CE 191: Civl and Environmental Engineering Systems...

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CE 191: Civl and Environmental Engineering Systems Analysis LEC 03 : Graphical Solutions to LP Professor Scott Moura Civl & Environmental Engineering University of California, Berkeley Fall 2013 Last Modified: September 22, 2013 Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 1

Transcript of CE 191: Civl and Environmental Engineering Systems...

Page 1: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

CE 191: Civl and Environmental Engineering Systems Analysis

LEC 03 : Graphical Solutions to LP

Professor Scott MouraCivl & Environmental EngineeringUniversity of California, Berkeley

Fall 2013

Last Modified: September 22, 2013

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 1

Page 2: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Graphical Solutions of Linear Programs

Example:

min J = 140x1 + 160x2

s. to 2x1 + 4x2 ≤ 285x1 + 5x2 ≤ 50

x1 ≤ 8x2 ≤ 6x1 ≥ 0x2 ≥ 0

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 2

Page 3: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Construction of the feasible set

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 3

Page 4: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Construction of the feasible set

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 4

Page 5: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Construction of the feasible set

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 5

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Construction of the feasible set

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 6

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Construction of the feasible set

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 7

Page 8: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Construction of the feasible set

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 8

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Construction of the feasible set

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 9

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Feasible Set Final Result

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 10

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Isolines

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 11

Page 12: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Isolines

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 12

Page 13: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Isolines

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 13

Page 14: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Gradient of the cost function

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 14

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Uniqueness (or not) of the cost function

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 15

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Features of the feasible set

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 16

Page 17: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Features of the feasible set

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 17

Page 18: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Features of the feasible set

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 18

Page 19: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Features of the feasible set

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 19

Page 20: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Feasible set is unbounded

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 20

Page 21: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Objective function might be unbounded too

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 21

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Objective function might be bounded

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 22

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Optimum may be non-unique

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 23

Page 24: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Feasible set might be empty

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 24

Page 25: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Feasible set might be empty

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 25

Page 26: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Feasible set might be empty

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 26

Page 27: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Feasible set might be empty

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 27

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Constraint domination

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 28

Page 29: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Constraint domination

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 29

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Constraint domination

dominated

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 30

Page 31: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Graphical solution of LPs: A General Method

Write your LP

Successively eliminate half spaces corresponding to constraints

Is the feasible set empty?

YES→ problem infeasible→ FINISHED

NO→ is the feasible set bounded?

NO→ is solution finite?

NO→ solution is unbounded→ FINISHED

YES→ is there a unique solution?

YES→ corner point solution→ FINISHED

NO→ boundary solution→ FINISHED

YES→ is there a unique solution?

YES→ corner point solution→ FINISHED

NO→ boundary solution→ FINISHED

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 31

Page 32: CE 191: Civl and Environmental Engineering Systems Analysisfaculty.ce.berkeley.edu/moura/files/ce191/LEC03 - Graphical LP.pdf · Graphical Solutions of Linear Programs Example: min

Additional Reading

RevelleChapter 3 - A Graphical Solution Procedure and Further Examples

Prof. Moura | UC Berkeley CE 191 | LEC 03 - Graphical Solns of LP Slide 32