The Feasible Region and Convexity

The graphical method is used to solve a Linear Programming Problem involving two decision variables. Since only two variables are involved, the constraints can be represented on a Cartesian plane.

  • Feasible Region: The common region that satisfies all the given constraints, including the non-negativity constraints x0x \ge 0 and y0y \ge 0, is called the feasible region or solution region. Every point in this region represents a feasible solution.
  • Infeasible Region: Any point lying outside the feasible region violates at least one constraint and is therefore called an infeasible solution.
  • Feasible Solution: Any point that satisfies all constraints.
  • Optimal Feasible Solution: A feasible solution for which the objective function attains its maximum or minimum value.
  • Convexity: The feasible region formed by linear constraints is always a convex region. A region is convex if, for any two points inside it, the line segment joining them lies entirely inside the region.

When the feasible region is enclosed by line segments, it forms a convex polygon. In some cases, the feasible region may also be unbounded, but it is still convex.

2. Fundamental Theorems of Linear Programming

The graphical method is based on two important results:

Theorem 1 (Corner Point Principle)

If a Linear Programming Problem has an optimal solution, then at least one such optimal solution occurs at a corner point (vertex) of the feasible region.

This means that instead of testing infinitely many feasible points, we only need to check the corner points of the feasible region.

Theorem 2 (Bounded Feasible Region)

If the feasible region is bounded, then the objective function definitely attains both a maximum value and a minimum value, and these occur at corner points of the feasible region.

Important Note:

If the feasible region is unbounded, an optimal solution may or may not exist. In such cases, the values at corner points alone are not always enough, especially for maximization or minimization in the direction of the unbounded part.

The Corner Point Method

To solve a two-variable LPP graphically, we use the Corner Point Method.

Step 1: Draw the boundary lines

Replace each inequality by an equality and draw the corresponding straight line.

Step 2: Identify the correct half-planes

For each inequality, determine which side of the line satisfies the condition. This is usually done by testing a convenient point such as (0,0)(0,0), provided the line does not pass through the origin.

Step 3: Obtain the feasible region

The common part of all valid half-planes, along with the non-negativity restrictions, gives the feasible region.

Step 4: Find all corner points

Locate all the vertices of the feasible region. If necessary, solve pairs of equations algebraically to find exact coordinates.

Step 5: Evaluate the objective function

Substitute each corner point into the objective function Z=ax+byZ = ax + by.

Step 6: Identify the optimum value

  • The largest value gives the maximum.
  • The smallest value gives the minimum.

This method works because of the fundamental theorem that the optimum occurs at a corner point whenever it exists.

Handling Unbounded Regions

When the feasible region is unbounded, the objective function may still have an optimum, or it may fail to have one.

Suppose the corner-point evaluation gives:

  • largest value MM for a maximization problem,
  • smallest value mm for a minimization problem.

Then we proceed as follows:

For Maximization:

Consider the open half-plane ax+by>M.ax + by > M.

  • If this region has no common point with the feasible region, then MM is the maximum value.
  • If it has even one common point, then the objective function can become larger than MM, so no maximum value exists.

For Minimization:

Consider the open half-plane ax+by<m.ax + by < m.

  • If this region has no common point with the feasible region, then mm is the minimum value.
  • If it has a common point with the feasible region, then the objective function can become smaller than mm, so no minimum value exists.

Thus, for unbounded regions, corner points give a candidate answer, but a further check is necessary.

Special Cases in Graphical Solutions

There are some important special cases in graphical LPP:

  • Multiple Optimal Solutions: If the objective function has the same optimal value at two adjacent corner points, then every point on the line segment joining those points also gives the same optimal value.
  • Infeasible Problem: If there is no common region satisfying all constraints, then the feasible region is empty and the problem has no feasible solution.
  • Redundant Constraint: A constraint is called redundant if removing it does not change the feasible region. It does not affect the final solution.
  • Unique Optimal Solution: If the objective function has a distinct best value at only one corner point, then the solution is unique.

These cases are frequently asked in theory as well as problem-solving questions.

Example 1: Bounded Maximization

Maximize Z=3x+4yZ = 3x + 4y subject to the constraints: x+y4x + y \le 4, x0x \ge 0, y0y \ge 0.

Solution: Step 1: Draw the line x+y=4x + y = 4. It passes through (4,0)(4,0) and (0,4)(0,4).

Step 2: Since x+y4x+y\le4, the required half-plane is the one containing the origin because (0,0)(0,0) satisfies the inequality.

Step 3: Along with x0x\ge0 and y0y\ge0, the feasible region lies in the first quadrant under the line x+y=4x+y=4.

Step 4: The corner points of the feasible region are:

  • O(0,0)O(0,0)
  • A(4,0)A(4,0)
  • B(0,4)B(0,4)

Step 5: Evaluate the objective function at each corner point:

  • At O(0,0)O(0,0): Z=3(0)+4(0)=0Z = 3(0)+4(0)=0
  • At A(4,0)A(4,0): Z=3(4)+4(0)=12Z = 3(4)+4(0)=12
  • At B(0,4)B(0,4): Z=3(0)+4(4)=16Z = 3(0)+4(4)=16

Step 6: The largest value is 1616.

Answer: Maximum value of ZZ is 1616 at the point (0,4).(0,4).

Example 2: Bounded Minimization

Minimize Z=3x+4yZ = -3x + 4y subject to x+2y8x + 2y \le 8, 3x+2y123x + 2y \le 12, x0x \ge 0, y0y \ge 0.

Solution: Step 1: Draw the lines:

  • x+2y=8x+2y=8, passing through (8,0)(8,0) and (0,4)(0,4)
  • 3x+2y=123x+2y=12, passing through (4,0)(4,0) and (0,6)(0,6)

Step 2: Since both inequalities are of type \le, the feasible region lies below both lines in the first quadrant.

Step 3: Find the corner points.

  • O(0,0)O(0,0)
  • A(4,0)A(4,0) from the line 3x+2y=123x+2y=12 on the x-axis
  • C(0,4)C(0,4) from the line x+2y=8x+2y=8 on the y-axis
  • Intersection point of the two lines: x+2y=8x+2y=8 3x+2y=123x+2y=12 Subtracting, we get 2x=4x=2.2x=4 \Rightarrow x=2. Substituting into x+2y=8x+2y=8: 2+2y=82y=6y=3.2+2y=8 \Rightarrow 2y=6 \Rightarrow y=3. So the intersection point is B(2,3).B(2,3).

Step 4: Evaluate ZZ at all corner points:

  • At O(0,0)O(0,0): Z=0Z=0
  • At A(4,0)A(4,0): Z=3(4)+4(0)=12Z=-3(4)+4(0)=-12
  • At B(2,3)B(2,3): Z=3(2)+4(3)=6+12=6Z=-3(2)+4(3)=-6+12=6
  • At C(0,4)C(0,4): Z=3(0)+4(4)=16Z=-3(0)+4(4)=16

Step 5: The minimum among these is 12-12.

Answer: Minimum value of ZZ is 12-12 at the point (4,0).(4,0).

Example 3: Unbounded Minimization

Minimize Z=3x+5yZ = 3x + 5y subject to x+3y3x + 3y \ge 3, x+y2x + y \ge 2, x0x \ge 0, y0y \ge 0.

Solution: Step 1: Draw the boundary lines:

  • x+3y=3x+3y=3, passing through (3,0)(3,0) and (0,1)(0,1)
  • x+y=2x+y=2, passing through (2,0)(2,0) and (0,2)(0,2)

Step 2: Since the inequalities are of type \ge, the feasible region lies above both lines in the first quadrant.

Step 3: The feasible region is unbounded.

Step 4: Determine the corner points of the feasible region boundary.

  • Point A(3,0)A(3,0)
  • Point C(0,2)C(0,2)
  • Intersection of the two lines: x+3y=3x+3y=3 x+y=2x+y=2 Subtracting gives 2y=1y=12.2y=1 \Rightarrow y=\frac{1}{2}. Then x=212=32.x=2-\frac{1}{2}=\frac{3}{2}. So, B(32,12).B\left(\frac{3}{2},\frac{1}{2}\right).

Step 5: Evaluate ZZ at these corner points:

  • At A(3,0)A(3,0): Z=3(3)+5(0)=9Z=3(3)+5(0)=9
  • At B(32,12)B\left(\frac{3}{2},\frac{1}{2}\right): Z=3(32)+5(12)=92+52=7Z=3\left(\frac{3}{2}\right)+5\left(\frac{1}{2}\right)=\frac{9}{2}+\frac{5}{2}=7
  • At C(0,2)C(0,2): Z=3(0)+5(2)=10Z=3(0)+5(2)=10

Step 6: The least value among corner points is 77 at BB.

Step 7: Since the feasible region is unbounded, we check whether the open half-plane 3x+5y<73x+5y<7 has any common point with the feasible region. It does not, because the feasible region lies on or above the boundary passing through the point (32,12)\left(\frac{3}{2},\frac{1}{2}\right) in the relevant direction.

Therefore, 77 is the true minimum.

Answer: Minimum value of ZZ is 77 at the point (32,12).\left(\frac{3}{2},\frac{1}{2}\right).

Example 4: Unbounded Maximization (No Solution)

Maximize Z=3x+4yZ = 3x + 4y subject to x0x \ge 0, y0y \ge 0, and x+y5x + y \ge 5.

Solution: Step 1: Draw the line x+y=5x+y=5, passing through (5,0)(5,0) and (0,5)(0,5).

Step 2: Since x+y5x+y\ge5, the feasible region lies above this line in the first quadrant.

Step 3: This feasible region is unbounded.

Step 4: The corner points on the lower boundary are:

  • (5,0)(5,0)
  • (0,5)(0,5)

Step 5: Evaluate the objective function:

  • At (5,0)(5,0): Z=3(5)+4(0)=15Z=3(5)+4(0)=15
  • At (0,5)(0,5): Z=3(0)+4(5)=20Z=3(0)+4(5)=20

Step 6: The largest corner-point value is M=20M=20.

Step 7: Now check the open half-plane 3x+4y>20.3x+4y>20. This half-plane clearly contains feasible points such as (10,10)(10,10), for which Z=3(10)+4(10)=70>20.Z=3(10)+4(10)=70>20. Therefore, the value of ZZ can be made arbitrarily large in the feasible region.

Answer: No maximum value exists.

Example 5: Infeasible LPP

Maximize Z=x+yZ = x + y subject to xy1x - y \le -1, x+y0-x + y \le 0, x0x \ge 0, y0y \ge 0.

Solution: Step 1: Rewrite the inequalities in simpler form. From xy1x-y\le-1 we get yx+1.y\ge x+1. From x+y0-x+y\le0 we get yx.y\le x.

Step 2: So any feasible point must satisfy both yx+1y\ge x+1 and yx.y\le x.

Step 3: But these two conditions cannot be true together, because yx+1y\ge x+1 means yy is at least 1 more than xx, while yxy\le x means yy is not greater than xx.

Step 4: Thus, there is no common region satisfying all constraints.

Answer: The LPP is infeasible. No feasible solution exists.

Example 6: Multiple Optimal Solutions

Maximize Z=2x+4yZ = 2x + 4y subject to x+2y10x + 2y \le 10, x0x \ge 0, y0y \ge 0.

Solution: Step 1: Draw the line x+2y=10,x+2y=10, which passes through (10,0)(10,0) and (0,5)(0,5).

Step 2: Since the inequality is x+2y10x+2y\le10, the feasible region is the triangle in the first quadrant bounded by the axes and this line.

Step 3: The corner points are:

  • O(0,0)O(0,0)
  • A(10,0)A(10,0)
  • B(0,5)B(0,5)

Step 4: Evaluate the objective function at each corner point:

  • At O(0,0)O(0,0): Z=2(0)+4(0)=0Z=2(0)+4(0)=0
  • At A(10,0)A(10,0): Z=2(10)+4(0)=20Z=2(10)+4(0)=20
  • At B(0,5)B(0,5): Z=2(0)+4(5)=20Z=2(0)+4(5)=20

Step 5: The maximum value is the same at the two adjacent corner points AA and BB.

Step 6: Since the same optimal value occurs at two adjacent vertices, every point on the line segment joining (10,0)(10,0) and (0,5)(0,5) gives the same maximum value.

This is because the objective function can be written as Z=2x+4y=2(x+2y),Z=2x+4y=2(x+2y), and on the boundary line x+2y=10x+2y=10, we get Z=2(10)=20.Z=2(10)=20.

Answer: Maximum value of ZZ is 20,20, and there are multiple optimal solutions at every point on the line segment joining (10,0)(10,0) and (0,5)(0,5).

Example 7: LPP with Redundant Constraint

Maximize Z=3x+2yZ = 3x + 2y subject to x+y5x + y \le 5, x4x \le 4, y6y \le 6, x0x \ge 0, y0y \ge 0.

Solution: Step 1: Draw the constraints:

  • x+y5x+y\le5
  • x4x\le4
  • y6y\le6
  • x0,y0x\ge0, y\ge0

Step 2: Observe that in the first quadrant, the condition x+y5x+y\le5 already implies y5.y\le5. Therefore, the extra condition y6y\le6 does not further restrict the feasible region. So y6y\le6 is a redundant constraint.

Step 3: The effective feasible region is bounded by:

  • x+y5x+y\le5
  • x4x\le4
  • x0x\ge0
  • y0y\ge0

Step 4: The corner points are:

  • O(0,0)O(0,0)
  • A(4,0)A(4,0)
  • B(4,1)B(4,1) from x=4x=4 and x+y=5x+y=5
  • C(0,5)C(0,5)

Step 5: Evaluate the objective function:

  • At O(0,0)O(0,0): Z=0Z=0
  • At A(4,0)A(4,0): Z=3(4)+2(0)=12Z=3(4)+2(0)=12
  • At B(4,1)B(4,1): Z=3(4)+2(1)=12+2=14Z=3(4)+2(1)=12+2=14
  • At C(0,5)C(0,5): Z=3(0)+2(5)=10Z=3(0)+2(5)=10

Step 6: The maximum is 1414.

Answer: Maximum value of ZZ is 1414 at the point (4,1).(4,1). Also, the constraint y6y\le6 is redundant.

Example 8: Maximizing and Minimizing Simultaneously

Find the maximum and minimum values of Z=5x+10yZ = 5x + 10y subject to x+2y120x + 2y \le 120, x+y60x + y \ge 60, x2y0x - 2y \ge 0, x0,y0x \ge 0, y \ge 0.

Solution: Step 1: Write the boundary lines:

  • L1:x+2y=120L_1: x+2y=120
  • L2:x+y=60L_2: x+y=60
  • L3:x2y=0x=2yL_3: x-2y=0 \Rightarrow x=2y

Step 2: Determine the feasible region:

  • x+2y120x+2y\le120 means below L1L_1
  • x+y60x+y\ge60 means above L2L_2
  • x2y0x-2y\ge0 means x2yx\ge2y, that is, on or to the right of the line x=2yx=2y
  • together with x0x\ge0, y0y\ge0

Step 3: Find the corner points.

  • Intersection of L2L_2 with x-axis: (60,0)(60,0)
  • Intersection of L1L_1 with x-axis: (120,0)(120,0)
  • Intersection of L1L_1 and L3L_3: x=2yx=2y x+2y=1202y+2y=1204y=120y=30,x=60.x+2y=120 \Rightarrow 2y+2y=120 \Rightarrow 4y=120 \Rightarrow y=30, x=60. So point is (60,30)(60,30).
  • Intersection of L2L_2 and L3L_3: x=2yx=2y x+y=602y+y=603y=60y=20,x=40.x+y=60 \Rightarrow 2y+y=60 \Rightarrow 3y=60 \Rightarrow y=20, x=40. So point is (40,20)(40,20).

Thus, the feasible region is the quadrilateral with vertices: (60,0),(120,0),(60,30),(40,20).(60,0), (120,0), (60,30), (40,20).

Step 4: Evaluate Z=5x+10yZ=5x+10y at each corner point:

  • At (60,0)(60,0): Z=5(60)+10(0)=300Z=5(60)+10(0)=300
  • At (120,0)(120,0): Z=5(120)+10(0)=600Z=5(120)+10(0)=600
  • At (60,30)(60,30): Z=5(60)+10(30)=300+300=600Z=5(60)+10(30)=300+300=600
  • At (40,20)(40,20): Z=5(40)+10(20)=200+200=400Z=5(40)+10(20)=200+200=400

Step 5: Therefore,

  • Minimum value is 300300
  • Maximum value is 600600

Step 6: Since the maximum occurs at two adjacent corner points (120,0)(120,0) and (60,30)(60,30), every point on the line segment joining them also gives the same maximum value.

This is also clear because Z=5x+10y=5(x+2y),Z=5x+10y=5(x+2y), and on the boundary line x+2y=120x+2y=120, we get Z=5×120=600.Z=5\times120=600.

Answer: Minimum value of ZZ is 300300 at (60,0).(60,0). Maximum value of ZZ is 600600 at every point on the line segment joining (120,0) and (60,30).(120,0) \text{ and } (60,30).

Example 9: Complex Bounded Region

Maximize Z=4x+6yZ = 4x + 6y subject to 3x+2y123x + 2y \le 12, x+y4x + y \ge 4, x3x \le 3, x,y0x, y \ge 0.

Solution: Step 1: Draw the boundary lines:

  • 3x+2y=123x+2y=12
  • x+y=4x+y=4
  • x=3x=3

Step 2: Determine the feasible sides:

  • 3x+2y123x+2y\le12 means below the line
  • x+y4x+y\ge4 means above the line
  • x3x\le3 means to the left of the line x=3x=3
  • with x0x\ge0, y0y\ge0

Step 3: Find the corner points.

  • Intersection of x=3x=3 and x+y=4x+y=4: 3+y=4y=1.3+y=4 \Rightarrow y=1. So point is (3,1)(3,1).
  • Intersection of x=3x=3 and 3x+2y=123x+2y=12: 9+2y=122y=3y=32.9+2y=12 \Rightarrow 2y=3 \Rightarrow y=\frac{3}{2}. So point is (3,32)(3,\tfrac{3}{2}).
  • Intersection of x+y=4x+y=4 and y-axis: (0,4)(0,4).
  • Intersection of 3x+2y=123x+2y=12 and y-axis: (0,6)(0,6).

Thus the feasible region is the quadrilateral with vertices: (0,4),(0,6),(3,32),(3,1).(0,4), (0,6), (3,\tfrac{3}{2}), (3,1).

Step 4: Evaluate Z=4x+6yZ=4x+6y at each corner point:

  • At (0,4)(0,4): Z=4(0)+6(4)=24Z=4(0)+6(4)=24
  • At (0,6)(0,6): Z=4(0)+6(6)=36Z=4(0)+6(6)=36
  • At (3,32)(3,\tfrac{3}{2}): Z=4(3)+6(32)=12+9=21Z=4(3)+6\left(\tfrac{3}{2}\right)=12+9=21
  • At (3,1)(3,1): Z=4(3)+6(1)=18Z=4(3)+6(1)=18

Step 5: The maximum value is 3636.

Answer: Maximum value of ZZ is 3636 at the point (0,6).(0,6).

Example 10: Problem with Equality Constraint

Minimize Z=x+2yZ = x + 2y subject to 2x+y32x + y \ge 3, x+2y6x + 2y \ge 6, x+y=4x + y = 4, x,y0x, y \ge 0.

Solution: Step 1: The condition x+y=4x+y=4 is an equality, so the feasible region must lie on the line joining (4,0)(4,0) and (0,4)(0,4).

Step 2: Check which part of this line satisfies the inequalities.

First inequality: 2x+y32x+y\ge3 This is satisfied by every point on the segment from (4,0)(4,0) to (0,4)(0,4), because even at (0,4)(0,4) we get 434\ge3.

Second inequality: x+2y6.x+2y\ge6. Now find where the line x+y=4x+y=4 meets the line x+2y=6x+2y=6. Subtracting, (x+2y)(x+y)=64y=2.(x+2y)-(x+y)=6-4 \Rightarrow y=2. Then, x=2.x=2. So the point of intersection is (2,2)(2,2).

Thus, the feasible part of the line x+y=4x+y=4 is the segment from (2,2)(2,2) to (0,4)(0,4).

Step 3: The corner points of this feasible segment are:

  • A(2,2)A(2,2)
  • B(0,4)B(0,4)

Step 4: Evaluate the objective function:

  • At A(2,2)A(2,2): Z=2+2(2)=6Z=2+2(2)=6
  • At B(0,4)B(0,4): Z=0+2(4)=8Z=0+2(4)=8

Step 5: The minimum value is 66.

Answer: Minimum value of ZZ is 66 at the point (2,2).(2,2).