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MATRIX FORMULATION OF

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

where B is a mm nonsingular submatrix


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 

 a11 a12 . . a1n 


a a22 . . a2 n 
 21
A . 
 
 . 
 am1 am 2 . . amn 
We can write the LPP in matrix form as:
Maximize zcX
Subject to AX  b
X  0, b  0

Here c denotes the row vector


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  