RESOURCE OPTIMIZTION

CHAPTER FOUR
I. Linear Programming
Formulation and Graphic solution.
 Contents
⚫ Introduction
⚫ Concept of LP.
⚫ Formulation of LP problems.
⚫ General statement of LP problems.
⚫ Assumptions underlying LP.
⚫ Graphical method.
⚫ Some special cases of LP.

2
 RESOURCEOPTIMIZATION
INTRODUCTION
In design, construction, and maintenance of any engineering system, engineers
have to take

many technological and managerial decisions at several stages.

 The ultimate goal of all such decisions is either to minimize the

effort required or to maximize the desired benefit.

 optimization can be defined as the process of finding the conditions (decision variables)

that give the maximum or minimum value of a objective function.

 Optimization is the science of choosing the best amongst a number possibl
of e
alternatives. It is the act of obtaining the best result under given
circumstances.
3 3
 INTRODUCTION
⚫ Optimization is a process of finding the "best“(optimal) solution to

a problem
 What do we mean by the "best"?

 The terminology ‘best’ solution implies that there is more

than one solution and the solutions are not of equal value.
 cost, performance, aesthetics, quality, time, etc.

 Optimization selects the "best" decision from a

constrained situation.
• Optimization is the process of adjusting the inputs to find
the
4
minimum or maximum output or result.
 Cont’d…
Optimizing Methods
⚫ The methods to find an optimal solution to the
constrained resource scheduling problem fall into two
categories:
 Mathematical programming/LP
 Enumeration

⚫ Mathematical programming can be thought of as

liner programming (LP) for the most part
⚫ Linear programming is usually not feasible for
reasonably large projects where there may be a
dozen resources and thousands of activities.
5
Linear Programming
(LP)
⚫ Linear means a fixed, definable relationship between the variables in
the problem to be solved.
⚫ Programming refers to the orderly process by which this type
of problem is solved.
Thefore Linear programming :-
⚫ Is a mathematical technique to help plan and make decisions relative
to the trade-offs necessary to allocate resources.
⚫ is a mathematical programming technique to optimize performance
( e.g. profit or cost ) under a set of resource constraint ( e.g.
machine-hours, man-hours, money, materials, etc.) as specified by an
organization.
⚫ Mathematical programming is used to find the best or optimal solution to
a problem that requires a decision or set of decisions about how best to
use a set of limited resources to achieve a state goal of objectives.
⚫ Will find the minimum or maximum value of the objective.
6
 Cont’d…..
⚫ As its name implies, the linear programming model consists
of linear objectives and linear constraints, which means
that the variables in a model have a proportionate
relationship.
⚫ Is a widely used mathematical modeling technique to determine
the optimum allocation of scarce resources among competing
demands.
⚫ Resources typically include:-
 Raw Materials
 Manpower
 Machinery
 Time
7  Money and
Cont’d…..
Essentials of a Linear Programming model
⚫ For a given problem situation, there are certain essential
conditions that need to be solved by using Linear
Programming.
1. Limited resources: limited number of labour, material,
equipment and finance.
2. Objective: refers to the aim to optimize (maximize the
profits or minimize the costs).
3. Linearity: increase in labour input will have a
proportionate increase in output.

8
 Cont’d…..
⚫ The linear model consists of the following components:

 A set of decision variables

 An objective function
 A set of constraints

1. Decision Variables
⚫ are physical quantities by the decision maker and
controlled
represented by mathematical symbols. For example, the decision
variable xj can represent the number of buyrs of product j that a
company will produce during some month. Decision variables take on
any of a set of possible values.
9
 Cont’d….
.
2. Objective function
⚫ defines the criterion for evaluating the solution. It is a mathematical

function of the decision variables that converts a solution into a

numerical evaluation of that solution.
⚫ For example, the objective function may measure the profit or cost that

occurs as a function of the amounts of various products produced.

⚫ The objective function also specifies a direction of optimization, either

to maximize or minimize.
⚫ An optimal solution for the model is the best solution as measured by

that criterion.
10
 Cont’d…..
3. Constraints
 are set of functional equalities or inequalities that represent

physical, economic, technological, legal, ethical, or other

restrictions on what numerical values can be assigned to the
decision variables.
 For example, constraints might ensure that no more input is used

than is available.

11
 Cont’d……
⚫ Linear programming requires that all the mathematical
functions in the model be linear functions.
⚫ A linear programming problem consists of a linear
objective function to be maximized or
minimized subject to certain constraints in the
form of linear equations or inequalities.

12
Assumptions in linear programming
⚫ Linearity .The amount of resource required for a given activity level is
directly proportional to the level of the activity .For example ,if the number of
hours required on a particular machine (for a given activity level ) is 5 hour per
unity of that activity, then the total number of hours required on that machine to
produce 10 units of that activity is 50 hours.

⚫ Divisibility . This means that fractional values of the decision variables

are permitted .

⚫ Non- negativity . This means that the decision variables are permitted to
have only the values which are greater than or equal to zero.

⚫ Additivity. This means that the total output for a given combination of
activity levels is the algebraic sum of the output of each individual
13 process.
 Linear Programming (LP) Problem
⚫ The maximization or minimization of some quantity is the

objective in all linear programming problems.

⚫ All LP problems have constraints that limit the degree to which

the objective can be pursued.

⚫ A feasible solution satisfies all the problem's constraints.

⚫ An optimal solution is a feasible solution that results in the

largest possible objective function value when maximizing (or

smallest when minimizing).

14
 Cont’d….
⚫ If both the objective function and the constraints are linear,
the problem is referred to as a linear programming
problem.
⚫ Linear functions are functions in which each variable appears in
a separate term raised to the first power and is multiplied by a
constant (which could be 0).
⚫ Linear constraints are linear functions that are restricted to be
"less than or equal to", "equal to", or "greater than or
equal to" a constant.

15
 Problem Formulation(model formulation)
⚫ Problem formulation or modeling is the process of translating
a verbal statement of a problem into a mathematical
statement.
⚫ Formulating models is an art that can only be mastered
with practice and experience.
⚫ Every LP problems has some unique features, but most
problems also have common features.

16
 The Linear Programming Model
:
X1, X2, X3,………, X n = Decision
variables Z = Objective function or linear
: function
…

…Eq
(2)

where aij, bi, and cj are given

17 constants.
 Developing LP
Model
 :

✦ Determine the objective of the problem and describe it by

a criterion function in terms of the decision variables.
✦ Find out the constraints.
✦ Do the analysis which should lead to the selection of values
for the decision variables that optimize the criterion
function while satisfying all the constraints imposed on the
problem.

18
 Example : A Simple Maximization
Problem

“Regular”
C

x1 > 0

19
 Applied Example : A Production Problem
 Mugger cement manufacture wishes to produce two types of cement:

type-A will result in a profit of 10.00 birr, and type-B in a profit of

12.00 birr. To manufacture a type-A cement requires 20 minutes on
machine I and 10 minute on machine II. A type-B cement requires 10
minute on machine I and 30 minutes on machine II. There are 3
hours available on machine I and 5 hours available on machine II.
 Formulate a linear programming model

 How many cement of each type should Mugger cement make in

order to maximize its profit ?

20
 CONT’D…..
Solution
⚫ Given
information: Type-A Type-B Time Available

Profit/Unit 10.00 birr 12.00 birr

Machine I 20 min 10 min 180 min

Machine II 10 min 30 min 300 min

⚫ Let x 1 be the number of type-A cement and x 2 the number

of type-B cement to be made.

21
 CONT’D…
Solution
Type-A Type-B Time Available
Profit/Unit 10.00birr 12.00birr
Machine I 20 min 10 min 180 min
Machine II 10 min 30min 300 min

⚫ Then, the total profit (in birr) is given by

 Z = 10X1+12X2
which is the objective function to be
maximized.

22
CONT’D…
Solution
Type-A Type-B Time Available
Profit/Unit 10.00birr 12.00birr
Machine I 20 min 10 min 180 min
Machine II 10 min 30 min 300 min

⚫ The total amount of time that machine I is used is 20X1+10X2

and must not exceed 180 minutes.
⚫ Thus, we have the inequality
 20X1+10X2 ≤ 180 ( 1St constraint)

23
CONT’D…..
Solutio
n Type-A Type-B Time Available
Profit/Unit 10.00 12.00

180 min

Machine I
⚫ The 20min 10min
total amount of time that II is used is
Machine II 10min 30min 300 min
machine
10X1+30X2and must not exceed 300 minutes.
⚫ Thus, we have the inequality
10X1+30X2 ≤ 300 ( 2nd constraint)

24
 CONT’D….
Solutio
n Type-A Type-B Time Available

Profit/Unit 10.00 12.00

Machine I 20 min 10min 180 min

Machine II 10 min 30 min 300 min

⚫ Finally, X1 and X2 can not be negative, so

X1 > 0 (non- negative
constraint) X2 >0 (non-
negative constraint)

25
CONT’D…..
Solutio
n⚫ In short, we want to maximize the objective function
Z = 10X1+12X2
subject to the system of inequalities
10X1+20X2 ≤ 180
10X1+30X2 ≤ 300
X1> 0
X2> 0

26
Example: Maximizing Profit

⚫ How many bowls and mugs should be produced to maximize

profits given labor and materials constraints?( formulate a
linear programming model) for 40 hrs of labour per day and
120 lbs of clay
⚫ Given product resource requirements and unit profit:

Re s o u rc e Requirements
Labor Clay P r o fi t
Produc
(hr/unit (lb/unit ($/unit
t
Bow ) 1 ) 4 ) 40

l 2 3 50
Mug

27
Solution
Resource Availability:
40 hrs of labor per day, 120 lbs of clay
Decision Variables:
x1 = number of bowls to produce per day
x2 = number of mugs to produce per day

Objective Function: Maximize Z = $40x1 + $50x2,

where Z = profit per day

Resource Constraints: 1x1 + 2x2  40 hours of

labor
4x1
28 + 3x2  120 pounds of
CONT’D….

Complete Linear Programming Model:

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x 1, x 2  0

29
 Exampl
A esma lcompany produces construction
materials for the commercial and
residential construction industry. The company
produces two products: a universal concrete patching
product (CON) and a decorative brick
mortar
(MORT). The company can sell the CON for a profit of $ 140/ton and
the MORT for a profit of $160/ton. Each ton of the CON requires 2
m3 of the red clay and each ton produced of the MORTrequires 4 m3.
Amaximum of 28 m3 of the red clay could be available every week.
The machine used to blend these products can work only a maximum
of 50 hours
per week. This machine blends a ton of either product at a time, and
the blending process requires 5 hours to complete. Each material must
be stored in a separate curing vat, thus limiting the overall production
volume
30 of each product. The curing vats for CON and MORT have
 Solution Model
•Formulation
Decision Variables
• Amounts of CONand MORTproduced

Let 𝑥1= amount of CONproduced

everyweek

𝑥2 =amount of MORTproduced
everyweek
• To maximize the profit obtained from the production of the two
everyweek
material per week

Maximize 𝑍 = 140𝑥1
• • Every toneFunction
Objective of CON earns $140profit
• Every tone of MORTearns $160 profit

Maximize total weekly profit, 𝑍 = 140𝑥1 +160𝑥2

• Objective function +160𝑥2 Subject to
• Constrain 2𝑥1 + 4𝑥 2 ≤
ts • Red clay required to produce a ton of 28

≤50 𝑥2
CONis 2m3
• Red clay required to produce a ton of 5𝑥1 + 5𝑥2

𝑥1 ≤8
MORTis 4m3
1st Constraint
• Total 2𝑥available
1+4𝑥2≤28 red clay every week is 28 m3
≤6
• Blending of each ton requires 5 hours at a time for each production and per week a
maximum of 50 hours of productionis possible
2 Constraint
nd

5𝑥1+5𝑥2≤50
• Curing vats capacity is 8 tons for CONand 6 tons
forMortar

𝑥1 ≤8
3rd Constraint
3
1 4th Constraint
EXERCISE 1
 A concrete manufacturer is concerned about how many units of two

types of concrete elements should be produced during the next time

period to maximize profit. Each concrete element of type “A” generates
a profit of $60, while each element of type “B” produces a profit of
$40. Two and three units of raw materials are needed to produce one
concrete element of type A and B, respectively. Also, four and two units
of time are required to produce one concrete element of type A and B
respectively. If 100 units of raw materials and 120 units of time are
available.
 formulate a linear programming model for this problem to determine

how many units of each type of concrete elements should be produced

to maximize profit.
32
 EXERCISE 2
 A firm is engaged in producing two product , A and B. Each
unit of product A requires 2 kg of row material and 4 labour
hours for processing , whereas each unit of product B requires 3
kg of row material and 3 hours of labour of the same type . Every
week ,the firm has an availability of 60 kg of row material and 90
labour hours .One unit of product A sold yields 40 birr and one unit
of product B sold give 35 birr as profit .
 Formulate this problem as LLP to determine as to how many unit of
each of the product should be produced per week so that the firm can
earn the maximum profit . Assume that there is no marketing constraint
so that all that is produced can be sold .
33
EXERCISE 3
⚫ A contractor may purchase material from two different sand and

gravel pits. The unit cost of material including delivery from pits 1
and 2 is $50 and $70 per cubic meter, respectively, the contractor
requires at least 100 cubic meter of mix. The mix must contain a
minimum of 30% sand. Pit 1 contains 25% and pit 2 contains 50%
sand. If the objective is to minimize the cost of material,
⚫ define the decision variables and formulate a mathematical model.

34
 Methods of Solving LP
Graphical method
 is a method for finding optimal solutions to two-variable problems.
Outline of Graphical Solution Method
 The graphical method plots :-
 the constraints on a graph and
 identifies an area that satisfies all of the constraints.
⚫ The area is referred to as the feasible solution space.
Next, the objective function is plotted and used to identify
the optimal point in the feasible solution space.
•The coordinates of the point can sometimes be read directly from
the graph, although generally an algebraic determination of the
coordinates of the point is necessary.

35
 Cont’d…
Methodology of graphical solution
1. Each constraint is initially considered as equality and is
plotted by a line (or a level at three-dimensional problems).
2. The part of the level (or of the space in three-
dimensional problems), which’s all points verify a specific
constraint is identified for every constraint.
⚫ The fastest way is to check whether the intersection of the axes

(coordinate 0,0) verifies the constraint (what is valid for this

coordinate will also be valid for all points belonging to the same
semi-level)
36
 Cont’d…

3. The intersection of all semi-levels is defined, which verifies

all the constraints.
⚫ Consequently all vertices of the intersection are being defined.

4. The objective function f(x) is plotted, consisting of a whole

family of lines with a standard direction coefficient. The
different values of the objective function are represented by
corresponding parallel lines.

37
 Cont’d…

5. The function line moves in parallel with herself to the

direction
where her value increases (or decreases if the aim is its
minimization), until it meets with the part of the level which is the
intersection of all constraints. From the family of lines meeting the
intersection of the constraints, only the lines crossing the intersection
vertices are considered.
6. The values of the lines crossing the intersection vertices
are calculated. The vertex, from which passes the line with the
highest (smallest in minimization problems) value is the optimum
solution of the problem. The values of the variables consisting
38
the optimum solution are the coordinates of this vertex.
 Graphical Analysis – the Feasible Region

X2

The non-negativity constraints

X1

39
Example 1: A Simple Maximization Problem

44
 Example 1: Graphical Solution
⚫ First Constraint
Graphed

8
7 x1 =
6 t 6
5
4
3
2
(6,
1 0)
x
1 2 3 4 5 6 7 8 9 1 1
45 0
 Example 1: Graphical Solution
⚫ Second Constraint
Graphed

8 (0, 6
7 )
6
5
=
19
4
3
2
(9 ,
1 0)
x
1 2 3 4 5 6 7 8 9 1 1
46
0
 Example 1: Graphical Solution
⚫ Third Constraint
Graphed
(0, 8)
8
7
6 x1 + x2 =
5
8

4
3
2
1 t (8,
0)
x
1 2 3 4 5 6 7 8 9 1 1
4 0
7
 Example 1: Graphical Solution
⚫ Combined-Constraint Graph Showing Feasible
Region
x2
8
x1 + x2 =
8
7
6 x1 =
6
5
4
3
Feasible 2x1 + 3x2 =
2 19
Region
1
x
1 2 3 4 5 6 7 8 9 1 1
48
0
 Example 1: Graphical Solution
⚫ Objective Function
Line
x2
8
7
(0,
6 5)
5
4
3
2
(7,
1
0)
x
1 2 3 4 5 6 7 8 9 1 1
49 0
 x2

8
7
6
5 5x1 + 7x2 =
4 39
3 5x1 + 7x2 =
2 42

1
x1
50 1 2 3 4 5 6 7 8 9 1
0
 Example 1: Graphical Solution
⚫ Optimal
Solutionx2

8
5x1 + 7x2 = 46
7
6
5
4
3
2
1
x1
1 2 3 4 5 6 7 8 9 10
47
 Example 2: A Nutrition
⚫
Problem
A nutritionist advises an individual who is suffering from iron and
vitamin B deficiency to take at least 2400 milligrams (mg) of iron,
2100 mg of vitamin B1, and 1500 mg of vitamin B2 over a period of
time. Two vitamin pills are suitable, brand-A and brand-B. Each
brand-A pill costs 60 cents and contains 40 mg of iron, 10 mg of
vitamin B1, and 5 mg of vitamin B2. Each brand-B pill costs 80 cents
and contains 10 mg of iron and 15 mg each of vitamins B1 and B2.

⚫ What combination of pills should the individual purchase in order to

meet the minimum iron and vitamin requirements at the lowest cost?

( solve the problem graphically)

48
 Example 2 : A Nutrition
Solution
Problem
⚫ Let’s first tabulate the given information:

Brand-A Brand-B Minimum Requirement

Cost/Pill 60c 80c
Iron 40 mg 10 mg 2400 mg
Vitamin B1 10 mg 15 mg 2100 mg
Vitamin B2 5mg 15 mg 1500 mg

⚫ Let x1 be the number of brand-A pills and x2the number of

brand-B pills to be purchased.

49
 Cont’d…
Solutio
n Brand-A Brand-B Minimum Requirement
Cost/Pill 60¢ 80¢
Iron 40 mg 10 mg 2400 mg
Vitamin B1 10 mg 15 mg 2100 mg
Vitamin B2 5mg 15 mg 1500 mg

⚫ The cost Z (in cents) is given by

Z= 60X1+80X2
and is the objective function to be
minimized.

50
 Cont’d….
Solutio
n
Brand-A Brand-B Minimum Requirement
Cost/Pill 60¢ 80¢
Iron 40 mg 10 mg 2400 mg
Vitamin B1 10 mg 15 mg 2100 mg
Vitamin B2 5mg 15 mg 1500 mg

⚫ The amount of iron contained in X1 brand-A pills and X2

brand- B pills is given by 40X1+ 10X2 mg, and this must be
greater than or equal to 2400 mg.
⚫ This translates into the inequality
40X1+10X2 > 2400

51
 Cont’d…
Solution
Brand-A Brand-B Minimum Requirement
Cost/Pill 60¢ 80¢
Iron 40 mg 10 mg 2400 mg
Vitamin B1 10 mg 15 mg 2100 mg
Vitamin B2 5mg 15 mg 1500 mg

⚫ The amount of vitamin B1 contained in X1 brand-A pills and

X2 brand-B pills is given by 10X1 + 15X2 mg, and this
must be greater or equal to 2100 mg.
⚫ This translates into the inequality:
10X1 +15X2 >2100

52
 Cont’d….
Solution
Brand-A Brand-B Minimum Requirement
60¢ 80¢
40 mg 10 mg 2400 mg
10 mg 15 mg 2100 mg
5mg 15 mg 1500 mg

⚫ The amount of vitamin B2 contained in X1 brand-A pills and X2

brand-B pills is given by 5X1+ 15X2 mg, and this must be greater
or equal to 1500 mg.
⚫ This translates into the inequality
5X1+15X2 >1500

53
 Cont’d….
We can now solve the problem graphically.
Z=6X1 + 8X2
S.t the constraints
40x1 + 10x2 > 2400
10x1 +15 x2 > 2100
5x1 +15x2
>
1500 x1, x2
> 0
 Cont’d…...
⚫ We can graph the feasible set S for the problem
constraints
.
⚫ Graph the solution for the inequality

40x1 +10 x2 > 2400

considering only positive values for X1 and X2:
40 X1 +10X2 =2400
X2

(0, 240)
200

(60,
1000)
X1
100 200 300
Cont’d…..
⚫ Graph the solution for the inequality

10X1 +15X2 > 2100

considering only positive values for X1and X2

X2

200

(0, 140)
100 10 X1 +15 X2=2100

(210, 0)
X1
100 200 300
Cont’d….
⚫ Graph the solution for the inequality
5X1 +15 X2 > 1500
considering only positive values for
X1
and X2:
X2

200

100 (0, 100)

5 X1 +15 X2= 1500

(300, 0)
X1
100 200 300
Cont’d…
⚫ Graph the intersection of the solutions to the inequalities,
yielding the feasible set S.
(Note that the feasible set S is unbounded)

X2

40 X1+10 X2=2400
200
S
100 10 X1+15 X2= 2100
5X1+15X2=1500
X1
100 200 300
Cont’d….

⚫ Next, find the vertices of the feasible set S.

⚫ The vertices are A(0, 240), B(30, 120), C(120, 60), and D(300,
0).

X2
40 X1+10 X2=2400 A(0, 240)

200
10 X1+15 X2= 2100 S
B(30, 120)
5X1+15X2=1500
C(120, 60)
100
D(300, 0)
X1
100 200 300
Cont’d….
⚫ Now, find the values of Z at the vertices and tabulate
them:
Vertex
A(0, 240) 1920
B(30, 120) 1140
Z = 6X1 + 8X2
C(120, 60) 1200
D(300, 0) 1800
X2
A(0, 240)
40 X1+10 X2=2400
200
10 X1+15 X2= 2100 S
B(30, 120)
5X1+15X2=1500 100
C(120, 60)
D(300, 0)
X1
100 200 300
 Cont’d….
⚫ Finally, identify the vertex with the lowest value for Z:
⚫ We can see that Z is minimized at the vertex B(30, 120) and has
aofvalue Vertex Z = 6X1 +
1140. 8X2
A(0, 240) 1920
B(30, 120) 1140
C(120, 60) 1200
X2
D(300, 0) 1800
40 X1+10 X2=2400
A(0, 240)

10 X1+15 X2= 200

2100 S
B(30, 120)
100
5X1+15X2=1500 C(120, 60)
D(300, 0)
X1
100 200 300
 Cont’d….
⚫ Finally, identify the vertex with the lowest value for Z:
⚫ We can see that Z is minimized at the vertex B(30, 120) and
has a value of 1140.
⚫ Recalling what the symbols x1, x2, and Z represent, we conclude
that the individual should purchase 30 brand-A pills and 120
brand-B pills at a minimum cost of 1140 birr.
Properties of linear programming solution
⚫ Feasible solution . If all the constraint of the given linear
programming model are satisfied by the solution of the
model, then that solution is known as a feasible solution, .

⚫ Optimal solution .If there is no other superior solution to the

solution to obtained for a given linear programming model,
then the solution obtained is treated as the optimal solution .

⚫ Alternate optimal solution . For some linear programming

model ,there may be more than one combination of values of
the decision variables yielding the best objective function
63 values .
Cont
…
⚫ Unbounded solution . For some linear programming model, the
objective function value can be increased/decreased
infinity without any limitation.

⚫ Infeasible solution . If there is no combination of the values of

the decision variable satisfying all the constraints of the
linear programming model, then that model is said to have
infeasible solution .
⚫ This means that there is no solution for the given model which

can be implemented .

64
 Unbounded solution: Graphical representation

Situation: If the feasible region

is not bounded

Solution: It is possible that the

value of the objective function
goes on increasing without
leaving the feasible region,
i.e., unbounded solution

65
 Multiple solutions: Graphical representation

Situation: Z line is parallel to

any
side of the feasible region

Solution: All the points lying

on that side constitute
optimal solutions

66
 Infeasible solution: Graphical representation

Situation: Set of constraints does

not form a feasible region at
all due to inconsistency in the
constraints

Solution: Optimal solution is

not feasible

67
 Unique feasible point: Graphical representation

Situation: Feasible region consist

of a single point. Number of
constraints should be at least
equal to the number of
decision variables

Solution: There is no need for

optimization as there is
only one feasible point

68
 EXERCISE 1

Solve the following LP problems graphically

1. Z= 20x1+80x2
Maximize 4x + 6x ≤ 90
1 2
subject to 8x + 6x ≤
1 2
100
5x1 + 4x2 ≤
80 x1 and x2 ≥
2. Minimize 0Z= 20X1+ 10X2
subject to x1 + 2x2 ≤ 40 4.
3x1 + x2 ≥
30
4x1 + 3x2 ≥ 60
x1 and x2 ≥ 0

69
 EXERCISE 2

⚫ An aggregate mix of sand and gravel must contain no less

than 20% no more than 30% of gravel. The in situ

soil contains 40% gravel and 60% sand. Pure sand
may be purchased and shipped to site at 5 units of
money /m3 . A total mix of at least 1000m3 is
required. There is no charge for using in situ
material. The objective is to minimize the cost
⚫ Draw the feasible region

⚫ Determine the optimum solution by the graphical method

70
 EXERCISE 3

⚫ A contractor may purchase material from two different sand

and gravel pits. The unit cost of material including

delivery from pits 1 and 2 is $50 and $70 per
cubic meter, respectively, the contractor requires at
least 100 cubic meter of mix. The mix must contain a
minimum of 30% sand. Pit 1 contains 25% and pit 2
contains 50% sand.
⚫ If the objective is to minimize the cost of material,

A. Determine
B. Draw the feasible regionsolution by the graphical
the optimum
71 method
⚫ SIMPLEX METHOD OF
LINEAR PROGAMMING

72
Simplex
Method
⚫ Simplex: a linear-programming algorithm that can
solve problems having more than two decision variables.
⚫ The simplex technique involves generating a series of
solutions in tabular form, called tableaus. By inspecting the
bottom row of each tableau, one can immediately tell if it
represents the optimal solution. Each tableau corresponds to
a corner point of the feasible solution space. The first tableau
corresponds to the origin. Subsequent tableaus are
developed by shifting to an adjacent corner point in the
direction that yields the highest (smallest) rate of profit
(cost). This process continues as long as a positive (negative)
rate of profit (cost) exists.

73
Simplex Algorithm

The key solution concepts

⚫ Solution Concept 1: the simplex method focuses on
corner point of feasible(CPF) solutions.
⚫ Solution concept 2: the simplex method is an iterative
algorithm (a systematic solution procedure that keeps
repeating a fixed series of steps, called, an iteration,
until a desired result has been obtained) with the
following structure:

74
 ISniitimalizpatiloenx:

seatulpgtoo rstiatrht
Optimality test: is the current CPF
im
solution optimal?
terations, including finding an initial
CPF solution
if no if yes stop

Iteration: Perform an iteration to find a

better CFP solution

75
Simplex
algorithm
⚫ Solution concept 3: whenever possible, the
initialization of the simplex method chooses the
origin point (all
decision variables equal zero) to be the initial
CPF solution.

⚫ Solution concept 4: given a CPF solution, it is much

quicker computationally to gather information about
its
adjacent CPF solutions than about other CPF
solutions.
Therefore, each time the simplex method performs an
iteration to move from the current CPF solution
to a
better one, it always chooses a CPF solution that is 76
 Simplex
⚫ Solution concept 5: After the current CPF solution is identified, the
algorithm
simplex method examines each of the edges of the feasible region
that emanate from this CPF solution. Each of these edges leads
to an adjacent CPF solution at the other end, but the simplex
method doesn’t even take the time to solve for the adjacent
CPF solution. Instead it simply identifies the rate of
improvement in Z that would be obtained by moving along the
edge. And then chooses to move along the one with largest
positive rate of improvement.

77
 Simplex
⚫ Solution concept 6: A positive rate of
algorithm
improvement in Z implies that the adjacent CPF
solution is better than the current one, whereas a
negative rate of improvement in Z implies that
the adjacent CPF solution is worse.Therefore,
the optimality test consists simply of checking
whether any of the edges give a positive rate of
improvement in Z. if none do, then the current
CPF solution is optimal.
78
The simplex method in
tabular
⚫ Steps: form
1. Initialization:
a. transform all the constraints to equality by introducing
slack, surplus, and artificial variables as follows:

Constraint type Variable to be added

≤ + slack (s)

≤ - Surplus (s) + artificial (A)

= + Artificial (A)

79
Simplex method in tabular
form
b. Construct the initial simplex
tableau

Basic X1 … Xn S1 …... Sn A1 …. An RHS

variable
S b1
Coefficient of the constraints

A bm
Z Objective function coefficient Z
In different signs value
8
4
2. Te
Sst fiomr opptlimeaxlitym: ethod
in tabular
Case 1: Maximizationform
problem
the current basic feasible(BF) solution is optimal if every coefficient
in
the objective function row is non negative.
Case 2: Minimization problem
the current BF solution is optimal if every coefficient in
the objective function row is non positive.

81
 Sraitmion plex method in
3. Ite
tabular
Step form
1: determine the entering basic variable by selecting the
variable (automatically a nonbasic variable) with the most
negative value (in case of maximization) or
With the most positive (in case of minimization) in the last row
(Z- row). Put a box around the column below this variable, and
call it the “pivot column”.

82
Simplex method in tabular
form
⚫ Step 2: Determine the leaving basic variable by
applying the minimum ratio test as following:
1. Pick out each coefficient in the pivot column
that is strictly positive (>0)
2. Divide each of these coefficients into the right hand
side entry for the same row
3. Identify the row that has the smallest of these ratios
4. The basic variable for that row is the leaving
variable, so replace that variable by the entering
variable in the basic variable column of the next
simplex tableau. Put a box around this row and call it
the “pivot row”

83
⚫ SStiemp 3p: Sloelvxe fmor

tehethneowdBFisnoluttaionbbuy
luasirngfeolermmentary row operations (multiply or
divide a row by a nonzero constant; add or subtract a
multiple of one row to another row) to construct a new
simplex tableau, and then return to the optimality test. The
specific elementary row operations are:
1. Divide the pivot row by the “pivot number” (the number in
the intersection of the pivot row and pivot column)
2. For each other row that has a negative coefficient in the pivot
column, add to this row the product of the absolute value of
this coefficient and the new pivot row. 8
 Simplex
⚫ Example (All constraints are )
Solvemethod
the following problem using the simplex
method
⚫ Maximize
Z = 3X1+ 5X2
Subject to
X1  4
2 X2  12
3X1 +2X2 
18
X1 , X2  0 85
⚫
Simplex
Solution
⚫ method
Initialization
1. Standard
form Maximize Z,
Subject to Sometimes it is
Z- 3X1- = called the
0 augmented form of
5X2
the problem
X1 + = 4 because the
2 X 2 S1 + S2 = 12 original form has
3X1 +2X2 + S3 = 18 been augmented
by some
X 1 , X 2, S 1, S 2, S 3 
supplementary
0 variables needed86to
Definitio
ns
⚫
⚫
A basic solution is an augmented corner point solution.
A basic solution has the following properties:
1. Each variable is designated as either a nonbasic variable
or a basic variable.
2. The number of basic variables equals the number of
functional constraints.Therefore, the number of nonbasic
variables equals the total number of variables minus the
number of functional constraints.
3. The nonbasic variables are set equal to zero.
4. The values of the basic variables are obtained as
simultaneous solution of the system of equations
(functional constraints in augmented form).The set of basic
variables are called “basis”
5. If the basic variables satisfy the nonnegativity constraints,
the
basic solution is a Basic Feasible (BF) solution.
87
Initial tableau
Enterin
2. Initial g
tableau
Basic X1 X2 S1
variabl
e S2 S3 RHS
variable
S1 1 0 1 0 0 4
S2 0 2 0 1 0 12
S3 3 2 0 0 1 18
Z -3 -5 0 0 0 0

Leavin Pivot
Pivot
g Pivot row
column
variabl numb
e er 88
Note
Ss: implex
tableau
⚫ The basic feasible solution at the initial tableau is (0, 0, 4, 12,
18) where:
X1 = 0, X2 = 0, S1 = 4, S2 = 12, S3 = 18, and Z = 0
Where S1, S2, and S3 are basic
variables X1 and X2 are
nonbasic variables
⚫ The solution at the initial tableau is associated to the origin point
at which all the decision variables are zero.

89
Optimality
test
⚫ By investigating the last row of the initial tableau, we find
that there are some negative numbers.Therefore, the
current solution is not optimal

90
Iteratio
nStep 1: Determine the entering variable by selecting
⚫
the variable with the most negative in the last row.
⚫ From the initial tableau, in the last row (Z row), the
coefficient of X1 is -3 and the coefficient of X2 is -5;
therefore, the most negative is -5. consequently, X2
is the entering variable.
⚫ X2 is surrounded by a box and it is called the pivot
column

91
Iteration
⚫ Step 2: Determining the leaving variable by using the
minimum ratio test as following:

Basic Entering RHS Ratio

variable variable X2
(1) (2) (2)(1)
S1 0 4 None
S2 2 12 6
Leaving Smallest ratio
S3 2 18 9

92
Iteration
⚫ Step 3: solving for the new BF solution by using
the eliminatory row operations as following:
1. New pivot row = old pivot row  pivot number
Basic X1 X2 S1 S2 S3 RHS
variable
S1
X2 0 1 0 1/2 0 6
S3
Z

Note that X2 becomes in the basic

variables list instead of S2 9
7
2. For

New row = old row – the coefficient of this row in the pivot column (new pivot
i t e r a ti
row).
th eFor oth
S1 er row ap

1 0 1 0 0 4
-
o nthis
0ply
(0
1 rule:
01
0
1
1/2
0
0
0
6)
4
For S3
3 2 0 0 1 18
-
2 (0 1 0 1/2 0 6)
3 0 0 -1 1 6
for Z
-3 -5 0 0 0 0
-
-5(0 1 0 1/2 0 6) Substitute this
-3 0 0 5/2 0 30
values in the
table

98
Iteration
This solution is not optimal, since there is a negative numbers in the last row

Basic X1 X2 S1 S2 S3 RHS
variable
S1 1 0 1 0 0 4
X2 0 1 0 1/2 0 6
S3 3 0 0 -1 1 6
Z -3 0 0 5/2 0 30

The smallest ratio

The most negative
is 6/3 =2; therefore,
value; therefore, X1
S3 is the leaving
is the entering
variable 99
variable
Iteration
⚫ Apply the same rules we will obtain this
solution:
Basic X1 X2 S1 S2 S3 RHS
variable
S1 0 0 1 1/3 -1/3 2
X2 0 1 0 1/2 0 6
X1 1 0 0 -1/3 1/3 2
Z 0 0 0 3/2 1 36

This solution is optimal; since there is no negative solution

in the last row: basic variables are X1 = 2, X2 = 6 and S1 = 2;
the nonbasic variables are S2 = S3 = 0
Z = 36 1
0
0
Special cases of linear
programming
⚫ Infeasible solution
⚫ Multiple solution (infinitely many
solution)
⚫ Unbounded solution
⚫ Degenerated solution

1
1
0
1. In any NSimoptleex tsableoau,nthetinhteresectSioniomf
anypblvariables.This
aseic xvarimeans
tabathat
le b witlany
hebasic
itsavariable
elfuis (in
2. In any simplex tableau, the objective function row (Z row) is always in terms of the
nonbasic under always
any one and the
tableau) rest
there is of
a
zero in the Zis zeroes.
the column row. For the non basic there is no condition ( it can take any value in
this row).
3. If there is a zero under one or more nonbasic variables in the last tableau (optimal
solution tableau), then there is a multiple optimal solution.
4.When determining the leaving variable of any tableau, if there is no positive ratio (all
the entries in the pivot column are negative and zeroes), then the solution is
unbounded.
5. If there is a tie (more than one variables have the same most negative or positive) in
determining the entering variable, choose any variable to be the entering one.
6. If there is a tie in determining the leaving variable, choose any one to be the leaving
variable. In this case a zero will appear in RHS column; therefore, a “cycle” will occur,
this means that the value of the objective function will be the same for several
iterations.
7. A Solution that has a basic variable with zero value is called a “degenerate solution”.
8. If there is no Artificial variables in the problem, there is no room for “infeasible
solution” 1
2
0
 Exercise
1
⚫ Maximize
15x1+6x2+9x3+2x4
⚫ Subject to:

2x1+x2+5x3+0.6x4 < 20

3x1+x2+3x3+0.25x4 < 24

7x1+x4 < 70
Every xj
1
3
0
 Big - M Method

Simplex method for LP problem with ‘greater-than-equal-

to’ ( ) and ‘equality’ (=) constraints needs a modified

approach. This is known as Big-M method.

The LPP is transformed to its standard form by incorporating a large

coefficient M

100
 Transformation of LPP for Big-M
method
1.One ‘artificial variable’ is added to each of the ‘greater-than-equal-to’ (≤)
and equality (=) constraints to ensure an initial basic feasible solution.

2.Artificial variables are ‘penalized’ in the objective function by

introducing a large negative (positive) coefficient for maximization
(minimization) problem.
3. Cost coefficients, which are supposed to be placed in the Z-row in the initial
simplex tableau, are transformed by ‘pivotal operation’ considering the
column of artificial variable as ‘pivotal column’ and the row of the artificial
variable as ‘pivotal row’.

4. If there are more than one artificial variables, step 3 is repeated for all
the artificial variables one by one.

101
Simplex method incase of Artificial
variables “Big M method”

⚫ Solve the following linear programming problem by using

the simplex method:
⚫Min Z =2 X1 + 3
X2 S.t.
½ X1 + ¼ X2 ≤ 4
X1 + 3X2 
20 X1 + X2 =
10 X1, X2 
0

1
6
0
 Big M
⚫ Solutio
n method
Step 1: standard
form Min Z,
s.t.
Z – 2 X1 – 3 X2 - M =0
A1 -M A2 =4
½ X1 + ¼ X2 + = 20
S1 + A2
X1 + 3X2 - = 10
Where: S2M
+ is
A1aXvery
+ large
X
1 2
number
X1, X2 ,S1, S2, A1, A2  0

1
7
0
⚫ N Boteisg M
method
M, a very large number, is used to ensure that the values of A and A , …, and A will be
zero in the final (optimal) tableau as follows:
1 2 n

1. If the objective function is Minimization, then A1, A2, …, and An must be added to the
RHS
of the objective function multiplied by a very large number (M).
Example: if the objective function is Min Z = X1+2X2, then the obj. function should be
Min Z
= X1 + X2+ MA1 + MA2+ …+ MAn
OR
Z – X1 - X2- MA1 - MA2- …- MAn = 0

2. If the objective function is Maximization, then A1, A2, …, and An must be subtracted
from the RHS of the objective function multiplied by a very large number (M).
Example: if the objective function is Max Z = X1+2X2, then the obj. function should be
Max Z
= X1 + X2- MA1 - MA2- …- MAn
OR
Z - X1 - X2+ MA1 + MA2+ …+ MAn = 0 1
8
0
Big M method
⚫ Step 2: Initial
tableau
Basic X1 X2 S1 S2 A1 A2 RHS
variables 2 3 0 0 M M
S1 ½ ¼ 1 0 0 0 4
A1 1 3 0 -1 1 0 20
A2 1 1 0 0 0 1 10
Z -2 -3 0 0 -M -M 0

Note that one of the simplex rules is violated, which is the basic
variables A1, and A2 have a non zero value in the z row; therefore,
corrected
this before
violation mustproceeding
be in the simplex algorithm as
follows. 1
9
0
 Big M
⚫ To correct this violation before starting the simplex algorithm,
the method elementary row operations are
used as follows:
New (Z row) = old (z row) ± M (A1 row) ± M (A2 row)
In our case, it will be positive since M is negative in the Z
row,
Old (Zas following:
row): -2 -3 0 0 -M -M 0
M (A1 row): M 3M 0 -M M o 20M
M (A2 row): M M 0 0 0 M 10M
New (Z row):2M-2 4M-3 0 -M 0 0 30
M

1
It becomes 0
1
Big M method
⚫ The initial tableau will
be:
Basic X1 X2 S1 S2 A1 A2 RHS
variables 2 3 0 0 M M
S1 1/2 1/4 1 0 0 0 4
A1 1 3 0 -1 1 0 20
A2 1 1 0 0 0 1 10
Z 2M-2 4M-3 0 -M 0 0 30M

• Since there is a positive value in the last row, this solution is

• not
Theoptimal
entering variable is X (it has the most positive value in
2
the last row)
• The leaving variable is A1 (it has the smallest ratio) 1
1
1
Big M method
⚫ First
iteration
Basic X1 X2 S1 S2 A1 A2 RHS
variables 2 3 0 0 M M
S1 5/12 0 1 1/12 -1/12 0 7/3

X2 1/3 1 0 -1/3 1/3 0 20/3

A2 2/3 0 0 1/3 -1/3 1 10/3

Z 2/3M-1 0 0 1/3M-1 1-4/3M 0 20+10/3M

• Since there is a positive value in the last row, this solution is

• not
Theoptimal
entering variable is X (it has the most positive value in
1
the last row)
• The leaving variable is A2 (it has the smallest ratio) 1
2
1
Big M method
⚫ Second
iteration X
Basic X2 S1 S2 A1 A2 RHS
1
variables
S1 0 0 1 -1/8 1/8 -5/8 1/4

X2 0 1 0 -1/2 1/2 -1/2 5

X1 1 0 0 1/2 -1/2 3/2 5

Z 0 0 0 -1/2 ½-M 3/2-M 25

This solution is optimal, since there is no positive value in the

last row. The optimal solution is:
X1 = 5, X2 = 5, S1 = ¼
A1 = A2 = 0 and Z 113
 Example
Consider the following problem

Maximize Z  3x1  5x2

subject to x1  x2  2
x2  6
3x1  2x2 
18
x1, x2  0

110
 Example…

After incorporating the artificial variables

Maximize Z  3x1  5x2  Ma1  Ma2

subject to x1  x2  x3  a1  2
x2  x4  6
3x1  2x2  a2  18
x 1, x 2  0

where x3 is surplus variable, x4 is slack variable and a1 and a2 are

the artificial variables

111
 Transformation of cost
coefficients

Considering the objective function and the first

constraint
Z  3x1  5x2  Ma1  Ma2  0 E 1 
x1  x2  x3  a1 E  Pivotal
2
2 Row
Pivotal
Column
By the pivotal operation
E1  M  E2 the cost coefficients are modified as

Z  3  M x1  5  M x2  Mx3  0 a1  Ma2 

2M

112
 Transformation of cost coefficients…

Considering the modified objective function and the third constraint

Z  3 M x1  5  M  x2  Mx3  0 a1  Ma2 2M E 

3

3 x1  E 
4

 2 x2 a2 Pivotal Column
 18
Pivotal Row
By the pivotal operation E3  M  E4 the cost coefficients are modifiedas

Z  3  4M x1  5  3M x2  Mx3  0 a1  0 a2 

20M
113
Construction of Simplex Tableau
Corresponding simplex tableau

Pivotal row, pivotal column and pivotal elements are shown as

earlier

114
 Simplex Tableau…
contd.
Successive simplex tableaus are as follows:

115
Simplex Tableau…

116
 Simplex Tableau…

Optimality has reached. Optimal solution is Z = 36 with x1 = 2 and x2 = 6

117
Note for the Big M
method
⚫ In the final tableau, if one or more artificial variables (A ,
1
A 2,
…) still basic and has a nonzero value, then the problem
has an infeasible solution.
⚫ All other notes are still valid in the Big M method.

1
2
2
 Special
⚫ In the final tableau, if one or more artificial variables (A , A , …)
1 2
stillcases
basic and has a nonzero value, then the problem has an
infeasible solution
⚫ If there is a zero under one or more non basic variables in the
final tableau (optimal solution tableau), then there is a
multiple optimal solution.
⚫ When determining the leaving variable of any tableau, if there is
no positive ratio (all the entries in the pivot column are
negative and zeroes), then the solution is unbounded.

1
3
2
 END OF
CHAPTER
FOUR

121
 END OF
CHAPTER
FOUR

122