t c or
z= C + c, t..t n In this chapter, we shall find the optimal value of the given
objective function by the graphical method.
(3) The constraints : There are always certain limitations on the use of resources, e.g.
labour, raw material, space, money, time etc. such limitations are being expressed as linear
equalities or inequalities in terms of decision variables. The solution of a linear programming
model must satisfy these constraints.
8.3 Gráphical Method of Solving Linear Programming Problems
In this section first we shall discuss some definitions related to the solution of a linear programni
problems.
Definition : The set of values of decision variables x, (i= 1, 2,.., n) which satisfy the
constraints of an LP problem is said to constitute solution to that LP problem.
As an example,
Consider the LP problem.
Maximize z = 300x + 600y
subject to 2x +y S 70
x+yS 40
x+ 3y S90
and x 0, y 20
Here, x= 1, y = 3; x =7, y = 6; x = 10, y = 18 etc. are solutions of this LP problem as they
satisfy the constraints 2x +yS70, xtyS 40 and x + 3y S 90 and x> 0, y>0. Note that x= 10,
y=30 is not a solution because it does not safisfy x + 3y S90.
Feasible Solution : A set of values of the decision variables x, Xz, *, is called a feasible
solution of an LP problem, if it satisfies both the constrain ts and non-negativity conditions.
Infeasible Solution : An infeasible solution is a solution for which at least one constraint
is violated.
Optimal feasible Solution : A feasible solution of an LP problem is said to be an optimal
feasible solution, if it optimizes (maximizes or minimizes) the objective function.
Feasible region (solution region) : When we graph all the constraints, the feasible region
is the set of all points which satisfy all. the constraints incBuding non-negativity constraints.
Theorem 8.1 : Let R be the feasible region (convex polygon) for.a linear
programming problem
and let z =ax + by be the objective function. When z has an optimal value (maximum or
minimum), where the variables x and y are, subject to constraints described by linear
inequalities, this optimal value must occur at a corner point (vertex) of the feasible region.
Theorem 8.2 : Let R be the feasible region for a linear programming problem and let
z= ax + by be the objective function. If Ris bounded, then the objective function z has
both a maximum and a minimum value on R and each of these occurs at a corner
point
(vertex) of R.
Note : If R is unbounded, then a maximum or a minimum value of the objective
function may not
exist. However, if it exists, it must occur at a corner point of R. (by
theorem 8.1)
This method of solving linear programming problem is known as Corner Point Method.
Following steps can be used to solve an LP problem in two variables graphically by using
corner-point method.
() Formulate the given LP problem in mathematical form, if it is not given in mathematical
form.
(2) Find the feasible region of LP problem and determine its corner points (vertices) either by
inspectionor by solving the two equations of the lines intersecting at the points.
(3) Evaluate the objective function z= æ+ by at each corner point. Let M and m
respectively
denote the largest and the smallest values of z at these points.
(4) When the feasible region is bounded, M and m are the aximum and minimum
values of z.
(5) In case, the feasible region is unbounded, we have.
(i) M is the maximum value of z, if the open half plane determined by ax t by > M has
no point in common with the feasible region. Otherwise, z has no maximum value.
(ii) m is the minimum value of z, if the open half plane determined by ax + by <m ha
no point in common with the feasible region. Otherwise, z has no minimum value.

Common questions

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Decision variables in a linear programming problem are quantities that need to be determined to solve the problem and achieve the optimal value of the objective function . These variables, usually denoted by symbols such as x and y, represent the decisions that need to be made, and the solution to the problem is achieved when the best values of these decision variables have been identified .

A feasible solution in a linear programming problem is a set of values for the decision variables that satisfies all the constraints, including non-negativity conditions . In contrast, an infeasible solution violates at least one constraint, meaning it does not fit within the allowable conditions defined by the problem .

Corner points are critical in linear programming because Theorems 8.1 and 8.2 establish that any optimal solution, be it maximum or minimum, must occur at these vertex points of the feasible region . Thus, by evaluating the objective function at each corner point, one can accurately determine the optimal value without needing to assess the entire feasible region's interior. This reduces complexity significantly .

Theorem 8.2 outlines that if the feasible region is unbounded, an objective function may not have a maximum or minimum value unless the specific conditions are met. If such values exist, they occur at a corner point of the region, as supported by Theorem 8.1. Thus, when dealing with an unbounded region, extra caution is needed to determine if the objective function can actually reach an optimal finite solution, especially the maximum, without extending indefinitely .

Theorem 8.1 states that in a linear programming problem, if the objective function has an optimal value (maximum or minimum) for the variables, then this value must occur at a corner point of the feasible region . This theorem provides a basis for using corner-point methods to determine the optimal solution by evaluating the objective function value at each vertex of the feasible region, simplifying the search for the optimal solution .

For unbounded feasible regions in linear programming, the extreme values of the objective function need careful determination. The maximum value exists only if the half-plane defined by the objective function more than maximum M has no overlap with the feasible region; similarly, the minimum exists if the half-plane denoted by less than minimum m has no intersection with the feasible region. It means the feasible region will not allow continuation towards infinite solutions for the objective function .

In a linear programming problem, the objective function is expressed in terms of decision variables with the goal of optimization, such as maximizing profit or minimizing cost . This function defines what is to be optimized and forms the crux of evaluating the decision variable values. The constraints, which are conditions the decision variables must satisfy, further bound the scope of the objective function. They ensure any solution respects limits on resources like labor and raw materials, thus affecting the feasible solutions .

A solution such as x=10, y=30 is not feasible because it violates one of the constraints, specifically x + 3y ≤ 90. Substituting the values would give 10 + 3(30) = 100, which exceeds 90, thereby not satisfying the constraints of the problem .

The graphical method solves a linear programming problem by identifying and evaluating corner points of the feasible region. Steps include: formulating the problem mathematically, determining the feasible region and its vertices through intersection of constraint lines, evaluating the objective function at each corner point, and identifying minimum and maximum values based on whether the region is bounded or not. This method leverages the fact that extrema of linear objectives occur at vertices .

The feasible region is the set of all points that satisfy the constraints of a linear programming problem, including non-negativity constraints . It is determined by graphically representing all the constraints on a coordinate system, and the feasible region is the convex polygon formed by these intersecting lines .

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