LP objective function with unknown parameters

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SUMMARY

This discussion focuses on solving linear programming (LP) problems with unknown parameters in the objective function, specifically using the function f = 2x_1 + λx_2 for minimization. Participants emphasize the necessity of graphically representing constraints to identify feasible regions and vertices of the convex polygon formed by the constraints. The conclusion drawn is that without knowing the value of λ, it is impossible to definitively determine the maximum or minimum values of the objective function, as these will vary based on λ.

PREREQUISITES
  • Understanding of linear programming concepts
  • Familiarity with graphical methods for solving LP problems
  • Knowledge of convex polygons and their properties
  • Basic algebra involving parameters in equations
NEXT STEPS
  • Study graphical methods for solving linear programming problems
  • Learn about the role of parameters in objective functions in LP
  • Explore the concept of vertices in convex polygons
  • Investigate the implications of varying parameters on optimization outcomes
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Students and professionals in operations research, mathematicians, and anyone involved in optimization problems requiring graphical analysis of linear programming.

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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