Linear Programming: Preliminaries
Linear Programming: Preliminaries
Preliminaries
Objectives
To introduce linear programming problems (LPP) To discuss the standard and canonical form of LPP To discuss elementary operation for linear set of equations
Example
Maximize subject to Z = 6x + 5 y 2x 3 y 5 x + 3 y 11 4 x + y 15 x, y 0 p Objective Function p 1st Constraint p 2nd Constraint p 3rd Constraint p Nonnegativity Condition
General form
General form
Transformation
Standard form
Standard form
1. Objective function
1. Objective function
Minimize
Z = 3 x1 5 x 2
Maximize
Z = Z = 3 x1 + 5 x 2
2. First constraint
2 x 1 3 x 2 15
2. First constraint
2 x1 3 x 2 + x3 = 15
3. Second constraint
3. Second constraint
x1 + x 2 3
Variables
x1 + x2 + x4 = 3
General form
General form
4.
Transformation
Standard form
Standard form
4. Third constraint 4x1 + x2 x5 = 2
Third constraint
4 x1 + x 2 2
Variable
x1 0
x 2 unrestricted
x 2 = x x 2 2 and x , x 0 2 2
Optimization Methods: M3L1
x1 0
3 x + 2 y + z = 10
x 2 y + 3z = 6
2x + y z = 1
10
Elementary Operations
The following operations are known as elementary operations: 1. Any equation Er can be replaced by kEr, where k is a nonzero constant. 2. Any equation Er can be replaced by Er + kEs, where Es is another equation of the system and k is as defined above. Note: Transformed set of equations through elementary operations is equivalent to the original set of equations. Thus, solution of transformed set of equations is the solution of original set of equations too.
11
8 8 8 y+ z = 3 3 3
1 5 17 y z = 3 3 3
(B1 = B0 A1 )
(C1 = C 0 2A1 )
Note that variable x is eliminated from B0 and C0 equations to obtain B1 and C1. Equation A0 is known as pivotal equation.
12
0 + y z = 1
0 + 0 2 z = 6
3 B 2 = B1 8
1 C 2 = C1 + B 2 3
13
0+ y+0 = 2
0+0+ z =3
(A 3 = A 2 C3 ) (B3 = B2 + C3 )
1 C3 = C 2 2
Note: Pivotal equation is transformed first and using the transformed pivotal equation
other equations in the system are transformed.
The set of equations (A3, B3 and C3) is said to be in Canonical form which is equivalent to the original set of equations (A0, B0 and C0)
14
Pivotal Operation
Operation at each step to eliminate one variable at a time, from all equations except one, is known as pivotal operation. Number of pivotal operations are same as the number of variables in the set of equations. Three pivotal operations were carried out to obtain the canonical form of set of equations in last example having three variables.
15
( E1 ) (E2 ) M M ( En )
16
Ej a ji
17
M M
c ( En )
18
It is obvious that solution of above set of equation such as xi = bi is the solution of original set of equations also.
D Nagesh Kumar, IISc Optimization Methods: M3L1
a m1 x1 + a m 2 x 2 + LLL + a mn x n = bm
It is possible to transform the set of equations to an equivalent canonical form from which at least one solution can be easily deduced
19
M M
c ( Em )
20
xi = bi xi = 0
for i = 1,L, m
for i = (m + 1),L, n
Pivotal variables, x1 , x 2 , L x m, are also known as basic variables. Nonpivotal variables, x m +1 , L , x n , are known as nonbasic variables.
Basic solution is also known as basic feasible solution because it satisfies all the constraints as well as nonnegativity criterion for all the variables
21
Thank You
22