Artificial Starting Solution Artificial Variables are used for constraint equations corresponding to and =.

. The idea of using artificial variables is for adding a non-negative variable to the left side of each equation that has no obvious starting basic variables. The added variable will play the same role as that of the slack variable, in providing a starting \basic variable. However, since such artificial variable have no physical memory from the standpoint of the original problem(hence, the name artificial), - the procedure will be valid only if we force these variables to be zero when the optimum is reached, In other words, we use them only to start the solution and must subsequently force to be zero in the final solution; otherwise, the resulting solution will be infeasible. This result is accomplished by forcing the artificial in the objective function. The two methods used based on the idea of using penalties are: (i) Big M Method. (ii) Two Phase Method Big M Method 1. Write the Problem in the standard form: (i) Incorporate non-negative variables defined as artificial variables in the equations corresponding to and = constraints. (ii) Assign M in the objective function for the artificial variables. Note: Penalize artificial variables in the objective function by assigning them very large +ve co-efficient in objective function for MINIMIZATION problemve co-efficient in objection function Of MAXIMIZATION problem. (iii) The artificial variables will be the starting basic solution for all equal and greater than constraints. The remaining starting basic variable will be the corresponding slack variable. 2. Write the simplex table. 3. Ensure that objective function equation is a function of non-basic variables only. 4. Find the entering variable. 5. Find the leaving variable. 6. Obtain the simplex table using optimality and feasibility condition. 7. The simplex iteration will be terminated in case all the co-efficient of nonbasic variable at a particular iteration are +ve (Max. Problem) or ve (Min. Problem)

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8. If optimal table is not reached go to step 4. Problem: Max. Z=4x1+2x2 =3 Subject to: 3 x 1 + X2

4x1+3x2 6 X1 + 2 x 2 3 X1, X2 0 Z = 4 x 1 + 2 x 2 + MR1 + MR2 Subject to: 3 x 1 + X2 + R1 = 3 4 x 1 + 3 x 2 + R 2 S2 = 6 X1 + 2 x 2 + S3 = 3 Z 4 x 1 2 x 2 MR1 MR2 = 0 Subject to: 3 x 1 + X2 R1 = 3 4 x 1 + 3 x 2 S2 + R2 = 3 X1 + 2 x 2 S3 = 3
Basic Z X1 X2 R1 S2 R2 S3 Solution

Z R1 R2 S3
Basic Z R2 R2 S3 Z 1 0 0 0

1 0 0 0
X1 -4+7M 3 4 1

4 3 4 1
X2 -2+4M 1 3 2

2 1 3 2

M 0 1 0 0 1 0 0 Table-3.1
R1 S2 0 M 1 1 3 0 0 0 Table-3.2

M 0 1 0
R2 0 0 1 0 S3 0 0 0 1

0 0 0 1
Solution 9M 3 6 3

0 3 6 3

1M 6/4 x M 3/

R1, R2 and S3 are basic variables X1 , X2 and S2 are non-basic variables

Basic Z X1 R2 S3 Z 1 0 0 0 Basic X1 0 1 0 0 Z X2 -2+5M/3 5/3 5/3 X1 X2 R1 4 7 M/3 -4/3 - Table-3.3 R1 S2 M 0 -1 0 S2 R2 0 0 1 0 R2 S3 0 0 0 1 Solu. 4 + 2M 1 2 2 S3

3 6/5 6/5

Solution

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Z X1 X2 S3

1 0 0 0

0 1 0 0

0 0 5 0

45M/5 3/5 4/5 1 Table3.4

2/5 1/5 3/5 1

25M/5 3/5 1

0 0 0 1

24/5 3/5 6/5 0

Since all the elements in the objective function row are ve, this is the optimal table. Xx1 = 3/5, Xx2 = 4/5, Zx = 24/5 Verification: X0 = 4 x 1 + 2 x 2 = 4 x 3/5 + 2 x 6/5 = 24/5

Two-Phase Method
Two-Phase Method This method is used to find the solution of the problem where the constraints are of the type = and . Following steps are followed in this method. Phase - I Step-1: The right hand sides of the constraints are ensured to be non-negative. If some of the constraints have the right-hand side negative, make them non-negative (positive) by multiplying both sides of the inequalities/equalities by 1. Step-2: Express the constraints in the standard form by adding slack variables for all constraints of type. Step-3: Add non-negative variables (artificial variables) to the left hand side of al the constraints (= or ) type. Step-4: The objective function equation Xw which consists of the sum of all the artificial variables Xw = A1+A2+. . . +Am. The function Xw is known as the infeasibility form. Step-5: Using simplex method minimize the function Xw subject to the above constraints of the original problem and obtain the optimal basic feasible solution. Three cases arises:(i) Min Xw >0 and at lease on artificial variable appears in column variables in current solution at positive level. In such a case, no feasible solution exists for the original L.P.P. and the procedure is terminated. (ii) Min Xw = 0 and at lease one artificial variable appears in column variables in current solution at zero level. In such a case, the optimum basic feasible solution to the given (original) L.P.P. to obtain a basic

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(iii)

feasible solution, We continue phase I and try to drive all artificial variables out of the basis and then proceed to phase II. Min Xw = 0 and at lease one artificial variable appears in column variables in current solution, in such a case, a basic feasible solution to the original LPP has been found. Proceed to phase II.

Phase II Use the optimal basic feasible solution of phase I as a starting solution for the original LPP. Using simplex method make iterations till an optimal basic feasible solution for it is obtained. Note: New objective function Xw is always of minimization type regardless of whether the given(original) LPP is of maximization or minimization type. Example-1 Max Z = 5X1 + 3X2 Subject to 2X1 + X2 1 X1 + 4X2 6 X1, X2 0 Convert the given problem into standard form Max Z = 5X1 + 3X2 2X1 + X2 + S1 = 1 X1 + 4X2 S2 + A1 = 6 X1, X2, S1, S2, A1 0

Phase I
In this phase we consider a new objective function Xw. Min. Xw = A1 Subject to 2X1 + X2 + S1 = 1 X1 + 4X2 S2 + A1 = 6 X1, X2, S1, S2, A1 0 Now solve the above problem by simplex method considering the new objective function and the constraints given problem. The initial table is constructed as shown in fig-3.5
W 1 0 0 X1 0 2 1 X2 0 1 4 Table 3.5 S1 0 1 0 S2 0 0 1 A1 -1 0 1 RES 0 1 6

W S1 A1

This is not initial basic table as there is a constant in the objective function equation row for the basic variable. Make this element zero by multiplying A1 row by 1 and adding to

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Artificial Variables

W row. Table 3.6 shows the modification after the operation on the table-3.5. Now the table 3.6 is the initial basic table.
W 1 0 0 X1 1 2 1 X2 S1 4 0 1 1 4 0 Table 3.6 S2 -1 0 1 A1 0 0 1 RES 6 1 6 Ratio -1/1=1 6/4=1.5

W S1 A1

The entering variable is the maximum positive value of the objective function row for the non-basic variable for the Minimization problem. Hence X2 is the entering variable. Now taking the ratio of RES/ X2, we consider the minimum ratio to be the entering variable. Hence S1 is the entering variable. Modifying the table-3.6 by making S1 as leaving variable and X2 as entering variable we get table-3.7.
W 1 0 0 X1 -7 2 -7 X2 0 1 0 Table 3.7 S1 -4 1 -4 S2 -1 0 -1 A1 0 0 0 RES 2 1 2

W X2 A1

From this table we observe that there is no positive non-basic variable in the objective function row. Hence it is the final optimal table. This final table also reviles that the value of W = A1 = 2 which is greater than 0. Since A1 is the basic variable and its value is positive, the given problem does not posses any feasible solution. Example 2: Solve the following LPP problem by two phase method. Max. Z= 3X1 + 2X2 +2X3 Subject to 5X1 + 7 X2 +4X3 7 -4X1 + 7X2 +5X3 -2 3X1 + 4X2 6X3 29/7 X1, X2, X3 0 Phase - I First convert the given problem into standard form. It should not have any negative value on the RHS. Add slack and artificial variables. Convert the given constant by multiplying (-1) on both the sides -4X1 + 7X2 +5X3 -2 We get 4X1 - 7X2 - 5X3 2 Adding slack variable and Artificial variables we get 5X1 + 7 X2 +4X3 + S1 = 7 4X1 - 7X2 - 5X3 + S2 = 2 3X1 + 4X2 6X3 S3 + A3 = 29/7

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In phase-I the new objective function will be Min. Xw = A3 Min. Xw A3=0 5X1 + 7 X2 +4X3 + S1 = 7 4X1 - 7X2 - 5X3 + S2 = 2 3X1 + 4X2 6X3 S3 + A3 = 29/7 X1,X2,X3,S1,S2,S3,A3 0 From the standard equation we formulate the table. It is as shown in table 3.8. This is not the initial basic table as we have a constant for the basic variable in the objective equation W.
W S1 S2 A3 W 1 0 0 0 X1 0 5 4 3 X2 X3 0 0 7 4 -7 -5 4 -6 Table 3.8 S1 0 1 0 0 S2 0 0 1 0 S3 0 0 0 -1 A3 -1 0 0 1 S0L 0 7 2 29/7

Subject to.

Make this element zero by multiplying A1 row by 1 and adding to W row. Table 3.9 shows the modification after the operation on the table-3.8. Now the table 3.9 is the initial basic table. Iteration -0
W S1 S2 A3 W 1 0 0 0 X1 3 5 4 3 X2 4 7 -7 4 X3 S1 -6 0 4 1 -5 0 -6 0 Table 3.9 S2 0 0 1 0 S3 -1 0 0 -1 A3 0 0 0 1 S0L Ratio 29/7 -7 7/7=1 2 -29/7 29/28=1.1

The entering variable is the maximum positive value of the objective function row for the non-basic variable for the Minimization problem. Hence X2 is the entering variable. Now taking the ratio of SOL/ X2, we consider the minimum ratio to be the leaving variable. Hence S1 is the leaving variable. Modifying the table-3.9 by making S1 as leaving variable and X2 as entering variable we get table-3.10. Iteration - 1
W X2 S2 A3 W 1 0 0 0 X1 1/7 5/7 9 1/7 X2 0 1 0 0 X3 S1 -58/7 -4/7 4/7 1/7 -1 1 -58/7 -4/7 Table 3.10 S2 0 0 1 0 S3 -1 0 0 -1 A3 0 0 0 1 S0L -1/7 1 9 1/7 Ratio -7/5 9/9 -7/7=-1

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Artificial Variables

From the iteration 1 we go to iteration 2 if there are any positive value for the nonbasic variable in the objective function equation i.e Row W in Table 3.10. Since X1 is positive, it becomes the entering variable. Now taking the ratio of SOL/ X1, we consider the minimum ratio to be the leaving variable. A3 is the leaving variable. Modifying the table-3.10 by making A3 as leaving variable and X1 as entering variable we get table-3.11. Iteration 2 gives the table with X1 as the new basic variable and A3 as the nonbasic variable. Iteration - 2
W X2 S2 X1 W 1 0 0 0 X1 0 0 0 1 X2 0 1 0 0 X3 S1 0 0 42 3 521 37 -58 -4 Table 3.11 S2 0 0 1 0 S3 0 5 63 -7 A3 0 -5 -63 7 S0L 0 2/7 0 1

In table 3.11 if find that the value of W is zero. And A3 is not the basic variable. Now we proceed to phase two by considering original objective function. The initial basic table is taken from the iteration 2 of phase - I Phase II The new objective function in included with the phase I constraints table 3.11. Since this is not the basic feasible solution as the co-efficient of X2 and X1 are not zero in the objective function equation. Hence Multiplying X2 row of table 3.12 by 2 and X1 row by 3 and adding it to W row we get the starting basic feasible solution table. It is as shown in table 3.13 Iteration - 0
W X2 S2 X1 W 1 0 0 0 X1 -3 0 0 1 X2 -2 1 0 0 X3 S1 -2 0 42 3 521 37 -58 -4 Table 3.12 S2 0 0 1 0 S3 0 5 63 -7 S0L 0 2/7 0 1

Iteration - 1
W X2 S2 A3 Z 1 0 0 0 X1 0 0 0 1 X2 0 1 0 0 X3 S1 -92 -6 42 3 521 37 -58 -4 Table 3.13 S2 0 0 1 0 S3 -11 5 63 -7 SOL Ratio 25/7 -2/7 2/294 0 0/521=0 1 --

The entering variable is X3 as it is the maximum negative value. Since the given problem is Maximization problem, X3 will be the entering variable and S2 will be the leaving

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variable as the minimum ratio is zero. Table 3.14 shows the iteration 2 with X3 as the new basic variable and S2 as non basic variable. It is observed from the table- 3.14 that there are no ve constant in the objective function equation. It means that we have reached the optimal table. From the optimal table the value of X1, X2, X2 and the Z* is read. Iteration - 2
W X2 X3 X1 Z X1 1 0 0 0 0 0 0 1 Table 3.14 X2 0 1 0 0 X3 0 0 1 0 S1 S2 278/521 92/521 9/521 -42/521 37/521 1/521 62/521 58/521 S3 SOL 65/521 25/7 41/521 2/7 63/521 0 7/521 1

X1 = 1, X2 = 0, X3 = 2/7 Z* = 25/7 Verification: Substitute the value of the X1, X2, and X3 into the objective function equation. We get the value of Z = 25/7. Hence it is verified that the result obtained is correct. Special Cases of L.P. The study of special cases helps us to study the theoretical explanation for the reasons these situations arise and to provide a practical interpretation of what these special results could mean in a real-life problem. There are four special cases. They are: (i) (ii) (iii) (iv) Degeneracy In the application of the feasibility condition a tie for the minimum ration may be broken arbitrarily for the purpose of determining the leaving variable. When this, happens, one or more of the basic variables will necessarily equal zero in the next iteration. In this case we say that the new solution is degenerate. : Example: Max.
Basic Z S1 S2 Z 1 0 0 X1 3 1 1 X2 -9 4 2 S1 0 1 0 S2 0 0 1 Solution 0 8 4 Ratio -2 2

Degeneracy Alternative Optima Unbounded Solutions Bon-existing or inconsistency / infeasibility solution

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Artificial Variables

Table X2 is entering variable and S1 or S2 may be considered for leaving variable. Assessing S1as leaving variable we get Iteration 1
Basic Z X2 S2 Z 1 0 0 X1 - X2 0 1 0 S1 9/4 - S2 0 0 1 Solution 18 2 0

Table Basic variable S2 has a zero value. This results in a degenerate basic solution.
Basic Z X2 X1 Z 1 0 0 X1 0 0 1 X2 0 1 0 S1 3/2 1 S2 3/2 2 Solution 18 2 0

Table Optimal solution is obtained without improvement in solution. Solving the above problem graphically Z=3x1+9x2=0 X1 + 4 x 2 = 8 X1 + 2 x 2 = 4 (1) X1 + 4 x 2 = 8 X1 = 0 X2 = 2 X2 = 0 X1 = 8 (1) (2)

(2) X1 + 2 x 2 = 4 X1 = 0 X2 = 2 X2 = 0 X1 = 4

Objective Function Equation 3 x 1 + 9 x 2 = 18 X1 = 0 X2 = 2 X2 = 0 X1 = 6

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8

7 6 5 4 (2 ) (1 ) 3 2 1 1 2 3 ( 2 ) 4 X 1 5 (1 ) 6 7 8

In the above solution three lines pas through the optimum (X1 = 0, X2 =2) point. Since it is a two dimensional problem, the point is said to be over determined, since we only need two lines to identify it. For the reason, we conclude that one of the constraint is redundant. There are no reliable techniques for identifying redundant constraints directly from the tableau. Theoretical standpoint, degeneracy has two implications. The first deals with the phenomenon of cycling or circling. In general the simplex procedure would repeat the same sequence of iterations, never improving the objective value and never terminating the computations. The second theoretical point arises in the examination of iterates 1 and 2. Both iterations, although differing in classifying the variables as basic and non-basic, yield identical values of all the variables and objective value: why not stop at the joint iteration itself. Temporarily Degenerate Solution In case of temporarily degenerate solution, the degeneracy appears first in first few iteration, but solution the last iteration satisfies the optimality condition. Example: Max. Z=3x1+2x2 (1) (2) (3) Subject to: 4 x 1 + 3 x 2 12 4 x 1 + X2 8 4 x 1 X2 8 X1, X2 0= 0

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4 x 1 = 3 x 2 + S1 = 12 4x1+ X2 + S2 = 8 4x1 X2 + S3 = 8
Basic Z S1 S2 S3 Z S1 S2 X1 Z S1 X2 X1 Z S3 X2 X1 X1 3 4 4 4 0 0 0 1 0 0 0 1 0 0 0 1 X2 2 0 1 1 11/4 4 2 0 0 1 0 0 0 1 S1 0 1 0 0 0 1 0 0 0 1 0 0 1 1/16 S2 0 0 1 0 0 0 +1 0 11/8 2 2 3/16 S3 0 0 0 1 1 1 1 0 1 0 Solution 0 12 8 8 6 4 0 2 6 4 0 2 17/2 4 2 3/2

Table Result X1 = 3/2 (1) X1 = 0 X2 = 4 X2 = 0 X1 = 3 X2 = 2 Z = 17/2 (3) X1 = 0 X2 = 8 X2 = 0 X1 = 2 Solving the above problem graphically we get (2) X1 = 0 X2 = 8 X2 = 0 X1 = 2

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4 O 3 2 1 1 2 3 4 5 6 7 D e g e n e ra te N o n - o p t im a l S o p t im a l N o n - D e g e n e ra te S o lu t i o n

lu t

- 1 - 2 - 3 - 4 - 5 - 6 - 7 - 8 (3 )

(1 ) (2 )

N o t Se i m : p le x it e r a t io n m u s t a lw a y s b e c o n t in u e d u n t il t h e la s t i t e r a t i o n s a t is t h e o p t im a l it y c o n d it io n .

Fig. Alternative Optima When the objective function is parallel to a binding constraint (be a constraint that is satisfied in the equality sense by the optimal solution), the objective function will assume the same optional value at more than one solution point. Hence, they are called alternate optima. Example: Max. Z=2x1+4x2

Subject to: X1 + 2 x 2 = 5 X1 + X2 = 4 X1, X2 0 Z = 2 x 1 4 x 2 = 0 X1 + 2 x 2 + S1 = 5

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X1 + X2 + S2 = 4
Basic Z S1 S2 X1 2 1 1 X1 0 X2 4 2 1 X2 0 1 0 S1 0 1 0 S1 2 - S2 0 0 1 S2 0 1 1 Solution 0 5 4 Solution 10 5/2 3/2 Ratio -5/4 4/1 Ratio -5 3

Iteration 1
Basic Z X2 S2

This table shows that the optimum *X1 = 0, X2 = 5/2, Z = 10) is encountered in the I iteration. Looking at the co-efficient of the non-basic variables in the Z-equation of iteration 1, we can know whether alternative optimum exists. If the co-efficient of non-basic is zero, it means that the non-basic can enter the basic solution without changing the value of Z, but causing a change in the value of the variables. From Iteration 1, let us proceed by making X1 as entering variable.
Basic Z X2 X1 X1 0 0 1 X2 0 1 0 S1 2 1 -1 S2 0 -1 2 Solution 10 1 3

Graphical Method Object : Z=2x1+4x2 (1) (2) Obj, 2 x 1 + 4 x 2 = 16 X1 = 0 X2 = 4 X2 = 0 X1 = 8 Subject to: X1 + 2 x 2 = 5 X1 + X2 = 4

(1) X1 = 0 X2 = 2.5 X2 = 0 X1 = 5

(2) X1 = 0 X2 = 4 X2 = 0 X1 = 4

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(1 )

5 4

(2 ) X 2

3 2 1 1 2 X 1 (2 ) 3 4 (1 ) 5 6 7 8

In practice, knowledge of alternative optima is useful because it gives management the opportunity to choose the solution that best suits their situation without experiencing any deterioration in the objective value. Unbounded Solution In some L.P. models, the values of the variables may be increased indefinitely without violating any if the constraints, meaning that the solution space is unbounded in at least one direction. A s a result the objective value may increase (maximization case) or decrease (minimization case) indefinite. In this case we say that both the solution space and the optimum objective value are unbounded. The most likely irregularities in such models are (1) One or more non-redundant constraints are not accounted for and (2) The parameters (constraints) of some constraints are not estimated correctly. Example: Max. Z = 2 x 1 + X2 Subject to: X1 X2 = 10 2x1 = 40 X1, X2 0 Z = 2 x 1 X2 = 0 S.T.
Basic Z S1 S2 X1 -2 1 2

X1 + X2 + S1 = 10 2 x 1 + 0 + S2 = 40
X2 -1 -1 0 S1 0 1 0 S2 0 0 1 Solution 0 10 40

In the starting tableau, both X1 and X2 are candidates for entering the solution. Since X1 has the most ve co-efficient, it is normally selected as the entering variable.

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All the constraint co-efficient, under X2 are negative or zero meaning that X2 can be increased indefinitely without violating any of the constraints. Since each unit increase in X2 will increase Z by 1, an infinite increase in Z2 will also result in an infinite increase in Z. Thus we conclude without further computations, that the problem has no bounded solution. Graphical Method Z = 2 x 1 + X2 Subject to: X1 X2 = 10 2x1 = 40 X1, X2 0 (1) (2)

X1 = 0

X2 = 10 10

(2) X1 = 0 X2 = 0

X1 = 20

2 x 1 + X2 = 20 X1 = 0 X2 = 20 X2 = 0 X1 = 10

X2 = 0 X1 =
2 0 1 5 X 2 1 0 5 5 - 5 - 1 X0 - 1 5
X

1 0 X 1

1 5

2 0

Fig.

The general rule for recognizing unbounded ness is If at any iteration the constraint co-efficient of a non-basic variable are nonpositive and zero. Then the solution space is unbounded in that direction. If, in addition, the objective co-efficient of that variable is negative in the case of maximization or positive in the case of minimization, then the objective value is unbounded. Unbounded Solution Space But Finite Optimum Value

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Example:

Max.

Z = 6 X1 2X2

Subject to: 2 X1 X2 2 2X1 =4 X1, X2 0 Z 6 X1 + 2 X2 = 0 Subject to: 2 X1 X2 + S1 = 2 X1

Basic Z S1 S2 Z X1 S2 Basic Z X1 X2 X1 -6 2 1 0 1 0 X1 0 1 0 X2 +2 -1 0 -1 - X2 0 0 1 S1 0 1 0 3 - S1 2 0 -1

+ S2 = 4
S2 0 0 1 0 0 1 S2 2 1 2 Solution 0 2 4 6 1 3 Solution 12 4 6 Ratio 1 4

Ratio

Table The starting iteration shows that the solution space is unbounded in the direction of X2. However, since X2 does not have a negative co-efficient is the Zequation, we cannot conclude at this point that the objective value is unbounded. The following iteration shows that the optimum objective value is finish. Graphical Solution : Max. Z = 6 X1 2X2 (1) (2) Objective 6 X1 2 X2 = 6 X1 = 0 X2 = 3 X2 = 0 X1 = 1 Subject to: 2 X1 X2 2 2X1 =4 X1, X2 0 (1) 2 X1 X2 = 2 X1 = 0 X2 = 2 X2 = 0 X1 = 1

(2) X1 = 4

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O p t io n a l S o lu t io n ( B o u n d e d

- 2

- 1 - 1
XX-

2 3

Fig. Infeasible Solution If the constraints cannot be satisfied simultaneously, the model is said to have no feasible solution. This situation cannot occur if all the constraints are of the type (assuming non-negative Right-side constraints), since the slack variable always provides a feasible solution. An infeasible space points to the possibility that the model is not formulated correctly, since the constraints are in conflict. Example: Max. Z = 3 X1 + 2X2 X2 2

Subject to: 2 X1

3X1 + 4X2 4 X1, X2 0 Z = 3 X1 + 2X2 MR1 Subject to: 2 X1 X2 + S1 = 2 3X1 + 4 X2 S2 + R1 = 12

Basic Z X1 -3 X2 -2 S1 0 S2 0 R1 +M Solution 12

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S1 R! Z S1 R! Z X2 R1

2 3 -3M -3 2 3 1 + 5M 2 5

1 4 7M -2 1 4 0 1 0

1 0 0 0 -1 M 0 1

0 -1 +M 1 0 2+4M 1 4

0 1 0 0 1 0 0 1

2 12 -12M 2 12 4 4M 2 4

2/1 2 =3

Table In the above table, the artificial variable R is positive = 4 in the optional solution. This is an indication that the solution space is infeasible. Graphical Method : Max. Z = 3 X1 + 2X2 (1) (2) Subject to: 2 X1 + X2 2 3X1 + 4X2 12 X1, X2 0 (1) 2 X1 + X2 = 2 X2 = 0 X1 = 1
(2 ) 5 4 3 2 1 1 2 e 3 ( 2 ) 4 5 6

(2) 3X1 + 4 X2 = 12 X1 = 0 X2 = 3 X2 = 0 X1 = 4

X1 = 0 X2 = 2

(1 )

F ro m t h e g r a p h ic w e s e th a t th e re is a s o lu t io n s p a . c He e n c e it is in f e a s ib le . (1 )

Fig.

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Solve by Dual Simplex : Max. Z = 3 X1 3 X2 Subject to: X1 + X2 1 X1 + X2 7 X1 +2X2 10 X2 7 X1, X2 0 Max. Z = 3 X, 2 X2: Max. Subject to: Z = 3 X1 2 X2 X1 X2 + S1 = 1 X1 + X2 + S2 = 7 X1 2 X2 + S3 = 10 X2 + S4 = 3
S1 0 1 0 0 0 0 S1 S2 0 0 1 0 0 1 S2 S3 0 0 0 1 0 0 S3 S4 0 0 0 0 1 2 S4 Solution 0 1 7 10 3 2/1 2 Solution

Subject to: X1 X2 1 X1 + X2 7 X1 2 X2 10 X2 3
Basic Z S1 S2 S3 S4 S1 Basic Z S1 S2 X2 S4 Z 1 0 0 0 0 Z 1 0 0 0 0 X1 3 1 1 1 0 2 X1 1 X2 -2 1 1 2 1 1 X2 2 0 1

0 0

1 0

2 0

Table : Max. Zy = 900y1 1200y2 = 0

Subject to: 20y1 + 40y2 + S1 = 0.6 30y1 + 30y2 + S2 = 0.8

Basic Z S1 S2 Z Y2 S2 Z 1 0 0 1 0 0 Y1 900 20 30 300 15 0 1 0 Y2 1200 40 30 30 1/40 S1 0 1 0 S2 0 0 1 0 0 1 Solution 0 0.6 0.8 18 0.015 0.35

0.6/40 0.8/30

0.03 0.023

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Z Y2 Y1

1 0 0

0 0 1

0 1 0

15 1/12 1/20

20 1/30 1/15

25 0.003 0.023

Table Y1 = 0.023, Y2 = 0.003, Z1 = 25 X1 15, X2 = 29, Zx = 25 Food A contains 20 units of vitamin X and 40 units of vitamin Y per gram. Food B contains 30 units each of vitamin X and y. The dily minimum human requirements of vitamin X AND y ARE 900 UNITS AND 1200 UNITS RESPECTIVELY. How many grams of each type of food shall be consumed so as to minimize the cost if food A cost Re. 0.60/gram and food B costs Re. 0.80/fram? Let X1 and X2 = number of units (grams) of food A and B respectively. Minimum: Zx = 0.60X1 + 0.80 X2 Subject to: 20 X1 + 30 X2 900 40 X1 + 30 X1 1200 X1, X2 0 Max. Dual Zy = 900y1 + 1200y2 20y1 + 40y2 0.60 30y1 + 30y2 0.80 Y1, 0 Advantages of Duality 1. It is advantageous to solve the dual of a primal having fewer constraints because the number of constraints usually equals the number of iterations solve the problem. 2. It also avoids the necessity for adding surplus or artificial variables and solves the problem quickly. 3. The dual variables provide an important economic interpretation of the final solution of the LPP. 4. It is quite useful when investigating changes in the co-efficient formulation of the LPP (i.e., sensitivity analysis). 5. Duality is used to solve an LPP by the simplex method in which the initial solution is infeasible (i.e. the dual simplex method). Duality in Linear Programming

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Every Linear programming problem (called the primal) is associated with another linear programming problem (called the dual). Either of the problem can e considered as personal with the other one its dual. Properties of Duality The Primal and Dual problems in L.P. bear distinct properties relating one o the other. These properties are cited in terms of relationship between the primal and dual problems. They are: (1) (2) (3) (4) (5) (6) (7) The Dual of the Dual is Primal. The number of variables in one is equal to the number of constraints in the other and vice versa. If, for one of the problems, a finite optimal solution exists, then the other also has a finite optimal solution and optional values of the two objective functions are equal. If one of the problems has no unbounded solution, then the other has no feasible solution. If one of the problems has no feasible solution, then the other may have an unbounded solution or may have no feasible solution. If there is an equality in the Primal, the Dual variable corresponding to the Equality, constraint will be unrestricted in sign and vice versa. The real variable of the primal correspond to the slacks/surpluses of the Dual and vice versa.

To Convert Primal to Dual Given the primal problem in standard form, the forming steps are followed to obtain its dual. 1. The maximize problem in primal is minimize problem in its equivalent dual and vice versa. 2. The R.H.S. value of the constraints of the primal are objective functions coefficient in its dual. 3. Each constraints in primal will correspond to a decision variable of the dual problem. 4. The constraints matrix of the dual is the matrix transpose of the constrain matrix of primal. 5. All decision variable must be non-negative. 6. The objective function co-efficient of the primal will be the R.H.S. values of the constraints of the dual problem. 7. For a Max. problem of primal, the constraints are converted to constraint and for Min. problem of the primal the constraint are converted to constraint in dual. 8. If there is an equality in the primal, the dual variable corresponding to the equality constraint will be unrestricted in sign and vice versa. To Correct the given Problem to Standard Form

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!. If the objective function must be in maximization form, the constraints must be in the form type and if the objective function must be in minimization form, the constraint must be in the form . 2. All decision variables must be non-negative. Example: To convert constraints of to type. Example: 911 X1 + 912 X2 b1 Multiply by ve sing to to type. 911 X2 912 X2 b1 Example: To convert constraints of type to type Example: 911 X1 + 912 X2 b1 Multiply by on both sides we get 1 911 X1 912 X2 b1 Non-Negative Variable: An variable X is said to be unrestricted in sign, when it can take +ve or ve negative value. It is represent as X = X+ X Write the dual for the following (1) Max. Z = X1 X2 + 3 X3 W1 W2 Subject to: X1 + X2 + X3 10 2X1 X3 2

2X1 2X2 + 3 X3 0 W3 X1, X2, X3 0 Let W1, W2 and W3 be the variable of the dual corresponding to each constraint. Dual objective Min. W0 = 10 W1 + 2 W2 + 0 W3 Subject to: W1 + 2 W2 + 2 W3 1 W1 2 W3 1 W1 W2 +3 W3 3 W1, W2, W3 0 Z = 2 X1 +3 X2 4 X3 W1 W2 W3

(2) Max.

Subject to: X1 + 2X2 + X3 6 2X + X2 + X3 4 4X2 + 2 X3 8 X1, X2, X3 0

LetW1, W2 and W3 be the variable of the dual corresponding tp each constraint. Converting the given problem to standard form

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Min.

Z = 2 X1 +3 X2 4 X3

Subject to: X1 + 2X2 + X3 6 W1 2X X2 X3 4 W2 4X2 + 2 X3 8 W3 Dual Obj. Max. Subject to: Y = 6 W1 4 W2 + 8 W3 W1 2 W2 2 2 W1 W2 + 4 W3 3 W1 W2 + 2 W3 4 W1, W2, W3 0 Z = 2 X1 +4 X2 Y1 Y2 Y3

(3) Max.

Subject to: 3X1 + 2 X2 14 4 X1 + 12 X2 21 X1 =6 Dual Min. Subject to:

W0 = 4 Y1 + 21 Y2 + 6 Y3 3 Y1 + Y2 + Y3 2 2 Y1 + 12Y2 + 0 4 Y13 0 Y1, T2 0 Y3 is unrestricted in sign. Z = 4 X1 + 3 X2

(4) Max.

Subject to: 2 X1 + 9 X2 180 3 X1 + 6 X2 120 X1 + X2 = 80 X1, X2 0 Writing the problem in standard form Y1, T2 0 Max. Subject to: Dual Min. Subject to: W0 = 180 W1 120 W2 + 80 W3 2 W1 W2 + W3 4 3 Z = 4 X1 + 3 X2 2 X1 + 9 X2 180 X1 6 X2 3 120 X1 + X2 = 80 W1 W2 W3 Y3 is unrestricted in sign.

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9 W1 6 W2 +W3 3 W1, W2 0 W3 is unrestricted in sign. (5) Max. Z = 2 X1 + 3 X2 + 4 X3 Subject to: 2 X1 + 4 X2 + 5 X3 20 3 X1 + X2 + 7 X3 = 30 X1 X2 + 6 X3 50 2 X1. X2 0 X3 is unrestricted. Min. Z = 2 X1 + 3 X2 + 4 X3 W1 W2 W3 Subject to: 2 X1 + 4 X2 + 5 X3 20 3 X1 + X2 + 7 X3 = 30 + 2 X2 6 X3 50 X1 Dual Max. Subject to: W0 = 20 W1 + 30 W2 W3 50 2 W1 + 3 W2 W3 4 4 W1 + W2 +2 W3 3 5 W1, 7 W2 63 = 4 W1. W3 0 W2 is unrestricted Z = 5 X1 + 6 X2 X1 + 2 X2 = 5 + 5 X2 3 X1 4 X1 + 7 X2 8 X2 0 X1 is unrestricted. Z = 5 X1 + 6 X2 X1 + 2 X2 = 5 +X1 X2 0 Y2 5 4 X1 + 7 X2 8 Y1 Y3

(6) Max. Subject to:

Max. Subject to:

Dual Minimize. Subject to: Y0 = 5 Y1 Y2 + 8 Y3 3 Y1 + Y2 + 4 Y3 5 2 Y1 Y2 +7 Y3 6 5 Y1. is unrestricted Y3, Y3 0

Dual Simplex Algorithm.

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1. Obtain the canonical form of the constraint by introducing slacks; if constraints exists, multiply the constraints by and introduce slacks. (dont 1 introduce surplus variables into the constraint system). 2. Transmit the problem data into the standard dual simplex tableau. 3. First the leaving basic variable is found by selecting the most ve value of the R.H.S. of the (solution column) basic variable. If all the basic variables are non-negative, the process ends and the feasible solution is reached. Else step 4. 4. With respect to deporting row, computer rations Z 1 Provided aij is negative (Break tie if the denominator are zero or positive; the problem has no feasible solution.

a1j 5. Choose the variable with minimum 1 to enter basis. The entering variable is the one with the smallest ratio if the problem is minimization or smallest ratio of the problem is minimization. 6. Identify Pivot as the element at the intersection of the departing row and entering column. 7. Iterate and proceed to next iteration as follows: (a) New basic is introduced in the place of the old basic (which is the leaving variable). (b) New pivot row = old pivot row pivot element. (c) All other rows will be Pivot Column New Pivot New element = old elements Element x Row element 8. Go to step 3 Examples: Solve by dual simplex method Minimize:. Z = 2 X1 + X2 Subject to: 3 X1 + X2 3 4 X1 +3 X2 6 X1 +2 X2 3 X1, X2 0 Min. Z = 2 X1 + X2 Subject to: 3 X1 X2 + S1 = 3 4 X1 X2 + S2 = 3 6 + 4 X1 +2 X2 + S3 =+8 X1, X2, X3 0
Basic Z S1 S2 S3 X1

2 3 4
+1

X2 1

1 3
+2

S1 0 1 0 0

S2 0 0 1 0

S3 0 0 0 1

Solution 0

3 6
+3

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Ratio

--

--

--

--

S2 is leaving variable with most ve value. Note: Since this a minimization problem and all the objective equation coefficient are 0, the starting basic solution S1 = S2 = S3 = 3 is 3, 6, optional but infeasible. This problem is typical of the type that can be handled by the dual simplex method. Entering variable will be X2 because it has the minimum ratio. Iteration 1 The above is table optional
Basic X1 X2 Z 0 2/3 S1 0 3 S2 1 4 S3 +1 0 Ratio 2/5 -Z 0 0 S1 1 0 X1 = 3/5 X2 1 6/5 = S2 0 S3 0 0 S1 0 1 0 0 -S2 S3 0 0 0 1 -0 0 0 1 Solution 2

1 2
4 -12/5 3/5 6/5 0

and feasible.

2/5 1/5 +1/5 3/5 Z 4/5 = 12/5 3/5 1

1

(2) Max.

Z = X1 X3 2 Subject to: X1 + X2 X3 5 X1 X2 + 4 X3 8 2 X1, X2, X3 0 Obj.. Z = X1 X3 2 Z + 2 X1 + X3 = 0 X2 + X1 X3 + S1 = 5 Subject to: X1 X2 + X3 5 +2 X2 4 X3 8 X1

Basic Z S1 S2 X1

+2 X2 4 X3 + S2 = 8 X1
S1

2 1 1

X2 0

1 2

S3 1 1

0 1
0

S2 0 0 1

Solution 0

5 8

Iteration 1

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Z S1 X3

7/4 5/4

0 0 1

0 1 0

1 2

Iteration 2
Z X2 X3

5/2 3/2

1 1

0 0 1

1 2 1

9 14 9

Since the right hand side has no ve value for basic variable the above table is optimal and feasible. X2 = 1 X3 = 9 X=9

To read off the primal solution from the above table. Y1 = 1 Y2 = Z0 = 9

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