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Unbounded Solution Example

An unbounded solution in optimization occurs when the objective function can increase indefinitely without violating constraints, typically due to an infinitely extending feasible region. In the provided linear programming example, the objective function Z = 3x₁ + 5x₂ can grow indefinitely as the feasible region allows for unlimited increases in x₁ and x₂. Consequently, there is no optimal solution since Z can be made arbitrarily large.

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0% found this document useful (0 votes)
5 views2 pages

Unbounded Solution Example

An unbounded solution in optimization occurs when the objective function can increase indefinitely without violating constraints, typically due to an infinitely extending feasible region. In the provided linear programming example, the objective function Z = 3x₁ + 5x₂ can grow indefinitely as the feasible region allows for unlimited increases in x₁ and x₂. Consequently, there is no optimal solution since Z can be made arbitrarily large.

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Example of an Unbounded Solution in Applied Optimization

Problem Definition
An unbounded solution occurs when the objective function can increase indefinitely
without violating any constraints. This typically happens when the feasible region extends
infinitely in some direction.

Example: Linear Programming Problem with Unbounded Solution


Maximize the objective function:

Z = 3x₁ + 5x₂

Subject to the constraints:

x₁ + x₂ ≥ 4

x₁ - x₂ ≥ 2

x₁, x₂ ≥ 0

Step 1: Convert Constraints into Equations


To analyze the feasible region, we rewrite the constraints as equalities:

1. x₁ + x₂ = 4

2. x₁ - x₂ = 2

Additionally, the non-negativity constraints are: x₁ ≥ 0, x₂ ≥ 0.

Step 2: Find Intersection Points


Solving the system of equations:

x₁ + x₂ = 4

x₁ - x₂ = 2

Adding both equations:

2x₁ = 6 → x₁ = 3

Substituting x₁ = 3 in x₁ + x₂ = 4:

3 + x₂ = 4 → x₂ = 1

Thus, the lines intersect at (3,1).


Step 3: Identify the Feasible Region
Since the constraints are inequalities (≥), the feasible region extends infinitely in the
positive direction. This means there is no upper bound on the values of x₁ and x₂.

Step 4: Objective Function Analysis


Since we are maximizing Z = 3x₁ + 5x₂, and the feasible region is unbounded, we can keep
increasing x₁ and x₂ indefinitely, causing Z to grow without bound.

Conclusion
This problem has an unbounded solution because:

1. The feasible region extends infinitely in the direction where Z increases.

2. No constraint limits the maximum possible value of Z.

Thus, no optimal solution exists, as Z can be made arbitrarily large.

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