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UNIT-2 (OR Simplex)

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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Lokesh Gagnani
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54 views41 pages

UNIT-2 (OR Simplex)

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.

Uploaded by

Lokesh Gagnani
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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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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