LPP 1
LPP 1
[ ]
10 0 15 5
[ C ij ] = 7 3 6 15
0 11 9 13
1. The given values C ij (given cost) are written in the upper left corner.
2. Find the difference between the smallest and next to the smallest C ij 's
across
write at the bottom and extreme right of the boxes.
3. Select the row/column having the largest difference.
4. Allocate the maximum possible to the smallest cost and write in the
middle.
5. Cross-out the columns/rows whose cost/demand gets cos
6. Cross-out the columns/rows whose cost/demand gets completely filled.
1.2 How many basic solutions are there in following linearly
independent set of equations? Find all of them.
2 x 1−x 2 +3 x3 + x 4 ¿6
4 x 1−2 x 2−x 3 +2 x 4 ¿ 10
(2018 : 15 Marks)
Basic Non-Basic Is it
Solution
Variables Variables possible?
Inconsiste
x1 , x2 x 3=x 4 =0 No
nt
x 1=2.57
x1 , x3 x 2=x 1=0 Yes
x 3=0.236
Inconsiste
x1 , x4 x 2=x 3=0 nt No
equation
x 2=−5.14
x2 , x3 x 1=x 4=0 Yes
x 3=0.286
Inconsiste
x2 , x4 x 1=x 3=0 nt No
equation
x 3 , x 4 =0.5
(ii)
x 1=0 , x 2=−5.14 , x 3=0.286 , x 4=0(iii)
x 1=0 , x 2=0 , x3 =0.286 , x 4=5.14
2. Optimal Solutions
2.1 A paint factory produces both interior and exterior paint from two raw
materials M 1 and M 2. The basic data is as follows :
Max.
Exterior Interior Daily
Paint Paint Availabilit
y
Raw Material, M 1 6 4 24
Raw Material, M 2 1 2 6
A market survey indicates that the daily demand for interior paint cannot
exceed that of exterior paint by more than 1 ton. The maximum daily
demand of interior paint is 2 tons. The factory wants to determine the
optimum product mix of interior and exterior paint that maximizes daily
profits. Formulate the LP problem for this situation.
(2009 : 12 Marks)
Solution:
Let the required exterior paint be x 1 tons and interior paint be x 2 tons.
Now as per the given problem table,
6 x 1+ 4 x 2 ≤ 24
x1 +2 x 2 ≤ 6
6 x 1+ 4 x 2 ≤24
x 1+ 2 x 2 ≤ 6
x 2−x1 ≤1
x2 ≤2
where
x1 , x2 ≥ 0
subject to
x 1+ 2 x 2 +2 x3 +3 x 4 ¿ 12
x 2 +2 x 3 + x 4 ¿8
x1 , x2 , x3 , x4 ≥0
(i) Using the definition, find all its basic solutions. Which of these are
degenerate basic feasible solutions and which are non-degenerate basic
feasible solutions.
(ii) Without solving the problem, show that it has an optimal solution. Which
of the basic feasible solutions) is/are optimal.
(2015 : 20 Marks)
Solution:
(i) For given set of equation we make the following table:
Is
S. Basic Non-basic solution
Solution ………
No. Variables Variables degenera
te
x 1=4
1. x1 , x2 x 3=x 4 =0 No
x 2=8
x 1=4
2. x1 , x3 x 2=x 4=0 No … ..
x 3=4
x 1=−12
3. x1 , x4 x 2=x 3=0 Yes … ..
x 4 =8
No
4. x2 , x3 x 1=x 4=0 - -
solution
x 2=6
5. x2 , x4 x 1=x 3=0 No … ..
x 4 =2
x 3=3
6. x3 , x4 x 1=x 2=0 No … ..
x 4 =2
( x1 , x2 ) ≡(4 , 8)
( x 1 , x 3 ) ≡(4 , 4)
( x 2 , x 4 ) ≡(6 , 2)
( x 3 , x 4 ) ≡(3 , 2)
(ii) z is optimal (from table - 1) at
( x 1 , x 2 ) ≡(4 , 8)
( x 2 , x 4 ) ≡(6 ,2)
and value of z is 20 .
2.3 An agricultural firm has 180 tons of nitrogen fertilizers, 250 tons 117
potash. It will be able to sell a mixture of these substance 250 tons of
phosphate and 220 tons of of Rs. 1500 per ton and a mixture in the ratio
2 :4 : 2 and in their respective ratio 3 :3 :1 at a profit programming problem to
show how many tons of these a profit of Rs. 1200 per ton. Pose a linear
maximum profit.
Solution:
Let x and y tons of mixture is brought.
3x 2 y
∴ Quantity of nitrogen is + .
10 8
3x 4 y
Quantity of phosphate is +
10 8
4x 2 y
Quantity of potash is +
10 8
Also, since quantity of fertilizers is limited.
∴ Respective equations can be written as
Nitrogen:
3x 2 y 3x y
+ ≤ 180 ⇒ + ≤180
10 8 10 4
Phosphate :
3 x 47 3x y
+ ≤ 250 ⇒ + ≤ 250
10 8 10 2
Potash:
4x 2 y 2x y
+ ≤ 220 ⇒ + ≤ 220
10 8 5 4
z=1500 x +1200 y
The profit,
∴ The linear programming problem is
subject to
Minimize,
Z ¿ 6 x 1+ 4 x 2
2 x 1+ x2 ≥1
3 x 1+ 4 x 2 ≥ 1.5 Dual
x1 , x2 ≥0
Constraints,
(2011: 20 Marks)
Solution:
w 1+ 4 w 2 ≤ 4
z ¿ 6 x 1 +4 x 2
2 x 1+ x2 ≥1
3 x 1+ 4 x 2 ≥1.5
x1 , x2 ≥0
The given L.P.P. is in the standard primal form (all the constraints involve
the sign ≥ if it is a problem of minimization).
In the matrix form, the above problem can be written as
Min. Z=(6 , 4) [ x 1 , x2 ] =CX
[ ][ ] [ ]
x
S.T. = 2 1 1 ≥ 1
3 4 x2 1.5
AX ≥ B
or
∴ The dual of the given problem is
2 W 1 +3 W 2 ≤ 6
⇒ W 1 +4 W 2 ≤ 4
W 1 ,W 2 ≥0
The shaded region is the permissible region. We can see that maximum Z D is
Solution:
Let Ashok studies Maths x hours per day and Physics y hours per day.
∴Total marks ¿ 10 x+ 5 y
He can study at the most 14 hours a day.
x + y ≤ 14
x ≥4
y ≥8
Draw the lines, x + y=14 , x=4 , y=8.
∴ For maximum Z ,
3.3 Maximize z=2 x 1+3 x 2−5 x 3 subject to x 1+ x2 + x 3=7 and
2 x1 −5 x 2 + x 3 ≥ 10 ; x i ≥ 0.
(2013 : 10 Marks)
Solution:
Approach : A graphical solution is possible only for two variables. We use
the first condition of equality to convert it into a problem of 2 variables.
Again x 3 ≥ 0 ⇒
7−x 1−x 2 ≥ 0
So, the problem becomes
x 1+ x2 ≤7
subject to
x 1+ x2 ≤7
or
2 x1 −5 x 2 + ( 7−x 1−x 2 ) ≥ 10
and
x 1−6 x 2 ≥ 3
¿ (
7 7 )
Z=¿ 7 x 1+ 8 x 2−35 21 ¿(0 ,0)¿−35 ¿ (3 , 0)¿−14 ¿ 45 , 4 ¿ 14 4 ¿
7
Z ¿6 x 1 +5 x 2
2 x 1+ x 2 ≤ 16
x 1+ x 2 ≤ 11
x 1 +2 x 2 ≥6
5 x 1+ 6 x 2 ≤ 90
x1 , x2 ≥0
Solution:
Since every point which satisfies the condition x 1 ≥ 0 , x 2 ≥ 0 lies in the first
quadrant only.
∴ The desired pair ( x 1 , x 2 ) is restricted to the points of the first quadrant only.
The following are the end points of the straight line in 1 st quadrant.
Let
∴ x 1=5 , x 2=6
5 x+ 2 y with constraints
x +2 y ≥ 1 ,2 x + y ≤ 1 , x ≥ 0 , y ≥ 0
by graphcial method.
(2016 : 10 Marks)
Solution:
Given objective function,
subject to
max ( z) ¿ 5 x +2 y
x +2 y ≥1
2 x + y ≤1 , x ≥ 0 , y ≥ 0
A ( 12 )
≡ 0,
B ≡(0 , 1)
C ≡ ,( )
1 1
3 3
Value of z at A=1
Value of z at B=2
7
Value of z at C=
3
So, maximum value of z is at C ( 31 , 13 ) is 73 .
3.6 Using graphica method, find the maximum value of 2 x+ y subject to
4 x+ 3 y ≤ 12
4 x+ y ≤8
4 x−y ≤8,x , y≥0
(2017 : 10 Marks)
Solution:
As x ≥ 0 , y ≥0 , feasible solutions are restricted in the first quadrant.
Let
z ¿2 x+ y
4 x+ 3 y ¿12 ⇒ (3 , 0),(0 , 4)
4 x+ y ¿ 8 ⇒(2 , 0),(0 , 8)
4 x − y ¿ 8 ⇒(2, 0),(0 ,−8)
Maximize
Z ¿ 3 x 1+ 2 x 2
x1 −x2 ≥1
x 1+ x 3 ≥3
x1 , x2 , x3 ≥0
subject to
and
(2019 : 10 Marks)
Solution:
Given linear programming problem
subject to
Max. z ¿ 3 x 2+2 x 2
x1 , x2 , x3 ≥0
and
Corresponding to (1), we have
x 1−x 2=1
If x 1=0 ; x 2=1
∴ Point ( x 1 , x 2 , x 3 ) =(0 ,−1 ,0)
Similarly, corresponding to (2), we have
x 1+ x3 =3
If x 1=0 , x 3=3
∴ Point ( x 1 , x 2 , x 3 ) =(0 , 0 , 3)
If x 3=0 ; x 1=3
∴ Point ( x 1 , x 2 , x 3 ) =(3 , 0 , 0)
Since, the graphical representation shows the intersection of the both
planes.
Since, the common region/surface is bounded below.
∴ There does not exist any optional solution for z m. Hence, the solution is
unbounded.
z ¿3 x 1 +5 x2 + 4 x 3
2 x 1 +3 x 2 ≤8
3 x 1+ 2 x 2 +4 x 3 ≤ 15
2 x 2 +5 x 3 ≤ 10
xi ≥0
Subject to :
(2009 : 30 Marks)
Solution:
Step 1: Checking whether objective function is to be maximized and all b 's
are non-negative.
⇒ These conditions are satisfied. So, proceed to next step.
Step 2 : Express the above problem in standard form. By introducing the
slack variables S1 , S 2 and S3 , the problem in standard form becomes:
Max. z ¿ 3 x 1+ 5 x 2 + 4 x3 + 0 s 1+0 s2 +0 s3
¿ 3 x 1+2 x 2 +4 x 3 +0 s1 + s2 +0 s3=15
¿ ¿
subject to
where x 1 , x 2 , x 3 , s1 , s 2 , s3 ≥ 0
Step 3: Find initial basic feasible solution. The basic (non-degenerate)
feasible solution is
Cj 3 5 4 0 0 0
Basi
CB x1 x2 x3 s1 s2 s3 b θ
s
8
0 s1 2 (3) 0 1 0 0 8
3
1 15
0 s2 3 2 4 0 1 0
5 2
1 10
0 s3 0 2 5 0 0 1
0 2
z=Σ ( B aij ) 0 0 0 0 0 0
C j=C j −Z j 3 5 4 0 0 0
↑
As CS are positive under the columns. But we choose the largest positive,
8
i.e., ' 5 ' under column of ' x 2 '. Now θ= is smallest. So, x 2 is the incoming
3
variable and s1 is the outgoing variable and (3) is the key element. Again
producing:
Cj 3 5 4 0 0 0
Basi
CB x1 x2 x3 s1 s2 s3 b θ
s
2 1 8 8
5 x2 1 0 0 0 =∞
3 3 3 3(0)
5 −2 29 29 29
0 s2 0 4 1 0 =
3 3 3 3× 4 12
−4 −2 14 14 14
0 s3 0 (5) 0 1 =
3 3 3 3× 5 15
10 5
z=Σ ( B ai j ) 5 0 0 0
3 3
−1 −5
C j=C j −Z j 0 4 0 0
3 3
14
Again largest positive C j=4 under column of ' x 3 ' and now θ= is smallest.
15
So, x 3 is the incoming variable and s3 is the outgoing variable and (5) is the
key element. Again proceeding :
Cj 3 5 4 0 0 0
Basi
CB x1 x2 x3 s1 s2 s3 b θ
s
2 1 8 8 ×3
5 x2 1 0 0 0 =4
3 3 3 3 ×2
0 s2 ( 4115 ) 0 0
−2
15
1
−4
15
89
15
89 ×15 89
=
15× 41 41
−4 −2 1 14 14 ×15
4 x3 0 1 0
15 15 5 15 15×(−4)
34 17 4
z=Σ C B aij 5 4 0
15 15 5
11 −17 −4
C j=C j −Z j 0 0 0
15 15 5
11 89
Again is the only positive C j under column of ' x 1 ' and now θ= is the
15 41
smallest positive fraction. So, x 1 is the incoming variable and s2 is the
Again proceeding :
Cj 3 5 4 0 0 0
Basi
CB x1 x2 x3 s1 s2 s3 b θ
s
15 −10 8 50
5 x2 0 1 0
41 41 41 41
−2 15 −12 89
3 x1 1 0 0
41 41 41 41
−6 4 5 62
4 x3 0 0 1
41 41 41 41
45 11 24
z=Σ C B aij 3 5 4
41 41 41
89
x 1=
41
50
x 2=
41
62
x 3=
41
and
89 50 62
Max. z=3 × +5 × +4 ×
41 41 41
765
¿
41
or
765
Max. z=
41
Z ¿ 5 x 1+ 3 x 2
3 x 1+5 x 2 ≤ 15
5 x 1+ 2 x 2 ≤ 10
x1 , x2 ≥0
(2011: 12 Marks)
Solution:
The given LPP is
Maximize,
z ¿ 5 x 1+ 3 x 2
3 x 1+5 x 2 ≤ 15
5 x 1+ 2 x 2 ≤ 10
x1 , x2 ≥0
Constraints,
3 x 1+ 5 x 2 + x 3=15
5 x 1+2 x 2 + x 4=10
Taking x 1=0 , x 2=0, we get, x 3=15 , x 4=10 which is the starting basic feasible
solution. Construct the starting simplex table as follows :
Incoming Vector
Δ j ¿C j−C B Y j
Δ i ¿ C 1−C B Y 1
¿ ¿ 5−0=5
Δ 2 ¿ C 2−C B Y 2
¿ ¿
Minimu
m
C 5 3 0 0
XB
Ratio
Y2
CB XB Y1 Y2 Y3 Y4
19 −3 45
Y3 0 9 0 1 (min)
5 5 19
2 1
Y1 2 1 0 5
5 5
Δj 0 1 0 -1
Using
Δ j ¿C j −C B Y j
Δ 1 ¿ C 1−C B Y 1
¿ ¿
¿ ¿ 4 4 B 4
[ ( )]
Λ2 ¿ C2−C B Y 2=0 ¿ Λ ¿=C −C Y ¿=0− (0 , 5) −3 , 1 =0−1=−1¿
5 5
Since all Δ are not less than or equal to zero, therefore the solution is not
optimal.
Third Simplex Table can be drawn similarly and this process has to be
repeated until all Δ ;'s become negative to arrive at the optimal solution.
4.3 Minimize z=5 x 1−4 x2 +6 x 3−8 x 4 subject to the constraints
x 1+ 2 x 2−2 x 3+ 4 x 4 ≤ 40
2 x 1−x 2+ x3 +2 x 4 ≤8
4 x 1−2 x 2+ x3 −x 4 ≤ 10
xi ≥0
(2013 : 20 Marks)
Solution:
We convert it into a maximisation problem with slack variables.
¿
Max. z =−5 x 1 + 4 x 2−6 x 3+ 8 x 4 + 0 x5 +0 x 6 +0 x 7
subject to
x 1+ 2 x 2−2 x 3+ 4 x 4 + x 5 ¿ 40
2 x 1−x 2+ x3 +2 x 4 + x 6 ¿8
4 x 1−2 x 2+ x 3 −x 4 + x 7 ¿ 10
x1 , x2 , x3 , x4 , x5 , x6 , x7 ≥ 0
7−4=3
C -5 4 -6 8 0 0 0
$Y $ xB Y1 γ2 Y3 Y4 Y5 Y6 Y7 xB Y 4
Y5 0 40 1 2 -2 4 1 0 0 40 /4=10
4 (min)
Y6 8 2 -1 1 2 0 1 0
→
Y7 0 10 4 -2 1 -1 0 0 1 -
¿
Z =0 Δj -5 4 -6 8↑ 0 0 0 xB Y 2
6 (min)
Y5 0 24 -3 (4) -4 0 1 -2 0
→
¿
Z =32 Δ -13 8↑ -10 0 0 -4 0
Y7 0
29 25/8 0 -1 0 5/8 −3/ 4 1
y7 0
¿
Z =80 -7 0 -2 0 -2 0 0
Maximize
Z=30 x1 +24 x 2
Subject to
5 x 1+ 4 x 2 ≤ 200
x1 ≤ 32
x2 ≤ 40
x1 , x2 ≥0
(2014 : 20 Marks)
Solution:
The objective function of the given LPP is of maximization type and RHS of
all constraints are ≥ 0.
Now we write the given LPP in the standard form.
subject to
Max. z ¿ 30 x 1 +24 x 2+ 0 s 1+ 0 s 2+ 0 s 3
5 x 1 +4 x2 + s1 ¿ 200
x 1 +s 2 ¿ 32
x 2+ s 3 ¿ 40
x 1 , x 2 , s1 , s 2 , s 3 ≥0
∴ The initial basic feasible solution is (0 , 0,200 , 32 , 40) for which z=0 .
Now, we move from the current basic feasible solution to the next better
basic feasible solution. Pull the above information in the table form:
Cj 30 24 0 0 0
Basi
CB x1 x2 S1 S2 S3 b θ
s
20 200
0 S1 5 4 1 0 0 =40
0 5
32
0 S2 (1) 0 0 1 0 32 =32
1
0 S3 0 1 0 0 1 40 -
Σ j =Σ a C B 0 0 0 0 1 0
C j=C j −Z j 30 24 0 0 0
From the above table, x 1 is the incoming variable as C j=30 is maximum and
the corresponding column is known as key column.
The minimum + ve ratio θ occurs in the second row.
∴ s 2 is the outgoing variable and the common intersection element other
element in its column to zero.
Then, the new iterated simplex table is :
3 2
Cj 0 0 0
0 4
Basi
CB x1 x2 S1 S2 S3 b θ
s
40
0 S1 0 ¿ 1 -5 0 40 =10
4
32
30 x1 1 0 0 1 0 32
30
40
0 S3 0 1 0 0 1 40
1
96
Z j=Σ aj C B 30 0 0 30 0
0
2
C j=C j −Z j 0 0 -30 0
4
Cj 2
30 0 0 0
4
Basi
CB x1 x2 S1 S2 S3 b θ
s
1
24 x1 0 1 1/4 −5/ 4 0 -
0
3
30 x4 1 0 0 1 0 32
2
3 30× 5
0 S3 0 0 −1/4 5/ 4 1 =30
0 5
2 120
Z j=Σ aj C B 30 6 0 0
4 0
C j=C j −Z j 0 0 -6 0 0
z ¿ 2 x 1 +3 x2 +6 x 3
2 x 1+ x 2 + x 3 ≤5
3 x 2 +2 x 3 ≤6
x1 ≥ 0 , x 2 ≥ 0 , x 3 ≥0
subject to
Solution:
Given, objective function is
2 x 1+ x 2 + x 3+ S 1=5
3 x 2 +2 x 3 + S2=6
Cj 2 3 6 0 0 b θ
Basi
CB x1 x2 x3 S1 S2
s
0 S1 2 1 1 1 0 5 5
6
0 S2 0 3 2 0 1 6 =3
2
Z j=Σ C B aij 0 0 0 0 0
C i=C j−Z i 2 3 6 0 0
→
∴ S 2 is outgoing variable and x 3 is incoming variable. The table becomes
Basi
CB x1 x2 x3 S1 S2 b
s
−1 −1
0 S1 2 0 1 2 1
2 2
3 1
6 x3 0 1 0 3 -
2 2
z j =Σ C B aij 0 9 6 0 3
C i=Ci −Z i 2 -6 0 0 -3
Basi
CB x1 x2 x3 S1 S2 b θ
s
−1 1 −1
2 x1 1 0 1
4 2 4
3 1
6 x3 0 1 0 3
2 2
17 5
z j =Σ C B aij 2 6 1
2 2
−11 −5
C j=C j −Z j 0 0 -1
2 2
x 1=1
x 3=3
x 2=0
¿ 2+0+18=20
z ¿3 x 1 +5 x2 + 4 x 3
2 x 1 +3 x 2 ≤8
2 x 1 +5 x 3 ≤ 10
3 x 1+ 2 x 2 +4 x 3 ≤ 15
x1 , x 2 , x 3 ≥0
Solution:
Adding slack variables x 4 , x5 , x 6, we convert the LPP in standard form.
Subject to
Max. z ¿ 3 x 1+5 x 2 +4 x 3 +0 x 4 +0 x 5 +0 x 6
2 x 1+ 3 x 2 + x 4 ¿8
2 x 1 +5 x3 + x 5 ¿ 10
3 x1 +2 x 2+ 4 x 3 + x 6 ¿ 15 , x i ≥ 0
Basi b
Cb b x1 x2 x3 x4 x5 x6
s a
8
x4 0 8 2 3 0 1 0 0
3
1
x5 0 2 0 5 0 1 0 5
0
1 15
x6 0 3 2 4 0 0 1
5 2
z 0 -3 -5 -4 0 0 0 0
↑ 0
For the next iteration, we enter a variable into the basis for which the value
b
of is minimum. And the values of ' a ' are corresponding to that column for
a
which value of z is least.
Here, x 4 is the outgoing variable and x 2 is entering variable. So, we get x 2 as
pivot variable.
Basi b
Cb b x1 x2 x3 x4 x5 x6
s a
8 2 1
x2 5 1 0 0 0 -
3 3 3
14 −4 −2 14
x5 0 0 5 1 0
3 3 3 15
29 5 −2 29
x6 0 0 4 0 1
3 3 3 12
40 1 5
z 0 -4 0 0
3 3 3
Basi b
Cb b x1 x2 x3 x4 x5 x6
s a
8 2 1
x2 5 1 0 0 0 4
3 3 3
14 −4 −2 1 −7
x3 4 0 1 0
15 15 15 5 2
89 41 −2 −4 89
x6 0 0 0 1
15 15 15 15 41
256 −11 17 4
z 0 0 0
15 15 15 15
Basi b
Cb b x1 x2 x3 x4 x5 x6
s a
50 15 8 −10
x2 5 0 1 0 -
41 41 41 41
62 −6 5 4
x3 4 0 0 1 -
41 41 41 41
89 −2 −12 15
x1 3 1 0 0 -
41 41 41 41
765 45 24 11
z 0 0 0
15 41 41 41
765 89 62 62
z= at x 1= , x 2= , x 3=
15 41 41 41
4.7 Solve the following linear programming problem by Big M-method and
show that the problem has finite optimal solutions. Also, find the value of
objective function.
(2018 : 20 Marks)
subject to
Min . z=3 x 1 +5 x2
x 1 +2 x 2 ≥ 8
3 x 1+ 2 x 2 ≥12
5 x 1+ 6 x 2 ≤ 60
x1 , x 3 ≥0
Solution:
The objective function of given LPP can be written as max.
x 1+ 2 x 2−S1 + A1 ¿8
3 x 1+2 x 2−S2 + A2 ¿ 12
5 x 1 + 6 x 2 + S3 ¿ 60
Cj -3 -5 0 0 0 −M −M
Basi
CB x1 x2 S1 S2 S3 A1 A2 b θ
s
−M A1 1 2 -1 0 0 1 0 8 8
−M A2 3 2 0 -1 0 0 1 12 4
1
0 S3 5 6 0 0 ¿ 0 0 60
2
Z j=Σ C B aij −4 M −4 M M M 0 −M −M
Cj -3 -5 0 0 0 −M
Basi
CB x1 x2 S1 S2 S3 A1 b θ
s
4 1
−M A1 0 -1 0 1 4 3
3 3
2 −1
-3 x1 1 0 0 0 4 6
3 3
8 5 1
0 S3 0 0 1 0 40
3 3 5
−4 M −M
Z j=Σ C B aij -3 −2 M +1 0 −M
3 3
4M M
C j=C j −Z j 0 −3 −M −1 0 0
3 3
Cj -3 -5 0 0 0
Basi
CB x1 x2 S1 S2 S3 0 θ
s
−3 1
-5 x2 0 1 0 3
4 4
1 −1
-3 x1 1 0 0 2
2 2
3
0 S3 0 0 2 1 1
2
9 1
Z j=Σ C B aij -3 -5 0
4 4
−9 −1
C j=C j −Z j 0 0 0
4 4
¿−21
Minimize
subject to
and
x 1+ 2 x 2−3 x 3 + x 4=4
x 1 +2 x2 + x 3 +2 x 4=4
x1 , x2 , x3 , x4 ≥ 0
(2019 : 15 Marks)
Solution:
Minimize
subject to
and
∴
Ci −M −M
−1 −2 3 2
Basi n1 n2 n3 n4
CB A1 A2
s b θ
4
−M A1 1 (2) -3 1 1 0 4 =2
2
4
−N A2 1 2 1 2 0 1 4 =2
2
zi Σ aij C B −2 M −4 M 2M −3 M −M −M
→ ↑
(2) $ → $ key ele
incom variab
in
$ A 1 → $ colu m
le
Ci -1 -2 3 2 −M −M
CB Basis n1 n2 n3 n4 A1 A2 b θ
zj Σ aij C B 3-
-1 -2 −1−M −1+ M /2 −M -4
4M
0 0 4M M +3 Omitted 0
Ci -1 -2 3 2
Cj -1 -2 3 2
CB Basis n1 n2 n3 n4 b
-2 1/2 1 −7 /2 0 2
2 0 0 4 1 0
zj Σ aij -1 -2 15 2 z=4
Cj C j−z j 0 0 -12 0
∴ C j≤ 0
n1 ¿ 0 ,n 2=2 ,n 3=0 , n4 =0
Max . Z ¿−n 1−2 n2+ 3 n3+ 2 n4 =4. ¿
¿ ¿
5. Duality
5.1 Construct the dual of the problem : Maximize z=2 x 1+ x 2 + x 3 subject to the
constraints x 1+ x2 + x 3 ≥ 6 , 3 x 1−2 x 2+ 3 x 3 =3 ,−4 x1 +3 x 2−6 x 3=1 and x 1 , x 2 , x 3 ≥ 0 .
(2010: 12 Marks)
Solution:
The equation is Max. z=2 x 1+ x 2 + x 3 such that
x 1+ x 2 + x 3 ≥ 6 or −x 1−x 2−x 3 ≤−6
(1)
+3 x 1−2 x 2 +3 x 3=3 , which can be written as
(1)
3 x 1−2 x 2+3 x 3 ≤ 3
(2)
3 x1 −2 x 2 +3 x 3 ≥ 3 or −3 x 1+2 x 2−3 x 3 ≤−3
(3)
−4 x 1+3 x 2−6 x 3=1 which can be written as
(4)
−4 x 1 +3 x 2−6 x 3 ≤ 1
(5)
−4 x 1 +3 x 2−6 x 3 ≥ 1 or 4 x 1−3 x 2 +6 x 3 ≤−1
(5)
Subject to
5.2 Solve the following linear programming problem by the simplex method.
Write its dual. Also write the optimal solution of the dual from the optimal
table of given problem :
Maximize :
z=2 x 1−4 x 2 +5 x 3
subject to
x 1 +4 x2 −2 x 3 ≤ 2
−x 1+ 2 x 2 +3 x 3 ≤ 1
x1 , x2 , x3 ≥0
Solution:
Let y 1 , y 2 be dual variables and w be the objective function for dual of the
given problem.
Dual of the problem is
Min. w ¿ 2 y1 + y 2
y 1− y 2 ≥2
4 y 1 +2 y 2 ≥−4
−2 y 1+ 3 y 2 ≥5
y1 , y2 , y3 ≥0
Min.(w) ¿ Max .(−w)
w ¿−2 y 1− y 2
subject to
Let
∴Writing given problem in standard form, we get
subject to
y 1− y 2−S1 + A1 ¿2
−4 y1 −2 y 2 + S2 ¿4
−2 y 1+ 3 y 2−S 3 + A 2 ¿ 5
Cj -2 -1 0 0 0 −M −M
Basi
CB y1 y2 S1 S2 S3 A1 A2 b 8
s
−M A1 1 -1 -1 0 0 1 0 2 -
0 S2 -4 -2 0 1 0 0 0 4 -
5
−M A2 -2 3 0 0 -1 0 1 5
3
Z j=Σ C B a j M −2 M M 0 M −M −M
Cj -2 -1 0 0 0 −M
CB Basis y1 y2 S1 S2 S3 A1 b θ
1 −1 11 1
−M A1 0 -1 0 1
3 3 3 1
−16 −2 22
0 S2 0 0 1 0 -
3 3 3
1 −2 −1 5
-1 1 0 0 0 -
2 3 3 3
−M 2 M +1
Z j=Σ C B aij + -1 M 0 −M
3 3 3
−8 M −(M +1)
C j=C j −Z j + 0 −M 0 0
3 3 3
Cj -2 -1 0 0 0
Basi
CB y1 y2 S1 S2 S3 b θ
s
1
-2 y1 1 0 -3 0 -1
1
- 6
0 S2 0 0 1 -6
16 6
-1 y2 0 1 -2 0 -1 9
Z j=Σ C B aij -2 -1 8 0 3
C j=C j −Z j 0 0 -8 0 -3
6. Transportation Problems
6.1 Determine an optimal transportation programme so that transportation
cost of 340 tons of a certain type of material from three factories F 1 , F2 , F3 to
five warehouses w 1 , w 2 , w3 , w4 , w 5 is minimized. The five warehouses must
receive 40 tons, 50 tons, 70 tons, 90 tons and 90 tons respectively. The
availability of the material at F 1 , F2 , F3 is 100 tons, 120 tons, 120 tons
respectively. The transportation costs per ton from factories to warehouses
are given in the table below:
W1 W2 W3 W4 W5
F1 4 1 2 6 9
F2 6 4 3 5 7
F3 5 2 6 4 8
Now,
u2 + v7 −6=0 ⇒ v 1=6
u2 +v 4−5=0 ⇒ v 4=5
u2 + v 5−7=0 ⇒ v 5=7
v 4 +u3−4=0 ⇒5+u3 −4=0 ⇒ u 3=−1
u3 + v 2−2=0⇒−1+ v 2−2=0 ⇒ v 2=3
v 1 +u1−4=0 ⇒6+u 1−u=0⇒ u1=−2
u1 +v 3−2=0 ⇒−2+ v3 −2=0 ⇒ v 3=4
Δ ij =ui +v j−c ij
F 2 w 3 has positive Δ ij value. Adding t in F 2 w 3 and subtracing ∈ in alternate
cells as per u - vmethod, we get
Iteration 2 :
Now,
u2 +v 3−3=0 ⇒ v 3=3
u 2+ v 4 −5=0 ⇒ v 4=5
u2 +v 5−7=0 ⇒ v 5=7
v 3 +u1 −2=0 ⇒ u1=−1
v 4 +u3−4=0 ⇒ u3=−1
v 1+u 1−4=0 ⇒ v 1=5
v 2 +u3−2=0 ⇒ v 2=3
Iteration 3 :
Applying same method, we observe that none of the blank cell has Δ ij > 0.
∴ This is the optimal solution, for minimum
w2 w3 w4 w5
2
F1 40 40
0
F2 30 90
3 9
F3
0 0
Cost of transportation.
6.2 Find the initial basic feasible solution to the following transportation
problem by Vogel's approximation method. Also, find its optimal solution and
the minimum transportation cost :
$$
$$
(2014 : 20 Marks)
Solution:
Since the total supply and total demand being equal.
∴ The transportation problem is balanced.
Find the initial basic feasible solution:
Using Vogel's approximation method, the initial basic feasible solution is :
The difference between the smallest and next to the smallest cost in each
row and each column are first computed and displayed inside paranthesis
against the respective rows and columns.
6 4 1 5 14 (3)
8 9 2 7 16(5)
4 3 6 2 5
5 (1)
The largest of these differences is (5) which is associated with the 2 nd row.
Since C 23=2, is the minimum cost, we allocate x 23=min(15 , 16)=15 in the cell
(2 , 3).
This exhausts the demand of the 3rd column and therefore we cross it.
Proceeding in this way, the subsequent reduced transportation tables and
differences for the remainingrows and columns are as shown below:
(2) (1) (3)
(2) (1)
4
66 4
ϕ8 9
1
5
0
14 (2)
(2) (5)
∴ The initial basic feasible solution is
16
(4) 14 1 5
1 (11
9 7
8 9)
(4
(1) 4 3 6
)
V 1=0
110 ❑ ❑
(4) 4 → →
(19 ❑
(1) 9⃗ ) →
❑
(4
(1) 3 →
❑ )
0 -2 -6 -2
The net evaluation Δ ij =ui +v j−C ij for all unoccupied cells are less than or
equal to zero, i.e., Δ ij ≤ 0.
The current basic feasible solution is optimal.
Hence, the optimal allocation is given by:
∴ The optimal (minimum) transportation cost
6.3 Find the initial basic feasible solution (bsf) of the following
transportation problem using Vogel's approximation method and find the
cost.
Solution:
We take the difference between the least and next least entry.
Diff-
2 3 3 3 1
1
Diff-
2 3 - 3 1
2
Diff-
2 - - 3 1
3
Diff-
2 - - - 1
4
Diff-
1 1
5
7. Assignment Problems
7.1 Solve the minimum time assignment problem :
Machines
M1 M2 M3 M4
J1 3 12 5 14
J2 7 9 8 12
Joles
J3 5 11 10 12
J4 6 14 4 11
(2013 : 15 Marks)
Solution:
In assignment problem, the solution does not change if we subtract or add
same values from a column or row.
So, we create zeros by subtracting minimum of each row and column from
that row or column.
M1 M2 M3 M4
J1 0 9 2 11
J2 0 2 1 5
J3 0 6 5 7
1
J4 2 0 7
0
M1 M2 M3 M4
J1 0 7 2 6
J2 0 0 1 0
J3 0 4 5 2
J4 2 8 0 2
Now, we assign jobs using zero's taking care of choosing only one zero in a
row or column.
M1 M2 M3 M4
J1 0 7 2 6
J2 2 0 1
J3 4 5 2
J4 2 8 0 2
0 5 0 4
2 0 1 2
2 3 0
4 8 0 2
(Note : In actual exam you will provided less space and may club some of the
steps).
7.2) Solve the following assignment problem to maximize the sales.
Maximise → Minimize
aiken largest no and
ibtract the rest from Largest
Number
Solution:
In order to convert it into a minimum problem, we multiply each element by
So, table becomes : (We use Hungarian method)
No. of lines =3
No. of rows =5
(2018 : 15 Marks)
Solution:
Since, O 3 cannot operate on M 3 and O 2 cannot operate on M 5, we assign a
very large ... say M to both the corresponding cells. The matrix now
becomes
Since, by covering all zeroes,
Number of lines ¿ 4 <5.
So, solution is degenerate.
New matrix by hungarian method is
N ϕ1 M 2 M3 M 4 M 5
1 1
−0 , 6 0 0
5 3
1 1
O2 O 4 M
3 7
−¿3 ¿ 7 M 0 8
O4 0 0 6 7 1
1
O5 8 0 3 6
1