chap-5a

B.V.Ramana

September 13, 2006

Chapter

17:59

5
Linear Programming

5.1 INTRODUCTION
Optimization problems seek to maximize or minimize a function of a number of variables which
are subject to certain constraints. The objective may
be to maximize the prot or to minimize the cost.
The variables may be products, man-hours, money
or even machine hours. Optimal allocation of limited resources to achieve a given object forms programming problems. A programming problem in
which all the relations between the variables is linear including the function to be optimized is called a
Linear Programming Problem (LPP). G.B. Dantzig,
in 1947, rst developed and applied general problem
of linear programming. Classical examples include
transportation problem, activity-analysis problem,
diet problems and network problem. The simplex
method, developed by GB Dantzig, in 1947, continues to be the most efcient and popular method to
solve general LPP. Karmarkars method developed
in 1984 has been found to be upto 50 times as fast as
the simplex algorithm. LPP is credited to the works
of Kuhn, Tucker, Koopmans, Kantorovich, Charnes
Cooper, Hitchcock, Stiegler. LPP has been used to
solve problems in banking, education, distribution
of goods, approximation theory, forestry, transportation and petroleum.
5.2 FORMULATION OF LPP
In a linear programming problem (LPP) we wish to
determine a set of variables known as decision vari-

ables. This is done with the objective of maximizing or minimizing a linear function of these variables, known as objective function, subject to certain
linear inequality or equality constraints. These variables, should also satisfy the nonnegativity restrictions since these physical quantities can not be negative. Here linearity is characterized by proportionality and additivity properties.
Let x1 , x2 . . . , xn be the n decision unknown variables and c1 , c2 . . . , cn be the associated (constant
cost) coefcients. Then the aim of LP is to optimize
(extremise) the linear function,
z = c1 x 1 + c 2 x 2 + . . . + c n x n

(1)

Here (1) is known as the objective function. (O.F.)

The variables xj are subject to the following m linear
constraints

ai1 x1 + ai2 x2 + . . . + ain xn bi

(2)

for i = 1, 2, ... m. In (2), for each constraint only one

of the signs or or = holds. Finally xi should also
satisfy nonnegativity restrictions
xj 0 for j = 1 to n

(3)

Thus a general linear programming problem consists

of an objective function (1) to be extremized subject
to the constraints (2) satisfying the non-negativity
restrictions (3).
5.1

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MATHEMATICAL METHODS

Solution
To LPP is any set of values {x1 , x2 . . . , xn } which
satises all the m constraints (2).
Feasible Solution
To LPP is any solution which would satisfy the non
negativity restrictions given by (3).
Optimal Feasible Solution
To LPP is any feasible solution which optimizes (i.e.
maximizes or minimizes) the objective function (1).
From among the innite number of feasible solutions to an LPP, we should nd the optimal feasible
solution in which the maximum (or minimum) value
of z is nite.
Example 1: Suppose Ajanta clock company produces two types of clocks standard and deluxe
using three different inputs A, B, C. From the data
given below formulate the LPP to determine the number of standard and deluxe clock to be manufactured
to maximize the prot.
Let x1 and x2 be the number of standard and
deluxe clocks to be produced.
Technical coefficients
Input
(Resource)
A
B
C
Profit (Rs)

Standard

Deluxe

2
2
4
2

4
2
0
3

Capacity
20
12
16

Then the objective function is to maximize the

total prot i.e. maximize z = 2x1 + 3x2 , since the
prot for one standard clock is Rs 2 and prot for
one deluxe and clock is Rs 3. Because of the limited
resources, for input A we have the following restriction. Since one standard clock consumes 2 units of
resource A, x1 units of standard clocks consume 2x1
units of input A. Similarly 4x2 units of input A is
required to produce x2 deluxe clocks. Thus the total
requirement of the input A for production of x1 , standard and x2 deluxe clocks is
2x1 + 4x2 .

However, the total amount of resource A available is

20 units only. Therefore the restriction on resource
A is
2x1 + 4x2 20
Similarly the restriction of resource B is
2x1 + 2x2 12
and restriction on source C is
4x1 16.
Since x1 , x2 are physical quantities (the number of
clocks produced), they must be non negative i.e.
x1 0
and
x2 0.
Thus the LPP consists of the O.F., three inequality
constraints and the non-negativity restrictions.
5.3 GRAPHICAL SOLUTION OF LPP
When the number of decision variables (or products)
is two, the solution to linear programming problem
involving any number of constraints can be obtained
graphically. Consider the rst quadrant of the x1 x2
plane since the two variables x1 and x2 should satisfy the nonnegativity restrictions x1 0 and x2 0.
Now the basic feasible solution space is obtained in
the rst quadrant by plotting all the given constraints
as follows. For a given inequality, the equation with
equality sign (replacing the inequality) represents a
straight line in x1 x2 plane dividing it into two open
half spaces. By a test reference point, the correct side
of the inequality is identied. Say choosing origin
(0, 0) as a reference point, if the inequality is satised then the correct side of the inequality is the side
on which the origin (0, 0) lies. Indicate this by an
arrow. When all the inequalities are plotted like this,
in general, we get a bounded (or unbounded in case
of greater than inequalities) polygon which enclose
the feasible solution space, any point of which is a
feasible solution.
For z = z0 , the objective function z = c1 x1 + c2 x2
represents an iso-contribution
 (or iso-prot) straight

z0
c1
z
2
x
+
line say x2 = c x1 + c or x1 = c
2
c
c
2

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LINEAR PROGRAMMING

such that for any point on this line, the contribution (Prot) (value of z0 ) is same. To determine the
optimal solution, in the maximization case, assigning arbitrary values to z, move the iso-contribution
line in the increasing direction of z without leaving the feasible region. The optimum solution occurs
at a corner (extreme) point of the feasible region.
So the iso-prot line attains its maximum value of
z and passes through this corner point. If the isocontribution line (objective function) coincides with
one of the edges of the polygon, then any point on
this edge gives optimal solution with the same maximum (unique) value of the objective function. Such
a case is known as multiple (alternative) optima case.
In the minimization case, assigning arbitrary values
to z, move the iso-contribution line in the direction
of decreasing z until it passes through a corner point
(or coincides with an edge of the polygon) in which
case the minimum is attained at this corner point.

5.3

Examples:
(a) x1 +3x2 3, x1 +x2 2, x1 , x2 0,
Maximize: z = 1.5x1 + 2.5x2 unbounded feasible region, unbounded solution (can be maximized indenitely)

Fig. 5.1

(b) x1 x2 0, 0.5x1 +x2 1 x1 , x2 0

Maximize: z = x2 0.75x1 unbounded feasible
region z2 = 0.5 is bounded optimal solution.

Range of Optimality
For a given objective function z = c1 x1 + c2 x2 , slope
of z changes as the coefcients c1 and c2 change
which may result in the change of the optimal corner
point itself. In order to keep (maintain) the current
optimum solution valid, we can determine
the range

of optimality for the ratio cc1 or cc2 by restricting the
2
1
variations for both c1 and c2 .
Special Cases:
(a) The feasible region is unbounded and in the case
of maximization, has an unbounded solution or
bounded solution.
(b) Feasible region reduces to a single point which
itself is the optimal solution. Such a trivial solution is of no interest since this can be neither maximized nor minimized.
(c) A feasible region satisfying all the constraints is
not possible since the constraints are inconsistent.
(d) LPP is ill-posed if the non-negativity restriction
are not satised although all the remaining constraints are satised.

Fig. 5.2

(c) x1 + x2 2, x1 , 5x2 10
Maximize: z = 5x2 , x1 , x2 0, (0, 2) is unique
solution, max: z = 10.

(0, 2)

Fig. 5.3

(d) x1 + x2 1, 0.5x1 5x2 10

Maximize: z = 5x2 , x1 , x2 0. No feasible
region. Constraints are inconsistent

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MATHEMATICAL METHODS

Fig. 5.4

(e) 1.5x1 + 1.5x2 9, x1 + x2 2.

No feasible region.
(0, 6)
(0, 2)

(2, 0)

(6, 0)

WORKED OUT EXAMPLES

Range of
optimality

=
9

To determine the feasible solution space consider

the rst quadrant of the x1 x2 -plane since x1 0
and x2 0. Then draw the straight lines x1 + 4x2 =

z=

x2

3x1 + x2 21
(assembly) (III)

x1 0 non negative
(IV)
x2 0 constraints
(V)

(testing) (II)

Solution
Space

x1 + 4
x2 =
24
x1

x1 + x 2 9

1
=2

(wiring) (I)

3
2

+ x2
3x 1

Solution: Let x1 be the number of business calculators (BC) produced while x2 be the number of
scientic calculators (SC) produced. Then the objective is to maximize the prot z = 4x1 + 10x2 subject
to the following ne constraints:
x1 + 4x2 24

x2
z=
66
z=
60
z= E
54
z=
28

um
im
pt
O

Example 1: ABC company produces two types of

calculators. A business calculator requires 1 hour of
wiring, one hour of testing and 3 hours of assembly, while a scientic calculator requires 4 hours of
wiring, one hour of testing and one hour of assembly.
A total of 24 hours of wiring, 21 hours of assembly
and 9 hours of testing are available with the company.
If the company makes a prot of Rs 4 on business
calculator (BC) and Rs 10 on scientic calculator
(SC), determine the best product mix to maximize
the prot.

24, x1 + x2 = 9 and 3x1 + x2 = 2.1. Note that an

inequality divides the x1 x2 -plane into two open halfspace. Choose any reference point in the rst quadrant. If this reference point satises the inequality
then the correct side of the inequality is the side on
which the reference point lies. Generally origin (0,
0) is taken as the reference point. The correct side of
the inequality is indicated by an arrow. The shaded
region is the required feasible solution space satisfying all the ve constraints. The ve corner points of
the feasible region are A(0, 0), B(7, 0), C(6, 3), D(4,
5), E(0, 6). Identify the direction in which z increases
without leaving the region. Arbitrarily choosing z =
0, 28, 54, 60, 66, observe that the straight lines (prot
z
function) z = 4x1 + 10x2 or x2 = 25 x1 + 10
passes
through the corner points A, B, C, E, D respectively.
The optimum solution occurs at the corner point D(4,
5), where the maximum value for z = 66 is attained.
Thus the best product mix is to produce 4 business
and 5 scientic calculator which gives a maximum
prot of Rs. 66.

Increasing z

chap-5a

x1

Fig. 5.5

Example 2: (a) Solve the above problems to minimize z = 4x1 10x2 .

(b) If z = c1 x1 + c2 x2 , does an alternative optimal
solution exists
(c)Determine
the range of optimality for the ratio

c1
c2
or
.
c
c
2

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B.V.Ramana

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LINEAR PROGRAMMING
z
Solution: (a) Rewriting, x2 = 25 x1 10
. Choose
z = 0, 28, 54, 60, 66, then the objective
function passes through the corner points A, B, C,
E, D respectively. Thus the minimum value z = 66
is attained at the corner point D(4, 5). Observe that
maximum of z = 4x1 + 10x2 is 66 and minimum of
z = 4x1 10x2 is 66
i.e., max f (x) = min (f (x)).
(b) If z = c1 x1 + c2 x2 coincides with the straight line
CD: x1 + x2 = 9, then any point on the line segment
CD is an optimal solution to the current problem and
thus has multiple (innite) alternative optima.
(c) Let z = c1 x1 + c2 x2 be the objective function.
Then for c2 = 0, we write this as
c1
z
x1 +
x2 =
c2
c2
The straight line
x1 + 4x2 = 24 rewritten as x2 = 41 x1 + 24
has
4
1
slope 4 and the straight line x1 + x2 = 9 rewritten
as x2 = x1 + 9 has slope 1. Thus range of optimality which will keep the present optimum solution
valid is
c1
1
1

4
c2
For c2 = 4, 1 c1 4
Similarly for c1 = 0, the range of optimality is
1 cc2 4. For c1 = 2, 2 c2 8.

10S + 10Y 80
and X, Y 0
Draw the straight lines

Fertilizer Nitrogen Phos. Potassium Price/100 kgs bag

A
20% 10%
10%
Rs 50
B
10% 20%
10%
Rs 40

Determine the number of bags of fertilizer A and

B which will meet the minimum requirements such
that the total cost is minimum.
Solution: Let X be the number of bags of fertilizer
A purchased and Y be the number of bags of fertilizer
B purchased. Then the objective is to minimize the
total cos t = z = 50X + 40Y
subject to
20X + 10Y 120
(Nitrogen)
10X + 20Y 100
(Phosphorous)

(Potassium)

2X + Y = 12

(1)

X + 2Y = 10

(2)

X+Y =8

(3)

A(0, 12), B(4, 4), C(6, 2), D(10, 0)

Decreasing
direction
of z

Y
1
A
3

(Unbounded)
Feasible
region

2
B
C

D
3

z
z =5
z =z = 3 = 480 00
8
1 360 0

Fig. 5.6

Example 3: The minimum fertilizer needed/hector

is 120 kgs nitrogen, 100 kgs phosphorous and 80 kgs
of potassium. Two brands of fertilizers available have
the following composition.

5.5

Objective function: iso-prot equation:

z
5
Y = X+
4
40

(4)

Choose z = 500, 480, 380, 360 then (4) passes

through the corner points D, A, C, B respectively.
Thus the optimal solution occurs at B(4, 4) i.e. purchase four bags of fertilizer A and 4 bags of fertilizer
B with a total minimum cost of Rs 360/-.
EXERCISE
Solve the following LPP graphically:
1. Right Wood Furniture Company manufactures
chairs and desks. The time required (in minutes)
and the total available time is given below. If company sells a chair for a prot of Rs. 25 and desk

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MATHEMATICAL METHODS

for a prot of Rs 75/- determine the best product

mix that will maximize the prot.

Fabrication
Assembly
Upholstery
Linoleum

Chair

Desk

15
12
18.75

40
50

56.25

Input
Output
Process Crude A Crude B Gasoline X Gasoline Y
I
5
3
5
8
II
4
5
4
4

Available
time
27,000
27,000
27,000
27,000

Ans: Produce 1000 chairs and 300 desks, making a

prot of Rs 47,500.
Ans:
Hint: Corner points are A(0, 0), B(1440, 0),
C(1440, 135), D(1000, 300), E(250, 480), F(0,
480): Maximize: z = 25X + 75Y . s.t.
15X + 40Y 27, 000,
12X + 50Y 27000,
18.75X 27000, 56.25Y 27000
2. Asia paints produces two types of paints with the
following requirements.
Standard Delux Total Available
Paint Quantity (in tons)
Paint
Base
4
24
6
Chemicals
2
6
1
Profit (in 100s) 5
4

A maximum of 200 units of crude A and 150

units of crude B are available. It is required to
produce at least 100 units of gasoline X and 80
units of gasoline Y . The prot from process I is Rs
300 while from process II is Rs 400. Determine
the optimal mix of the two processes.
Produce 30.7 units by process I and 11.5 units
from process II, getting a maximum prot of Rs
13,846.20.
Hint: Maximize: z = 300x1 + 400x2 , subject to
5x1 + 4x2 200, 3x1 + 5x2 150
5x1 + 4x2 100, 8x1 + 4x2 80
Corner
points: A(20,
0), B(40, 0), D(0, 30),

150
E(0, 25), C 400
,
13
13

4. Minimize
z = 0.3x1 + 0.9x2
subject
to
x1 + x2 800, 0.21x1 0.30 x2 0, 0.03x1
0.01 x2 0, x1 , x2 0
Ans: x1 = 470.6, x2 = 329.4, minimum cost: Rs
437.64.
5. Maximize: z = 30x1 + 20x2 subject to x1 60,
x2 75, 10x1 + 8x2 800.

Determine the optimum (best) product mix of the Ans: x1 = 60, x2 = 25, Max: prot = Rs 2300
Hint: Corner points: A(0, 0), B(60, 0), C(60, 25),
paints that maximizes the total prot for the comD(20, 75), E(0, 75).
pany. Demand for deluxe paint can not exceed
that of standard paint by more than 1 ton. Also
6. Given x1 0, x2 0, x1 + 2x2 8, 2x1 x2
maximum demand of deluxe paint is 2 tons.
2 solve to (a) max x1 (b) max x2 (c) min x1 (d)
min x2 (e) max 3x1 + 2x2 (f) min 3x1 2x2 (g)
Ans: Produce 3 tons of standard and 1.5 tons of deluxe
max 2x1 2x2
paint, making a prot of Rs 2100.
Hint: Corner points: A(0, 0), B(4, 0), C(3, 1.5), Ans: (a) x1 = 8 (b) x2 = 18
(c) x1 = 0 (d) x2 = 0 (e) z
5
D(2, 2), E(1, 2), F(0, 1); OF: Maximize z = 5x1 +
= 24, x1 = 8, x2 = 0 (f) z = 24, x1 = 8, x2 = 0
4x2 subject to
, x1 = 45 , x1 = 18
(g) z = 28
5
5
6x1 + 4x2 24, x1 + 2x2 6,
x1 + x2 1, x2 2, x1 , x2 0.

7. Minimize
z = x1 + x2
x2 0
2x1 = x2 12,
x1 + 6x2 28.

s.t.
x1 0,
5x1 + 8x2 74,

3. In an oil renery, two possible blending processes Ans: x = 2, x = 8, min. 10

1
3
for which the inputs and outputs per production
Hint: Unbounded region with corner points
run are given below.
A(0, 12), B(2, 8), C(10, 3), D(28, 0)

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LINEAR PROGRAMMING

8. Maximize: z = 5x1 + 3x2 s.t. x1 0, x2 0,

3x1 + 5x2 15, 5x1 + 2x2 10
Ans: x1 = 1.053, x2 = 2.368, Max: 12.37
Hint: Corner points: (0, 3), (1.053, 2.368), (2, 0)
9. Maximize: z = 2x1 4x2 s.t. x1 0, x2 0,
3x1 + 5x2 15, 4x1 + 9x2 36
Ans: x1 = 9, x2 = 0, Max: 18
Hint: Corner point: (0, 3), (0, 4), (5, 0) (9, 0)
10. Maximize: z = 3x1 + 4x2 s.t. x1 0, x2 0,
2x1 + x2 40, 2x1 + 5x2 180
Ans: x1 = 2.5, x2 = 35, z = 147.5
Hint: Corner points: 0(0, 0), A(20, 0), B(2.5, 35),
C(0, 36)
11. Minimize z = 6000x1 + 4000x2 s.t. x1 0, x2
0, 3x1 + x2 40, x1 + 2.5x2 22, x1 + x2
40
.
3
Ans: x1 = 12, x2 = 4, zmin = 88,000
Hint: A(22, 0), B(12, 4), C(0, 40)
Note: Constraint x1 + x2 40
is redundant.
3
12. Maximize z = 45x1 + 80x2 s.t. 5x1 + 20x2
400, 10x1 + 15x2 450.
Ans: x1 = 24, x2 = 14, z = Rs2200.
5.4 CANONICAL AND STANDARD FORMS
OF LPP
Since max f (x) = min (f (x)), an LPP with
maximation can be transferred to a minimization
problem and vice versa. Thus, the following analysis
can be applied for a maximization or minimization
problem without any loss of generality.
Canonical form of LPP is an LPP given by (1) (2)
(3) with all the constraints (2) are of the less than or
equal to type.
Standard form of LPP consists of (1) (2) (3) with all
constraints (2) are of the equality type and with all
bi 0, for i = 1 to m.
Conversion to Standard Form Given any general
LPP, it can be transformed to standard LPP as follows:
1. In any constraint if the right hand side constant bi is negative, then multiply that constraint

5.7

throughout by 1. (Note that multiplication of an

inequality constraint by 1, reverses, the inequality sign i.e. 3 < 2, multiplied by 1 we get
(1)(3) > (1)(2) or 3 > 2.
2. A
 less than or equal to type constraint
aij xj bi ; (bi 0) gets transformed to an
j

equality aij xj + si = bi
j

by the addition of a slack variable si , which

is non negative.
3. A greater
 than or equal to type constraint
aij xj bi ; (bi 0)
j

can
 be transformed to an equality
aij xj si = bi
by subtracting a surplus variable Si , which
is non negative. In general, it is more convenient
to work with equations rather than with inequalities. So given any general LPP, convert it to a
standard LPP, consisting of m simultaneous linear equations in "n" unknown decision variables.
Minimize:
z = c1 x1 + c2 x2 + + cn xn (1)
subject to

a11 x1 + a12 x2 + + a1n xn = b1

a21 x1 + a22 x2 + + a2n xn = b2

(2)

am1 x1 + am2 x2 + + amn xn = bm

and x1 , x2 , x3 , xn 0 (3)
Here cj (Prices), bj (requirements) and ai,j
(activity coefcients) for i = 1 to m, j = l to n)
are known constants.
If m > n, discard the m n redundant equations. If m = n, the problem may have a unique
(single) solution which is of no interest since
it can neither be maximized or minimized. If
m < n, which ensures that none of the equations
is redundant, then there may exist innite number
of solutions from which an optimal solution can
be obtained.
Assume that m < n. Set arbitrarily any
n m variables equal to zero and solve the m
equations for the remaining m unknowns. Suppose the unique solution obtained be
{x1 , x2 , xm }, by setting the remaining
(n m) variables
xm+1 , , xn all to zero.

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MATHEMATICAL METHODS

Basic solution
{x1 , x2 , , xm } is the solution of the system of equations (2) in which n m variables are set to zero.
Basic variables
are the variables x1 , x2 , , xm in the basic solution.
Basis
is the set of m basic variables in the basic solution.
Non-basic variables
xm+1 , xm+2 , xn are the (n m) variables which
are equated to zero to solve the m equations (2),
(resulting in the basic solution).
Basic feasible solution
is a basic solution which satises the nonnegativity
restrictions, (3) i.e. all basic variables are non negative. (i.e. xj 0 for j = 1, 2, 3, m)
Nondegenerate basic feasible solution
is a basic feasible solution in which all the basic variables are positive (i.e., xj > 0 for j = 1, 2, 3, m)
Optimal basic feasible solution
is a basic feasible solution which optimizes (in this
case minimizes) the objective function (1).
Why Simplex Method
In an LPP with m equality constraints and n variables with m < n, the number of basic solutions is
nc m. For small n and m, all the basic solutions (corner points) can be enumerated (listed out) and the
optimal basic feasible solution can be determined.
Example:
Maximize: z = 2x1 + 3x2 s.t. 2x1 + x2 4, x1 +
2x2 5. Rewriting 2x1 + x2 + x3 = 4, x1 + 2x2 +
x4 = 5. Here m = 2, n = 4, nc m = 4c 2 = 6 The six
basic solutions are: 1. (0, 0, 4, 5), Feasible (F), Nondegenerate (ND) and z = value of O.F = 0
2. (0, 4, 0, -3), NF (non feasible)
3. (0, 2.5, 1.5, 0), z = 7.5 F, ND

4. (2, 0, 0, 3), z = 4, F, ND
5. (5, 0, - 6, 0), NF
6. (1, 2, 0, 0), z = 8,
Feasible nondegenerate and optimal.
However, even for n = 20, m = 10, the number
of basic solutions to be investigated is 1,84,756, a
large part of which are infeasible. It is proved that
the set of feasible solutions to a LPP form a convex
set (the line joining any two points of the set lies in
the set) and the corner (extreme) points of the convex
set are basic feasible solutions. If there is an optimal
solution, it exists at one of these corner points. The
simplex method devised by GB Dantzig is a powerful procedure which investigates in a systematic way
for optimal solution at these corner points which are
nite in number.
For m = 10, n = 20, simplex method obtains the
optimal in 15 steps, thus having an advantage of
92,378 to 1.

5.5 SIMPLEX METHOD

The simplex method is an algebraic iterative procedure which solves any LPP exactly (not approximately) or gives an indication of an unbounded solution. Starting at an initial extreme point, it moves
in a nite number of steps, between m and 2m, from
one extreme point to the optimal extreme point. Consider the following LPP with m less than or equal
to inequalities in n variables.
Maximize z = c1 x1 + c2 x2 + + cn xn
subject to a11 x1 + a12 x2 + + a1n xn b1
a21 x1 + a22 x2 + + a2n xm b2
..........................................
am1 xm1 + am2 x2 + + amn xn bm
Introducing m slack variables s1 , s2 , . . ., sm , the
less than or equal to in equalities are converted to
equations.
a11 x1 + a12 x2 + + a1n xn + s1 = b1
a21 x1 + a22 x2 + + a2n xn + s2 = b2
..........................................
am1 x1 + am2 x2 + + amn xn + + sm = bm

Here x1 , x2 , , xn , s1 , s2 , , sm are all nonnegative i.e. 0. The objective function is rewritten as

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LINEAR PROGRAMMING

Maximize: z = c1 x1 + + cn xn + 0.s1 + +
0.sm .
Thus there are m equations in m + n variables.
Putting (m + n) m = n variables zero we get a
starting basic feasible solution. Take x1 = x2 =
xn = 0. Then the initial solution contains the m
basic variables s1 , s2 , sm . This corresponds to the
corner point origin with value of the objective function zero. Since this is a problem of maximization,
the value of objective function will increase if we
introduce one of non-basic variable xj (j = 1 to n),
into the solution forcing out one of the basic variable.
The obvious choice is the xj with the largest cj . Ties
are broken arbitrarily. The objective equation is written as z c1 x1 c2 x2 cn xn + 0.s1 + +
0.sn = 0
For efcient use, this data is written in the form of
a table known as simplex tableau shown below:

5.9

Suppose abiji is the smallest non negative ratio

among these ratios
bi b2
bm
,
,
,
aij a2j
amj

then the basic variable si will leave the basis (and

therefore will become a non basic variable). The ith
row is known as the pivotal row. The element aij
at the intersection of the pivotal column and pivotal
row is known as the pivotal element, which is encircled in the table step III. Compute the new simplex
tableau with (s1 , s2 , , xj , , sm ) as the new basis
compute.
Pivot row:
pivot row
New pivot row = current
.
pivot element

sm
0
0

s2
0
0
1

Solution
0
b1
b2

amn

If all the z-row coefcients of the nonbasic variables

are nonnegative, then the current solution is optimal.
Stop. Otherwise goto step I.
Step I. Entering variables: Suppose - cj , the z-row
coefcient of the non basic variables xj is the most
negative, then the variable xj will enter the basis. The
j th column is known as the pivotal column.
Step II. Leaving variable: Divide the solution column with the corresponding elements of the pivotal
column, with strictly positive denominator. Ignore
the ratios, when the pivotal column elements are zero
or negative.

Test for optimality

s1
0
1
0

The rst row, z-row contains the coefcients of

the objective equation with last element in rectangle
indicating the current value of the objective function (In the present case it is zero). The left most
(rst) column indicates the current basic variables
s1 , s2 , , sm . The right most (last) column is the
solution column. Thus s1 = b1 , s2 = b2 , , sm =
bm (all resources unused) is the basic solution with
the value of the objective function zero.

xn
cn
a1n
a2n

am2

am1

sm

xj
cj
a1j
a2j
aij
amj

x2
c2
a12
a22

x1
c1
a11
a21

z
1
0
0

Basis
z
s1
s2

Remark
c1-row
s1-row
s2-row
si-row
sm-row

bm

All other rows including z:

New row = current row - (Corresponding pivot
column coefcient) (New pivot row).
The solution-column in the new tableau readily
gives the new basic solution with new objective value
(last element in the z-row). Now test for optimality.
If yes, stop. Otherwise go to step I.
Optimality condition
The nonbasic variable having the most negative (positive) coefcient coefcient in the z-row will be the
entering variable in a maximization (minimization)
problem. Ties are broken arbitrarily. When all the zrow coefcients of the non basic variables are nonnegative (nonpositive) then the current solution is
optimal.
Feasibility condition
In both the maximization and minimization problems, the basic variable associated with the smallest
nonnegative ratio (with strictly positive denominator) will be the leaving variable.

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MATHEMATICAL METHODS

Thus the simplex method can be summarized as

follows:
Step 0. If all the constraints are less than or equal
to type, introduce slack variables and determine the
starting basic solution.
Step I. Using optimality condition, select the entering variable. If no variable can enter the basis, stop.
The current solution is optimal.
Step II. Using feasibility condition determine the
leaving variable.
Step III. Compute the new basic solution (new simplex tableau) and go to step I.
Articial Variable Technique
For a LPP in which all the constraints are less than or
equal to type with bi 0, an all-slack, initial basic
feasible solution readily exists. However for problems involving inequalities or equality constrains
no such solution is possible. To alleviate this, articial variables are introduced in each of the or =
type constraints, and slack variables for the less than
or equal to type which will then provide a starting
solution. The M-method and the two-phase method
are two closely related methods involving articial
variables.
M-Method (also Known as Charnes Method
or Big M-Method)
Since articial variables are undesirable, the coefcient for the articial variable in the objective function is taken as M in maximization problem and
as + M in minimization problems. Here M is a very
large positive (penalty) value. The augmented problem is solved by simplex method, resulting in one of
the following cases:
1. When all the articial variables have left the basis
and optimality condition is satised, then the current solution is optimal.
2. When one or more articial variables are present
in the basis at zero level and the optimality condition is satised, then the solution is optimal with
some redundant constraints

3. No feasible solution exists when one or more articial variables are present in the basis at a positive
level although the optimality condition is satised. Such a solution is known as pseudo optimal
solution since it satises the constraints but does
not optimize the objective function.
Note: Since articial variables which is forced out
of the basis, is never considered for reentry, the column corresponding to the articial variable may be
omitted from the next simplex tableau.
Two-Phase Method
In the M-method, M must be assigned some specic
numerical value which creates trouble of roundoff
errors especially in computer calculations. The zcoefcient of the articial variable will be of the form
aM + b. For large chosen M, b may be lost and for
small chosen M and small a, b may be present leading
to incorrect results. The two phase method consists
of two phases and alleviates the difculty in the Mmethod.
Phase I
Exactly as in M-method, introduce necessary articial variables to get an initial basic feasible solution.
Solve this augmented problem, by simplex method
to minimize r, the sum of the articial variables. If
r = 0, then all the articial variables are forced out
of the basis. Goto phase II. If r > 0, indicating the
presence of articial variables at non zero level, LP
has no feasible solution
Phase II
The feasible solution of phase I forms the initial basic
feasible solution to the original problem (without any
articial variables). Apply simplex method to obtain
the optimal solution.

WORKED OUT EXAMPLES

Enumeration
Example 1: Solve the following LPP by enumerating all basic feasible solutions. Identify the infeasible

chap-5a

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LINEAR PROGRAMMING

solutions. Find the optimal solution and the value of

the objective function.
Maximize z = 2x1 + 3x2 + 4x3 + 7x4 subject to
2x1 + 3x2 x3 + 4x4 = 8
x1 2x2 + 6x3 7x4 = 3
and x1 , x2 , x3 , x4 0.
Solution: The number of equations m = 2. The
number of variable n = 4. The number of basic variables = m = 2. The number of all possible solutions
is 4 c2 = 6.
1. Put x3 = x4 = 0, solving 2x1 + 3x2 = 8, x1
2x2 = 3, we get x1 = 1, x2 = 2, z = 8. Basic
feasible solution, not optimal, x1 , x2 are basic
variables, x3 , x2 are non basic variables (which
are always zero).
2. Put x2 = x4 = 0. Solving 2x1 x3 = 8, x1 +
, x3 = 14
. Since x3 <
6x3 = 3, we get x1 = 45
13
3
0, this is a basic non feasible solution.
3. Put x1 = x4 = 0. Solving 3x2 x3 = 8, 2x2 +
7
6x3 = 3, we get x2 = 45
, x3 = 16
, z = 163
. This
16
16
is a basic feasible solution (not optimal).
4. Put x3 = x2 = 0, solving 2x1 + 4x4 = 8, x1
7x4 = 3, we get x1 = 22
, x4 = 79 , z = 93
, basic
9
9
feasible solution (not optimal).
5. Put x1 = x3 = 0. Solving 3x2 + 4x4 = 8, 2x2 +
, x4 = 7
7x4 = 3 we get x2 = 44
. This is a basic
13
13
non feasible solution.
6. Put x1 = x2 = 0. Solving x3 + 4x4 = 8, 6x3
, x4 = 45
7x4 = 3, we get x3 = 44
. Thus the opti17
17
mal basic feasible solution with the basic variables x3 = 44
, x4 = 45
(and obviously the remain17
17
ing non basic variables x1 , x2 at zero value) has
the maximum value of the objective function as
491
.
17

Solution: Introducing three slack variables, the

given three less than or equal to inequality constraints
will be expressed as equations. Assign zero cost to
each of these slack variables. Then the standard form
of the LPP is to
Maximize z = 2x1 + 3x2 + 0 s1 + 0 s2 + 0 s3
subject to
2x1 + 4x2 + s1
2x1 + 2x2

= 20
= 12

+ s2

+ s3 = 16

4x1

and x1 , x2 , s1 , s2 , s3 0
Express the objective equation as
z 2x1 3x2 = 0
Then the starting simplex tableau is represented as
follows:
Basis
z
s1
s2
s3

z x1 x2
1 2 3
0 2
4
0 2
2
0 4
0

s1
0
1
0
0

s2
0
0
1
0

s3 Solution Remark
0
0
z-row
0
20
s1-row
0
12
s2-row
1
16
s3-row

Corner points: A(0, 0), B(4, 0), C(4, 2), D(2, 4), E(0,
5). Value of O.F. at these extreme points: zA = 0,
zB = 8, zC = 14, zD = 16, zE = 15
x2

optimum (x1 = 2, x2 = 4)
zD = 16
C

1
x1

Simplex Method: Maximization

Example 1: Solve the following LPP by simplex
method.
Maximize z = 2x1 + 3x2
subject to 2x1 + 4x2 20
2x1 + 2x2 12
4x1 16
x1 0, x2 0

5.11

Fig. 5.2

The initial basis consists of the three basic variables s1 = 20, s2 = 12, s3 = 16. The two non basic
variables are x1 = 0, x2 = 0. Note that non basic variables are always equal to zero. Thus this solution
corresponds to the corner (extreme) point A (0, 0) in
the graph. In the simplex tableau all the three basic

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MATHEMATICAL METHODS

variables are listed in the left-most (rst) column

and their values (including the value of the objective
function), in the right-most (last) column. Here the
value of OF is 0 since all the resources are unutilized.
In the z-row, the value of the objective function in the
solution column is enclosed in a square. Since this is
a maximization problem, to improve (increase) the
value of z, one of the non-basic variables will enter
into the basis and there by forcing out one of the
current basic variable from the basis (since the number of basic variables in the basis is xed and equals
to m = 3 the number of constraints). From the optimality condition, the entering variable is one with
the most negative coefcient in the z-row. In the zrow the most negative elements is 3. Thus the non
basic variable x2 will enter the basis. To determine the
leaving variable, calculate the ratios of the right-hand
side of the equations (solution-column) to the corresponding constraint coefcients under the entering
variable x2 , as follows:
Basis

Entering
x2

Solution

S1

20

S2

12

S3

16

i.e.,

2
4
1
2

4
4

1
4
1
4

= (0, 2, 2, 0, 1, 0, 12)


2 0, 21 , 1, 41 , 0, 0, 5 =
= (0, 1, 0, 21 , 1, 0, 2)
New s3 -row = current s3 -row-(0) (new pivot row)
= current s3 -row itself
= 0, 4, 0, 0, 0, 1, 16
Summarizing these results we get the new simplex
tableau corresponding to the new basis (x2 , s2 , s3 ) as
follows. Note that this new basis corresponds to the
corner point E(0, 5) with value of OF as 15.

x1

x2

s1

s2

s3

solution

15

s2

3
4
1
4
1
2

x2

1
2
1
2

x3

16

Basis

Ratio
20 = 5 minimum
4
12 = 6
2
16 = (Ignore)
0

Therefore s1 is the leaving variable. The value of

the entering variable x2 in the new solution equals to
this minimum ratio 5. Here s1 -row is the pivot row;
x2 column is the pivot column and the intersection
of pivot column and pivot row is the pivot element
4 which is circled in the tableau. The new pivot row
is obtained by dividing the current pivot row by the
pivot element 4. Thus the new pivot row is
0
4

New s2 -row = current s2 -row(2) new pivot row

0
4

0
4

20
4

Recall that for all other rows, including z-row,

New row = current row (corresponding pivot
coefcient) (new pivot row)
New z-row = current z-row ( 3) new pivot row
= (1,  2, 3, 0, 0, 0, 0)+
1
1
+3 0, , 1, , 0, 0, 5
2
4
1
3
= 1, , 0, , 0, 0, 15
2
4

From the tableau, the solution is

x2 = 5, s2 = 2, s3 = 16 (basic variables)
x1 = 0, s1 = 0 (non basic variables), value of OF is
15.
Thus the solution moved from corner point A to
corner point E in this one iteration. Optimal solution
is not reached since all elements of z-row are not
non negative. Since 21 is the most negative element
in the current z-row, the variable x1 will enter the
basis. To determine the leaving variable again calculate the ratios of RHS column with the elements of
the entering variable x1 .
Basis

Entering
x1

Solution

Ratio

x2

1
2

10

s2

x3

16

minimum

Therefore, s2 will leave the basis. The pivotal element is one; so pivot row remain the same. The

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LINEAR PROGRAMMING

new simplex tableau corresponding to the new basis

(x2 , x1 , s3 ) is given below.

basic variables.
Basis

Basis

x1

x2

s1
1
2
1
2
1
2

x2

x1

s3

5.13

x1

x2

x3

x4

x5

x6

Solution

s2

s3

Solution

13

1
2
1
2

16

x1

x2

x3

5
53
6
20
3
13
6
5
6
213
30
213
30
13
10
2
5

21

pivot row
Here new z-row = current z-row


= 1, 21 , 0, 43 , 0, 0, 15


21 0, 1, 0, 21 , 1, 0, 2 =
= 1, 0, 0, 21 , 21 , 0, 16
Here new x2 -row = (current x2 row) 21 (pivot row)


= 0, 21 , 0, 43 , 0, 0, 15


(1) 21 , 0, 1, 0, 21 , 1, 0, 2 =


= 1, 0, 0, 21 , 21 , 0, 16
Here new s3 -row = current s3 -row 4(pivot row)
= (0, 4, 0, 0, 0, 1, 16)


4 0, 1, 0, 21 , 1, 0, 2 =
= (0, 0, 0, 2, 4, 1, 8)
Since all the elements in the current z-row are nonnegative, the current solution is optimal. Read the
solution from the tableau as
x2 = 4, x1 = 2, s3 = 8 (basic variables)
s1 = 0, s2 = 0 (non basic variables)
value of O. F is 16.
Note that this solution corresponds to the corner
point D(2, 4). In this second iteration solution moved
from E to D.
Simplex Method: Minimization:
Example 1: Minimize: z = x1 + x2 + x3 subject
to x1 x4 2x6 = 5, x2 + 2x4 3x5 + x6 = 3,
x3 + 2x4 5x5 + 6x6 = 5.
Solution: Fortunately the problem contains already
a starting basic feasible solution with x1 , x2 , x3 as the

x1

x6

1
3
5
3
1
3

5
3
13
6
5

x2

1
3
1
6
1
6

x1

x6

63
30
13
10
2
5

3
10
1
10
+ 4
15

x4

1
5
3
5
1
5

1
0

Optimal
solution:
2
213
O.F
:
.
5
30

x1 =

0
1

0
1

213
, x4
30

13
, x6
10

Unbounded solution:
Example 1: Solve LPP by simplex method.
Maximize: z = 2x1 3x2 + 4x3 + x4 subject to
x1 + 5x2 + 9x3 6x4 2
3x1 x2 + x3 + 3x4 10
2x1 3x2 + 7x3 8x4 0
and x1 , x2 , x3 , x4 0.
Solution: Rewriting in the standard form
x1 5x2 9x3 + 6x4 2
3x1 x2 + x3 + 3x4 10
2x1 + 3x2 7x3 + 8x4 0
Introducting 3 slack variables x5 , x6 , x7 we write the
LPP as
maximize: z = 2x1 3x2 + 4x3 + x4 + 0 x5 + 0
x6 + 0 x 7
subject to
x1 5x2 9x3 + 6x4 + x5
3x1 x2 + x3 + 3x4
2x1 + 3x2 7x3 + 8x4

=2
+ x6

= 10
+ x7 = 0

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MATHEMATICAL METHODS

Objective equation is: z2x1 +3x2 4x3 x4 = 0

The rst simplex tableau with the 3 basic variables
x5 , x6 , x7 is given below:
Basis

x1

x2

x3

x4

x5

x6

x7

Solution

x5

x6

10

x7

Since 4 is most negative element in the z-row, the

associated variable x3 will enter the basis. Out of the
2 10 0
three ratios 9
, 1 , 7 , the rst and third are ignored
(because the denominator is negative). So x6 will
be outgoing variable. The pivotal element is 1. So
pivotal row remains same. The next simplex tableau
with x5 , x3 , x7 is given below.
Basis

x1

x2

x3

x4

x5

x6

x7

Solution

10

11

40

x5

26

14

33

92

x6

10

x7

23

29

70

In the current z-row, x2 has the most negative coefcient 1, so normally x2 should enter the basis.
However, all the constraint coefcients under x2 are
negative, meaning that x2 can be increased indenitely without violating any of the constraints. Thus
the problem has no bounded solution.
M-method:
Example 1: Solve the LPP by M-method
minimize z = 3x1 + 2.5x2
subject to
2x1 + 4x2 40
3x1 + 2x2 50
x1 , x2 0
Solution: Introducing surplus variables x3 , x4 , the
greater than inequations are converted to equations.
Minimize z = 3x1 + 2.5x2 + 0 x3 + 0 x4

subject to
2x1 + 4x2 x3 = 40
3x1 + 2x2 x4 = 50
x1 , x 2 , x 3 , x4 0
In order to have a starting solution, introduce two
articial variables R1 and R2 in the rst and second
equations. In the objective function the cost coefcients for these undesirable articial variables R1 and
R2 are taken as a very large penalty value M. Thus
the LPP takes the following form:
Minimize z = 3x1 + 2.5x2 + 0 x3 + 0 x4 +
+ M R1 + M R 2
(1)
subject to
2x1 + 4x2 x3 + R1 = 40
(2)
(3)
3x1 + 2x2 x4 + R2 = 50
and x1 , x2 , x3 , x4 , R1 , R2 0
The z-column is omitted in the tableau for convenience because it does not change in all the iterations.
Solving (2) and (3) we get
R1 = 40 2x1 4x2 + x3

(4)

R2 = 50 3x1 2x2 + x4

and

(5)

Substituting (4) and (5) in the objective function (1)

we get
z = 3x1 + 2.5x2 + M(40 2x1 4x2 + x3 )
+ M(50 3x1 2x2 + x4 )
or
z = (3 5M)x1 + (2.5 6M)x2 + M x3 +
+M x4 + 90 M
which is independent of R1 and R2 . Thus the objection equation is
z (3 5M)x1 (2.5 6M)x2 Mx3
Mx4 = 90M
The simplex tableau with the starting basic solution
containing R1 and R2 as the basic variables in given
below:
Basis
z

x3

x4

R1

3 + 5M 2.5 6M M

90 M

x1

x2

R2 Solution

R1

40

R2

50

In the z-row, the most positive coefcient is

2.5 + 6M. So x2 will be entering variable. Since
40
= 10, 50
= 25, the variable R1 will leave the
4
2

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LINEAR PROGRAMMING

basis. So 4 is the pivotal element. New simplex

tableau is given below:
Basis

x2

x1

x2

3.5 + 4M
2
1
2

R2

x3

x4

2.5 + 2M
4
1
4
1
2

M
0
1

R1
2.5 6M
4
1
4
1
2

Since 35+4M
is the most positive element in the z2
row, the variable x1 will enter the basis forcing R2 out
since the minimum of the ratios 101 = 20, 30
= 15 is
2
2

15. So pivotal element is 2. The next simplex tableau

is shown below:
Basis

x1

x2

x3

x4
7
8
1
4
1
2

3
16

x2

x1

3
8
1
4

R1
3 16 M
8
3
8
1
4

R2
7 M
8
1
4
1
2

Solution
205
4
5
2
15

Since all the elements in the z-row are non positive, the current solution is optimal given by x1 = 15,
x2 = 25 with value of objective function 205
(observe
4
that the articial variables R1 , R2 and surplus variables x3 , x4 are nonbasic variables assuming zero
values. Thus R1 , R2 have been forced out of the
basis).
Two-Phase Method
Example 1: Solve LPP by two-phase method
Maximize z = 2x1 + 3x2 5x3
subject to
x1 + x2 + x 3 = 7
2x1 5x2 + x3 10
and x1 , x2 , x3 0
Solution: Phase I: Introducing a surplus variable
x4 and two articial variables R1 and R2 , the Phase
I of the LPP takes the following form:
Minimize
r = R1 + R 2
(1)
subject to
x1 + x 2 + x 3 + R 1 = 7
(2)
2x1 5x2 + x3 x4 + R2 = 10
(3)
and x1 , x2 , x3 , x4 , R1 , R2 0.
From (2), R1 = 7 x1 x2 x3
(4)

5.15

From (3), R2 = 10 2x1 + 5x2 x3 + x4

R2

Solution

25 + 30M

40

50

(5)

Substituting (4), (5) in (1) we get the objection function as

Minimize r = (7 x1 x2 x3 ) + (10 2x1 +
5x2 x3 + x4 )
or Minimize r = 3x1 + 4x2 2x3 + x4 + 17 or
r + 3x1 4x2 + 2x3 x4 = 17
The simplex tableau containing the basic solution
with R1 , R2 as the basic variables is given below.
Basis

x1

x2

x3

R1

R2

x4

Solution

17

R1

R2

7
10

The variable x1 will enter the basis since 3 is most

positive coefcient in the r-row of this minimization
problem. The variable R2 will leave the basis since
10
= 5 is less than 71 = 7. The pivotal element is 2.
2
Dividing the pivot row by the pivot element 2, we get
the new pivot row as 1, 25 , 21 , 0, 21 , 21 , 5.
Here the new rth-row:


= (3 4 2 0 0 1 17) 3 1 25 21 0 21 21 5

7 1

= 0 2 2 0 23 21 2
Here the new R1 -row:


= (1 1 1 1 0 0 7) 1 1 25 21 0 21 21 5

7 1

= 0 2 2 1 21 21 2
The new simplex table with R1 and x1 as the basic
variables is shown below:
x1

x2

x3

R1

R2

7
2
7
2
5
2

1
2
1
2
1
2

Basis

R1

R2

x4

3
2
1
2
1
2

1
2
1
2
1
2

1
0

Solution
2
7
5

Now x2 with most positive coefcient 27 , will enter

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MATHEMATICAL METHODS

the basis pushing out R1 with ratio

other ratio

5
25

2
7
2

= 47 . (The

is ignored since the denominator is

negative). The pivotal element is 27 . The pivot row is


1 4
0 1 17 27 1
7 7 7
Here

new r-row:1  7


= 0 27 21 0 3
2 2 0 1 17 27 17 17 47
2 2
= (0 0 0 1 1 0 0)
Here

new x1 -row:

= 1 25 21 0 21 21 5


2 0 1 17 27 17 17 47


= 1 0 67 57 17 17 45
7
The next simplex tableau of the second iteration with
x1 and x2 as the basic variables is given below.
Basis

x1

x2

x3

R1

R2

x4

1
7
6
7

2
7
5
7

1
7
1
7

1
7
1
7

4
7
45
7

x2

x1

Solution

already in the basis, the current solution is optimal.

, x2 = 47 and
The basic feasible solution is x1 = 45
7
.
the maximum value of the objective function is 102
7
5.6 LINEAR PROGRAMMING PROBLEM
EXERCISE
Enumeration:
1. If a person requires 3000 calories and 100 gms
of protein per day nd the optimal product mix
of food items whose contents and costs are given
below such that the total cost is minimum. Formulate this as an LPP. Enumerate all possible solutions. Identify basic, feasible, nonfeasible, degenerate, non degenerate solutions and optimal solution.
Bread
x1

Meat
x2

Potatoes Cabbage
x3
x4

Milk
x5

The phase I is complete since r is minimized attain600

100
600
3000
Calories 2500
ing value 0, producing the basic feasible solution x1
40
10
20
150
80
Protein
= 45
, x2 = 47 . Note that both the articial variables R1
7
3
2
1
10
3
Cost (Rs)
and R2 have been forced out of the (starting) basis.
Therefore the columns of R1 and R2 can altogether
Ans: LPP: Minimize z = 3x1 + 10x1 + x3 + 2x4 +
be ignored in the future simplex tableau.
3x5 .
s.t. 2500x1 + 3000x2 + 600x3 + 100x4 +
Phase II: Having deleted the articial variables
600x5 = 3000
R1 and R2 and having obtained a basic feasible solu80x1 + 150x2 + 20x3 + 10x4 + 40x5 = 100,
tion x1 , x2 we solve the original problem given by
x1 , x2 , x3 , x4 , x5 0; m = 2, n = 5, 5 c2 = 10
maximization of z = 2x1 + 3x2 5x3
basic solutions: F = Feasible, NF: non-feasible,
subject to
D: degenerate, ND: non degenerate
2
x2 + 17 x3 + 17 x4 = 47
1. x1 = 10
, x2 = 27
, z = 110
, F, ND
9
7
6
1
45
2. x1 = 0, x3 = 5, z = 5, F, D
x1 + 7 x3 7 x4 = 7
3. x1 = 20
, x4 = 10
, z = 80
, F, ND
and x1 , x2 , x3 , x4 0
17
17
77
15
5
The tableau associated with this phase II is
4. x1 = 13 , x5 = 26 , z = 105
, F, ND, optimal,
26
5. x2 = 0, x3 = 5, z = 5, F, ND
x3
x4
x2
Basis x1
Solution
6. x2 = 43 , x4 = 10, z = 20
, NF, ND
3
90
12
102
3
2
0
z
=
2,
x
=
5,
z
=
5,
NF,
ND
7.
x
5
+
2
5
7
7 = 7
8.
x
=
5,
x
=
0,
z
=
5,
F,
D
3
4
4
1
1
x2
1
0
7
7
7
9. x3 = 5, x5 = 0, z = 5, F, D
6 1
45
x1
10. x4 = 10, x5 = 30, z = 30, NF, ND
0
1
7
7
7
All the remaining non basic variables are
Since x2 with most negative element in the z-row is
zero.

chap-5a

B.V.Ramana

September 13, 2006

17:59

LINEAR PROGRAMMING

Hint: Max: z = 2x1 + x2 + 3x3 + x4 + 2x5 s.t.

x1 + 2x2 + x3 + x5 100; x2 + x3 + x4 + x5
80; x1 + x3 + x4 50

2. Find all basic solutions for

x1 + 2x2 + x3 = 4, 2x1 + x2 + 5x3 = 5
Ans: (2,
0)F, ND; (5, 0, 1), NF, ND;

1,
0, 53 , 23 F, ND.
3. Find the optimal solution by enumeration
Max: z = 5x1 + 10x2 + 12x3
s.t. x1 , x2 , x3 0,
15x1 + 10x2 + 10x3 200, 10x1 + 25x2 +
20x3 = 300
(7.27, 9.1, 0, 0), z = 127 27
(5, 0, 12.5, 0), z = 175
(30, 0, 0, 250), NF
(0, 20, 40, 0), NF
(0, 12, 0, 80), z = 120
(0, 0, 15, 50), z = 180
(1) (2) (5) are F, ND:
(6) is optimal solution;
4. Find the optimal solution by enumeration

Ans: 1.
2.
3.
4.
5.
6.

Max: z = 2x1 + 3x2 s.t. 2x1 + x2 4, x1 , x2

0, x1 + 2x2 5.
Ans: 1.
2.
3.
4.
5.
6.

(0, 0, 4, 5), z = 0, F, ND
(0, 4, 0, 3) NF
(0, 2.5, 1.5, 0), z = 7.5, F, ND
(2, 0, 0, 3), z = 4, F, ND
(5, 0, 6, 0), NF
(1, 2, 0, 0), z = 8, F, ND, optimal.

Ans: x1 =

15
, x2
4

= 43 , z =

33
4

3. Max: z = 3x1 + 4x2 + x3 + 7x4 s.t. 8x1 + 3x2 +

4x3 + x4 7,
2x1 + 6x2 + x3 + 5x4 3,
x1 + 4x2 + 5x3 + 2x4 8
x1 , x2 , x3 , x4 0.
Ans: x1 =

16
, x4
19

5
, x7
19

126
,z
19

83
19

4. Minimize z = x2 3x2 + 2x5

s.t. x1 + 3x2 x3 + 2x5 = 7,
2x2 + 4x3 + x4 = 12,
4x2 + 3x3 + 8x5 + x6 = 10
Ans: x2 = 4, x3 = 5, x6 = 11, z = 11
5. Max: z = 2x1 + 5x2 + 4x3
s.t. x1 + 2x2 + x3 4; x1 + 2x2 + 2x3 6
Ans: x2 = 1, x3 = 2, z = 13

Ans: x1 = 3, x2 = 23 , z = 21
7. Max: z = x1 + 2x2 + x3 s.t. x1 , x2 , x3 0,
2x1 + x2 x3 2; 2x1 + x2 5x3 6;
4x1 + x2 + x3 6.

Solve the following LPP by simplex method.

1. A rm can produce 5 different products using 3
different input quantities, as follows.
Technical coefcients
1 2 3 4
5
1 2 1 0
1
0 1 1 1
1
1 0 1 1
0
2 1 3 1
2

2. Max: z = 2x1 + x2 s.t. x1 , x2 0; 3x1 + 5x2

15; 6x1 + 2x2 24.

6. Max: z = 5x1 + 4x2 s.t., x1 , x2 0;

6x1 + 4x2 24; x1 + 2x2 6,
x1 x2 1; x2 2

Simplex Method

Input
quantity
A
B
C
Prot

5.17

Capacity
100
80
50

Maximize the prot

Ans: x1 = 20, x3 = 30, x5 = 50, prot: Rs = 30

Ans: x2 = 4, x3 = 2, x6 = 0, z = 10
(Note: Degenerate solution)
8. Max: z = x1 + 3x2 2x3 s.t.
3x1 x2 + 2x3 7, 2x1 4x2 12;
4x1 3x2 8x3 10; x1 , x2 , x3 0.
Ans: x1 = 4, x2 = 5, z = 11
9. Max. z = 6x1 + 9x2 s.t. x1 , x2 0, 2x1 + 2x2
24; x1 + 5x2 44, 6x1 + 2x2 60
Ans: x1 = 4, x2 = 8, x6 = 20, z = 96
Multiple optima:
10. Minimize: z = x1 x2 s.t. x1 , x2 0
x1 + x2 2, x1 x2 1, x2 1
Ans: x1 = 23 , x2 = 21 , z = 2

chap-5a

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5.18

September 13, 2006

17:59

MATHEMATICAL METHODS

Also another optimal solution is x1 = 1, x2 =

1, z = 2
11. Max: z = 6x1 + 4x2 s.t.
4, 2x2 12, 3x1 + 2x2 18

17. Min: z = 3x1 x2 s.t. x1 , x2 0, 2x1 + x2

2; x1 + 3x2 3; x2 4

x1 , x2 0, x1 Ans: x1 = 3, x3 = 4, x6 = 4, z = 9

18. Max: z = x1 + 5x2 s.t. x1 , x2 0, 3x1 + 4x2

Ans: x1 = 4, x2 = 3, z = 36
6; x1 + 3x2 2
Another optimal solution: x1 = 2, x2 = 6, z =
Ans: x2 = 23 , x4 = 25 , z = 15
2
36
Unbounded solution
19. Min: z = 2x1 + 4x2 + x3 s.t. x1 + 2x2 x3
12. Max: z = 4x1 + x2 + 3x3 + 5x4 s.t.
5; 2x1 x2 + 2x3 = 2; x1 + 2x2 + 2x3 1
3x1 2x2 + 4x3 + x4 10,
Ans: x3 = 1, x4 = 6, x6 = 1, z = 1
8x1 3x2 + 3x3 + 2x4 20,
4x1 + 6x2 + 5x3 4x4 20
Two-Phase Method:
Ans: Unbounded solution
Note: In the second simplex tableau, since x2 has 20. Max: z = x1 + 5x2 + 3x3 s.t. x1 , x2 , x3 0, and
x1 + 2x2 + x3 = 3; 2x1 x2 = 4
most negative coefcient in z-row, normally x2
should enter the basis. But all the entries in the Ans: (2, 0, 1), z = 5
column under x2 are negative or zero. So no variable can leave the basis. Hence the solution is not 21. Min: z = 4x1 + x2 s.t. x1 , x2 , x3 , x4 0, and
3x1 + x2 = 3; 4x1 + 3x2 6, x1 + 2x2 4.
bounded

2 9

17
13. Min: z = 3x1 2x2 s.t. x1 , x2 0, x1 x2 Ans: 5 , 5 , 1, 0 , z = 5
1, 3x1 2x2 6.
22. Minimize z = 7.5x1 3x2 s.t. x1 , x2 , x3
Ans: Unbounded solution
0, 3x1 x2 x3 3; x1 x2 + x3 2
Note: In the 3rd simplex tableau, x3 having the
Ans: x1 = 45 , x2 = 0, x3 = 43 , z = 75
8
most positive value (12) in z-row should normally
enter the basis. But all the entries under x3 are 23. Minimize z = 3x1 + 2x2 , s.t. x1 , x2 , 0, x1 +
negative. So OF can be decreased indenitely.
x2 2; x1 + 3x2 3, x1 x2 = 1
M-Method
14. Minimize: z = 4x1 + 2x2 s.t. x1 , x2 0, 3x1 +
x2 27; x1 x2 21, x1 + 2x2 30.
Ans: x1 = 3, x2 = 18, z = 48
15. Max: z = x1 + 2x2 + 3x3 x4 s.t.
x1 + 2x2 + 3x3 = 15, 2x1 + x2 + 5x3 = 20,
x1 + 2x2 + x3 + x4 = 10, x1 , x2 , x3 , x4 0
Ans: x1 = x2 = x3 = 25 , x4 = 0, z = 15

Ans: x1 = 23 ; x2 = 21 , z =

24. Minimize: z = 5x1 6x2 7x3 s.t. x1 + 5x2

3x3 15; 5x1 6x2 + 10x3 20; x1 + x2 +
x3 = 5, x1 , x2 , x3 0
Ans: x2 =

15
; x3
4

= 45 , x5 = 30, z =

125
4

25. Max: z = 2x1 + x2 + x3 s.t.

4x1 + 6x2 + 3x3 8;
3x1 6x2 4x3 1; 2x1 + 3x2 5x3 4;
x1 , x2 , x3 0

16. Min: z = 2x1 + x2 s.t. x1 , x2 0, 3x1 + x2 =

Ans: x1 = 97 ; x2 =
3, 4x1 + 3x2 6, x1 + 2x2 3
Ans: x1 = 35 , x2 = 65 , z = 12
5

11
2

10
,z
21

64
21

B.V.Ramana

September 13, 2006

17:59

LINEAR PROGRAMMING

5.7 THE TRANSPORTATION PROBLEM

The transportation problem is a special class of Linear programming problem. It is one of the earliest
and most useful application of linear programming
problem. It is credited to Hitchcock, Koopmans and
Kantorovich. The transportation model consists of
transporting (or shipping) a homogeneous product
from m sources (or origins) to n destinations, with
the objective of minimizing the total cost of transportation, while satisfying the supply and demand
limits.
Let ai denote the amount of supply at the ith
source, bj denote the demand at destination j ; cij
denote the cost of transportation per unit from ith
source to j th destination; xij the amount shipped
from origin i to destination j . Then the transportation
problem is to minimize the total cost of transportation
z=

m 
n


cij xij

(1)

Supply

Sources

a1

S1

a2

S2

am

Sm

c11; x11

D1
n


S1

xij = ai ,

D2

b2

Dn

bn

xij = bj , bj > 0; j = 1, 2, . . . , n

(3)

and

Dj
c1j
x1j

Dn

ai

c1n
x1n

a1
a2

ai

Si

Sm

cm1 cm2
xm1 xm2

cmj
xmj

cmn
xmn

bj

b1

bj

bn

b2

am
S ai =
S bj

(4)

In the balanced transportation problem it is assumed

that the total quantity required at the destinations is
precisely the same as the amount available at the
origins i.e.
n


c11 c12
x11 x12

(2)

i=1

xij 0

D2

S2

Destination constraint:

i=1

b1

ai > 0; i = 1, 2, . . . m

ai =

D1

Destinations

j =1

m


Demand

The system of equations (1) to (4) is a linear programming problem with m + n equations in mn variables. The transportation problem always has a nite
minimum feasible solution and an optimal solution
contains m + n 1 positive xij s when there are m
origins and n destinations. It is degenerate if less than
m + n 1 of the xij s are positive. No transportation
problem has ever been known to cycle.
Table for Transportation Problem

subject to the constraints

m


Destinations

cmn; xmn

i=1 j =1

source constraint :

5.19

Denoting the sources and destinations as nodes

and routes as arcs, the transportation problem can be
represented as a network shown below:

Sources

chap-5a

bj .

(5)

j =1

(5) is the necessary and sufcient condition for the

existance of a feasible solution to (2) and (3).

Note: Zero values for nonbasic variables are not

lled while zero values for basic variables are shown
in the tableau.
Like the simplex method the transport algorithm
consists of determining the initial basic feasible solution, identifying the entering variable by the use of
optimality condition and nally locating the leaving
variable by the use of feasibility condition.

chap-5a

B.V.Ramana

5.20

September 13, 2006

17:59

MATHEMATICAL METHODS

Determination of Initial (starting) Basic Feasible Solution

An initial basic feasible solution containing m + n
1 basic variables can be obtained by any one of the
following methods (a) the north west corner rule
(b) row minimum (c) column minimum (d) matrix
minimum (or least cost method) (e) Vogel approximation method. In general, Vogels method gives
the best starting solution. Although computationally
north west corner rule is simple, the basic feasible
solution obtained by this method may be far from
optimal since the costs are completely ignored.

(b) Row-minimum
Identify the minimum cost element c1k in the rst
row. (Ties are broken arbitrarily). Allocate as much
as possible to cell (1, k). If a1 bk then x1k = a1 so
move to the second row after changing bk to bk a1 .
Identify the minimum element in second row and
allocate as much as possible. Continue this process
until all rows are exhausted. If a1 > bk then x11 = bk ,
change a1 to a1 bk , and identify the next smallest
(minimum) element in the rst row allocate, continue
the process until the rst row is completely satised.
(c) Column-minimum

(a) North-west corner rule (due to Dantzig):

Step I: Allocate as much as possible to the north west
corner cell (1, 1). Thus let x11 = min(a1 , b1 ). If a1
b1 then x11 = a1 and all x1j = 0 for j = 2, 3, . . . n
i.e. except x11 all other elements of the rst row are
zero. The rst row is satised so cross out the rst
row and move to x21 of second row.
If a1 b1 then x11 = b1 and all xi1 = 0 for i =
2, 3, . . . m i.e., except x11 all other elements in the
rst column are zero. The rst column is satised
so cross out the rst column and move to x12 of the
second column.
Note: If both a row and column are satised (i.e.,
say x11 = a1 = b1 ) simultaneously, then cross out
either row or column only but not both row and column.
Step II: Allocating as much as possible to the cell
(2, 1) or (1, 2) cross out the row or column and move
to (3, 1) or (1, 3).
Step III: If exactly one row or column is left
uncrossed out, stop. Otherwise go to step II wherein
move to lower row (below) if a row has just been
crossed out or move to right column if a column has
just been crossed out.
Note: Cells from crossed out row or column can
not be chosen for basis cells at a later step in the
determination of starting basic solution.

This is exact parallel to the above row-minimum

method except that minimum in the columns are
identied instead of rows.
(d) Matrix minimum (least-cost method):
Identify the least (minimum) element cij in the
entire matrix. (Ties are broken arbitrarily). Allocate
as much as possible to the (i, j )th cell. If ai bj
then xij = ai , change bj to bj ai . If ai bj then
xij = bj , change ai to ai bj . Identify the next least
element and allocate as much as possible. Continue
this process until all the elements in the matrix are
allocated (satised).
(e) Vogel approximation method
Step I. The row penalty for a row is obtained by subtracting the smallest cost element in that row from
the next smallest cost element in the same row. Calculate the row penalties for each row and similarly
column penalties for each column.
Step II. Identify the row or column with the largest
penalty (ties are broken arbitrarily). In the selected
row or column, allocate as much as possible to the
cell with the least unit cost. Cross out the satised row
or column. If a row and column are satised simultaneously, cross out either a row or column but not
both. Assign zero supply (or demand) to the remaining row (or column). Any row or column with zero
supply or demand should not be used in computing
future penalties.

chap-5a

B.V.Ramana

September 13, 2006

17:59

LINEAR PROGRAMMING

Step III.
(a) A starting solution is obtained when exactly one
row or one column with zero supply or demand
remains uncrossed out. Stop.
(b) Determine the basic variables in an uncrossed
row (column) with positive (non zero) supply
(demand) by the least-cost method. Stop.
(c) Determine the zero basic variables in all the
uncrossed out rows and columns having zero supply and demand by the least cost method. Stop.
(d) Otherwise, go to step 1, recalculate the row and
column penalties and go to step II.
Note: Vogels method, which is a generalization of
the matrix minimum (least cost method) gives better
solution in most cases than all the other methods
listed above.
Method of Multipliers
The optimal solution to the transportation problem is obtained by iterative computions using the
method of multipliers (also known as U V -method
or stepping-stone method or MODI (modied distribution) method). First of all, obtain a starting initial
basic feasible solution containing m + n 1 basic
variables (by any one of the above methods).
Step I: Introduce unknowns ui with row i and vj with
column j such that for each current basic variable xij
in the tableau,
ui + vj = cij
is satised. This results in m + n equations in m + n
unknowns. Assume that u1 = 1 (or u1 = 0). (Instead
of u1 , any other variable ui or vj can be chosen as
zero or one, resulting in the same optimal solution
but with different values in the tableau). Solving the
equations in ui , vj we get ui for i = 1 to m and vj
for j = 1 to n.
Step II. For each non basic variable, compute
cij = ui + vj cij
Step III: (a) If cij 0 for any i and j (i.e. for all
non basic variables), stop. The current tableau gives
the optimal solution with minimum cost.

5.21

(b) If cij > 0, then solution is to be revised. The

entering variable is one which has most positive cij
(i.e., max cij for all i and j ).
(c) The leaving variable is determined by constructing a closed -loop which starts and ends at the
entering variable and consists of connected horizontal and vertical lines (without any diagonals). Thus
each corner of the loop lies in the basic cell, except
the starting cell. The unknown is subtracted and
added alternatively at the successive corners so as
to adjust the supply and demand. From the cells in
which is subtracted, choose the maximum value
of such that xij 0. This feasibility condition
determines the leaving variable. Now go to step I.
Maximization A transportation problem in which
the objective is to maximize (the prot) can be transfered to a minimization problem by subtracting all
the entries of the cost matrix from the largest entry
of the matrix.
Unbalanced problem in which the total supply is
not equal to the total demand can always be transfered to a balanced transportation problem by augmenting it with a dummy source or dummy destination. A dummy destination is added when supply is
greater than the demand. The cost of transportation
from any source to this dummy destination is taken
as zero. Similarly when demand is greater than supply, a dummy source is added. The cost of shipping
from this dummy source to any destination is taken
as zero. Now the corresponding balanced problem is
solved by the method of multipliers.
Transhipment problem consists of transporting
from source to destination via (through) intermediate or transient nodes, known as transhipment nodes
which act as both sources and destination. The transhipment node should be large enough to allow the
entire supply or demand to pass through it. Thus
the capacity of the transient node is the buffer
amount which equal the total supply or demand.
Thus the transhipment model consists of pure supply nodes which tranship the original supply, pure
demand nodes which receive the original demand,
and transhipment node which can receive original
supply plus the buffer or can tranship the original
demand plus the buffer. A given transhipment prob-

chap-5a

B.V.Ramana

5.22

September 13, 2006

17:59

MATHEMATICAL METHODS

lem can be transformed to a regular transportation

problem as follows:
I. Identify the pure supply nodes, pure demand
nodes and transhipment nodes from the given network.
II. Denote the pure supply nodes and transhipment
nodes as the sources.
III. Denote the pure demand nodes and transhipment
nodes as the destinations.
IV. Note down the transportation costs cij read from
the given network. If ith source is not connected to
j th destination, put cij = M where M is a large
(penalty) value. Take cii = 0 since it costs zero
for transporting from ith source to itself (ith destination).
V. Identify supply at a pure supply node as the original supply; demand at a pure demand node as the
original demand; supply at a transhipment node as
the sum of original supply and buffer and nally
demand at a transhipment node as the sum of the
original demand and buffer.
Now the above transformed regular transportation
problem can be solved by using the method of multipliers.
The solution of a transport problem
is said to be degenerate when the number of basic
variables in the solution is less than m + n 1. In
such cases, assign a small value to as many nonbasic variables as needed to augment to m + n 1
variables. The problem is solved in the usual way
treating the cells as basic cells. As soon as the
optimum solution is obtained, let 0.
Degeneracy

(e) Vogels (approximation) method

D1 D2 D3
2 8
4
0
4
3
2
5
0 6
2
1

S1
S2
S3

(a) NWCR:
D1
S1

Starting Solution:
Example 1: Obtain a (non articial) starting basic
solution to the following transportation problem
using (a) North west corner rule (b) Row-minimum
(c) Column minimum (d) Least cost (Matrix minima)

D2
0

S2

D3
4

4
0

S3

6
7

8, 1
5

6, 5

Supply as much as possible to the north-west corner

cell (1, 1).
Cost: 7 0 + 1 4 + 5 3 + 6 0 = 19
Note: This is a degenerate solution because it contains only 4 basic variables (instead of 3 + 3 1 = 5
basic variables).
(b) Row Minimum
D1
S1

D2

D3

5
0

S3

8, 1

WORKED OUT EXAMPLES

Solution:

S2

5.8 Transportation Problem

6, 1

6, 5

Allot as much as possible in the rst row to the cell

with least (minimum) cost i.e. (1, 1). The balance
allot to the next least cell in the rst row.
Cost: 7 0 + 1 2 + 5 3 + 1 2 + 5 0 =
19
Note: This is a non-degenerate solution (since it
contains 3 + 3 1 = 5 basic variables).

chap-5a

B.V.Ramana

September 13, 2006

17:59

LINEAR PROGRAMMING

(c) Column Minimum

D1
S1

S2

This is a non-degenerate solution.

D2
4

8, 1

Example 1: Solve the following transportation

problem by U V -method obtaining the initial basic
solution by (a) Vogels method (b) NWCR (c) compare the number of iterations in (a) and (b).

4
5

5
2

6, 1

6, 5

6
7

Method of Multipliers

D3

S3

D1

Cost: 7 0 + 1 2 + 5 4 + 6 2 = 34
This is a degenerate solution containing 4 basic
variables.

S1
S2
S3

(d) Least cost method (matrix minima)

D1
S1

D2
0

S2

D1

2
6
6, 1

25

S2

Column
penalties

D3

S1

S2

Row penalties
2

1
7
1

8 1

10

0
25

10

25

10

30
20
50

35

100

6 1

6
5

4P

6 1

1
2

Cost: 7 0 + 2 1 + 3 5 + 2 1 + 0 5 = 19

Row penalties

30
10

4
20

10

3P

2P2P

0
25 50 25
30
35
20 10 100

Thus the initial basic feasible solution by Vogels

method is given by
D1

2
10

ai

S2
S3

D2

S1
1

D4

2P 2P

S3

Column
penalties

D3
4

30

0
20

S3
bj

D2

(e) Vogels (approximation) method

ai

D2

D4

10

S1

Allot as much possible to that cell which has least

cost in the entire matrix say (1, 1) (tie broken arbitrarily between (1, 1) and (3, 3).
Cost: 7 0 + 1 4 + 5 3 + 6 0 = 19
This is a degenerate solution.

D1

D3

(a) Initial solution by Vogels method

8, 1
5

1
7

bj

D2

D3
4

S3

5.23

D3

D4

20
10

0
25

10

0
25

where the basic variables are circled

Total cost: (20 0) + (10 2) + (10 0) +
(10 1) + (25 0) + (25 0) = 30
In the U V -method (method of multipliers) associate the multipliers ui and vj with row i and column

chap-5a

B.V.Ramana

5.24

September 13, 2006

17:59

MATHEMATICAL METHODS

j such that for each basic variable xij we have

ui + vj = xij
Arbitrarily choosing u1 = 1 we solve for the
remaining ui , vj s as follows:
u, v equation
u1 + v3 = 0
u1 + v4 = 2
u3 + v4 = 0
u3 + v2 = 0
u2 + v3 = 1
u2 + v1 = 0

Basic variable
x13
x14
x34
x32
x23
x21

solution
v3 = 1
v4 = 1
u3 = 1
v2 = 1
u2 = 2
v1 = 2

To summarize u1 = 1, u2 = 2, u3 = 1
v1 = 2, v2 = 1, v3 = 1, v4 = 1
Now using ui and vj the non basic variables are
calculated as
xij = ui + vj cij
Thus
Nonbasic
variable xij
x11
x12
x22
x24
x31
x33

Value
ui + vj cij
u1 + v1 c11
u1 + v2 c12
u2 + v2 c22
u2 + v4 c24
u3 + v1 c13
u3 + v3 c33

= 1 2 3 = 4
=1+11=1
=2+12=1
= 2 + 1 4 = 1
= 1 2 2 = 5
= 1 1 5 = 7

u1 = 1

S1

u2 = 2

S2

u3 = 1

S3
bj

D2

10

25

D3

D4

1
2
0
10 q
1 20
2
4
1
1 10
1
5 +q 0
0
7 25
30

The maximum value of is 10 (which keeps both

x14 , x22 nonnegative i.e., x14 = 0, x22 = 15 > 0).
Thus the new table is
v1 = 2 v2 = 0 v3 = 1 v4 = 0
D1
u1 = 1

S1

u2 = 2

S2

u3 = 0

S3

D2

D3

D4

ai

3
1
2
0
20
4 10
2
0
4
1
10
2
0 10
5
2
0
0
4 15
6 35

bj

10

25

30

30
20
50

35

ai
30

(b) Initial solution by NWC rule:

v1 = 2 v2 = 1 v3 = 1 v4 = 1

3P
q
4
0
10
2 q
5 25

x22 = 25 0

Since for all non basic variables x11 , x14 , x22 , x24 ,
x31 , x33 the values (in the southeast) of ui + vj cij
are all negative, the current table is the optimal. The
optimal solution with least cost is (10 1) +(20
0) +(10 0) +(10 1) +(15 0) +(35 0) = 20.

Non basic variables are placed in the south east

corner of each cell. Then the new table is
D1

Incoming: Amongst the nonbasic variables, the

entering variable is the one with the most positive
value (in the south east corner of the cell). Thus x21
will be the entering variable.
Outgoing: The leaving (basic) variable is determined by constructing a closed -loop which starts
and ends at the entering variable x21 . In this modied
distribution all variables should be nonnegative and
supply and demand satised. Then
x14 = 10 0

20
50

Suppressing
the working details we get the optimal solution in 3
iterations.
3
0

35

During computation, it is not necessary to write u,

v equations and solve them explicitly. Instead, choosing u1 = 1, compute v3 , v4 from the basic variables
x13 , x14 in the rst row. Now using v4 , u3 is obtained
from the basic variable x34 . Similarly u2 is obtained
using v3 from the basic variable x23 . Now using u2
we get v1 and nally using u3 we get v2 .

1
2
5

2
10

2 30

20

4 20

15

0 50

35

20

10

15
5

0
25
5

15

35

30
15

35

Associated cost
= (10 3) + (20 1) + (5 2) + (15 1)+
+ (15 5) + (35 0) = 150

chap-5a

B.V.Ramana

September 13, 2006

17:59

LINEAR PROGRAMMING

By U V method with u1 = 1 we get

v1 = 2
3
u1 = 1

v2 = 0 v3 = 1
1
0
20
0
2
1
5 + 15

10
0

u2 = 2
u3 = 6

7
4
8
0
35

with = 5, x22 , is outgoing and x12 is the incoming variable.

Then the new table is
2

0
3

10

20

0
4

2
2 +

5
1 P 0
q
6
2
1

6 20
5
0
5
10

1
1

10

1 10
P 0
2 q
4
2
0
0

10
2
0
0

20

Plant
8
0

0
2

+
1

1
4

2
0

3
1
2

4
0

1
10

10
0
0

P1

600

700

400

P2

320

300

350

P3

500

480

450

Solution:

1
4

2
0

10
35

optimal cost is 20. Optimal solution is x12 = 10,

x13 = 20, x21 = 10, x23 = 10, x32 = 15, x34 = 35.

City
c2

c3

P1

600

700

400

25

P2

320

300

350

40

P3

500

480

450

70

1000 1000

13

P4

c3

c1

15
4

c2

During the month of August, there is a 20%

increase in demand at each of the three cities, which
can be met by purchasing electricity from another
plant P4 at a premium rate of Rs 1000/- per kWh.
plant 4 is not linked to city 3. Determine the most
economical plane for the distribution and purchase
of additional energy. Determine the cost of additional
power purchased by each of the three cities.

35

20
2

2
0

c1

35

15

City

1
4

choose = 10. Then x11 is outgoing and x21 is

incoming with new following table which is the optimal solution since all xij = ui + vj cij 0.
2

Example 1: Three electric power plants P1 , P2 , P3

with capacities of 25, 40 and 30 kWh supply electricity to three cites C1 , C2 , C3 . The maximum demand
at the three cities are estimated at 30, 35 and 25 kWh.
The price per kWh at the three cites is given in the
following table

with cost 120. Now choose = 10, x13 will be

incoming and x33 will be outgoing variable resulting
in the following table.
3

Unbalanced Transportation Problem

is less when the

initial solution is obtained by Vogels method.

(c) The number of iterations

v4 = 6
2

4
5
2 P 0
q
15
6
6

5.25

30 +6 35+7 25+5 148

Apply Vogels method to obtain the initial solution.

For all nonbasic variables ui + vj cij 0. The
present table is optimal. The optimal solution
is P1 C3 : 25, P2 C1 = 23, P2 C2 = 17, P3 C2 = 25,
P3 C3 = 5, P4 C1 = 13.
Total cost: Rs 36,710 + Rs 13000 = Rs 49710 only
city C1 purchases an additional 13 kWh power from
plant P4 at an additional cost of Rs 13,000/-.

chap-5a

B.V.Ramana

5.26

September 13, 2006

MATHEMATICAL METHODS
c1

c3
700

Row penalties
400

25
320

300

350

500

480

450

25
1000

1000

42

30

23

P3
P4

c2
600

P1
P2

17:59

13

17

36
23
Column
penalties

180

180

180
P

200P 100

25
40

17

20

20

30

30

20

13

MP

150) = 300 units. A high penalty cost M is associated

with cell cij when there is no route from ith origin to
the j th destination. Zero cost is associated with cells
(i, i) which do not transfer to itself. The initial solution is obtained by Vogels method. Taking u1 = 0 and
M = 99 and applying method of multipliers we have
v1 = 1

P1

u1 = 0

180
P

P2

u2 = 2

u1 = 0

P1

u2 = 129

P2

u3 = 51

P3

u4 = 551

P4

c2

600
151
320
23
500
0
1000
13
36

25

30

4
1

150

3
4

99

4
2

2
99

1 100
99

q
6

1 200
99

200

+q
1

u4 = 0

T4

u5 = 97

D5

150

Solution: The entire supply of 300 units is transhipped from nodes P1 and P2 through T3 and T4
ultimately to destination nodes D5 and D6 . Here P1 ,
P2 are pure supply nodes; T3 , T4 , D5 are transhipment nodes; D6 is pure demand node. The transhipment model gets converted to a regular transportation
problem with 5 sources P1 , P2 , T3 , T4 , D5 and 4 destinations T3 , T4 , D5 and D6 . The buffer amount B =
total supply ( or demand) = 100 + 200 = (or 150 +

300
92
92 300
0
5
8
P
300
q
2
q
92
90 300
99
99
0
1
150
150
300
195
196
90
3

300

450

150

value of objective function is Rs 2650. Not all cij

0. Note that c43 = 92 is most positive so the variable
x43 will enter into the basis. To determine the variable
leaving the basis, construct -loop from cells (4, 3)
to (2, 3) to (2, 2) to (4, 2). Choose = 0 to maintain
feasibility. Adjusting = 0, the leaving variable is
x23 . Thus the new tableau is

u1 = 0

p1

v1 = 1

t3

t4

d5

d6

p2

t3

t4

d5

99

4
2

94
99

100

3
200

T3

D6

99

300
13

Example 1: The unit shipping costs through the

routes from nodes 1 and 2 to nodes 5 and 6 via nodes
3 and 4 are given in the following network. Solve the
transhipment model to nd how the shipments are
made from the sources to destinations.
1

u3 = 91

40

Transhipment Problem

100

D5
4

c3

700
400
271 25
300
350
17
80
480
450
25
5
1000
M
ve
20
42
30

T4

v4 = 98

1
100

v1 = 449 v2 = 429 v3 = 399

c1

v3 = 97

T3

50

v2 = 0

200

q
0

q
P 2
3
2
99
103
300

+q
1
0
0

300

q
99

104
300

99
93 100
99

91 200
92
6
99
300
92 300
q
5
8
0
2 300
+q
0
1
150
150
300
150
150

value of objective function is Rs 2650. Not all

cij 0. Note that c31 = 2 is most positive. So x31
is the entering variable. To determine the leaving

chap-5a

B.V.Ramana

September 13, 2006

17:59

LINEAR PROGRAMMING

variable construct a -loop from cells (3, 1) to (2, 1)

to (2, 2), to (4, 2) to (4, 3) to (3, 3) to (3, 1). Choose
maximum value of = 200. Then x21 will be the
leaving variable. Adjusting = 200, the new tableau
is given below.
1

t3
0
0

p1

t3

t4

t4

d5

d6

99

99

2
2

92
99

91
99

2 200
0
1
200

0
0

d5

100
4
99

104
300

100

150

2
1
150

450

10
2

200

300

300

9
2

10
2

0
11

9
2

S1
S2
S3

D2

D3
1

3
9

6
10

10
2

3
6

14

11

Solution: To transform this problem to a minimization, subtract all the cost entries in the matrix from
the largest cost entry 8. Then the relative loss matrix
is

12 1 4P
14

12 1 4P
14

11

0
11

4
8

9
8
1

10

1
2

14

3P

11

2
Finally
3
1

11

12

Allocate to (3, 2) since 3 is the largest penalty.

Example 1: Solve the following transportation

problem to maximize the prot.
5

14

Allocate to (1, 1) since 4 is the largest penalty

Maximization:

D1

3P

11

150

Observe that all cij 0. Therefore the current

tableau is optimal. The basic feasible optimal
solution is x11 = 100, x22 = 200, x31 = 200, x33 =
100, x42 = 100, x43 = 200, x53 = 150, x54 = 150.
The value of the objective function is
(100 1) + (200 2) + (200 0) + (100 6) +
(100 0) + (200 5) + (150 0) + (150 1) =
2250

12

11
1

11

300
0

Applying vogels method we get max penalty 3. So

allocate to (1, 3).

92
8

200
99

105
300

91
99

92
6
100

9
2

1
100

p2

5.27

14

6
5

0
11

6
4

The maximum prot (wrt the original cost

matrix) is (1 5) + (11 8) + (8 2) + (6 4) +
(4 6) = 157

chap-5a

B.V.Ramana

5.28

September 13, 2006

17:59

MATHEMATICAL METHODS

Degeneracy

of the following transportation problems by (a)

North west corner rule (b) Row minimum (c) Column minimum (d) Least cost method (e) Vogels
method.

Example 1: Solve the following TP using NWCR

D2

D1
0

S1

S2

(i)
2

S3

D3
4

8
5

6
10

10
(iii)

Solution: By NWC rule

D2

D1
0

S1

1
2

S2

5
1

S3

S2

D1

D2

D3

S3

0
4

3
0

1
3
1
3

5
e

10

20

13

12

7 10
8 20

15

9 30

14

0 40

12

19 50

60

60

20

12
14
4

11

10

0
S1

11

10

This is a degenerate solution since it contains only 4

basic variables (instead of 3 + 3 - 1 = 5 basic variables). To get rid of degeneracy, introduce any one
non-basic variable say in cell (3, 2) at level where
is a small quantity. Thus

u1 = 1

12

10

D3
4

(ii)
7

since all cij 0 current solution is optimal. Now

letting 0 we get the solution as x11 = 7, x12 =
1, x22 = 5, x32 = 0, x33 = 6 with OF = 19 + 2 =
19 as 0
5.9 TRANSPORTATION PROBLEM
EXERCISE
1. Obtain the starting solution (and the corresponding cost i.e. value of objective function: OF)

Ans. (i) (a) x11 = 7, x21 = 3, x22 = 9, x32 = 1, x33 =

10, OF: 94
(i) (b) x11 = 7, x21 = 3, x23 = 9, x32 =
10, x31 = 1, OF: 40
(i) (c) x13 = 7, x21 = 10, x23 = 2, x32 =
10, x33 = 1, OF: 61
(i) (d) x13 = 7, x21 = 10, x23 = 2, x32 =
10, x33 = 1, OF: 61
(i) (e) x11 = 7, x21 = 2, x23 = 10, x31 =
1, x32 = 10, OF: 40
(ii) (a) x11 = 9, x12 = 3, x22 = 7, x23 =
7, x33 = 4, OF: 104
(ii) (b) x11 = 2, x12 = 10, x21 = 3, x23 =
11, x31 = 4, OF: 38
(ii) (c) x12 = 10, x13 = 2, x21 = 9, x23 =
5, x33 = 4, OF: 72
(ii) (d) x11 = 2, x12 = 10, x21 = 3, x23 =
11, x33 = 4, OF: 38
(ii) (e) x11 = 2, x12 = 10, x21 = 3, x23 =
11, x33 = 4, OF: 38
(iii) (a) x11 = 10, x21 = 20, x31 = 30, x42 =
40, x52 = 20, x53 = 20, x54 = 10, OF: 1290
(iii) (b) x13 = 10, x21 = 10, x24 = 10, x31 =
30, x42 = 30, x43 = 10, x51 = 30, x52 = 20, OF:
890
(iii) (c) x13 = 10, x21 = 20, x31 = 10, x33 =
10, x34 = 10, x42 = 40, x51 = 50, OF: 860

chap-5a

B.V.Ramana

September 13, 2006

17:59

LINEAR PROGRAMMING

(iii) (d) x12 = 10, x22 = 20, x31 = 10, x32 =

20, x42 = 10, x43 = 20, x44 = 10, x51 = 50, OF:
960
(iii) (e) x11 = 10, x22 = 20, x31 = 30, x42 =
10, x43 = 20, x44 = 10, x51 = 20, x52 = 30, OF:
910

5.29

Vogels method (c) compare the two methods.

10

20

11

12

20

14

16

18

15
25
5

2. Solve the following TP by method of multipliers

5
15 15
10
method obtaining the starting solution by north
west corner rule.
Ans. (a) x12 = 5, x14 = 10, x22 = 10, x23 = 15, x31 =
(i)
3
0
4
1
1 40
5 OF: 315
2
2
4
0
6 70
(b) same (c) Vogels method give solution
0
0
0
1
1 60
closer to optimal. Number of iterations required
3
5
1
3
0 30
in Vogel is one while 3 in NWC rule.
30

60

50

40

20

Ans. x21 = 40, x21 = 10, x22 = 20, x24 = 40

x31 = 20, x33 = 40, x43 = 10, x45 = 20
70
4
2
1
5
1
(ii)
2

OF:

5. Solve the following TP by method of multipliers by obtaining the starting solution by (a) NWC
rule (b) Least-cost method (c) Vogel approximation method. State the starting solution and the
corresponding value of OF.
D1

30

20

40

30

10

50

50

S1

75

S2

20

S3

D3

D4

20

11

12

20

14

16

18

25

D2

10

15

15

15
25
10

15

Ans. x11 = 20, x13 = 10, x23 = 20, x24 = 10, x25 =
Ans. Starting solution and associated OF (a) x11 =
20
5, x12 = 10, x22 = 5, x23 = 15,
x32 = 40, x35 = 10, x36 = 25, x45 = 20 OF:
x24 = 5, x34 = 10, OF: 520
430
(b)
x12 = 15, x14 = 0, x23 = 15, x24 =
3. Solve the above problem 2 (ii) by obtaining the
10, x31 = 5, x34 = 5, OF: 475
initial solution by (a) row minimum (b) col(c)
x12 = 15, x14 = 0, x23 = 15, x24 =
umn minimum (c) matrix minimum (d) Vogels
10, x31 = 5, x34 = 5, OF: 475
method (e) compare the number of iterations
(d) Solution by UV method
required in each of these methods including the
x12 = 5, x14 = 10, x22 = 10, x23 =
north west corner rule.
15, x31 = 5, x34 = 5, OF: 435
Ans. Optimal solution and value of OF is same as in 2
6. Solve the TP (use VAM)
(ii) above for (a) (b) (c) (d). The number of iteraD1 D2 D3 D4
tions required are 7 in NWCR, 1 in row minimum
2 in column minimum, 1 in matrix minimum, 1
21 16
25
13 11
S1
in Vogels method.
4. Solve the TP by UV-method obtaining initial
solution by
(a) NWC rule

S2

17

18

14

23 13

S3

32

27

18

41 19

10

12

15

chap-5a

B.V.Ramana

5.30

September 13, 2006

17:59

MATHEMATICAL METHODS

Ans. x14 = 11, x21 = 6, x22 = 3, x24 = 4, x32 =

7, x33 = 12 optimal minimum cost: Rs 796
Degeneracy:
7. Solve the following TP.
12

10

11

11

11

10

5
6
2
9

Ans. x13 = 25, x14 = 25, x23 = 10, x25 = 30,

x31 = 30, x32 = 25, x34 = 15
minimum cost = 1150
Hint: Total supply = 50 + 40 + 70 = 160
Total demand = 30 + 25 + 35 + 40 = 130
Introduce a dummy destination D5 with
demand (requirement) of 30. Use VAM.
Note: x25 = 30 means, 30 units are left
undespatched from S2 . (Since it can not be send
to the dummy destination D5 ).
10. Solve the unbalanced TP;

Ans. x13 = 5, x22 = 4, x26 = 2, x31 = 1, x33 = 1,

x41 = 3, x44 = 2, x45 = 4, x13 =
minimum cost = 112 + 76 = 112 as 0

D1

D2

D3

S1

7 10

S2

80

Hint: The starting solution obtained by Vogels

3
2
5 15
S3
method is a degenerate since it contains only 8
basic variables (instead of 6 + 4 1 = 9 basic
75
20 50
variables). Introduce any one of the non basic
variable at level where is small and let 0. Ans. x12 = 10, x21 = 20, x22 = 10, x23 = 50, x31 =
15 minimum cost: 515
Maximization:
8. Solve the following TP to maximize the prot
Hint: Introduce ctitious source S4 with supply
of 40. Demand of 40 units is not met at destina15 51
42
33 23
tion 1.
80

42

26

81 44

90

40

66

60 33

23

31

16

Transhipment Problem
11. Solve the following transhipment problem

30

D1

Ans. x12 = 23, x21 = 6, x22 = 8, x24 = 30,

x31 = 17, x33 = 16, OF = 7005

1000

D1

D2

D3

D4

11

20

S2

21

16

10

12 40

S3

12

18

9 70

25

35

40

6
D2

2
P2

900

4
5

T2

3
9
D3

500

Ans. P1 T2 = 1000, P2 T1 = 1200, T1 D1 = 800

S1

30

T1

1200

9. Solve the following unbalanced TP.

P1

Hint: Obtain the relative loss matrix by subtracting all the entries of the cost matrix from the
largest entry 90.
Unbalanced TP:

800

50

T1 D2 = 400, T2 D2 = 1000, D2 D3 = 500

minimum cost = (1000 4) + (1200
2) + (800 8) + (400 6) + (100 4) +
+(500 3) = 20, 700.

chap-5a

B.V.Ramana

September 13, 2006

17:59

LINEAR PROGRAMMING

Hint: The corresponding TP is given below:

T1
P1
P2
T1
T2
D1
D2

T2

D1

D2

D3

B 800+B 900+B

1000
1200
B
B
B

minimized. Thus the assignment problem is an integer linear programming problem. This combinatorial problem has n! number of possible assignments
which can be enumerated for small n. Even for n =
10, (n! = 3,628,800) the enumeration becomes very
time consuming and cumbersome. However the solution to the assignment problem is obtained by a simple method known as the Hungarian method or
Floods technique.

500

Here B = buffer = 1000 + 1200 = 2200 =

(800 + 900 + 500) and M = large penalty.
5.10 THE ASSIGNMENT PROBLEM
The assignment problem (or model) is a special case
of the transportation problem in which to each origin
there will correspond one and only one destination.
This can be described as a person-job assignment or
machine-task assignment model. Suppose there are
n persons who can perform any of the n different
jobs with varying degree of efciency measured in
terms of cij representing the cost of assigning the i th
person to j th job (i = 1, 2, 3, . . . n, j = 1, 2, . . . n)
Then the objective of the assignment problem is to
minimize the total cost of performing all the n jobs by
assigning the best person for the job on the one to
one basis of one person to one job. The assignment
problem can be solved as a regular transportation
problem in which the persons represent the sources,
the jobs represent the destinations, the supply amount
at each source and demand amount at each destination being exactly
equal to 1.

1 if ith person assigned to j th job
Let xij =
0 if ith person not assigned to j th job
Since the ith person can be assigned to only one
n

job we have
xij = 1 for i = 1, 2, . . . n.
i=1

Since the j th job can be assigned to only one

n

person we have
xij = 1 for j = 1, 2, . . . , n. The
i=1

gers xij (either 1 or 0) such that the total cost repn 

n

resented by the objective function
cij xij is
i=1 j =1

5.31

assignment problem consists of determining the inte-

Hungarian Method or Floods Technique

1. Minimization case:
Step I. Determination of total-opportunity cost
(TOC) matrix:
(a) Subtracting the lowest entry of each column of the
given payoff (cost) matrix from all the entries of
that corresponding column results in the columnopportunity cost matrix.
(b) Now subtracting the lowest entry of each row of
the column-opportunity matrix (obtained in step
(a) above) from all the entries of the corresponding row results in the total opportunity cost (TOC)
matrix.
Step II. Check for optimal assignment: Let n be
the minimum number of horizontal and vertical lines
required which cover ALL the zeros in the current
TOC matrix. Let m be the order of the cost (TOC)
matrix.
(a) If n = m, an optimal assignment can be made.
Goto step V
(b) If n < m, revise the TOC matrix. Goto step III.
Step III. Revision of TOC matrix:
(a) Subtract the lowest entry (among the uncovered
cells) of the current TOC matrix from all the
uncovered cells.
(b) Add this lowest entry to only those cells at which
the covering lines of step II cross. This revises
TOC matrix.

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MATHEMATICAL METHODS

Step IV. Repeat steps II and III initial an optimal

assignment is reached:
Step V. Optimal assignment:

quoted is given in the pay-off matrix below. If each

contractor is to be assigned one job, nd the assignment which minimises the total cost of the project.

(a) Identify a row or column (in the nal TOC matrix)

having only one zero cell.

Contractor

Jobs

(b) Make assignment to this cell. Cross off both the

row and column in which this zero cell occurs.

120 150

75

90 100

140

80

90

85 170

(c) Repeat (a) for the remaining rows and columns

and make an assignment until a complete assignment is achieved.

50

40

40

70 110

75

65

45

70

110

90

90 140 115 100

2. Maximization case:
The maximization problem can be converted to a
minimization problem by subtracting all the entries
of the original cost matrix from the largest entry (of
the original cost matrix). The transformed entries
give the relative costs.

Solution: The column opportunity matrix is

obtained by subtracting the lowest entry in each column from all the entries in that column
Column-opportunity matrix

70 110

35

20

10

90

40

50

15

80

20

25

25

60

50 100

45

10

3. Alternative Optima:

The presence of alternative optimal solutions is indicated by the existance of a row or column in the nal
TOC matrix with more than one zero cells.

4. Unbalanced Problem:
When the cost matrix is rectangular, a dummy row
or a dummy column added makes the cost matrix a
square matrix. All the costs cij associated with this
dummy row (or column) are taken as zeros.

The total-opportunity-cost (TOC) matrix is now

obtained by subtracting the lowest entry from each
row from all the entries in that row.

5. Problem with Restrictions:

When the assignment problem includes certain
restrictions such that a particular (specied) i th person can not be assigned to a particular j th job then
the associated cost cij is taken as a very big value M
(generally innity) so that it is prohibitively expensive to make this undesirable assignment.

WORKED OUT EXAMPLES

Example 1: A national highway project consists
of 5 major jobs for which 5 contractors have submitted tenders. The tender amounts (in lakhs of rupees)

1
2
3
4
5

A
60
75
0
25
50

B
100
25
0
25
40

Toc Matrix
C
D
25
10
35
0
0
0
5
0
90
35

E
0
65
25
0
0

Since the minimum number of vertical and horizontal

lines (n) needed to cover all the zeros is less than the
number of row m (or columns) i.e. n = 3 < m = 5,
the current TOC matrix is to be revised by subtracting
the lowest entry among the uncovered cells from all
the uncovered cells and adding it to crossed cells
(where the vertical and horizontal lines intersect).
Thus the lowest entry 5 will be subtracted from all

chap-5a

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17:59

LINEAR PROGRAMMING

the uncovered cells and added at the crossed cells (3,

4), and (3, 5). Then the revised TOC is
1
2
3
4
5

A
55
70
0
20
45

B
95
20
0
20
35

C
20
30
0
0
85

D
10
0
5
0
35

E
0
65
25
0
0

Here the minimum number of lines covering all the

zeros is less than the number of rows i.e. n = 4 <
m = 5. Revise the matrix as above
1
2
3
4
5

A
35
50
0
20
25

B
75
0
0
20
15

C
0
10
0
0
65

D
10
0
25
20
35

E
0
65
45
20
0

Here n = 4 < m = 5
Optimal Toc matrix
1
2
3
4
5

A
25
50
0
10
15

B
65
0
0
10
5

C
0
20
10
0
65

D
0
0
25
10
25

E
0
75
55
20
0

n=5=m=5
Ist optimal assignment: choose a row (or column)
containing only one zero. Choosing so the rst column, make an assignment. Thus
1
2
3
4
5

A
25
50
0
10
15

B
65
0
0
10
5

C
0
20
10
0
65

D
0
0
25
10
25

E
0
75
55
20
0

i.e. assign A to 3. Cross off rst column and 3rd row.

5.33

Second and Third optimal assignment

1
2
3
4
5

A
25
50
0
10
15

B
65
0
0
10
5

C
0
20
10
0
65

D
0
0
25
10
25

E
0
75
55
20
0

From among the remaining non-crossed out rows and

columns, choose a row or column with only one zero.
Thus assign B to 2 and D to 1. Cross off the 2 row
and 2 column and 4th column and rst row.
4th and 5th optimal assignment:
1
2
3
4
5

A
25
50
0
10
15

B
65
0
0
10
5

C
0
20
10

0
65

D
0
0
25
10
25

E
0
75
55
20
0

i.e. assign C to 4 and E to 5

Thus the optimal assignment is
A3, B2, C4, D1, E5
with minimum cost = 50 + 80 + 45 + 90 + 100 = 365
Example 2: Maximization: The prot of assigning a particular job to a specic machine is given in
the following matrix. Maximize the prot to accomplish all the jobs by assigning one machine to one
job. Check by enumeration.
Machine
Job

380 610 330

210 380 415

260 210 300

Solution: To convert into a minimization problem,

subtract all the entries of the matrix from the largest
entry 610. Then
A

230

400 230 195

0 280

350 400 310

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MATHEMATICAL METHODS

Job opportunity column matrix

A

to one man.

Jobs

85

Men

J1

J2

J3

J4

170

230

M1

120

400

115

M2

M3

TOC matrix
A

85

170

230

285

Solution: Add a ctitious (dummy) fourth man, to

convert the unbalanced to balanced assignment problem. The amount of time taken by the fourth man is
taken as zero for each job.

n=2<m=3
Revised TOC matrix

Jobs
A

Men

J1

J2

J3

J4

90

M1

165

225

M2

280

M3

M4

J1

J2

J3

J4

n=3=m=3
Optimal assignment: A3, B1, C2
A

165

225

280

TOC matrix
C

M1

90

M2

M3

M4

Maximum prot: 260 + 610 + 415 = 1285

Check by enumeration:

n=3<m=4

Revised TOC Matrix

J1

J2

J3

J4

A1, B2, C3 : 380 + 380 + 300 = 1060

M1

A1, B3, C2 : 380 + 210 + 415 = 1005

M2

A2, B3, C1 : 210 + 210 + 330 = 750

M3

M4

A2, B1, C3 : 210 + 610 + 300 = 1120

A3, B1, C2 : 260 + 610 + 415 = 1285 Optimal solution
A3, B2, C1 : 260 + 380 + 330 = 970
Example 3: Unbalanced problem: The amount of
time (in hours) to perform a job by different men
is given below. Solve the unbalanced problem by
assigning four jobs to three men subject to one job

n=4=m=4

Optimal assignment
J1

J2

J3

J4

M1

M2

M3

M4

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LINEAR PROGRAMMING

M 1 J4 , M 2 J1 , M 3 J2 , M 4 J3
Thus the job J3 is not assigned. The minimum
amount of time taken to accomplish all the three jobs
is 4 + 5 + 7 = 16 hours.
Persons M1
P1
P2
P3
P4

5
7
9
7

Machines
M2
M3
5
4
3
2

2
5
6

TOC Matrix

M4
2
3

Example 4: Assignment with restrictions: The following matrix consists of cost (in thousands of
rupees) of assigning each of the four jobs to four
different persons. However the rst person can not
be assigned to machine 3 and third person can not be
assigned to machine 4.
(a) Find the optimal assignment to minimize the cost
(b) Suppose a 5th machine is available the assignment costs to the four persons as 2, 1, 2, 8, respectively. Find the optimal solution
(c) Is it economical to replace one of the existing
machines by the new (5th) machine
(d) In such case which machine is to be replaced
(unused). (A dash indicates that assignment is not
possible because of the restrictions imposed)
Solution: (a) Since rst person can not be assigned
to machine 3 a prohibitive (penalty) cost is imposed,
denoted by . Thus the cost matrix is
M1

M2

M3

M4

P1
P2

P3

2
5

P4

M1

M2

M3

M4

P1

P2
P3

5
6

2
0

0
2

P4

Row matrix

5.35

Revised TOC

n=3<m=4
Optimal assignment

n=3<m=4

M1

M2

M3

P1

P2

P3

P4

M4

P1 to M4 , P2 to M3 , P3 to M2 , P4 to M1
minimal cost: 2 + 2 + 3 + 7 = 14
(b) Introducing the 5th machine, the new cost matrix
is
M1

M2

M3

M4

M5

P1

P2

P3

P4

P5

Subtracting the row minimums from each row, we

get

LM 3
MM
MM
MN

6
7
5
0

3 0 0
3 1 2 0
1 3 0
0 4 5 6
0 0 0 0

n=4<m=5

PQ

PP

PP

OP

P1
P2
P3
P4
P5

optimal matrix
M1 M2 M3 M4 M5

3
4
0
0
1
5
3
0
0
6
1
0
2

4 0
5
3
4
0
0
1
1
0
n=5m=5

Optimal assignment:
P1 to M4 ; P2 M3 , P3 M5 , P4 M2 ; P5
M1 Minimum cost: 2 + 2 + 2 + 2 = 8
(c) With the introduction of 5th machine the cost
has come down from 14 to 8. So it is economical to
introduce 5th machine.

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MATHEMATICAL METHODS

(d) Since the dummy person P5 is assigned to Ans: P1 to J2 , P2 to J1 , P3 to J3 , minimum cost: 27

machine 1, it means that M1 is not used and therefore
can be replaced (dispensed with).
Jobs
5.
J1

J2

P1

P2

P3
P4

Persons

5.11 ASSIGNMENT PROBLEM

EXERCISE

J3

J4

10

11

1. Solve the following assignment Problem for min- Ans. P1 to J1 , P2 to J3 ; P3 to J2 , P4 to J4 minimum

imum total cost. Check by enumeration.
cost: 21
Job
1
2
3

A
380
210
260

6. Assign the ve jobs to the ve machines so as to

maximize the total return if the following matrix
shows the return in (thousands of) 1 rupees for
assigning the ith machine (i = 1, 2, 3, 4, 5) to the
j th job (j = 1, 2, 3, 4, 5).

Machine
B
C
610 330
380 415
210 300

Ans. A2 , B3 , C1 : minimal cost: 750

A1 B2 C3 (1060), A1 B3 C2 (1005), A2 B1 C3 (1120),
A2 B3 C1 (750), A3 B1 C2 (1285), A3 B2 C1 (970).
2. Find the optimal solution with minimum cost in
the following assignment problem
Destinations
Origins

D1

D2

D3

O1

20

27

30

O2

10

18

16

O3

14

16

12

Machine
1
2
3
4
5

1
5
2
3
6
7

2
11
4
12
14
9

3
10
6
5
4
8

4
12
3
14
11
12

5
4
5
6
7
5

Ans. M1 J3 ; M2 J5 ; M3 J4 ; M4 J2 ; M5 J1 , Maximum
cost: 50

Ans. O1 to D2 , O2 to D1 ; O3 to D3
Total minimum cost: 49
3. Find the optimal assignment which maximizes
the total cost in the above problem 2.
Ans. O3 to D1 , O2 to D2 , O1 to D3 , maximum cost: 62
Solve the following assignment problem for
minimum cost
4.

Job

Jobs
Person

J1

J2

J3

P1

15

10

P2

15

10

P3

10

12

7. Four men can perform any of the four tasks with

different efciency measured in terms of time
required to complete each task which is given in
the following table. Assign one task to one man
so as to minimize the total time spent on accomplishing the four tasks.
Men
Task

M1

M2

M3

M4

T1

18

26

17

11

T2

13

28

14

26

T3

38

19

18

15

T4

19

26

24

10

Ans. M1 to T2 ; M2 to T3 ; M3 to T1 ; M4 to T4 , minimum
total time = 59

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LINEAR PROGRAMMING

5.37

8. Multiple Optima: Solve the following assignment Ans. M1 D; M2 B; M3 C; M4 E, M5 A. Since (dummy

problem for minimum cost.
man) M5 is assigned to job A, the job A should
be
declined. Maximum prot: 101 + 84 + 111 +
Jobs
J1
J2
J3
J4
80 = 376
Men
M1

20

13

M2

25

18

13

10

M3

31

23

18

15

M4

45

40

23

21

11. With Restrictions Suppose ve men are to be

assigned to ve jobs with assignment costs given
in the following matrix. Find the optimal assignment schedule subject to the restriction that rst
person M1 can not be assigned job 3 and third
person M3 can not be assigned to job 4.

Ans. Four optimal assignments all with the same minimum total cost: 76.
(i) M1 J1 ; M2 J4 ; M3 J2 ; M4 J3 .
(ii) M1 J2 ; M2 J1 ; M3 J4 ; M4 J3 .
(iii) M1 J1 ; M2 J2 ; M3 J4 ; M4 J3 .
(iv) M1 J4 ; M2 J1 ; M3 J2 ; M4 J3 .

Jobs
Men

J1

J2

J3

J4

J5

M1

M2

M3

M4

9. Unbalanced assignment problem Three work

M5
6
5
7
9
1
centers are required to manufacture, assemble and
to package a product. The handling cost at each
Ans. Minimal cost is 15 with three alternative optimum
of the four locations in the factory are given in
solutions.
the following matrix. Determine the location of
(i) M1 J4 , M2 J3 , M3 J2 , M4 J1 , M5 J5
work centres that minimizes total handling cost.
(ii) M1 J4 , M2 J3 , M3 J5 , M4 J2 , M5 J1
Locations
(iii) M1 J4 , M2 J3 , M3 J2 , M4 J5 , M5 J1
Job
Manufacturing
M1
Assembly
M2
Packaging
M3

L1
18

L2
15

L3
16

L4
13

16

11

15

10

12

12. Determine optimal location of three machines at

four different locations in a shop oor given the
cost estimate per unit of time of material handling is given in the following matrix. Note that
machine 2 can not be placed in location 2.
Locations

Ans: M1 to L4 ; M2 to L2 ; M3 to L1 . Location 3 is kept

idle (assigned to dummy job and no job is done).
10.
Jobs

Men

chap-5a

M1
M2
M3
M4

A
62
71
87
48

B
78
84
92
64

C
50
61
111
87

D
101
73
71
77

E
82
59
81
80

Maximize the prot. Which job should be

declined?

Machines L1

L2

L3

L4

M1

12

12

M2

15

20

M3

115

Ans. M1 to L2 or L4 ; M2 to L3 , M3 to L1
Dummy (ctitious) machine M4 is assigned
to location L4 or L2 .
Minimum cost: 9 + 13 + 4 = 26