Contour Lines and the Direction of Improvement
An objective assigns a value to every point, so points of equal value form a family of parallel lines and the objective's coefficient vector points perpendicular to them, towards increase. Drawing the family correctly and knowing which way along it improves are two different skills, and the second is where the errors are.
Definition
For an objective
Different values of
The vector
A maximisation therefore pushes the contour along
Formal statement
Contour at
Assumptions and scope
The account requires
. A zero objective makes every feasible point optimal and there is no improving direction; this is a degenerate case, not an instance of the rule.The vector
points towards increase regardless of whether the problem is a maximisation or a minimisation. What changes is which way you push, not which way points. Contours are parallel because the objective is linear. Equal spacing in value does not mean equal spacing in distance unless measured perpendicular to the contours.
Orthogonality of
to the contours is with respect to the standard dot product and assumes the axes are drawn to the same scale. On distorted axes the perpendicularity is not visually apparent, though the algebra is unaffected. A contour is not a constraint. Constraints bound the region and come from the restrictions; contours come from the objective and bound nothing.
Forms this is expressed in
The same content in several forms. Each makes something visible that the others leave implicit, so moving between them is part of understanding the topic rather than a presentation choice.
geometric
The objective drawn as a family of parallel lines, one for each value
This form shows the objective as a landscape over the whole plane rather than as a formula, and it makes the optimisation visibly a motion: the family is pushed until the last line still touching the region is reached.
What it does not carry is direction. The family looks identical for
Translates into: geometric
geometric
The objective drawn as the single arrow
The arrow is orthogonal to every contour and points towards increase. It converts a question about a direction
This form carries exactly what the contour family lacks, orientation, and lacks what the contour family carries, namely the values themselves. The two are used together: the family says where equal-value lines run, the arrow says which way along them to push, and a maximisation goes with the arrow while a minimisation goes against it.
Translates into: geometric
Worked material
Example
Reading direction off the coefficients
A maximisation with positive coefficients.
The same objective minimised.
A negative coefficient.
A direction test. With
The last case is the significant one. A direction with
Non-example
Things that are not the improving direction
Not the improving direction: the contour's own slope. The contour for
Not the improving direction: away from the origin. For
Not a contour: a constraint line.
Not a reason to reverse
Contrast
Contour slope against direction of improvement
Two facts about a linear objective look like one fact, and separating them is the whole of this unit.
What the drawing settles. Where the equal-value lines run. This needs only the ratio of the coefficients, and it is identical for
What the drawing cannot settle. Which way along them improves. Those three problems travel in three different ways: along
Why the error survives inspection. Suppose the direction is taken backwards on the first of these. The contours are correct, the region is correct, the contour is slid neatly until it last touches, at the wrong corner. The output is a specific point and a specific value, both plausible, neither flagged by anything visible. Compare an arithmetic slip, which usually produces something that looks odd.
The habit that prevents it. Write
Common errors
Common misconception
The direction in which to push the objective contour can be read from the drawn contour line itself, so a correctly drawn contour family determines which way improves.
Related units
Requires
Connected
- Solving a Two-Variable Linear Program Graphically (used by)
- Reduced Costs and the Optimality Test (used by)
- The Feasible Region of a Linear Program (contrasts with)