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Lec 5

The document discusses the simplex method for solving linear programming problems (LPP). It defines a general LPP and an LPP in standard form. The simplex method can be used to solve LPPs with any number of variables and constraints. It involves converting the given LPP into standard form, finding an initial basic feasible solution, and then iteratively improving the objective function value until an optimal solution is reached.

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Gunaseelan Rv
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29 views25 pages

Lec 5

The document discusses the simplex method for solving linear programming problems (LPP). It defines a general LPP and an LPP in standard form. The simplex method can be used to solve LPPs with any number of variables and constraints. It involves converting the given LPP into standard form, finding an initial basic feasible solution, and then iteratively improving the objective function value until an optimal solution is reached.

Uploaded by

Gunaseelan Rv
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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OPERATIONS RESEARCH

Lecture 5
SIMPLEX METHOD
by
Dr. KUSUM DEEP
Professor
Department of Mathematics
Indian Institute of Technology Roorkee
Roorkee – 247667, Uttaranchal, INDIA
Emails: [email protected], [email protected]
OUTLINE OF THIS TALK

• Definition of a general LPP


• Definition of a LPP in standard form
• Converting a general LPP into an
LPP in the standard form
• Some definitions
• The Simplex procedure
• Excercises
SIMPLEX METHOD

Can be used to solve an LPP of any


number of variables and any number
of constraints.
DEF OF A GENERAL LPP
Min / Max c1x1 + c2x2 +… cnxn
Subject to
a11x1 + a12x2 + ………..a1nxn < b1
a21x1 + a22x2 + ………..a2nxn < b2
…………………………………….
am1x1 + am2x2 + ……....amnxn < bm
xi > 0 , i = 1, 2, ………….n
mn
LPP IN STANDARD FORM
Max c1x1 + c2x2 +… cnxn
Subject to
a11x1 + a12x2 + ………..a1nxn = b1
a21x1 + a22x2 + ………..a2nxn = b2
…………………………………….
am1x1 + am2x2 + ……....amnxn = bm
xi > 0 , i = 1, 2, ………….n
bj > 0 , j = 1, 2, ………….m
mn
CONVERTING GIVEN LPP TO A
LPP IN STANDARD FORM
By adding slack variables to convert “less than
equal to” constraints to “equality” constraints.
Ex: “x1 < 10” is converted to “x1+ x2 = 10”.
Here x2 is slack variable.
where x2 is > 0
By subtracting surplus variables to convert
“greater than equal to“ constraint to “equality
constraint”.
Ex: “x1 > 57” is converted to “x1 – x2 = 57”.
Here x2 is a surplus variable.
where x2 is > 0
To convert unrestricted variable x
as a difference of two non–negative
variables.
Ex: If “x1 ><= 0” then substitute
x1 = x2 – x3 in the entire LPP
where x2 > 0 and x3 > 0.
In case the right hand side of a constraint
is negative, then the constraint is
multiplied by the negative sign.
EXAMPLE
Maximize 4x1 + 2x2
Subject to
7x1 – 3x2 < 15
7x1 – 3x2 + x3 = 15
3x1 + 4x2 > 20
3x1 + 4x2 – x4 = 20
5x1 – 4x2 = –60
–5x1 + 4x2 = 60
All xi > 0
SYSTEM OF EQUATIONS
S1: x1 – 2x2 + x3 – 4x4 + 2x5 = 2
x1 – x2 – x3 – 3x4 – x5 = 4
Question:
Without actually solving this system of equations
can you find a solution to this system of
equations?
Elementary Row Operations

1. Multiply a row by a scalar.


2. Add/ subtract a row to another row.
3. Interchange two rows.
By applying Elementary Row Operations
S1: x1 – 2x2 + x3 – 4x4 + 2x5 = 2
x1 – x2 – x3 – 3x4 – x5 = 4
Can be converted to:
S2: R2 R2 – R1: x1 – 2x2 + x3 – 4x4 + 2x5 = 2
x2 – 2x3 + x4 – 3x5 = 2
And then to this:
S3: R1 R1 + 2R2: x1 – 3x3 – 2x4 – 4x5 = 6
x2 – 2x3 + x4 – 3x5 = 2
And the solution to S3 is x1 = 6, x2 = 2 and
x3 = x4 = x6 = 0.
• Solution of S3 is x1 = 6, x2 = 2
and all other variables 0.
Such a system is called a canonical system.
• A variable xi is said to be a basic variable if it
appears with a unit coefficient in equation i
and zero in all other equations.
• Those variables which are not basic are
called non – basic variables.
• By applying an elementary row operation any
given variable can be made to be a basic
variable. This is called a pivot operation.
• The solution obtained from a canonical
system by setting the non – basic variables
to zero and solving for the basic variables is
called a basic solution.
• A basic feasible solution is a basic solution
in which the value of the basic variable is non
– negative.
PROCEDURE OF SIMPLEX METHOD

Example:
Maximize z = 5x1 + 2x2 + 3x3 – x4 + x5
S. t. x1 + 2x2 + 2x3 + x4 =8
3x1 + 4x2 + x3 + x5 = 7
xi > 0 , i = 1, 2, 3, 4, 5.
Initial b.f.s. is
x4 = 8, x5 = 7, x1 = x2 = x3 = 0.
INITIAL TABLE
5 2 3 –1 1

C0 Basis x1 x2 x3 x4 x5 RHS

–1 x4 1 2 2 1 0 8

1 x5 3 4 1 0 1 7

Dev. 3 0 4 0 0 Z=–1
ENTERING VARIABLE IN BASIS
Deviations
5 – ( –1 1) (1 3)t = 3
2 – ( –1 1) (2 4)t = 0
3 – ( –1 1) (2 1)t = 4 largest
5 – ( –1 1) (1 3)t = 0
–1 – ( –1 1) (1 0)t = 0
1 – ( –1 1) (0 1)t = 0
Entering variable = x3
LEAVING VARIABLE FROM BASIS

Variable corresponding to
minimum Ratio Test

= mini (RHS and +ive pivot column)


= min ( 8/2, 7/1 )
= 8/2
Leaving variable = x4
SECOND TABLE
5 2 3 –1 1

C0 Basis x1 x2 x3 x4 x5 RHS

3 x3 1/2 1 1 1/2 0 4

1 x5 5/2 3 0 –1/2 1 3

Dev. 1 –4 0 –2 0 Z=15
THIRD TABLE
5 2 3 –1 1

C0 Basis x1 x2 x3 x4 x5 RHS

3 x3 0 2/5 1 3/5 –1/5 17/5

5 x1 1 6/5 0 –1/5 2/5 6/5

Dev. 0 –26/5 0 –9/5 –2/5 81/5


OPTIMAL SOLUTION
Stopping Criteria
All the entries in the dev. row are
either negative or zero.
So no further improvement is possible.
Optimal solution is
x1 = 6/5, x3 = 17/5, x1 = x4 = x5 = 0.
Maximum objective function value
= 81/5.
Exercise
Convert the following LP into a LPP in the
standard form:
Min x1 – 3x2 + 3x3
s. t. 3x1 – x2 + 2x3 < 7
2x1 + 4x2 > –12
–4x1 + 3x2 + 8x3 < 10
x1 > 0, x2 > 0. x3 unrestricted in sign
Exercises
Solve the following by the Simplex Method:

Maximize x1 + x2 + x3
s.t. 3x1 + 2x2 + x3 < 3
2x1 + x2 + 2x3 < 2
x1, x2, x3 > 0
THANK YOU
6/26/2019 25

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