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T.T. Narendran
Department of Management Studies Indian Institute of Technology Madras
chairs.
The
operations
take
place
Furniture Shop
Tables
Chairs
8 4 2
6 2 4 60 48
Formulate a linear programme to determine the optimal number of tables and chairs to be
This problem can be solved graphically. The following figure shows the constraints ;
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TTN DoMS, IIT Madras, 17-Apr-13 51
X2
50
introduced.
Convex Set:
If there exists a set in which a straight line joining any two points in the set is also contained in the set, then such a set is called a convex set
The expression
A series of parallel lines for various assumed values of Z can be drawn. These are called Isoprofit lines. The profit Z along each line is the same.
The value of Z is seen to increase as the isoprofit lines move farther away from the origin. The corner point through which the last isoprofit line passes, gives the optimal solution.
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X2
C(15,0)
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Z0 = 0 ZA = 72
ZB = 132
ZC = 120
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There are four variables and two equations. Hence this cannot be solved as simultaneous equations. However, it is possible to find a set of solutions called basic solutions which are obtained as follows
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For instance, if we set We get This is called a basic solution. We can see that there are as many as solutions. . Of these, the solutions that also satisfy the non-negativity condition are called basic feasible solutions
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There will be
basic solutions
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Canonical form :
If there exists a system of equations such that each equation has one variable with coefficient of 1 in that equation and a coefficient of 0 in all the other equations, such a system is said to be in Canonical form. The given system is seen to be in Canonical
form since
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Other Definitions :
The variables that are set = 0 are called non basic variables while the remaining variables are called basic variables. Now let us consider the same example:
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Remove the inequalities and rewrite the constraints as equations by introducing 'slack variables' are shown below
This is a system of two equations with four variables. Choose the variables in canonical form, i.e., as the basic variables for the initial solution. Rewrite the equations, expressing the basic variables in terms of non-basic variables.
TTN DoMS, IIT Madras, 17-Apr-13
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Both the non basic variables have positive coefficients in the objective function and hence have the potential to increase the value of Z .
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Let us now consider making X1 a basic variable. To do this, one of the existing basic variables must
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Of these, only the lower value will satisfy both the constraints. Hence
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When we examine for the maximum possible value of X2 in (3) and (4), we see that X3 displaces X4 as basic variable.
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Here, the coefficients of both the nonbasic variables in the objective function are negative. Hence, there is no further scope for increasing the value of Z. So the final solution is
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T.T. Narendran
Department of Management Studies Indian Institute of Technology Madras
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implemented in a tabular form for greater working convenience. This form is also easier for coding and automation purposes. The key features of the tabular form are as follows:
TTN DoMS, IIT Madras, 17-Apr-13
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It can be seen that the tabular form is just another way of representing the same set of equations used above
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In the row Cj Zj , the positive coefficients for the non basic variables X1 and X2 indicate that the value of Z will increase if one of these variables becomes a basic variable.
We choose X1to become the basic variable.
This requires one of the existing basic variables to become non basic.
In other words, X1is the entering variable. We have to find the departing variable.
TTN DoMS, IIT Madras, 17-Apr-13
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Now, evaluate the ratio bi / aij for all aij >0 in this column.
The ratios are
60 / 4 = 15 and 48 / 2 = 24
The minimum ratio determines the departing variable. Hence, in this case X3 is the departing variable. The coefficient 4 corresponding operation is called the pivot. to this
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The next table is obtained by performing the following operations. In the 'basis' column X1 replaces X3.
Divide the pivotal row (4 2 1 0 | 60) by the pivot (4). 15) We get (1 0 |
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To get the X4 row, do the following : Multiply the new row just obtained by the coefficient in the pivotal column (2). We get (2 1 0 | 30) Subtract corresponding elements from the old X4 row. That is
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This constitutes the new X4 row in the table. The Cj Zj row is evaluated as follows :
Zj = CB aij
For example,
Z2 = 8 () + 0 (3) = 4 and
C2-Z2 = 6-4 = 2
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The next table is obtained using the same steps described earlier
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The coefficients of the non basic variables in the Cj Zj row are all non positive. Therefore, there is no further scope for increasing the value of Z.
Hence the algorithm stops at this stage. The given solution is the optimal solution
TTN DoMS, IIT Madras, 17-Apr-13
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Determine the departing variable as the row in which the aij coefficient yields the minimum positive bi / aij (aij >0). The aij corresponding to the departing variable is called the pivot. In order to obtain the next table, perform the following steps.
Divide the pivotal row throughout by the pivot.
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Multiply this new row by coefficients in the pivotal column and subtract the product from the corresponding old row;
Repeat this process till the table is complete. Check if there is any Cj Zj > 0. If so, repeat steps (3) - (7). If not, read off the optimal solution from the last table.