Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Scribd
Upload
92 views

Lecture 4 Linear Programming Problem (Simplex Method)

This document provides an overview of linear programming problems and the simplex method. It defines the general form of a linear programming problem (LPP) as finding variables to maximize or minimize an objective function subject to constraints. It describes canonical and standard forms of expressing LPPs and provides examples of converting LPPs into standard form by introducing slack and surplus variables. Practice problems are included at the end.

Uploaded by

Akhilesh saga
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
92 views

Lecture 4 Linear Programming Problem (Simplex Method)

This document provides an overview of linear programming problems and the simplex method. It defines the general form of a linear programming problem (LPP) as finding variables to maximize or minimize an objective function subject to constraints. It describes canonical and standard forms of expressing LPPs and provides examples of converting LPPs into standard form by introducing slack and surplus variables. Practice problems are included at the end.

Uploaded by

Akhilesh saga
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 16

Linear Programming Problem

(Simplex Method)
Course Code: MAT2003

Dr. Sukanta Nayak


Department of Mathematics
School of Advanced
Sciences
VIT-AP University, Andhra Pradesh
Email: sukantgacr@gmail.com
Outline
 General Form of LPP

 Canonical and Standard Forms of LPP

 Special Examples

 Practice Set
General form of LPP
Find the unknown (variables) 𝑥1, 𝑥2, … , 𝑥𝑛 which maximize (or
minimize) the objective function.
𝑍 = 𝑐1𝑥1 + 𝑐2𝑥2 + ⋯ + 𝑐𝑛𝑥𝑛
Subject to the constraints
𝑎11𝑥1 + 𝑎12𝑥2 + ⋯ + 𝑎1𝑛𝑥𝑛 ≤ 𝑏1
𝑎21𝑥1 + 𝑎22𝑥2 + ⋯ + 𝑎2𝑛𝑥𝑛 ≤ 𝑏2
⋮
𝑎𝑚1𝑥1 + 𝑎𝑚2𝑥2 + ⋯ + 𝑎𝑚𝑛𝑥𝑛 ≤ 𝑏𝑚
and the non-negativity restrictions
𝑥1, 𝑥2, … , 𝑥𝑛 ≥ 0,
where, 𝑐𝑗, 𝑏𝑖, 𝑎𝑖𝑗; 𝑖 = 1,2, … , 𝑚; 𝑗 = 1, 2, … , 𝑛 are constants.
3
General form of LPP
Case 1: If the constraints of a general LPP are of the following type
σ𝑛𝑗=1 𝑎𝑖𝑗𝑥𝑗 ≤ 𝑏𝑖, 𝑖 = 1, 2, 3, … , 𝑚
then the non-negative variables 𝑠𝑖 which satisfy
σ𝑛𝑗=1 𝑎𝑖𝑗𝑥𝑗 + 𝑠𝑖 = 𝑏𝑖, 𝑖 = 1, 2, 3, … , 𝑚
are called the slack variables.
Case 2: If the constraints of a general LPP are of the following type
σ𝑛𝑗=1 𝑎𝑖𝑗𝑥𝑗 ≥ 𝑏𝑖, 𝑖 = 1, 2, 3, … , 𝑚
then the non-negative variables 𝑠𝑖 which satisfy
σ𝑛𝑗=1 𝑎𝑖𝑗𝑥𝑗 − 𝑠𝑖 = 𝑏𝑖, 𝑖 = 1, 2, 3, … , 𝑚
are called the surplus variables.

4
Canonical and standard forms of LPP
Canonical form
The general LPP is very often expressed in the following
form Maximize 𝑍 = 𝑐1𝑥1 + 𝑐2𝑥2 + ⋯ + 𝑐𝑛𝑥𝑛
subject to the constraints
𝑎𝑖1𝑥1 + 𝑎𝑖2𝑥2 + ⋯ + 𝑎𝑖𝑛𝑥𝑛 ≤ 𝑏𝑖; 𝑖 = 1, 2, … , 𝑚
𝑥1, 𝑥2, … , 𝑥𝑛 ≥ 0,
by doing some elementary transformations. The current form of the
LPP is known as canonical form and it has the following
characteristics.
 The objective function is of a maximization type,
 All constraints are of (≤) type,
 All variables 𝑥𝑖 are non-negative.
5
Canonical and standard forms of LPP
Standard form
The general LPP can also be written in the following
form Maximize 𝑍 = 𝑐1𝑥1 + 𝑐2𝑥2 + ⋯ + 𝑐𝑛𝑥𝑛
subject to the constraints
𝑎𝑖1𝑥1 + 𝑎𝑖2𝑥2 + ⋯ + 𝑎𝑖𝑛𝑥𝑛 = 𝑏𝑖; 𝑖 = 1, 2, … , 𝑚
𝑥1, 𝑥2, … , 𝑥𝑛 ≥ 0.
The current form of the LPP is known as standard form and it has the
following characteristics.
 The objective function is of a maximization type,
 All the constraints are expressed as equations (equality),
 The right-hand side of each constraint is non-negative,
 All variables are non-negative.
6
Special Examples

1. Convert the following LPP to the standard form


Maximize 𝑍 = 2𝑥1 + 3𝑥2 + 5𝑥3,
subject to
7𝑥1 − 4𝑥2 ≤ 5,
5𝑥1 + 2𝑥2 + 3𝑥3 ≥ 13,
6𝑥1 + 4𝑥3 ≤ 3,
𝑥1, 𝑥2 ≥ 0.

7
Special Examples

Solution:
Given LPP, the variable 𝑥3 is unrestricted. So we may take
𝑥3 = 𝑥 ′ − 𝑥 ′′, where 𝑥 ′ , 𝑥′′ ≥ 0.
3 3 3 3
Now, we may write the given constraints in the following form
7𝑥1 − 4𝑥2 ≤ 5,
5𝑥1 + 2𝑥2 + 3𝑥′ − 3𝑥′′ ≥ 13,
3 3
′ ′′
6𝑥1 + 4𝑥 − 4𝑥 ≤ 3,
3 3
′ ′′
𝑥1, 𝑥2, 𝑥 , 𝑥 ≥ 0.
3 3

8
Special Examples

It can be converted into standard form by introducing the


slack/surplus variables which results
Maximize 𝑍 = 2𝑥1 + 3𝑥2 + 5𝑥′ − 5𝑥′′,
3 3
subject to
7𝑥1 − 4𝑥2 + 𝑠1 = 5,
5𝑥1 + 2𝑥2 + 3𝑥′ − 3𝑥′′ − 𝑠2 = 13,
3 3
′ ′′
6𝑥1 + 4𝑥 − 4𝑥 + 𝑠3 = 3,
3 3
′ ′′
𝑥1, 𝑥2, 𝑥 , 𝑥 , 𝑠1, 𝑠2, 𝑠3 ≥ 0.
3 3

9
Special Examples

2. Express the following problem in standard form.


Minimize 𝑍 = 4𝑥1 + 5𝑥2
subject to
2𝑥1 − 𝑥2 − 3𝑥3 = −4,
3𝑥1 + 4𝑥2 + 𝑥4 = 10,
𝑥1 − 5𝑥2 = 15,
𝑥1, 𝑥3, 𝑥4 ≥ 0.

10
Special Examples
Solution:
The current problem, as 𝑥3 and 𝑥4 are the slack/surplus variables.
Whereas, 𝑥1 and 𝑥2 are the decision variables. Also, the variable 𝑥2
is unrestricted.
So, we may consider 𝑥2 = 𝑥 ′ − 𝑥′′ where 𝑥 ′ , 𝑥′′ ≥ 0.
2 2 2 2
We can write the problem in standard form as given below.
Maximize 𝑍′ = −𝑍 = −4𝑥1 − 5𝑥′ + 5𝑥′′
2 2
subject to
−2𝑥1 + 𝑥 ′ − 𝑥′′ + 3𝑥3 = 4
2 2
3𝑥1 + 4𝑥 − 4𝑥′′ + 𝑥4 = 10
′

2 2
𝑥1 − 5𝑥 + 5𝑥′′ = 15
′

2 2
′ ′′
𝑥1, 𝑥 , 𝑥 , 𝑥3, 𝑥4 ≥ 0.
2 2
11
Practice Set

12
Practice Set

13
References
1. S. S. Bhavikatti (2010), Fundamentals of Optimum Design in
Engineering. New Delhi: New Age International (P) Limited
Publishers.
2. K. Deb (2004), Optimization for Engineering Design
Algorithms and Examples. New Delhi: Prentice-Hall of India.
3. S. Nayak (2020), Fundamentals of Optimization Techniques
with Algorithms. Academic Press, San Diego, California, USA.
4. S. S. Rao (1995), Optimization Theory and Applications. New
Delhi: New Age International (P) Limited Publishers.

14
15

You might also like