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PROGRAMMING PROBLEM

By

MONJUR MORSHED

Student No. 100609003P

Registration No. 100609003P, Session: October-2006

MASTER OF PHILOSOPHY

IN

MATHEMATICS

Department of Mathematics

Bangladesh University of Engineering & Technology

Dhaka-1000, Bangladesh

December, 2010

GENERALIZATION OF SIMPLEX METHOD WITH ANALYTICAL AND

COMPUTATIONAL TECHNIQUES FOR SOLVING LINEAR

PROGRAMMING PROBLEM

Department of Mathematics, BUET, Dhaka-1000

in partial fulfillment of the requirement for the award of the degree of

MASTER OF PHILOSOPHY

IN

MATHEMATICS

By

MONJUR MORSHED

Student No. 100609003P

Registration No. 100609003P, Session: October-2006

of

Dr. Md. Abdul Alim

Associate Professor

Department of Mathematics

Dhaka-1000, Bangladesh

December, 2010

ii

The thesis titled

ANALYTICAL AND COMPUTATIONAL TECHNIQUES FOR

SOLVING LINEAR PROGRAMMING PROBLEM

Submitted by

MONJUR MORSHED

Student No. 100609003P, Registration No. 100609003P, Session: October-2006

a part-time student of M. Phil. (Mathematics) has been accepted as satisfactory in partial

fulfillment for the degree of

Master of Philosophy in Mathematics

on December 11, 2010

BOARD OF EXAMINERS

1. ______________________________________

Dr. Md. Abdul Alim Chairman

Associate Professor (Supervisor)

Department of Mathematics, BUET, Dhaka

2. ______________________________________

Head Member

Department of Mathematics, BUET, Dhaka (Ex-Officio)

3. ______________________________________

Dr. Md. Mustafa Kamal Chowdhury Member

Professor

Department of Mathematics, BUET, Dhaka

4. ______________________________________

Dr. Md. Elias Member

Professor

Department of Mathematics, BUET, Dhaka

5. ______________________________________

Dr. Mohammad Babul Hasan Member

iii

Assistant Professor (External)

Department of Mathematics, Dhaka University, Dhaka.

DEDICATION

Dedicated

To

My Parents

iv

Abstract

Dantzig for solving linear programming problem (LP) by replacing one basic variable by

one non-basic variable at each simplex iteration, suggest to generalize the traditional

simplex methods for solving linear programming problem (LP) by replacing more than one

(P, where P • 1) basic variables by non-basic variables at each simplex iteration and

compare the methods between themselves. To apply these methods on large-scale real life

linear programming problem, we need computer-oriented program of these methods. To

fulfill this purpose, we developed computer program based on (MATHEMATICA)

language of these methods and apply on a sizable large-scale real life linear programming

problem of a garment industry and textile mill scheduling problem. In this thesis we also

developed a computational technique using mathematica codes to show the feasible region

of two-dimensional linear programming problems accurately as well as this method also

gives the optimal solution. Finally, conclusion is drawn in favour of the developed

generalized simplex method.

v

Author’s Declaration

This is to certify that the work presented in this thesis is the outcome of the investigation

carried out by the author under the supervision of Dr. Md. Abdul Alim, Associate Professor,

Department of Mathematics, Bangladesh University of Engineering and Technology

(BUET), Dhaka-1000 and that it has not been submitted anywhere for the award of any

degree or diploma.

Monjur Morshed

vi

Acknowledgements

The author would like to mention with gratitude Almighty ALLAH’S continual

kindness without which no work would reach its goal.

The author is highly grateful and obliged to his honorable supervisor Dr. Md. Abdul

Alim, Associate Professor, Department of Mathematics, BUET, Dhaka for his continuous

guidance, constant support, supervision, valuable suggestions, inspiration, infinite patience,

friendship and enthusiastic encouragement throughout this work.

The author express his deep regards to his honorable teacher, Dr. Md. Abdul Hakim

Khan, Professor and Head, Department of Mathematics, Bangladesh University of

Engineering and Technology for providing help, advice and necessary research facilities.

The author is also grateful to Prof. Dr. Md. Mustafa Kamal Chowdhury, the former

Head of the Department of Mathematics and Prof. Dr. Md. Elias, Prof. Dr. Md. Abdul

Maleque, Prof. Dr. Monirul Alam Sarkar, Prof. Dr. Nilufar Farhat Hossain, Department of

Mathematics, BUET, Dhaka for their wise and liberal co-operation in providing me all

necessary help from the department during my course of M. Phil. Program. The author

would also like to extend his thanks to all respectable teachers, Department of Mathematics,

BUET, Dhaka for their constant encouragement.

The author thanks the members of the Board of Examination namely Prof. Dr. Md.

Abdul Hakim Khan, Prof. Dr. Md. Mustafa Kamal Chowdhury, Prof. Dr. Md. Elias, and Dr.

Mohammad Babul Hasan for their contributions and for their flexibility and understanding

in helping his meet such an ambitious schedule.

The foundation for his education and success started at home. The author credits his

parents, Muhammed Sirajul Islam and Maleka Begum for shaping him into the person he is

today. Their unwavering love and support throughout his life has given him the confidence

and ability to pursue his academic and personal interests. The author expresses his heartfelt

gratitude and thanks to his beloved wife, sisters, family members and friends for their

constant encouragement during this work.

Finally, the author acknowledges the help, co-operation of all office staff of this

Department.

vii

Contents

Abstract ...............................................................................................................v

Author’s Declaration ....................................................................................... vi

Acknowledgements ......................................................................................... vii

NOMENCLATURE......................................................................................... xi

CHAPTER 1 .......................................................................................................1

INTRODUCTION ................................................................................................................... 1

1.1 Introduction: ....................................................................................................................... 1

1.2 Mathematical Model: ......................................................................................................... 3

1.3 Mathematical Programming: .............................................................................................. 4

1.4 Mathematical Programming problem or Mathematical Program (MP): ............................ 4

1.5 General Mathematical form of Linear Programming (LP): ............................................... 6

1.6 Formulation of Linear Programming Problem:.................................................................. 8

1.7 Standard Linear Programming: ........................................................................................ 10

1.7.1 Reduction to Standard Form: ................................................................................... 12

1.7.2 Feasible Canonical Form:......................................................................................... 13

1.7.3 Relative Profit Factors:............................................................................................. 14

1.7.4 Some Important Theorems of Standard Linear Program: ........................................ 15

1.8 A Real Life Production Problem of a Garment Industry (Standard Group): ................... 15

1.9 A Real Life Problem of a Textile Mill: ............................................................... 20

1.9.1 Introduction: ....................................................................................................... 20

1.9.2 Textile Mill Scheduling problem: ................................................................ 20

1.9.3 Formulation of the Textile Mill Scheduling problem: ............................................. 21

Chapter 2 ..........................................................................................................25

Linear Programming Models: Graphical and Computer Methods ......................................... 25

2.1 Steps in Developing a Linear Programming (LP) Model: ............................................... 25

2.1.1 Properties of Linear Programming Models: ............................................................. 25

2.1.2 Mathematical Formulation of Linear Programming problem: ................................. 25

2.2 Graphical Method: ........................................................................................................... 26

2.2.1 Real Life Example of Model Formulation (Otobi Furniture Co.): ........................... 26

2.2.2 Graphical Solution: .................................................................................................. 28

2.3 LP Characteristics: ........................................................................................................... 30

2.3.1 Special Situation in LP: ............................................................................................ 30

2.4 Numerical Example-1: ..................................................................................................... 32

viii

2.5 Mathematica Codes for Graphical Representation of Feasible Region: .......................... 33

2.5.1 Numerical Example- 2: ............................................................................................ 33

2.5.2 Numerical Example- 3: ............................................................................................ 35

2.6 Conclusion: ...................................................................................................................... 37

Chapter 3 ..........................................................................................................38

SIMPLEX METHOD AND COMPUTER ORIENTED ALGORITHM FOR SOLVING

LINEAR PROGRAMMING PROBLEMS............................................................................ 38

3.1 Introduction: ..................................................................................................................... 38

3.2 Simplex Method: .............................................................................................................. 38

3.2.1 Computational steps for solving (LP) in simplex method: ...................................... 40

3.2.2 Properties of the Simplex Method:........................................................................... 41

3.2.3 The standard form of (LP) is in canonical form: ...................................................... 42

3.2.4 The Standard Form of (LP) is Not in a Canonical Form:......................................... 43

3.3 Artificial Variable Technique: ......................................................................................... 43

3.3.1 The Big-M Simplex Method: ................................................................................... 43

3.3.2 The Two-Phase Simplex Method: ............................................................................ 44

Chapter 4 ..........................................................................................................46

MORE THAN ONE BASIC VARIABLES REPLACEMENT IN SIMPLEX METHOD

FOR SOLVING LINEAR PROGRAMMING PROBLEMS ................................................ 46

4.1 Paranjape’s Two-Basic Variables Replacement Method for Solving (LP): .................... 46

4.1.1 Algorithm: ................................................................................................................ 46

4.1.2 New Optimizing Value: ........................................................................................... 48

4.1.3 Optimality Condition: .............................................................................................. 49

4.1.4 Criterion-1: (Choices of the entering variables into the basis):................................ 50

4.1.5 Criterion-2: (Choices of the out going variables form the basis): ............................ 50

4.2 Agrawal and Verma’s Three Basic Variables Replacement Method for Solving (LP): .. 51

4.2.1 Algorithm: ................................................................................................................ 51

4.2.2 New Optimizing Value: ........................................................................................... 54

4.2.3 Optimality Condition: .............................................................................................. 55

4.2.4 Criterion-1: (Choices of the entering variables into the basis):................................ 55

4.2.5 Criterion-2: (Choices of the out going variables form the basis): ............................ 56

4.3 Numerical example: ......................................................................................................... 56

Chapter 5 ..........................................................................................................60

GENERALIZATION OF SIMPLEX METHOD FOR SOLVING LINEAR

PROGRAMMING PROBLEMS ........................................................................................... 60

5.1 P-Basic Variables Replacement Method for Solving (LP): ............................................. 60

5.1.1 Algorithm: ................................................................................................................ 60

5.1.2 New Optimizing Value: ........................................................................................... 65

5.1.3 Optimality Condition: .............................................................................................. 66

5.1.4 Criterion-1: (Choices of the entering variables into the basis):................................ 66

5.1.5 Criterion-2: (Choices of the out going variables form the basis): ............................ 67

5.2 The Combined Algorithm: ............................................................................................... 67

ix

5.3 Mathematica Codes: ......................................................................................................... 68

5.3.1 The combined program in Mathematica (Eugere, Wolfram): .................................. 69

5.3.2 Numerical Examples and Comparison: .................................................................... 74

5.4 Solution of LP on a production problem of a garment industry (Standard Group) using

combined program: ................................................................................................................ 76

5.5 Solution of LP on Textile Mill Scheduling problem using combined program: ... 78

5.6 Conclusion: ...................................................................................................................... 79

Chapter 6 ..........................................................................................................81

COUNTER EXAMPLES OF MORE THAN ONE BASIC VARIABLES REPLACEMENT

AT EACH ITERATION OF SIMPLEX METHOD .............................................................. 81

6.1 Introduction: ..................................................................................................................... 81

6.1.1 Numerical Example 1: .............................................................................................. 81

6.1.2 Numerical Example 2: .............................................................................................. 86

6.2 Conclution: ....................................................................................................................... 91

Chapter 7 ..........................................................................................................92

CONCLUSION ...................................................................................................................... 92

References .............................................................................................................................. 94

x

NOMENCLATURE

OR Operation Research

LP Linear Programming

MP Mathematical Program

xi

.

CHAPTER 1

INTRODUCTION

1.1 Introduction:

Mathematical programming or linear programming is one of the most widely

used techniques in operations research. Many practical problems in operations research

can be expressed as linear programming (LP) problems. Certain special cases of linear

programming, such as network flow problems and multicommodity flow problems are

considered important enough to have generated much research on specialized algorithms

for their solution. In many cases its application has been so successful that its use has

become an accepted routine planning tool. It is therefore rather surprising that

comparatively little attention has been paid to the problems of formulating and building

mathematical programming models as well as developing computer technique for

solving linear programming problems.

of their applications in many branches of science and Engineering. Some of the earlier

researchers studied the problems related with optimization technique. At first George

Bernard Dantzig develop simplex method in 1950. The simplex method is an iterative

procedure for solving a linear program in a finite number of steps and provides all the

information about the program. Dantzig (1962) developed a solution method for solving

linear programming problem (LP) by replacing one basic variable by one non-basic

variable at each simplex iteration. Assuming the compactness of the constraint set S and

applying the transformation, y = tx, t• 0 Charnes and cooper (1962) transformed linear

fractional programming (LFP) to two linear programs and solved either or both of the

linear programs and hence solved the LFP. Paranjape (1965) developed a method which

replaces two-basic variables by two non-basic variables at each iteration of simplex

method for solving LP. Agarwal and Verma (1977) generalized the method of Paranjape

for solving LP by replacing 3-basic variables at each iteration. Kanchan (1976) extended

Paranjape’s method for solving (LFP) and Gupta and Sharma (1983) further extended

Kanchan’s method for solving quadratic programming problem(QP). Forhad (2004)

compared different methods for solving linear fractional programming problem.

1

.

replacement to simplex method of P variables replacement, where P• 1. We also

developed a computer techniques for solving LP problems of replacing more than one

basic variable by non-basic variables at each simplex iteration.

For the sake of self-containness of the thesis we first briefly discuss the linear

programming models as well as graphical and computers methods in Chapter 2. In this

chapter we have developed a computational technique using mathematica codes to show

the feasible region of two-dimensional linear programming problems and which also

give the optimal solution.

oriented algorithm for solving linear programming problems.

Paranjape and Agrawal & Verma for solving linear programming problem (LP). We

also give a numerical example to demonstrate both the methods.

programming problems. We also give a combined program in mathematica for solving

large scale real life problem by more than one basic variables replacement methods.

In Chapter 6, we illustrate some counter example to highlight the more than one

basic variables replacement at each iteration of simplex method as well as graphically,

numerically and by using our combined program in programming language mathematica.

type method by replacing more than one basic variables by non-basic variables at each

simplex iteration. A large scale LP problem, which involves a numerous amount of data,

constraints and variables, cannot be handle analytically with pencil and paper. To

overcome the complexities of large-scale Linear Programming (LP) problem here we

develop a combined program in mathematica for solving LP by more than one basic

variables replacement at each iteration of simplex method. To illustrate the purpose, we

solve a sizable large-scale LP Problem of Textile Mill Scheduling problem, which

is formulated in section 1.8. To present our study, we required the following

prerequisites:

2

.

Many application of science makes use of models. The term ‘model’ is usually

used for structure has been built purposely to exhibit features and characteristics of some

other object. Generally only some of these features and characteristics will be retrained

in the model depending upon the use to which it is to be put. More often in Operations

Research we will be concerned with abstract models. These models will usually be

mathematical in that algebraic symbolism will be used to mirror the internal relationships

in that object (often an organization ) being modeled. Our attention will mainly be

confined to such mathematical models although the term ‘model’ is sometimes used

more widely to include purely descriptive models.

involves a set of mathematical relationship (such as equations, inequalities, logical

dependencies, etc) which correspond to some down-to-earth relationships in a real world

(such as technological relationships, physical laws, marketing constraints, etc)

• The actual exercise of building a model often reveals relationships, which were

not apparent to many people. As a result a greater understanding is achieved of

the object being modeled.

• Having built a model it is usually possibly to analysis it mathematically to help

suggest courses of action, which might not otherwise be apparent.

• Experimentation is possible with a model whereas it is often not possible or

desirable to experiment with the object being modeled. It would clearly be

politically difficult as well as undesirable to experiment with unconventional

economic measures in a country if there was a high probability of disastrous

failure. The pursuit of such courageous experiments would be more (though not

perhaps totally) acceptable on a mathematical model.

it incorporates. These relationships are to large extent, independent of data in the model.

A model may be used on many different occasions with differing data, e.g. cost,

technological coefficients, resource availability’s, etc. We would usually still think of it

as the same model even though some coefficients had changed. This distinction is not, of

course, total radical changes in the data would usually be thought of as a changing the

relationships and therefore the model.

3

.

Mathematical programming is one of the most widely used techniques in

Operations Research. In many cases its application has been so successful that its use has

passed out of Operations Research departments to become an accepted routine planning

tool. It is therefore rather surprising that comparatively little attention has been paid in

the literature to the problems of formulating and building mathematical programming

models even deciding when such model is applicable.

different from Computer Programming. Mathematical programming is ‘Programming’ in

the sense of ‘planning’. As such it need have nothing to do with Computers. The

confusion over the use of world ‘programming’ is widespread and unfortunate.

Inevitably mathematical programming becomes involved with computing since practical

problems almost always involves large quantities of data and arithmetic which can only

reasonably be tackle by the calculating power of a computer. The correct relationship

between Computers and Mathematical Programming should, however, be understood.

The common feature which mathematical programming models have is they all

involve Optimization. We want to maximize something. The quantity by which we want

to maximize or minimize is known as an objective function. Unfortunately the realization

that Mathematical Programming is concerned with optimizing an objective often leads

people to summarily dismiss Mathematical programming as being inapplicable in

practical situation where there is no clear objective or there are a multiplicity of

objectives.

Programming Model, called a linear programming model and its related problems.

Program (MP):

the optimization (maximization or minimization) of a function of several variables

4

.

variables.

f(x),g i (x), (i =1,2,3, ……… ,m ), are real valued functions of the n real variables

x 1 ,x 2 ,x 3 , ………… x n .The function f is called objective function and (1.2) is referred

to as constraints.

it are linear decision variables x is called a linear programming problem (LP).Among

the mathematical programs the linear programming problem(LP) is a well known

optimization technique. The mathematical model of a linear programming problem (in its

canonical form) is as follows:

We have started the MP as maximization one. This has been done without any

loss of generality, since a minimization problem can always be converted into a

maximization problem using the identity

min f(x)=max(-f(x))

The set S is normally taken as a connected subset of Rn . Here the set S is taken

as the entire space Rn. The set X ={x ∈S, g i (x) ≤ 0 ; i=1,2,…,m, } is known to as the

feasible region, feasible set or constraint set of the program MP and any point x∈X is a

feasible solution or feasible point of the program MP which satisfies all the constraints of

5

.

MP . If the constraint set X is empty (i.e. X=φ ) , then there is no feasible solution ; in

this case the program MP is inconsistent .

A feasible point x0∈X is known as a global optimal solution to the program MP if

f ( x) ≤ f ( x 0 ) , x ∈ X 1.5

of the program MP. A point x0 is said to be a strict global maximum point of f(x) over X

if the strict inequality (<) in (1.5) holds for all x ∈ X and x = x0 .

A point x*∈X is a local or relative maximum point of f(x) over X if there exists

some ε >0 such that

f ( x) ≤ f ( x * ) , ∀x ∈ X ∩ N ε ( x * ) .

minimum and local minimum can defined by changing the sense of inequality.

The MP can be broadly classified into two categories: unconstrained

optimization problem and constrained optimization problem. If the constraint set X is

the whole space Rn, program MP is then known as an unconstrained optimization

problem, in this case, we are interested in finding a point of Rn at which the objective

function has an optimum value . On the contrary, if X is a proper subset of Rn .

If both the objective function and the constraint set are linear, then MP is called a

linear programming problem (LPP) or a linear program (LP)

On the other hand, non-linearity of the objective function or constraints gives rise

to non-linear programming problem or a non-linear program (NLP). Several

algorithms have been developed to solve certain NLP.

As follows:

Subject to

6

.

n

Z = ∑cjxj

j =1

j =1

Where one and only one of the signs ≤ , = , ≥ holds for each constraint in (1.6)

and the sign may vary from one constraint to another.

Here c j (j = 1,2, …...,n ) are called profit (or cost) coefficients, x j (j = 1,2,………,n ) are

called decision variables. The set of feasible solution to (LP) is

The set S is called the constraints set, feasible set or feasible region of (LP).

Subject to Ax (≤ , = , ≥ ) b

and c is a (1×n) row vector.

Convex Set :

A set SεRn is called a convex set if x1,x2 εS => λ x1 +(1-λ) x2εS for all (0≤ λ ≤1).

The empty and singleton sets are treated as convex sets. A set S is clearly convex if the

line segment joining any two points of S lies in S. It should be noted that the number of points in

a convex set is zero, one or infinite.

Extreme Point :

Let S⊆Rn be a convex set. A point xεS is called an extreme point or vertex of S if there

exist no two distinct points x1 and x2 in S such that

7

.

the following major steps :

Step 1:

Identify the unknown variables to be determined (decision variables) and represent them

in terms of a algebraic symbols.

Step 2:

Formulate the other conditions of the problem such as resource limitations, market

constraints and inter-relation between variables etc. as linear equations or enequations in

terms of decision variables.

Step 3:

Identify the objective or criterion and represent it as linear function of the decision

variables, which is to be maximized or minimized.

Step 4:

Add the ‘Non-negativity’ constraint from the consideration that negative values of the

decision variables do not have any valid physical interpretation.

The objective function, the set of constraints and the non-negative constraints together

from a linear programming problem.

We now recall the following are basic results of a linear programming problem (LP)

from Kambo [1984] and Gass [1984].

Theorem 1.1

The constraint or feasible set of a linear programming problem is a convex set.

Proof:

Consider the linear programming problem

8

.

Subject to

n

x∈ S = {x :∑ aij x j {≤, =, ≥}bi ; i = 1,2,.............m

j =1

We have to prove that S is a convex set. The definition tells us that S is a intersection

of H, H + and H - . By theorem we know that the sets H, H + , H - , H + 0 and H - 0 are all convex sets.

So H, H + , and H - are convex sets. Also by theorem we know that the intersection of any

collection of convex set is a convex set. So S is a convex set. Hence the theorem is proved.

Theorem 1.2

The set of optimal solutions to the linear programming(L.P) is convex.

Proof:

Let x0 = (x 1 0,x 2 0,………,x n 0)T and y0 = (y 1 0, y 2 0, …….y n 0)T be two optimal solutions to

program (LP). Then cTx0 = cTy0 = min z

where c = (c 1 ,c 2 ,……,c n )T. Since x0 and y0 are feasible for (LP) and the feasible set S is

Also cT (λ x0 + (1- λ) y0 )

= min z

Hence λ x0+(1- λ)y0 is also an optimal solution for all 0≤ λ ≤1. This means that the set of all

optimal solutions to the linear programming Problem is a convex set.

Let the constraint set T be non-empty closed and bounded. Then an optimal solution to

the Linear Problem (LP) exists and it is attained at a vertex of the constraint set T.

9

.

Proof:

Since the is non-empty and compact and Z = cT x is continuous and an optimal solution

exists. The number of the vertices of the convex polyhedron T is finite. Let the vertices of T be

x1,x2,........,xk (xi ∈Rn for all i). Then the set T is equal to the convex hull of the points x1, x2,

............., xk. Thus any feasible point x ∈ T can be written as

k

X= ∑λ X

i =1

i

i

k

Where λ i ≥ 0 (i=1,...........,k) and ∑λ

i =1

i

=1

Z = cT x

k

= cT ∑

i =1

λX i

i

k

=∑

i =1

λc i

T

Xi

= λ1 c T x 1 + λ 2 c T x 2 + ........... + λ k c T x k

≥ z0 (λ1 + λ2 + ........... + λk )

= z0

Subject to:

Ax = b 1.7

x >0 1.8

10

.

is known as a linear program in standard form. The characteristics of this form are:

All the constraints are expressed in the form of equations, except for the non-negative

restrictions.

constraints, b = (b 1 , b 2 , ......, b m )T is the vector of right hand side constants, the

component of c are the profit factors, x = (x 1 , x 2 , ......, x n )T ∈ Rn is the vector of

variables, called the decision variables and (1.8) are the non-negativity constraints. The

column vector of the matrix A are referred to as activity vectors. We recall the following

definition for standard linear program.

Feasible Solution:

satisfies conditions (1.7) and (1.8).

Basic Solution:

zero and solving for the remaining m variables, provided the determinant of the

coefficients of these m variables are non-zero. The m variables are called basic variables.

A basic feasible solution is a basic solution, which also satisfies (1.8) that is, all

basic variables are non-negative.

Degenerate Solution:

A basic feasible solution to (1.7) is called degenerate if one or more the basic

variables are zero.

A non -degenerate basic feasible solution is a basic feasible solution with exactly

m positive x i , that is, all basic variables arc positive.

11

.

Optimal Solution:

objective function while satisfying condition (1.7) and (1.8) provided the maximum

value exists.

program as explained below.

multiplying both sides of the constraints by –1(if necessary).

Slack Variable:

n

∑ aij x j ≤ b j (i = 1,2,......, m ; bi ≥ 0)

j =1

,

n

∑ a ij x j + x n +1 = bi (i = 1,2,......., m)

j =1

Surplus Variable :

n

∑a

j =1

ij x j ≥ bj (i = 1,2,......, m ; bi ≥ 0)

n

∑ a ij x j − x n +1 = bi (i = 1,2,......., m)

j =1

12

.

All variables in the equivalent linear program can be made non-negative as follows:

The minimization of f (x) over F is equivalent to the maximization of -f (x) over F.This

enables us to convert a minimization problem into the equivalent maximization problem

(if necessary).

Consider the constraints (1.7) i.e. Ax = b, are consistent and rank (A) = m (< n).

Let B be any non singular m × m submatrix made up of the columns of A and R is the

remainder portion of A. Further, suppose that X B is the vector of variables associated

with columns of B. Then (1.2) can be written as

[B, R]

xB

=b [

x NB

or, B x B + Rx NB = b

x B =B-1b -B-1 Rx NB

where the (n -m) variables x NB can be assigned arbitrary values. The form (1.9) of

constraint is called the canonical form in the variables x B . The particular solution of

(1.7) given by

13

.

x B =B-1b , x NB = 0 1.10

is called the basic solution to the system Ax = b with respect to the basic matrix B. The

variables x NB are known as the non basic variables and the variables x B are said to be

the basic variables. It should be noted that the column of A associated with the basic

matrix B is linearly independent and that all non-basic variables are zero in a basic

solution. The basic solution given by (1.9) is feasible if x B > 0.

Suppose that there exists a feasible solution to the constraint (1.7) and (1.8). The

coefficients of the variables in the objective function z, after the basic variables from it

have been eliminated, are called relative profit factors. In order to find relative profit

factors corresponding to basis matrix B, we partition the profit vector c as

cT = (C B T, C NB T), where c B and c NB are the profit vectors corresponding to the variables

x B and x NB The objective function then is

z = cT B

= c B Tx B + c NB Tx NB 1.11

z = c B T B-1b – c B TB-1 R x NB + c NB T x NB

= z - (c B T B-1R - c NB T ) x NB

= z - c B Tx B - c NB Tx NB

= z - c Tx

Where ,

c = ( c B , c NB )T,

c B = 0.

c NB T = c B T B-1 R- c NB T

z = c B T B-1 b

14

.

Here c is the vector of relative profit factors corresponding to, the basis matrix B

and z is the value of the objective function at the basic solution given by (1.10). Observe

that the components of c corresponding to the basic variables are zero, which ought to be

as is evident from the definition of c .

We now state the following results from Kambo [I984].

Theorem 1.4: If standard linear program with the constraints Ax = b and x > 0,

where A is an m × n matrix of rank m, has a feasible solution, then it also has a basic

feasible solution.

the system Ax = b, x > 0, where A is an m × n matrix of rank m. Then, x is an extreme

point of F if and only if x is a basic feasible solution to the system.

The above theorem ensures that every basic feasible solution to a (LP) is an extreme

point of the convex set of feasible solutions to the problem and that every extreme point

is a basic feasible solution corresponding to one and only one extreme point of the

convex set of feasible solution and vice versa.

(Standard Group):

have huge contributions to our national GDP. They company wishes to expand its

business activities across national boundaries. The owner of Standard Group has $

400000 by which he can produce maximum 1500 pieces of garment items per day. The

owner wishes to produce different garment items (Men’s long sleeve shirt, Men’s short

sleeve shirt, Men’s long pant, Men’s shorts, Ladies long pant, Ladies shorts, Boys long

pant, Boys shorts, Men’s boxer, Men’s fleece jacket, Men’s jacket, Ladies jacket, Boys

jacket) He has the following data for per piece:

15

.

S/ Name of

overhead

/

Accessories cost ($)

N Garment items

Packaging cost ($)

Washing cost ($)

Fabrics cost ($)

Management

production/

Return ($)

cost ($)

1 Men’s long 2.90 .25 .18 .18 .90 .18 4.59 7.09

sleeve shirt

2 Men’s short 2.20 .22 .25 .20 1.0 .25 4.12 6.32

sleeve shirt

3 Men’s long pant 3.50 .30 .20 .17 .85 .22 5.24 8.24

4 Men’s shorts 3.0 .25 .22 .19 1.0 .23 4.89 7.59

5 Ladies long 3.20 .30 .18 .18 .90 .20 4.96 7.76

pant

6 Ladies shorts 2.75 .06 .20 .18 .90 .18 4.27 6.57

7 Boys long pant 2.70 .25 .17 .18 .80 .16 4.26 7.46

8 Boys shorts 2.20 .15 .05 .10 .25 .05 2.80 4.90

9 Men’s boxer 1.0 .30 .15 .20 .80 .20 2.65 3.65

10 Men’s fleece 3.20 .75 .40 .45 2.0 .50 7.30 10.80

jacket

11 Men’s jacket 5.20 .60 .35 .40 1.80 .40 8.75 13.75

12 Ladies jacket 4.40 .50 .30 .35 1.50 .30 7.35 12.85

13 Boys jacket 3.70 .20 .20 1.0 .20 .25 5.55 11.55

Maximum investment for fabrics is $ 4050

Maximum investment for accessories is $ 1200

Maximum investment for washing is $ 800

Maximum investment for packaging is $ 720

Maximum investment for labor/CM is $ 2200

Maximum investment for Management/production/overhead is $ 880

And the industry has a fixed expenditure for each day is $ 4300

16

.

Determine how many of each garment items should be produce for maximum daily

profit.

Formulation:

Step1: Identify the unknown variables to be determined (decision variables) and

represent them in terms of algebraic symbols.

Step 2: Identify all the restrictions or constraints in the problem and express them as

linear equations or inequalities, which are linear functions of the unknown variables.

Step 3: Identify the objective or criterion and represent it as a linear functions of the

decision variables, which is to be maximized (or minimized).

For this problem the unknown variables are the number of RMG items produced for

different product. So, let

x 1 = The number of RMG items- Men’s long sleeve shirt need to be produced

x 2 = The number of RMG items- Men’s short sleeve shirt need to be

produced

x 3 = The number of RMG items- Men’s long pant need to be produced

x 4 = The number of RMG items- Men’s shorts need to be produced

x 5 = The number of RMG items- Ladies long pant need to be produced

x 6 = The number of RMG items- Ladies shorts need to be produced

x 7 = The number of RMG items- Boys long pant need to be produced

x 8 = The number of RMG items- Boys shorts need to be produced

x 9 = The number of RMG items- Men’s boxer need to be produced

x 10 = The number of RMG items- Men’s fleece jacket need to be produced

x 11 = The number of RMG items- Men’s jacket need to be produced

x 12 = The number of RMG items- Ladies jacket need to be produced

and x 13 = The number of RMG items- Boys jacket need to be produced

17

.

In this problem constraints are the limited availability of fund for different purposes as

follows:.

1. Since the company wishes to produce maximum 1500 pieces RMG items, so we have

x1 + x 2 + x3 + x 4 + x5 + x6 + x7 + x8 + x9 + x10 + x11 + x12 + x13 ≤ 1500

2. Since the company has Maximum investment for fabrics is $ 4050, so we have

2.90 x1 + 2.20 x 2 + 3.50 x3 + 3.00 x 4 + 3.20 x5 + 2.75 x6 + 2.70 x7 + 2.20 x8 + x9 + 3.20 x10

+ 5.20 x11 + 4.40 x12 + 3.70 x13 ≤ 4050

3. Since the company has Maximum investment for Accessories is $ 1200 so we have

+ .75 x10 + .6 0 x11 + .50 x12 + .20 x13 ≤ 1200

4. Since the company has Maximum investment for washing is $ 800, so we have

+ .40 x10 + .35 x11 + .30 x12 + .20 x13 ≤ 800

5. Since the company has Maximum investment for packaging is $ 720, so we have

.18 x1 + .20 x 2 + .17 x3 + .19 x 4 + .18 x5 + .18 x6 + .18 x7 + .10 x8 + .20 x9

+ .45 x10 + .40 x11 + .35 x12 + .10 x13 ≤ 720

6. Since the company has Maximum investment for labor/CM is $ 2200, so we have

+ 2 x10 + 1.8 x11 + 1.5 x12 + .20 x13 ≤ 2200

$ 880, so we have

+ .50 x10 + .40 x11 + .3012 + .25 x13 ≤ 880

We must assume that the variables x i , i=1,2, …….,13 are not allowed to be negative.

That is, we do not make negative quantities of any product.

Step 3: (Identify the objective)

In this case, the objective is to maximize the profit by different RMG items. That is,

18

.

+ 2.1x8 + x9 + 3.5 x10 + 5 x11 + 5.5 x12 + 6 x13

Now, we have expressed our problem as a mathematical model. Since the objective

function is to maximize the profit by different RMG items and all of the constraints

functions are linear , the problem can be modeled as the following LP model:

+ 2.1x8 + x9 + 3.5 x10 + 5 x11 + 5.5 x12 + 6 x13

Subject to

x1 + x 2 + x3 + x 4 + x5 + x 6 + x 7 + x8 + x9 + x10 + x11 + x12 + x13 ≤ 1500

2.90 x1 + 2.20 x 2 + 3.50 x3 + 3.00 x 4 + 3.20 x5 + 2.75 x 6 + 2.70 x 7 + 2.20 x8 + x9 + 3.20 x10

+ 5.20 x11 + 4.40 x12 + 3.70 x13 ≤ 4050

+ .75 x10 + .6 0 x11 + .50 x12 + .20 x13 ≤ 1200

+ .40 x10 + .35 x11 + .30 x12 + .20 x13 ≤ 800

+ .45 x10 + .40 x11 + .35 x12 + .10 x13 ≤ 720

+ 2 x10 + 1.8 x11 + 1.5 x12 + .20 x13 ≤ 2200

+ .50 x10 + .40 x11 + .3012 + .25 x13 ≤ 880

Thus the given problem has been formulated as a LP. We will solve this formulated

problem by using our developed computer program.

19

.

1.9.1 Introduction:

Linear programming has proven to be one of the most successful quantitative

approaches to decision making. Applications have been reported in almost every

industry. Problems studied include production scheduling, media selection, financial

planning, capital budgeting, product mix, blending and many others. As the variety of

applications suggests, linear programming is a flexible problem-solving tool.

Scheduling introduce by Jeffrey D. Camn, P.M. Dearing and Suresh K.

Tadisnia which is given as an exercise in ANDERSON [2000]. We

formulate this problem and solve it by using our MATHEMATICA

computer program.

The Scottsville Textile Mill produces five different fabrics. Each fabric can be

woven on one or more of the mills 38 looms. The sales department has forecast demand

for the next month. The demand data are shown in table 1 along with date on the selling

price per yard. Manufacturing cost per yard and purchase price per yard. The mill

operates 24 hours a day and is scheduled for 30 days during the coming month.

Table 1

(yards) ($/ yard) Cost ($/ yard) ($/ yard)

2 22,000 0.86 0.55 0.70

3 62,000 1.10 0.49 0.60

4 7500 1.24 0.51 0.70

5 62,000 0.70 0.50 0.70

20

.

The mill has two types of looms: dobbie and regular. The dobbie looms are more

versatile and can be used for all five fabrics. The regular looms can produce only three of

the fabrics.

The mill has a total of 38 looms, 8 are dobbie and 30 are regular. The rate of

production for each fabric on each type of loom is given in Table 2. The time required to

change over from producing one fabric to another is negligible and does not have to be

considered.

Table- 2

Loom Production Rates (yards/hour)

Fabric Dobbie Regular

1 4.63 -----

2 4.63 -----

3 5.23 5.23

4 5.23 5.23

5 4.17 4.17

The Scottsville Textile mill satisfies all demand with either its own

fabric or purchased from another mill. That is fabric that cannot be woven

at the Scottsville mill because of limited loom capacity will be purchased

from another mill.

Determine how many of each fabric should be woven and how many

should be purchased for maximum monthly profit.

x 12 = amount of Fabric-1 Purchased from another mill

x 21 = amount of Fabric-2 Woven by Dobbie looms.

x 22 = amount of Fabric-2 Purchased from another mill

x 31 = amount of Fabric-3 Woven by Dobbie looms.

21

.

x 33 = amount of Fabric-3 Purchased from another mill

x 41 = amount of Fabric-4 Woven by Dobbie lomms

x 42 = amount of Fabric-4 Woven by Regular looms

x 43 = amount of Fabric-4 Purchased from another mill

x 51 = amount of Fabric-5 Woven by Dobbie looms

x 52 = amount of Fabric-5 Woven by Regular looms

x 53 = amount of Fabric-5 Purchased from another mill.

The market demand of fabric-1 is 16,500 yards and the textile mill

satisfies all demand with either its own fabric or fabric purchased from

another mill thus the demand constraint for Fabric –1 is

x 11 + x 12 = 16,500

The others demand constraints for fabric-2, 3, 4, 5, are

x 21 + x 22 = 22,000

x 31 + x 32 + x 33 = 62,000

x 41 + x 42 + x 43 = 75,00

x 51 + x 52 + x 53 = 62,000

There are 8 dobbie looms and every loom works 24 hours a day and 30 days in a month.

Thus The total dobbie loom time = 8 × 24 × 30 = 5760 hour.

All Fabrics are woven by dobbie looms.

Loom Production rates of Fabric –1 is = 4.63 yards/ hour.

Thus 4.63 yards of Fabric-1 will produce at 1 hour

x11

∴ x 11 yards of Fabric-1 will produce hours

4.63

Hence time requirement for Fabric-1 will be 0.22 x 11 hours

Similarly Fabric-2, Fabric-3 Fabric-4, Fabric-5 will need 0.22 x 22 hours,

0.20x 31 hours, 0.20 x 41 hours and 0.24 x 51 hours successively.

Thus the total requirement of time will be

0.22x 11 +0.22x 21 +0.20x 31 +0.20x 41 +0.24x 51 which should not exceed the

available dobbie loom time 5760 hours. So the constraint becomes.

22

.

Again, 30 regular loom have 30 × 24 × 30 = 21600 hours. Regular loom can make

Fabric-3 Fabric-4 and Fabric-5. Similarly Fabric-3, Fabric-4, fabric-5 require 0.20x 32

hours, 0.20x 42 hours and 0.24 x 52 hours.

Thus the time constraint becomes

The Objective function is to maximize the total profit from sales. The selling

price of fabric-1 is = 0.99 $ / yard, thus profit after manufacturing Fabric-1 is = 0.99 -

0.66 = 0.33 $/yard. Profit from x 11 yard is = 0.33 x 11 $

Again purchasing cost is = 0.80 $/yard, thus profit after purchasing fabric-1 is =

0.99 - 0.80 = 0.19 $/yard. Profit from x 12 yard is = 0.19 x 12 $.

Similarly the other profit from rest of the decision variables are

0.31x 21 , 0.16x 22 , 0.61x 31 , 0.61x 32 , 0.50x 33 , 0.73x 41 , 0.73x 42 , 0.54x 43 , 0.20x 51 , 0.20x 52 ,

0.0 x 53 .

0.50 x 33 + 0.73 x 41 + 0.73x 42 + 0.54 x 43 + 0.20x 51 + 0.20x 52 + 0.00 x 53 .

restrict the variables non-negative. That is x ij ≥ 0 ( where i = 1,2,3,4,5 &

j = 1,2 ) & x 33 , x 43 , x 53 ≥0.

Hence the linear programming model for our Textile mill Scheduling problem becomes

Maximize

23

.

Subject to

x 11 + x 12 = 16500

x 21 + x 22 = 22000

x 31 + x 32 + x 33 = 62000

x 41 + x 42 + x 43 = 7500

x 51 + x 52 + x 53 = 62000

Thus the given problem has been formulated as a LP. We will solve this formulated

problem by using our developed computer program.

24

Chapter 2

COMPUTER METHODS

2.1 Steps in Developing a Linear Programming (LP) Model:

1) Formulation

2) Solution

(i) Graphical Method

(ii) Numerical Method

3) Interpretation and Sensitivity Analysis

2.1.1 Properties of Linear Programming Models:

1) Seek to minimize or maximize

2) Include “constraints” or limitations

3) There must be alternatives available

4) All equations are linear

2.1.2 Mathematical Formulation of Linear Programming problem:

Linear programming deals with the optimization of a function of variables known

as objective function, subject to set of linear equalities/inequalities known as constraints.

The objective function may be profit, loss, cost, production capacity or any other measure

of effectiveness which is to be obtained in the best possible or optimal manner. The

constraints may be imposed by different sources such as market demand, production

processes and equipment, storage capacity, raw material availability, etc. by linearity is

meant a mathematical expression in which the variables have unit power only.

Linear programming is used for optimization problems that satisfy the following

conditions:

expressed as a linear function of decision variables.

2. There are constraints on the attainment of the objective and they are capable of

being expressed as linear equalities/inequalities in terms of variables.

3. There are alternative courses of action.

4. The decision variables are interrelated and non-negative.

5. Resources are in limited supply.

A linear programming problem with only two variables presents a simple case, for

3, 4

which the solution can be derived using a graphical method . This method consists of

the following steps:

Step-1. Represent the given problem in mathematical form, i.e. , formulate an L.P.

model for the given problem.

find the convex region formed by them.

Step-4. Find the vertices of the convex region and also the value of the objective function

at each vertex. The vertex that gives the optimum value of the objective function gives the

optimal solution to the problem.

(ii) An infinite number of optimal solutions,

(iii) An unbounded solution, and

(iv) No solution.

Otobi is one of the largest and reputed furniture companies in Bangladesh. They

have started their operation since 1975. They have produced diversified furniture products

in different sections. Here we collected data from one section, which produces only chairs

and tables. The company has the following data

Tables Chairs

(per table) (per chair) Hours Available

26

Profit Contribution $7 $5

Other Limitations:

• Make no more than 450 chairs

• Make at least 100 tables

Determine how many of each furniture item should be produce for maximum daily

profit.

Formulation:

Decision Variables:

T = Num. of tables to make

C = Num. of chairs to make

Objective Function: Maximize Profit

Maximize $7 T + $5 C

Constraints:

• Have 2400 hours of carpentry time available

3 T + 4 C < 2400 (hours)

• Have 1000 hours of painting time available

2 T + 1 C < 1000 (hours)

More Constraints:

• Make no more than 450 chairs

C < 450 (num. chairs)

• Make at least 100 tables

T > 100 (num. tables)

Nonnegativity:

Cannot make a negative number of chairs or tables

27

T>0

C>0

Model Summary:

Max 7T + 5C (profit)

Subject to the constraints:

3T + 4C < 2400 (carpentry hrs)

2T + 1C < 1000 (painting hrs)

C < 450 (max. chairs)

T > 100 (min. tables)

T, C > 0 (non-negativity)

• Graphing an LP model helps provide insight into LP models and their solutions.

• While this can only be done in two dimensions, the same properties apply to all LP

models and solutions.

C

Carpentry

Constraint Line

3T + 4C = 2400

Infeasible

600 > 2400 hrs

Intercepts

(T = 0, C = 600)

(T = 800, C = 0)

Feasible

< 2400 hrs

0 0 800 T

Figure-1

28

C

1000

Painting

Constraint Line

2T + 1C = 1000

600

Intercepts

(T = 0, C = 1000)

(T = 500, C = 0)

0

0 500 800 T

Figure-2

C

1000

Max Chair Line

C = 450

T = 100

450

Feasible

Region

0

0 100 500 800 T

Figure-3

29

C

Objective

Function Line 500

7T + 5C = Profit

Optimal Point

400

(T = 320, C =

360)

300

200

100

Figure-4

The company should produce 320 pieces of table and 360 pieces of chair Determine

for maximum daily profit

2.3 LP Characteristics:

• Corner Point Property: An optimal solution must lie at one or more corner points

• Optimal Solution: The corner point with the best objective function value is optimal

Example: x < 10

x < 12

The second constraint is redundant because it is less restrictive.

30

2. Infeasibility – when no feasible solution exists (there is no feasible region)

Example: x < 10

x > 15

3. Alternate Optimal Solutions – when there is more than one optimal solution

Max 2T + 2C C

Subject to: All points on

T + C < 10 Red segment

10

T < 5 are optimal

C< 6

T, C > 0 6

0 0 5 10 T

Figure-5

infinitely large

Direction

Max 2T + 2C of solution

Subject to: 2

2T + 3C > 6

T, C > 0

1

0

0 1 2 3 T

Figure-6

31

2.4 Numerical Example-1:

Maximize Z =5x 1 + 8x 2

Subject to 3x 1 + 2x 2 ≤ 36

x 1 + 2x 2 ≤ 20

3x 1 + 4x 2 ≤ 42

x1, x2 ≥ 0

The solution space satisfying the given constrains and meeting the non- negativity

restrictions x 1 ,x 2 ≥ 0 is shown shaded in figure-7 below. Any point in this shaded region is

a feasible solution to the given problem.

Figure-7

Feasible region for example - 1

The vertices of the convex feasible region OABCD are O(0,0), A(12,0), B(10,3), C(2,9) and D(0,10).

The value of the objective function at these points are:

Z(O)=0 , Z(A)=60, Z(B)=74, Z(C)=82, and Z(D)=80 .

Since the maximum value of the objective function is 82 and it occurs at C(2,9), the optimal

solution to the given problem is x 1 =2, x 2 =9 with

Z max =82 .

32

2.5 Mathematica Codes for Graphical Representation of

Feasible Region:

In this section we have developed a computational technique using mathematica codes to

show the feasible region of two-dimensional linear programming problems. This method also gives

the optimal solution. We have illustrated two numerical examples (maximization & Minimization) to

demonstrate our method.

2.5.1 Numerical Example-2:

Maximize Z = 2x 1 + 3x 2

Subject to x 1 + x 2 ≤ 30

x2 ≥ 3

x 2 ≤ 12

x 1 -x 2 ≥ 0

0 ≤ x 1 ≤ 20.

Solution:

The solution space satisfying the given constraints and meeting the non-negativity restrictions

x 1 ≥ 0 and x 2 ≥ 0 is shown shaded in Fig. 8. Any point in this shaded region is a feasible solution to

the given problem.

Mathematica Codes for Graphical Representation:

<<Graphics `ImplicitPlot`

<<GraPhics `Colors`

<<Graphics `Arrow`

11 = ImplicitPlot [{ x1+x2 == 30 , x2 ==3 ,x2 == 12 , x1-x2 == 0 , x1 == 20 },

{x1, 0 ,25} , {x2, 0 ,25} , PlotStyle -> {Blue , Maroon , Green , Brown , Purple} ,

DisplayFunction -> Identity] ;

p1 = Graphics [{Maroon , Polygon[{{3,3} , {12,12} , {18,12} , {20,10} , {20,3}}]}] ;

t1 = Graphics [{Text [“A(3,3)”, {3.5 , 2.5}] , Text [“B(12,12)”, {12.5 , 12.5}],

Text [“C(18,12)”, {18.6 , 12.5}] , Text [“D(20,10)”, {22.5, 10.5}] ,

Text [“E(20,3)”, {22.2 , 2.5}]}] ;

t2 = Graphics [{Text [“x2• 3”,{23 , 3.5}] , Text [“x2≤ 12”, {23, 12.5}] ,

Text [“x1-x2• 0”, {5.2, 8}] , Text[“x1+x2≤ 30”, {13, 20}] ,

Text [“x1≤ 20”, {21.5, 6}]}] ;

a1 = Graphics [{Arrow [{5, 25}, {4, 24}, HeadScaling -> Relative] ,

Arrow [{25, 25} , {26, 24}, HeadScaling -> Relative] ,

Arrow [{25, 12} , {25, 11}, HeadScaling -> Relative] ,

Arrow [{25, 3} , {25, 4}, HeadScaling -> Relative] ,

33

Arrow [{20, 25} , {19, 25}, HeadScaling -> Relative]}] ;

Show [{l1 , p1 , t1 ,t2 , a1} , AxesLabel -> {“x1” , “x2”} ,

Ticks -> {{3 ,6 , 9 , 12 ,15 , 18 , 21} , {3 , 6 , 9 , 12 , 15 , 18 , 21}} ,

DisplayFunction -> $DisplayFunction]

Figure-8

Feasible region for example 2

The co-ordinates of the five vertices of the convex region ABCDE are A(3,3),

INPUT:

z [ x1_, x2_] : = 2 x1 + 3 x2 ;

v = { z[ 3 , 3] , z[ 12 , 12 ] , z[ 18 , 12] , z[ 20 , 10 ] , z[ 20 , 3]}

optimal = Max [v]

OUTPUT:

{ 15 , 60 , 72 , 70 , 49 }

72

Since the maximum value of Z is 72, which occurs at the point C(18,12), the solution to the

given problem is x 1 = 18, x 2 = 12 with

Z max = 72.

34

Remark-1: If we solve this problem by usual simplex method we need to use artificial

variables and to apply 2 phase simplex method or Big-M simplex method, which needs 7

iterations. But it is time consuming and clumsy method.

(LP) Minimize Z = - x 1 + 2x 2

Subject to - x 1 + 3x 2 ≤ 10

x1 + x2 ≤ 6

x1 - x2 ≤ 2

x1, x2 ≥ 0

Solution :

The solution space satisfying the given constraints and meeting the non-negativity

restrictions x 1 ≥0 and x 2 ≥0 is shown shaded in Fig. 9. Any point in this feasible region is

a feasible solution to the given problem.

{x2, -2, 8} , PlotStyle -> { Blue , Maroon , Green } , DisplayFunction -> Identity] ;

p3 = Graphics [{ Hue [ .55] , Polygon [{{0, 0} , {0, 10/3} , {2, 4} , {4, 2} , {2, 0}}]}] ;

t5 = Graphics [{Text [“O(0,0)”, {-.15 , -.2 }] , Text [“A(0, 10/3)”, {1.2 , 3.5}] ,

Text [“B(2, 4)”, {2.8 , 4.4}] , Text [“C(4, 2)”, {5, 2.1}] ,

Text [“D(2,0)”, {3.2 , .2}]}] ;

t6 = Graphics [{Text [“-x1+3*x2≤10”, {4.5 , 5.5}] , Text [“x1+x2≤6”, {6.5, .8}] ,

Text [“x1-x2≤2”, {7.5, 4}]}] ;

a3 = Graphics [{Arrow [{-2, 8}, {-2.5, 7.5}, HeadScaling -> Relative] ,

Arrow [{10, 8} , {9.5, 8.5}, HeadScaling -> Relative] ,

Arrow [{10, 6.7} , {10.2, 5.5}, HeadScaling -> Relative]}] ;

Show [{l3 , p3 , t5 , t6 , a3} , AxesLabel -> {“x1” , “x2”} ,

Ticks -> {{2 , 4 , 6 , 8 ,10} , {2 , 4, 6 , 8}} ,

DisplayFunction -> $DisplayFunction]

35

Figure-9

Feasible region for example 3

The coordinates of the vertices of the convex polygon OABCD are O(0,0), A(0,10/3), B(2,4),

C(4,2), and D(2,0)

INPUT:

z [ x1_, x2_] : = -x1 + 2 x2 ;

v = { z[ 0 , 0] , z[ 0 , 10/3 ] , z[ 2 , 4] , z[ 4 , 2 ] , z[ 2 , 0]}

optimal = Min [v]

OUTPUT:

{ 0 , 20/3 , 6 , 0 , –2 }

-2

Since the minimum value of Z is – 2, which occurs at the vertex D(2,0), The

solution to the given problem is x 1 = 2 , x 2 = 0 with

Z max = - 2.

36

2.6 Conclusion:

method as well as numerical method. But, we can only use graphical method when the

problem is in two dimensional. For solving a LP problem by graphical method, it is

necessary to plot the graph accurately which is very difficult and also time consuming. To

overcame this difficulties, in this section we developed a computational technique using

mathematica codes to show the feasible region of two-dimensional linear programming

problems and our mathematica codes also give the optimal solution. In usual simplex

method, we need to use artificial variables and have to apply 2 Phase simplex method or Big-M

simplex method when the set of constraints is not in canonical form, which needs many iterations

which is also time consuming and clumsy. But by applying our computational technique using

mathematica codes we can solve any types of problems easily.

37

Chapter 3

ALGORITHM FOR SOLVING LINEAR PROGRAMMING

PROBLEMS

3.1 Introduction:

finite number of steps and provides all the information about the program. Also it indicates

whether or not the program is feasible. If the program is feasible, it either finds an optimal

solution or indicates that an unbounded solution exists. At first G.B. Dantzig develop this

method in 1950. Following Dantzig [1963], KAMBO [1984], Gillet [1988] described the

simplex method as below.

Basically the simplex method is an iterative procedure that can be used to solve

any linear programming model if the needed computer time and storage are available. It is

assumed that the original linear programming model

r

Maximize z = ∑ c j x j

j =1

r

Subject to : ∑a

j =1

ij x j (>, =, <)bi , bi > 0, i = 1, 2, ........, m

all x j > 0

n

Maximize z = ∑ c j x j

j =1

r

Subject to : ∑a

j =1

ij x j = bi i = 1, 2, ........, m

all x j > 0

which includes slack variables that have been added to the left side of each less

than or equal to constraint, surplus variables that have been subtracted from the left side of

each greater than or equal to constraint, and artificial variables that have been added to the

left side of than greater than or equal to constraint and each equality. It is assumed that the

profit coefficients for the slack and surplus variables are zero while the profit coefficients

for the artificial variables are arbitrarily small negative numbers (algebraically), say -M.

The equivalent model necessarily assures us that each equation contains a variable with a

coefficient of 1 in that equation and a coefficient of zero in each of the other equations. If

the original constraint was a less than or equal to constraint, the slack variable in the

corresponding equation will satisfy the condition just stated. Likewise, the artificial

variables added to the greater than or equal to constraints and equalities satisfy the

condition for each of the remaining equations in the equivalent model. These slack and

artificial variables are the basic variables in the initial basic feasible solution of the

equivalent problem.

Maximize : z

Subject to:

n

z − ∑cjxj = 0

j =1

3.1

∑a

j =1

ij x j = bi , i = 1, 2, ........, m 3.2

all x j > 0

representation by (2.2) that contains an artificial variable and add the resulting equations

to equation (2.1) to give.

Maximize : z

n

Subject to : z − ∑ c j x j = b0 3.3

j =1

39

n

∑a

j =1

ij x j = bi , i = 1, 2, ........, m 3.4

all x j > 0

*

This assures us that each equation in (3.4) contains a slack or artificial variable that

has a coefficient of 1 in that equation and a coefficient of zero in each of the other

equations in (3.4) as well as in equation (3.3). Equation (3.3) will be refereed to as the

objective function equation. We will now present the general simplex method.

The computational steps of the simplex method for solving an (LP) which is in

canonical form are as follows: (for maximization problem).

Step 2 : Start with an initial basic feasible solution in canonical form and set up the Initial

table.

Step 3 : Use the innerproduct rule to find the relative profit factors (∩ j )as follows, ∩ j = c j

c j - z j =c j (innerproduct of c B and the column corresponding to x j in the canonical

system).

If all ∩ j ≤0, the current basic feasible solution is optimal. Otherwise,select the

nonbasic variable with the most positive ∩ j to enter the basis and

To determine the outgoing variable from the basis, we examine each element of

pivot column to observe howfar the non–basic variable can be increased. For those

constraints in which the non–basic variable has a positive co-efficient, the limit is given by

the ratio of the R.H.S constant to that positive co-efficient. For other constraints the limit

40

is set to ∞ . The constraint with the lowest limit determined, the corresponding row is

called the pivot row, the basic variable in that constraint will be replaced by the non-basic

variable. The element which is at the intersection of the pivot row and pivot column is

called the pivot element.

Since the determination of the variable to leave the basis involves the calculation

of ratios and selection of the minimum ratio, this rule is generally called the minimum

ratio rule.

Step 6 : Perform the pivot operation to get the new table and the basic feasible solution.

That is,

(1) Divide all elements of the pivot row by the pivot element.

(2) Then, in order to obtain zeros in the other places of the pivot column, add

suitable multiples of the transformed pivot row to the remaining rows.

Step 7 :Compute the relative profit factors by using inner–product rule.Return to step-4.

Remark 2.2.1 : each sequence of step–4 to step–7 is called an iteration to the simplex

method. Thus each iteration gives a new table and an improved basic feasible solution.

Remark 2.2.2 : An alternative optimal solution is indicated whenever there exists a non-

basic variable whose relative profit factor ∩ j is zero in the optimal table. Otherwise the

solution is unique.

Remark 2.2.3 : If all the elements in the pivot column are non-positive then this indicates

that the problem has an unbounded solution.

3.2.2 Properties of the Simplex Method:

The important properties of the simplex method are summarized here for convenient ready

reference.

basic feasible solution for the equivalent model and moves to an adjacent

basic feasible solution that does not decrease the value of the objective

function. If such a solution does not exist an optimal solution for the

equivalent model has been reached. That is, if all of the coefficients of the

non-basic variables in the objective function equation are greater than or

equal to zero at some point, then all optimal solution for the equivalent

model has been reached.

41

ii) If an artificial variable is an optimal solution of the equivalent model at a

non-zero level, then no feasible solution for the original model exists. On

the contrary, if the optimal solution of equivalent model does not contain

an artificial variable at a non-zero level, the solution is also optimal for

the original model.

iii) If all of the slack, surplus, and artificial variables are zero when an

optimal solution of the equivalent model is reached, then all of the

constraints in the original model are strict "equalities" for the values of the

variables that optimize the objective function.

iv) If a non-basic variable has a zero coefficient in the objective function

equation when an optimal solution is reached, there are multiple optimal

solutions. In fact, there is an infinity of optimal solutions. The simplex

method finds only one optimal solutions and stops.

v) Once an artificial variable leaves the set of basic variables (the basis), it

will never enter the basis again. So all calculations for that variable can be

ignored in future steps.

vi) When selecting the variable to leave the current basis:

a) If two or more ratios are smallest, choose one arbitrarily.

b) If a positive ratio does not exist, the objective function in the original

model is not bounded by the constraints. Thus, a finite optimal solution for

the original model does not exist.

vii) If a basis has a variable at the zero level, it is called a degenerate basis.

viii) Although cycling is possible, there have never been any practical

problems for which the simplex method failed to converge.

1) in canonical form

or 2) not in canonical form .

The standard linear programming problem (LP)is of the canonical form if

(LP1) Maximize Z = cx

Subject to Im x B + N XN = b

42

Where Im is m × m identity matrix, x B = (x 1 ,x 2 , ………, x m )is the vector of basic

variables. N=(a ij )is an m× (n-m) submatrix formed by the remaining Column of

A.

If all of the constraints are of “≤ ” type or can be converted to “ • ” type and all

R.H.S constants bi (I=1,2,……..,m) are non-negative,the canonical form Can easily be

obtained. Then we can form the initial basic feasible simplex table.

In some linear programming problem may not have a readily available canonical

Form. In these problems at least one of the constraints is of either “=”or “≥”type. In such

a problem one has to find a basic feasible solution in canonical form before starting initial

simplex table. In such case we follow artificial variables technique.

In this technique, first the linear programming problem is converted to standard

form then each constraint is examined for the existence of and basic variable. If none is

available, and new variable is added to act as the basic variable in that constraint. These

new variables are termed as artificial variables. There are two methods available to solve

such problems.

i) The big-M simplex method.

ii) The two-Phase simplex method.

step-2 : Add the artificial variables “w i ” to the left hand side of all the constraints of “=”

and “≥” type in the original problem. Therefore we would lick to get rid of these variables

and would not allow them to appear in the final solution. To do so, these artificial

variables are assigned the letter M as the cost in a minimization problem and-M as the

profit in a maximization problem with the assumption that M is a very large positive

number.

Step-3: continue with the regular steps of simplex method of subsection 2.2.1

43

While making iterations, using simplex method, one of the following cases may

arises :

Case-I : If no artificial variable remains in the in positive level and the optimality

condition is satisfied, then the solution is optimal.

Case-II : When the Big-M simplex method terminates with an optimal table, it is

sometimes possible for one or more artificial variables to remain as basic variables at

positive level. This implies that the original problem is infeasible.

Remark 2.2.4 : Remark 2.1.2 and Remark 2.1.3 are also applicable here.

In this method the linear programming problem is solved in two phases.

Phase-1 : As lick as Big-M simplex method one has to add an artificial variable “w i ” to

each of the constraint which are “≥” or “=” type in the original problem. Instead of

original objective function, an artificial objective function y=∑w i is introduced and is then

minimized subject to the constraints of the original problem for minimization problem. For

maximization problem artificial objective function is the negative of minimization

problem.

Then the following cases arise: (for maximization problem)

Case-1 : If max y= -∑w i = 0 and no artificial variables appears in the basis, then a basic

feasible solution to the original problems is obtained. We then move to the Phase II.

Case-2: If max y= -∑w i ≥ 0 and at least one of the artificial variables appears in the basis

at a positive level, then the original problem has no feasible solution and the procedure

terminates.

Remark 2.2.5 : The artificial objective function can always be minimized whatever be the

objective function of original problem and thus one can avoid the negative sign in artificial

objective function.

Phase II : In this phase, the basic feasible solution found at the end of phase I is

optimized with respect to the original objective function. The simplex method is once

again applied to determine the optimal solution as in subsection 2.2.1

44

Remark 2.2.6 : Remark 2.2.2 and Remark 2.2.3 are also applicable here.

45

Chapter 4

IN SIMPLEX METHOD FOR SOLVING LINEAR

PROGRAMMING PROBLEMS

Solving (LP):

In this section we present the work of Paranjape’s in which he studied the

replacement of two basic variables by two non basic variables at each iteration of Simplex

method for solving (LP).

4.1.1 Algorithm:

∧ ∧ ∧ ∧ ∧

Let xB be another basic feasible solution to the (LP), where B = ( b1 , b2 ,......., bm ) in the

basis in which br1 and br2 are replaced by bu1 and bu 2 respectively of A but not in B.

∧

The columns of B are given by

∧

bi = bi for i ≠ r1 , r2

∧

br1 = au1

∧

br 2 = au 2

Then the new basic variables can be expressed in terms of the original ones and yiu1 and

yiu2

m

i.e. au1 = ∑Y

i =1

b

iu1 i

m

=> y r1u1br1 + y r2u1 br2 = au1 − ∑y

i ≠ r1, r2

b

iu1 i 4.1

m

Similarly, y r1u 2br1 + yr2u 2 br2 = au 2 − ∑y

i ≠ r1, r2

b

iu 2 i 4.2

Multiplying equation (4.1) by yr2u2 and (4.2) by yr2u1 and Subtracting we have,

( )

m

br1 = 1 (au1 yr2 u 2 − au 2 yr2 u1 ) + 1 ∑ bi yiu 2 yr2 u1 − yiu1 yr2 u 2

k k i≠r r

1, 2

m

au1 − ∑y

i ≠ r1 , r2

b

iu1 i yr2u1

= 1k m

au2 − ∑y

i ≠ r1 , r2

b

iu 2 i yr2u2

Similarly,

m

yr1u1 au1 − ∑y

i ≠ r1 , r2

iu1 ib

br2 = 1

k m

yr1u 2 au 2 − ∑y

i ≠ r1 , r2

b

iu 2 i

y r1u1 y r1u2

Where K =

y r2u1 y r2u2

Now x B = B −1b

=> b=Bx B

m

= ∑ bi x Bi

i =1

m

= ∑b x

i ≠ r1 , r2

i B1 + br1 x Br 1 + br2 x B2

m m

m x Br

au1 − ∑y

i ≠ r1 , r2

b yr2u1

iu1 i

X Br

yr1u1 au1 − ∑y b

iu1 i

∑b x

i ≠ r1 , r2

+

1 2

= i Bi

k

m

+ k

m

i ≠ r1 , r2

au2 − ∑y

i ≠ r1 , r2

b yr2u2

iu 2 i yr1u2 au2 − ∑y b

iu 2 i

i ≠ r1 , r2

47

X Br

m yiu xB r1 yr1u 2 yiu yr1u1 1

∑b { x − }+

1 2

= i Bi

k

- k

X Br

i ≠ r1 , r2 xB r2 yr2 u 2 yr2 u1 2

X Br yr1u2 Yr1u1 X Br

1 1

au 1 + au 2

k X Br 2 yr2u2 k Yr2 u1 X Br

2

m ∧ ∧ ∧

=> b = ∑ bi x Bi + au1 x Br1 + au 2 x Br2

i ≠ r1 , r2

4.3

∧

∧ ∧

Where, x Bi = xBi - yiu1 x Br1 + yiu2 x Br2 4.4

∧ X Br y r1u2

X Br1 = 1 = θ u1 ( say )

1

k X y

Br r2u 2 2

4.5

∧ y r1u1 x Br1

X Br2 = 1 = θ u2 ( say )

k yr x Br

u

2 1 2

∧ ∧

X Br = yr1u1 x Br1 + yr1u2 x Br2

1

Also ∧ ∧

4.6

X Br2 = yr2u1 x Br1 + yr2u2 x Br2

∧ m ∧ ∧

Z = ∑ c Bi xBi

i =1

m ∧ ∧ ∧ ∧ ∧

= ∑ c Bi x Bi + c Br1 x Br1 + cBr2 x Br2

i ≠ r1, r2

m

∧ ∧

∧ ∧

= ∑c Bi x B i − yiu1 x Br1 + yiu 2 x Br2

+ cu1 x Br1 + cu 2 x Br2

i ≠ r1, r2

∧ ∧ ∧

Where c B i = cBi , c Br1 = cu1 , c Br2 = cu2

48

∧ m m ∧

Z = ∑ cBi xBi − cBr1 xBr1 − cBr2 xBr2 − ∑c Bi yiu1 x Br1 −

i =1 i ≠ r1 , r2

m ∧ ∧ ∧

∑ cBi yiu 2 x Br2 + cu1 x Br1 + cu2 x Br 2

i ≠ r1 , r2

∧ ∧

∧ ∧

= Z − cBr yr1u1 x Br1 + yr1u 2 x Br2 - cB r2 yr2 u1 x Br1 + yr2 u 2 x Br2

1

m ∧ m ∧ ∧ ∧

− ∑ c Bi yi u1 x Br1 −

i ≠ r1 , r2

∑c

i ≠ r1 , r2

Bi y iu2 x Br2 + cu1 x Br1 + cu2 x Br2

m ∧ m ∧ ∧ ∧

= Z − ∑ cBi yi u1 x Br1 −∑ cBi yiu 2 x Br2 + cu1 x Br1 + cu 2 x Br2

i =1 i =1

( ) ( )

∧ ∧ ∧

∴ Z = Z + cu1 − zu1 x Br1 + cu 2 − zu 2 x Br2

The value of the objective function will improve

∧

If z > z

( ) ( )

∧ ∧

=> z + cu1 − zu1 x Br1 + cu 2 − zu 2 x Br2 > z

( ) ( )

∧ ∧

=> cu1 − zu1 x Br1 + cu2 − zu2 x Br2 > 0

Therefore we get

∧ ∧ ∧

(a) z = z when x Br1 and x Br2 both are separately equal to zero.

∧

(b) z > z if

(

(i) cu1 − zu1 > 0 )

(

(ii) cu 2 − zu 2 > 0 )

In general c j -z j >0

49

4.1.4 Criterion-1: (Choices of the entering variables into the basis):

(i) Choose the u 1 th column of A for which cu1 − zu1 is the greatest positive of

c j -z j , j=1,2,....,n.

(ii) Choose the u 2 th column of A for which cu2 − zu2 is the greatest positive of

c j -z j , j=1,2,....,n. , j ≠ u 1

4.1.5 Criterion-2: (Choices of the out going variables form the basis):

therefore the condition on the choices of r 1 th and r 2 th columns of B are

∧

(i) x Bi ≥ 0

∧

(ii) x Br1 ≥ 0

∧

(iii) x Br 2 ≥ 0

The above inequalities lead to the conditions for the selection of X BR and

1

X BR respectively as

2

xBr xB

(i) Choose X Br for which 1

= min i , yiu1 > 0

yr1u1 yiu

1

1

i

xBr2 xB

(ii) Choose X Br for which = min i , yiu 2 > 0

yr2 u 2 yiu

2

2

i

difficulty can be overcome as follows:

After choosing u 1 th the and u 2 th column and forming K, if one see that all the

elements of K are not non-negative then choose the v′th column of A in lieu of u 2 th

column by the alternative criterion such as choose the column of A as the v′ th for which

c v′ -z v′ is the greatest positive c j -z j ; j=1,2,..........,n ;j≠u 1 , u 2 .

Remark : 4.1.2 :

If the two non-basic variables happen to replace the same basic variable i.e.

x Bi x Bi

> and > occur for the same value of 'i' then one can

min yiu

, yiu 1

0

min yiu

, yiu 2

0

i 1 i 2

overcome this difficulty by the same procedure as in Remark 3.1.1.

50

Remark 4.1.3:

which is easily accessible to readers.

Method for Solving (LP):

In this section we present the work of Agrawal and Verma in which they studied

the replacement of three basic variables by three non basic variables at each iteration of

Simplex method for solving (LP).

4.2.1 Algorithm:

∧ ∧

∧ ∧ ∧

Let x B be another basic feasible solution, where B = b1 , b 2 ......b m is the basis in

which br1 , br2 and br3 are replaced by au1 , au 2 and au3 respectively of A but not in B.

∧

The columns of B are given by

∧

b i = bi , for i ≠ r1 , r2 , r3

∧

b r1 = au1

∧

b r2 = au 2

∧

b r3 = au3

Then the new basic variables can be expressed in terms of the original ones and

yiu1 , yiu 2 , and yiu3

m

i.e. au1 = ∑ yiu1 bi

i =1

m

=> yr1u1 br1 + y r2 u1 b r2 + y r3u1 b r3 = au1 − ∑y

i ≠ r 1, r2 , r3

b

iu1 i 4.7

m

Similarly, y r1u2 br1 + y r2u2 br2 + y r3u2 br3 =au2 − ∑y

i ≠ r1, r2 , r3

b

iu 2 i 4.8

m

and, yr1u3 br1 + yr2 u3 br2 + yr3u3 br3 = au3 − ∑y

i ≠ r 1, r2 , r3

b

iu 3 i 4.9

Solving the above three equations for br1 , br2 and br3 we have,

51

m

au1 − ∑y

i ≠ r 1, r2 , r3

iu1 i b y r2u1 y r3u1

m

1

br1 = au2 − ∑ y iu2 bi y r2u2 y r3u2

k i ≠ r 1, r2 , r3

m

a u3 − ∑y

i ≠ r 1, r2 , r3

iu3 bi y r2u3 y r3u3

m

y r1u1 au1 − ∑y

i ≠ r 1, r2 , r3

b

iu1 i y r3u1

m

1

Similarly br2 = yr u

k 12

au2 − ∑y

i ≠ r 1, r2 , r3

iu 2 bi y r3u2

m

y r1u 3 a u3 _ ∑y

i ≠ r 1, r2 , r3

iu3 bi y r3u3

m

y r1u1 y r2u1 au1 − ∑y

i ≠ r 1, r2 , r3

b

iu1 i

m

1

and br3 = yr u

k 12

y r2u2 au2 − ∑y

i ≠ r 1, r2 , r3

iu 2 bi

m

y r1u3 y r2u3 a u3 − ∑y

i ≠ r 1, r2 , r3

iu3 bi

Where k = yr2 u1 yr2 u 2 yr2 u 3

yr3u1 yr3u 2 yr3u 3

Now X B =B-1b

=> b = Bx B

m

= ∑ bi x Bi

i =1

m

= ∑b x

i ≠ r1 , r2 , r3

i Bi + br1 x Br1 + br2 x Br2 + br3 x Br3

52

m

au1 − ∑

i ≠ r1 , r2 , r3

yiu1 bi yr2 u1 yr3u1

m xBr1 m

= ∑

i ≠ r1 , r2 , r3

bi xBi +

k

au 2 − ∑

i ≠ r1 , r2 , r3

yiu 2 bi yr2 u 2 yr3u 2 +

m

au 3 − ∑

i ≠ r1 , r2 , r3

yiu 3 bi yr2 u 3 yr3u 3

m

yr1u1 au1 − ∑

i ≠ r1 , r2 , r3

yiu1 bi yr3u1

xBr2 m

k

yr1u 2 au 2 − ∑

i ≠ r1 , r2 , r3

yiu 2 bi yr3u 2 +

m

yr1u 3 au 3 − ∑

i ≠ r1 , r2 , r3

yiu 3 bi yr3u 3

m

yr1u1 yr2 u1 au1 − ∑y

i ≠ r 1 , r2 , r3

b

iu1 i

xBr3 m

k

yr1u 2 yr2 u 2 au 2 − ∑y

i ≠ r 1 , r2 , r3

b

iu 2 i

m

yr1u 3 yr2 u 3 au 3 − ∑y

i ≠ r 1 , r2 , r3

b

iu 3 i

1 1

{ yiu1 yiu 2

m

= ∑

i ≠ r1 , r2 , r3

bi xBi −

k

xBr yr2 u 2 yr2 u 3 −

2

k

yr2 u1 xBr yr2 u 3

2

1 1

yiu 3 au1

- yr2 u1 yr2 u 2 xBr + xBr yr2 u 2 yr2 u 3

k 2

k

2

3

1 1

au2 au3

+ yr2u1 xBr yr2u3 + yr2u1 yr2u2 xBr

k 2

k 2

3

m ∧ ∧ ∧ ∧

=> b = ∑b x i

i ≠ r1, r2 , r3

Bi + au1 x Br1 + au2 x Br2 + au3 x Br3

53

∧

∧ ∧ ∧

Where x Bi = xBi − yiu1 x Br1 + yiu 2 x Br2 + yiu 3 x Br3 4.10

∧

= θu1 ( say )

1

x Br1 = xB yr u yr u

k r2 2 2 2 3

xBr yr3u 2 yr3u 3

3

yr1u1 xBr1 yr1u 3

∧

1

x Br2 = yr u xB yr u = θu 2 ( say ) 4.11

k 2 1 r2 2 3

yr3u1 xBr3 yr3u 3

yr1u1 yr1u 2 xBr

∧

1

= θu 3 ( say )

1

x Br3 = yr2 u1 yr2 u 2 xBr2

k

yr3u1 yr3u 2 xBr3

Also,

∧ ∧ ∧

x Br1 = y r1u1 x Br1 + y r1u2 x Br2 + y r1u3 x Br3

∧ ∧ ∧

x Br2 = y r2u1 x Br1 + y r2u2 x Br2 + y r2u3 x Br3 4.12

∧ ∧ ∧

x Br3 = y r3u1 x Br1 + y r3u2 x Br2 + y r3u3 x Br3

Substituting the new value of the variables in the objective function we get the new

objective function as follows:

∧ m ∧ ∧

z = ∑ c Bi x Bi

i =1

m ∧ ∧ ∧ ∧ ∧ ∧ ∧ ∧

= ∑

i ≠ r1 , r2 , r3

c Bi x Bi + c Br1 x Br1 + c Br 2 x Br2 + c Br 3 x Br3

m

∧ ∧ ∧

∧ ∧ ∧

= ∑

i ≠ r1 ,r2 ,r3

c Bi xBi − yiu1 x Br1 + yiu2 x Br2 + yiu3 x Br3 + cu1 x Br1 + cu2 x Br2 + cu3 x Br3

∧ ∧ ∧ ∧

Where c Bi = cBi , c Br 1 = cu1 , c Br 2 = cu 2 , c Br 3 = cu 3

54

∧ m m ∧ m ∧ m ∧

z = ∑ c Bi x Bi − c Br x Br − c Br x Br − c Br x Br − ∑ c Bi yiu1 x Br1 − ∑ c Bi yiu2 x Br2 − ∑c Bi y iu3 x Br3 +

1 1 2 2 3 3

i =1 i ≠ r1 , r2 , r3 i ≠ r1 , r2 , r3 i ≠ r1 , r2 , r3

∧ ∧ ^

cu1 x Br1 + cu2 x Br2 + cu3 x Br3

∧ ∧

∧

∧ ∧ ∧

∧

= z − c Br1 y r1u1 x Br1 + y r1u2 x Br2 + y r1u3 x Br3 − c Br2 y r2u1 x Br1 + y r2u2 x Br2 + y r2u3 x Br3 − x Br3

∧ ∧ ∧

m ∧ m ∧ m ∧

y r3u1 x Br1 + y r3u2 x Br2 + y r3u3 x Br3 − ∑ c Bi y iu1 x Br1 − ∑ c Bi y iu2 x Br2 − ∑ c Bi y iu3 x Br3 +

i ≠ r1 ,r2 ,r3 i ≠ r1 , r2 , r3 i ≠ r1 , r2 , r3

∧ ∧ ∧

cu1 x Br1 + cu2 x Br2 + cu3 x Br3

m ∧ m ∧ m ∧ ∧ ∧ ∧

= z − ∑ cBi yiu1 x Br1 − ∑ cBi yiu2 x Br2 − ∑ cBi yiu3 x Br3 + cu1 x Br1 + cu2 x Br2 + cu3 x Br3

i =1 i =1 i =1

( ) ( ) ( )

∧ ∧ ∧ ∧

z = z + cu1 − zu1 x Br1 + cu 2 − zu 2 x Br2 + cu3 − zu3 x Br3

∧

The value of the objective function will improve if z > z

( ) ( ) ( )

∧ ∧ ∧

=> z + cu1 − zu1 x Br1 + cu 2 − zu 2 x Br2 + cu3 − zu3 x Br3 > z

( ) ( ) ( )

∧ ∧ ∧

=> cu1 − zu1 x Br1 + cu 2 − zu 2 x Br2 + cu3 − zu3 x Br3 > 0

∧ ∧ ∧

But for non-degenerate case x Br1 , x Br2 , x Br3 > 0 . Hence we must have

(i) cu1 − zu1 > 0 ( )

(

(ii) cu2 − zu2 > 0 )

(

(iii) cu3 − zu3 > 0 )

In general c j -z j >0

(i) Choose the u 1 th column of A for which cu1 − zu1 is the greatest positive of

c j -z j , j=1,2,...,n.

(ii) Choose the u 2 th column of A for which cu2 − zu2 is the greatest positive of

c j -z j , j=1,2,...,n. , , j≠u 1

(iii) Choose the u 3 th column of A for which cu3 − zu3 is the greatest positive of

c j -z j , j=1,2,...,n. , j≠u 1 , u 2

55

4.2.5 Criterion-2: (Choices of the out going variables form the basis):

xBr xB

(i) Choose xBr for which 1

= min i , yiu1 〉 0

yr1u1 i y

iu1

1

xBr2 xB

(ii) Choose xBr for which = min i , yiu 2 〉 0

yr1u 2 i y

iu 2

2

xBr3 xB

(iii) Choose xBr for which = min i , yiu 3 〉 0

yr1u 3 i y

iu 3

3

∧

Remark 4.2.2: In calculation of x B1 (i = 1,2,....m) we replaced the corresponding column of

k by x Bi (column b) instead of only in the first column as was done by agrawal & Verma

[I] and thus avoid unnecessary negative sign and hereby simplify the notation throughout

the chapter and henceforth.

Numerical example:

Subject to x 1 +3x 2 ≤ 8

2x 2 +5x 3 ≤ 10

3x 1 +2x 2 +4x 3 ≤ 15

x1, x2, x3 • 0

Adding slack variables to the constraints we get the initial table as follows:

cB Cj → 3 5 4 0 0 0 Constant

↓ x1 x2 x3 x4 x5 x6

b

X B↓

5 X4 1 3 0 1 0 0 8

4 X5 0 2 5 0 1 0 10

3 X6 3 2 4 0 0 1 15

− 3 5 4 0 0 0 Z=0

c j = cj − zj

u3 u1 u2

56

Table-2 (Qptimal Table)

cB Cj → 3 5 4 0 0 0 Constant

↓ X B↓ x1 x2 x3 x4 x5 x6

b

15 4

5 X2 0 1 0 / 43 / 43 -5/ 43 85

/ 43

6 7 2 52

4 X3 0 0 1 - / 43 / 43 / 43 / 43

3 X1 1 0 0 -2/ 43 -12/ 43 15

/ 43 89

/ 43

cj=cj-zj 0 0 0 -45/ 43 -12/ 43 -28/ 43 Z=900/ 43

−

Since in Table-2 call c j = c j − z j ≤ 0 , this table gives the optimal solution to the

given linear programming problem. Therefore the optimal solution is,

Calculations

basis.

Considering the minimum ratio rule (as in criterion2) we see that x 4 , x 5 , x 6 are going

to leave to leave the basis. Also x 1 replaces x 6 , x 2 replaces x 4 and x 3 replaces x 5 . The

entries (y ij ) at the intersection of the entering and leaving variables are called pivot

elements. Here the pivot elements are shown circled in the table.

Step 3: (Formulation of K)

k = yr2u1 yr2u2 yr3u3 = 2 5 0 = 43

yr3u1 yr3u2 yr3u3 2 4 3

We first calculate the new basic variables i.e. the components of constant vector b.

57

xB r yr1u 2 yr1u 3 8 0 1

1

∧ 1 1 85

x Br = x2 = xBr yr2 u 2 yr2 u 3 = 10 5 0 =

1

k 2 43 43

xB r yr3u 2 yr3u 3 15 4 3

3

yr1u1 xB r 1 yr1u 3 3 8 1

∧ 1 1 52

x Br = x3 = yr2 u1 xB r yr2 u 3 = 2 10 0 =

2

k 2

43 43

yr3u1 xB r yr3u 3 2 15 3

3

yr1u1 yr1u 2 xB r 3 8 8

1

∧ 1 1 89

x Br = x1 = yr2 u1 yr2 u 2 xB r = 2 5 10 =

3

k 2

43 43

yr3u1 yr3u 2 xBr3 2 4 15

Consider the part of the initial table.

x2 x3 x1

3 0 1 1

2 5 0 0

2 4 3 3

∧ 1 1

y11 = y12 y r2u 2 y r2u3 = 0 5 0 =0

k 43

y13 y r3u 2 y r3u3 3 4 3

Note : Since y11 =1 corresponds to the pivot element 3 which is in the first column of K we

1

replace the first column of K by 0

3

Similarly

∧ 1 1

y 21 = y r2u1 y12 y r2u3 = 2 0 0 =0

k 43

y r3u1 y13 y r3u3 2 3 3

58

y r1u1 y r1u 2 y11 3 0 1

∧ 1 1

y 31 = y r2u1 y r2u 2 y12 = 2 5 0 =1

k 43

y r3u1 y r3u 2 y13 2 4 3

∧

∧ ∧ ∧

x B1 = x Bi − yiu1 x Br1 + yiu 2 x Br2 = yiu3 x Br3

∧

∧ ∧ ∧

y ij = yij − yiu1 y r1 j + yiu 2 y r2 j + yiu3 y r3 j

are used. Since m=3 in the above example, these relations are not used here.

Similarly Remark 3.1.1 and Remark 3.1.2 are not necessary for the above example.

59

Chapter 5

SOLVING LINEAR PROGRAMMING PROBLEMS

In this section, we have generalized the simplex method of one basic variable

replacement by non basic variables to simplex method of more than one (P, where P• 1)

basic variables replacement by non basic variables at each iteration of simplex method for

solving (LP).

5.1.1 Algorithm:

∧ ∧

∧ ∧ ∧

Let x B be another basic feasible solution, where B = b1 , b 2 ......b m is the basis in

which br1 , br2 ….. brP are replaced by au1 , au 2 ….. au P respectively of A but not in B.

∧

The columns of B are given by

∧

b i = bi , for i ≠ r1 , r2 , r3

∧

b r1 = au1

∧

b r2 = au 2

∧

b r3 = au3

………

……...

∧

b rP = au P

Then the new basic variables can be expressed in terms of the original ones and

yiu1 , yiu 2 ,..... yiu P

m

i.e. au1 = ∑ yiu1 bi

i =1

m

=> yr1u1 br1 + y r2 u1 b r2 +.......... + y rP u1 b rP = au1 − ∑y b

iu1 i

i ≠ r 1 , r2 , r3 ...r p

5.1

m

Similarly, yr1u 2 br1 + yr2 u 2 br2 + .......... + yr p u 2 br p = au −

2

∑y b

iu 2 i

i ≠ r 1 , r2 , r3 ...r p

5.2

m

and, yr1u 3 br1 + yr2 u 3 br2 + .......... + yr p u 3 br p = au3 − ∑y b

iu 3 i

i ≠ r 1 , r2 , r3 ...r p

5.3

m

yr1u p br1 + yr2 u p br2 + .......... + yr p u p br p = au p − ∑y b

iu p i

i ≠ r 1 , r2 , r3 ...r p

5.4

Solving the above three equations for br1 , br2 .....br p we have,

m

a u1 − ∑y b

iu1 i

i ≠ r 1, r2 , r3 ...rp

y r2u1 y r3u1 y rp u1

m

au2 − ∑y iu 2

i ≠ r 1, r2 , r3 ...rp

bi y r2u2 y r3u2 y rp u2

m

1

br1 = a u3 − ∑ y iu3 bi y r2u3 y r3u3 Yrp u3

k i ≠ r 1, r2 , r3 ...rp

m

au p − ∑y iu p

i ≠ r 1, r2 , r3 ...rp

bi y r2u p y r3u p Yrp u p

m

yr1u1 au1 − ∑y iu1 i

i ≠ r 1 , r2 , r3 ...r p

b yr3u1 yr p u1

m

yr1u 2 au 2 − ∑y iu 2 i

i ≠ r 1 , r2 , r3 ...r p

b yr3u 2 yr p u 2

m

1

and br2 = yr u

k 13

au 3 − ∑y iu 3 i

i ≠ r 1 , r2 , r3 ...r p

b yr3u 3 Yr p u 3

m

yr1u p au p − ∑y iu p i

i ≠ r 1 , r2 , r3 ...r p

b yr3u p Yr p u p

m

y r1u1 y r2u1 y r3u1 au1 − ∑y iu1 i

i ≠ r 1, r2 , r3 ...rp

b

m

y r1u2 y r2u2 y r3u2 au2 − ∑y iu 2

i ≠ r 1, r2 , r3 ...rp

bi

m

1

Similarly brp = yr u

k 13

y r2u3 y r3u3 a u3 − ∑y iu3

i ≠ r 1, r2 , r3 ...rp

bi

m

y r1u p y r2u p y r3u p au p − ∑y iu p

i ≠ r 1, r2 , r3 ...rp

bi

61

yr1u1 yr1u 2 yr1u 3 ..... yr1u p

yr2 u1 yr2 u 2 yr2 u 3 ..... yr2 u p

Where k = yr3u1 yr3u 2 yr3u 3 ..... yr3u p

yr p u1 yr p u 2 yr p u 3 ..... yr p u p

Now X B =B-1b

=> b = Bx B

m

= ∑ bi x Bi

i =1

m

= ∑

i ≠ r1 , r2 , r3 ...r p

bi xBi + br1 xBr + br2 xBr + br3 xBr + + br p xBrp

1 2 3

m

au1 − ∑y b

iu1 i

i ≠ r 1 , r2 , r3 ...r p

yr2 u1 yr3u1 yr p u1

m

au 2 − ∑y b

iu 2 i

i ≠ r 1 , r2 , r3 ...r p

yr2 u 2 yr3u 2 yr p u 2

m xB r m

= ∑

i ≠ r1 , r2 , r3

bi xBi +

k

1

au 3 − ∑y b

iu 3 i

i ≠ r 1 , r2 , r3 ...r p

yr2 u 3 yr3u 3 Yr p u 3 +

m

au p − ∑y b

iu p i

i ≠ r 1 , r2 , r3 ...r p

yr2 u p yr3u p Yr p u p

m

y r1u1 au1 − ∑y b

iu1 i

i ≠ r 1, r2 , r3 ...rp

y r3u1 y rpu1

m

y r1u2 au2 − ∑y iu 2

i ≠ r 1, r2 , r3 ...rp

bi y r3u2 y rpu2

x Br2 m

k

y r1u3 a u3 − ∑y iu3

i ≠ r 1, r2 , r3 ...rp

bi y r3u3 Yrpu3 +

m

y r1u p au p − ∑y iu p

i ≠ r 1, r2 , r3 ...rp

bi y r3u p Yrpu p

62

m

yr1u1 yr2 u1 yr3u1 au1 − ∑y b

iu1 i

i ≠ r 1 , r2 , r3 ...r p

m

yr1u 2 yr2 u 2 yr3u 2 au 2 − ∑y b

iu 2 i

i ≠ r 1 , r2 , r3 ...r p

xB r m

+

k

p

yr1u 3 yr2 u 3 yr3u 3 au 3 − ∑y b

iu 3 i

i ≠ r 1 , r2 , r3 ...r p

m

yr1u p yr2 u p yr3u p au p − ∑y b

iu p i

i ≠ r 1 , r2 , r3 ...r p

1 1

{

2 2

m yiu1 yiu2

= ∑

i ≠ r1 , r2 , r3

bi xBi −

k

xBr

3

yr3u2 yr3u3 yr3u p −

k

yr3u1 xBr

3

yr3u3 yr3u p

xBr yrpu2 yrpu3 yrpu p yrpu1 xBrp yrpu3 yrpu p

p

1

1

au1

2 2

yiu p

− − yr3u1 yr3u 2 yr3u 3 xBr + xB r yr3u 2 yr3u 3 yr3u p

k 3

k

3

yr p u1 yr p u 2 yr p u 3 xBr xBr p yr p u 2 yr p u 3 yr p u p

p

1 1

2 2

au 2 au p

+ yr3u1 xBr yr3u 3 yr3u p + + yr3u1 yr3u 2 yr3u 3 xBr

k 3

k 3

yr p u1 xBr yr p u 3 yr p u p yr p u1 yr p u 2 yr p u 3 xB r

p p

m ∧ ∧ ∧ ∧ ∧

=> b = ∑b i

i ≠ r 1 , r2 , r3 ...r p

x Bi + au1 x Br1 + au 2 x Br2 + au 3 x Br3 + + au p x Brp

63

∧

∧ ∧ ∧ ∧

Where x Bi = xBi − yiu1 x Br1 + yiu 2 x Br2 + yiu 3 x Br3 + + yiu p x Brp 5.5

1

x Br y r2u2 y r2u3 y r2u p

2

∧ 1

x Br1 = x Br3 y r3u2 y r3u3 y r3u p = θ u1 ( say )

k

x Br y rp u 2 y rp u3 y rp u p

p

y r1u1 x Br y r1u3 y r1u p

1

2

∧ 1

x Br2 = yr u x Br y r3u3 y r3u p = θ u2 ( say )

k 31 3

y rpu1 x Br y rp u3 y rp u p

p

Similarly

y r1u1 y r1u2 y r1u3 x Br

1

y r2u1 y r2u2 y r2u3 x Br

2

∧ 1

x Br p = y r3u1 y r3u2 y r3u3 x Br3 = θ u p ( say ) 5.6

k

y rpu1 y rp u 2 y rpu3 x Br p

Also,

∧ ∧ ∧ ∧

xBr = yr1u1 x Br1 + yr1u 2 x Br2 + yr1u 3 x Br3 + + yr1u p x Brp

1

∧ ∧ ∧ ∧

xBr = yr2 u1 x Br1 + yr2 u 2 x Br2 + yr2 u 3 x Br3 + + yr2 u p x Brp

2

∧ ∧ ∧ ∧

xBr3 = yr3u1 x Br1 + yr3u 2 x Br2 + yr3u 3 x Br3 + + yr3u p x Brp 5.7

∧ ∧ ∧ ∧

xBrp = yr p u1 x Br1 + yr p u 2 x Br2 + yr p u 3 x Br3 + + yr p u p x Brp

64

5.1.2 New Optimizing Value:

Substituting the new value of the variables in the objective function we get the new

objective function as follows :

∧ m ∧ ∧

z = ∑ c Bi x Bi

i =1

m ∧ ∧ ∧ ∧ ∧ ∧ ∧ ∧ ∧ ∧

= ∑

i ≠ r1 , r2 , r3 ,...r p

c Bi x Bi + c Br 1 x Br1 + c Br 2 x Br2 + c Br 3 x Br3 + + c Br p x Brp

∧ ∧ ∧ ∧

m

= ∑

i ≠ r1 , r2 , r3 ,...rp

c Bi x Bi − y iu1 x Br1 + y iu2 x Br2 + y iu3 x Br3 + + y iu p x Br p

∧ ∧ ∧ ∧

+ cu 1 x Br1 + cu2 x Br2 + cu3 x Br3 + + cu p x Br p

∧ ∧ ∧ ∧ ∧

Where c Bi = cBi , c Br 1 = cu1 , c Br 2 = cu 2 , c Br 3 = cu 3 , c Br p = cu p

∧ m m ∧

z = ∑ c Bi x Bi − c Br1 x Br1 − c Br2 x Br2 − c Br3 x Br3 − − c Br x Br − ∑ c Bi yiu1 x Br1

p p

i =1 i ≠ r1 , r2 , r3 ,...rp

m ∧ m ∧ m ∧

− ∑c Bi

i ≠ r1 , r2 , r3 ,...rp

y iu2 x Br2 − ∑c Bi

i ≠ r1 , r2 , r3 ,...rp

y iu3 x Br3 − − ∑c Bi

i ≠ r1 , r2 , r3 ,...rp

y iu p x Br p

∧ ∧ ^ ^

+ cu1 x Br1 + cu2 x Br2 + cu3 x Br3

+ + cu p x Br p

∧ ∧ ∧ ∧

= z − c Br1 y r1u1 x Br1 + y r1u2 x Br2 + y r1u3 x Br3 + + y r1u p x Br p

∧ ∧ ∧ ∧

− c Br2 y r2u1 x Br1 + y r2u2 x Br2 + y r2u3 x Br3 + + y r2u p x Br p

∧

∧ ∧ ∧ ∧

− x Br3 y r3u1 x Br1 + y r3u2 x Br2 + y r3u3 x Br3 + + y r3u p x Br p

∧ ∧ ∧ ∧

− − c Br p y rpu1 x Br1 + y rpu2 x Br2 + y rpu3 x Br3 + + y rpu p x Br p

m ∧ m ∧ m ∧

− ∑

i ≠ r1 , r2 , r3 ,... rp

c Bi y iu1 x Br1 − ∑

i ≠ r1 , r2 , r3 ,...rp

c Bi y iu2 x Br2 − ∑

i ≠ r1 , r2 , r3 ,...rp

c Bi y iu3 x Br3 −

m ∧ ∧ ∧ ∧ ∧

− ∑

i ≠ r1 , r2 , r3 ,...rp

c Bi y iu p x Br p + cu1 x Br1 + cu2 x Br2 + cu3 x Br3 + + cu p x Br p

65

m ∧ m ∧ m ∧

= z − ∑ c Bi y iu1 x Br1 − ∑ c Bi y iu2 x Br2 − ∑ c Bi y iu3 x Br3

i =1 i =1 i =1

m ∧ ∧ ∧ ∧ ∧

− − ∑ c Bi y iu p x Br p + cu1 x Br1 + cu2 x Br2 + cu3 x Br3 + + cu p x Br p

i =1

∧

( )

∧

( )

∧

(

z = z + cu1 − zu1 x Br1 + cu 2 − zu 2 x Br2 + cu 3 − zu 3 x Br3 + + cu p − zu p x Brp )

∧

( ) ∧

∧

The value of the objective function will improve if z > z

( )

∧

( )

∧

(

=> z + cu1 − zu1 x Br1 + cu 2 − zu 2 x Br2 + cu 3 − zu 3 x Br3 + + cu p − zu p x Brp > z )

∧

( ) ∧

( )

∧

( )

∧

(

=> cu1 − zu1 x Br1 + cu 2 − zu 2 x Br2 + cu 3 − zu 3 x Br3 + + cu p − zu p x Brp > 0 )

∧

( ) ∧

∧ ∧ ∧ ∧

But for non-degenerate case x Br1 , x Br2 , x Br3 , , x Brp > 0 . Hence we must have

(

(i) cu1 − zu1 > 0 )

(

(ii) cu2 − zu2 > 0 )

(

(iii) cu3 − zu3 > 0 )

Similarly (iv) cu p − zu p > 0 ( )

In general c j -z j >0

(i) Choose the u 1 th column of A for which cu1 − zu1 is the greatest positive of

c j -z j , j=1,2,...,n.

(ii) Choose the u 2 th column of A for which cu2 − zu2 is the greatest positive of

c j -z j , j=1,2,...,n. , j≠u 1

(iii) Choose the u 3 th column of A for which cu3 − zu3 is the greatest positive of

c j -z j , j=1,2,...,n. , j≠u 1 , u 2

Similarly

c j -z j , j=1,2,...,n. , j≠u 1 , u 2 , u 3….. , u p-1

66

5.1.5 Criterion-2: (Choices of the out going variables form the basis):

xBr xB

(i) Choose xBr for which 1

= min i , yiu1 〉 0

yr1u1 i y

iu1

1

xBr2 xB

(ii) Choose xBr for which = min i , yiu 2 〉 0

yr1u 2 i y

iu 2

2

xBr3 xB

(iii) Choose xBr for which = min i , yiu 3 〉 0

yr1u 3 i y

iu 3

3

Similarly

xBr p xB

(iv) Choose xBr for which = min i , yiu p 〉 0

p

yr1u p i y

iu p

∧

Remark 5.1.2: In calculation of x B1 (i = 1,2,....m) we replaced the corresponding column of

k by x Bi (column b) instead of only in the first column as was done by Agrawal & Verma

[I] and thus avoid unnecessary negative sign and hereby simplify the notation throughout

the chapter and henceforth.

In this section, we develop our combined algorithm for solving LP problems.

The algorithmic steps are presented below.

Step 1: Define the types of the constraints and express the problem in its standard

form.

Step 2: Start with an initial feasible solution in canonical form and set up initial table.

Step 3: Use the inner product rule to find the relative profit factors c j as follows

canonical system).

Step 4: If all c j ≤ 0 (maximization), the current basic feasible solution is optimal and

to Step 5.

67

Step 5:

Substep 1: Select the non basic variable with most and second most positive c j

Substep 2: Choose P out going variables from the basis by minimum ratio test.

If selected columns give more than one same minimum ratio, then choose

distinct rows.

table.

Substep 4: Go to Step 4.

Substep 1: Choose the out going variable from the basis by minimum ratio test.

Substep 2: Perform the pivot operation to get the table and basic feasible solution.

Substep 3: Go to Step 4.

Step 7: If any c j corresponding to non basic variable is zero, take this column as pivot

Mathematica (Eugere, Wolfram). This program is written in Mathematica 5.2 for Students

version. In this program, we have used eight module functions- maketble[t_],

rowoperation[t_], morebasic[t_], onebsop[t_], alter[t_], morebsop[t_], main[morebasic_],

vinpt[m_,n_]. The function vinpt[m_,n_] has been used for taking inputs. This function will

ask the user to input number of rows, number of columns, number of greater than type

constraints, input row by row, right hand side constants, cost vector and type of each

constraint e.g. ‘l’ for less than type, ‘g’ for greater than type and ‘e’ for equality type

constraints respectively. Our program is case sensitive and minimizes the tedious work of

input data by generating slack or artificial variables. The function maketble[t_] is for

making tables and the function rowoperation[t_] performs all necessary calculations for

single variable replacement. The module function morebasic[t_]has been used for more

than one basic variable replacements in a single iteration. If the case arises that a simplex

68

table ends with only one positive c j , then to incorporate the problem with single variable

replacement we have introduced the function onebsop[t_] and this function controls all

necessary operations for single variable replacement. The function alter[t_] identifies

alternative (if any) solutions in either single basic or more than one basic variable

replacements. The module function morebsop[t_]does the primary works for using the

function morebasic[t_]. Finally the function main[morebasic_] calls all the functions

discussed above and controls the program.

vinpt[m_,n_]:=Module[{},

For[i=1;str={},i• m,i++,

str=Append[str,InputString["Input type of constraints"]] ];

cstr={};

t=Table[ Input["Enter row elements"],{i,1,m},{j,1,n}];

tb=Transpose[t];rhs=Table[ Input["Right hand Constant"], {i,1,m}];

ceff=Table[ Input["Cost Vector"],{i,1,n}];tbcef=ceff;

For[ i=1;cstr={};bindx={},i• m,i++,

If[ StringMatchQ[ str[[i]],"l"]=True,

cstr=Append[cstr,Subscript[S,i ]];For[k=1;s={},k• m,k++,

If[i=k, s=Append[s,1],s=Append[s,0]] ];

tb=Append[tb,s];bindx=Append[bindx,Length[tb]] ;

ceff=Append[ceff,0];tbcef=Append[tbcef,0],

If[ StringMatchQ[ str[[i]],"g"]=True,

cstr=Append[cstr,Subscript[S,i ]];

cstr=Append[cstr,Subscript[A,i ]];For[k=1;s={};a={},k• m,k++,

If[ i==k,s=Append[s,-1];

a=Append[a,1],s=Append[s,0];a=Append[a,0] ] ];

tb=Append[tb,s];tb=Append[tb,a];

bindx=Append[bindx,Length[tb] ];

ceff=Append[ceff,0];

ceff=Append[ceff,-10^10];tbcef=Append[tbcef,0];

tbcef=Append[tbcef,-M],

cstr=Append[cstr,Subscript[A,i ]];

69

For[k=1;a={},k• m,k++,If[ i==k,a=Append[a,1],

a=Append[a,0] ]];tb=Append[tb,a];

bindx=Append[bindx,Length[tb]];

ceff=Append[ceff,-10^10];tbcef=Append[tbcef,-M] ];

] ];

For[j=n,j≥ 1,j--,cstr=Prepend[cstr,Subscript[X,j]] ];

tble=Transpose[tb];

Off[General::spell]

]

maketble[t_]:=Module[{},

For[j=1;coount={},j• m+n+pp,j++,

coount=Append[coount,j]];

fb "Cj","Basis","CjZj" ; fcj "","CB","Cj" ;

fr={"RHS","--","Z"};

For[i=1;cb={};tcbf={};cbv={};B={},i• m,i++,

For[j=1,j• m+n+pp,j++,

If[bindx[[i]]== coount[[j]],cb= Append[cb,cstr[[j]] ];

cbv=Append[cbv, ceff[[j]] ];

tcbf=Append[tcbf, tbcef[[j]] ]; B=Append[B,tb[[j]] ], ];

];fb= Insert[ fb,cb[[i]], i+2];

fcj=Insert[fcj,tcbf[[i]],i+2];fr=Insert[fr,rhs[[i]], i+2]; ];

fr=ReplacePart[fr,tcbf.rhs,-1]; B=Transpose[B];

For[ i=1;fbcjr={};cjbar={},i• m+n+pp,i++,

cjbar=Append[ cjbar, ceff[[i]]-cbv.Inverse[B].tb[[i]] ];

fbcjr=Append[ fbcjr, ( tbcef[[i]]-tcbf.Inverse[B].tb[[i]])

//Simplify ]; ];

tbfom=Prepend[ tble,cstr];

tbfom=Prepend[tbfom, tbcef];tbfom= Append[ tbfom, fbcjr];

tbfom2=Prepend[Transpose[tbfom],fb];

tbfom2=Prepend[tbfom2,fcj];tbfom2=Append[tbfom2,fr];hed++;

Print[" Table ",hed," "];

Print[];

Print[TableForm [ Transpose[tbfom2],

70

TableAlignments→ Center,TableSpacing->{1,3}]];

Print["----------------------------------------------------------------"];

Print[];

For[i=1;nofe=0,i• m,i++, If[tcbf[[i]]==-M,nofe=1]];

If[ Max[cjbar]>0,Print["Feasible Solution = ", tcbf.rhs],

Print["Solution Point"];

For[i=1;k=0,i• m+n+pp,i++,For[j=1,j• m,j++,

If[i==bindx[[j]],

Print[ cb[[j]], " = ", rhs[[j]]," (Basic Variable)" ];k=1 ] ];

If[k==1,,

Print[cstr[[i]], " = 0

(Non Basic Variable )" ] ];k=0];

If nofe0, Print "All C j 0 & Optimal Value ",tcbf.rhs ,

Print "Though all Cj 0, but no feasible solution" ;

Off[General::spell]

]

morebasic[t_]:=Module[{},

If[ Max[cjbar]>0 ,p=u[1];For[j=1,j• 2,j++,

rhs i

y i, p

, teta Append teta, 10^6 ; ;

Print["Ratio with "," " , p ," th column is not possible"

];s=1;pd=u[j];Goto["end"]];

r[j]=rr;p=u[2];];

If[r[1]==r[2]&&Length[rc[1]]>Length[rc[2]],r[1]=rc[1] [[2,1]]];

If[r[1]==r[2]&&Length[rc[1]]<Length[rc[2]],r[2]= rc[2][[2,1]]];

k=Transpose[{{y[[ r[1],u[1] ]],y[[ r[1],u[2] ]]},{y[[ r[2],u[1] ]],y[[ r[2],u[2] ]]}}];

rh={rhs[[ r[1] ]],rhs[[ r[2] ]]};

For[j=1,j• 2,j++,

kop=Transpose[ReplacePart[k,rh,j]];

1

rhs r j Det kop ;

Det k

For[i=1,i• m,i++,If[i≠ r[1]&&i≠ r[2],rhs[[i]]=rhs[[i]]-

(y[[i,u[1] ]]*rhs[[ r[1] ]]+y[[i,u[2] ]]*rhs[[ r[2] ]]) ] ];

For[ i=1,i• m+n+pp,i++,yrep={y[[ r[1],i ]],y[[ r[2],i ]]};

71

For[j=1,j• 2,j++,kop=Transpose[ReplacePart[k,yrep,j]];

yy j

1

Det k

Det kop ; ;

tble[[ r[2],i ]]=yy[2];

For[p=1,p• m,p++,If[p≠ r[1]&&p≠ r[2], tble[[ p,i]]=y[[p,i]]-

(y[[ p,u[1] ]]*yy[1]+y[[ p,u[2] ]]*yy[2]) ]]

];Label["end"]; ];]

rowoperation[t_]:=Module[{},

If[ Max[cjbar]>0 ,

For[i=1;teta={},i• m,i++,If[ tble[[i,pcol]]>0,

tetaAppend teta,

teta=Append[teta, 10^6] ];

rhs i

tble i, pcol

];

,

st=1;Goto["end"]];

rhs pro

pro=Position[teta, Min[teta]][[1,1]];

rhs pro

tble pro, pcol

tble pro tble pro

;

1

; For i1,im,i,

tble pro, pcol

If[i==pro,,rhs[[i]]=rhs[[i]]-tble[[i,pcol]]*rhs[[pro]];

tble[[i]]=tble[[i]]-tble[[i,pcol]]*tble[[pro]]; ] ], ];

Label["end"];

Off[General::spell]

]

onebsop[t_]:=Module[{},Print["One basic var replacement"];Print[];While[

Max[cjbar]> 0,

pcol=Position[cjbar, Max[cjbar]][[1,1]];rowoperation[tble];

If[st≠ 1,bindx=ReplacePart[bindx, coount[[pcol]],pro];

maketble[tble], Return[] ] ];

]

alter[t_]:=Module[{},For[i=1;nofe=0,i• m,i++, If[bindx[[i]]==10^10,nofe=1]];

nbindx=Complement[coount,bindx]; For[i=1;alt=0,i• Length[nbindx],i++,

If[ cjbar[[nbindx[[i]]]]==0,alt=1;

72

Print["Alternative Solution"]; pcol=nbindx[[i]];

cjbar=ReplacePart[cjbar, 10^6, pcol];rowoperation[tble];

If[st≠ 1,bindx=ReplacePart[bindx, coount[[pcol]],pro];

maketble[tble], Goto["lst"] ], ];Label["lst"]; ];

If[alt==0,Print["No Alternative Solution"]];

]

morebsop[t_]:=Module[{},tr=0;s=0;

Print["More than one basic var replacement"];Print[];

While[Max[cjbar]>0,

u1=Max[cjbar];u[1]=Position[cjbar, Max[cjbar]][[1,1]];

cjbar=ReplacePart[cjbar,0,u[1]];u2=Max[cjbar];

u[2]=Position[cjbar, Max[cjbar]][[1,1]];

If[u1>0&&u2>0,

cjbar=ReplacePart[cjbar,ceff[[ u[1] ]],u[1]];y=tble;morebasic[y];

If[st≠ 1&&s=0,For[i=1,i• 2,i++,

bindx=ReplacePart[bindx,coount[[ u[i] ]],r[i] ]]; maketble[tble],

Print["More than one basic var replacement not possible"];Return[]],

Print["After that more than one basic var replacement not possible"];

cjbar=ReplacePart[cjbar,0,u[1]];tr=1 ] ];

If[tr=1,cjbar=ReplacePart[cjbar,u1,u[1]];

onebsop[tble];alter[tble],alter[tble]];

]

main[morebasic_]:=Module[{},Clear["Context`*"];

m=Input["No of Rows"];n=Input["No of Columns"];

pp=Input["No of >= constraints"];hed=0;st=0;

vinpt[m,n];maketble[tble];

d=Input["Choose method \n'1' for one basic var \n '2' for more basic var"];

If[d=2,morebsop[tble],onebsop[tble];alter[tble]];

If[s=1,onebsop[tble];alter[tble]];

]

Clear[u,r,y]

main[morebasic];

73

5.3.2 Numerical Examples and Comparison:

In this section, we will compare the results obtained by our method with that of

Dantzig’s methods. And also show the differences between these methods with illustrative

numerical examples. Our method takes less iteration than Dantzig’s one basic variable

replacement method. The main short coming of Paranjape’s method is that if a simplex

table ends with one positive c j , then this method fails. Our method over comes this

problem easily.

Example 1:

Max Z = − 15 x + 25 x + 15 x − 30 x + 10 x5 − 40 x7 − 10 x

1 2 3 4 9

s/t

1 1 1

− x1 + x 2 + x3 ≤ 0 ,

2 2 2

1 3 1

− x1 + x 2 − x3 ≤ 0

4 4 4

3 1 1

− x 4 + x5 + x 6 ≤ 0

4 4 4

1 1 1

− x 4 + x5 − x6 ≤ 0

2 2 2

x1 + x 4 + x 7 ≤ 100

x 2 + x5 + x8 ≤ 100

x3 + x 6 + x9 ≤ 60

xi ≥ 0

The above LP takes four iterations (excluding initial table) in Dantizig’s method

whereas it takes only two (excluding initial table) iterations in our method. Using our

program, we have to input 7, 9, 0 respectively to indicate the LP has 7 constraints with 9

variables and no greater than type constraints. If there exists any greater than type

constraints then input the number of those constraints. We have to input ‘l’ seven times to

indicate all constraints are less than type with ‘A’, the coefficient matrix, right hand side

constants ‘b’ and cost coefficient ‘C’. The program will generate required number on slack

variables.

74

We obtained the optimal solution of the above problem after four iterations

(excluding initial table) by Dantzig’s single variable replacement method. We solve the

same problem by our method and obtained the optimal solution after two iterations

(excluding initial table). We see our method reduces the number of iterations by 50%. The

optimal tables of one basic variable replacement method and our method are as follows.

Example 2:

We shall show the failure of Paranjape’s method. For the following LP, we see that

Paranjape’s method fails after one iteration because there exists only one positive c j at

that time as shown in Table 2. Whereas our method solves the same problem effectively

and the result is shown in Table 4.

75

Max Z = 2 x1 + 3 x 2 + 4 x3

s / t x1 + x 2 + x3 ≥ 5

x1 + 2 x 2 = 7

5 x1 − 2 x 2 + 3 x3 ≤ 9

x1 , x 2 , x3 ≥ 0

industry (Standard Group) using combined program:

Now, applying the above program to solve the production problem of the

garment industry (Standard Group) formed in section 1.8 of Chapter-1, we may

rearrange the computer solution in the following way:

Z= 5837.68

x 1 =0.0 x 2 =0.0

x 3 =0.0 x 4 =0.0

x 11 = 0.0 x 12 =446.377 x 13 = 563.768

76

Illustrated Answer:

Fabric-1

Should not be produced the RMG items- Men’s long sleeve shirt

Should not be produced the RMG items- Men’s short sleeve shirt

Men’s shorts:

Ladies shorts:

Boys shorts:

Men’s boxer:

Men’s jacket:

Ladies jacket:

77

Boys jacket:

Maximum Profit

Note: If we solve the problem by Dantzis’s one variable replacement method it takes

10,636 iterations, which is very time consuming to solve by hand calculation. But by

applying our combined program we can easily solve these types of large scale real life

problems.

using combined program:

Now, applying the above program to solve the Textile Mill Scheduling

problem formed in section 1.9 of Chapter-1, we may rearrange the computer solution in

the following way:

Z= 62286.45

x 11 =4181.82 x 12 =12318.18

x 21 =22000.00 x 22 =0.0

x 51 = 0.0 x 52 =26100.0 x 53 = 0.0

Illustrated Answer:

Fabric-1

78

Fabric-2

Fabric-3

Fabric-4

Fabric-5

Maximum Profit

Note: If we solve the problem by Dantzis’s one variable replacement method it takes

10,835 iterations, which is not possible to solve by hand calculation. But by applying our

combined program we can easily solve these types of large scale real life problem

problems.

5.6 Conclusion:

In this chapter, we compared the results obtained by our method with that of

Dantzig’s methods. And also show the differences between these methods with

79

illustrative numerical examples. Our method takes less iteration than Dantzig’s one basic

variable replacement method. The main short coming of Paranjape’s method is that if a

simplex table ends with one positive c j , then this method fails. Our method over comes

this problem easily. We obtained the optimal solution of example1 after four iterations

(excluding initial table) by Dantzig’s single variable replacement method. We solved the

same problem by our method and obtained the optimal solution after two iterations

(excluding initial table). We have seen that our method reduces the number of iterations by

50%. Moreover in example2 we have shown the failure of Paranjape’s method. In example

2 we have also shown that Paranjape’s method fails after one iteration because there exists

only one positive c j at that time as shown in Table 2. Whereas our method solves the

same problem effectively. That is why, we can easily say that our method is more effective

than any other methods.

80

Chapter 6

VARIABLES REPLACEMENT AT EACH ITERATION OF

SIMPLEX METHOD

6.1 Introduction:

We discussed the two and three basic variables replacement method of Paranjape and

Agrawal and Verma’s for solving linear programming problem (LP) in Chapter 4.

In this chapter we illustrate some numerical examples to compare the different method for

solving all kinds of linear programming problem replacing more than one basic variable at

each simplex iteration. For clarity we first solve the same example in graphical method

and also in usual simplex method of Dantzig. We also generalize the claim to more than

one basic variables replacement methods for solving (LP).

Subjecto to 2x 1 +4x 2- x 3 ≤ 8

2x 1 +2x 2 - 3x 3 ≤ 7

x 1 - 3x 2 ≤ 2

4x 1 + x 2 + 3 x 3 ≤ 4

x1, x2 , x3 • 0

Adding slack variables x 4 , x 5, x 6 , x 7 to the constraints we get the initial basic

feasible solution as the following table:

Table-1 (Initial Table)

cB Cj → -2 5 3 0 0 0 0 Constant

↓ X B↓ x1 x2 x3 x4 x5 x6 x7

b

0 x3 2 4 1 1 0 0 0 8

0 x4 2 2 -3 0 1 0 0 7

0 x5 1 -3 0 0 0 1 0 2

0 x7 4 1 3 0 0 0 1 4

− -2 5 3 0 0 0 0 Z=0

c j = cj − zj

Table-2

cB Cj → -2 5 3 0 0 0 0 Constant

↓ X B↓ x1 x2 x3 x4 x5 x6 x7

b

0 x5 1 0 -5/2 -1/2 1 0 0 3

0 x6 5/2 0 -3/4 3/4 0 1 0 8

0 x7 7/2 0 13/4 -1/4 0 0 1 2

− -9/2 0 17/4 -5/4 0 0 0 Z=10

c j = cj − zj

Table-3(Optimal Table)

cB Cj → -2 5 3 0 0 0 0 Constant

↓ X B↓ x1 x2 x3 x4 x5 x6 x7

b

0 x5 48/13 0 0 -9/13 1 0 10/13 59/13

0 x6 43/13 0 0 9/13 0 1 3/13 110/13

3 x3 14/13 0 1 -1/13 0 0 4/13 8/13

− -ve 0 0 -ve 0 0 -ve Z=164/13

c j = cj − zj

82

Since in Table – 3 all cj-zj≤ 0, this table gives the optimal solution to the given

problem. Therefore the optimal solution to the given problem is

x 1= 0 , x 2 = 28/13 , x 3 = 8/13 , with Zmax =164/13.

Method:

We now want to solve the above problem by Paranjape’s method. The initial table of the

problem is as follows:

cB Cj → -2 5 3 0 0 0 0 Constant

↓ x1 x2 x3 x4 x5 x6 x7

b

X B↓

0 x4 2 4 -1 1 0 0 0 8

0 x5 2 2 -3 0 1 0 0 7

0 x6 1 -3 0 0 0 1 0 2

0 x7 4 1 3 0 0 0 1 4

− -2 5 3 0 0 0 0 Z=0

c j = cj − zj

Optimal Table

cB Cj → -2 5 3 0 0 0 0 Constant

↓ X B↓ x1 x2 x3 x4 x5 x6 x7

b

0 x5 48/13 0 0 -9/13 1 0 10/13 59/13

0 x6 43/13 0 0 9/13 0 1 3/13 110/13

3 x3 14/13 0 1 -1/13 0 0 4/13 8/13

− -ve 0 0 -ve 0 0 -ve Z=164/13

c j = cj − zj

83

Since in the above table all cj-zj≤ 0, this table gives the optimal solution. Therefore

the optimal solution to the given problem is x 1 =0, x 2 =28/13, x 3 =8/13 with Zmax=164/13.

Calculations

4 −1

K= = 13

1 3

∧ X Br yr1u 2 1 8 −1 28

X Br1 = x2 = 1 1

= =

kX yr2 u 2 13 4 3 13

Br 2

∧ yr1u1 X Br 1 4 8 8

X Br 2 = x3 = 1 1

= =

k y X Br 13 1 4 13

r2 u1 2

∧

∧ ∧

x B2 = x5 = xB2 − y2u1 x Br1 + y2u 2 x Br2

28 8 59

= 7 − 2. − 3. =

13 13 13

Similarly

∧

28 110

x B3 = x6 = 2 − − 3. + 0 =

13 13

∧ 1 2 −1 10

y11 = =

13 4 3 13

Note: since y11 = 2 corresponds to the pivot element 4 which is in the first column of K

2

we replace the first column of K by

4

Similarly

∧ 1 4 2 14

y 41 = =

13 1 4 13

∧

10 14 48

y 21 = 2 − 2. − 3. =

13 13 13

∧

10 43

y 31 = 1 − − 3. + 0 =

13 13

84

Solution of example 6.1.1 in more than one Basic Variable Replacement Method by

using combined program in programming language Mathematica:

Cj 2 5 3 0 0 0 0 RHS

CB Basis X1 X2 X3 S1 S2 S3 S4

0 S1 2 4 1 1 0 0 0 8

0 S2 2 2 3 0 1 0 0 7

0 S3 1 3 0 0 0 1 0 2

0 S4 4 1 3 0 0 0 1 4

Cj CjZj 2 5 3 0 0 0 0 0

-----------------------------------------------------------

Feasible Solution = 0

More than one basic var replacement

Table 2

Cj 2 5 3 0 0 0 0 RHS

CB Basis X1 X2 X3 S1 S2 S3 S4

5 X2 10 1 0 3 0 0 1 28

13 13 13 13

0 S2 48 0 0 9 1 0 10 59

13 13 13 13

0 S3 43 0 0 9 0 1 3 110

13 13 13 13

3 X3 14 0 1 1 0 0 4 8

13 13 13 13

Cj CjZj 118 0 0 12 0 0 17 164

13 13 13 13

-----------------------------------------------------------

Solution Point

X1 0 Non Basic Variable

28

X2 Basic Variable

13

8

X3 Basic Variable

13

S1 0 Non Basic Variable

59

S2 Basic Variable

13

110

S3 Basic Variable

13

S4 0 Non Basic Variable

164

All Cj 0 & Optimal Value

13

No Alternative Solution

85

6.1.2 Numerical Example 2:

Maximize Z= 3x 1 +2x 2

Subject to 2x 1 +x 2 ≤ 4

-3x 1 +5x 2 ≤ 15

3x 1 -x 2 ≤ 3

x1, x2• 0

Solution of the above problem in Graphical Method:

The solution space satisfying the given constraints and meeting the non negativity

restrictions x 1 , x 2 • 0 is shown shaded in figure below. Any point in this shaded region is

a feasible solution to the given problem.

x2

(0,4)

B(7/5,6/5)

Figure-1

Feasible region for example 6.1.1

86

The vertices of the convex feasible region OABCD are O(0,0), A(1,0),

B(7/ 5 , 6/ 5 ), C (5/ 13 , 42/ 13 ) and D(0,3).

The value of the objective function at these points are:

Z(0)= 0

Z(A) = 3.1+0 = 3

Z(B) = 3. 7/ 5+ , 2.6/ 5 = 33/ 5.

and Z(D) = 3.0 + 2.3 = 6

Since the maximum value of the objective function is 99/13 and it occurs at

C(5/13,42/13), the optimal solution to the given problem is x 1= 5/ 13 , X 2 =42/ 13 with

Zmax = 99/ 13

Inserting the slack variables x 3, x 4, x 5 • 0 to the 1st, 2nd and 3rd constraints of

example 6.1.2 we first transform the example to standard form as follows:

Maximize Z= 3x 1 +2x 2

Subject to 2x 1 +x 2 +x 3 = 4

-3x 1 +5x 2+ x 4 = 15

3x 1 -x 2 + x 5 = 3

x 1 , x 2, x 3, x 4, x 5 • 0

cB Cj → 3 2 0 0 0 Constant

↓ x1 x2 x3 x4 x5

b

X B↓

0 x3 2 1 1 0 0 4

0 x4 -3 5 0 1 0 15

0 x5 33 -1 0 0 1 3

− 3 2 0 0 0 Z=0

c j = cj − zj

87

Table-2

cB Cj → 3 2 0 0 0 Constant

↓ X B↓ x1 x2 x3 x4 x5

b

0

0 x3 0 5/3 1 - 2/ 3 2

1 18

0 x4 0 4 0 1

3 x1 1 - 1/ 3 0 0 1

/3 1

cj=cj-zj 0 3 0 0 -1 Z= 3

Table-3

cB Cj → 3 2 0 0 0 Constant

↓ x1 x2 x3 x4 x5

b

X B↓

2 x2 0 1 3/5 0 -2/5 6/5

0 x4 0 0 -12/5 1 13/5 66/5

3 x1 1 0 1/5 0 1/5 7/5

− 0 0 -9/5 0 1/5 Z=33/5

c j = cj − zj

cB Cj → 3 2 0 0 0 Constant

↓ X B↓ x1 x2 x3 x4 x5

b

2 0 42

2 x2 0 1 1/5 / 13 / 13

1 66

0 x5 0 0 -12/13 5/ 13 / 13

3 x1 1 0 5/13 -1/ 13 0 5

/ 13

cj=cj-zj 0 0 -101/65 -1/ 13 0 Z=99/ 13

Since in Table – 4 all the relative profit factors are non positive i.e all cj≤ 0, this

table give the optimal solution to the given problem. Hence the optimal solution is

x 1 = 5/13, x 2 = 43/13 With Zmax = 99/13.

88

Solution of example 6.1.2 in Paranjape [9]’s Two- Basic Variabls Replacement

Method:

We now attempt to solve the above problem following the two basic variables

replacement method of Paranjape.

The initial table of the problem is as follows:

cB Cj → 3 2 0 0 0 Constant

↓ X B↓ x1 x2 x3 x4 x5

b

0 x3 2 1 1 0 0 4

0 x4 -3 5 0 1 0 15

0 x5 3 -1 0 0 1 3

− 3 2 0 0 0 Z=0

c j = cj − zj

u1 u2

There are two positive cj=cj- zj, viz c1- z1 and c2- z2 in the above table. The first

one being numerically larger between the two. We choose the 1st column of A as the u1th

column and the 2nd column as the u2th column. Then by minimum ratio rule (also as in

criterion 2) we see that x 2 replaces x 4 and x 1 replaces x 5 .

y r1u1 y r1u2 3 −1

Then K = = = 12

y r2u1 y r2u2 −3 5

Here we see that all the elements in the expression of K are not non-negative. But

according to the Paranjape’s method all the elements in the expression of K are to be non

negative. Paranjape also describe a way to overcome this difficulty. In this regard he

suggested to choose the v’th column of A by the alternative criterion such as choose the

column of A as the v’th for which cv’-zv’ is the greatest positive cj-zj;

j-1,2,1….n; j ≠ u1,u2.

But in the above example there is no such v’th column. So one can not move any

where to solve the above problem by replacing two basic variables at iteration. Paranjape

did not give any instruction to overcome this kind of difficulty.

So one cannot solve the above problem applying Paranjape’s method. But the usual

simplex method and the graphical method show that the above problem has an optimal

solution. Therefore Paranjape’s method fails here.

89

But we can solve the example 6.1.2 by using our combined program in

programming language Mathematica. This is our method is a combined method which

incorporates Dantzig and Paranjape.

Mathematica:

Out Put:

Table 1

Cj 3 2 0 0 0 RHS

CB Basis X1 X2 S1 S2 S3

0 S1 2 1 1 0 0 4

0 S2 3 5 0 1 0 15

0 S3 3 1 0 0 1 3

Cj CjZj 3 2 0 0 0 0

-----------------------------------------------------------

Feasible Solution = 0

Table 2

Cj 3 2 0 0 0 RHS

CB Basis X1 X2 S1 S2 S3

0 S1 0 5 1 0 2 2

3 3

0 S2 0 4 0 1 1 18

3 X1 1 1 0 0 1 1

3 3

Cj CjZj 0 3 1

0 0

3

-----------------------------------------------------------

Feasible Solution = 3

Table 3

Cj 3 2 0 0 0 RHS

CB Basis X1 X2 S1 S2 S3

2 X2 0 1 3 0 2 6

5 5 5

0 S2 0 0 12 1 13 66

5 5 5

3 X1 1 0 1 0 1 7

5 5 5

Cj CjZj 0 0 9 0 1 33

5 5 5

-----------------------------------------------------------

33

Feasible Solution

5

90

Table 4

Cj 3 2 0 0 0 RHS

CB Basis X1 X2 S1 S2 S3

2 X2 0 1 3 2 0 42

13 13 13

0 S3 0 0 12 5 1 66

13 13 13

3 X1 1 0 5 1 0 5

13 13 13

Cj CjZj 0 0 21 1 0 99

13 13 13

-----------------------------------------------------------

Solution Point

5

X1 Basic Variable

13

42

X2 Basic Variable

13

S1 0

S2 0

S3

66

13

All Cj 0

Basic Variable

Non Basic Variable

Non Basic Variable

99

13

No Alternative Solution

6.2 Conclution:

In this chapter we illustrated some numerical examples to compare the different

method for solving all kinds of linear programming problem replacing more than one basic

variable at each simplex iteration. For clarity we first solve the same example in graphical

method and also in usual simplex method of Dantzig. We also generalize the claim to

more than one basic variables replacement methods for solving (LP). But in the above

numerical example1 there is no such v’th column. So one can not move any where to solve

the above problem by replacing two basic variables at iteration. Paranjape did not give any

instruction to overcome this kind of difficulty. So one cannot solve the above problem

applying Paranjape’s method. But the usual simplex method and the graphical method

show that the problem has an optimal solution. Therefore Paranjape’s method fails here.

But we can solve the example 6.1.2 by using our combined program in programming

language Mathematica. This is our method is a combined method which incorporates

Dantzig and Paranjape. That is why; we can say that our method can solve any difficulties

for solving LP.

91

Chapter 7

CONCLUSION

In this research, we have generalized the simplex method of one basic variable

replacement by non basic variables to simplex method of more than one (P, where •P 1)

basic variables replacement by non basic variables, which has already been discussed in

chapter-5. We also developed a computer technique for solving LP problems of replacing

more than one basic variable by non-basic variables at each simplex iteration. It is also

applicable in the case where the Paranjape’s method stops in a table having only one basic

variable to be replaced. Our method incorporates with the usual simplex method to

overcome that problem. We compared the results obtained by our method with that of

Dantzig’s methods and also show the differences between these methods with illustrative

numerical examples that our method takes less iteration than Dantzig’s one basic variable

replacement method, which reduce the iteration time, labor as well as computational cost.

numerical method. We can use graphical method when the problem is in two dimensional.

For this method, it is necessary to plot the graph accurately which is very difficult and also

time consuming. To overcame this difficulties, in this thesis we developed a computational

technique using mathematica codes to show the feasible region of two-dimensional linear

programming problems and it also give the optimal solution. In usual simplex method, we

need to use artificial variables and have to apply 2 Phase simplex method or Big-M simplex

method when the set of constraints is not in canonical form. It needs many iterations which is also

time consuming and clumsy. But by applying our computational technique using mathematica

codes we can solve any types of problem easily, which has already been discussed in

chapter-2 with illustrative examples.

model of real life problems, solve these and use the solution for different organizational

point of view. In this thesis, we first formulate two linear programming model for sizeable

large-scale real life LP problems, which involves a numerous amount of data, constraints

and variables. A small problem can be solve with the help of pencil and paper. But large-

scale real life problem can not be solved by hand calculations. To overcome the

complexities of large-scale linear programming (LP) problem, it requires computer-

oriented solution. Our computer technique easily overcomes these complexities.

Our computer techniques can solve any types of LP problems of any dimension

where the set of constraints is not in a conical form. Because simplex method is only

applicable when the set of constraints in a conical form (i.e., Ax ≤ b, ∀ x ∈ X). In that case

another method is necessary for solving the problem but our technique will be applicable

in both types of problem.

Our computer techniques also introduce a decision making rule that defines the

different variables and types of variable or a system such that an objective defined by the

decision maker is optimized. It also reduce the activities for expressing LP problem in

standard form by introducing slack or surplus or artificial variables where it was necessary

for solving LP problem.

Finally, we may conclude that the linear programming method along with our

computer program is a mighty method for large-scale real life optimization problem,

where it can be applied. To do this, one has to build the required mathematical

programming model of the problem and required computer program. Hence our computer

oriented solution procedure saves time & labor and it can solve the problem of any

dimension.

93

REFERENCES

Problems, Acta Ciencia Indica, Vol.3, No.1, P 181-188, (1977)

Prinecton,N.J., (1962)

LTD, New Delhi.(1984)

Kambo, N.S., Introduction to operations Research, MeGrew-Hill, Inc.New York, (1988)

p(312-316).

Vol. 12, No. 1, P 135-141, (1965)

Thomson Publishing, California, USA. (1993)

California, Newyork,(2000)

94

CHAPTER # 1

INTRODUCTION

95

CHAPTER # 2

GRAPHICAL AND COMPUTER

METHODS

96

CHAPTER # 3

ORIENTED ALGORITHM FOR

SOLVING LINEAR PROGRAMMING

PROBLEMS

97

CHAPTER # 4

REPLACEMENT IN SIMPLEX

METHOD FOR SOLVING LINEAR

PROGRAMMING PROBLEMS

98

CHAPTER # 5

GENERALIZATION OF SIMPLEX

METHOD FOR SOLVING LINEAR

PROGRAMMING PROBLEMS

99

CHAPTER # 6

THAN ONE BASIC VARIABLES

REPLACEMENT AT EACH

ITERATION OF SIMPLEX METHOD

100

CHAPTER # 7

CONCLUSION

101

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