PG - or - 1 - LPP - 1 - 24

Operation Research Linear Programming Problem
OPERATION RESEARCH
Unit-V - Operations Research - Syllabus
Linear programming - Simplex Computational procedure - Geometric interpretation
of the simplex procedure - The revised simplex method - Duality problems - Degeneracy
procedure - Peturbation techniques - integer programming - Transportation problem – Non-
linear programming – The convex programming problem - Dynamic programming -
Approximation in function space, successive approximations - Game theory - The maximum
and minimum principle - Fundamental theory of games - queuing theory / single server and
multi server models (M/G/I), (G/M/I), (G/G1/I) models, Erlang service distributions cost
Model and optimization - Mathematical theory of inventory control - Feedback control in
inventory management - Optional inventory policies in deterministic models - Storage
models – Dam type models - Dams with discrete input and continuous output - Replacement
theory – Deterministic Stochostic cases - Models for unbounded horizons and uncertain case
- Markovian decision models in replacement theory - Reliability - Failure rates - System
reliability - Reliability of growth models - Net work analysis - Directed net work - Max flow
min cut theorem - CPM-PERT - Probabilistic condition and decisional network analysis.
Introduction
 The germination of the concept Operations Research occurred during World War I.
 In England in the year 1915 F.W.Lanchester attempted to treat military operations
quantitatively. He derived equations relating the outcome of a battle to both the relative
numerical strength of the combatants and their relative manpower. He modeled a
situation involving strategic choices and then tested that model against a known
situation.
 During the same period, Thomas Alva Edison in America was studying the process of
Anti-submarine warfare. He devised a war game to be used for simulating problems of
naval Manoeuvre.
 In 1915 F.W. Harris had developed the first model on an inventory problem for economic
lot size.
 In 1917 A.k.Erlang, a Danish Mathematician has developed solutions for some waiting
line problems.
 In 1930 W.Leontieff developed a linear programming model representing the entire
United States economy.
 Active research works were done during World War II in Great Britain and United
States of America. During World War II, military management called on scientists from
various disciplines and organized them into teams to discuss and suggest ways and
means to improve the execution of various military projects.
 Following the end of the word war, the success of military team attracted the attention of
industrial managers who were seeking solutions to their complex executive type
problems.
 The term Operations Research (O.R) was first found by Mc Closky and Trefthen in 1940.
 In 1947 George B.Dantizing developed simplex solution to linear programming problem,
earlier formulated by Leontieff.
 During the year 1950, O.R was first recognized as a subject in universities.
 In 1958 network models were developed by the U.S special project office.
Some Definitions of O.R
D’Clarke’s - “The art of Winning war without actually fighting”
T.L.Sastry - The art of giving bad answers to problems where otherwise worse answers
are given.
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Prepared by D.THIRUMARAN, M.Sc., B.Ed., - 8015106967, C.Mutlur 1
LINEAR PROGRAMMING PROBLEM
Introduction
Linear Programming is a technique used for determining an optimum schedule of

interdependent activities in view of the available resources. The word “Linear” stands for
indicating that all relationships involve a particular problem are linear.
Definition of LPP
Linear programming problems are the problems that deal with maximization or
minimization of a numerical function of a numbers of variables subject to a set of linear
equations.
Formulating the LPP
The steps involved in formulating the LPP
i. Identify the decision variable of the problem

ii. Identify the objective function to be optimized (Maximized or Minimized) and
express it as a linear function of decision variables
iii. Identify the conditions of the problem such as resource limitation, time limitation,
market demand, money restrictions, etc., and express them as linear inequalities
and/or equations in terms of the above defined decision variable.
iv. Add the non-negative constraint from the considerations. The negative values of the
decision variables do not have any valid physical interpretation.
Note: The objective function, set of constraints and the non-negative constraint together
form a linear programming problem.
General form of LPP by using the summation sign
Maximize or Minimize
Subject to ,
and for
General form of LPP in Matrix Form
Maximize or Minimize
Subject to ,
Where , B=
Characteristics of LPP
i. Objective function is of either Maximization or Minimization type.

ii. Constraints are of the inequality
iii. Decision variables are non-negative.
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Graphical Method
A linear programming problem with only two decision variables can be easily solves
by graphical method.
The Steps Involved in Graphical Method are as follows
1. Draw one decision variable in axis and another decision variable in axis with
appropriate scale
2. Consider each inequality constraint as equality equation
3. Plot each equation on the graph as each will geometrically represent a straight line.
Every point on the line will satisfy the equation of the line.
4. If the inequality constraint is , then shade the region below the line. If the inequality
constraint is , then shade the region above the line in the first quadrant shade the
common region which will satisfy all the constraints simultaneously. The common
region thus obtained is called the feasible solution.
5. Choose the value and plot the objective function line, which is called Iso-profit
line
6. In the maximization type problems, the Iso-profit line parallel to the objective
function line farthest from the origin and passing through at least one corner of the
feasible region. In the minimization type the shifting line will stop nearest to the
origin and passing through at least one corner of the feasible region.
7. Find the co-ordinates of the extreme points selected in step 6 and substitute this in
the objective function equation to get the maximum or minimum.
Graphical Solution in some Exceptional Cases
a) A definite and unique optimal solution

b) An Alternative optimal solution or An Infinite number of optimal solution
c) Unbounded solution
d) No feasible solution.
e) A single solution (a single feasible point) ie. there is nothing to be optimized.
a) Unique Optimal Solution
In maximization or a minimization type problem, the objective function value

attained at a single vertex, the given problem has a unique optimal solution.
b) Alternative or Multiple Optimal Solution
If a linear programming problem has more than one optimal solution, it is said to
have multiple or alternative optimal solutions.
c) Unbounded Solution
When the value of decision variables in a linear programming problem increases

indefinitely, the problem has no finite objective function value. Such problems are said to
have unbounded solutions.
d) No feasible Solution
When there is no overlapping of constraint equations, there is no feasible region

formed by the constraints. Hence there is no solution to the linear programming
problem.
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PG-TRB- Questions
1. The optimum solution to the LPP [2003-04]

Maximize
Subject to , , is
a) Unique b) Not unique c) degenerate d) unique and not degenerate
2. Graphical Method is usually used to find the solution of a linear programming problem
if the objective function contains [2004-05]
a) two variables b) three variables
c) four variables d) only one variable
3. The solution of LPP maximize [2012-13]

Subject to
; is :
a) Bounded solution b) Unbounded solution
c) Infeasible solution d) Optimal solution
4. In a graphical solution of LPP, the optimal is at atleast one of the points [2015]
a) on the boundary of the common region b) in the common region
c) at the corner points of the boundary d) none of these
5. Optimal solution of LPP, Max [2015]

Subject to ; ; ; is :
a) 1065 b) 1080 c) 1035 d) 975
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Canonical form of LPP
Maximize Z=
Subject to ,
and for
Canonical form of LPP in Matrix form
Minimize
Subject to ,
Where , B=
Characteristics of Canonical form of LPP
i. Objective function is of Maximization type.

ii. Constraints are of the inequality type
iii. Decision variables are non-negative.
Any LPP can be put in the canonical form by the use of some elementary transformations.
1. The minimization of a function is equivalent to the Maximization of the negative

expression of this function . Ie.
For Example
is equivalent to
with
Note: All LPP the objective function can be expressed in the maximization form.
2. An inequality in one direction can be changed to an inequality in the

opposite direction by multiplying both sides of the inequality by -1
For Example
The constraints is equivalent to
Also is equivalent to
3. An equation may be replaced by two weak inequalities in opposite direction.

For example
is equivalent to the two simultaneous constraints
and (Or)
and
4. The decision variables, may be unconstrained in sign, i.e. it may be

positive or negative. If a variable is unconstrained, it is expressed as the difference
between two non-negative variables.
For Example,
If is an unconstrained variable, then it can be expressed as ,
where
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Example1:
Maximize
Subject to ; ; and
Canonical Form
Maximize
Subject to ; ; and
Example2:
Minimize
Subject to ; ; and
Canonical Form
Maximize
Subject to ; ; and
Example3:
Maximize
Subject to ; ;
And ;
Canonical Form
Maximize
Subject to ; ;
and
PG-TRB- Questions
1. The linear programming problem that is in the Canonical form is [2005-06]
a) Maximize
Subject to ; ;
b) Maximize
Subject to ; ;
c) Minimize
Subject to ; ;
d) Maximize
Subject to ; ;
2. A linear constraint is equivalent to [2006-07]
a) b)
c) d)
3. In the canonical form of Linear programming problem, then objective function

[2011-12]
a) must be of maximization type b) must be of minimization type
c) may be of maximization or minimization type d) is not defined
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Standard form of LPP
Max (or) Min
Subject to ,
and for
Standard form of LPP in Matrix form
Minimize
Subject to ,
Where , B=
Characteristics of standard form of LPP
i. Objective function is of either Maximization or Minimization type.

ii. All constraints are expressed as equations
iii. RHS of each constraint is non- negative
iv. Decision variables are non-negative.
Reformulation of LPP in Standard form

Slack variable
The variable which are added to the left hand side of the inequality constrains
involving less than or equal to sign , are called slack variables.
The constraint ; is changed in the standard form to
; where
Surplus variable
The variable which are subtracted from the left hand side of the inequality constrains
involving greater than or equal to sign , are called slack variables.
The constraint ; is changed in the standard form to
; where
Example1:
Maximize
Subject to ; ; and
Standard Form
Maximize
Subject to ; ;
And ;
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Example2:
Maximize
Subject to ; ;3
And ;
Standard Form
Maximize
Sub to ; ;3
And ; ;
Example3:
Miximize
Subject to ; ;
And ;
Standard Form
Minimize
Subject to ; ;
and ;
PG –TRB – Questions
1. In the standard form of a general LPP where the objective function is of

maximization type [2001]
I. All constraints are expressed as equations
II. R.H.S. of each constraint is non-negative
III. All variables are non-negative
Then
a) I and II are true b) I and III are true
c) II and II are true d) All the three are true
2. In the standard form of a general linear programming problem [2003-04]

a) the constraints are equations b) the constraints are inequalities of type
c) the constraints are inequalities of type d) the decision variables are not nonnegative
3. The total number of slack or surplus variables to be introduced to write the following
linear programming problem [2005-06]
Maximize
Subject to
In standard form is
a) 1 b) 2 c) 4 d) 3
4. One of the characteristics of the standard form of linear programming problem is

[2006-07]
a) All variables are non-negative
b) the right hand side element of each constraint equation is negative
c) the objective function is of the maximization or minimization type
d) the right hand side element of each constraint equation is positive
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Basic definitions for LPP

Solution of LPP
A set of values of which satisfies the constraints of the LPP is called

its solution.
Feasible solution of a LPP
A solution to the LPP which satisfies the non-negativity restrictions ( of the

LPP is called a feasible solution.
Theorem
The set of all feasible solutions of a LPP is a convex set.
Definition (Convex Set)
A set of points is said to be a convex set if for any two points in the set , the line
segment joining them is also in the set.
Thus a set is a convex set if convex combination of any two points in is also in
i.e,
Basic Solution
Assume a system of linear equations with variables ( ). Any solution

which is obtained by solving for variables keeping the remaining variables as zero is
called a basic solution of a LPP.
The (any of them may be zero) variables are called basic variable and zero
variables are called non-basic variables.
Basic Feasible Solution
A basic solution to the LPP which satisfies the non-negativity restrictions ( of

the LPP is called a basic feasible solution.
Basic Feasible Solution is of Two Types
a) Degenerate Basic Feasible Solution
A basic feasible solution is said to be degenerate if one or more basic variables

are zero.
b) Non-Degenerate Basic Feasible Solution
A basic feasible solution is said to be non-degenerate if all basic variables are

positive or negative. ie, none of the basic variables are zero.
Optimal Basic Feasible Solution (or) Optimal Solution
Any basic feasible solution which optimizes the objective function (maximize or
minimize) is called its optimal solution.
PG –TRB – Questions
1. Any solution of Linear programming problem which satisfies the non-negative
restrictions is called: [2012-13]
a) Optimal solution b) Non-feasible solution
c) Feasible solution d) Basic solution
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Simplex Method
Introduction
When the numbers of decision variables are more than two, graphical method
becomes ineffective. The mathematical technique in LPP called the Simplex method was
developed in 1947 by an American Mathematician, G.B.Dantzig. This method is simplex and
widely used for solving a problem which has two or more variables.
Simplex method is an iterative procedure for solving a LPP in a finite number of

Stages. It provides an algorithm which consists in shifting from one vertex of the origin of
feasible solutions to another in such a way that the value of the objective function at the
succeeding vertex is more or less (max or min) than at the preceding vertex. This procedure
of shifting from one vertex to another is then repeated. This method leads to an optimal
vertex in a finite number of steps or indicates the existence of an unbounded solution.
The basis of the Simplex method consists of two fundamental conditions:
i) The feasibility condition:

It ensures that if the starting solution is basic feasible, only basic feasible
solutions will be obtained during computation.
ii) The optimality condition:
It guarantees that only better solutions (as compared to the current solution)
will be encountered.
Development of Simplex Method
If there are equality constraints and is the number of variables a

start for the optimal solution is made by putting n unknowns out of unknowns
equal to zero and then solving for the equations in remaining unknowns, provided that
the solution exists and is unique.
In LPP number of at most solution obtained by setting any variables among

variables equal to zero is (or)
A LPP contains constraints and variables . Then total number of basic

solution is n
PG-TRB- Questions
1. A linear programming problem contains constraints and variables . Then

total number of basic solution is [2005-06]
a) b) n c) d)
2. The number of basic feasible solutions of three equations in four unknowns is [2015]
a) 12 b) 4 c) 7 d) 6
3. In LPP, number of atmost solutions, obtained by setting any n variables among

variables equal to zero is [2015]
a) b) c) d)
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Example - 1
Maximize
Subject to, ;
Find the following
i) Basic feasible solution
ii) Is the solution feasible and optimal?
iii) Optimal basic feasible solution
iv) Is the non-degenerate solution feasible?
Solution
Here and , then the basic solutions are obtained by setting
variable equal to zero and the remaining two variables are solved.
The number of possible basic solutions is are given by
Values of
Values of the basic Is the Is the Is the
Sl. Basic Non- Basic the
variables from the solution solution non- solution
No. Variables Variable objective
constraint equations feasible? degenerate? optimal?
function
1 Yes Yes Yes

,
2 No Yes No
,
3 2 Yes Yes No
,
Example - 2
Maximize
Subject to,
Find the following

i) Basic feasible solution
ii) Is the solution feasible and optimal?
iii) Optimal basic feasible solution
iv) Is the non-degenerate solution feasible?
Solution
Here and , then the basic solutions are obtained by setting
variable equal to zero and the remaining two variables are solved.
The number of possible basic solutions is are given by
Values of
Values of the basic Is the Is the Is the
Sl. Basic Non- Basic the
variables from the solution solution non- solution
No. Variables Variable objective
constraint equations feasible? degenerate? optimal?
function
1 Yes Yes Yes

,
2 Yes Yes Yes

,
3 2 No Yes No
,
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Example 3:
Consider the Constraints and
Solution
Here, ; ; and
When
When
When
i) Basic Solutions are : ; ;

ii) Feasible solutions are : ;
iii) Infeasible Solution :
iv) Non-degenerate solutions : ; ;
v) Non-degenerate B.F. solutions : ;
Example 4:
Consider the Constraints and
Solution
Here, ; ; and
When
When
When
i) Basic Solutions are : ; ;

ii) Feasible solutions are : ;
iii) Infeasible Solution :
iv) Non-degenerate solutions :
v) Non-degenerate B.F. solutions : Nil
vi) Degenerate solutions : ;
Example 5:
The minimum value of subject to constraints

and ,
Solution
It is obvious that the objective function for the basic feasible solution is given by
.
Therefore, The minimum value of
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Example 6:
Let , be a feasible solution to the system of equations
and reduce the given feasible solution to a basic
feasible solution
Solution
When Basic Feasible solution

When Not Feasible solution
When Basic Feasible solution
Example 7:
Let column vector, is a feasible solution to the system of equations
and . Reduce it to a feasible solution to a basic
feasible solution
Solution
Basic Feasible solution

Basic Feasible solution
PG-TRB- Questions
1. The non-degenerate basic feasible solution to the system of linear equations

and is [2002-03]
a) b)
c) d)
2. The total number of basic solutions for the L.P.P. [2004-05]

Maximize
Subject to
is
a) 2 b) 3 c) 6 d) 5
3. The non-degenerate basic feasible solution of the following linear programming

problem [2004-05]
Maximize
Subject to
is
a) b) c) d)
4. The system of Linear equations and has the

basic feasible solution [2011-12]
a)
b)
c)
d)
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Simplex Algorithm
For the solution of any LPP by simplex algorithm, the existence of an initial basic
feasible solution is always assumed. The step for the computation of an optimum solution is
as follows.
1. Check whether the objective function of an LPP is to be maximized or minimized.

If it is to be minimized, then convert it into a maximization by multiplying -1
Ie.
2. Check whether all values are non negative ie. . If any one of is
negative, then multiply the constraint equation throughout by so as to get all
non negative.
3. Convert the inequality constraints into equations by introducing slack variable
(if it is type) or surplus variables (if it is type) and express the given LPP into
standard form.
4. Find an initial basic feasible solution and put the information in the simplex table
as shown below.
… 0 0 0
Minimum
… Ratio
… 1 0 0
… 0 1 0
… 0 0 1
. . . . . . . . .
. . . . . . . . .
Here, Column 4,5,6 – Body matrix Column 7,8,9 - Unit matrix
Where
Row denotes the cost coefficients of the variables in the objective function.
Column denotes the cost coefficient of the basic variables in the objective function.
column denotes the basic variables
column denotes the values of the basic variables
Let denotes the coefficients of the non basic variables in
the constraint equations give the body matrix.
The coefficients of the basic variables give the unit matrix which is shown in
the above table.
5. Find the net evaluations where by using the relation
and examine the sign of this difference.
i) If all then the current basic feasible solution is optimal
ii) If at least one then the current solution is not optimal
Go to the next step.
6. Choose the most negative net evaluation . If tie exists, select arbitrarily any one.
The column which the most negative value is known as Key column or pivot
column.
7. Compute the minimum ratio (ie) . It is the ratio between the solution column
number and the key column number.
i) If then there will be an unbounded solution to the LPP. If ,
select this row which is known as key row or pivot row. Here, the key
column variable is entering variable and the key row variable is going to
leave from the table is known as leaving variable. The intersecting of key row
and key column is known as key number.
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Pivot or key element
The element at the intersection of the key row and key column is called
pivot or key element.
8. Eliminate the leaving variable and introduce the entering variable in the table
along with its associated value under column. Find the next table values as
shown below.
i) New key row number
ii) Other than key row numbers
New number –
9. Go to step 5 and repeat the procedure until to get an optimal solution or there is
an indication of an unbalanced solution.
Maximization:
i) If all , then the current solution is optimal, otherwise the solution

is not optimal.
ii) The entering variable is the non-basic variable corresponding to the most
negative value of .
Minimization:
i) If all , then the current feasible solution is optimal, otherwise the

solution is not optimal.
ii) The entering variable is the non-basic variable corresponding to the most
positive value of .
PG-TRB- Questions
1. In a regular simplex iteration, the pivot element is [2002-03]

a) Positive b) Negative c) Zero d) None of these
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Artificial Variable
So far we have solved problems which have slack variables readily provided the
initial basic feasible solution? There are however, many LPP where slack variables cannot
provide the initial basic feasible solution. In these problems, at least one of the Constraints if
of the type or = signs after ensuring all bi .
To obtain an initial basic feasible solution any non negative variable which is
introduced in the constraint in order to get the initial basic feasible solution is called artificial
variable.
Note:
1. We need artificial variables for to get the initial basic feasible solutions.
2. Negative values for slack variables are unacceptable.
Example-1
Maximize
Subject to ; ; ;
To form the initial simplex table the number of artificial slack variables to be added is
Solution
Subject to
The number of artificial slack variables to be added is 1

Example-2
Minimize
Subject to ; ;
Solution
Subject to
The number of artificial slack variables to be added is 2

PG-TRB- Questions
1. Consider the following linear programming problem to [2002-03]

Minimize
Subject to
a) 3 b) 2 c) 1 d) 0
2. In the following linear programming problem [2004-05]
Minimize
Subject to
The number of artificial variable(s) used to solve the linear programming problem by
simplex method is
a) 1 b) 2 c) 3 d) 0
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There are two methods available to solve such problems
1. “Big M method” or the “Method of penalties”

2. The Two phase method
Steps involves in Big M –Method
1. Express the linear programming problem in the standard form by introducing slack
and / or surplus variables, if necessary.
2. To obtain an initial basic feasible solution, add nonnegative variables to the left hand
side of all the constraints of type. These variables are called artificial
variables. To achieve the final solution, these artificial variables are assigned a large
penalty of –M for maximization and +M for minimization problems in the objective
function.
3. Solve the modified linear programming problem by simplex procedure following
three cases may arise while making iterations.
i) If no artificial variable appears in the basis and the optimality condition
satisfied, then the current solution is an optimal basic feasible solution.
ii) If at least one artificial variable appears in the basis at zero level and
optimality condition is satisfied, then the current solution is an optimal basic
feasible (though degenerated) solution.
iii) If at least one artificial variable appears in the basis at non zero level and
optimality condition is satisfied, then the problem has no feasible solution.
The solution satisfies the constraints but does not optimize the objective
function, because a large penalty M is assigned to this artificial variable.
Hence it is called pseudo – optimal solution.
Note : while applying simplex method, whenever an artificial variable happens to

leave the basis, drop the variable and omit all entries corresponding to its column
from the simplex table.
Example-1
Maxi
Subject to ; ; ; to
form the initial simplex table the number of artificial slack variables to be added is 2
Solution
Maxi
Subject to ;
Example-2
Mini
Subject to ; ; ; to form the
initial simplex table the number of artificial slack variables to be added is 2
Solution
Mini
Subject to ;
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The Two phase method
Phase-I
In this phase, construct an auxiliary LPP leading to a final simplex table containing a
basic feasible solution to the original problem.
Step1: Assign a cost ‘-1’ to each artificial variable and a cost ‘0’ to all other variables and get
a new objective function.
Where refer the artificial variables.
Step2: Construct the auxiliary LPP in which the new objective function is to maximized
subject to the given set of constraints.
Step3: Solve the auxiliary LPP by simplex method. The following three cases arise
i) Max and at least one artificial variable appear in the optimum basis at
positive level. In this case the given LPP does not possess any feasible
solution, stop the iterative procedure.
ii) Max and at least one artificial variable appear in the optimum basis at
zero level. In this case proceed to Phase II.
iii) Max and no artificial variable appear in the optimum basis. In this case
also proceed to Phase II.
Phase II:
Use the optimum basis feasible solution of Phase - I as an initial solution for the
given LPP. Assign the actual costs to the variables in the objective function and zero cost to
every artificial variable that appears in the basis at zero level. This modified simplex table is
solved by simplex procedure until an optimum basis feasible solution (if exists) has been
obtained. The new objective function must be of maximization type. Remove all artificial
variables from the table at the end of phase-I before starting phase –II.
Example-1
Maxi
Subject to ; ; ;
By using Two Phase method, to form the initial simplex table the number of artificial
slack variables to be added is
Solution
Maxi
Subject to ;
Disadvantage of Big-M method over Two-phase method
1. Big-M method is computationally inconvenient because of the manipulation of M

value, though it is used to check the existence of a feasible solution.
2. Two phase method eliminate the constant M from calculations.
3. When the problem is to be solved by using digital computer, it is necessary to assign
a large numerical value of M. The M value must be a deterministic one.
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Revised Simplex Method
For solving a linear programming problem by using a digital computer, it requires

more memory space for storing the entire simple table values. It may not be feasible when
the number of iterations is more. It is not economical to store all the calculated values in the
computer because some values are not so essential. The revised simplex method which is a
modification of the original method is more economical on the computer, as it computes and
stores the necessary information for testing and improving the current solution.
Revised Simplex Algorithm
Step1: Convert the given problem in to a maximization form if it is initially in the

minimization form and add slack, surplus and artificial variables if needed and
convert the problem in to a standard form
Step2: Compute an initial basic feasible solution with an initial basis and form the
auxiliary matrix such that and
Step3: Consider the object function as an additional constraint and form such
that and
Step4: Compute the net evaluations
i) If all the current basic feasible solution is optimal,

ii) If atleast one , the current basic feasible solution is not optimal,
is most negative, then the variable enters the basis. Then go to
step 5.
Step5: Compute
i) If all there exist an unbounded solution to the given LPP.

ii) If atleast one , consider the current and find the leaving variable.
Go to step 6.
Step6: Write down the results obtained from step 2 to step 5 in the revised simplex table.
Step7: Convert the leading element to unity and the remaining all other elements of the
entering column to zero. Find the current improved feasible solution.
Step8: Repeat the same procedure until an optimum basic feasible solution is obtained or to
get an unbounded solution.
PG-TRB- Questions
1. In revised Simplex method [2012-13]

a) Less accumulation of round off error b) less iteration
c) huge accumulation of round off error d) none
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Dual & Primal of the LPP

To every LPP there corresponds a unique LPP, both involving the same data and
with closely connected optimal solution, called its dual. The original problem is called
primal. In general either problem can be considered as primal and the other as the dual.
The importance of the duality concept is due to the following reasons:

1. When the primal contains a large number of constraints (rows) and a smaller number
of decision variables (column), the labor computation work and time taken to solve
the problem is expected to be higher. This can be considerable reduced by converting
it in to the dual problem which requires relatively lesser time to solve.
2. It gives additional information as to how the optimal solution changes as a result of
the changes in the cost coefficients and the formulation of the problem. This
information can help to the managers for taking decisions about alternative courses
of action.
3. Dual calculation checks the accuracy of the primal solution.
Formulation of Dual Problem

1. The objective of maximization in primal problem becomes the minimization in the
dual problem and vice versa.
2. The number of variables in the dual problem is equal to the number of constraints in
the primal problem and vice versa. Ie, If the primal problem has n variables and m
constraint conditions, the dual will have m variables with n constraint conditions.
3. The coefficients in the objective function in primal problem becomes the constant of
the constrains in the dual and vice versa.
4. The constraint sign of in primal form is to be converted into of dual form and
vice versa.
5. The transpose of body matrix of the primal problem gives the body matrix of the
dual and vice versa.
6. The variables in both problems are non-negative.
Duality Theorems
1. The dual of the dual is Primal
2. For every primal problem there is a dual problem.
3. If dual has no feasible solution, then primal also admits no feasible solution.
4. If either of the primal or the dual problems has an unbounded solution then the
solution to the other problem is infeasible or no solution.
5. The necessary and sufficient condition for any LPP and its dual to have optimum
solution is that both have feasible solutions. Moreover if one of them has a finite
optimum solution, the other also has a finite optimum solution.
6. If both the primal and the dual problems have feasible solution, then both have
optimal solutions and Max Z = Min Z’. ie.
7.
8.
9. Complementary slackness theorem.
i) If a primal variable is positive, then the corresponding dual constraint is an
equation at the optimum and vice versa.
ii) If the primal constraint is a strictly inequality, then the corresponding dual
variable is zero at the optimum and vice versa.
10. The values of the objective function in both the problems are same. ie Max Z = Min Z’.
The solution for the variables of the other problem can be read from the
row below the columns of slack and surplus variables.
__________________________________________________________________________________
Primal Dual
Nature of Nature of
Objective Objective
Constraints Constraints
function function
decision variable decision variable
Maximize Restricted sign Minimize Restricted sign
Maximize Restricted sign Minimize Unrestricted sign
Maximize Unrestricted sign Minimize Restricted sign
Minimize Restricted sign Maximize Restricted sign
Minimize Restricted sign Maximize Unrestricted sign
Minimize Unrestricted sign Maximize Restricted sign
Primal Form Then the dual is
Maximize Minimize
Subject to Subject to
Primal Form Then the dual is
Maximize Minimize
Subject to , Subject to ,
Where ; ; B= ;
__________________________________________________________________________________
Example-1
Write down the dual of
Maximize
Subject to ; ; ; .
Solution
The dual problem is
Minimize
Subject to ; ;
Example-2
Minimize
Subject to ; ; .
Solution
The dual problem is
Maximize
Subject to ; ; ;
Example-3
Minimize
Subject to ; ; ; .
Solution
The dual problem is
Maximize
Subject to ; ;
PG – TRB – Questions
1. The dual of the following linear programming problem [2002-03] & [2011-12]
Maximize
Subject to ; ; ; ; .
a)
Subject to ;
b)
Subject to ;
c)
Subject to ;
d)
Subject to ;
__________________________________________________________________________________
2. The duality of [2004-05]

Manimize
Subject to ; is
a) Maximize W
Subject to ;
b) Maximize W
Subject to ;
c) Maximize W
Subject to ;
d) Maximize W
Subject to ;
3. Concerning with duality theory in linear programming problem, which of the

following statements is not correct? [2005-06]
a) The dual of dual is primal

b) If the primal has finite optimum solution, then the dual has also a finite optimum
solution and vice versa.
c) The value of the objective function is not the same for both primal and dual
problems.
d) The condition for a feasible solution of the primal to be optimum is that there
exists a feasible solution to its dual and vice versa.
4. The dual of the linear programming problem [2005-06]

Minimize
Subject to ; is
a) Minimize
Subject to ;
b) Minimize
Subject to ;
c) Minimize
Subject to ;
d) Maximize
Subject to ;
5. If the Primal Problem is subject to the constraints and then

the corresponding dual problem is [2006-07]
a) Min b)
Subject to and Subject to and is unrestricted
c) Min d) Min
Sub. to and is unrestricted Sub to and is unrestricted
6. The dual of LPP Minimize [2012-13]

Subject to , , ; is :
a) Minimize S.C ; ;
b) Maximize S.C ; ;
c) Maximize S.C ; ;
e) None of the above

__________________________________________________________________________________
Dual Simplex Method
This method is similar to the regular simplex method except the selection of variables
to enter and leave the basis. In regular simplex method, first we will select the key column
and then key row. But in revised simplex method, key row is selected first, and then key
column next. In this method the solution starts with optimum but infeasible and works
towards optimality where as regular simplex method starts with a basic feasible solution but
non optimal and works towards optimality.
Dual simplex procedure
Step1: Convert the given problem in to maximization form if it is initially in the

minimization form.
Step2: Convert type constraints, if any to types by multiplying throughout by -1.
Step3: Convert the inequality constraints in to equalities by adding slack variables. Obtain
the initial basic feasible solution and put this information in the simplex table.
Step4: Test the nature of and (Optimal condition)
Case (i) If all and all , then the current solution is an

optimum feasible solution.
Case (ii) If all and atleast one , the current solution is an

basic feasible solution and then go to next step.
Case (iii) If and then this method fails.
Step5: This step checked the feasibility condition
i) Leaving variable: Find the basic leaving variable corresponding to the most
negative value of Let be the leaving variable.
ii) Entering variable: To find the entering variable, compute the key row (ie)
compute Max . The entering variable is the one having the
maximum ratio consider the rations with negative denomination alone. If
there is no negative denominator then the problem has no feasible solution.
Step6: Follow the regular simplex method to carry out the row operations. Repeat the
procedure until either an optimal solution is obtained.
PG – TRB – Questions
1. A method for solving LPP without using artificial variables is [2003-04]

a) Two-Phase Method b) Big-M Method
c) Dual Simplex Method d) Revised Simplex Method
__________________________________________________________________________________

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Operation Research Linear Programming Problem

LINEAR PROGRAMMING PROBLEM

Linear Programming is a technique used for determining an optimum schedule of

Formulating the LPP

The steps involved in formulating the LPP

i. Identify the decision variable of the problem

General form of LPP by using the summation sign

General form of LPP in Matrix Form

i. Objective function is of either Maximization or Minimization type.

The Steps Involved in Graphical Method are as follows

Graphical Solution in some Exceptional Cases

a) A definite and unique optimal solution

a) Unique Optimal Solution

In maximization or a minimization type problem, the objective function value

b) Alternative or Multiple Optimal Solution

When the value of decision variables in a linear programming problem increases

When there is no overlapping of constraint equations, there is no feasible region

1. The optimum solution to the LPP [2003-04]

a) Unique b) Not unique c) degenerate d) unique and not degenerate

3. The solution of LPP maximize [2012-13]

5. Optimal solution of LPP, Max [2015]

Canonical form of LPP

Canonical form of LPP in Matrix form

Characteristics of Canonical form of LPP

i. Objective function is of Maximization type.

1. The minimization of a function is equivalent to the Maximization of the negative

2. An inequality in one direction can be changed to an inequality in the

3. An equation may be replaced by two weak inequalities in opposite direction.

4. The decision variables, may be unconstrained in sign, i.e. it may be

1. The linear programming problem that is in the Canonical form is [2005-06]

2. A linear constraint is equivalent to [2006-07]

3. In the canonical form of Linear programming problem, then objective function

Standard form of LPP

Max (or) Min

Standard form of LPP in Matrix form

Characteristics of standard form of LPP

i. Objective function is of either Maximization or Minimization type.

Reformulation of LPP in Standard form

The constraint ; is changed in the standard form to

The constraint ; is changed in the standard form to

1. In the standard form of a general LPP where the objective function is of

2. In the standard form of a general linear programming problem [2003-04]

4. One of the characteristics of the standard form of linear programming problem is

Basic definitions for LPP

A set of values of which satisfies the constraints of the LPP is called

Feasible solution of a LPP

A solution to the LPP which satisfies the non-negativity restrictions ( of the

The set of all feasible solutions of a LPP is a convex set.

Definition (Convex Set)

Assume a system of linear equations with variables ( ). Any solution

Basic Feasible Solution

A basic solution to the LPP which satisfies the non-negativity restrictions ( of

Basic Feasible Solution is of Two Types

a) Degenerate Basic Feasible Solution

A basic feasible solution is said to be degenerate if one or more basic variables

b) Non-Degenerate Basic Feasible Solution

A basic feasible solution is said to be non-degenerate if all basic variables are

Optimal Basic Feasible Solution (or) Optimal Solution