LP objective function with unknown parameters

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The discussion centers on solving minimization problems in linear programming with unknown parameters in the objective function. A specific example is given where the function f = 2x_1 + λx_2 needs to be minimized under certain constraints. Participants emphasize the importance of graphically representing the constraints to identify the feasible region and vertices of the polygon formed. It is noted that the optimal solution's existence and nature depend on the value of λ, as it influences whether the function can achieve a maximum or minimum. Understanding how to evaluate the function at the vertices is crucial for determining the optimal solution based on varying λ values.
Mark J.
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Hi All,

I am struggling with minimization(maximization) problems which needs to be solved graphically but they have unknown parameter in objective function:

For example:

f = 2x_1 + \lambda x_2(min)

for conditions:

-x_1 + x_2 \leq 3
x_1 + 2x_2 \leq 12
3x_1 -x_2 \leq 15
x_i \geq 0

More than solution I need to understand the way so I can proceed for similar examples

Regards
 
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Mark J. said:
Hi All,

I am struggling with minimization(maximization) problems which needs to be solved graphically but they have unknown parameter in objective function:

For example:

f = 2x_1 + \lambda x_2(min)

for conditions:

-x_1 + x_2 \leq 3
x_1 + 2x_2 \leq 12
3x_1 -x_2 \leq 15
x_i \geq 0

More than solution I need to understand the way so I can proceed for similar examples

Regards
I am having trouble reading this. can you redo it?
 
There are 4 straight lines limiting the search area and one as function f to minimize. Draw all 4 lines in cartesian coordinates, i.e a piece of paper with x_1 and x_2 axes. Then determine the areas defined by them (hatch them). Finally draw f and look whether you have to push it up or down to minimalize it's value. The searched point will be on the boundary you drew.
 
No it is not possible to determine max and min without knowing \lambda. The basic "rule" of linear programming is that max and min of a linear function on a convex polygon occurs at a vertex. It is fairly easy to determine the vertices of the given convex polygon but when you evaluate f at the vertices, the value will depend upon\lambda so that knowing which is largest and which is smallest will depend upon \lambda.
 
So how to determine when problem has optimal solution. infinite or no solution depending on lambda??
 
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