LINEAR PROGRAMMING (Two phase method)

In this method, the problem is solved in two phases as given below.

First Phase:

(a) All the terms on R.H.S. should be non negative. If some are -ve then they must be made +ve
as explained earlier.

(b) Express constraints in standard form.

(c) Add artificial variables in equality constraints or (>) type constraints.

(d) Form a new objective function W which consisted of the sum of all the artificial variables

W = A1 + A2 + …………………… + Am

Function (W) is known as infeasibility form.

(e) Function W is to be minimized subject to constraints of original problem and the optimum
basic feasible solution is obtained.

Any of the following three cases may arise:

(i) Min. W > 0 and at least one artificial variable appears in column “Basic variables” at Positive
level. In such case, no feasible solution exists for the original L.P.P. and the procedure is
stopped.

(ii) Min. W = 0 and at least one artificial variable appears in column “Basic Variables” at zero
level. In such a case, the optimum basic feasible solution to the infeasibility form may or may
not be a basic feasible solution to the given (original) L.P.P. To obtain a basic feasible solution,
we continue phase I and try to drive all artificial variables out of the basis and then proceed to
phase II.

(iii) Min. W=0 and no artificial variable appears in the column “Basic variables” current
solution’. In such a case a basic feasible solution to the original L.P.P. has been found. Proceed
to phase II.

Second Phase:

Use he optimum basic feasible solution of phase I as a starting solution for the original L.P.P.
Using simplex method make iterations till an optimal basic feasible solution for it is obtained.

It may be noted that the new objective function W is always of minimization type regardless of
whether the given (original) L.P.P. is of maximization or minimization type. Let us take the
following example.
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Example 1 (Two phase simplex Method):

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Use two-phase simplex Method to

Minimize Z =-3X – 2Y – 2Z
Subject to 5X + 7Y + 4Z < 7
-4X + 7Y+ 5Z > –2

ADVERTISEMENTS:
3X + 4 V – 6Z > 29/7
X, Y, Z >0

Solution:

First Phase

It consists of following steps.

(a) In second constraint, R.H.S. is -ve, there fore it is made +ve by multiplying with minus sign
on both sides

4X – 7Y – 5Z < 2

(b) Adding slack variables in the constraints

5X + 7Y + 4Z + S1 =7
4X – 7Y – 5Z + S2 =2
3X + 4Y – 6Z – S3 = 29/7
Where X, Y, Z, S1, S2, S3 > 0

(c) Put X = Y= Z = 0, we get S1 = 7, S2 = 2, S3 = -29/7. as initial solution. But series S3 is -ve , we

will add artificial variable A, i.e.
3X+ 4Y- 6Z- S3+ A1 =29/7

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(d) Objective function which is minimization type is made maximization type i.e.

Maximize Z = 3X + 2Y + 2Z

(e) We introduce new objective function W = A1 for the first phase which is to be minimized.

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(f) Substituting X = Y = Z = S3 = 0 in the constraints we get S1 = 7, S2 = 2, A1 = 29/7 as initial
basic feasible solution Table 1 if formed.

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Preformed optimality test

As Cj-Ej is negative under same columns (minimization problem) the current basic feasible
solution can be improved.

Iterate towards and optimal solution:

Performing iterations to get an optimal solution.

Replace S1 by X2. this is shown in table below

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In table there is tie for the key row X column is the key column and y column is the first column
of the identity. Following the method for tie breaking we find that y column does not break the
tie. The next column of the identity i.e. S2-column yields A1-row as the key row. Thus (1/7) is the
key element is made unity in table

Replace A1 by X as shown in table below

Table 5 give optimal solution. Also since minimum W=0 and there is no artificial variable in the
basic variables i.e. in the current solution, Table5 gives basic feasible solution for the Phase-ll

Second Phase:

The original objective function is

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Maximize Z = 3x + 2y + 2Z + OS, + 0S2 + 0S3

It is to be maximized using original constraints. Using solution of phase I as the starting solution
for phase II and carrying out computation using simplex algorithm we get Table 6

Key element is made unity in table 7

Replace S2 by X3.

INTEGER PROGRAMMING (IP)

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An integer programming problem is a mathematical optimization or feasibility program in which
some or all of the variables are restricted to be integers. In many settings the term refers to
integer linear programming (ILP), in which the objective function and the constraints (other than
the integer constraints) are linear.

Example

The plot on the right shows the following problem.

Max y

-x + y ≤ 1
3x + 2y ≤ 12
2x + 3y ≤ 12
x, y ≥0

The feasible integer points are shown in red, and the red
dashed lines indicate their convex hull, which is the
smallest convex polyhedron that contains all of these
points. The blue lines together with the coordinate axes
define the polyhedron of the LP relaxation, which is
given by the inequalities without the integrality
constraint. The goal of the optimization is to move the
black dotted line as far upward while still touching the
polyhedron.

The optimal solutions of the integer problem are the points (1,2) and (2,2) which both have an
objective value of 2. The unique optimum of the relaxation is (1.8, 2.8) with objective value of
2.8. If the solution of the relaxation is rounded to the nearest integers, it is not feasible for the
ILP.

GOAL PROGRAMMING (GP)

Goal programming is a branch of multi-objective optimization, which in turn is a branch of

multi-criteria decision analysis (MCDA). It can be thought of as an extension or generalisation of
linear programming to handle multiple, normally conflicting objective measures. Each of these
measures is given a goal or target value to be achieved. Deviations are measured from these
goals both above and below the target. Unwanted deviations from this set of target values are
then minimised in an achievement function. This can be a vector or a weighted sum dependent
on the goal programming variant used. As satisfaction of the target is deemed to satisfy the

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decision maker(s), an underlying satisfying philosophy is assumed. Goal programming is used to
perform three types of analysis:

a) Determine the required resources to achieve a desired set of objectives.

b) Determine the degree of attainment of the goals with the available resources.
c) Providing the best satisfying solution under a varying amount of resources and priorities
of the goals.

Goal programming was first used by Charnes, Cooper and Ferguson in 1955, although the actual
name first appeared in a 1961 text by Charnes and Cooper. The first engineering application of
goal programming, due to Ignizio in 1962, was the design and placement of the antennas
employed on the second stage of the Saturn V. This was used to launch the Apollo space capsule
that landed the first men on the moon.

The initial goal programming formulations ordered the unwanted deviations into a number of
priority levels, with the minimisation of a deviation in a higher priority level being infinitely
more important than any deviations in lower priority levels. This is known as lexicographic or
pre-emptive goal programming. Ignizio gives an algorithm showing how a lexicographic goal
programme can be solved as a series of linear programmes. Lexicographic goal programming is
used when there exists a clear priority ordering amongst the goals to be achieved.

If the decision maker is more interested in direct comparisons of the objectives then weighted or
non-pre-emptive goal programming should be used. In this case all the unwanted deviations are
multiplied by weights, reflecting their relative importance, and added together as a single sum to
form the achievement function. Deviations measured in different units cannot be summed
directly due to the phenomenon of incommensurability. Hence each unwanted deviation is
multiplied by a normalisation constant to allow direct comparison. Popular choices for
normalisation constants are the goal target value of the corresponding objective (hence turning
all deviations into percentages) or the range of the corresponding objective (between the best and
the worst possible values, hence mapping all deviations onto a zero-one range.