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Unit Title
Lecture Number Lecture Title
:Simplex Method
: 4 &5 :Introduction to simplex method
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Objectives : Create a standard form of LPP from the given hypothesis Apply the simplex algorithm to the system of equations Interpret the big M-technique Discuss the importance of the two phase method
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Lecture Outline
Overview of simplex method Standard form of LPP Fundamental theorem of LPP Simplex Algorithm Penalty cost/ Big-M method Two-phase method
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Efficient technique which can be applied for solving LPP of any magnitude involving two or more decision variables Objective function used to control the development and evaluation of each feasible solution to the problem Iterative procedure for finding the optimal solution to a linear programming problem
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Characteristics of standard form are All constraints are equations except for non-negativity condition which remain inequalities (0) only RHS element of each constraint is non-negative All variables are non-negative Objective function is of maximization or minimization type
Slack Variable: The non-negative variable that has to be added to a constraint inequality of the form to change it to an equation is called a slack variable. Slack Variable: The non-negative variable that has to be added to a constraint inequality of the form to change it to an equation is called a slack variable.
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Theorem: Given a set of m simultaneous linear equations in n unknowns/variables, nm, AX=b, with r(A)=m. If there is a feasible solution X0, then there exists a basic feasible solution. * SOLUTION OF L.P.P PROBLEM: Initial Basic Feasible solution of a L.P.P: Consider a system of m equations in n unknowns x1, x2 - - an, a11 x1 + a12 x2 + - - + a1n xn = b1 a21 x1 + a22 x2 + - - + a2n xn = b2 am1 x1 + am2 x2 + - - + amn xn = bn Where m n
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2. Introduce surplus variables (Sis) and artificial variables (Ai) for type of constraint. 3. Introduce only Artificial variable for = type of constraint. 4. Cost (Cj) of slack and surplus variables will be zero and that of artificial variable will be M 5. Find Zj - Cj for each variable. 6. Slack and artificial variables will form basic variable for the first simplex table. Surplus variable will never become basic variable for the first simplex table. 7. Zj = sum of [cost of variable x its coefficients in the constraints Profit or cost coefficient of the variable]. 8. Select the most negative value of Zj - Cj. That column is called key column. The variable corresponding to the column will become basic variable for the next table.
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9. Divide the quantities by the corresponding values of the key column to get ratios; select the minimum ratio. This becomes the key row. The basic variable corresponding to this row will be replaced by the variable found in step 6. 10. The element that lies both on key column and key row is called Pivotal element. 11. Ratios with negative and value are not considered for determining key row. 12. Once an artificial variable is removed as basic variable, its column will be deleted from next iteration. 13. For maximization problems, decision variables coefficient will be same as in the objective function. For minimization problems, decision variables coefficients will have opposite signs as compared to objective function. 14. Values of artificial variables will always is M for both maximization and minimization problems. 15. The process is continued till all Zj - Cj 0.
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SIMPLEX ALGORITHM
Simplex algorithm is used to test the optimality of current basic feasible solution of L.P.P. Steps in Simplex Algorithm: Convert to standard form (possibly adding variables) Add slack variables
Pivot
choose most negative reduced cost (identifies new basic variable) choose lowest positive ratio in ratio test eliminate new basic variable from objective and all rows except lowest positive ratio in ration test row Stop if optimal and read solution. Otherwise, pivot again. Etc.
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step-1
step-2
step-3
step-4
step-5
step-6
minimize the error of incorporating the penalty cost in the objective function. This method is called Big M-method or Penalty cost method
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of Simplex method
Overview of Two Phase Method: The drawback of the penalty cost method is the possible computational error resulting from assigning a very large value to the constant M. To overcome this difficulty, a new method is considered, where the use of M is eliminated by solving the problem in two phases.
Phase I: Phase II
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4. Perform Phase I
7. Perform Phase II
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Set up the simplex tableau and pivot to reach a solution where bottom row <= 0. If solution to step 4 is not 0, the problem is infeasible. If it is 0, remove rest of artificial variables. Replace bottom row of the final tableau in phase I with the negative of original standard form objective function. Continue pivoting until an optimal solution is reached or the problem becomes unbounded.
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Summary
problems.
If one or more values of the basic variables are also zero valued, then solution of the system is said to degenerate. The drawback of the penalty cost method is the possible
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Activity
minimize
x1 - 2x2 + x3
=3 2x1 + x2 - x3 >= 2 x1 >= 0, x2 >= 0, x3 >= 0
subject to: 2 x1 + 4 x2
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