Negative Maximization: Engineering Analysis

Engineering Analysis
Simplex method for LP problem with greater-than-equal-to ( )

and equality (=) constraints needs a modified approach. This is
known as Big-M method.
The LP problem is transformed to its standard form by incorporating
a large coefficient M
1. One artificial variable is added to each of the greater-than-
equal-to () and equality (=) constraints to ensure an initial
basic feasible solution.
2. Artificial variables are penalized in the objective function by
introducing a large negative (positive) coefficient for
maximization (minimization) problem.
3. Cost coefficients, which are supposed to be placed in the Z-row
in the initial simplex tableau, are transformed by pivotal
operation considering the column of artificial variable as
pivotal column and the row of the artificial variable as pivotal
row.
4. If there are more than one artificial variables, step 3 is repeated
for all the artificial variables one by one.
Miximize Z = 3x
1
+5x
2

Subject to x
1
+ x
2
2
x
2
6
3x
1
+ 2x
2
=

18
x
1
, x
2
0
Example 1
Incorporating artificial variables
Continued
Miximize Z = 3x
1
+ 5x
2
Ma
1

Ma
2
Subject to x
1
+ x
2
x
3
+ a
1
= 2
x
2
+ x
4
= 6
3x
1
+ 2x
2
+ a
2
= 18
x
1
, x
2
0
where x
3
is surplus variable, x
4
is slack variable and
a
1
and a
2
are the artificial variables
One artificial
variable added
to each and =
constraint

Transforming cost coefficients by pivotal operations
Continued
Z 3x
1
5x
2
+ Ma
1
+

Ma
2
= 0

x
1
+ x
2
x
3
+ a
1
= 2
Z (3 + M)x
1
(5 + M)x
2
+ Mx
3
+

0a
1
+ Ma
2
= 2M
Pivotal Row
Pivotal column
Hence modified objective function
Z (3 + M)x
1
(5 + M)x
2
+ Mx
3
+

0a
1
+ Ma
2
= 2M
3x
1
+ 2x
2
+ a
2
= 18
Z (3 + 4M)x
1
(5 + 3M)x
2
+ Mx
3
+

0a
1
+ 0a
2
= 20M
- Using objective function and first constraint
- Using modified objective function and third constraint
Hence modified objective function
Continued
Construct Simplex Tableau
1Z (3 + 4M)x
1
(5 + 3M)x
2
+ Mx
3
+

0x
4
+ 0a
1
+ 0a
2
= 20M

0Z + 1x
1
+ 1x
2
1x
3
+

0x
4
+ 1a
1
+ 0a
2
= 2
0Z + 0x
1
+ 1x
2
+ 0x
3
+ 1x
4
+ 0a
1
+ 0a
2
= 6
0Z + 3x
1
+ 2x
2
+ 0x
3
+ 0x
4
+ 0a
1
+ 1a
2
= 18
Continued
Successive simplex tableaus are as follows:
Optimality has reached since all cost coefficients are positive.
Optimal solution is Z = 36 with x
1
= 2 and x
2
= 6
Unbounded solution
If at any iteration no exiting variable can be found corresponding
to an entering variable, the value of the objective function can
increase indefinitely, i.e. the solution is unbounded.
Multiple (infinite) solutions
If in the final tableau, one of the non-basic variables has a
coefficient 0 in the Z-row, it indicates that an alternative solution
exists.
This non-basic variable can be incorporated in the basis to obtain
another optimal solution.
With two such optimal solutions, infinite number of optimal
solutions can be obtained by taking a weighted sum of the two
optimal solutions.
Infeasible solution
If in the final tableau, at least one of the artificial variables still
exists in the basis, the solution is indefinite.
Miximize Z = 3x
1
+ 2x
2

Subject to x
1
+ x
2
2
x
2
6
3x
1
+ 2x
2
= 18
x
1
, x
2
0
Example 2
(multiple
solutions)
Continued
Note that slope of the objective function and that of third constraint are similar,
which leads to multiple solutions
Final simplex tableau for the problem is as follows:
Continued
As there is no negative coefficient in the Z-row optimal solution
is reached. Optimal solution is Z = 18 with x
1
= 6 and x
2
= 0

However, the coefficient of non-basic variable x
2
is zero in the Z-
row. Another solution is possible by incorporating x
2
in the basis.
Based on the b
r
/c
rs
, x
4
will be the exiting variable
So, another optimal solution is Z = 18 with x
1
= 2 and x
2
= 6
One more similar step will revert to the previous simplex tableau.
Two possible sets of solutions are: [6, 0] and [2, 6]

Other optimal solutions: [6, 0] + (1 )[2, 6] where (0,1)
e.g. if = 0.5, corresponding solution is [4, 3]

Note that values of the objective function are not changed for
different sets of solution; for all the cases Z = 18.
Continued
Simplex method is described based on the standard form of LP
problems, i.e., objective function is of maximization type
If the objective function is of minimization type, simplex
method may be applied with either modification as follows:
1. The objective function is multiplied by -1 so as to keep the
problem identical and minimization problem becomes
maximization. This is because minimizing a function is
equivalent to the maximization of its negative
2. While selecting the entering nonbasic variable, the variable
having the maximum coefficient among all the cost
coefficients is to be entered. In such cases, optimal solution
would be determined from the tableau having all the cost
coefficients as non-positive ( 0)
Minimization versus maximization problems
One difficulty, that remains in the minimization problem, is that
it consists of the constraints with greater-than-equal-to ()
sign. For example, minimize the price (to compete in the
market), however, the profit should cross a minimum threshold.
Whenever the goal is to minimize some objective, lower
bounded requirements play the leading role. Constraints with
greater-than-equal-to () sign are obvious in practical
situations.

To deal with the constraints with greater-than-equal-to () and
equality sign, Big-M method is to be followed as explained
earlier.

Negative Maximization: Engineering Analysis

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Engineering Analysis

Simplex method for LP problem with greater-than-equal-to ( )

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