ENGINEERING OPTIMIZATION

ME F320/MF F320

BITS Pilani
Pilani Campus
 LP Model in
Equation Form

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Outline
• LP Model in Equation Form (Standard Form)
• Transition from Graphical to Algebraic Solution
• The Simplex Method
• Artificial Starting Solution
• Special Cases in the Simplex Method

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LP Model in Equation Form
Simplex method computations facilitated by imposing:
1. All constraints are equations (=) with nonnegative
right-hand side.
2. All variables are nonnegative.

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LP Model in Equation Form
Converting inequalities into equations with
nonnegative right-hand side.
1. Slack or unused variable (≤ inequality)
2. Surplus or extra variable (≥ inequality)

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LP Model in Equation Form
Converting inequalities into equations with
nonnegative right-hand side.
1. Slack or unused variable (≤ inequality)
Convert M1-constraint of the Reddy Mikks model into an equation:

𝟔𝒙𝟏 + 𝟒𝒙𝟐 ≤ 𝟐𝟒 M1 material constraint

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LP Model in Equation Form
Converting inequalities into equations with
nonnegative right-hand side.
1. Slack or unused variable (≤ inequality)
Convert M1-constraint of the Reddy Mikks model into an equation:

𝟔𝒙𝟏 + 𝟒𝒙𝟐 ≤ 𝟐𝟒 M1 material constraint

𝟔𝐱 𝟏 + 𝟒𝐱 𝟐 + 𝐬𝟏 = 𝟐𝟒, 𝐬𝟏 ≥ 𝟎

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LP Model in Equation Form
Converting inequalities into equations with
nonnegative right-hand side.
2. Surplus or extra variable (≥ inequality)
Convert the following inequality into an equation:

𝐱 𝟏 + 𝐱 𝟐 ≥ 𝟖𝟎𝟎 Inequality

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LP Model in Equation Form
Converting inequalities into equations with
nonnegative right-hand side.
2. Surplus or extra variable (≥ inequality)
Convert the following inequality into an equation:

𝐱 𝟏 + 𝐱 𝟐 ≥ 𝟖𝟎𝟎 Inequality

𝐱 𝟏 + 𝟒𝟐 − 𝐒𝟏 = 𝟖𝟎𝟎, 𝐒𝟏 ≥ 𝟎

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LP Model in Equation Form
Converting inequalities into equations with
nonnegative right-hand side.
1. Slack or unused variable (≤ inequality)
2. Surplus or extra variable (≥ inequality)

For the right-hand side of the resulting equation to be

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Example
Convert the following LPP into standard form.
z = 5x1 + 4x2 Objective

6x1 + 4x2 ≤ 24
x1 + x2 ≥ 6
x2 − x1 ≤ −1
x1 ≥ 0, x2 ≥ 0

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Example
Convert the following LPP into standard form:
z = 5x1 + 4x2 Objective

6x1 + 4x2 + s1 = 24
x1 + x2 − S2 = 6
x2 − x1 + s3 = −1
x1 ≥ 0, x2 ≥ 0, s1 ≥ 0, S2 ≥ 0, s3 ≥ 0

Is the above standard form?

6x1 + 4x2 + s1 = 24
x1 + x2 − S2 = 6
−x2 + x1 − s3 = 1
x1 ≥ 0, x2 ≥ 0, s1 ≥ 0, S2 ≥ 0, s3 ≥ 0

Above is the standard form.

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From Graphical to Algebraic Solution

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From Graphical to Algebraic Solution

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From Graphical to Algebraic Solution
• Algebraic solution space
– m equations and n variables
– n>m
– basic solutions  set n−m variables equal to zero
– Maximum number of basic solutions: ?

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From Graphical to Algebraic Solution
• Algebraic solution space
– m equations and n variables
– n>m
– basic solutions  set n−m variables equal to zero
n n!
– Maximum number of basic solutions: Cm = m! n−m !

– basic solutions correspond to corner points in graphical

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From Graphical to Algebraic Solution
• Consider the problem:

Maximize:
z = 2x1 + 3x2
subject to
2x1 + x2 ≤ 4
x1 + 2x2 ≤ 5
x1 , x2 ≥ 0

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From Graphical to Algebraic Solution
Maximize:
z = 2x1 + 3x2
subject to
2x1 + x2 + s1 = 4
x1 + 2x2 + s2 = 5
x1 , x2 , s1 , s2 ≥ 0

Clearly n = 4 and m = 2
⇒ Maximum basic solutions = 6 (note corner points are 4)

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From Graphical to Algebraic Solution
• Which n−m variables should be set equal to zero to
target a specific corner point?
n
– target all basic solutions: Cm points

– problem size increases  enumerating all corner points

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Simplex Method
• Investigate only a “select few” basic solutions.
• Iterations are required…
• Example:
Maximize:
z = 2x1 + 3x2
subject to
2x1 + x2 ≤ 4
x1 + 2x2 ≤ 5
x1 , x2 ≥ 0

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Simplex Method
Step 1: Convert to standard form
Maximize:
z = 2x1 + 3x2
subject to
2x1 + x2 + s1 = 4
x1 + 2x2 + s2 = 5
x1 , x2 , s1 , s2 ≥ 0

Clearly n = 4 and m = 2

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Simplex Method
• Iteration #1
– Start at the origin: all decision variables are zero.
– x1 = 0, x2 = 0 ⇒ s1 = 4, s2 = 5
– z=0
– check whether an increase in the values of non-basic
(variables that are zero) x1 and x2 above their current values
can improve (increase) the value of z  investigate the
objective function (z)  increase in x1 or x2 (or both) will
increase z.
– prepare for next iteration

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Simplex Method
• Simplex method doesn’t allow simultaneous increases in
variables  targets one variable at a time.
• The variable to increase: one with largest rate of
improvement in z.

z = 2x1 + 3x2

• Elect to increase x2

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Thank you!

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