Dr.

Bishram

Dr. Bishram

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 Only max cases with constraints <=0
Max 50 y1 + 30 y2
ST
2y1 + 5y2 >= 48 -----1 -2y1 -5y2 <= -48
-8y1 – 5y2 <= -72 ----2

-2y1-5y2 +s1 = - 48
-8y1 – 5y2 +s2= -72

Minimization Problem
Minimize z = 4x1 + x2
ST
3x1 + x2 =3
4x1 + 3x2 >= 6
X1 + 2x2 <= 4
X1, x2 >= 0

Introducing slack & Surplus variables

3x1 + x2 =3
4x1 + 3x2 – s1= 6
X1 + 2x2 + s2 = 4
X1, x2, s1, s2 > = 0

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 Introducing Artificial Variables
z - 4x1 - x2 + 0s1 - MA1 - MA2 +0s2 = 0
3x1 + x2 + A1=3
4x1 + 3x2 – s1 + A2 = 6
x1 + 2x2 + s2 = 4
x1, x2, s1, s2, A1, A2 > = 0

Soluti Rati
Basic x1 x2 s1 A1 A2 s2 on o

z -4 -1 0 -M -M 0 0

Initial A1 3 1 0 1 0 0 3
A2 4 3 -1 0 1 0 6
s2 1 2 0 0 0 1 4

Minimization Continued

Basic x1 x2 s1 A1 A2 s2 RHS Ratio

Consistent
-4 + -1 + z=z + MA1 +
z 7M 4M -M 0 0 0 9M MA2

A1 3 1 0 1 0 0 3 1
A2 4 3 -1 0 1 0 6 1.5
s2 1 2 0 0 0 1 4 4

Basic x1 x2 s1 A1 A2 s2 RHS Ratio

iteration 1
1+5M/
z 0 3 -M 4-7M/3 0 0 4+2M

x1 1 0.333 0.000 0.333 0 0 1 3

A2 0 1.667 -1.000 -1.333 1 0 2 1.2
s2 0 1.667 0.000 -0.333 0 1 3 1.8

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 Minimization Continued
Basic x1 x2 s1 A1 A2 s2 Solution Ratio
iteration 2
4.8-
z 0 0 0.2 3M/3 -0.2-M 0 3.6

x1 1 0.000 0.200 0.600 -0.2 0 0.6 3

x2 0 1.000 -0.600 -0.800 0.6 0 1.2
s2 0 0.000 1.000 1.000 -1 1 11

Solutio
Basic x1 x2 s1 A1 A2 s2 n Ratio

4.6-
z 0 0 0 3M/3 0 -0.2 3.4
iteration 3
x1 1 0.000 0.000 0.400 0 -0.2 0.4
x2 0 1.000 0.000 -0.200 0 0.6 1.8
s1 0 0.000 1.000 1.000 -1 1 1

Criteria for pivoting

Primal Simplex
Pivot column
Maximization : Column with lowest value in z-row
Minimization : Column with Highest value in Z-row
Pivot Row
Ratio of RHS to +ve coefficients in Pivot Column
Take the minimum ratio as outgoing variable

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 Another problem
Min G = 40 y1 + 24 y2
Subject to
20y1+50y2 >= 4800
80y1 + 50y2 >= 7200
y1,y2 >=0

Standard Form

G - 40 y1 - 24 y2 +MA1 + MA2 =0
Subject to
20y1+50y2 -s1+A1 = 4800
80y1 + 50y2 -S2 + A2 = 7200
y1,y2 >=0

Populating the Table

y1 y2 s1 s2 A1 A2

A1 20 50 -1 0 1 0 4800
Problem A2 80 50 0 -1 0 1 7200

Zj-Cj -40 -24 0 0 0 0 0

M -1 -1

Initialised Table

y1 y2 s1 s2 A1 A2
Initialization
A1 20 50 -1 1 0 4800
A2 80 50 0 -1 0 1 7200

Zj-Cj -40 -24 0 0 0 0 0

M 100 100 -1 -1 0 0 12000

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 Iteration 1
Row+y2 *(24-100M)
y1 y2 s1 s2 A1 A2

Iteration 1 y2 0.4 1 -0.02 0 0.02 0 96

A2 60 0 1 -1 -1 1 2400

Zj-Cj -30.4 0 -0.48 0 0.48 0 2304

M 60 0 1 -1 -2 0 2400

Iteration 2 Row A2+y1*(30.4-60M)

y1 y2 s1 s2 A1 A2

y2 0 1 -0.027 0.00667 0.03 -0.01 80

y1 1 0 0.017 -0.0167 -0.02 0.02 40

Zj-Cj 0 0 0.027 -0.5067 -0.03 0.51 3520

M 0 0 0 0 -1 -1 0

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Iteration 3 Row y1 +0.0266667*s1

y1 y2 s1 s2 A1 A2

y2 1.6 1 0 -0.02 0 0.02 144

s1 60 0 1 -1 -1 1 2400

Zj-Cj -1.6 0 -3.33333E-08 -0.48 -0 0.48 3455.9999

M 0 0 0 0 -1 -1

Y1 =0
Y2 = 144
Z= 3456

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