Scribd Logo
Upload

Welcome to Scribd!

  • P151 156 PDF

    Uploaded by

    Tarafder Md Shahjada
    9 views6 pages

    Original Title

    P151-156.pdf

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    9 views6 pages

    P151 156 PDF

    Uploaded by

    Tarafder Md Shahjada

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    of 6
    2.6. Solution ofa System of Lincar Simultancous Equations 133, a feasible solution and fo = 2f4 + (0.— 3) fo. In this case, the value of decreases uniformly from fx to fo, and thus all points on the line segment between A and B including those in the neighborhood of A) have f values less than f, and correspond to feasible soltions. Hence it i not possible to have a lal minimum at A and atthe same time another point B such that fx > fp. This means that fr all By J = fa, 80 that fy is the global minimum valve The generalized version of this theorem is proved in Appendix A so that it can be applied to nonlinear programming problems also. ‘Theorem 3.4 Every basic feasible solution is an extreme point of the convex set of feasible solutions. Lo pas ‘Theorem 3.5 Let 5 be a closed, bounded convex polyhedron with XS, the set of its extreme points. Then any vector X € $ can be written as x=YOAX} 20 ‘Theorem 3.6 Let S be a closed convex polyhedron. Then the minimum of a linear function over S is attained at an extreme point of S. The proofs of Theorems 3.4 to 3.6 can be found in Ref. [3.1] 3.6 SOLUTION OF A SYSTEM OF LINEAR SIMULTANEOUS EQUATIONS Before studying the most general method of solving @ linear programming problem, it will be useful to review the methods of solving a system of linear equations. Hence in the present section we review some of the elementary concepts of linear equations. Consider the following system of m equations in m unknowns: aya Fann test aint, = by EL) aay ant bo 4 danty = bp Ea) aya tamx test aity = by Es) G4) agit, gat + dyn = by (En) Assuming that this set of equations possesses a unique solution, a method of solving the system consists of reducing the equations to a form known as canonical form. It is well known from elementary algebra that the solution of Eqs. (3.14) will not be altered under the following elementary operations: (1) any equation E, is replaced by 134 Linear Programming I: Simplex Method the equation KE, where k is a nonzero constant, and (2) any equation E, is replaced by the equation E, + EEy, where E, is any other equation of the system. By making use of these elementary operations, the system of Eqs, (3.14) can be reduced to a convenient ‘equivalent form as follows. Let us select some variable x; and try to eliminate it from all the equations except the jth one (for which ay, is nonzero). This ean be accomplished by dividing the jth equation by ay: and subtracting ag, times the result from each of the other equations, & = 1,2, 1, J+ 1,....n. The resulting system of equations ccan be written as hyn talgra total gaytia +O Fal eat + + aigre =H ayer bagen boo ba tian + Ore bah cyte ayn = abit balsa POR bai ac uitit Ft dha ety = Ba aay bapa bee bay tien + tape Het abate =) Ag tk Hayate te ag eatin HOR Pah pci Hot ast etn = Bia an taint tal yt =H oa inn OR bays + ‘where the primes indicate that the ai, and bare changed from the original system. ‘This procedure of eliminating a particular variable from all but one equations is called 4 pivot operation. The system of Eqs. (3.15) produced by the pivot operation have exactly the same solution as the original set of Egs. (3.14). That is, the vector X that satisfies Bags. (3.14) satisfies Egs, (3.15), and viee versa [Next time, if we take the system of Eqs. (3.15) and perform a new pivot operation by eliminating x,, 5 4 i, in all the equations except the rth equation, ¢ # j, the zeros ‘oF the | in the ith column will not be disturbed, The pivotal operations can be repeated by using a different variable and equation each time until the system of Eqs. (3.14) is reduced to the form Inj +08 + On +--+ Oy Oxy + tx +Ox + 0% = 8 37 Pivotal Reduction of a General System of Equations 135) Ox, + Oxy + Las $0 + Oy = B16) Oxy + Ox +085 +--+ Lay = This system of Eqs. (3.16) is said to be in canonical form and has been obtained after carrying out » pivot operations. From the eanonical form, the solution vector can be directly obtained as P1200 Gin Since the set of Eqs. (3.16) has been obtained from Eqs, (3.14) only through elementary ‘operations, the system of Eqs. (3.16) is equivalent to the system of Eqs. (3.14). Thus the solution given by Eqs. (3.17) is the desired solution of Eqs. (3.14). 3.7. PIVOTAL REDUCTION OF A GENERAL SYSTEM OF EQUATIONS Instead of a square system, let us consider a system of m equations in n variables with n> m. This system of equations is assumed to be consistent so that it will have at least one solution: aus tax + ante = bi, agua amatg +++ dang = bo G18) yy gata H+ dake = Bm The solution vector(s) X that satisfy Eqs. (3.18) are not evident from the equations. However, itis possible to reduce this system to an equivalent canonical system from Which at Teast one solution can readily be deduced. If pivotal operations with respect to any set of m variables, say, x1,12,.--, ts ate carried, the resulting set of equations can be written as follows: (Canonical system with pivotal variables), 82, Ln +03 1 tn + ag stn bees bla = BF On, + Lap tet Og Hagen to aS tn = BE 6.19) On + Ot Hit Lew Ferhat tt Mgt = Oh Pivoul Nonpivotal or Constants variables independent variables 136 Linear Programming I: Simplex Method ‘One special solution that can always be deduced from the system of Eqs. (3.19) is BE PN nm ne G20) 0. Fame le mt2Q 05m This solution is called a basic solution since the solution vector contains no more than m nonzero terms. The pivotal variables xj, i = 1, 2,...,m, are called the basic variables and the other variables x, i = m+ 1,m-+2,...1n, afe called the nonbasic variables. OF course, this isnot the only solution, but itis the one most readily deduced from Eqs. (3.19). If all 6’, = 1,2,...,m, in the solution given by Eqs. (3.20) arc nonnegative, it satisfies Eqs. (3.3) in addition to Eqs. (3.2), and hence it can be called a basic feasible solution. It is possible to obtain the other basic solutions from the canonical system of qs. (.19). We can perform an additional pivotal operation on the system after itis in canonical form, by choosing a, (which is nonzero) as the pivot term, q>m, and using any row p (among 1, 2,..",m). The new system will still be in canonical form but with x, as the pivotal variable in place of x,. The variable xy, which was a basic variable in the original canonical form, will no longer be a basic variable in the new ‘canonical form, This new eanonical system yields a new basic solution (which may or ‘may not be feasible) similar to that of Eqs. (3.20). It isto be noted that the values of all the basic variables change, in general, as we go from one basic solution to another, but only one zero variable (which is nonbasic in the original canonical form) becomes nonzero (which is basic in the new canonical system), and vice versa Example 3.3 Find all the basic solutions corresponding to the system of equations 2x, + 3x2 = es — Tea = 1 ) a tan tn t3u=6 i) wom tata =4 (ul) SOLUTION First we reduce the system of equations into a canonical form with x1, ‘x2, and 13 as basie variables. For this, frst we pivot on the element ay; = 2 to obtain| atde-s-du=$ = tb O-dntintBa = om = t—h O-}nt2e+ Bu = uh = Uh-h ‘Then we pivot on ay =~ to obtain n4045n 416m = 17 b= = dIb O+n—485— 13a) = 1th = 2th 040- 8x May = 24 Mh = Ty + $I 37 Pivotal Reduction of a General System of Equations 137 Finally we pivot on ay o obtain the required canonical form as stm =2 he b-silb oom =1 Th =Th+alth wo $353 My = fit From this canonical form, we can readily write the solution of x, x2, and x in terms of the other variable xs as 2ox +n 3-3u If Eqs. (lo), (Ig), and (Ill) are the constraints of a linear programming problem, the solution oblained by setting the independent variable equal to zero is called a basic solution. In the present case, the basic solution is given by x 3 (basic variables) and x, = 0 (aonbasic or independent variable). Since this basic solution has all x; > 0(j =1,2,3.4), itis a basic feasible solution, If we Want fo move to a neighboring basic solution, we can proceed from the ceanonical form given by Eqs. (1s), (Is), and (Ils). Thus if @ eanonical form in terms of the variables x:, x2, and xy is required, we have to bring xy into the basis in place of the original basic variable x3. Hence we pivot on a in Eq, (ll). This gives the

    You might also like