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# Lecture

on
Linear Programming

## Difficulties in Simplex Procedure

1. Tie in selecting key column/key row.
2. Inequality of greater than or equal to kind.
3. Equality constraints.
4. Negative RHS.
5. Unrestricted variables.
6. Restricted variables.

## (1) Tie in selecting key column/Key row

(A) Tie in selecting key column
Decision variable and slack or surplus
variable Select Decision variable
column
Decision variable and Decision variable
Select any one column
Slack/Surplus variable and Slack/Surplus
variable Select any one column

## (B) Tie in selecting key row

aik are elements in key column.
Compare the ratio of aij to aik for tied
rows first in identity from L to R and then
in body.
Key row Min. Positive ratio.

Max Z 2 x1 x 2

Simplex Method
s / t 4 x1 3x 2 12 ( I ) -A Case for Tie
4 x1 x 2 8 ( II ) in selecting key
row
4 x1 x 2 8
x1, x 2 0

( III )

Standard Form:
Max Z = 2x1+1x2+0w1+0w2+0w3
4x1+3x2+w1+0w2+0w3 = 12
4x1+x2+0w1+w2+0w3 = 8
4x1-x2+0w1+0w2+w3 = 8

Tableau-I
1
0
0 0
w1 w2 w3
3
1
0
0

Ratio

cj
2
bxii x1 x2
4
w1 12
4
w2 8

w3 8

-1

Ij

Z=0

-2

-1

ci
0

Ij = (Zj-cj) = (aij.ci) - cj

3
Tie

Tableau-I
1
0
0 0
w1 w2 w3
3
1
0
0

Ratio

cj
2
bxii x1 x2
4
w1 12
4
w2 8

w3 8

-1

Ij

Z=0

-2

-1

ci
0

3
Tie

cj
0 0
0
w1 w2 w3 x1

2
x2

ci

bxii

w1 12
w2 8

w3 8

-1

2 Tie
2

Ij

Z=0

-2

-1

Ratio :

Ratio

0/4 0/4 = 0

- R3 Key

Row

## (2) Constraints with inequality

greater than or equal to kind

3 x1 2 x 2 18
3 x1 2 x 2 s1 A1 18
Max. Z ... 0 s1 ( M ) A1 ....

n

a x
j 1

ij

bi

a x
j 1

ij

bi &

aij x j bi
j 1

OR

(a x
j 1

ij

Ai ) bi

## (4) Negative R.H.S.

n

a x
j 1

ij

bi ( aij x j ) bi
j 1

## (5) Unrestricted Variables.

If x is unrestricted then x is changed
to
(x - x), where x & x are positive.

## (6) Restricted Variables.

(i ) 0 x 5

(ii ) 5 x 10
x x'5, 0 x' 5
(iii ) 5 x 5
x x'5 0 x' 10

(7) Minimization
Problem

Methods to Solve
Minimization Problem
A. Maximization Method
B. Minimization Method
C. Two Phase Method
D. Dual Simplex Method

## (A) Maximization Method :

Convert Minimization Problem into
Maximization Problem & solve
n

j 1

j 1

Min. Z c j x j Max.( Z ) (c j ) x j

## (B) Minimization Method :

Same methodology as Maximization
except
criterion of selecting key column &
Coeff. of A changed to :
Key column Max. + ve Index Number.
Co-eff. of A in Obj. eq. = +M

## (C) Two Phase Method:

In Phase- I : For a Maximization Problem
Consider Cj = -1 for only A, else Cj = 0
and Get Final Usual Tableau

In Phase- II : Consider
All Cj = Original values in Final
Tableau of Phase I and
Get Optimal Solution

## (D) Dual Simplex Method

This method is applicable to any Standard
Maximizaion Problem with - Ve RHS
First Key Row is selected w.r.t. Max. Ve RHS
Key Column is selected w.r.t. Max. (I/ aij) for
-ve aij only

## (A) Maximization Method

Min Z 3 x1 5 x 2
s / t 3 x1 2 x 2 18 ( I )
x1 4
( II )
x2 6
x1, x 2 0

( III )

## Convert this into maximization problem.

Max( Z ) 3 x1 5 x 2
s / t 3 x1 2 x 2 18 ( I )
x1 4

( II )

x2 6
x1, x 2 0

( III )

## Convert this into Standard form.

Standard Form :
Max (-Z) = -3x1-5x2+0s1+(- M)A1+0w1+0w2
3x1+2x2-s1+A1+0w1+0w2 = 18
1x1+0x2-0s1+0A1+1w1+0w2 = 4
0x1+1x2-0s1+0A1+0w1+1w2 = 6

Tableau - I

cj
bi

-3
x1

-5 0 -M 0
0
x2 s1 A1 w1 w2

-1 1

0
1 0 0
Z= -18M -3M -2M M 0
+3 +5

0
0

1
0

ci xi
-M A1 18
0 w1 4
0
Ij

w2

Ij = (Zj-cj) = (aij.ci) - cj

Tableau - II

-3

x1 4

w2 6

-3 -5 0 -M 0
0
x1 x2 s1 A1 w1 w2
2 -1 1 -3 0
0
0 1
1 0 0
0
0 0
0 1 0
1

Ij

Z= -6M

ci

xi

cj
bi

-M A1 6

-12

-2M M
+5

0 3M
-3

Tableau - III
cj
bi

ci

xi

-5

x2 3

-3

x1 4

w2 3

-3 -5 0 -M 0
0
x1 x2 s1 A1 w1 w2

0 5/2 M 9/2 0
-5/2
Hence, Optimal Solution is

Ij

Z= -27

Zmin=27.

## (B) Minimization Method

Min Z 3 x1 5 x 2
s / t 3 x1 2 x 2 18 ( I )
x1 4
( II )
x2 6
x1, x 2 0

( III )

## Convert this into Standard form.

Standard Form:
Min Z = 3x1+5x2+0s1+MA1+0w1+0w2
3x1+2x2-s1+A1+0w1+0w2 = 18
1x1+0x2-0s1+0A1+1w1+0w2 = 4
0x1+1x2-0s1+0A1+0w1+1w2 = 6

Tableau - I

cj
bi

3
5
0
x1 x2 s1

M 0
0
A1 w1 w2Ratio

ci

xi

A1 18

-1

w1 4

w2 6

Ij

Z= 18M 3M 2M -M

-3 -5
Key Column Max Ij

Tableau - II
cj
bi

ci

xi

A1 6

-1

M 0
0
A1 w1 w2Ratio
1 -0 0 3

3
0

x1 4
w2 6

1
0

0
1

0
0

0
0

Ij

Z= 6M

2M -M 0

-3M 0

-5

+3

+12

3
5
0
x1 x2 s1

1
0

0
1

Tableau - III
cj
ci
5

xi bi
x2 3

x1 4

w2 3

x1 x2

s1

A1 w1 w2

Ij
Z = 27 0
0
-1 -M -3M 0
Hence, Optimal Solution is +1 +3
x1=4, x2=3 giving Z = 27.

## (C) Two Phase Method

Min Z 3 x1 5 x 2
s / t 3 x1 2 x 2 18 ( I )
x1 4
( II )
x2 6
x1, x 2 0

( III )

## Convert this into maximization problem.

Max( Z ) 3 x1 5 x 2
s / t 3 x1 2 x 2 18 ( I )
x1 4

( II )

x2 6
x1, x 2 0

( III )

## Convert this into Standard form.

Standard Form:
cj = -1 for only A, else cj = 0

(Phase- I)

## Max (-Z) = 0x1+0x2+0s1-1A1+0w1+0w2

3x1+2x2-s1+A1+0w1+0w2 = 18
1x1+0x2 -0s1+0A1 +w1+0w2 = 4
0x1+1x2- 0s1+0A1+0w1+w2 = 6

Phase I : Tableau - I
ci
-1

cj
bi

xi
A1 18
w1 4

w2 6

Ij

Z= -18

0
0
0
x1 x2 s1

-1 0
0
A1 w1 w2

-1 1

-3

-2

0
1 0

0
0

1
0

Ij = (Zj-cj) = (aij.ci)-cj

Phase I : Tableau - II
ci
-1
0
0
Ij

cj
0
0 0 -1 0
xi bi x1 x2 s1 A w1
A1 6
0 2 -1 1 -3
0 0 1
x1 4
1 0
0 0 0
0 1
w2 6
Z= -6

-2

1 0

0
w2
0
0
1
0

## Phase I : Tableau - III

cj
bi

0
x1

ci

xi

x2 3

0 0 -1 0
0
x2 s1 A1 w1 w2
1 -1/2 1/2 -3/2 0

x1 4

w2 3

Ij

Z= 0

1 0
1/2 -1/2 3/2 1
0

Phase II : Tableau - I

-5 x2 3

-3 -5 0 -M 0
0
x1 x2 s1 A1 w1 w2
0 1 -1/2 1/2 -3/2 0

-3 x1 4

w2 3

ci

0
Ij

xi

cj
bi

1 0
1/2 -1/2 3/2 1
0

## 5/2 -5/2 9/2 0

+M
Hence, Optimal Solution is
Z= -27

## (D) Dual Simplex Method

Min Z 3 x1 5 x 2
s / t 3 x1 2 x 2 18 ( I )
x1 4
( II )
x2 6
x1, x 2 0

( III )

## Convert this into maximization problem.

Max( Z ) 3 x1 5 x 2
s / t 3 x1 2 x 2 18 ( I )
x1 4

( II )

x2 6
x1, x 2 0

( III )

## Convert this into Standard format.

Max( Z ) 3 x1 5 x 2
s / t 3 x1 2 x 2 18 ( I )
x1 4
x2 6
x1, x 2 0
Convert this into Standard form.

( II )
( III )

Standard Form:
Max (-Z) = -3x1-5x2+0w1+0w2+0w3
-3x1-2x2+w1+0w2+0w3 = -18
x1+0x2+0w1+w2+0w3= 4
0x1+1x2+0w1+0w2+w3 = 6

## To prepare initial Tableau:

Tableau - I

0
0 0
w2 w3
1
0
0

cj -3 -5
bxii x1 x2 w1
w1 -18 -3 -2
1
0
w2 4

w3 6

Ij

Z=0

ci
0

Ratio:

1
5

0
0
3/-3 5/-2 Key Column
Max Ratio
=-1 =-2.5

Tableau - II
ci
-3
0
0
Ij

cj -3 -5 0 0
xi bi x1 x2 w1 w2
1 2/3 -1/3 0
x1 6
0 -2/3 1/3 1
w2 -2
0 1 0 0
w3 6
1 0
0 3
Z =-18

Ratio:

3/(-2/3)
=-9/2

0
w3
0
0
1
0

Tableau - III
cj

ci

xi bi

-3
0

x1 4
x2 3
w3 3

Ij

Z = -27

-5

-3
x1

-5

x2 w1 w2

0 3/2

1/2

0
w3

## Hence, Optimal Solution is

x1=4, x2=3 giving Zmax= -27 and Zmin =

Cases for
Alternative Optimal Solution
Unbounded Solution,
Infeasible Solution and
Unrestricted Variable through
Simplex.

Max Z 6 x1 4 x 2
Case for
s / t 2 x1 3x 2 30 ( I ) Alternative

Optimal
Solution
3x1 2 x 2 24 ( II )
x1 x 2 8
x1, x 2 0

( III )

Standard Form:
Max Z = 6x1+4x2+0w1+0w2+0s1+(-M)A1
2x1+3x2+w1+0w2+0s1+0A1 = 30
3x1+2x2+0w1+w2+0s1+0A1 = 24
x1+x2+0w1+0w2- s1+A1 = 8

cj
bi

6
4
0
0 0 -M
x1 x2 w1 w2 s1 A1Ratio

ci

xi

w1 14

5/3

-2/3 0

s1

-1/3 0

1/3 1

0 8.4
-1 -

x1

2/3

1/3 0

0 12

Ij

Z= 48

Final Tableau

Optimal Solution is
x1=8, x2=0 giving Z = 48.

cj
bi

ci

xi

x2 42/5

s1 39/5

x1 12/5

Ij

Z= 48

6
4
0
0 0 -M
x1 x2 w1 w2 s1 A1

## Alternative Optimal Solution is

x1=12/5 , x2= 42/5 giving Z =48.

Max Z 3x1 5 x 2
s / t x1 2 x 2 6
x1 10
x2 1
x1, x 2 0

Case for
( I ) Unbounded
Solution
( II )
( III )

Standard Form:
Max Z = 3x1+5x2+0w1+0w2+0s1+(-M)A1
x1-2x2+w1+0w2+0s1+0A1 = 6
x1+0x2+0w1+w2+0s1+0A1 = 10
0x1+x2+0w1+0w2- s1+A1 = 1

cj
bi

3
5
0
0 0 -M
x1 x2 w1 w2 s1 A1Ratio

ci

xi

w1 6

-2

w2 10

-M A1 1

-1 1

Ij

-3

-M

Z= -M

-5

Tableau-I

ci xi

cj
bi

0 w1

-2 -2

0 w2

10 1

5 x2

-1

Z= 5 -3

-5

2M

Ij

6
4
0
0 0 -M
x1 x2 w1 w2 s1 A1

## All aij<= 0 w.r.t. key column. Hence,

Solution is unbounded.

+5

Max Z 6 x1 4 x 2
s / t x1 x 2 5
x2 8

(I )
( II )

Case for
Infeasible
Solution

x1, x 2 0

Standard Form:
Max Z = 6x1+4x2+0w1+0s1+(-M)A1
x1+x2+w1+0s1+0A1 = 5
0x1+x2+0w1- s1+A1 = 8

ci

xi

cj
bi

6
4
0
0 -M
x1 x2 w1 s1 A1

x2

-M A1 3

-1

-1

-1

Ij

Z= -3M
+20

+6

## Final Tableau As A1 = 3 in final tableu,

Solution is infeasible.

Min Z x1 4 x 2
s / t x1 2 x 2 1

Case for
Unrestricte
( Id) Variable

3 x1 5 x 2 8 ( II )
x1 0, x 2 unrestrict ed
As x2 is unrestricted
x2 = x2 - x2
Hence the problem is converted to

## Min Z x1 4 x 2'4 x 2"

Case for
Unrestricte
( Id) Variable

s / t x1 2 x 2'2 x 2" 1
3 x1 5 x 2'5 x 2" 8 ( II )
x1, x 2' , x 2" 0

## Convert Minimization Problem into

Maximization Problem

Case for
Max ( Z ) x1 4 x 2'4 x 2"
Unrestricte
s / t x1 2 x 2'2 x 2" 1 ( Id) Variable
3 x1 5 x 2'5 x 2" 8 ( II )
x1, x 2' , x 2" 0
Standard Form:
Max(-Z) = -x1-4x2+4x2+0s1+(-M)A1+0w1
x1+2x2-2x2-s1+A1+0w1 = 1
3x1-5x2+5x2+0s1+0A1+w1 = 8

## Case for Unrestricted Variable

Tableau - I
cj -1 -4
ci bxii x1 x2 x2
1
2
-M A1 1
3
-5
0
w1 8
Ij

4
0 -M 0
s1 A1 w1
-2 -1 1
0
5

Z = -M -M -2M 2M M

+1 +4
Ij = (Zj-cj) = (aij.ci)-cj

-4

0
0

1
0

## Case for Unrestricted Variable

Tableau - II
cj -1 -4
ci xbi i x1 x2 x2
-4 x2 1/2 1/2 1
0 w1 21/2 11/2 0

4
s1

0 -M 0
A1 w1

-1

-1/2 1/2 0

-5/2 5/2 1

Ij

Z=2

-1

-2
+M

## Case for Unrestricted Variable

Tableau - III
ci xbi i
-1
0
Ij

x1
w1

cj -1 -4 4
0 -M 0
x1 x2 x2 s1 A1 w1
1
1 2
-2 -1
1
0
5

Z = -1

0
0

-11 11
2

-2

3
1

-3
-1 0
+M

## Case for Unrestricted Variable

Tableau - IV

cj -1 -4 4
0 -M 0
ci xbii x1 x2 x2 s1 A1 w1
-1 x1 1.9
4 x2 0.4
5
Ij
Z=1
0
0 0 +ve +ve +ve
Hence Optimal Solution is
x1=1.9, x2=0.45, x2=0
x1 = 1.9, x2 = x2 - x2= 0.45 giving Zmin

Duality and
Primal Dual Relationship

## Duality:Data for LPP (Primal) Formulation.

Factory: Two products P1 & P2
Profit/piece of P1 = Rs.6/Profit/piece of P2 = Rs.8/-.
Time Constraint:
Time required/piece of P1 on m/c A= 30 hrs.
Time required/piece of P1 on m/c B= 5 hrs
Time required/piece of P2 on m/c A= 20 hrs
Time required/piece of P2 on m/c B= 10 hrs .
Max. time available on m/c A = 300 hrs.
Max. time available on m/c B = 110 hrs.

## Primal Problem Formulation

X1=No. of units of P1
X2=No. of units of P2
Max.Zp = 6 X1 + 8 X2
s/t 30 X1 + 20 X2 300
5 X1 + 10 X2 110
X1 , X2 0

## Dual Problem Formulation

Y1=Cost of 1 hr of m/c A
Y2=Cost of 1 hr of m/c B
Min. Zd = 300 Y1 + 110 Y2
s/t 30 Y1 + 5 Y2 6
20 Y1 + 10 Y2 8
Y1 , Y2 0

ci
6
8

xi
x1
x2

cj 6
bi X1

8
X2

0
w1

4
9

1
0

0
1

1/20 -1/10
-1/40 3/20

1/10

Zp = 96

0
w2

6/10

## The Optimal Solution of Primal is

X1 = 4, X2 = 9 giving Zp = 96
The Optimal Solution of Dual from Primal
solution is
Y1 = 1/10, Y2 = 6/10 giving Zd = 96

## Primal - Dual Relationship

Primal (Max.) ( )
Dual (Min.) ( )
----------------------------------------------------------No. of Variables
No. of Constraints
No. of Constraints
No. of Variables
Obj. fn. Coeff.
R.H.S.
R.H.S.
Obj. fn. Coeff.
jth Col. Of Coeff.
jth Row of Coeff.
ith relation ( )
ith Variable 0
jth Variable 0
jth relation ()
ith relation =
ith variable unrestricted
jth variable unrestricted
j th relation =

Primal Problem
Max.Zp = X1+2X2 -3X3
s/t 2 X1 + X2 +X3 10
3 X1 - X2 + 2 X3 110
X1 + 2X2 - X3 = 4
X1 , X3 0 , X2 unrestricted
To convert into Dual write in standard

## Primal Problem : Standard Format

Max.Zp = X1+2X2 -3X3
s/t 2 X1 + X2 +X3 10
-3 X1 + X2 -2 X3 - 110
X1 + 2X2 - X3 = 4
X1 , X3 0 , X2 unrestricted

Dual will be
Min. Zd = 10 Y1 -110 Y2 +4 Y3
s/t 2 Y1 - 3 Y2 + Y3 1
Y1 + Y2 +2 Y3

= 2

Y1 - 2 Y2 - Y3

-3

Y1 , Y2 0 , Y3 unrestricted

Thank you