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    UNIT-2 (OR Simplex)

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    Lokesh Gagnani
    This document discusses linear programming problems (LPP) and the simplex method. It introduces the general LPP model in compact form using sigma notation, matrix-vector form, and using unrestricted variables. Canonical and standard forms of LPP are presented. The simplex method is described as a technique to solve LPP involving any number of variables and constraints. It works by finding an initial feasible solution and then iteratively improving the objective function by swapping non-basic and basic variables in the basis. Two techniques for handling greater than or equal constraints are presented: the big M-method which uses penalty terms, and the two-phase method. An example illustrates applying the big M-method.

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    © All Rights Reserved
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    UNIT-2 (OR Simplex)

    Uploaded by

    Lokesh Gagnani
    33 views41 pages
    This document discusses linear programming problems (LPP) and the simplex method. It introduces the general LPP model in compact form using sigma notation, matrix-vector form, and using unrestricted variables. Canonical and standard forms of LPP are presented. The simplex method is described as a technique to solve LPP involving any number of variables and constraints. It works by finding an initial feasible solution and then iteratively improving the objective function by swapping non-basic and basic variables in the basis. Two techniques for handling greater than or equal constraints are presented: the big M-method which uses penalty terms, and the two-phase method. An example illustrates applying the big M-method.

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    SIMPLEX METHOD OPERATION RESEARCH

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    This document discusses linear programming problems (LPP) and the simplex method. It introduces the general LPP model in compact form using sigma notation, matrix-vector form, and using unrestricted variables. Canonical and standard forms of LPP are presented. The simplex method is described as a technique to solve LPP involving any number of variables and constraints. It works by finding an initial feasible solution and then iteratively improving the objective function by swapping non-basic and basic variables in the basis. Two techniques for handling greater than or equal constraints are presented: the big M-method which uses penalty terms, and the two-phase method. An example illustrates applying the big M-method.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    33 views41 pages

    UNIT-2 (OR Simplex)

    Uploaded by

    Lokesh Gagnani
    This document discusses linear programming problems (LPP) and the simplex method. It introduces the general LPP model in compact form using sigma notation, matrix-vector form, and using unrestricted variables. Canonical and standard forms of LPP are presented. The simplex method is described as a technique to solve LPP involving any number of variables and constraints. It works by finding an initial feasible solution and then iteratively improving the objective function by swapping non-basic and basic variables in the basis. Two techniques for handling greater than or equal constraints are presented: the big M-method which uses penalty terms, and the two-phase method. An example illustrates applying the big M-method.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 41

    UNIT-2 (OR)

    Dr. Lokesh Gagnani


    Index (Part-II)
    • The General LPP
    • Canonical & Standard Forms of LPP
    • The Simplex Method
    1. The General LPP
    The General Linear Programming
    Problem can be expressed as follows:

    The General LPP in 3 forms:


    (1)Compact Form using Sigma Sign
    (2) Matrix-vector form
    (3) Using un-restricted variable
    1) Compact Form using Sigma Sign
    2) Matrix-vector form:
    3) Using un-restricted variable:
    2. Canonical & Standard forms
    of LPP
    2.1 Canonical Form:
    2.2 The Standard Form:
    3. The Simplex Method
    • The Graphical Method cannot be
    applied when the number of
    variables are more than3 (tedious
    task).
    • The simplex method developed by
    Prof. George B Dantiz can be used to
    solve the L.P. problem involving any
    number of variables and constraints.
    • SOLUTION
    • In Simplex feasible solution by
    assuming the profit earned is ZERO
    when decision variables x 1 and x 2 are
    Z E R O . T h e s e a re c a l l e d n o n - b a s i c
    variables.
    • Pu t x 1 = x 2 = 0 i n E q ( 2 . 2 0 ) g i v e s
    s 1 =450 and s 2 = 600 which is initial
    feasible solution.
    • These s1 and s2 are called basic
    variables and they form the basis.
    Simplex Table/Tableau

    • s1 and s2 are slack variables


    • Body or coefficient matrix (called as
    exchange coefficients or substitution
    rates)
    • Identity/ Unit/basis matrix [always
    square matrix]
    • This column if negative or zero then optimal
    solution but here +ve so not OPTIMAL [ V.
    IMP condition]
    1) E n t e r i n g Va r i a b l e : m a x + v e i n c j - Z j
    [Pivot/key column] x2 is entering variable
    2) Leaving Variable: s1 or s2. Ɵ = b / corr.
    Key col [Key/Pivot row] s1 is outgoing
    variable. Zero ratio is non-negative. If all
    –ve/infinity then ubounded. (1) is key
    element
    3) Evaluating new table

    • New Value = old value – corr. Key col x


    corr. Key row
    Key
    Element
    • All Cj – Zj are less than ZERO so
    optimal solution is reached.
    Flowchart for Simplex
    Algorithm
    Example 2:
    • Not optimal as cj – Zj is POSITIVE
    Part-II (Artificial Variable
    Techniques)
    • Previously all problems with (≤) and
    non-negative RHS => so we used
    slack variables.
    • If ≥ or = then add ARTIFICIAL
    VARIABLES.
    • 2 methods:
    (1) The big M-method or M-technique
    or the method of penalties
    (2) The two-phase method
    1. The Big M-Method

    • Penalty –M (maximization) & +M (min)


    Ex-2(Big M Method)
    2. Two Phase Method
    Example:

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