Linear Programming Problem

Standard Form
Any LPP is said to be in standard form if it has following characteristic:
1) Objective function should be in maximization type
[ If objective function is in min. form then multiply it with (-) minus to convert it to max.
form] i.e.
2) The R.H.S. of all the constraints should be positive
3) All Constraints are expressed as equalities by adding slack variable to the L.H.S.
constraints or by subtracting surplus from L.H.S. constraints.
4) Along with Subtracting surplus variable, we also add artificial variable to the L.H.S of
constraints.
5) If a constraints is equality then only add artificial variable to L.H.S
6) All the Slack, Surplus and artificial variable should also be added to objective functions
with coefficient zero. For slack & surplus variable coefficient (-)minus M for artificial
variable if objective function is to be maximized & coefficient (+)plus M for artificial
variable if objective function is to be minimized.

Note:- Number of Basic Solution exist always where m is no of equation

 Types of Solution
1) Feasible Solution:- A solution that satisfies all the constraints along with non-
negativity constraints.
2) Optimal Solution:- A Solution that satisfies all the constraints & giving optimal
value of objective function .
3) Degenerate solution:- If value of one or more basic variable is zero then the
solution is called Degenerate solution.
4) Alternate optimal solution:- If value of a non-basic variable is zero. It
indicates Possibility of alternate solution.
5) Unbounded solution:- If all the values in the ratio column are negative or infinity
then the solution is unbounded.
 *Simplex Method*
1) Objective function should be in maximization type

[ If objective function is in min. form then multiply it with (-) minus to convert it to max. form]
i.e.

2) Convert all constraints to equality form by adding slack, surplus, artificial variable whenever

necessary keep R.H.S. of all constraints positive. Also add these variable to objective functions with
necessary coefficients.
3) Construct Simplex table as follows:-
Coefficient of all variable
from objective function
LIST OF ALL MAIN RATIO =
VARIABLE + LIST OF
COEFFICIENT SLACK/SURPLUS/ARTIFICIAL
OF VARIABLE
VARIABLE IN THIS COEFFICIENT OF ALL THE
VARIABLE ABOVE VARIABLE FROM
WHO CONSTRAINTS
COLUMN FORM
FROM IDENTITY
OBJECTIVE MATRIX
FUNCTION
.

4) Select the most positive value from row . The column corresponding to this value is called
key column and the corresponding variable is incoming variable.

5) Divide column by key column and note the ratios in the ratio column. Select least positive value
from the ratio column. The corresponding row is called key row & the corresponding variable in
is out-going.

6) The Column element to key row & key column is called pivot element, make pivot element ‘1’ and
remaining element of that column is zero (Using row operation of matrices)

7) Repeat steps 4 to 6 still solution is reduced.

Problem (5 Marks)

1) Find all the basic solutions of the following system of equations. Identify in each case basic and
non-basic variables.

Investigate whether the basic solutions are degenerate or not. Find also the basic feasible solutions.

Solution:-

NO. OF BASIC NON-BASIC BASIC EQUATIONS AND IS THE IS THE

SOLUTIONS VARIABLES=0 VARIABLES THE VALUES OF THE SOLUTION SOLUTION
BASIC VARIABLES FEASIBLE DEGENERATE
1 2 YES NO
3

2 YES NO
OUT GOING
INCOMING ,
3 YES NO
OUTGOING
INCOMING
2) Solve the following L.P.P by simplex method

Maximize z = 3

Subject to:-

Solution:- We first express problem in standard form

Max z = 3

Subject to:-

Construct Simplex table as follows:-

0 3 2 5 0 0 0

Ratio=

0 1 2 1 1 0 0 430 430
0 3 0 2 0 1 0 460 230
0 1 4 0 0 0 1 420
. 0 0 0 0 0 0
3 2 5 0 0 0

and is outgoing (follow step six)

1 3 2 5 0 0 0

Ratio=

0 -1/2 2 0 1 -1/2 0 200 100

5 3/2 0 1 0 1/2 0 230
0 1 4 0 0 0 1 420 105
. 15/2 0 5 0 5/2 0
-9/2 2 0 0 -5/2 0
 and is outgoing (follow step six)

2 3 2 5 0 0 0

Ratio=

2 -1/4 1 0 1/2 -1/4 0 100

5 3/2 0 1 0 1/2 0 230
0 2 0 0 -2 1 1 20
. 7 2 5 1 2 0
-4 0 0 -1 -2 0

all values are

( ) ( ) ( )

Problem for Practice:-

1) Maximize z = 10

Subject to:-

2) Minimize z =

Subject to:-

-4

3) Maximize z =

Subject to:-

-2
Type 2) BIG M-METHOD

1) Maximize z = 3

Subject to:-

Solution:- We first express problem in standard form

Max z = 3
Subject to:-

Construct Simplex table as follows:-

Iteration 0 3 -1 -M 0 0 0

Ratio=

-M 2 1 1 -1 0 0 2 1
0 1 3 0 0 1 0 3 3
0 0 1 0 0 0 1 4
. -2M -M -M M 0 0
3+2M -1+M 0 -M 0 0 And

Iteration 1
Ratio=
3 1 1/2 1/2 -1/2 0 0 1 -2
0 0 5/2 -1/2 1/2 1 0 2 4
0 0 1 0 0 0 1 4
. 3 3/2 3/2 -3/2 0 0
0 -5/2 -M- 3/2 0 0 And

Iteration 2
3 1 3 0 0 1 0 3
0 0 5 -1 1 2 0 4
0 0 1 0 0 0 1 4
. 3 9 0 0 3 0
0 -10 -M 0 0 0
 ( )

Problem for Practice:-

1) Maximize z =

Subject to:- 2

2) Maximize z =

Subject to:-

3) Minimize z =

Subject to:-
[ DUAL SIMPLEX]

ALGORITHM:-

1) Keep objective function in minimization form and all constraints in form.

2) Convert all constraints to equality by adding only slack variable to the L.H.S. of the constraints.

3) Construct the simplex table.

4) Select Most negative value from column. The corresponding row is key row & the corresponding
element is outgoing variable

5) Divide row by the key row & denote it by . i.e. row. Select least negative value

from row. The corresponding column is key column and the corresponding variable is incoming
variable .

6) The common element to key row & key column is pivot element. Reduce pivot element to one &
remaining elements of that column to zero using row operations only.

7) Repeat steps 4 to 6 till optimal solution is reach.

1) Minimize z =

Subject to:- 2

Solution:- Minimize z =

Subject to:- -2

Iteration 0 2 2 4 0 0 0

0 -2 -3 -5 1 0 0 -2
0 3 1 7 0 1 0 3
0 1 4 6 0 0 1 5
0 0 0 0 0 0 0
.
2 2 4 0 0 0

-1 -2/3 -4/3 0

Iteration 1
2 2/3 1 5/3 -1/3 0 0 2/3
0 7/3 0 16/3 1/3 1 0 7/3
0 -5/3 0 -2/3 4/3 0 1 7/3

,
Problem for practice:-

1) Maximize z =

Subject to:-

2) Minimize z =2

Subject to:-

3) Minimize z =

Subject to:-
Principle of Duality

SR.NO. PRIMAL DUAL

1 MAX. MIN.
2 MIN. MAX.
3 NUMBER OF CONSTRAINTS = NUMBER OF VARIABLES
4 NUMBER OF VARIABLES = NUMBER OF CONSTRAINTS
5 NUMBER OF UNRESTRICTED VARIABLES = NUMBER OF EQUALITY CONSTRAINTS
6 NUMBER OF EQUALITY CONSTRAINTS = NUMBER OF UNRESTRICTED VARIABLES
7 NUMBER OF DECISION VARIABLES= VALUES OF SLACK OR SURPLUS VARIABLE

PROCEDURE TO OBTAIN DUAL FROM PRIMAL

1) If the objective function is of Max. type then all the constraints should be less than equal to type[

If the objective function is of Min. type then all the constraints should be greate than equal to
type[

2) An Equality constraints must be expressed as two inequalities

Eg: then write

3) An unrestricted variable is expressed as difference of two positive variable.

Eg: If

4) By transposing the coefficient from the primal we obtained dual.

Find dual of the following primal

1) Min z =

Subject to:-

2) Max z =

Subject to:-

, is unrestricted