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    The document discusses linear programming problems and their solutions. It introduces linear programming, describing how linear problems can be solved and how non-linear problems are converted to linear ones. It then covers problem formulation, showing the standard form of a linear programming problem. Finally, it discusses the graphical method for solving 2D linear programming problems visually by finding the optimal corner point of the feasible region.

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    The document discusses linear programming problems and their solutions. It introduces linear programming, describing how linear problems can be solved and how non-linear problems are converted to linear ones. It then covers problem formulation, showing the standard form of a linear programming problem. Finally, it discusses the graphical method for solving 2D linear programming problems visually by finding the optimal corner point of the feasible region.

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    8 views15 pages

    Optimization Lec04 LinearProgramming

    Uploaded by

    John Lamei
    The document discusses linear programming problems and their solutions. It introduces linear programming, describing how linear problems can be solved and how non-linear problems are converted to linear ones. It then covers problem formulation, showing the standard form of a linear programming problem. Finally, it discusses the graphical method for solving 2D linear programming problems visually by finding the optimal corner point of the feasible region.

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    of 15

    02-24-01410 - Non-Linear

    and Combinatorial
    Optimization
    DR. AHMED TAYEL
    De p a rtment o f E n gi neering M at h em ati cs a n d P hysi cs, Fa c ul ty o f
    E n gi neering , Al exandria Un i ve rsi ty
    a h m e d .taye l @ a l ex u . e d u . e g
    Linear Programming
    1. Introduction.
    2. Graphical method.
    3. Simplex method.
    1. Introduction
    Why linear programming?

    • Very easy to solve.

    • There exist efficient algorithms to solve large linear programming problems.

    • Non-linear problems can be solved by conversion to an equivalent linear

    programming problem (Frank-wolf algorithm).


    Problem formulation

    Max 𝑧 = 𝑐1 𝑥1 + 𝑐2 𝑥2 + ⋯ + 𝑐𝑛 𝑥𝑛

    Subject to 𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 ≤ 𝑏1


    𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 ≤ 𝑏1 Functional
    ⋮ constraints

    𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 ≤ 𝑏1


    Non-negativity
    𝑥1 , 𝑥2 , … , 𝑥𝑛 ≥ 0
    constraints

    Handling variables unrestricted in sign


    𝑥𝑖 = 𝑥𝑖+ − 𝑥𝑖−
    𝑥𝑖+ , 𝑥𝑖− ≥ 0
    Intuition about the solution

    Definition:
    Corner point solution:
    Point resulting from the
    intersection of two or more
    constraint boundaries.
    Theorem:
    The optimal solution(s) lie
    on one of the corner points
    of the feasible region.
    Solution to the linear
    programming problem

    Graphical solution Algebraic solution


    (Simplex Algorithm)
    • Accuracy issue.
    • Handles only 2D problems. • Very accurate.
    • Handles 𝑛 −D problems (𝑛 ≥ 2).

    This lecture
    Next lecture
    2. Graphical solution
    𝑦
    Example: Max 𝑧 =3𝑥+2𝑦
    Subject to 2𝑥+3𝑦≤6
    2𝑥+𝑦 ≤4
    𝑥≤4
    𝑥, 𝑦 ≥ 0

    Point 𝒛
    (0,0) 0 𝑥
    (2,0) 6
    (1.5,1) 6.5
    (0,2) 4
    𝑦
    Example: Max 𝑧 =2𝑥+ 𝑦
    Subject to 𝑥+𝑦≤3
    2 𝑥 + 3 𝑦 ≥ 12
    𝑥, 𝑦 ≥ 0

    𝑥
    𝑦
    Example: Max 𝑧 =2𝑥+3𝑦
    Subject to 2𝑥+3𝑦≤6
    𝑥+2𝑦 ≤6
    𝑥, 𝑦 ≥ 0

    Point 𝒛
    (0,0) 0 𝑥
    (3,0) 6
    (0,2) 6
    Example: Max 𝑧 =3𝑥+2𝑦 𝑦
    Subject to 𝑥 − 2 𝑦 ≤ 10
    2 𝑥 − 𝑦 ≤ 10 Unbounded
    𝑥, 𝑦 ≥ 0 feasible region

    𝑥
    𝑦
    Example: Min 𝑧 =2𝑥+3𝑦
    Subject to 2𝑥+𝑦 ≥7
    𝑥+𝑦≥6 Unbounded
    feasible region
    𝑥+4𝑦 ≥8
    𝑥, 𝑦 ≥ 0

    Point 𝒛
    (0,7) 21 𝑥
    (1,5) 17
    (16/3,2/3) 38/3 = 12.67
    (8,0) 16

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