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L10_Matrix Formulation of LPPs.pdf

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THE LPps

In this lecture we shall look at the matrix

formulation of the LPPs. We see that the

Basic feasible solutions are got by solving

the matrix equation BX b

of the contraint matrix of the LPP.

Look at the LPP (in standard form)

Maximize z c1 x1 c2 x2 ... cn xn

Subject to the constraints

a11 x1 a12 x2 ... a1n xn b1

a21 x1 a22 x2 ... a2 n xn b2

.

.

am1 x1 am 2 x2 ... amn xn bm

x1 , x2 ,..., xn 0, b1 , b2 ,..., bm 0

Using the notations

x1 b1

x b

2 2

c c1 c2 . . cn X . , b .

,

. .

xn bm

a a22 . . a2 n

21

A .

.

am1 am 2 . . amn

We can write the LPP in matrix form as:

Maximize zcX

Subject to AX b

X 0, b 0

c1 c2 . . cn

Basic Feasible Solutions

We assume that the rank of the matrix A is

m. (This means that all the constraints are

LI. We also assume m n.) After possibly

rearranging the columns of A, let A = [B, N]

where B is a mxm invertible submatrix of A

and N is the mx(n-m) submatrix formed by

the remaining columns of A. The solution

XB

X to the equations AX b

XN

where X B B 1b and X N 0 is called a basic

solution of the system. If X B 0 then X is

called a Basic feasible solution (BFS). We

give an example illustrating these.

Consider the LPP

Maximize z 2 x1 x2

Subject to x1 x2 6

x1 2 x2 10

x1 , x2 0

Adding slack variables x3, x4 the LPP becomes

Maximize z 2 x1 x2 0 x3 0 x4

Subject to x1 x2 x3 6

x1 2 x2 x4 10

x1 , x2 , x3 , x4 0

In matrix form this can be written as:

Maximize z c X

Subject to AX b

X 0, b 0

1 1 1 0 , 6

where A b ,

1 2 0 1 10

c 2 1 0 0

x1

x

X 2

x3

x4

There are 6 basic solutions of which 4

are feasible. We give them below.

B B-1 B-1b XT Feasible? z

1 1 2 1 2

1 2 1 1 4 2 4 0 0 Y 8

1 1 0 1 10

1 0 1 1 4 10 0 4 0 N -

1 0 1 0 6

1 1

1

1

4 6 0 0 4 Y 12

Maximum

1 1 0 1/ 2 5

2

0 1 1/ 2 1 0 5 1 0 Y 5

1 0 1 0 6

2 1 2 1

2

0 6 0 2 N -

1 0 1 0 6

0 1 0 1 10 0 0 6 10 Y 0

Problem 2 Problem Set 7.1 C Page 296

Consider the following LPP

Maximize z 5x1 12 x2 4 x3

Subject to x1 2 x2 x3 x4 10

2 x1 2 x2 x3 2

x1 , x2 , x3 , x4 0

In matrix form this can be written as:

Maximize z c X

Subject to AX b

X 0, b 0

1 2 1 1 10

where A , b

2 2 1 0 2

x1

x

c 5 12 4 0 2

X

x3

x4

4

There are only 5 basic solutions of

2

which 3 are feasible. We give them below.

B B-1 B-1b XT Feasible? z cB B 1b

1 2 2/ 6 2/ 6 4

2 2 2/ 6 1/ 6 3 4 3 0 0 Y 56

Maximum

1 1 1/ 3 1/ 3 4

2 1 2 / 3 1/ 3 6 4 0 6 0

Y 44

1 1 0 1/ 2 1

2 0

1 1/ 2

9

1 0 0 9 Y 5

2 1

2 1 Does Not

exist

- -

2 1 0 1/ 2 1

2 0 1 12

0 1 0 12 N -

1

1 1 0 1 2

1 0 1 12 0 0 2 12 N -

1

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