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Algebraic Solution of Lpps - Simplex Method

This document discusses converting linear programming problems (LPPs) into standard form so they can be solved using the simplex method. It explains how to deal with inequalities, unrestricted variables, and finding basic feasible solutions. Inequalities are converted into equations using slack or surplus variables. Unrestricted variables are made nonnegative using positive and negative parts. Basic feasible solutions correspond to corner points of the feasible region and indicate optimal solutions.

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Angad Sehdev
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27 views

Algebraic Solution of Lpps - Simplex Method

This document discusses converting linear programming problems (LPPs) into standard form so they can be solved using the simplex method. It explains how to deal with inequalities, unrestricted variables, and finding basic feasible solutions. Inequalities are converted into equations using slack or surplus variables. Unrestricted variables are made nonnegative using positive and negative parts. Basic feasible solutions correspond to corner points of the feasible region and indicate optimal solutions.

Uploaded by

Angad Sehdev
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Algebraic Solution of LPPs - Simplex

Method
To solve an LPP algebraically, we first put it
in the standard form. This means all
decision variables are nonnegative and all
constraints (other than the nonnegativity
restrictions) are equations with nonnegative
RHS.

Converting inequalities into equations


Consider the LPP
Maximize
Subject to

z 2 x1 3 x2
x1 3 x2 6
3 x1 2 x2 6
x1 , x2 0

We make the inequalities into equations by


adding to each inequality a slack variable
(which is nonnegative). Thus the given LPP
can be written in the equivalent form
Maximize
Subject to

z 2 x1 3 x2

x1 3 x2 s1
3 x1 2 x2

s2 6

x1 , x2 , s1 , s2 0
s1 , s2 are slack variables.

Thus we seem to have complicated the


problem by introducing two more variables;
but then we shall see that this is easier to
solve. This is one of the beauties in
mathematical problem solving.
The inequalities are made into equations
by subtracting from each such inequality a
surplus (non-negative) variable.

Thus the LPP


Maximize

z 2 x1 3 x2

Subject to

x1 3 x2 6
3 x1 2 x2 2
x1 , x2 0

is equivalent to the LPP

Maximize z 2 x1 3 x2
Subject to

x1 3 x2 s1
3 x1 2 x2

s2 2

x1 , x2 , s1 , s2 0
s1 is a slack variable; s2 is a surplus variable.

If in a constraint, the RHS constant is


negative, we make it positive by
multiplying the constraint by -1.
Thus the LPP

Maximize
Subject to

z 2 x1 3 x2
x1 3 x2 6
3 x1 2 x2 2
x1 , x2 0

is equivalent to the LPP

Maximize z 2 x1 3 x2
Subject to

x1 3 x2 6
3 x1 2 x2 2
x1 , x2 0

Its standard form is the LPP

Maximize z 2 x1 3 x2
Subject to

x1 3 x2 s1
3 x1 2 x2

s2 2

x1 , x2 , s1 , s2 0
s1 , s2 are slack variables.

Dealing with unrestricted variables


If, in an LPP, a decision variable xi is
unrestricted (in sign) i.e. it can take positive
as well as negative values, then we can, by

x
writing i i i where xi , xi
are (defined below and are) nonnegative, make
the LPP into an equivalent LPP where all the
decision variables are 0.
Note:

| xi | xi
x
;
2

| xi | xi
x
2

xi x if xi 0 and x otherwise

Thus the LPP


Maximize
Subject to

z x1 3x2
x1 x2 2
x1 x2 4
x1 unrestricted, x2 0

is equivalent to the LPP

Maximize z x x 3x2
Subject to

x x x2 s1
x x x2

s2 4

x , x , x2 , s1 , s2 0

Basic variables, Basic feasible Solutions


Consider an LPP (in standard form) with m
constraints and n decision variables. We
assume m n. We choose n m variables and
set them equal to zero. Thus we will be left
with a system of m equations in m variables.
If this mm square system has a unique
solution, this solution is called a basic
solution. If further if it is feasible, it is called
a Basic Feasible Solution (BFS).

The n-m variables set to zero are called


nonbasic and the m variables which we are
solving for are known as basic variables.
Thus a basic solution is of the form
x = (x1, x2, , xn) where n-m components
are zero and the remaining m components
form the unique solution of the square
system (formed by the m constraint
equations).
n
Note that we may have a maximum of
m

basic solutions.

Consider the LPP:


Maximize
Subject to

z 2 x1 3 x2

x1 3 x2 6
3 x1 2 x2 6
x1 , x2 0

This is equivalent to the LPP (in standard form)


Maximize

z 2 x1 3 x2

Subject to

x1 3 x2 s1
3x1 2 x2

s2 6

x1 , x2 , s1 , s2 0
s1 , s2 are slack variables.

Nonbasic Basic
Basic
(zero)
variables solution
variables

( x1 , x 2 , s1 , s2 )

Assoc Feasible?
Object-iated
ive value,
corner
z
point

( x1 , x 2 ) ( s1 ,s 2 )

(0,0,6,6)

Yes

( x1 , s1 ) ( x2 , s 2 )

(0,2,0,2)

Yes

( x1 , s 2 ) ( x2 ,s1 )

(0,3,-3,0)

No

( x 2 , s1 ) ( x1 , s 2 )

(6,0,0, -12)

No

( x2 ,s 2 ) ( x1 , s1 )

(2,0,4,0)

Yes

( s1 ,s 2 ) ( x1 , x 2 )

6 12
( ,
,0,0)
7 7

Yes

48/7
Optimal

Graphical solution of the above LPP


Thus every Basic Feasible Solution
corresponds to a corner(=vertex) of the set
SF of all feasible solutions.

x2

E
(0,3)
B
(0,2)
O
(0,0)

(6/7, 12/7)

Optimal point

SF
A
(2,0)

D
(6,0)

x1

Question 6 (Problem set 3.2A Page 79)


Consider the LPP:
Maximize
Subject to

z x1 3x2
x1 x2 2
x1 x2 4
x1

unrestricted ,

x2 0

This is equivalent to the LPP(in standard form)

z x x 3x2

Maximize
Subject to

x x x2 s1
x x x2

s2 4

x , x , x2 , s1 , s2 0

Nonbasic Basic
(zero)
variables
variables

Basic
solution

Assoc- Feasible? Objective


iated
value, z
corner
( x1 , x1 , x2 , s1 , s2 )
point

(0,0,0,2,4)

Yes

1 1

( x , x , s ) ( x2 , s 2 )

(0,0,2,0,2)

Yes

( x1 , x1 , s2 ) ( x2 , s1 )

(0,0,4,-2,0)

No

(0,-2,0,0,6)

No

Yes

-4

Yes

( x , x , x2 ) ( s1 , s2 )

( x , x2 , s1 ) ( x , s2 )

( x , x2 , s2 ) ( x1 , s1 ) (0,4,0,6,0)

( x , s1 , s2 ) ( x , x2 )

(0,1,3,0,0)

Optimal value

Nonbasic Basic
Basic
(zero)
variables solution
variables

Associ- Feasible
ated
?
corner
( x1 , x1 , x2 , s1 , s2 ) point

Objective
value, z

( x , x2 , s1 ) ( x , s2 )

(2,0,0,0,6)

Yes

(
x
( x , x2 , s2 ) 1 , s1 )

(-4,0,0,6,0)

No

(-1,0,3,0,0)

No

N0
Solution

1 1 2

( x , s , s ) ( x , x2 )

( x2 , s1 , s2 ) ( x , x )

Hence note that the number of Basic Solutions can be less


than n

m

z x1 3x2
Direction of
increasing z
C

z maximum 8
at (-1,3)

B
D

Example: Convert the following


optimization problem into a LPP:
Maximize

z max{| 2 x1 3 x2 |, | 3 x1 7 x2 |}
Subject to

x1 x2 2
x1 x2 4
x1 , x2 0

Note that here the objective function is


NOT linear. Let us put

y max{| 2 x1 3 x2 |, | 3 x1 7 x2 |}
Hence y | 2 x1 3 x2 | and y | 3 x1 7 x2 |
Which is equivalent to

y 2 x1 3x2 , y (2 x1 3 x2 )
y 3x1 7 x2 , y 3 x1 7 x2

Hence the given optimization problem


is equivalent to the LPP:
Maximize z y
Subject to

x1 x2 2
x1 x2 4

2 x1 3x2 y 0, 2 x1 3 x2 y 0
3x1 7 x2 y 0, 3 x1 7 x2 y 0.
x1 , x2 , y 0

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