INTRODUCTION TO SOLUTIONS TO LPP THROUGH SIMPLEX METHOD.

The LP problems that involve more than 2 variables cannot be solved by graphical method but will have to make use of the simplex algorithm. The four types of simplex algorithms or methods are 1. Primal Simplex 2. Big M (or) Penalty 3. Two Phase and 4. Dual Simplex method The first three methods that is, Primal simplex, Big M and Two phase methods are adopted to solve when there is an initial feasible solution formulated and then the algorithms work towards achieving optimality in the consequent iterations. That is these three methods start from a feasible but non-optimal solution and iterate towards feasible and optimal solution. But if there exists an optimal but infeasible solution, then the dual simplex method would be adopted to achieve feasibility while still maintaining optimality. That is the dual simplex method starts from optimal but infeasible solution and proceeds to achieve an optimal and feasible solution.

The primal simplex method is adopted when all constraints are less than or equal to <= type. But the Big-M and Two phase methods are adopted when there are mixed constraints like <=, > = and = types.

1) PRIMAL SIMPLEX METHOD: Primal simplex method is adopted when all the constraints are less than or equal to type.

Optimality Condition: The entering variable in a maximizing (minimizing) problem is the non-basic variable with the most negative (positive) coefficient in the objective Z equation. A

tie may be broken arbitrarily. The optimum is reached when all the non-basic coefficients in the Z equation are non-negative (non-positive).

Feasibility Condition: For both maximizing and minimizing problems, the leaving variable is the current basic variable having the smallest intercept (a minimum ratio with strictly positive denominator) in the direction of the entering variable. A tie may be broken arbitrarily.

STEPS INVOLVED IN SOLVING PROBLEMS: The first step is to convert all the inequalities in the constraint equations into equalities. Introduction of slack variables (s) to each of the equations to balance and introduce the equality sign. The coefficients of the slack variables in the objective Z equation will be 0 (Zero). Identify the number of variables (n) and the number of constraint equations (m). The number of non-basic variables in a problem will be (n-m). Frame the initial simplex table. The first column must always be named as the basis, then all the participating variables must be listed, then the solution column and finally the ratio column. Under the basis column, the Z variable and the basic variables are listed. The basic variables will change with every iteration as variables enter or leave the basis.

 Once the initial simplex table is framed, find the variable that will enter the basis which is known as entering variable and abbreviated as EV. Only the variables that are not part of the basis (That is the non-basic variables) can qualify to be an EV. The entering variable in a maximizing problem is the variable with the most negative coefficient in the objective Z equation. In-order to identify the leaving variable (LV), the feasibility condition states that for both maximizing and minimizing problems, the leaving variable is the current basic variable having the smallest intercept (a minimum ratio with strictly positive denominator) in the direction of the entering variable. EV column is also known as the pivotal column. The leaving variable row is also known as the pivotal row. The element which is the junction of the EV column and LV row is known as the pivotal element. The iterations performed to improve upon the solution towards optimality using the change of basis is done by Guass-Jordan method. New pivotal row (NPR) = old pivotal row / pivotal element. The LV row is the old pivotal row. The other rows in the basis are computed as follows. New Equation = Old Equation (its EV column coefficient) * the NPR. Consequent iterations are done until all the coefficients in the objective equation are non-negative.

2) BIG-M OR PENALTY METHOD: In case of problems with mixed constraints, the Big M or Penalty method can be used to solve. Introduce an artificial variable A wherever there is a constraint with = sign. For constraints with >= sign, an artificial variable A and a surplus variables would have to be introduced. And for constraints with < = sign, slack variables have to be introduced. The coefficients of the artificial variable A in the objective Z equation is a large positive integer denoted by M. The coefficients of the slack and surplus variables in the objective Z equation are zero. Identify the number of non-basic variables which is n-m. Frame the initial simplex table and do the successive iterations until optimality is reached.

3) TWO-PHASE METHOD:

In the Two-Phase method the problem is solved in two stages or phases. In Phase I, we find a basic solution of the resulting equation that minimizes the sum of the artificial variables. If the minimum value of the sum is positive, then we conclude that the LPP has no feasible solution, else we proceed to Phase II. In Phase - II, we use the feasible solution obtained in Phase I as a starting basic feasible solution for the original problem. Introduce the artificial, slack and surplus variables as we did in Big-M method to convert the inequalities into equalities.

 Instead of using the original objective equation frame a new objective equation which minimizes the sum of the artificial variables present in the constraint equations.

4) DUAL SIMPLEX METHOD:

The algorithms that we have so far learnt have started with a feasible solution and then proceeded towards optimality. Suppose we have a situation where the initial basic solution resembles optimality, that is all the non-basic variables in a maximizing problem are nonnegative and all non-basic variables in the minimizing problem are non-positive in the objective Z equation, then we have to adopt a procedure known as the DUAL SIMPLEX METHOD.

To maintain optimality and simultaneously move towards feasibility at each new iteration, the following tow conditions are employed. Dual Feasibility Condition: The leaving variable (LV) is the basic variable having the most negative value. Ties are broken arbitrarily. If all the basic variables are non-negative, then the algorithm ends. Dual Optimality Condition: The entering variable (EV) is determined from among the non-basic variables as the one corresponding to the minimum ratio of the non-basic variable xj, determined by the modulus of Zj/rj such that rj < 0. rj is the constraint coefficient of the table associated with the row of the LV xr and the column of the EV xj. Ties are broken arbitrarily. Convert all the constraint equations to < = type. This can be done by multiplying the constraint equations throughout by -1. Convert the inequalities into equalities by introducing slack variables. In this method we will first select the LV (based on dual feasibility condition) and then select the EV (based on dual optimality condition). Prepare the initial dual simplex table. The LV is the basic variable with the most negative value in the solution column. The entering variable is determined from among the non basic variables as the one corresponding to Min Non Basic Variable (xj) mod (Zj/ rj) where rj > 0 Where

rj

is the constraint coefficient of the table associated with the leaving variable x r

and the column of the entering variable xj.