SOLID TRANSPORTATION PROBLEM IN LINEAR

FRACTIONAL PROGRAMMING

H.L. BHATIA
(University of Delhi)

Abstracts

This paper deals with the solving of a solid transportation problem

with the objective function as the ratio of two linear functions, The pro-
blem is attacked directly, beginning with a basic feasible solution and sho-
wing the conditions under which the solution can be improved. Conditions for
optimality are also established. The technique is illustrated by a numerical
example,

Introduction

A cost minimizing solid transportation problem has been studied by

K.B. Hailey [1,2,3]. A transportation problem with linear fractional function
as its objective function has been studied by Swarup [4]. The present paper
is devoted to solving solid transportation linear fractional functional program-
ming problems which can mathematically be stated as
m n p
zr 2 e., x. +a 3
;'
f=) j=1 kei Ti “Nk ''
Minimize Z = ‘
m on op 1
'
YY Das. +8 '
isl jel k=) UK ik !
subject to
}
1
p “
:
:
nm n

= x... =A.,, 2 x... =B., 2 x.., = EL, ' i

gay tik jl yoy tk kiN yoy Hk Ti ‘ :
' 1 (1)
m Pp n m P ' '
= © B., 2 B.= 2 E., 2 BL DA np
jar BET ey BE jay ES gay Ney SK '
P|
n p pom m on t '
= 2a. = YF FB.= ZF ZTE, i :
get ket JE ey gerje jer :{ 'i
; :
Xin 70 ¥ i,j,k ' '
3: 'i}
.
al
w
a
 In the transportation sense, the problem can be thought of as :

{i} = index set of m factories producing k type of goods.

{j} = index set of n destinations.
at: at 2 ‘
Aig, = amount of k type of goods sent from i h factory to j A destination.

Ane = requirement at ph destination of k type of goods.

Bay = availability of k type of goods at the hh factory.

_ .th .th z .
Eig = total goods to be sent from i” factory to j destination,

c..,, d.., are certain costs associated with each x.., and a,f are constants
ijk ijk ijk
and it is required to minimize a given ratio of two linear functions subject
to the given constraints (1) i.e. solving the problem (I). Defining, as in a
linear programming problem, a solution satisfying (1) as a feasible solution,
it is further assumed that the denominator of the objective function is positi-
ve for all feasible solutions and the solution set is non-empty and bounded.
Moreover, it is established in the theory of linear fractional functional pro-
gramming that the absolute optimum occurs at a basic feasible solution and local
is global so the aim is to locate a basic feasible solution that is locally
optimal,

Theoretical Development
1 I
Let X = [xs 5, ] be an initial basic feasible solution to the given
solid transportation linear fractional functional programming problem (I). This
solution consists of mnp-(m-1)(n-1)(p-1) variables [1].

Determine the dual variables or simplex multipliers

Bia! wit Vegi vias wipe wis from the equations

tev, ijk 2 eljk eelki welij =o F:

\ i,j,k takes suffixes of basic variables
2 2 i
= ae oH . tw, =o }
Gide (iy Vi ¥43) '
1
x

36.
Also let

1
_
a = iin fl
Gy,
1
1 for all sical
+ Yea * Wid non-basic cells
ijk

2
Aijk =4 ijk
ay : ven
Gi
jk
+ we.) for all non-basic cells
ki ij

The objective function of problem (I) can be wri

tten as :
n n
2 F LF e.. x. +a
i=l jst k=) tk tik
Z =e
m on op
z= 2 fF 4.. 8
i=l jel key Hk “tik
m on op n Pp, @
or ZF DB Be x. - 2 Y wu (¢D «x -A.,) -
i=l jetcer SRR joy yey SR OGL) “Lik” “ik
7 m on op 2 m
6+ ZF YF Ff d.. x -Z2u, (2 -A.)-
iat jerker Ue ik 5 Gk Oy) “ijk “jk
iw
ex tet
ye vi.
ki
(2
j=
x.
ijk
-B.) =
k
P28
fay fe
we. ¢
ij ii
X..
ijk
- E
ij)

Bos
kel
v.. Cz Kes, = B y- = > ver
We. cs Keay
i=) Ki jel ijk k i 4 ij ke!
7 EB
ijk ij)

nm n P
(because 2 x... =A. , ED x, =B + 2 xus,
j=l ijk jk j=l ijk ki
= £..)
ke1 ijk ij

ate 2
§ (yay - vE a) Je ated aA +DE “EL Bt EE wis;
isl jeter NEG MSG TIE eg Ret ate
~ m on op
B+zr YF F (4, cue we ae Dei te z WA, +2 ve Bs zz WES,
del jeter 436 Je Be ag ake dk ik ig “4
a+ Aa ® CET u A ee vie + DE wl z
Gi,j,kes WE NE Gy J k i. gj tO
a+ A? its Pup Agee 2 vib; + Ew Ey
G,j,kles: M98 TE ay od bE ig Wo

37.
where S is the set of suffixes of non-basic variables in solution x),
(2) expresses the objective function in terms of only the non-basic variables
in the solution x),
Thus corresponding to the solution x), since all the non-basic variables are
zero, the value of the objective function is

DDul
ju 4
Ajk + zz vi Begt® 2 wh Eta
yk kig jy U4 2)
Ze 2 — ee = ; (say) «...(3)
P Eu, A. + DL vB At we EB. + 2)
4 jk jk ki Dy ag
ki ki Zz

where 20) . DDup A, +22 vi Bis +D0wl BE. +a eves (4)

ii jk j ki iki ii ij “ij

2 eetura,.
jk jk ji
+22 vB +EEw
ki ki ki se ay
B+
ag
8 exes (SD

Thus (2) can be written as

= 1 qd)
Gi,wes “agetage * 7
Oi Bites oe wees (6)
x 2 (2)
ayiwes Aagetije * 7

It is required to obtain an adjacent basic feasible solution that yields an

improved value of objective function. Let Xest enter the basis at a positive

level 6 departing say the basic variable uy

Note that 6 = in

Let Z be the corresponding value of the objective function.

A1 e+ 26)
ida axl)
N>
W

A ot 2)
rst

38.
This adjacent basic feasible solution gives improved value of objective
function if

Z<Z or Z-2>0

a 2) A
1 A
(1)

7) a2rst g + 2%)
6 (a2 20) ~ al 2()
- >o
rst rst

22) (a2? rst

9 +2) y

= 0 (a2 2D - A 2) »>0 since the denominator is positive

for all feasible solutions.

co a2 2) - Al 2) >0, since 6 >0O assuming absence of degeneracy.

rst rst

=> 1
A et Zz
(2) -A et
2 Zz a) < 0 o-evei(B)

=A 1 (2) -A 2 (i) wee

bet Test rst @ rst 2 . @)

Thus if Xt is introduced in the basis with the corresponding value of Tost 0,

the new solution improves the value of the objective function in the absence of
degeneracy. 5 i
Thus to get an improvement, mini
let Sest = minimum Tei aS 0)
z Tea

waver (LO)

Then the corresponding non-basic variable Xest is introduced into the basis to
give a better adjacent basic feasible solution giving the an improved value of
the objective function, The variable yy to depart is determined in the
usual way as in solid transportation problem [1].

1
I£ corresponding to a particular solution xX", all Ty ix 20, there
as é z & 2, Ls
does not exist an adjacent better basic feasible solution so that X is locally

optimal and hence is globally optimal. Thus the optimality criteria is that

39.
x’ is the optimal solution if all T:.,
ijk
20.

Algorithm

The algorithm consists of the following steps

Step 1: Find an initial basic feasible solution xe - . This consists

of mnp-(m-1)(n-1)(p-1) basic variables, It can be obtained by a

procedure similar to North-West Corner rule. K.B. Hailey [1] has

also developed an alternate approach to find an initial basic fea-
sible solution by adding artificial variables.
zQ)
Evaluate Z = Z and go to step 2.
z@2)

x « 1 2 1 2 1 2
Step 2: Determine the daul variables Wa Uae Yue ve , Way? Way

by solving the equations

1 1 Iv]
Pape Ope * Mea * Ya? 7 9
2 2 2 =
- . + tw.)
Fije Gime Mex Map? °

i,j,k ranging over the suffixes of basic variables in X.

There are mntnp+pm dual variables of super scripts 1 and 2 each and
only mntnptpm -m-n-p+l equations, so mtntp-1 of these variables of

each super script can be arbitrarily set to zero.

* 1 1 1 1
Determine A.. =e - + + wee
ijk “ijk Oo Ma way)
2 2 2 2
Nora ing ~ Cale . twee
and ijk ijk Oa, * Vii Wag?

for all suffixes corresponding to non basic variables.

Find the set 6 = (4,5,100/T;5, k = al.

ijk
220i2)< 0}
IfG=¢9 , x! is the optimal solution and process is terminated.
If G#¥ , go to step 3.

Step 3: Determine the set H = {Ti / (i,i,k) © Gt

40.
 Choose 6,5, = min. (T 5 eH.
. 2 1 ‘ » 2
Introduce Bie into the solution X to give a solution X° and return
to step 2.

Convergence

The process is bound to converge as the solution set is bounded,

movement is from one basic feasible solution to another and no solution is
repeated as the objective function at each step is improved.

Remarks

l. Unlike an ordinary two dimensional transportation problem, a solid

transportation problem does not necessarily possess a feasible solution [1].
Thus it is assumed that the problem has a solution i.e. the solution set is
non-empty,
ds The degeneracy, if present, can be handled as discussed by K.B.
Hailey [1].

3. The problem can be represented and solved in the tabular from as is

represented in the numerical problem that follows.

4. An imbalanced solid transportation problem can always be converted

into a balanced one as discussed by K.B. Hailey [2].

Sia To 8 get maximum improvement at any stage

& relation (10) should be
modified as 6 Tia
$
2 gas
min [ 7
2)
/T..
ijk
<0) weno (10)
rst (i, j,k)es AYyk Q@+Z

In this case one must compute @ for each cell (i,j,k) having Toa <0. Such
computations are quite cumbersome if there are a large number of cells (i,j,k)
with Tag <0. Relations (10) and (10') are found to lead to the optimal
solution in almost the same number of steps. Hence from computational point
of view the criterion (10') seems to be of little advantage.

Numerical Example

Let there be three origins (i = 1,2,3) producing three types of

products (k = 1,2,3) to be supplied to three destinations (j = 1,2,3).
The table given on the next page gives the data - ae at the bottom left

4l.
 corners of respective cells, diay at the bottom right corners of the respecti-
ve cells, B,.
kj at right extreme of rows, A ik at the bottom of columns and By
in the (i,j) cell consisting of cells (i,5,1), (i,i,2)) (553),
i= 1,2,3, j = 1,2,3, It is required to minimize
30303
EU Few x. +a
ist jet ker Uk tk
303 3
2 2 f di. x, 8
ist jet ket UK “tik
a,8 are certain constants, Let a = 8 = 0
jel j=2 j=3
f T T T | T
| 8=c,,, 21 5 6| 7 3] By, = 6
: \ L
! 7 4| | 6 5]| :| 3 al| By, 21= 9

| Esto (8 f Bigre i 2 LBigr? pd By, = 10

| I 1 | |
f T T T i i
rai o9 | io 6! 134 | By = 13
|
1 1 f ]
8 12) 15 8; \ 1 " Boy = 15

| 13 al 12:15) /8 10 By = 17
' E, 721 \ Ey9710 | Eygnl4
H j
I i” | T 7
i 5:5 3 '| fa Tj| i Ao |\ | By, = 15
| 6 8 \ 9 2 \ 6 5 Boy = 14
| | |
| ln 3| |7 6| ?| 4 B,, = 18
| B,,722 | | E49713 I | Eggnl2
I | \ = |
A, 715 A, 78 | Agi

| Ay 718 | Age l2 | Aga=8

| si
A 4720 | SC
Ay g=d F
Aygn16

This is a solid transportation linear fractional functional programming problem,

42.
 - * Es . ‘
An initial basic feasible solution X is given in table I.

Table I

| | Al=-1 | { 41-3 |
© | A2=17 ; O28 |
8 2] [5 6 7 3,
' ' ‘Al=-8 | I ' l
av | i v1 et
. 2
vin?
1 a2
V3)

2 2
v5175

dt
vign0
2 1
vi9e®
vjg2-3
1 =

2
v5oe3
1
vyor-3
2. 1
V39

| vl13 =8
A2=- i
. a ee bo 12 area vaa9
ie] QO, | i
ereT4
6 5
yh38eo
}
‘6 8] | ee |
\ \ I

|
; 6
wy 31 |' ;| viz
33
3
we31 =3 |\ v3370
\
u}1
70
u?i =0 1
4) 970
2 8
3270
4 470
ui2 3r0
ax

43.
The figures in circles denote allocations in the basic cells.
are written
The dual variables are also entered in the table and Ey and A ae
without suffixes in the respective non basic cells.

1_ ZS? Q) _ 976
i . .
solution yields Z = 7) B45
This

1 = + a 1 Q) < <0}
(2) - AY2 je Ze?)
G {G,i,k) / Ts hk = ¢(A ijk Z

= (12,1), (12,2), (3,0

nl = (417437, -21480, -5243}

6!rst = min[ T_, rst © H] = -21480. (1,2,2) enters the basis and the
cell (1,1,2) leaves the basis 0 = Xyygrle This gives rise to the next solu~

tion x? given in table II.

3 ce Z qd)
2 a 968 976
The solution yields Z aD B50 ¢ a
Bas )

c= {1,2,1), (4351), (21352).53,29)

H = ((-17316, -5164, -5160, -4408}}
oo = -17316, (1,2,1) enters the basis to give solution x given in

table III.

qa)
This yields Z° = Som a <2)
A

G = {(2,3,2), (3,151), (3,3,2)}

e IV.
(3,1,1) enters the basis to give solution x! given in tabl

. 2 4 a_2z qd)
f 954
2. 964
So
This yiel ds Z O S S og )

ot = {0,3,1)}

given in table V.
Thus (1,3,1) enters the basis to give solution x

44,
 17°
2
we
1
vy779
2
vyyel7
V3)>
1 =- 2

2
¥3175

1
1279
2
iz?
Vpgn-3
1

1
Vp973
1
¥39773
2
V3971

Ai=-ol |
@ ia)! ret
22-9
53! By| 101 We jAlsn4 ayr8
T 6) ] ® 1 j Bae al 1 ;
6-8 o2 6 5
l | \ | i i - =-1
Vas
ie €
1 @ | | 31@ 23
9379
7} 3 7 6 Vy 12
1 1 | vi 1 420
Wai"? | Wag 5 | “aor! | 38
2s 2s
43173 3979 2
3578 | Vng@O
33
T_ 1 1
uy) 70 uy )=6 M374
uy2.
170 a2 oe
ayer} 43,75
2 aia
ul
1979 He
uy9215 | ig
9712
yr 1 ue? 1 | uy -
U5 ‘0 Y3 a] B33 13
2 2 2
taps | uygn4

45.
 Table

46.
Table IV

47.
 Table V

vy 170
2
i
vy,=l
21
2 8
5179
| 1.
v3i74
| v52 178
|

1 <0
I Yao"
2
vigr0
Vyg2°3
1

|| 2
v50°3

| |
|

oT OI @ Ia
| | i 1 +

5 3 | 8 7| 10-12 | log
| | Ai=o | 37° :
| @ |
\ | 4 Ag=-8 vygrl
[92 les | 7

1 a
—| !
O;,
6
6 wh a=3
eo.
124 vi33 =o
73175 W979 [7 Hag |
2 2 2
313 | wggh j“33°° | ¥ag70
t|
uyT 70 | uytT
)57
2 12.
My \ ar
970 | 0 "2 |
2 2
ee | Agel |
1 1 -
3397 |
44470 4572
2 2 2 sce
370 | 375 | ya |

48.
 ~~ §= 201) —> 9357
948
This yields Z Ty
Zz
G=9
Thus x gives the optimum solution yielding value of objective function as

“ and the process terminates,

Acknowledgement

I am extremely grateful to Dr. Kanti Swarup, Professor, Indian

Institute of Public Administration, New Delhi, Dr. R.N, Kaul, Professor,
Department of Mathematics, University of Delhi and Dr. M.C. Puri, Lecturer,
Department of Mathematics, Hans Raj College, Delhi for theit continued help
and inspiring guidance throughout the preparation of this paper.

49.
References

[1] Hailey, K.B.

The Solid Transportation Problem, Operation Research
10, 1962, pp. 448-468.

{2 ] Hailey, K.B.
The Multi-Index Problem, Operation Research Qr.
Vol. 11, No.3, June 1963.

[3 ] Hailey, K.B.
The Existence of a Solution to the Multi-Index
Problem, Operation Res. Qr.
16, 1965, pp. 471-474.
la] Kanti Swarup
Transportation Technique In Linear Fractional
Functional Programming
Journal of the Royal Naval Scientific Service,
Vol. 21, No.5, Sept. 1966,
[5] Kanti Swarup
Linear Fractional Functional Programming
Operation Research, Nov-Dec. 1965, Vol.13, No.6
pp. 1029-1036.

le] A Charnes and W.W. Cooper

Programming with Linear Fractional Functionals
Naval Res, Logistic Quarterly, 9, 181-186, 1962,
No. 3-4.

[7] W.W. Garvin

Introduction to Linear Programming
Mc Graw Hill Book Company, Inc. 1960.

[8 ] E.D. Schell
Distribution of a Product by Several Properties
Procs, 2nd symposium on Linear Programming,
pp. 615-642, DCS/Comptroller, Hq. U.S, Air Force,
Washington D.C. (Jan. 1955).

50.