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Quotes of the day
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Overview
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What does the feasible region of an LP
look like?
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Some 3-dimensional LPs
mathworld.wolfram.com/ ConvexPolyhedron.html
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Goal of this Lecture: understand the geometrical
nature of 2 and 3 dimensional LPs
What properties does the feasible region have?
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A Two Variable Linear Program
(a variant of the DTC example)
objective z = 3x + 5y
2x + 3y ≤ 10 (1)
Constraints
x + 2y ≤ 6 (2)
x + y ≤ 5 (3)
x ≤ 4 (4)
y ≤ 3 (5)
x, y ≥ 0 (6)
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Finding an optimal solution
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Inequalities
An inequality with two variables
y determines a unique half-plane
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4 x + 2y ≤ 6
1 2 3 4 5 6 x 9
Graphing the Feasible Region
2 2x + 3y = 10
1 2 3 4 5 6 x
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Add the Constraint:
x + 2y ≤ 6 (2)
y
5
2
x + 2y = 6
1
1 2 3 4 5 6 x
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Add the Constraint:
x+ y ≤ 5
y A constraint is
called redundant if
5 deleting the
constraint does
x+ y = 5
4 not increase the
size of the feasible
3 region.
2 “x + y = 5”
is redundant
1
1 2 3 4 5 6 x
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Add the Constraints:
x ≤ 4; y ≤ 3
y
5
4 We have now
graphed the
3 feasible
region.
2
1 2 3 4 5 6 x
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The geometrical method for optimizing 3x + 5y
1 3x + 5y = 11
3x + 5y = 8
Isocost lines
x
1 2 3 4 14
Find the maximum value p such that there is a
feasible solution with 3x + 5y = p.
y
Move the line with profit p parallel as much as
3 possible.
2 3x + 5y = 16
The optimal
solution
occurs at a
1
3x + 5y = 11 corner point.
3x + 5y = 8
x
1 2 3 4 15
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What types of Linear Programs are there?
There is a feasible
solution and an max x
optimal solution. s.t. x + 2y ≤ 1
x ≥ 0, y ≥ 0
There is a feasible
solution and the max x
objective value is s.t. x - y = 1
unbounded from x ≥ 0, y ≥ 0
above.
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Any other types
Maximize x
subject to 0 < x < 1
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Corner Points
A corner point (also called an extreme point) of the feasible region is a
point that is not the midpoint of two other points of the feasible region.
(They are only defined for convex sets, to be described later.)
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Some examples of LP feasible regions.
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Region 1.
No corner point. Unbounded feasible region
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3 Region 2.
Two corner points. Unbounded feasible region
2
1
Region 3.
1 2 3 4 5 6
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Facts about corner points.
If a feasible region is non-empty, and if it does not
contain a line, then it has at least one corner point.
Region 1.
No corner point. Unbounded feasible region
Region 2.
Two corner points. Unbounded feasible region
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Optimality at corner points
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Mental Break
15.053 Trivia
Trivia about US
Presidents
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Towards the simplex algorithm
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Edges of the feasible region
In two dimensions, an edge of the feasible region is one of
the line segments making up the boundary of the feasible
region. The endpoints of an edge are corner points.
An
ed
ge
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An edge
Edges of the feasible region
In three dimensions, an edge of the feasible region is one of the line segments
making up the framework of a polyhedron. The edges are where the faces
intersect each other. A face is a flat region of the feasible region.
A face
An edge
A face
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Extreme Rays
An extreme ray is like an edge, but it starts
at a corner point and goes on infinitely.
y Two extreme
5 rays.
1 2 3 4 5 6 x 28
The Simplex Method
Start at any feasible corner point.
Move along an edge (or extreme ray) in which the
y objective value is continually improving. Stop at the next
corner point. (If moving along an extreme ray, the
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objective value is unbounded.)
Continue until no adjacent corner point has a better
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objective value. Max z = 3 x + 5 y
2
3 x + 5 y = 19
1 2 3 4 5 6 x 2929
The Simplex Method
Pentagonal prism
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Solving for the Corner Point
2 y=2
2x +3y = 10
1 2 3 4
x 31
Solving for Corner Points
In three dimensions, a corner point is the
intersection of three constraints. (3 planes)
0≤x≤2
0≤y≤2
z 0≤z≤2
x -y +z≤3
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Each corner points of a 2- Yes. And each
variable linear program is the corner points of
solution of two equations. Each an n-variable
corner point of a 3-variable linear program
linear program is the solution is the solutions
of three equations. of n equations.
Is each corner points of a 4-
variable linear program the
solution of four equations?
Cool !!
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An important difference between the
geometry and the algebra
2x + y ≤ 9
3
x + 2y ≤ 9
2
0≤x≤3
0≤y≤3
1 The point (3, 3) can be
written as the
intersection of two lines
1 2 3 4 5 in 66ways.
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Degeneracy
When a corner point is the solution of
two or more different sets of equality I was once
constraints, then this is called told that
degeneracy. This will turn out to be “degeneracy”
important for the simplex algorithm. killed the
dinosaurs.
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Suppose an LP has a feasible solution.
Which of the following is not possible for the
simplex algorithm (maximization problem)?
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Convex Sets
A set S is convex if for every two points in the set,
the line segment joining the points is also in the set;
y that is,
if p1, p2 ∈ S, then so is (1 - λ)p1 + λp2 for λ ∈ [0,1].
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Theorem. The feasible region
p1 of a linear program is convex.
2
1 p2
x
1 2 3 4 38
More on Convexity
Which of the following are convex ? or not ?
y
5
4
3
2
1
1 2 3 4 5 6 x
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The feasible region of a linear program
is convex
y
5
1 2 3 4 5 6 x
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2-Dimensional LPs and
Sensitivity Analysis
Hi, we have a tutorial It’s on sensitivity analysis in
for you stored at the two dimensions. We know
subject web site. We that you’ll find it useful for
hope to see you there. doing the problem set.
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