CE 467

Systems Engineering I
Department of Civil Engineering

SET 4
SOLVING LINEAR PROGRAMMING PROBLEMS

Dr. Emmanuel A. Donkor

Department of Civil Engineering, College of Engineering
Kwame Nkrumah University of Science and Technology, Kumasi, Ghana
OUTLINE

• Approaches to Solving LPs

• Preview of Sensitivity Analysis

• Special Conditions and Types of Solutions

• Note on Algebraic Models and Solvers

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Recall: Case Problem

A manufacturer of two water products, Aqua and Hydro, wants to determine

how many of each product to produce in the next production cycle. Each
Aqua requires 1 pump, 9 hrs of labour and 12 ft of tubing, while each Hydro
requires 1 pump, 6hrs of labour and 16ft of tubing. The manufacturer
expects to have 200 pumps, 1566 production hours and 2880ft of tubing for
the upcoming production cycle. Each Aqua and Hydro earns a profit of $350
and $300 respectively when sold. Assuming the manufacturer is able to sell
all products, how many of each product should the manufacturer produce if
he wants to maximize his profit during the next production cycle?
Source: adapted from Spreadsheet Modeling & Decision Analysis by Cliff
Ragsdale
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 Recall: Complete Formulation of the Case Problem

Maximize: 350𝑥% + 300𝑥'

s.t 𝑥% + 𝑥' ≤ 200 (pump constraints)

9𝑥% + 6𝑥' ≤ 1566 (labour constraint)

What values of x1 and x2 12𝑥% + 16𝑥' ≤ 2880 (steel tubing constraint)

will make the objective
function the largest,
without violating the
constraints?
𝑥% ≥ 0; 𝑥' ≥ 0, (non-negativity constraint)
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SOME DEFINITIONS
• A solution that satisfies all the constraints is
said to be feasible;

• The set of all feasible solutions form the

feasible region;

• The feasible solution—from the feasible

region—that provides the best value of the
objective (performance measure) is called
the optimal solution;

• In a minimization problem, If " x Î{feasible

region}, f(x0) < f(x), then x0 is the optimal
solution and f(x0) is the optimal value

CE 475 COPYRIGHT DR. EMMANUEL A. DONKOR

APPROACHES TO SOLVING LP PROBLEMS

• #1: Trial and error

• #2: Graphical

• #3: Optimization software/Spreadsheet Modeling

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APPROACH #1: Case Problem
TRIAL AND ERROR
Aqua Hydro
Number to Make Total Profit
Unit Profit 350 300 0

Constraints Total Used Total Available

Pumps Required 1 1 0 200
Labour Required 9 6 0 1,566
Tubing Required 12 16 0 2,880

You’ll be partially blessed
to know how to create a
spreadsheet model
Instruction
Change the values in the light blue cells and observe what happens to
Total Profit and the values in the Total Used cells. Your objective is to
obtain the largest value possible for Total Profit (light green cell) ,
without exceeding the values in the Total Available column.

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APPROACH #2. GRAPHICAL

275

Hydro(x2)
225

Step 1: Plot the boundary 175

line for each constraint Pump

Labour
125
Tubing

x2>0

75
x1>0

25

0 50 100 150 200 250

Aqua(x1)
-25

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APPROACH #2. GRAPHICAL

Step 2: Etch out the

feasible region, which is
the set of points/values
the decision variables can
take and simultaneously
satisfy all the constraints
in the problem.

Exercise. Circle corners of

the feasible region

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APPROACH #2. GRAPHICAL

Step 3: Locate the

optimal solution (method
1)
• Plot iso-profit line and
move it in the direction
of increasing objective
function value up to the
point where it last
touches the feasible
region
• The coordinates of this
point is the optimal
solution
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APPROACH #2. GRAPHICAL

Step 3: Locate the optimal solution x1 x2 Objective

(method 2)
function value
• Identify the coordinates of all the
corner/extreme points of the feasible 0 0
region;
• Calculate the value of the objective 0 180
function for each of the coordinates;
• The point with the best value (maximum in 174 0
this case) is the optimal solution;
Exercise: insert the corner points in the 80 120
spreadsheet model and record the value of
the objective function associated with the 122 78
point in the last column of the table on the
right.

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APPROACH #3:
Case Problem
Spreadsheet
Modeling Aqua Hydro
Number to Make Total Profit
Unit Profit 350 300 0

Constraints Total Used Total Available

Pumps Required 1 1 0 200
Labour Required 9 6 0 1,566
Tubing Required 12 16 0 2,880

You’ll be fully blessed

to know how to create Instructions
1. Go to Data menu
a spreadsheet model 2. Click Solver
3. Click Solve.
and to use Solver to
obtain a solution.

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SENSITIVITY ANALYSIS: A PREVIEW

• What happens when the following are changed?

• Objective function coefficients

• RHS parameters

• Values of the Technology matrix

Play with excel file

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SENSITIVITY ANALYSIS

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SPECIAL CONDITIONS AND TYPES OF SOLUTIONS

• Unique solution

• Alternate Altima

• Redundant constraints

• Unbounded solutions

• Infeasibility
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Alternate Altima Solutions

Max. 𝟒𝟓𝟎𝑥% + 300𝑥'

s.t 𝑥% + 𝑥' ≤ 200 (pump constr)

9𝑥% + 6𝑥' ≤ 1566 (labour constr)
12𝑥% + 16𝑥' ≤ 2880 (tubing constr)
𝑥% ≥ 0; 𝑥' ≥ 0, (non-negativity)

• Alternative Altima occurs when the objective

function line intersects the feasible region at an
edge instead of a single corner point.
• All points on the edge, including the corner
points, form alternate optimal solutions
NOTE: Objective function is parallel to
Labour constraint (50)
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Redundant Constraints

Max. 350𝑥% + 300𝑥'

s.t 𝑥% + 𝑥' ≤ 𝟐𝟐𝟓 (pump constr)

9𝑥% + 6𝑥' ≤ 1566 (labour constr)
12𝑥% + 16𝑥' ≤ 2880 (tubing constr)
𝑥% ≥ 0; 𝑥' ≥ 0, (non-negativity)

• Constraints that play no role in determining the

feasible region.
• Pump constraint is satisfied once labour and
tubing constraints are satisfied.

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Unbounded Solution

Max. 𝑥% + 𝑥'

s.t 𝑥% + 𝑥' ≥ 400 (constraint 1)

−𝑥% + 2𝑥' ≤400 (constraint 2)
𝑥% ≥ 0; 𝑥' ≥ 0, (non-negativity)

• Feasible region is not bounded in the direction

of increasing objective function value.

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Infeasible Solution

Max. 𝑥% + 𝑥'

s.t 𝑥% + 𝑥' ≤ 150 (constraint 1)

𝑥% + 𝑥' ≥ 200 (constraint 2)
𝑥% ≥ 0; 𝑥' ≥ 0, (non-negativity)

• All constraints in the above LP cannot be

satisfied simultaneously.

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NOTE

• Algebraic modeling languages and Solvers

• Decision support systems

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Summary: key points/lessons

• Feasible solutions to optimization problems are determined by model constraints

• Optimality is determined by the objective function
• Changes in model parameters may lead to changes in the optimal solution and/or optimal
value, depending on how large the changes are
• Optimization problems with a single optimal solution will be a corner point solution of the
feasible region
• Alternate optima problems are those with more than one optimal solution
• Problems with an infinite feasible region are classified as unbounded
• Problems are classified as Infeasible if no feasible region exists; i.e if all constraints
cannot be satisfied simultaneously

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