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SIMPLEX Method

simplex method optimization

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0% found this document useful (0 votes)
64 views

SIMPLEX Method

simplex method optimization

Uploaded by

Gurarpit kaur
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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* Simplex Method gt The key element is]. In order to make it unity, i, Is cenit tony 4: 0% Enterx,,exitS, ‘Tableau IT q) ‘ai ee 0 0 0 Cc, Basis ‘i S, by 8 9 ei eS pin 3 z 0 3 x 0 5; 1 te se Z 0 9 caer ig in Tmax Key element is obviously 5/2, ‘Tableau IIT in, S, out Ga a 3 2 0 0 0 q Basis a a % 6; is S; by -l x, aD 0 4s 2s 0-0 4 3 Ba 0 1 ws us Moves 0) 5 0 0 0 10 1 -12 1 ul I 3 25 us 45 0 ul Cz, 0 0 “25 —-5—SC~C~* Asal (C~Z) are negative or 0, we have reached the optimum stage. Hence x, =4,x,=5,x,=0,Z,,,=-11 Ans, Example 3.16. Z = 50x, + 80x, to be maximised subject to 4,+15x, < 600 0.2x,+0.2x, < 100 O.lx, < 30andx,.x,20 [Cochin, M.Sc. (Math) 1996] Solution: Standard form of LPP is x, +1.5x, +S, = 600 0.2.x, +0.2x, +S, = 100 O.1x, +S, =30 “eres. 5 a j Z = 50x, +80x, +0.5, +0.5; +0.8; » and S, are slack variables. > rx lex Method 81 AllG5Z,SO +. Optimal solution is reached, x, =¥50,x,=300%ndZ,_ =31500 Ans, 1, Multiple Optima (Alternative Optimal Solution) ‘We know that for maximization problem, all C-Z,<0. What will happen if C—Z,=0 for some non- basic ariable column in the optimal simplex table Each entry in the C,~Z, row indicates the contribution per unit if particular variable is entered in the basis.Thus if a non basic variable corresponding to which 7, = Os entered into the basis, then a new solution will be arrived at but thg value of Z will not change. The following examples will explain clearly. y Example 3.17. (a) (Multiple Optima) Maximise 2 = 6x, + 10x, + 2x, subject to 2x, +4x, +3x, < 40 : 2 Xx) S10 “sal 2x, +x; $12" # P and ene [Poona MBA 1990}{Patna M.Sc. (Math) 1991] Solution: 2x, +4x, +3x, +5, = 40 ‘ X +x, +02, +5, = 10 0.x, +2x, +43 +5; =12 Z= 6x, + 10x, +2x3 +05; +05; +05; ‘Tableau G3 6 10 2 0 0 0 [Basis x, x x S, iS) SSE bape) iy B a3 1 0 0 s 1 1 0 0 1 0 0 5, 0 2 L 0 0 1 C- 6 10 2 0 0 0 Tmax L Baers exits (1) (2) (3) wily (3)by I (no change) and subtract it from (2). 'iiply (3) by 4 and subtract it from @. “IPly (3) by 10 and add it tothe index row of tableau I. Divide the key row by [lI] the same result, Multiply row (5) by 2nd subtractit from row (4) Maliply row (5) by 0 and adit to row (6) (no change) Multiply row (5) by 6 and add it to the index row of Enter.x,,exitS, ‘The optimum solution is reached. x, = , Onexamining in the basis ( 83 ; ‘Tableau VI nS, out CSG sy A . A F Bt Be 5 iS: os Soe sO) 0 1 12 = -2 [4 1 0 0 4 2 34 | 6 ‘. 0 1 0 1/4 12 3/4 4 ERIE o 0 0 0 6 (2-84) New solution x, = 6,x,=4,x, =4, Z,.. = 84 (same result) - another alternate optimal solution. ~~ Apaiempreiees Table VI, C,-Z, not in the basis. This again indicates that an alternative ptimal solution exists, The infinite number of solutions which can be obtained for this LPP are as under: Variables Solution Values General Solution 1 A 4 6 2+6(1-2) 6 4 A+4(1-2) 0 4 2+4(1-2) 8 0 A+0-2) For each arbitrary value of A (0 <2 < 1), the value of objective function will remain the same and we get infinite number of solutions (multiple optima). Example 3.17 (6) Maximise Z = 3x, + 2x, + 5x, sx, + 2x, + 3x, < 8, 3x, + 2x, + 6x, < 12, 2x, + 3x, + 4x, < I2andx, x, x, > 0. Identify an alternate optimal solution if any. [IMT Ghaziabad 2006] [Ans. x, =4,x, = 0, x, = 0, Z,_, = 12. Alternate optimal solution is x, = 12/5, x, = 12/S,x,=0, Z, = 12] Example 3.18. Three grades of coal A, B and C contain phosphorous and ash as impurities. In a particular industrial process, fuel up to 100 tons (maximum) is required which contain ash not more than 30% and phosphorous not more than 0.03%. It is desired to maximise the profit while satisfying these conditions. There is an unlimited supply of each grade. The percentage of impurities and the profit of grades are given below : Coat Phosphorous (%) Ash (%) Profit (Rs/ton) A 002 20 12.00 B 004 30 15.00 c 003 50 14.00 Find the proportions in which the three grades be used. [Shivaji, B.E. (Mech) 1993] ‘Solution : Objective function is to maximise Z= 12x, +15x) +143, Constraints are x, ton > grade A (@ phosphorous content must not exceed 0.03% x, ton grade B £0.02, +0.04.x, +0.03x; $ 0,03(x, +x +25) x, ton > grade C or-x) +x, $0 Al) (di) ash content must not exceed 3% $+ 2x, +3x2 +5xy $3(x, +3 +35) or =x, +2x5 <0 2) (iii) Total Quantity of fuel required is not more than 100 tons 84 Overations Resa x +X) +x; < 100 If the problem is of minimisation type, convert into maxi 6 ie Max Z’ (=-Z) = -C,x, — CpX2 ---— Cun Asitis a miximization problem convertion is not required here. Make all b's positive. This is already done in the formulation. Set up problem into standard form, i.e., =m tx, +5, =0 4 =x, +2x, +S, =0 ir x $x) $43 +S; = 100 6 where S,, S,, 5, are slack variables. The problem can now be expressed as the following Maximise Z = 12x, +15x, + 14x; +0.5, +0.S, +0.53 subject to —x, +x) +0.x3 +5, $0.8, +0.5, =0 =x, + 0.x) +2x, +0.5; +S, +0.8; =0 X, +x) +3 +0.5, $0.8, +5, =100 where x,,%5.X,5,,5,,5,20 Next let us find an initial basic feasible solution. There are three equations and six variables and to obit a solution any three of the variables must be assigned zero values. Initially assuming that the profit eared’ zero by setting x, in the above constraints. Thus, we get S, = 0, 5, =0, 5, = 100 as the basic solution Since all S, (i= 1, 2, 3) 2 0, itis basic feasible degenerate solution. Now Tableau Tis made. ‘Tableau (ie 15 4 0 0 0 ar Basis x, x , S, x 5. 0 S, =I 1 0 1 0 0 0 5, -1 0 2 0 1 0 0 S; 1 1 1 0 0 1 Although two basic variables have zero values (S, = 0, S, =0), ie., the solution is degenerate, can still be solved by imagining S,=€ and S,=< where € (epsilon) is a very small positive number step carefully) Next let us perform optimality test as usual. (sone G- 12 Simplé& Method iH Enter.x, exit $, ‘Tableau I 0 0 0 5; Sy Sy eindge ured I 0 0 € ¢ 0 1 0 € € = 0 T_ | 100-< [50-€2} min 15 0 0 =15 0 0 + out [J=Key element Enter x,, exit S, Tableau IV Geel 15 M4s8 «0 o 0 SECM OTE] Sept“ 012 | 50+] 100+ 112 | S0veR|_ 20+e/5}>min 0 in| s0

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