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Linear Programming
Max Z 2 x1 x 2
Simplex Method
s / t 4 x1 3x 2 12 ( I ) -A Case for Tie
4 x1 x 2 8 ( II ) in selecting key
row
4 x1 x 2 8
x1, x 2 0
( III )
Standard Form:
Max Z = 2x1+1x2+0w1+0w2+0w3
4x1+3x2+w1+0w2+0w3 = 12
4x1+x2+0w1+w2+0w3 = 8
4x1-x2+0w1+0w2+w3 = 8
Tableau-I
1
0
0 0
w1 w2 w3
3
1
0
0
Ratio
cj
2
bxii x1 x2
4
w1 12
4
w2 8
w3 8
-1
Ij
Z=0
-2
-1
ci
0
Ij = (Zj-cj) = (aij.ci) - cj
3
Tie
Tableau-I
1
0
0 0
w1 w2 w3
3
1
0
0
Ratio
cj
2
bxii x1 x2
4
w1 12
4
w2 8
w3 8
-1
Ij
Z=0
-2
-1
ci
0
3
Tie
2
x2
ci
bxii
w1 12
w2 8
w3 8
-1
2 Tie
2
Ij
Z=0
-2
-1
Ratio :
Ratio
- R3 Key
Row
3 x1 2 x 2 18
3 x1 2 x 2 s1 A1 18
Max. Z ... 0 s1 ( M ) A1 ....
a x
j 1
ij
bi
a x
j 1
ij
bi &
aij x j bi
j 1
OR
(a x
j 1
ij
Ai ) bi
a x
j 1
ij
bi ( aij x j ) bi
j 1
(i ) 0 x 5
(ii ) 5 x 10
x x'5, 0 x' 5
(iii ) 5 x 5
x x'5 0 x' 10
(7) Minimization
Problem
Methods to Solve
Minimization Problem
A. Maximization Method
B. Minimization Method
C. Two Phase Method
D. Dual Simplex Method
j 1
j 1
Min. Z c j x j Max.( Z ) (c j ) x j
In Phase- II : Consider
All Cj = Original values in Final
Tableau of Phase I and
Get Optimal Solution
( III )
Max( Z ) 3 x1 5 x 2
s / t 3 x1 2 x 2 18 ( I )
x1 4
( II )
x2 6
x1, x 2 0
( III )
Standard Form :
Max (-Z) = -3x1-5x2+0s1+(- M)A1+0w1+0w2
3x1+2x2-s1+A1+0w1+0w2 = 18
1x1+0x2-0s1+0A1+1w1+0w2 = 4
0x1+1x2-0s1+0A1+0w1+1w2 = 6
Tableau - I
cj
bi
-3
x1
-5 0 -M 0
0
x2 s1 A1 w1 w2
-1 1
0
1 0 0
Z= -18M -3M -2M M 0
+3 +5
0
0
1
0
ci xi
-M A1 18
0 w1 4
0
Ij
w2
Ij = (Zj-cj) = (aij.ci) - cj
Tableau - II
-3
x1 4
w2 6
-3 -5 0 -M 0
0
x1 x2 s1 A1 w1 w2
2 -1 1 -3 0
0
0 1
1 0 0
0
0 0
0 1 0
1
Ij
Z= -6M
ci
xi
cj
bi
-M A1 6
-12
-2M M
+5
0 3M
-3
Tableau - III
cj
bi
ci
xi
-5
x2 3
-3
x1 4
w2 3
-3 -5 0 -M 0
0
x1 x2 s1 A1 w1 w2
0 5/2 M 9/2 0
-5/2
Hence, Optimal Solution is
Ij
Z= -27
Min Z 3 x1 5 x 2
s / t 3 x1 2 x 2 18 ( I )
x1 4
( II )
x2 6
x1, x 2 0
( III )
Standard Form:
Min Z = 3x1+5x2+0s1+MA1+0w1+0w2
3x1+2x2-s1+A1+0w1+0w2 = 18
1x1+0x2-0s1+0A1+1w1+0w2 = 4
0x1+1x2-0s1+0A1+0w1+1w2 = 6
Tableau - I
cj
bi
3
5
0
x1 x2 s1
M 0
0
A1 w1 w2Ratio
ci
xi
A1 18
-1
w1 4
w2 6
Ij
Z= 18M 3M 2M -M
-3 -5
Key Column Max Ij
Tableau - II
cj
bi
ci
xi
A1 6
-1
M 0
0
A1 w1 w2Ratio
1 -0 0 3
3
0
x1 4
w2 6
1
0
0
1
0
0
0
0
Ij
Z= 6M
2M -M 0
-3M 0
-5
+3
+12
3
5
0
x1 x2 s1
1
0
0
1
Tableau - III
cj
ci
5
xi bi
x2 3
x1 4
w2 3
x1 x2
s1
A1 w1 w2
Ij
Z = 27 0
0
-1 -M -3M 0
Hence, Optimal Solution is +1 +3
x1=4, x2=3 giving Z = 27.
Min Z 3 x1 5 x 2
s / t 3 x1 2 x 2 18 ( I )
x1 4
( II )
x2 6
x1, x 2 0
( III )
Max( Z ) 3 x1 5 x 2
s / t 3 x1 2 x 2 18 ( I )
x1 4
( II )
x2 6
x1, x 2 0
( III )
Standard Form:
cj = -1 for only A, else cj = 0
(Phase- I)
Phase I : Tableau - I
ci
-1
cj
bi
xi
A1 18
w1 4
w2 6
Ij
Z= -18
0
0
0
x1 x2 s1
-1 0
0
A1 w1 w2
-1 1
-3
-2
0
1 0
0
0
1
0
Ij = (Zj-cj) = (aij.ci)-cj
Phase I : Tableau - II
ci
-1
0
0
Ij
cj
0
0 0 -1 0
xi bi x1 x2 s1 A w1
A1 6
0 2 -1 1 -3
0 0 1
x1 4
1 0
0 0 0
0 1
w2 6
Z= -6
-2
1 0
0
w2
0
0
1
0
0
x1
ci
xi
x2 3
0 0 -1 0
0
x2 s1 A1 w1 w2
1 -1/2 1/2 -3/2 0
x1 4
w2 3
Ij
Z= 0
1 0
1/2 -1/2 3/2 1
0
Phase II : Tableau - I
-5 x2 3
-3 -5 0 -M 0
0
x1 x2 s1 A1 w1 w2
0 1 -1/2 1/2 -3/2 0
-3 x1 4
w2 3
ci
0
Ij
xi
cj
bi
1 0
1/2 -1/2 3/2 1
0
Min Z 3 x1 5 x 2
s / t 3 x1 2 x 2 18 ( I )
x1 4
( II )
x2 6
x1, x 2 0
( III )
Max( Z ) 3 x1 5 x 2
s / t 3 x1 2 x 2 18 ( I )
x1 4
( II )
x2 6
x1, x 2 0
( III )
Max( Z ) 3 x1 5 x 2
s / t 3 x1 2 x 2 18 ( I )
x1 4
x2 6
x1, x 2 0
Convert this into Standard form.
( II )
( III )
Standard Form:
Max (-Z) = -3x1-5x2+0w1+0w2+0w3
-3x1-2x2+w1+0w2+0w3 = -18
x1+0x2+0w1+w2+0w3= 4
0x1+1x2+0w1+0w2+w3 = 6
0
0 0
w2 w3
1
0
0
cj -3 -5
bxii x1 x2 w1
w1 -18 -3 -2
1
0
w2 4
w3 6
Ij
Z=0
ci
0
Ratio:
1
5
0
0
3/-3 5/-2 Key Column
Max Ratio
=-1 =-2.5
Tableau - II
ci
-3
0
0
Ij
cj -3 -5 0 0
xi bi x1 x2 w1 w2
1 2/3 -1/3 0
x1 6
0 -2/3 1/3 1
w2 -2
0 1 0 0
w3 6
1 0
0 3
Z =-18
Ratio:
3/(-2/3)
=-9/2
0
w3
0
0
1
0
Tableau - III
cj
ci
xi bi
-3
0
x1 4
x2 3
w3 3
Ij
Z = -27
-5
-3
x1
-5
x2 w1 w2
0 3/2
1/2
0
w3
Cases for
Alternative Optimal Solution
Unbounded Solution,
Infeasible Solution and
Unrestricted Variable through
Simplex.
Max Z 6 x1 4 x 2
Case for
s / t 2 x1 3x 2 30 ( I ) Alternative
Optimal
Solution
3x1 2 x 2 24 ( II )
x1 x 2 8
x1, x 2 0
( III )
Standard Form:
Max Z = 6x1+4x2+0w1+0w2+0s1+(-M)A1
2x1+3x2+w1+0w2+0s1+0A1 = 30
3x1+2x2+0w1+w2+0s1+0A1 = 24
x1+x2+0w1+0w2- s1+A1 = 8
cj
bi
6
4
0
0 0 -M
x1 x2 w1 w2 s1 A1Ratio
ci
xi
w1 14
5/3
-2/3 0
s1
-1/3 0
1/3 1
0 8.4
-1 -
x1
2/3
1/3 0
0 12
Ij
Z= 48
Final Tableau
Optimal Solution is
x1=8, x2=0 giving Z = 48.
cj
bi
ci
xi
x2 42/5
s1 39/5
x1 12/5
Ij
Z= 48
6
4
0
0 0 -M
x1 x2 w1 w2 s1 A1
Max Z 3x1 5 x 2
s / t x1 2 x 2 6
x1 10
x2 1
x1, x 2 0
Case for
( I ) Unbounded
Solution
( II )
( III )
Standard Form:
Max Z = 3x1+5x2+0w1+0w2+0s1+(-M)A1
x1-2x2+w1+0w2+0s1+0A1 = 6
x1+0x2+0w1+w2+0s1+0A1 = 10
0x1+x2+0w1+0w2- s1+A1 = 1
cj
bi
3
5
0
0 0 -M
x1 x2 w1 w2 s1 A1Ratio
ci
xi
w1 6
-2
w2 10
-M A1 1
-1 1
Ij
-3
-M
Z= -M
-5
Tableau-I
ci xi
cj
bi
0 w1
-2 -2
0 w2
10 1
5 x2
-1
Z= 5 -3
-5
2M
Ij
6
4
0
0 0 -M
x1 x2 w1 w2 s1 A1
+5
Max Z 6 x1 4 x 2
s / t x1 x 2 5
x2 8
(I )
( II )
Case for
Infeasible
Solution
x1, x 2 0
Standard Form:
Max Z = 6x1+4x2+0w1+0s1+(-M)A1
x1+x2+w1+0s1+0A1 = 5
0x1+x2+0w1- s1+A1 = 8
ci
xi
cj
bi
6
4
0
0 -M
x1 x2 w1 s1 A1
x2
-M A1 3
-1
-1
-1
Ij
Z= -3M
+20
+6
Min Z x1 4 x 2
s / t x1 2 x 2 1
Case for
Unrestricte
( Id) Variable
3 x1 5 x 2 8 ( II )
x1 0, x 2 unrestrict ed
As x2 is unrestricted
x2 = x2 - x2
Hence the problem is converted to
Case for
Unrestricte
( Id) Variable
s / t x1 2 x 2'2 x 2" 1
3 x1 5 x 2'5 x 2" 8 ( II )
x1, x 2' , x 2" 0
Case for
Max ( Z ) x1 4 x 2'4 x 2"
Unrestricte
s / t x1 2 x 2'2 x 2" 1 ( Id) Variable
3 x1 5 x 2'5 x 2" 8 ( II )
x1, x 2' , x 2" 0
Standard Form:
Max(-Z) = -x1-4x2+4x2+0s1+(-M)A1+0w1
x1+2x2-2x2-s1+A1+0w1 = 1
3x1-5x2+5x2+0s1+0A1+w1 = 8
4
0 -M 0
s1 A1 w1
-2 -1 1
0
5
Z = -M -M -2M 2M M
+1 +4
Ij = (Zj-cj) = (aij.ci)-cj
-4
0
0
1
0
4
s1
0 -M 0
A1 w1
-1
-1/2 1/2 0
-5/2 5/2 1
Ij
Z=2
-1
-2
+M
x1
w1
cj -1 -4 4
0 -M 0
x1 x2 x2 s1 A1 w1
1
1 2
-2 -1
1
0
5
Z = -1
0
0
-11 11
2
-2
3
1
-3
-1 0
+M
cj -1 -4 4
0 -M 0
ci xbii x1 x2 x2 s1 A1 w1
-1 x1 1.9
4 x2 0.4
5
Ij
Z=1
0
0 0 +ve +ve +ve
Hence Optimal Solution is
x1=1.9, x2=0.45, x2=0
x1 = 1.9, x2 = x2 - x2= 0.45 giving Zmin
Duality and
Primal Dual Relationship
xi
x1
x2
cj 6
bi X1
8
X2
0
w1
4
9
1
0
0
1
1/20 -1/10
-1/40 3/20
1/10
Zp = 96
0
w2
6/10
Primal Problem
Max.Zp = X1+2X2 -3X3
s/t 2 X1 + X2 +X3 10
3 X1 - X2 + 2 X3 110
X1 + 2X2 - X3 = 4
X1 , X3 0 , X2 unrestricted
To convert into Dual write in standard
Dual will be
Min. Zd = 10 Y1 -110 Y2 +4 Y3
s/t 2 Y1 - 3 Y2 + Y3 1
Y1 + Y2 +2 Y3
= 2
Y1 - 2 Y2 - Y3
-3
Y1 , Y2 0 , Y3 unrestricted
Thank you