ADVANCED POWER

SYSTEM OPTIMIZATION
(ELL776)

-DR YASHASVI BANSAL

ASSISTANT PROFESSOR
DEPARTMENT OF ELECTRICAL ENGINEERING
IIT DELHI-110016

© Dr Yashasvi Bansal, IIT Delhi, 2025

 UNIT 2:
LINEAR PROGRAMMING

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SIMPLEX METHOD

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LP MODEL IN EQUATION FORM
Two requirements on the LP models for simplex method computations:

1. All the constraints are equations with nonnegative right-hand side.

2. All the variables are nonnegative.

Q. How to converting inequalities into equations with nonnegative right-hand side?

A. To convert a (≤) inequality to an equation, a non-negative slack variable (s) is added to the
left-hand side of the constraint.
B. To convert a (≥) inequality to an equation, a non-negative surplus variable (S) is added to the
left-hand

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DEALING WITH UNRESTRICTED

VARIABLES
An unrestricted variable yi can be expressed in terms of two
nonnegative variables by using the substitution

yi=yi'-yi" yi', yi" ≥ 0

The substitution must be effected throughout all the constraints
and in the objective function. It is not possible that yi'and yi"
assume positive values simultaneously.
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PROBLEM
Write the following LP model in the standard form
Minimize z= 2x1 + 3x2
subject to

x1 + x2 = 10
-2x1 + 3x2 ≤ -5
7x - 4x ≤ 6
1 2

x is unrestricted
1

x2 ≥ 0
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GRAPHICAL TO ALGEBRAIC SOLUTION

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In the simplex method, the solution space is represented by m

simultaneous linear equations and n nonnegative variables.
• The zero n-m variables are known as non-basic variables.
• The remaining m variables are called basic variables, and
their solution (obtained by solving the m equations) is referred
to as basic solution.

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EXAMPLE

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SOLUTION

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As the size of the problem increases, enumerating all the

corner points becomes a prohibitive task.

Simplex method alleviates this computational burden

dramatically by investigating only a subset of all possible
basic feasible solutions (corner points).

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 Iterative nature of the simplex method
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 EXAMPLE 13

Asian paints produces both interior and exterior paints from two raw material M1, M2. The following table
provides the basic data of problem:

Tons of raw material per ton

Exterior paint Interior paint Max
daily
availability
Raw material, MI 6 4 24
Raw material, M2 1 2 6
Profit per ton 5 4
($1000)

A market survey indicates that the daily demand for interior paint cannot exceed that for exterior paint more than
1 ton. Also, the maximum daily demand for interior paint is 2 tons. Asian Paints wants to determine the optimum
(best) product mix of interior and exterior paints that maximizes the total daily profit?

© Dr Yashasvi Bansal, IIT Delhi, 2025

 Step 1: Convert the model in mathematical form Step 2: Write in standard form 14

Check for:

1. All the constraints are equations with nonnegative right-

hand side.
2. All the variables are nonnegative.
Converting inequalities into equations

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 Step 3: Start with simplex tableau with starting solution starts at the origin (x1, x2) = (0, 0) 15

Converting inequalities into equations

Step 4: Decide entering and leaving variable

• Entering variable: The entering variable in a maximization (minimization) problem is the nonbasic variable with the
most negative (positive) coefficient in the z-row) -----> Optimality condition
• Leaving variable (For both the maximization and the minimization problems, the leaving variable is the basic variable
associated with the smallest nonnegative ratio with strictly positive denominator)----> Feasibility condition

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Step 5: Perform Gauss-Jordan row operations. Gauss-Jordan row operations.

1. Pivot row
a. Replace the leaving variable
in the Basic column with the
entering variable.
b. New pivot row = Current
pivot row divided by Pivot
element
2. All other rows, including z
New row = (Current row)-(Its
pivot column coefficient)*(New
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 Step 6: Tableau is optimal when none of the z-row coefficients are negative based on the optimality condition. 17

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ARTIFICAL STARTING METHOD

• LPs in which all the constraints are ( ≤) with nonnegative right-hand sides
offer a convenient all-slack starting basic feasible solution. Models
involving (=) and/or (≥) constraints do not.
• The procedure for starting “ill-behaved” LPs with (=) and/or (≥) constraints is
to use artificial variables that play the role of slacks at the first iteration.

Methods
• M-method
• Two-phase method.
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M-METHOD

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EXAMPLE

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 Step 1: Write in standard form 21

Step 2: Check whether all-slack starting basic feasible solution possible? If no, add the artificial variables R1 and R2 in
the first two equations and penalize them in the obj. function with MR1 + MR2

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Step 3: Start with simplex tableau with starting basic solution (R1, R2, x4) = (3, 6, 4) and decide value of M

Basic x1 x2 x3 R1 R2 x4 Solution
z
R1
R2
x4

Step 4: Check if z-row is consistent with the rest of the tableau? If no, substitute out R1 and R2 in the z-row using the
following row operation:

Continue with simplex optimality

and the feasibility conditions to
reach optimal solution....

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TWO-PHASE METHOD
• Phase I
Put the problem in equation form and add the necessary artificial variables to the constraints
(exactly as in the M-method) to secure a starting basic solution. Next, find a basic solution of the
resulting equations that always minimizes the sum of the artificial variables, regardless of
whether the LP is maximization or minimization. If the minimum value of the sum is positive,
the LP problem has no feasible solution. Otherwise, proceed to Phase II.

• Phase II
Use the feasible solution from Phase I as a starting basic feasible solution for the original
problem.

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 Phase 1 24

Step 1: Start with Phase 1: Formulate LP and make associated simplex tableau with starting basic
solution (R1, R2, x4) = (3, 6, 4)

Basic x1 x2 x3 R1 R2 x4 Solution
r
R1
R2
x4

© Dr Yashasvi Bansal, IIT Delhi, 2025

 Step 2: Check if r-row is consistent with the rest of the tableau? If no, substitute out R 1 and R2 in the r-row using the25
following row operation:

The new r-row is used to solve Phase I of the problem, to get the optimum tableau

Step 3: Check if the minimum value of the sum is positive? Yes, then the LP problem has no feasible solution
otherwise eliminate artificial variables columns altogether from the tableau and move on to Phase II.

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 Phase 2 26

Step 4: Write original problem with associated tableau

Basic x1 x2 x3 x4 Solution
z
x1
x2
x4

Step 5: Basic variables x1 and x2 have nonzero coefficients in the z-row, substitute out using following operation

Entering variable ???

Basic x1 x2 x3 x4 Solution
z
x1
x2
x4
© Dr Yashasvi Bansal, IIT Delhi, 2025 Continue with simplex optimality and the feasibility conditions to reach optimal solution....
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PROBLEM

Solve the problem using Simplex Method.

© Dr Yashasvi Bansal, IIT Delhi, 2025