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Lecture 11 - Linear Programming, Graphical Method and Simplex Method VIII

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Lecture 11 - Linear Programming, Graphical Method and Simplex Method VIII

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nehasidar152
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LECTURE 11

LINEAR PROGRAMMING, GRAPHICAL METHOD AND SIMPLEX METHOD VIII

DR. ANUP KUMAR TRIPATHI

DEPARTMENT OF MINING ENGINEERING


NATIONAL INSTITUTE OF TECHNOLOGY KARNATAKA (NITK)
SURATHKAL − 575025, INDIA

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LINEAR PROGRAMMING, GRAPHICAL METHOD AND SIMPLEX METHOD VIII

DUAL SIMPLEX METHOD


 In an earlier section, we have seen that a set of basic variables giving a feasible solution can be found by introducing artificial
variables and using M-method or Two-phase method.

Using the primal-dual relationships for a problem, we have another method (known as Dual simplex method) for finding an
initial feasible solution.

Whereas the regular simplex method starts with a basic feasible (however non-optimal) solution and works towards
optimality, the dual simplex method starts with a basic infeasible (however optimal) solution and works towards feasibility.

The dual simplex method is quite similar to the regular simplex method, the only difference lies in the criterion used for
selecting the incoming and outgoing variables.

In the dual simplex method, we first determine the outgoing variable and then the incoming variable while in the case of
regular simplex method, reverse is done.

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Working Procedure for Dual Simplex Method

Step 1.
(i) Convert the problem to maximization form, if it is not so.

(ii) Convert ( ≥ ) type constraints, if any to ( ≤ ) type by multiplying such constraints by – 1.

(iii) Express the problem in standard form by introducing slack variables.

Step 2.
Find the initial basic solution and express this information in the form of dual simplex table.

Step 3.
Test the nature of Cj = cj − Zj :

(a) If all Cj ≤ 0, and all bi ≥ 0, then optimal basic feasible solution has been attained.

(b) If all Cj ≤ 0, and at least one bi < 0, then go to Step 4.

(c) If any Cj ≥ 0, the method fails.

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Step 4.
Mark the outgoing variable.

Select the row that contains the most negative bi.

This will be the key row and the corresponding basic variable is the outgoing variable.

Step 5.
Test the nature of key row elements:

(a) If all these elements are ≥ 0, the problem does not have a feasible solution.

(b) If at least one element < 0, find the ratios of the corresponding elements of Cj - row to these elements.

Choose the smallest of these ratios.

The corresponding column is the key column and the associated variable is the incoming variable.

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Step 6.
Iterate towards optimal feasible solution.

Make the key element unity.

Perform row operations as in the regular simplex method and repeat iterations until either an optimal feasible solution is attained
or there is an indication of non-existence of a feasible solution.

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Example 16
Using dual simplex method:

Solution
The solution consists of the following steps.

Step 1.
(i) Convert the first and third constraints into ( ≤ ) type.

These constraints become:

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(ii) Express the problem in standard form.

Introducing slack variables s1, s2, s3, s4 the given problem takes the form:

Step 2.
Find the initial basic solution.

Setting the decision variables x1, x2 each equal to 0, we get the basic solution.

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The initial solution is therefore given by the table below:

Step 3.
Test nature of Cj.

Since all Cj values are ≤ 0 and b1 = ‒ 1, b3 = ‒ 10, the initial solution is optimal but infeasible.

We therefore proceed further.

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Step 4.
Mark the outgoing variable.

Since b3 is negative and numerically largest, the third row is the key row and s3 is the outgoing variable.

Step 5.
Calculate ratios of elements in Cj - row to the corresponding negative elements of the key row.

These ratios are ‒ 3/ ‒ 1 = 3, ‒ 2/ ‒ 2 = 1 (neglecting ratios corresponding to positive and zero elements of key row).

Since the smaller ratio is 1, therefore, x2 - column is the key column and (‒ 2) is the key element.

Step 6.
Iterate towards optimal feasible solution.

(i) Drop s3 and introduce x2 along-with its associated value ‒ 2 under cB column.

Convert the key element to unity and make all other elements of the key column 0.

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Then the second solution is given by the table below.

Since all Cj values are ≤ 0 and b4 = ‒ 2, this solution is optimal but infeasible.

We therefore proceed further.

(ii) Mark the outgoing variable.

Since b4 is negative, the fourth row is the key row and s4 is the outgoing variable.

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(iii) Calculate ratios of elements in Cj - row to the corresponding negative elements of the key row.

This ratio is ‒ 2/ ‒ (1/2) = 4 (neglecting other ratios corresponding to positive or zero elements of key row).

The x1 - column is the key column and (‒1/2) is the key element.

(iv) Drop s4 and introduce x1 with its associated value ‒ 3 under the cB column.

Convert the key element to unity and make all other elements of the key column 0.

The third solution is then given by the table below:

Since all Cj values are ≤ 0 and all b's are ≥ 0, therefore this solution is optimal and feasible.

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The optimal solution therefore is:

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