Chapter 3 OTSM
Chapter 3 OTSM
Chapter 3 OTSM
Linear Programming-ll
Simplex Method
3-1. INTRODUCTION
While solving LP problem by graphic method, the solution space generally
consists ot aconvex ploygon bounded by constraint lines and the optimum solution
is searched only trom among the corner points of the solution space. However
when the number of variables and/or the number of constraints increases, it
becomes difficult to visualize the convex polyhedron representing the solution space,
in such
called Simplex and the graphical method cannot be successfully employed general
cases. Thus, an etficient computational procedure, is needed to solve the
class of linear programming problems. The Simplex method developed by George B.
linear
Datzing in 1947 is an iterative and an efficient method for solving
programming problems.
The Simplex method is an algebraic procedure that starts at a feasible extreme
point of the simplex (or convex set), normally the origin, and systematically moves
from one feasible extreme point to another until an optimum (or optimal) extreme
extreme (corner)
point is located. At each iteration, the procedure tests the one
another extreme point, of the
point for optimality, and if not optimum, choosesnon-negativity co:nditions of the
convex set that is formed by the constraints and
linear programming problem. Since the number of extreme points (i.e., corners or
leads to the
vertices) of the convex set of all feasible solutions is finite, the method
number of steps
optimum extreme point (i.e., optimum or optimal solution) in a finite proceed on to
or indicates that there exists an unbounded solution. Before we
of linear
explain the algorithm, it is essential to understand some characteristics
programming solutions.
is stated below
Alinear programming problem in the standard form required
Let x1, x2, ..., x, be the decision variables for a general LP problem. It is
to determine the values of these variables so as to :
Maximize (or minimize) Z = CjX2 + CzXy t .. + CXn
subject to the constraints
a11X1 + a12 X2 + ... + ain Xn bi
solutionyaluewhis elsh
system the m feasible solution is a
the
is feasible if all hand, a basic
Asolution
feasible and has at most
zero).
m positive valued variables (i.e., to say that the rermalnin.
Onthe other
positiveor variables are positive valued, the
less than m
If
m variables are zero).
basic feasible solution.
n - In practice the problem is not inthe standard form as stated above and has Io,
degenerate
said to be constraints are generally
than' or
either lessconstraint
standard form. The
converted into the 'greater than' signs
equality,
or in mixed form. In order to
we introduce
inequalconverities,t
slack or surplus variables,
w
ha
inequality
into
variables represent unused capacity and
variables represent slack
excess amount and the contribution (cost or profit co-effiien
terminology
In economic
is zero.
associated with them equal to" type is transformed into an
"less than or The slack variables can be equa
An inequality of the slack variable. production
capacittyhou
a non-negative 1 unit of
by the addition ofproducts, each requiring for its from the other, and fron
of as imaginary
a profit of zero, resources zero units of capacity each
of variable corresponds to the amount of unused capacih,
i.e., a slack yieldin
only one of the
which it is added.
for the constraint to as
a particular problem, the constraints m appears
Let in Sb,;i=1,2, ... , m.
ai, XË +a2 Xy t... +ain Xn
a suitable positive quantity S, to the left hand side, the inequalty
By adding
constraint can be written as :
bË :i=1,2, .. , m.
a,j X1 + a2 X2+ .... + ain Xn tS, =
fixed quantity. Moreover. slack
This new quantity s, is called slack variable, not a
variable may be interpreted as
Slack = R.H.S. - L.H.S:
1
B Sm e ...
0
Net contribution
G-Z :
per unit
the
variablesin constraints set. Each
slack
represents the coefficients ofthebasic variables.
(viii) To find an
containsan identity
entryunder
matrix in the 2, row under a column, we multiply the entries o tha
Cp-column and add the products, i.e.
simplex taea
The Z, row entries wàll all
coresponding be equal to
entries of
zero inthe initialsimplextableau The Z, entry under the
column bythe current value of the objective function.
the
represent the decrease
column"in give
the value of objective function that would result one o he The
"Solution or quantity
entries
the solution were brought into the
solution. otherZ,
variables not included in the index row orThenet evaluation
calculation row,
"C-2,", called is
row labelled
(ix) The last or not the current solution is
optimum. of used to
simply involves
determine subtracting each 2, value from the corresponding Cj value for that colum.
whether
which is written at thetop of that column. We observe that C; Z, values are meaningtul for
because tor a basic variable, Z; =1xC.og o
the non basic variables only. This is
C-Z,=C -C=0.
Remark , The entries in the C -Z; row represent the net contribution to the objective unction
variables. A plus value
the respective column
that results
a greater
by introducing
contribution can
one unit each of
be made by bringing
the variable
would
for that
decrease
colurn
if onè
into
unit
the
of the tion.indicatnegates ive
soluvariable
A
tha
for the
by which contribution
value indicates the amount solution.
column were brought into the accounting prices).
row elements are also known as the shadow prices (or
Index
all
We test if the current solution is optimum or not. If the or elements
5. in the C;-Z; row i.e., index row) are negative or zero, then the current
entries
positive number, the current solution "
solution is optimum. f there exists some basis and replacing th
be further improved by removing one basic variable trom the
Some non-basic one.
improve the current feastble
6. Further, iterate towards an optimum solution. Todeparting variable) by a neu
the
solution, we replace one current basic variable (called
non-basic variable (called the entering variable). solution mix next. One way of doig
() We now determine the variable to enter into the C-Z,rowof the simplex
this is by identifying the column with the largest positive value in the
the key or pivot
table. The column with the largest positive entry in the C-Z, row is called entering
column (indicated by 1). The non-basic variable at the top of the key column is the
variable that will replace a basic variable.
(i) Next we determine the departing variable to be replaced in the basis solution. Ihis 5
accomplished by dividing each number in the quantity (XR) column by the corresponding
number in the key column selected in step 6) . We compute the ratio bj/aj b, /ag)
bm/amj The row corresponding to the minimum of these ratios is the key row or pivot rou
(indicated by ). The coresponding variable in the key row known as the departing on
will leave the basis.
intersection
(i) We identify the key or pivot element. This is the number that lies at the
of the key column and key row of the given simplex table.
7. Evaluate the new solution by tableau. After
constructing second simplex the new
identifying the entering and departinga variable, all that remains is to find
basic feasible solution by constructing new simplex tableau from the current one.
Now we evaluate or update the new solution in the following way :
thekey
(a) New values for the key row are computed by simply elementt of
row by key element. dividing every
can
(b) The new values of the elements in the remaining rows for simplextable
the new elements except
be obtained by perforning elementary row operations on all rows so that all
the key element in the key column are zero.
LNEARPROGRAMMING-I| 3-5
other words, for each row other than the key row. we use the formula :
Newrouw numbers -(Numberiin old rows)
(c) New entries in the CB column and X column are entered in the new table of the
currentsolution.
(d Compute Z, and C-Z, rows. If all the numbers in Cj-Z row are either negative or
zero, an
optimum solution has been obtained.
8. If any of the numbers in C;-Z,row is positive, repeat the steps (6-7) again
until an optimum solution has been obtained.
Remark. Rules for Ties. In choosing the key column and key row, whenever there is a tie
between two numbers, the following rules may be followed :
(0 The column farthest to the left may be selected if there is a tie between two
row.
numbers in the index
(in The nearest ratio to the top may be selected whenever there is a tie between two
replacemernt ratios in the ratio column.
43. SIMPLEX ALGORITHM (Minimization case)
The various steps involved in using simplex method for minimization problems
are:
Steps 1. Formulate the linear programming model, and express the mathematical
model of L.P. problem in the standard form by introducing surplus and artificial
variables in the left hand side of the constraints. Assign a 0 (zero) and M as
coetficient for surplus and artificial variables respectively in the objective function. M
is considered a very large number so as to finally drive out the artificial variables out
of basic solution.
2. Next, an initial solution is set up. Just to initiate the solution procedure, the
initial basic feasible solution is obtained by assigning zero value to decision variables.
This solution is now summarised in the initial simplex table. Complete the initial
simplex table by adding two final rows Z, and C -Z. These two rows help us to
know whether the current solution is optimum or not.
3. Now we test for optimumityof the solution. If allthe entries of C -2, row
are positive, then the solution is optimum. However, this situation may come after a
number of iterations. But if at least one C - Z,s 0,the current solution can be
turther improved by removingone basic variable from the basis and replacing it by
Some non-basic one.
4. (0) Determine the variable to enter the basic solution. To do this, we identify
Ihe column with the largest negative value in the C;-2, row of the table.
(i) Next we determine the departing variable from the basic solution. If an
clal variable goes out of solution, then we discard it totally and even this variable
may not form part of further iterations. Same procedure, as in maximization case, is
employed to determine the departing variable.
O. We update the new solution now. We evaluate the entries for next simplex
iDle in exactly the sanme manner as was discussed earlier in the maximization case.
6.Step (3--5) are repeated until an optimum solution is obtained.
OPERATIONS REESEARCH:
3.6
The Big
sides
1. Il any
Introducing
M Method-
slack, surphus
constrainthave
obtain aconstraint
by -1 to problem
will reverse
and artificial
on
negative constants the
with a non-negative constant. (|f he conSItaint i
the inequality.)
the direction of
constraints.
pAOBLEMS&SO,
variables
right side,
equality, this In each S
slack variable
2. Introduce a artificial variable in each 2
3. Introduce a
surplus variable and an
ineach '='constraint.
constraint.
variable
artificialvariable A,, add -MA, to the objective function in case
For eachan
4.5. Introduce artificial
maximization and +MA, in case of minimization. Use the same constant M
(or all artli
variables.
tableau for the modified problem.
6. Form the simplex method.
Sove the modified problem by the simplex
7. problem.
Relate the solution of the moditied problem to the original
8. 0 If the modified problem has nosolution,thenthe original problem has no solution
0 If any artificial variables are non-zero in the solution to the modified problem, te
no solution.
the original problem has
Remark. The artiflcial variables are introduced for the limited purpose of obtaining an initial soluila
and are required for the constraints of 2type or the constraints with '=' sign. It is not relevant whete
the objective function is of the minimization or the maximization type. Obuiouslu. since artificialI variable,
must be driven out of
represent any quantity relating to the decision problem, they of infa t Jsten
do not if at all they do, it represents a situation assinnodh
and must not remain in the final solution (andhigh cost to them. Generally, a value M is
can be ensured byassigning an extremelynumber higher than any finite number. For this ro
artificial variable, where Mrepresents a are involved is termed as the 'Bio MMh
method of soluing the problems where artificial variables in the objective function a coefficient ofsM
When the problem is of the minimization nature, we assign for the problems with the objective functon i
each of the artificial variables. On the other hand, has a coefficient -M.
maximization type, each of the artificial variables introduced
3"4. Some Special Cases. Several special situations which one many encounte
during the application of simplex method are summarized below :
1. Non-feasible Solution. A linear programming problem may be unsoled
mathematically due to the contradictory nature of the constraints. Such an instante
is referred to as a non-feasible solution. A solution also non-feasible if an artifcid
variable appears in the basis of the solution purported to be optimum.
2. Unbounded Solution. It occurs in maximization problems, for example, wen!
solution variable can be made infinitely large without violating a constraint. I
discovered in simplex method if any iteration stage, all the entries in minimum tau
column are either infinite or negative.
5. Multiple Optimum Solution. This situation Occurs when there can beinfinite in
number of solutions possible for a given problem. This situation can be recognised
have a
a simplex method when one of the non-basic variables in the C-Zj row will
value of zero.
a zero
4. Degeneracy. Degeneracy is revealed when a basic variable acquires eitherthe
value (rather than a negative or positive value). In the final solution, numberof
number of basic variables is not equal to the number of or the
variables does not equal the number of decision constraints, The
instanceo
Problem 3-1. Amanufacturer has two products P and P2, both of which are
producedintwo steps by machines Mand M,. The process time per hundred for
products on the machines are :
the
M1 M2 Contribution (per 100units)
P1 4 5 10
P2 5 2 5
Available hours 100 80
The manufacturer is in amarket upswing and can sell as much as he can produce
f both products. Formulate the problem as LP model and determine optimum
Droduct mix, using simplex method.
Solution.
Steps 1. Formulation of the LP model :
Maximize (total contribution) Z = 10x1+ 5x,
subject to the constraints
4xj + 5x S 100 (constraint on machine I )
5x1 + 2x S 80 (constraint on machine II )
X1 20, X)20
where X]= The number of units of product P,
X2= The number of units of product P%
2. Convert the constraints to equations by introducing the slack variables. The
first step in the simplex method is to convert each inequality constraint into an
equation by adding a slack variable to each constraint. This can be done as follows :
Maximize Z = 10x1+ 5x2+0.s1+ 0.s2
subject to the constraints
4x1 + 5x2+ S1 = 100
5x1 + 2xg + S2= 80
X1,X2,S1, S2 20
Here, the slack variables, sj and s2 represent the idle or unused capacity (if any)
on the machines M, and M¡. Since this idle capacity will be either positive or zero,
the variables s1 and s are shown as non-negative. Further, the contribution per
hour of idle capacityon the two machines is taken as zero in the objective function.
3. Designing the initial feasible solution. The simplex method begins with an
initial feasible solution in which the basic variables xË and x are set equal to zero. In
other words, we are making an initial decision not to produce any one of the
products P and P,. This will also mean that the total given capacity on each
machine becomes idle capacity, i.e., S1 = 100 and s2 = 80.
4. Develop initial simplex tableau. The initial decision can easily be summarized in
atabular form known as Simplex Tableau or Simplex Matrix. An explanation of its
parts and how it is derived is given below
(a) Starting from left-hand side of the table, the column C, indicates the contribution per
unit tor the slack variables S1 and s ,Since the profits are not made on unused time, the
Contribution per unit for sj and s2 is shown as zero.
(b) The second column contains the variables (referred to as basic variables) constituting
the product mix.
(c) As the initial solution is not to produce any product, the total given capacity has
Oecome unused capacity, which is shown in the third column. Every number in the quantity
column must be zero or positive.
OPERA
Basic
Solution
10
5
S
-Proilt per un
variables
B
values
5
1
Variable row
Rows il ustratina
tconst
Ëons rai(coelnt liequa
4
100
S
5 2 only) cient
80
Identity matrix con
Body matrix consis- sisting of coeffi
ting of coefficients cients of slack
of real product variables
variables
(d) The numbers inthe body matrix represent the physical ratio of substitution. For tis
to produce a unit of x1, we will have to give
table, the column means,
thatif we wish away 4
5 interpreted. In the
Similarly, the column can be same mànner
units of s1 and 5 units of sT. ratios of exchange
matrix represernt the physical
we can say that entries in the unit of body and unit matrices represent &
(e) The numbers at the top of the columns objective function.
coeffcients of the respective variables in the tablo
(9 Z, and C;-Z, (Index or net evaluation row). We may complete the initial simplexecononi
provide us with important
by adding two final rows. These last two rows whether the current solution i
information, including the total profit and the answer as to
optimum.
We compute the Z, value for each column of the initial solution in Table 2h
multiplying the zero contribution value of each number in the C; column by each
number in that row and jth column and then add up the products so obtained. The Z
value for the quantity column provides the total contribution (gross profit in this
case) of the given solution.
2, (For gross profit) = (Profit per unit of sj) x (No. of units of s)
+ (Profit per unit of s) x (No. of units of s)
= Rs. 0 x 100units + Rs. Ox 80 units = Rs. Oprofit.
2, (For column x) =Rs. 0(4) +Rs. O(5) = Rs. 0
Z, (For column x) = Rs. 0(5) + Rs. 0(2) = Rs. 0
Z (For column s1) = Rs. 0(1) + Rs. 0(0) Rs. 0
Z, (For column s2) = Rs. O(0) + Rs. 0(1) = Rs. 0
The C, - Z, number in each column represents the net profit, i.e., the proli
gained minus the profit given up, that will result from introducing 1 unit of each
product or variable into the solution. It is not calculated for the quantity column.
compute these numbers, simply subtract the Z, total for each column from the C
value at the very top of that variable's column. The calculations for the net profit per
unit (i.e., the C - Z rowor
Index row) in this case are:
X
Column
S S
C, for column Rs. 10 Rs, 5 Rs. 0
|2, for column Rs, 0
Rs. 0 Rs. 0
Rs. 0 Rs. 0
G -Z for column Rs. 10 Rs. 0
Rs. 5 Rs. 0
LINEAR PROGRAMMING|
3-9
TABLE 2.INITIAL SIMPLEX TABLEAU
Basic
variables Solution
values
10 5
COMPLETED
S 100 S
4 S
S) 80 5
5
2
Z 0
Index row
10 5
Remark. By examining the numbers in
increased by Rs. 10 for each unit of x
the Cj-2; row of table 2, we
mix. Thus, a positive added to the solution mix òr by Rs. 5 find that total protit can be
fhe soolution number in the Cj-Z row for each unit of x, added to
amount per unit
of X, added. On
the other hand, a negative indicates that profits can be improved by that
amount by which profits would decrease if one unit of the number in the Cj -Z row would indicate the
Sotution. Hence the optimum solution is variable heading that column were added to the
row.
reached when no positive numbers are there in
After the initial simplex tableau is set up, the
imnrovement is poSsible. The computational procedurenext is
step is to determine if the
as follows :
la) Choosing the entering variable. To
bosolution next (it must be either x1 or X2, decide which of the variables will enter
since they are
ariables at this point), we select the one with the largestthe only two non-basic
Jariable x1, has a C-Z value of Rs.10, implying th¡t each unitpositive of x1,
Ci-Z, value.
added
atition mix will contribute Rs. 10 to the overall profit. Variables X2, has ainto the
Iaue of only Rs. 5. The other two variables S and s, have zero values and C;-Z,
can add
nothing more to protit. Hence, we select xj as the variable to enter the solution mix,
and identify its column (with an arrow) as the pivot or key column.
(b) Choosing the departing variable. Since we have chosen a variable to enter
the solution mix we have also to decide which variable is to be replaced. This is done
in the following manner :
Firstly, divide each number in the quantity column, i.e., 100 and 80 by the
corresponding numbers in the key column, i.e., 4 and 5.
Secondly, select the row with the smallest, non-negative ratio as the row to the
replaced.
Here the ratios would be :
S] row: 100 hrs/4 hrs per unit = 25 units of x1,$2 row: 80 hrs/5 hrs per unit - 16 units of x1.
As the s2row has the smallest positive tatio, it is called replaced row, or the
pivot row or key row. This row will be replaced in the next solution by 16 units of
X1, Îe., the variable s (unused time) will be replaced by 16 units of xj in the next
solution.
the
Ihe number at the intersection of key row and key column is referred to as
pivot or key numnber which is 5 in the present case. COLUMN)
KEY NUMBER & KEY
TABLE 3: INITIAL SIMPLEX TABLEAU (KEY ROW,
10 5 Minimum
ratio
Basic Solution S S
values X/x,
variables
B
5 100
100 4
4
= 25 key
S
row
80
5 2 5
80
S
5
G-Z ‘ Key column " Key number
OPERATIONS RESEARCH .
1 (0x) =1
4
0 (1x)
These resuits are nowentered in Simplex Tableau II. The final step of the second
iteration is to introduce the effect of the objective function. This involves computing
the Z, and G-Z rows. Recallthat the Z, entry for the quantity column gives us the
gross profit for the current solution. Thé other Z, values represent the gross proit
given up by adding one unit of each variable into this new solution. The Zs are
calculated as follows :
Z, (for total profit) = Rs. 0 (36) + Rs. 10 (16) =Rs. 160
Z, (for x1 column ) = Rs. 0 (0) + Rs. 10 (1) =Rs. 10
Z, (for x2 column) = Rs. 0 () + Rs. 10 (É) = Re. 4
Z, (for s] column) = Rs. 0 (1) + Rs. 10
(0) = Rs. 0
Z, (tor $2 Ccolurnn) = Rs. 0 (-) + Rs. 10 () = Rs. 2.
It may be noted that the current profit is Rs. 160 as against Re. 0 in
i thefirst
tableau. The Ci-Z, numbers represent the net profit that will result given our
production mix, if we add one unit of each variable into the
solution.
LNEARPROGRAMMING--I|
3.11
Column
S S
forcolumn Rs. 10 Rs. 5 Re. 0 Re. 0
Z forcolumn Rs. 10 Rs. 4 Re. 0 Rs. 2
C-Z,forcolumn Re. 0 Re. 1 Re. 0 Rs. - 2)
TABLE4: SECOND SIMPLEX TABLEAU
10 5
Minimum
Basic Solution ratio
C variables, B values, Xp X S S
S 36 -4 36
1
17/5 + key
row
16 1 1 16
10
2/5
160 10 4
1 -2
- (-x)
OPERATIONS LEMS
third
3.12
row will appear
in the tableau in the
Hence,the newxË
(e) Solution S
position Basic values
CB variables
(B) 5
180
17
5 200 1
5
17
1
thethird tableau can be
Z, rows for
calculatet
10
Z, and C;-
Finally, the
) earlier.
discussed follows :
unit of product appears as
The net profit per Column
S
S,
5
10
5 5
10
Z for column
5
30
G-Z colunn -17
200 180
Hence the optimum solution is : x1 = 17 X2 = 17
2900
17 - 10x1 +5x, + 51+2
For maximum value of Z we put s, = 0 and s, = 0sothat Z = 0 The coelficient of non-basic variables,
17
s1 and $o is called 'shadow cost'. They represent the decrease in the optimum value of the
ie.,of
objectivefunction resulting from a unit increase in a non-basic variable.
Rroblem 3-2. Acompany sells two different products Aand B. The selling price
and incremental cost information are as follows:
Product A Product B
Selling Price Rs. 60 Rs, 40
Variable Cost Rs. 30 Rs. 10
Thetwo products are produced in acommon production process and are sold in
tuo different markets. The production process has a capacity of 30,000 man hours.
ttakes three hours to produce aunit of Aand one hour to produce a unit of B. The
market has been surueyed and the company officials feel that the maximum number
of units of A that can be sold is 6,000 and maximum for B is 12,000 units. Subject
to these limitations two products can be sold in any combination. Formulate the
Droblem as LP model and solue to maximize contribution. (Use simplex method)
Solution Steps 1. Formulation of the LP model. Contribution of the product A=
Rs. (60 - 30) = Rs. 30. Contribution of the product B= Rs. (40 - 10) = Rs. 30. The
complete linear programming model can be stated as follows :
Maximize (total contribution) Z = 30x1 + 30x2
subject to the constraints
3x1 + X s30,000
X1 S6,000
xy S 12,000
x1 20, X 20
Wnere x and x denote the number of units of products A and B to be manufactured
Tespectively.
2. Converting constraints to equations. The constraints for the given problem
can now be rewritten with slack variables to form the equalities as given below :
3x1 + X2t S1 30,000
+ S2 =6,000
+ S3 = 12,000
xË 20, x2 20, s1 20, s2 0, s3 >0
OPERATIONS RESEAH
3.14
represent unused
resources, their
variablesin the objective
pHcontribution
UBLEMS OUIO in the
objectivefunction
get
variables
Since slack zero. Including
is
these slack
Starting from left-hand side of the above table the column C indicates the contribution
per unit for the slack variables s1, S2 and s3. Since the profits are not made on unused time,
the contribution per unit for S1, S2 and s3 is shown as zero.
The number in the Z, row under each variable represents the total contribution of
outgoing profitZ,when
basic variable. valuesonein unit of avariable
various non-basiccolumns
variableareis calculated
introducedbyintomultiplying
the basisthe
inplace of a
coefficients
of basic variables in the Cg column with coefficients (a) in each variable column and then add
up the products so obtained. For example Z, value in the x;
column will be :
Z = 0(C,of s,) x 3 (coefficient of xj
in s, row, i.e., a,j)
+ 0(C, ofs) x 1(coefficient of x1 in s,
+ 0C; of s,) x 0
row, i.e., a,i)
(coefficient in xjin s, row, i.e., azi)
=0x3+0x1+0 x0 =0
Following the same procedure Z, for all the other variable columns will be
computed as shown in the table 2.
The numbers in Cj -2, (Index or Net Evaluation Row) now represent the net
profit, i.e., profit gained minus the profit given up that will result from introducing1
LINEARPROGRAMMING|
3.15
basic
unit
of each
the
variable into the solution and can be
Z.total
at computed
subtracting for each column from the C, by simply
variable's
's column. For example, Cj- Z value in value the very top of that
30and so on. The values of C- Z are always the x column will be C,-Z, = 30 -0
-
of
zero under the basic variables.
The value the objective function in the
nmultiplyingthe Cg column with the current solution is obtained by
thenadding these
products, i.e., Z = corresponding
30 x 0 + 30 x elements in the X¡ column and
0 = 0.
TABLE 2:INITIAL SIMPLEX
Basic Solution
TABLEAU COMPLETED
30 30
C variables values
B bex S
30,000 3 1
6,000
0
0 S 12,000
Z=0
30 30
The one with the minimum positive ratio (s2) represents the variable to depart
Irom the solution basis. Thus s, is the departing variable. The row coresponding to
he departing variable is caled key row or the pivot row or the
replaced row. The
key element and
on the intersection of key row and key column is called
iselement
denoted by makinga () or circle in the simplex table.
OPERATIONS RESEARCH PROBLEMS
3-16 NUMBDD
TABLEAU, KEY ROW, KEY KEY COUMN
SIMPLEX
TABLE 3:INITIAL 30 0 0
30
Solution
Basic
variables
values
beX
S S S Rallo
0
3
0
30,000
6,000
1 0
0
30,000/|
S
12,000
12,000/1 6
Z=0
30
Z 30
Key row
C-Z
Key column
5. Developing second simplex table. In order to obtain the next solution, edig
follow theforfollowing steps :
refer(a)
to table 3
Compute and
new values the key row. To revise the key row, divide all value
in the key row(s2) bythe value of the key element (i.e., 1) and replace departing
variable ($2) bythe entering variable(x1). Also replace the new values in C; columm
so obtained at the appropriate places. Ih
accordingly. Put all other values
example, this new row becomes : 1
1
12,000
(derived rows. For nk.
numbers) jor each remainingformula
(b) Compute new values .
can be obtained by using the
non-key rows, say S1 row, new values
New row
[Old row Coresponding number Corresponding
in key row fixed ratio |= number
number
= 18,000
30,000 - (12,000 x 1)
=
3 - (0 x 1)
= 0
1 - (1x1)
= 1
1- (0 x 1)
= 0
0- (0x 1)
= 0
0 - (x 1)
way as discussed
The values of Cand (C;-Z) rows are calculated in the same values o
earlier. The value of the objective function is calculated by substituting the
the variables in the objective function.
The new revised improved solution is shown in table 4 below :
TABLE 4: SECOND SIMPLEX TABLEAU
Basic Solution 30 30
variables values
Ratio
B b-X¡)
(Xg/x)
18,000 3
18,000/3 = 6,000
6,000 1 6,000/l¢
30 12,000
Z= 0 30 0 0 30
Key row
3,60,000 30
C-Z -30
Basic
C
Solution
1 4
S S, S3
Minratioimum
variables values
0 22
0 3
3 3
22
0 S
14
14 3
S 1 2
14
0
0
1 4 51
(Index row) G-Z
find that -5 is the most negative shadow m
Observing the index row, we
the basis. Now to determine the departing variable. for
we compare
the noes
Thus x3 will enter column and obtain the ratios
column with X3
the current solution
are
components of the key columnn which
14
the least ratio which corresponds to the second row, S, will leave the
Since 3 is update
Thus x* enters and s, leaves the basis. The key element is 3. We now
basis. variables sS1, X3 and s3 by performing a set of
the current simplex table with new basic
elementary row operations.
(old)-3 R (new), R3 (new) ’ Rg (old)
R,(new) ’ R, (old/3;R, (new)’R
obtained :
The followingfirst iterated table is
TABLE II:SECOND SIMPLEX TABLEAU
5 Minimum
1 4
C ratio
S S S
B X
2 -1
0 S
14/3
14 1 2
5 3
1 3 2/3
3 3
14/2
14 3 2*
5 10
3
5
from 0to
It may be noted that the value of objective function has been improved isnot
10 Hawever, since there is a negative shadow price, the current solution
14/3 14. 4
optimum. Clearly, x2 must enter the basis. Further, since min. 2/32
choose53
corresponds to x3, S3, either of them and be removed from the basis. We
to leave the basis. Thus x> is the key column and s3 represents the key row.
LINEAR PROGRAMMING--I| 3.19
5 1
3 4 5 3
5
(index row) G- Z 3
Since all entries in the C;- Z, row of third simplex tableau are either zero or
negative,optimum solution has been obtained, and the maximum value of Z occurs
when x =7and xj =X3 = 0.
Thus, for a maximum profit of Rs. 28,000, the company should produce 7
tonnes of product B and none of A or C.
Problem 3-4, Anelectronics firm is undecided as to the most profitable mix for its
products. The products now manufactured are transistors, resistors and carbon
ubes with a profit (per 100 units) of Rs. 10, Rs. 6 and Rs. 4 respectively. To
produce shipment of transistors containing 100 units requires 1 hour of
engineering, 10 hours of direct labour and 2 hours of administration service. To
produce 100 resistors are required 1 hour, 4 hours and 2 hours of engineering,
direct labour and administration time respectively. To produce one shipment of the
tubes (100 units) requires 1 hour of engineering, 5 hours of direct labour and 6
hours of administration. There are 100 hours of engineering services available, 600
hours of direct labour and 300 hours of administration. What is the most profitable
mix?
Solution. Let x1, X and x3 denote the number of units of transistors, resistors
and carbon tubes respectively. For the sake of convenience, we tabulate the data in
the following manner :
Products
Available hours
Transis tors Resistors Carbon tubes
1 100
Engineering 4 5 600
Labour
2 6 300
Administration 2
Rs. 6 Rs. 4
Profit per 100 units Rs. 10
B
1 1 10
100 1
4 5 1 60
0 S 600
1 150
2 6
0 S 300
0
40 6* 5 67 -
S 1
10
4 1 150
10 60 5 0
10 10 10
150
0 Sg 180 12 5
2
1
10 10
10 4 5 1
(Undex row) G-Z 0 21 -1 -1
variable X2
Applying following row operations to get a new solution by entering
into the basis and removing the variable s from the basis :
LNEARPROGRAMMING 3.21
Basic Solution
variables values
S S
B
400 5 10
6 1
6
100 2
3 6 6
10
S3 100 4 2
N 20
10 6 10
3
10
27 29‘ 25
0
0
5key roR
(Index Row) C-Z
TABLE 2:SECOND SIMPLEX TABLEAU
27 29 25
(Introduce x, and drop sÙ
Basic Solution
variables
B
values S, S Minratio
imum
142 12 1 0 -4
6 key row
27 25 1 -5
0 S, 164 14
27
5 1
29 3
29
145 0 29 0
3
3
29
271 25 0 0
3
(ndex Row) C-Z
TABLE 3:THIRD SIMPLEX TABLEAU (Introduce x, and drop s)
Basic Solution 27 29 25
variables Ualues Minimum
S S3 ratio
B
27 142 1
12 71
27 0 6
27 27 27
22 0 22
-1 1 -1 13 +key row
29
571
27 29 12
Z 8291 182
27 29 39
25
182
(ndex Row) C-Z 0 -1 39
NEARPROGRAMMING- 3-23
Sinceall
the numbers in the C;-Z, row are either negative or zero, the optimum
t othe given problem has been obtained and is given by :
solution
1582 5 22 8281
X= X2 = and x3 = with maximum profit of
and
has 100 kg. offA, 180kg. of Bbasic
Problem 3-6. APharmaceutical Company
of Cqvailable per month. They can use these materials to make three
pharmaceutical
120 kg. products namely 5-10-5,55-10 and 20--5-10, where the
respectively
numbersin each case represent the percentage by weight of A, Band C
products. The cost of these raw materials are given below:
each ofthe
ne Cost per kg. (Rs.)
Ingredient
A 80
B 20
50
Inert ingredients 20
of these products are Rs. 40-5, Rs. 43 and Rs. 45 per kg.
Selling price
capacity restriction of the company for the product 5-105;
respectively. There is how much of
produce more than 30 kg per month. Determine
soas they cannot
should produce in order to maximize their monthly profit.
Poch of the products they
be denoted by P,, Pa and P3.
Solution. Let the products to be manufactured
Ingrediernts
Inert
A B
Product 5% 80%
5% 10%
P 10% 80%
5% 5%
10% 65%
P 5%
20% 20
P% 50
20
80
Cost per kg.
Rs. 24-50/kg.
5% x 80 + 10% x 20+ 5% x 50 + 80% x 20 =
Cost of P =
+ 80% × 20= Rs. 26/ka.
5% x 80 + 5% x 20 + 10% x 50
Cost of P = 20 = Rs. 35/kg.
20% x 80 + 5% x 20 + 10% x 50 + 65% x
Cost of P, =
40-50 - 24-50 = Rs. 16
Margin ofP, = = Rs. 17
Margin of P = 43- 26 = Rs. 10
Margin of P3 = 45-35 formulated in mathematical form as follows :
Now, the problem can be
Maximize Z= 16x1 + 17x2 + 10x3
subject to the constraints
s 100
....(1)
s 2000
or
4x3
1 s 180
...(2)
S3600
X3
Or 2x1 + S 120
...(3)
s 2400
2x3 .(4)
X] + 2x + s 30
Or X1
...(5)
2 0
X1, X2,X3 products to be
quantity in kg. of the three
denote the
where x1 X2, X3
manufactured.
OPERATIONS RESEARCH:
3.24 PROBLEMS &
raintsSOLUTab0.ION
S1, $2, $3 and s4 for the four
Introducing the slack variablestableau constra
the initial simplex as follows :
we shall prepare TABLEAU
TABLE 1:INITIAL SIMPLEX
17 10 0
Basic Solution 16
Minratimiuom
variables values S S, S S4
B
4
0
0
S
S
2000
3600 2
2
1 1
2000|3600|11
Se
2400
30
16 17 10 0
2400/Not. 2+def
16 17t 10
S, 785
3 1 0
S 2355
0
17 1185
1
16 30 2
1 1
0
20,625 16 17 17
17 2
2
G 0 -7 17 15
2
Since all the numbers in the C;- Z, row are either zero or negative, optimum
solution has been obtained and is given by :
X| = 30kg ; x2 = 1185 kg. and
maximum Z = Rs.
Problem 3-7. Acompany produces two products Aand B, each20,625.
of which requires
three types of processing. The length of time for processing each unit and the profit
per unit are given in the following table:
Product A Product B Available capacity
(hr/unit) per day (hr.)
Process I 120 (hr/unit)
Process II 120 8.400
30
60 3,000
LNEARPROGRAMMING-I| 3-25
ProcessI l 80 40 4,800
(Rs.) 50 70
Profitperunit
How many
units of each product should the company produce per dayin order
maximize the profit ?
(o
Solution. Let x, be the number of units of product Aand x be number
of units of
company. The objective function and the constraints of
product B, produced by the
given problem, as per the givern data are as follows :
the
Maximize Z=50x; + 70x,
constraints
subject to the
120x1 + 120x2 S 8400 or X] + X)s 70
30x1 + 60x2 S 3000 Or X] + 2xS 100
80x1 + 40x, S 4800 Or 2xË + X2s 120
X1, X2 2 0
and ss 0so as to
Introducing non-negative slack variables s1 2 0, s>0 programming
cnnuert the constraint inequations into equations, the given linear
is:
Droblem in its standard form
Maximize 2 = 50x1 + 70x + 0.s1 + 0.s
subject to the constraints
X1 + X2 + Sj = 70
X1 + Zx2 + Sy = 100
2x1 + x2 + S3 = 120
X], X2, S1, S2, S3 20
An initial basic feasible solution is :
X1 = X2=0, S1 70,s, = 100, and s3 = 120.
components involved in the algorithm
Starting with this solution, the various
are shown below :
SIMPLEX TABLEAU I, II & III
50 70 Minimum
Basic Solution
ratio
variables values
B X 70
0
70 1
S 100/2
2* 0
1 120
100
120 2
S
0 0
, enters & Z
70‘
|,leaves C-Z 50
1
S 20 2
R8 & 1
70 50
2 70/
S 70
70 35
|X enters & 3500 35 0
-35
s, leaves 15‘
-1 0
2
50 X 40 1 -1 1
70 30 -3 1
S 10 20 0
70 -30
4100 50 - 20
0 ( -30
OPERATIONS RESEARCH:
3-26
negative
PROBLEMS &
last row are either or zer0,
Since all the numbers in the
problem has been obtained and is the
feasible solution to the given 4100. Hence the company will produce
by given opiru
Z= Rs.
A2 = 30 with maximum 40
product Problem
respectively.
of B produces three products P,. Pz and P3 from
30unitsAcompany
Aand 3-8. unts
product P1 requires one unit of A,
materials A, Band labour L. One unit of required 2 units of Aand 3
Band 2 units of L.
units of L,haswhile
company
A unit of product
one availability
a daily
needs
P2
units of A, 6 units of Band 4
B
unit of Pa of 8 units ofA, 12 units of Band 12 units ofof 3
2 and
o
L. The
each, units
units
products is Rs.
further known that the unit contribution margin for the as a 3, 2 5
respectively for P, P and P, Formulate this problem linear .and
problem, and then solve it to determine the optimum product mix.
Is the solution obtained by you unique ?ldentify an alternate optimum
programming
any. Also, obtain the shadow prices of the resources.
Solution. Let x, x, and x3 denote the number of units of products
solution,
and P; respectively. Introducing three slack variables s1 , S2 and s3, the proble
be restated as follows :
Maximize Z=3x +2x +5x3 + Os + Os2 + 0s,
subject to the constraints
X1 + 2x + 2x3 + S1 = 8
3x + 2x, + 6xg + s = 12
2x1 + 3x2 + 4x3 + S3 = 12
X], X2, X3, S1, S2, S3 2 0.
We shall now solve the problem by writing all the relevant simplex tables one
after another till the optimum solution is obtained.
SIMPLEX TABLEAU 1, II &I
Basic Solution 3 5
G’ Ratio
variables values
S S
S 1 2 2 0 4
12 3 2
+2
12 2 3 4 3
X, enters 0
S, leaves 3 0
2
51
S 0 4
1
5
2
3 1
5
6 +4
S 4 0 2
X enters 10 5
2 5 0
&x, leaves G-Z 0
1
3 0 5
S, 4 0
3
3 2
4
2 6
0
Sa 4
2 12
12 3 5
2 6
0
LINEAR PROGRAMMING-
3-27
Since all the entries in C, -z. row are either negative or
solution has been obtained and the maximum value of Z is 12 which
zero, an optimum
4, x, -0 and x3 = 0. occurs when
(ii) Since x2 is a
non-basic
variable and the corresponding C, -Z, entry in
the
final sinmplex tableau is 0, the optimum solution obtained is not unique. To obtain an
alternate optimum solution, we pertorm one more iteration.
variable, we obtain the following tableau : Taking x, as an entering
Basic Solution 3 2 5
G’ variables values
S S S3
S 4
5
3
12
5 2
3
5 5
12 3
5 5
12 3 2 6 1
- 1 -1
12
The optimum solution is : x1 .x2=5 and x3 = 0 and the maximum value of Z
is 12, as before. It may be noted that the entries under the columns sl, S2, $3 in the
C,-Z, rowof the final tableau are 0, -1, 0. Their absolute values, viz., Õ, 1, 0 are
known as the shadow prices of the resources. Hence the shadow prices of the
resources are 0, 1 and 0respectively.
Problem 3-9. A farmer has 1,000 acres of land on which he can grow corn,
wheat or soyabeans. Each acre of corn costs Rs. 100 for preparation, requires 7
man-days of work and yield aprofit of Rs. 30. An acre of wheat cost Rs. 120 to
prepare, requires 10 man-days of work and yields a profit of Rs. 40. An acretof
soyabeans cost Rs. 70 to prepare, requires 8 man-days of work and yields a profit of
Rs. 20. If the farmer has Rs. 1,00, 000for preparation and can count on 8,000 man
days of work, how many acres should be allocated to each crop to maximize profit?
(Jammu Univ. M.BA, Feb. 1996)
Solution. The appropriate mathematical formulation of the above problem is as
follows :
Maximize Z = 30x1 + 40x2 + 20x3
subject to the constraints
10x1 + 12x, + 7x3 S 10,000, 7x1 + 10x2 + 8x3 S 8,000
X], X2, X3 2 0
X1 + X2+ x3 S 1,000;
where X1, X2 and x3 designate the acreage of corn, wheat and soyabeans
respectively.
Introducingnon-negative slack variables s1 0, s2 > 0 and s3 > 0 so as to
Convert the constraint inequations into equations, the given LP problem in its
standard form becomes :
Maximize Z = 30x1 + 40x2 + 20x3 + Os1 + Osg + 0s3
subject to the constraints
10x1 + 12x2 + 7x3 + S1 = 10,000
7x1 + 10x2 + 8x3 + S = 8,000
X1 + X2 + X3 + S3 = 1,000
X1, X2, X3, S1, S2, S3 2 0
3-28 OPERATIONS RESEARCH: PROBLEMS &
An initial basic feasible solution is:
X1 =X2 = X3 = 0; Sj = 10,000; s2 = 8,000, and s3 = 1,000.
SOLUTIONG
Starting with this solution, the various computations involved in the
are shown below :
G’ Basic
SIMPLEX TABLEAUI, II& III
Solution 30 40 20
algorith,
variables values
S 10,000 10 7
S S, S3 MinTatlo
imum
S
S3
8,000
1000
7
1 2
8
1
1 10,800000/-12
X, enters and 30 20
1000
S, leaves 40 ‘
program x 200
is at when 200, x2= 65 and X3 = 120.
present
(i) spare
The optimum
capacity is utilised fully units of towel A 65 units of
S 2000 5 2000/5
175 1 175/1
Sa 225 1 1
S 1400 4 1 1400/7
X, enters
leaves g-Z 90 ‘ 60
& S)
1125 -5
1125/8
8
90
175 1
1 225
225
S3 1 175/4
175 -7
enters Z, 15750 90 90
& SA leaves 60 T - 90
1 9 -2 775/9
775
175
175 1 1 725/4
90
7/4 1 -1/4 7/4
725/4
1 -7/4 1/4
60 175/4
- 15 15
enters 18375 90
S 15 ‘ - 15
&s, leaves G-Z
1/9 1 2/9
S 775/9 2/9
800/9 1 0 -1/9
90 5/36
275/9 0 -7/36
S3 -5/36
1750/9 1 7/36
60 5/3 35/3
19666-66 90
-35/3
-5/3
G-Z
optimum
entries in the C- Z row are either negative or zero, the
Since all the
solution to the given problem has been obtained and is given by :
X1 =
800
9 X2
with maximum Z= Rs. 000 3
23 Or -X1 S- 3
X1
X2.S5
X1, X220
3-32 OPERATIONS RESEARCH: PROBLEMS &
where
X1 = number of programmes on TV
SOLUTIONS
X2 = number of programmes on radio.
Introducing slack variables s 0, S >0 and s3 0, the iterative simplex tal
are as follows
SIMPLEX TABLEAU 1, II, III
5,00,000 1,00,000
G’ Basic Solution
variables values
s S Minimum
ratlo
S 8?20 5 2 0
20/2
Sn -1* 3/1
S 5
x, enters &
Z,
S, leaves
G-Z 5,00,000 ‘ 1,00,000
2 5 5/5
5,00,000 3 -1
S 1 5/1
S, enters &
Z, 15,00,000 5,00,000 -5,00,000
s, leaves C- Z -1,00,000 5,00,000 ‘ 0
2/5 1/5 1
5,00,000 4 2/5 1/5 1
S 5
maximize profit.
Find out the product mix to units produced per month for tha
denote the number of
Solution. Let x, yand z appropriate mathematical formulation the
of
the
products X, Y and Z respectively.
problem is :
Maximize Z = 10x + 15y + 8z
subject to the constraints s 200 ...(1)
x + 2y + 22 ...(2)
2x + y + z s 220
...(3)
3x + y + 22 < 180
10 ...(4)
x
20 ...(5)
y ...(6)
z 30
x 20, y 20, z 0
substitutions.
Let us make the following w + 30, where u, u, w 20
X = u t 10, y= r+ 20, z =
function and constraints (1), (2) and
Substituting these values in objective
the problem becomes :
Maximize 2 = 10u + 15U+ 8w + 640
subject to (u + 10) + 2(u + 20) + 2(w + 30) s 200
2(u + 10) + (u + 20) + (w + 30) s 220
3(u + 10) + (u + 20) + 2(w + 30) s 180
u, , w 0
640
or maximize Z = 10u + 15y + 8w +
subject to u+ 2u + 2w < 90
2u + U + w s 150
3u + U+ 2w < 70
u, , w20
90 45
S, 1 2 2 1
150 2 1 0 1 150
S
70 3 0 0 1 70
S 1 2
0
10 15 8 0
G-Z
90
15
45 1/2 1 1 1/2
S 105 3/2 0 -1/2 1 70
1 10
S 25 5/2 1 -1/2
X1 + 5x2 - S2 +A2 = 15
The simplex method then selects the artificial variables as the
variables. Therefore, the decision and surplus variables are non-basic variablo
can be set equal to zero. Thus, we notice that the addition of the
initial basic
has permitted us to convert the origin from infeasible point to feasible
correct this problem, we must add each artificial variables to the objective
artificial one
variables
To ensure that the artificial variables are not basic variables in funch
we assign themn very high costs. One convenient way ot the optimum solution
each artificial variable a cost of M, where M is defined to be a doing this is to assion
very
should be emphasised that the artificial variables are used only as large number. t
convenience to obtain an initial basic feasible solution. This is the reason a mathematical
name artificial has been given to these variables since they are why the
physical meaning for the original problem. Introducing artificial fictitious and have no
objective function, we get variables in the
Minimize Z= 4x1 + x2 + Os] + Os2 + MA, + MA2
subject to the constraints
3x1 + 4x2 - S1 + Aj = 20
X1 + 5x2 S2 + A2 = 15
X1, X2, S1, S2, A1, A2 >0
We obtain the initial basic feasible
solution by setting :
X1 = X2 = S1 = S2 = 0so that A1 =
Initial feasible solution is summarized in simplex 20 and A, =15.
TABLEI: INITLAL tableau below :
I
SIMPLEX TABLEAU
4
M M Minimum
Basic
variables
Solution
values s, ratio
S A, Ag
M Aj 20 3 4 -1 1 20/4
M
Ag 15
5 -1
15/5 1
Key row
4M 9M -M -M
M M
(Index row) C -2 4-4M 1-9M M M
*Key number
Key column
As is clear from the table, x2 will enter the basis as its corresponding entryin
C-Z, row is most negative and A2 will depart from the solution as it correspondsto
the mínimum positive ratio. For
this applying row
Ro (new)’ R2 (old)/5, RË operations :
(new) ’ R, (old) R2 (new)
UNEAR PROGRAMMING-Jl
3-37
Now we construct the next
simplex table Il which is shown below
TABLE II:SECOND SIMPLEX
4
TABLEAU 1
M M Minimum
Basic Solution
variables values ratlo
S A, A,
M Aj -1
5
5/11
Key rolw
1 3 1 3
- 1/5
11M 1 4M 1
-M M
5 5
(ndex row) C -2 9-11M M 1-4M
5
5
Key column
As it is clear from the table, x enters the basis and. A, leaves it. For this
applying row operations :
RË (new) -R (old) /.Rz (new) ’Rz (old)- RË (new)
We again construct the simplex tableau II as follows :
TABLE III:THIRD SIMPLEX TABLEAU
4 M M Minimum
Basic Solution ratio
CB S A,
Variabtes values
40 5
4
11
25
1 Key row
11
13
4 1 11
19 13
G-4 11
Key column
Now s enters the basis and x leaves it. For this applying row operations :
R, (new) ’ R (old)/ and R2 (new) ’ R2 (old) + R1 (new)
We again.construct the simplex tableau IV as follows :
TABLE IV:FINAL SIMPLEX TABLEAU
4 1 M M
CB Basic Solution S S A, A,
variables values
11 1
S 10 4
3
5 4
13 4
G-4 4
3-38 OPERATIONS RESEARCH : PROBLEMS
Since all the entries in the C, -Z, row are either positive or zero, the &SOLUTONS
opt
solution to the problem is obtained which is : x1 = 0, X2 = 5 with minimum 2E
Problem 3-16. Acompany possesses two manufacturing plants, each of thb
imurn
can produce three products X, Yand Zfrom a common raw material.
proportions in which the products are produced are different in each However,
plant andtheso
are the plant's operation costs per hour. Data on production per hour and costs n
given below, together with current orders in hand for each product.
Products Operating cost per hour
X Y Rs.
Plant A 2 4 3 9
Plant B 4 3 2 10
Orders on hand 50 24 60
You are required to use the simplex method to find the number of production
hours needed to fulfil the orders in hand at minimum cost.
Solution. The problem,stated in an appropriate mathematical form based upon
the given data is as follows :
Minimize (total cost) Z = 9x1 + 10x2
subject to the constraints
2x1 + 4x > 50 or XË + 2x2 25,
4x1 + 3x2 2 24, 3x1 + 2x 260; x1 20, x2 >0
where X = Number of operating hours used in plant A;
X = Number of operating hours used in plant B
Introducing surplus and artificial variables, the final cost function and constraint
equations for the first simplex tableau are:
Minimize Z=9x1 + 10x2 + 0 s1 +0 s2+0s3 + MAj + MA2 + MA3
subject to the constraints
X1 + 2x, - S1 + A, = 25
4x1 + 3xz s2 + Ag = 24
3x1 + 2x - S3 + A3 = 60
X1, X2, S1, S2, S3, A1, Az, A3 20
From the above system of equations, a starting basic teasiblesolution is :
Aj = 25, Az = 24 and A3 = 60
which can be displayed in the following simplex tableau :
TABLE1:INITIAL SIMPLEX TABLEAU
Min.
10 M M M
ratio
Baslc Solutlon S S A, A, Ag
Varlables Dalues 25
25 2 -1
M A, 1 6
M 24 3 -1 1 Keyrow
20
3
M Ag 860 2 -1
8M 7M -M -M -M M M M
9-8M 10-7M M M
G-Z
Key column
LINEAR PROGRAMMING 3-39
1 76
19 -1
M A, 4
3
6 1 4
4
-1 1 564
42
M Ag
9 27 -M 9 -M M
M+ 4 M
G-Z - M+84 M - M M
S, and drop A)
TABLE III: THIRD SIMPLEX TABLEAU (Introduce
M M M Min.
10
ratio
S3 A, A, A,
C Basic Solution S S
variables Values
5
4 1 t 4/3
A, 5 3 2
M
20
2 4/3
20 1 3
4
1
S 56
M M
9 4M +6 -M
3
4M +4 M
G-Z 3
M +3
Key column
LINEAR,PROGRAMMING
mARILE Il:SECOND 3.41
SIMPLEX TABLEAU (Introducex, and
3 replace A)
0 M
Basic Solution M M
G variables values S Min.
3
A, A, Ay ratio
M Aj
0 1
X 3 1 2
2 5
15
A 5 2
M 5 5 -1 0 1 25
6M 2 3M 4
55 -M 4M 2
5 5 5--M M M Key row
23 GM 11 3M 4M 2
G-4 5 555 M
55 M
Key column
TABLE II:THIRD SIMPLEX TABLEAU
([ntroduce x, and replace A)
2 5 3
M M M
Basic Solution Min.
C
variables values S, S S A, A, As ratio
8
M A, 0 -1 2. 1
22 4
2 1 0 2
9 0 Key
9
5 2 5
1
9 81
M 2
2 5 -M 2M 1 M 23
M
39 3 g 9
0 M 1 2M M 23
M
9 9 3 39
Key column
2 30
9
1 0
5 77 154
1
9 6
1 5 Key row
5
6
19 5
6
Key column
3-42 OPERATIONS RESEARCH: PROBLEMS &SOLUTONG
184 2 -1
2 1
9
154 6 -1 -3
S 3
4 -2
2
1 3 2
G-Z
sol.
Since all the entries in C, -Z, row are either zero or positive, the optimum
184 and minimum value of Z is 368,
tion is obtained and is given by : X] = , x2 = X3 = 0 9
Problem 3-18. A chemical company produces two conmpounds A and B. The
D per kg. of compounds A and B
following table gives the units of ingredients C andcost per kg of A and B. Using the
as well as minimum requirements of C and DBand a supply of Cand D
simplex method, find the quantities of A and which would give
at minimum cost. Minimum
Compound
requirement
A B
1 2 80
Ingredient C
3 1 75
D
4 6
Cost per kg problem is :
Solution. The appropriate mathematical formulation of the given
Minimize Z = 4x1 + 6x2 +0s1 + 0 s2 + MA, + M A2
subject to the constraints
X1 + 2x2 S1 + 0S2 + A, +0 A, = 80
3x1 + x2 + 0S1 - S2 + 0 Aj + A = 75
X1, X2, S], S2, A1, A 20
Accordingly, we obtain the simplex tables as follows:
SIMPLEX TABLEAU I, II 8 II
4 6 M M Minimum
ratlo
Basic Solution S S Aj A,
Variables values
80 2 -1 80
M A,
75 3 1 -1 25’
M Az
4M 3M -M -M M
M A, 55 -1
3
4 X 25
5M + 4 -M M- 4
4 M
3
C -Z 14-5M,
3
M 4 - M
3
LINEAR PROGRAMMING |
3.43
6 33 3
1
5
4 14 1 2
5
254 4 6 14
5
14 2
5 5
Since all entries in the C -Z, row are either zero or positive, the optimum
altion is obtained and is given by : x1 = 14, x, = 33 and minimum Z = 254.
14 ka of A and 33 kg of Bshould be produced in order to have a Thus
Rs. 254. minimum cost of
Problem 3-19. Asmall jewellery manufacturing company
is a highlyskilled gem cutter, and it wishes to use this personemploys
a person who
at least 6 hours per
dau for this purpose. On the other hand, the polishing facilities can be used in any
amount upto 8 hours per day. The company specializes in three kinds of
semiprecious stones P, Qand R. Relevant cutting, polishing, and cost requirements
are listed in the following table. How many gemstones of each type should be
processed each day to minimize the cost of the finished stones ? What is the
minimum cost?
P R
Solution. Let xË, x, and x3 represent the number of type P, Qand R stones
finished per day, respectively, then the appropriate mathematical formulation of the
given linear programming problem is :
Minimize Z= 30x + 30x2 + 10x3
subject to the constraints
2x1 + x2 + X3 26
X] + X2+ 2x3 S 8
X1 0, X2 >0, X3 20
Introducing slack, surplus and artificial variables, the modified problem is :
Minimize Z = 30xX) + 30x2 + 10x3 +0s1 + MA, + 0
S2
8 1 2
x, enters C -Z 30-2M 30-M 10-M M 0
& A, leaves ‘
30 1
X 3 1 0
6
5 3
2
3
X, enters G-Z 0 15 -5 15
& s, leaves
30 4 1
3
10
3
2
50 0
G-Z 50 10
3 3
M A, 200 -1 l 200
400
M 400 3* -1 1 3
, enters
350
2M 4M -M -M M M
-
175
M A, |
200
3
-1
3
100
400
400 1
400 3 3
250 1 2 250
1
S3 3 3
2M + 400 M- 400
X enters 400 -M M
3
200-2M 400-M
& A, leaves C-Z 3
M
3 1
200 100
1
400 100
1
50 1
2 2
Since all entries in the C, -Z, row are either zero or positive, the optimum
Ounon is obtained and is given by : xj = 100, x2 = 100 and minimum Z = 6,000.
Problem 3-21. Maximize 2= X1 + 2x2 + 3x,
subject to the constraints
X1 - X2 t X324, x; + x + 2x3 s8, x1 - X3 22; X], X2, X3 20
Solution. Introducingslack, surplus and artificial variables, the problem becomes :
Maximize Z x1 + 2x> + 3x3 + 0 S) +0s2 + 0 s3 - MA] MA2 - MA3
subject to the constraints
X]- X2 + X3 - S1 + Aj = 4
X1 + x2 + 2x3 + S = 8
X1- X3 - S3 + Ag = 2;x], X2, X3, S1l, S2, A1, A2 2 0
OPERATIONS RESEARCH: & PROBLEMS
3.46
From the above system, a starting basic feasible solution is : Aj = 4, So = 8, Ag -2 SOLUTIONS
which can be displaved in the following table.
TABLEAU I, II, Ii!
SIMPLEX -M -M
Gt
Basic Solution
variables values
4
X
-1 1
S,
-1
Sy
1
A,
1
A,
MInrattoimum
4
-M A, 2
S 1 -1 1
2 1 -M 2+
-M +A, 1+2M 2- M 3 -M
A, enters &
A, leaves C- Z -1
1
le
-1 2
M -A, 1
1 2
6
S 0 -e
2 -1
-M 1+ M
2 -M 2+ 2M
x enters &
A, leaves C- Z
1
3
1 0 1 2
2 6
5 1
3
S 2
1
3
4 2
x, enters &
S, leaves G-Z
3
6
2 5
18 1 5
C-Z -
the optimum
Since all entries in the C; -Z, row are either zero or negative,
solution is obtained and is given by :
18 6 54
X} = X2 = ~ X3 = and minimum Z=
Problem3-22. A bicycle manufacturer makes two models--a sports cycle anu
are needed, while a racis
racer. In order to make asports model, 6 man hours more than 15 men
model requires 10 man hours. The manufacturer can employ no of material
and these men work 8 hours per day for 6 days each week. The cost such materials
amounts to Rs. 500 per cycle and the manufacturer's weekly quota of 'sports
exceed Rs. 40,000. The firm has a at least 30made in
may not contract to supply should be
models' and 20 'racers' per week. How many cycles of each type cycleis Rs
order to obtain the maximum possible profit, if the profit on each sports
100 and on each racing model is Rs. 300 problemisas
Solution. The appropriate mathematical formulation of the given
follows :
Maximize (total profit) Z = 100x1 + 300x2
subject to the constraints
6x) + 10x, s 720
500x) + 500x2 S 40,000
2 30
x22 20 ;x0, xz >0
UNEAR PROGRAMMING -| 3.47
6 0 520/6
520
0 0 50 3000/50
S 3000 50
30 1 0 -l 30/14
- M
300 20 1 -1
300 0 M - M -300
X, enters & Z, -M
100 + M - M 300
A, leaves G-Z
0 1 0 6 340/10
S 340
0 50 50* 1500/50
-S, 1500
30 1 0 -1
100 -Ve
300 20 -1
0
300 0 0 -100 300
S, enters & Z, 900 100
0 100 300
S, leaves C-Z
1 0
40 0 -4
S
0 S 830 0 50
100 830 0 0 5 -1
1
300 50 1
0 0
8 50
6 200 0
(ndex 3
1800 100
0
300
-6 -200 0
row)
optimum
Since all entries in the C-Z, row are either negative or zero, anHence, the
solution has been obtained and is given by : xË = 30 and x2 = 50.
racing
optimum solution is to produce 30 units of sports cycles and 50 units of
cycles to get a maximum profit of Rs. 1800.
Problem 3.23. A firm has an aduertising budget of Rs. 7,20, 000. It wishes to
allocate this budget to two media : magazines and television, so that total exposure
3.48 OPERATIONS RESEARCH:
:PROBLEMS &SOLUTIONS
is maximized. Each page of magazine advertising is estimated to
resultin in
exposures, whereas each spot on television is estimated to result 60,000
exposures. Each page of magazine advertising costs Rs. 9,000 and each
television costs Rs. 12,000. An additional condition that the
that at least two pages of magazine advertising be used and firm has spot ons
1,20,000
at least
television. Determine the optimum media-mix for this firm. (Delhi Uniu. M. 3B. spots on
specified
A, 199)
Solution. Maximize (total expoSure) Z = 60,000 x1 + 120,000 x,
subject to the constraints
9,000x + 12,000x, s 720,000 or 3x1 + 4x, s 240
X1 22
X2 2 3
X1, X2 20
where
x1= Number of pages of magazine
x)= Number of spots on television
Introducing slack, surplus and artificial variables, the problem can be expressed in
standard form as:
Maximize Z = 60,000x1 + 120,000x2 + 0.Sj + 0.s2 +0.s3- M. A1 - M. A,
subject to the constraints
3x1 + 4x + S1 = 240, xË - S2 + A1 = 2, x2 - S3 + A2 = 3
X1, X2, S1, S2, S3, A1, A2 20.
From the above system of equations, a starting basic feasible
S] = 240, A, = 2 and A, =3. solution is :
SIMPLEX TABLEAU I II, III & IV
Basic Solution 60,000 120,000 -M - M Minimum
Dartables Dalues S ratio
Sn Sg A, Ag
S 240 3 4 1 0 60
- M A 2
-] 1
-M 3
34
-1
enters M
- M M
& A, lcaves C- Z 60,000+M 120,000+MÍ 0 M - M - M
- M -M
S 228 3 0
4 76
- M 2
1°) -1 2
120,000 3 1
-1
X, cnters -M
60.000 + M
120,000 M - 120,000 -M
& A, leaves C- Z
- M
120,000
S 222
3 555
60,000 2
120.000 3 -1
S, enters 60,000 -1
120,000 -60,000 -120,.000
& s,leaves G
S3 55-5 60,000 120,000T
2 1 3
60.000
58-5 4 4
120,000
3
4
60,000
120,000 30,000 30,000
G-4 30,000 30,000
LINEAR PROGRAMMING
349
Since all entries in the C-2 row are either zero or
solution is x1 = 2, X) = 585 and max. 2 -7,14,000. negative, an optimum
Problem 3-24. A carpenter has started a
bandcarts. Each cart consists of a frame and twoworkshop
wheels.
in which he manufactures
A frame uses 3 hours and
uheel 2 hours of labour of which 90 hours per week are
uuonts that he should manufacture at least 10 carts during available. The carpenter
a week. The cost of the
frame is Rs. 500 ant that of a wheel is Rs. 200. Formulate this as a linear
programming model and using Simplex Method, determine an optimum production
plan.
Solution. The appropriate mathematical formulation of the given problem is:
Minimize Z= 500x1 + 200x2
subject to the constraints
3x1 + 2xy S 90
XË 2 10
X2 = Zx1; x1, X) 2 0
Introducing slack, surplus and artificial variables, the problem can be expressed in
standard form as:
MinimizeZ= 500x1 + 200x2 +0.s1 + 0.s2 + MA, + MAz
subject to the constraints
3x1 + 2x2 + $1 = 90
X1 - S2 +Aj = 10
-2x1 + X2 + Az= 0; x1, X2, S1, Sz, A1, Ag 2 0
From the above system of equations, a starting basic feasible solution is :
Sj = 90, Aj = 10 and A, = 0
SIMPLEX TABLEAU I, II, II&IV
Basic Solutlon 500 200 M M Minimum
A, A, ratio
S
variables values
90 2 0 45
M 10 0 -1 1
A,
M -2 0
-M M 0 -M M M
, enters & Z, M
500+M 200 -M
|A, leaves G-Z
90 7 90
7
M +A, 10 (1) -1
10 -
200 0 -2
M-400 200 -M M
enters & Z, 900-M 0 M
|A, leaves G-Z
20 0 ) 7
S
-I
500 10
0 -2
200 20
500 200 0 -900
9,000 900
0
G-Z
Since all entries in the C -Z, row are either zero or positive, the optimum
2 = 9000.
SOlution is obtained and is given by : X| = 10, x2 = 20 with minimum
Hence the manufacturer should manufacture 10 frames and 20 wheels at a minimum
Cost of Rs. 90r0.
OPERATIONS RESEAROCH
4:PROBLEMS
3-50
Problem 3-25. XYZ Company during the festival season combines two items A
and Bto form gift packs. Each pack must weigh 5 kg. and should Contain at least 2
&SOLUTONS
kg of A and not more than 4 kg. ofB. The net contribution to the company is Rs.
10 per kg. of A and Rs. 12 per kg. of B. The company wants to determine the
optimum mix.
Formulate the above as a linear programming problem to maximize net
method.
contribution per pack and solve the same by using simplex
Solution. Let x; k. of A and x> kg. of B be mixed per pack. Then the
LP model is :
mathematical formulation of the given problem as
Maximize (total contribution) Z = 10x; + 12x2
subject to the constraints X2 20
X1 + X2 =5, x) > 2, x2 S 4, x1,
variable s, to (31
Subtracting surplus variable s1 from (2), adding slack above LP probi
The
artificial variables Aj and A, to (1) and (2) respectively.
standard form may be rewritten as under:
Maximize Z = 10x1 + 12x +0.S1 + 0.s2 - MA] - MA2
subject to the constraints
X1 + X2 + 0.s1 + 0.s2 + Aj + 0.A= 5
X1 + 0.x2 - S1 + 0.s2 + 0.A, + A, = 2
0.x1 + X, + 0.S1 + S2 + 0.A, + 0.A, = 4
X1, X2, S1, S2, A1, A2 2 0
The initial basic feasible solution is obtained by setting :
s = 4.
X1 = X2 = S1 = S2 = 0 so that A1 =5, A, = 2and
SIMPLEX TABLEAU I, II, III
10 12 -M -M Minimum
Basic Solution ratio
S S A, A,
variables values
5
5 1 1
-M A, 2t
2
-M Az 4
-1
1
undefined
S 1
X enters & 2M -M M -M -M
A, leaves C-Z 10+2M 12+M -M
3 34
-M A1 undefined
10 X1 2 -1
4
S2 4 1
X enters & 10 -M -M-10 -M
A, leaves
C,-24 M+12 M+10
12 3 1
10 2
-1
S2 0 -1
56 10 12 2
C-Z
optimum
Since all entries in the C,-Z row are the
solution is arrived at and is given by: either zero or negative,
X1 = 10, x2 = 12 and maximum Z = 56.
Q
Problem 3-26. An Air Force is experimenting with three types of bombs P.the
and Rin which three kinds of explosives viz., A, B used. Taking o
various factors into and Cwill be most 600 kg.
consideration, it has been decided to use at m
UNEAR PROGRAMMING
3.51
explosive A, at least
480 kg. of explosive Band
Prequires 3, 2, 2 kg. of A, B and Crespectively,exactly
bomb540 kg. of 1,
Qrequires 4, 3 kg. C. ofBomb
explosive A, B
and C respectively and bomb Rrequires 6, 2, 3 kg. of A, B
bomb P will give the equivalent of a 2-ton explosion, bomband Crespectively. Now
explosion and bomb R will givea 4-ton Q will give a 3-ton
(an the Air Force make the biggest bang ? explosion. Under what production schedule
solution. Let X], X2 and x3 be the number of bombs of type P, O and R to be
produced. Then the appropriate mathematical formulation of the given problem is :
Maximize Z = 2x1 + 3x2 + 4x3
subject to the constraints
3x1 + X2 + 6x3 S 600
2x1 + 4x, + 2x32 480
2x1 + 3x2 + 3x3 = 540; X1, X2, X3 >0
Introducing slack, surplus and artificial variables, the problem can be expressed in
standard form as :
Maximize Z = 2x1 + 3x2 + 4x3 + 0sj +0 s -MA, - MA
subject to the constraints
3x1 + X2 + 6x3 + S1 = 600
2x1 + 4x2 + 2x3 -S2 + Aj = 480
2x1 + 3x, + 3x3 + Ag = 540
X1, X2, X3, S1, S2, S3, A1, A2 >0
The initial basic feasible solution is : S = 600, A, = 480 and A, = 540
SIMPLEX TABLEAU I, II, III
Basic Solution 2 3 4 -M -M Minimnum
C’ ratio
variables values A, A,
600 6 1 600
S
-M t-A, 480 2 4 -1 1 120 ¬
-M 540 180
Ag 2 3 3 1
480 960/1l+
3 120 1 - 240
3 3
1 120
-M 180 4
Ag 2 2
xg enters & Z
3 M
3
_3M
2
-3M
4
-M
2 2
3M
s, leaves G-Z 4
1
860 5 1 1920
4 11 22
11 11
3
840 3 -Ve
3 11
11 11
540 2 3 15. 72
-M 22
11
OPERATIONS RESEARCH: PROBLEMS &
3-52
5 3M 15M
SOLUTIONS
29 2M -M
S, enters & Z, 1111 3 4 1111 1 22
5 3M 7 15M
7 2M 0 11 22
A, leaves G-Z
4 84 27 0 1 5
X 55
1
1
3 Xy 96 5
1 5
2
4 1
0 S 72 15 5
141 4
3
55
31
G-4 55
Since all entries in the C; -2, row are either zero or negative, the optimum
Z = 624.
solution is given by: X1 = 0, X, =96, Xg = 84 with maximum
special mixture
Problem 3-27. XYZ Chemicals Ltd. must produce 10,000 kg. ofa costs
X3. Xj Rs. 8 per
for acustomer. The mix consists of ingredients X1, Xg, and more than 3,000 ka.
kg. and X, cost Rs. 10 per kg. and X3 costs Rs. 11 per kg. No 2,000 k.
of Xcan be used and at least 1,500 kg. of X must be used. Also, at least
of Xg is required.
(i) Calculate the number of kg. for each ingredient to use in order to minimize
total cost for 10,000 kg, and
(i)Calculate the lowest possible total cost.
Solution. The appropriate mathematical formulation of thegiven problem is:
Minimize (total cost) Z= &x1 + 10xy + 1lx;
subject to the constraints
X1 + X2 + X3 = 10,000
X1 s 3,000
2 1,500
X32 2,000
Putting xË =X- X1, xy =Xy + 1500, x3 =X3 + 2,000; the problem becomes :
Minimize 2 = 8X- 8X; + 10X, + 11X3 + const.
subject to the constraints
X-X1 + X+X3 = 6500
X- X; s3000; X, X,,X2, X3 20.
Treating X3 as a slack variable and introducing a slack variable second
S2 in the
constraint, the problem becomes:
Minimize Z= 8X- 8X + 10X, + 11X3 +const.
subject to the constraints
X- X1 +X +X3 = 6500
X-X; +s2 = 3000; X, X, X2, X3, S2 >0.
INEAR PROGRAMMING|
3.53
SIMPLEX TABLEAUI, II & III
Baslc Solutton 10 11 Mintmum
variables values X
X, S ratlo
11 6500 -1 1 6500
3000
-1 3000
G-Z -3 ‘ 3 -1
11 3500
3500 4
X 3000 -1
G-Z -1‘
10 X 3500
1
X 3000 1 1 1
G-Z 1 2
Since all entries in the C, - Z, row are either zero or positive, the
solution is obtained and is given by: optimum
Xo = 3500, X = 3000, X1= 0, X3 = 0, i.e., x = 5000, x1 = 3000; x3 = 20O0.
Minimum Z= 8x 3000 + 10>x 5000 + 11 x 2000 = 96,000.
SELF-ASSESSMENT EXERCISES
1. (a) Two materials A and B are required to construct tables and book cases. For one
table 12 units of A and 16 units of B are needed while for a book case, 16 units
of Aand 8units of Bare required. The profit on abook case is Rs. 25 and Rs. 20
on atable. 100 units of material Aand 80 units of B are available. How many
book cases and tables be produced to have maximum profit.
(b) A manufacturing company contemplates to produce two additional products,
called A and B, which can be marketed at prevailing prices in any reasonable
quantities without difficulty. It is known that product A requires 10 and 5 man
hours per unit in the foundry and machine departments respectively and that
product B requires only 6 and 4. However, the profit margin of A is Rs. 30 per
unit as compared with Rs. 20 per unit for B. In the week immediately ahead, it is
estimated that there will 1000and 600 man hours available in the foundry and
the machine departments respectively. How much of A and B should be produced
in order to most profitably ütilize the excess capacities ? Use simplex method
only.
2. () A firm has available 240, 370 and 180 kilos of wood, plastic and steel
respectively. The firm produces two products A and B. Each unit of product A
The
requires í, 3requirement
corresponding and 2'kilosforofeach
wood,unitplastic and3, steel
of B are 4 and 1respectively.
respectively. If A
sells for rupees 4 and B for rupees 6, determine how many units of A and B
should be produced to obtain the maximum gross income. Formulate the problem
mathematically. Solve the problem by simplex method.
(6) The XYZ company manufactures two products Aand B. These are processed on
same machine. Atakes 10 minutes per item and B takes 2 minutes per item on
machine. Machine can run for a maximum of 35 hours in a week. Product A
requires 1 kg and product B, 0.5 kg. of the raw material per item, the supply of
which is 600 kg per week. Not more than 800 items of product B are required
per week. If the product A costs Rs. 5 per item and can be sold for Rs. 10 and
product B costs Rs. 6 per item and can be sold for Rs. 8 per item, determine bU
simplex method how many items of A and B per week be produced in order to
maximize the profit.
3-54 OPERATIONS RESEARCH: PROBLLEMS &
3. Two products Aand Bare processed on 3 machines M1, My and M3.
SOLUTIONS
The
times per unit, machine availability and profit per unit are:
Machine Auailability
processing
Processing time Any unutilized time on Machine M.
(hrs.) (hours)
can be given on rental basis to
M, 2 3 1500 others at an hourly rate of Rs., 1-50
M, 3 2 1500 Solve the problem by Simplex
method to determine the maximum
M, 1 1 1000 profit.
Profit Rs. 10 Rs. 12
(Indira Gandhi Open Uniu M.BA, Dec. 199
4. A factory manufactures three products which are processed through three different
production stages. The time required to manufacture one unit of each of the thre
products and the daily capacity of the stages are given in the following table
(Time per unit minutes) Stage capacity
Stage (in minutes)
Product 1 Product 2 Product 3
1 1 1 430
2 3 2 460
3 1 4 420
the optimum product mix. (ii) What is the shadow price ofproduction.
assembly capacity ? finishing
INEAR PROGRAMMINGI 3.55
Band C. Each chair must receive work in each class and the time in hours required
for each chair in each class is :
Chair I Year II Year IIIYear
A 2 4 3
B 3 3 2
2 1 4
During the next month there will be 120 hours available in the Ist year class,
160 in the Il year class, and 100 hours in ll year class to produce the chairs. The
teacher of the wood-working classes feels that a maximum of 40 chairs can be sold at
the show. The teacher has determined that the profit from each type of chair will be :
A, Rs. 40; B, Rs. 35 and C, Rs. 30.
(a) Formulate a linear programming model to determine how many chairs of each
tupe should be made in order to maximize profits at the show and sale.
(b) Solve the above problem using the simplex method.
precious metals platinum and
16. A company manufactures 3 types of parts which usethe government regulates the
gold. Due to shortage of these precious metals,
to supply,
amount that may be used per day. The relevant data with respect
requirements and profits are summarized in the table below :
Platinum Gold
required/unit requiredunit Profitunit
Product (Rs.)
(gm.) (gm.)
3 500
A 600
4 2
B
6 4 1,200
C
160 gm. and 120 gm. respectively.
Daily allotments of platinum and gold are scarce
of precious metals ? VWhat is the
Howshould the company divide the supply
optimum profit ? and Z. Only
manufacturing company produces three brands of cycles ; X, YDaily supplies
17. A cycle short supply to limit the production.
three type of raw materials are in400 kg., 200 kg. and 300 kg. respectively, whereas
of raw materials A, B and C are for
material A must be used the samne day
material Band C may remain unused,
material required for making each cycle
certain reasons.
per cycle and the amount of
The profit
are given below: Material used (Kg.)
Brand
Profit per unit (Rs.) B
A
2 1 1
140 1
8
300 4 1
2
400
optimum product mix and the profit earned. Can there be any
Find out the daily be equally profitable ? If so, find that
too.
other product mix which may requiring a different
company manufactures two kinds of machines,18each hours of labour,9 hours of
18. A deluxe machine requires hours of
manufacturing technique. The 400. The standard machine requires 3
of Rs.
testing, and yields a profitt and yields a profit of Rs. 200. There are 800 hours of
labour, 4 hours of testing, month. A marketing forecast 150. has
labour and 600 hours of testing available each machine to be no more than
shown that the monthly demand number for the standard produced monthly that
of each model to be
Management wants to know the problem
and solve this as a linear programming
will maximize total profit. Formulate
by simplex method. each type is
manufacturing concern produces two types of garments and each tupe for its
19. Agarment factory. Man-minutes required by
processed in three sections of the
3-58 OPERATIONS RESEARCH: PROBLEMS
processing in different sections, profit yielded by each type and man-minutes availa
SOLUTIONS
in the sections are given in the table below :
Processing man-minutes in
Profit
different sections (Rs. per piece)
Sec 2 Sec 3
Sec 1
15 30 2 10
Garment type I
60 10 2 20
Garment type Il
Available man
1080 630 48
minutes/day
Determine (i) number of daily production of each type so that profit becomes
f
(0) maximum, (i) amount of this maximum profit and (ili) the sections, resources
which are fully utilised.
20. A company is engaged in producing three products vlz., A, B and C. The followine
data are available :
A B C
Products
10 12 15
Net sale price (Rs /unit)
Cost (Rsunit) 10
The wholesaler who is responsible for selling to the customers is to be paid Rs
150 per day irrespective of the quantities sold in each of the products.
The products are processed in three different operations. The time (hrs) required
to produce one product in each of the operations and the daily capacity (hrs) available
for each operation centre are given below :
Operations Products Daily capacity
A B C (hrs)
1 2 3 2 400
2 3 2 2 350
3 1 4 2 300
What product mix would yield maximum profit and how much ?
21. A farmer has 150 acres of land suitable for cultivating crops A and B. The cost of
cultivating crop Ais Rs. 400per acre, whereas that of crop B is Rs. 600 per acre.
The farmer has a maximum of Rs. 74000 available for land cultivation. Each acre of
crop A requires 20 hours of labour and each acre of crop B requires 25 hours of
labour. The farmer has a maximum of 3300 hours of labour available. He has also
decided that he will cultivate at least 70 acres of crop A. If he expects to make a profit
of Rs. 150 per acre on crop A and Rs. 200 per acre on crop B, how many acres of
each crop should he plant in order to maximize the profit ?
22. A factory produces three different products viz. A, B, and C, the profit (Rs.) per unit
of which are 3, 4, and 6 respectively. The products are processed in three operations
viz. X, Y and Z and the time (hour) required in each operation for each unit is given
below :
Operations Products
A B C
4 6
Y 5 3
1 2
The product works 25 days in a month, at the rate of 16 hours a day in two
shifts. The effective working of all the processes is only 80% due to assignaole
causes like power cut and breakdown of machines. The factory has 3 machines n
operation X, 2machines in operation Y and one machine in operation Z. Find out the
optimum product mix for the month.
UNEAR PROGRAMMING 3-59
C 4 5 0
5 5 5 50
5
G-Z -1
2 5
G s2 $3
CB Product x2 x3 S1
Quantity
mix
1/6 -1/3
1/3 8/3
-1/12 2/3
5/6 1
-1/3 -1/3
56/3
Sg 7/3 44/3
8 1/6 11/3
25/3
-19/3
5
-1/6 -11/3
1625
C,-Z
contribution shown bu
() Write the optimum product mix and the profit
above solution.
reason(s).
(ii) Is this solution feasible ? Why ? Give brief show one
(iti) Does the problem have any alternative optimum solution ? If so,
such solution.
(iv) Indicate the shadow prices of three departments.
(u) If the company wishes to expand the production capacity, which of the
three departments should be given priority.
(vi) If the company produces 6 units of x1, how many units of x2 and x3 shall
have to be reduced, if any ?
(uii) If a customer is prepared to pay higher prices for product x1,how much
should the price be increased so that the company's profit remains unchanged ?
(viil) What are the marketing implications ?
(ix) If s1 is slack in department I and s is slack in department Il and s is slack in
department II, which of these departments is being used to the full capacity when
producing according to this solution ?
26. A firm is planning to produce two products A and B which contributes Rs. 15 and Rs.
20 per unit respectively. Each product has to pass through 3 departments and the
related information about them is given below :
Hours required Maximum auailalble
Departments Product A Product B hours
1 2 1500 Hours
2 3 2 1500 Hours
3 1 1-5 600 Hours
Formulate linear programming model for the following problen and solve the problem
27. using simplex method.
The
A company sells two types of fertilizers, one liquid and the other isjardry.
and the
liguid fertilizer contains 2 units of chemical Aand 4units of chemical Bper
dry fertilizer contains 3 units of each of the chemicals Aand Bper carton. The igu
fertilizer sells tor Rs. 3per jar and the dry fertilizer sells for Rs. 4 per carton. A tarner
chemical B
requires at least 90 units of the chemicals Aand at least 102 units of the
for his farm. How many of the each type of fertilizers should the farmer purchase to
min1mize the cost while meeting his requirements ? at least
Ahealth store desires to produce acapsule of natural vitamins that contains
12 units of vitamin A and no less than 16 units of vitamin B. Two ingredients are
available in ample supply to produce the specified vitamin capsule. Each ingredient
contains both vitamins A and B, and the capsule can be produced using any one
ingredient or a combination of the two. Each am. of the ingredient one contains 3
am, of the second ingrediernt on
units of vitamin A, and twO units of vitamin B. One
vitamin B. If the first
the other hand, contains 2~unit of vitamin Aand 1 unit of
4 per gm., what
ingredient costs Rs. 6 per gm. and the second ingredient costs Rs.
is the minimum cost of producing the capsule ?
patients. The dietician wishes to
29. A nursing home dietician is planning menus for fat, 60 units of carbohydrates, 90
provide a diet which has a minimum of 120 units ofcholesterol per patient per month.
units of proteins and a maximum of 70 units of Type 1contains 3 units of fat, 2
These goals can be met using two types of food.
units of carbohydrates, 6 units of proteins and 2 unitsunits of cholesterol per kg., while
each kg. of type l contains 12 units of fat, 4 of carbohydrates, 3 units of
proteins and 3 units of cholesterol. The cost of type per I food is Rs. 3 per kg. and of
type II food Rs. 3-75 per kg. How many kilograms month of each type of food
should be used to minimize the cost?
and R. Each
arrange a special diet using three foods P, Qvitamin
30. A dietician ina hospital is tounits of calcium, 10units of iron, 10 units of A, 20
gm. of food P contains 20 10 units of calcium, l0 units of
units of cholesterol. Each gm. of food Q contains cholesterol. Each gm. of R contains 10
iron, 20 units of vitamin A, and 24 units of vitamin A, and 18 units of cholesterol. If
units of calcium, 10units of iron, 10 units of
of calcium,200 units of iron, and 240
the minimum daily requirements are 300 units should be used to meet the minimum
food
units of vitamin A, how many gms. of each the cholesterol intake ? What is the
requirements and at the same time minimize
minimum cholesterol intake ? The finished
blending three different raw materials.
31. A product is manufactured byquality following data, what is
product should meet certain requirements. Given the which
quantity for raw materials to be blended
your recommendation with regard to minimum cost ?
willmeet the quality requirements with Minimum quality
Quality Contribution to quality by each unit of raw materials
C requirements
A B
characteristics
1 10
1
1 2 15
2 5
0
1
3
Cost of raw 5 3
2
materials per unit
(in Rs.)
a special
mixture of
38 XYZ chemical
chemical chemical Bmust
Aandcorporation for aproduce exactly
customer. 1,000 A
Chemical kqs.costsof
Rs. 50 per kg, and
chemical B costs Rs. 60 per k. No more than 300 kgs. of chemical Acan be used
the
and at least 150 kg of chemicalB must be used. Using simplex method. determine
least cost blend of the two ingredients.
9. A company planning an advertising campaign to attract new customers wants to
place a total of at most ten advertisements in three news-papers. Each advertisement
in A costs Rs. 2000and willbe read by 20,000 people. Each advertisement in Bcosts
Rs. 2000 and will be read by 5000 people. Each advertisement in C costs Rs. 1000
to
and will be read by 15000 people. The company wants at least 1,60,000 people
read its advertisement. How many advertisement should it place in each paper n
order to minimize the advertising cost ? What is the minimum cost ?
A0. The Indian chemicals Pvt. Ltd. must produce 10.000 ka of a special mixture tor a
customer. The mix Consists of ingrediernts X,. Xo and Xa. X, costs Rs. 8 per kg, A2
costs Rs. 10per kg and X3 costs Rs., 11 per ka. No more than 3,000 kg of X1 can
be used and atleast 1500 kg of X must be used, Also. at least 2000 kg of X3 1s
required.
(a) Calculate the number of kg for each ingredient to use in order to minimize total
cost for 10,000 kg.
(b) Calculate the lowest total possible cost.
and Dwhich have
41. A transistor radio company manufactures four models A. B.A, BCand C respectively
profit contributions of Rs 8, Rs. 15 and Rs. 25 on models
time
and a loss of Re l on model D. Each tupe of ratio requires a certain amount of
for the manutacturing of components for assembling and for packing. Specially a
dozen units of model A require one hour of manufacturing, two hours for assemtbling
and one hour for packing. The corresponding figures for a dozen units of model B
of model
are 2, 1 and 2 and for a dozen units of C are 3. 5 and 1, while a dozen units
D require 1hour of packing only. During the forthcoming week, the company will be
able to make available 15 hours of manufacturing, 20 hours of assembling and 10
hours of packing time. Obtain the optimum production schedule for the company.
sold to the
42, Ashok Chemicals Co. manufactures two chemicals A and B which are demand,
manufacturers of soaps and detergents. On the basis of the next month's
and B should
the management has decided that the total production for chemicals A
be at leastAmust kilograms. Moreover, a major customer's order for 125 kgs. of
350 also
product be supplied. Product A requires 2 hours of processing time per
k. and product B requires one hour of processing time per kg. For the coming
month, 600 hours of processing time are available. The company wants to meet the
above requirements at a minimum total production cost. The production costs are
Rs. 2/- per kg. for product Aand Rs. 3/- per kg for product B.
Ashok Chemicals Co. wants to determine its optimum productwise and the total
minimum cost relevant thereto.
(0 Formulate the above as a linear programming problem.
() Solve the problem with the simplex method. (Delhi Uniu. M. Com., 1998)
(ti) Does the problem have multiple optimum solutions ?
43. Given the following initial simplex tableau :
S1 S A, Az
Baslc C 15 25 -M -M Quantity
uariables
-M 6 -1 0 1 20
A,
5 0 1 30
-M 3 -2 0 0 1 18
Az
-10M 4M M -M -M -38M
3-64 tableau
oiginal problem represented by the above
(0 Write down the solution of this problen.
Is it i a unique solution ? Why ?
optimum
(i9 Find outthe shadow prices of the resources in the above mentioned problem?
(ii) What are the products A& B.
Product Ayields a contribution of
Rs.
manufactures the profit and fixed costs. It
44. Acompany product B Rs. 40 per unit towards not exceed 20, sales ofis estimated
60 per unit &
product Afor the coming month will product B
that sales of estimated but the company does have a contract to supply atleast 10
have not been customer. Machine hours available for the coming month are 100
units to a regular require 4 hrs. & 2 hrs. respectivelyto produce one unit. Labour
and product A& B A and B require 4 hours and 6 hours of ak
hours available are 180 & products are restricted to 40 units and the two products each
respectively. Materials available Determine the optimum product mix.
use one unit of material per unit. you the following information regardes
office furniture provides
45. A firm manufacturing availability and profit contribution
resource consumption and Usage per unit Daily
Resources availabilty
Tables Chairs Bookcases
4 640
Timber (cu. f) 2 540
Assembly department (man-hours) 4 6
1 100
Finishing department (man-hours) 1
30 20 12
Profîit contribution per unit (Rs.))
Minimum production requirement 50
The firm wants to determine its optimal product mix.
help of the above data.
(0 Formulate the linear programming problem with the productmx
i) Solve the problem with the Simplex Method and find the optimal
and the total maximum profit contribution.
(i) ldentify the shadow prices of the resources.
(iu) What other information can be obtained from the optimal solution of te
problem ? (Delhi Uniu. M. Com. 1990)
(b) Introducing slack varlables s,, S, and s, and presenting the problem in the standard
form, the above formulated problem becomes :
Minimize Z= 4000x, +2000x, +5000x +0.s, +0.s, +0.s,
subject to the constraints
12x + 7y+ 9x,+ S, + 0.s,+ 0.s, = 1260
22x, + 18x, + 16x, + 0.s, + S,+ 0.S, = 19008
2x + 4x, + 3x,+ 0.s, + 0.s,+ Os,= 396
The initial solution and subsequent simplex tables are given below :
SIMPLEX TABLEAU I, II, & II
G’ Basic Solu 2000 5000
Mini
4000 0
Varla tion mum
bles values S S ratio
1260 12 7 0 0 140
S
19008 22 18 16 1 0 l188
396 2 4 3
S 132
OPERATIONS RESEARCH::PROBLEMSS&SOLUTONS
3-66
0
Basic Solution X S S3
variables values
1000 2
1
40 11 165
200 1
30 11 132
900 17
S 11 660 11
46000 34 20
30 40 0
11 132 11
34 20
G-4 132 11
Since all entries in the C-Z row of the tableau IIl are either zero or negative,an
optimum solution has been obtaiñed which is given by :
1000 200 46000
and x,= with maximum Z=
13. Ans. (0Maximize Z= 10x, +25x, +3x
subject to the constraints
3
3x, +10x%, +x,s 30,000,5x, +Bx +xS40,000: 0%4+ 0%s 120; x,.4 y20
Z= 12,000 (úo No.
(t) x, = l200, x, = X, =0with maximum
OPERATIONS RESEARCH:: PROBLEMS &
3-68
40 4,000 4 7,000
S 1,200 5 1 3.360+
14 28
600 3 1
S 35
7,000
35
X, enters 1,60,000 160 40
7 40
7
& s,leaves G-Z 15 40
7
25 X 3,360 14 1
1 0
40 10
2,080 8
1
5 5
312 6
25 50
1,67,200 25 40 6 0
2
G-Z 0 0 -6
2
Since there is no positive isoblained
number
and is given by : x, =3,360 ; x, = in the C, - Z, row, the solution
(io Used and unused optimum
2,080 with max.Z= Rs. 1,67,200.
resources
Resorces
Leather
Used Unused
Total
0-50x 3.360 +0-25 x2,080 = 22,200kg
Wood 2,200 kg, 0 kg.
Ghue 28,000 sq. mt. 28,000sq. ml.
0 sq. mt. 1.400litres
1,080 litres 312 litres
(i) Shadow prices are Rs. 6, Rs. 2 and Rs, 0 respectlvely.
16 Ans. In order to achieve a maximum profitforof leather.
Rs, 1,500,
Woodtheand
school
Glue should make 20
proll
chairs of type A. 20 chalrs of type B maxtmum
of Rs. I,500. and no chalr of type Cto
achieve a
UNEAR PROGRAMMINGI 3-69
160 120
Total
and optimum profit = Rs. 32,800.
20. Ans. Maximize Z'=Z+ 150= 4x, +3x, + 5x
subject to the constraints
2x, +3xG +2x,s 400
3x, + 2x+2%s 350
x, +4, +2%s 300
(787-50 + 150)
=0 andxa= 137-5 with max. Z= Rs.
The optimum solution is : x, = 25, x, and x, the number of
number of acres of crop A to be cultivated formulation of the LP
21. Hint. Let x, denotes the appropriate mathematical
acres of crop Bto be cultivated. The
problem is:
Maximíze Z= 150x, + 200x,
subíect to the constraints
X,+xs 150
40x, + 60x, s 7400
20x, + 25x, < 3300
70
in the
problem, we rewrite the fourth inequality
In order to solve this nonstandard
-x, S-70
form :
becomes :
Introducing slack variables, the problem O-s,
Maximize Z= 150x, + 200x, + 0-s, +0:s, + O-s, +
150
subject to
40x, + 60x, + S,= 7400
20x + 25x, + s,= 3300
+ S,= -70
OPERATIONS RESEARCH: PROBLEMS &
3.70
$OLUTIONS
SIMPLEX TABLEAU-I, (Non-optimum solution)
150 200
Solution
Basic
variables values
1
S S, S S
Minratlo
imum
150 150
S
S
7400 -88
40
20 25 1
185
0 S 3300 165
-70 -1" 70
S.
-150‘ -200
C-Z
SIMPLEX TABLEAU I(Non-optimum solution)
150 200
Basic Solution
S S S
variables values
4 0 5
S
12
40 1
Sy 5
4
200 76 0 25 5
150 70
0 8 10
G-4
This last table is in final from and the optimum solution is:
x=70, x =76, S, = 4, S, =40, S,=0, S,=0 and Z= 25,700.
Thus, by cultivating 70 areas of crop A and 76 acres of crop B, the farmer will attain a
maximum profit of Rs. 25,700.
22. Hint. Maximize Z= 3x + 4x +6x,
subject to the constraints
80
4x +x +6x, s 25x 16x3 x 100 or 960
80
5x +3x, +% S 25x 16x2x 100 or 640
80
x+21,+3 s 25x 16xl x 100 or 320
respectively.
x, denotes the number of units of liquid and dry fertilizer
where x, and problem is as
variables, the standard form of LP
Introducing surplus and artificial
follows :
+ M.Az
Minimize Z= 3x, + 4x, + 0-s, + O-S, + M.A,
subject to the constraints
2x + 3 - S, + A, = 90
4x + 3x,-S,+A,= 120
given below :
inftial simplex tableau giving the initial solution to the problem is
The INITIAL SIMPLEX TABLEAUI
M M Minimum
3 4
Basic Solution ratio
S S A A,
variables values
-1 45
90 2 3
M A, -1
M A, 120 4"
6M 6M
3
- M - M M M
30|
3-6M 4-5M M M Key row
G-3 " Key number
Key column
3-72 OPERATIONS RESEARCH: PROBLEMS&SOLUTIONS
SIMPLEX TABLEAU II (x, enters and A, depors
Basic Solution
M M
C,J variables values
A, Ag Minratloimum
M +A, 30 -1
2 1 20 (Key row)
3
3 30 40
3M 9 M3
-M M
24 2 4
7 3M 3 M
G-Z 4 2
M
4 2
*Key number ‘
Key column
FINAL SIMPLEX TABLEAU III (, enters and A, departs)
Basic Solution 3 4 M M
S S A, A, Minimum
CGt variables values ratlo
4 20 2
3
3 X 15
125 7
4 3
6 6
G-Z 7
6 6
Since all entries in the C, - Z, row are either zero or positive, the optimum solution nas
been arrived at and is given by : x, = 15, x, 20 with minimum Z= Rs. 125.
28. Ans. 10kg. each of Type I and Type II.
30. Hint. Let x,, xy, and x, be the number of gms. of food P., Q and
Rrespectively.
Minimize Z= 20x, + 24x, + 18x,
subject to the constraints
20x +10x, +10x, 300
10x + 10x, + 10,2 200
10x, + 20x, + 10x, 2 240
1000
1,000
M A,
S, 300
M 500 1504
-1
2M -M M M
M
-M +50 -2M+ 60 0 M
Solution)
FINAL SIMPLEX TABLEAU-IV (Optimum
50 60 M
Bastc Solution
G’ values X A, A,
varlables
-1
550
0
50 300
700 - 1
60
5700 50 60
G-4
infeasible. solutlonis table,
the llnal present
in variable
is artúficlal Since
M- 0 9 9 3 6
0 20 M 40 M G-Z
0
M 0 99 63
0
M 20 M 40 M 40 60
-1 0 0 0 0 3
10 A, M-
0 0 1 3 0 1 3
10 60
0 0 9
0 0 3
0 1 20
00 9 1 0 3
2
40
0 1 0 3 0 0 3
10
S S values variables
-M-M 0 0 0 40 Solutton
60 Basic
Solution) (OPTIMUM TABLEAU-IV SIMPLEX FINAL
A, +
40 = XtxytS,
10 = A, +S,X1-
20 = S +
180 = S +6x, + 4x
100 = S, + 2x + 4x
constraints the subject
to
MA, MA,- 0.-s, 0.+s, 0.+s, +0.s, +0.s,+ 40x, 60x,+ Maximize
Z=
varlables,
get we artificial andsurplus slack,
Introducing
20x,x,and 10 %,2 S20, x%
40, =x, +180,x6x,s +4x
100, S2x, 4x,+
constraints the subject
to
Z=
40x, 60x,+ Maximize 4.
120 maximum
Z= and ,=,4=.
=0 X =x,Ans.
5
20 Xgy 10;X, +x= xy+2x, +x,
20, 5x,= +x,+2x15, =3y +2x, + x
constraints the subject
to
25xg-X 15x,+ +8xZ=
Maximize
respectvely. produced betoCandD B,A,model Unitsof =X Xy. X,. X,. Hint. 41.
96,000. Rs. (0
2,000 x,= and 5,000 3,=0x,
00; =x,(0 40.
12,000. Rs. minimum
Z= with 8 =x,=0, x, 2, =Ans.x
1,60,000 x,
215,000 +5,000x,
+ 20,000x,
10 S 4
constraints the subject
to
1000x, 2000x,+ 2000x,+ Z=Minimize
respectively.
annnewspapers
d BA, advertisements
in numberof the bex,and X,x,Let Hint.
39
A :PROBLEMS& RESEARCH OPERATIONS 3-74