Linear Programming - Simplex and

Graphical
Part A Maximization
Dr. A.R.M. Harunur Rashid
• Linear Programming is a mathematical
technique useful for allocation of ‘scarce’ or
‘limited’ resources, to several competing
activities on the basis of a given criterion of
optimality.
• George Bernard Dantzig was an American
mathematical scientist who devised the "simplex
method" and invented linear programming in 1947.
• In 1947, during World War II, George B Dantzing while
working with the US Air Force, developed LP model,
primarily for solving military logistics problems. But
now, it is extensively being used in all functional areas
of management, airlines, agriculture, military
operations, education, energy planning, pollution
control, transportation planning and scheduling,
research and development, health care systems, etc
• Pivot or key element
• Slack variable
• Excess / surplus variable
• Pivot row or key row
• Pivot column or key column
• Initial Table
• Entering and Leaving Variable
• Optimum Solution
Selection of the entering variable (to
the set of basic variables)
 Selection of Leaving Variable
• Minimum of the ratio, that is least positive.
Here zero or negative is not allowed.
• Ratio is calculated by dividing the existing
solution by the corresponding key column
value.
• Leaving variable row is also called key row or
pivot row.
 New value of the key element
containing row
• Divide each by the key element
 Value in the other rows
• New value = old value – (corresponding key
column value* corresponding key row
value)/key element
Stopping Criterion
 Problem - Maximization
• Leather Limited manufactures two types of belts:
the deluxe model and the regular model. Each
type requires 1 sq meter of leather. A regular belt
requires 1 hour of skilled labor, and a deluxe belt
requires 2 hours. Each week, 40 sq meter of
leather and 60 hours of skilled labor are available.
Each deluxe belt contributes $4 to profit and each
regular belt contributes $3 to profit. Find out the
optimized production quantity in a week to
maximize profit.
• x1 number of deluxe belts produced weekly
• x2 number of regular belts produced weekly
Cj - Zj
Basic and Non Basic Variables
 For example, in the leather belt
problem
• x1 number of deluxe belts produced weekly
• x2 number of regular belts produced weekly

Here, no of variables, n = 4 and no of equations, m= 2

Here, only constraints’ equations are termed as equations. Variable’s non-negative
property is not considered as a equation.
So, n-m=4-2=2 variables. Now this two variables are set to zero
Thus, non basic variables are x1 and x2, and their values are set to zero, so x1=x2=0
The basic variables
s1=40
and s2=60
• Corner points in the graphical method are the
basic solutions.
• Simplex method investigates only a select few
of these basic solutions. [compare putting
every corner points coordinates into z
objective function, then finding max or min
value that is the optimal]
Linear Programming – Graphical
Method - Maximization
 Linear Programming
• A method for solving a problem which has
several constraints that have less than or
greater than thing,i.e. inequalities, rather than
just equal.
 Linear Programming
• Linear programming is a technique for the
optimization of a linear objective function,
subject to linear equality and linear inequality
constraints.
• There are kind of infinite no of possible
solution. So there should be to find an optimal
with finite no of steps.
• In every formulation, each variable could be
only nonnegative in real life. So nonnegative
constrains must be present by default.
 Graphical solution
• Use a graph or make your own .
• Since nothing could be negative, use positive-positive quadrant of
the graph after selecting centrepoint (0,0)
• To find the two points for a two variable problems, first set the
equation to equal sign omitting inequality(e.g.greater than or less
than sign)
• Set one variable to zero value and find the corresponding other
variable by putting the value in the equal equation. x/a+y/b=1
method may be used instead.
• Then set another variable to zero and find the other variable value
by putting the value in the equation.
• Now you get two points each in one axis. Just add these two points
and you will get the line.
• The feasible portion is just only one side of the
straight-line comprising a constraint. You need to find
which side the feasible region falls.
• To find out the feasible region, choose
centrepoint(0,0) as your reference point. When you
put the values,that is zero and zero for x1 and x2
respectively, if it satisfies the inequality, then the side
of the straight line where the centrepoint(0,0) lies is
the feasible region or portion whatever you call.
Otherwise feasible portion is on the other side of the
straight line.
• If z=10 then using first putting x1=0, x2=2.5.
Again putting x2=0, x1=2. so two points (0,2.5)
and (2,0) are found. Connecting these two points
we get z line.
• Farthest upper corner point will be the optimum
solution, but still as we are using graphical
method, we need to ensure graphically that it is
the optimum. So we move the objective function
line to find the farthest corner upper point it
touches for maximization,.