Power System Optimization

Linear Programming
Ali Khadem Sameni, ID: 500222150
11/25/2009

Professor: B. Venkatesh
Power System Optimization Ali Khadem Sameni

Problem:
Maximize: Z=3X1 + 5X2
Subject to:
X1 < =4
2X2 < =12
3X1 + 2X2 < =18
X1 + X2 > =1

Solution:
Slack and surplus variables should be add to (less than and equal) and (greater than and
equal) inequality constraint respectively to change them to equality.
1X1 + 0X2 + X3 =4
0X1 + 2X2 + X4 =12
3X1 + 2X2 + X5 =18
X1 + X2 - X6 =1

The value of the surplus variable x6 is currently negative. This is not permitted, since all
variables are required to be non-negative. This tells us that the current basic solution (x1,
x2) = (0, 0) is not feasible, (it does not satisfy the 4th constraint).
So in phase 1 we try to find any possible feasible point that satisfy all constraints as a
start point for our optimization problem.

Phase !: changing non-standard to standard LP

z x1 x2 x3 x4 x5 x6 Ans. Ratio
z 1 -3 -5 0 0 0 0 0
x3 0 1 0 1 0 0 0 4
x4 0 0 2 0 1 0 0 12
x5 0 3 2 0 0 1 0 18
x6 0 1 1 0 0 0 -1 1

X7 is defined as a artificial variable in 4th constraint like

1X1 + 0X2 + X3 =4
0X1 + 2X2 + X4 =12
3X1 + 2X2 + X5 =18
X1 + X2 - X6 + X7 =1

Function W is defined as negative of sum of all artificial variables. Here

W = -X7

Because all artificial Variables are positive if maximum of W is zero all artificial
variables (here just X7) will be zero. Then it shows surplus variables are positive and X1
and X2 are moved to a feasible point.

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Power System Optimization Ali Khadem Sameni

Now the problem change to maximize W. Pivot column will be X1

w z x1 x2 x3 x4 x5 x6 x7 Ans. Ratio
w 1 0 -1 -1 0 0 0 1 0 -1
z 0 1 -3 -5 0 0 0 0 0 0
x3 0 0 1 0 1 0 0 0 0 4
x4 0 0 0 2 0 1 0 0 0 12
x5 0 0 3 2 0 0 1 0 0 18
x7 0 0 1 1 0 0 0 -1 1 1

Least positive test ratio is 1, so the pivot value is 1 then X1 is substituted with X7

w z x1 x2 x3 x4 x5 x6 x7 Ans. Ratio
w 1 0 -1 -1 0 0 0 1 0 -1
z 0 1 -3 -5 0 0 0 0 0 0
x3 0 0 1 0 1 0 0 0 0 4 4
x4 0 0 0 2 0 1 0 0 0 12
x5 0 0 3 2 0 0 1 0 0 18 6
x1 0 0 1 1 0 0 0 -1 1 1 1

w z x1 x2 x3 x4 x5 x6 x7 Ans. Ratio
w 1 0 0 0 0 0 0 0 1 0
z 0 1 0 -2 0 0 0 -3 3 3
x3 0 0 0 -1 1 0 0 1 -1 3
x4 0 0 0 2 0 1 0 0 0 12
x5 0 0 0 -1 0 0 1 3 -3 15
x1 0 0 1 1 0 0 0 -1 1 1

It can be seen from first row that the value of W is zero (X7=0) so the problem is feasible
and starting point is (X1, X2) = (1, 0)

Now by eliminating the row related to W, and column related to artificial variables, the
tableau for new objective function and constraint will be formed.

In the following solution the “yellow” color shows the “pivot column”, the “green” color
shows “pivot value” and the “blue” color shows “substitution in basic variables”.

z x1 x2 x3 x4 x5 x6 Ans. Ratio
z 1 0 -2 0 0 0 -3 3
x3 0 0 -1 1 0 0 1 3
x4 0 0 2 0 1 0 0 12
x5 0 0 -1 0 0 1 3 15
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Power System Optimization Ali Khadem Sameni

x1 0 1 1 0 0 0 -1 1

z x1 x2 x3 x4 x5 x6 Ans. Ratio
z 1 0 -2 0 0 0 -3 3
x6 0 0 -1 1 0 0 1 3 3
x4 0 0 2 0 1 0 0 12
x5 0 0 -1 0 0 1 3 15 5
x1 0 1 1 0 0 0 -1 1

z x1 x2 x3 x4 x5 x6 Ans. Ratio
z 1 0 -5 3 0 0 0 12
x6 0 0 -1 1 0 0 1 3
x4 0 0 2 0 1 0 0 12
x5 0 0 2 -3 0 1 0 6
x1 0 1 0 1 0 0 0 4

z x1 x2 x3 x4 x5 x6 Ans. Ratio
z 1 0 -5 3 0 0 0 12
x6 0 0 -1 1 0 0 1 3
x4 0 0 2 0 1 0 0 12
x5 0 0 2 -3 0 1 0 6
x1 0 1 0 1 0 0 0 4

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Power System Optimization Ali Khadem Sameni

z x1 x2 x3 x4 x5 x6 Ans. Ratio
z 1 0 -5 3 0 0 0 12
x6 0 0 -1 1 0 0 1 3
x4 0 0 2 0 1 0 0 12 6
x2 0 0 2 -3 0 1 0 6 3
x1 0 1 0 1 0 0 0 4

z x1 x2 x3 x4 x5 x6 Ans. Ratio
z 1 0 0 -4.5 0 2.5 0 27
x6 0 0 0 -0.5 0 0.5 1 6
x4 0 0 0 3 1 -1 0 6
x2 0 0 1 -1.5 0 0.5 0 3
x1 0 1 0 1 0 0 0 4

z x1 x2 x3 x4 x5 x6 Ans. Ratio
z 1 0 0 -4.5 0 2.5 0 27
x6 0 0 0 -0.5 0 0.5 1 6
x4 0 0 0 3 1 -1 0 6
x2 0 0 1 -1.5 0 0.5 0 3
x1 0 1 0 1 0 0 0 4

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Power System Optimization Ali Khadem Sameni

z x1 x2 x3 x4 x5 x6 Ans. Ratio
z 1 0 0 -4.5 0 2.5 0 27
x6 0 0 0 -0.5 0 0.5 1 6
x3 0 0 0 3 1 -1 0 6 2
x2 0 0 1 -1.5 0 0.5 0 3
x1 0 1 0 1 0 0 0 4 4

z x1 x2 x3 x4 x5 x6 Ans. Ratio
z 1 0 0 0 1.5 1 0 36
0.1666 0.3333
x6 0 0 0 0 1 7
7 3
x3 0 0 0 1 0.33 -0.3333 0 2
x2 0 0 1 0 0.5 0 0 6
0.3333
x1 0 1 0 0 -0.3333 0 2
3

Answers
z 36
x1 2
x2 6
x3 2
x4 0
x5 0
x6 7

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