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    7H wo 1 i a oe R v ) « Q A Project Report on 4 Ry LINEAR PROGRAMMING PROBLEM Q Q 2027-2022 mn 1 1 The Project Report is Submitted to Dept. of Mathematics 1 Dayavihar Degree College, Kanas for the partial fulfillment of the | Bachelor Degree of Science 2021-22 I i 2c EE vuvuy Submited By nder the Guidance of:- Name-Binayak Dalai Mr. ABHAYA KUMAR TADA +3 Final Year Science (Math Hons.) WOD College Roll No.:BS-19-098 Department of Mathematics fxam Rol! No: 19020106801 50056 Dayavihar Degree College, Puri 2 eee see co oe. Wr. = 2222 nee CERTIFICATE This is certified to, that is a bonafide report of the project entitled “Linear Programming Problem” done my Mr. Binayak Dalai +3 3% year science mathematics Hons. Bearing University Roll No : 1902010680150056 undermy super vision and guidance in the partial fulfilment for the internal assessment introduced in the degree course of sixth semester. DEPT oF DAYAMIHAR DE Iam deeply grateful to Mr. A.K Tada, R.K Sahoo lecture in our mathematics Department from whom I received. Comments and suggestions which has helped me to improve the collection of project. 1 would like to express my appreciation to the group of members who took my project and help me. Improving the vision I acknowledge with thanks the sacrifices made by my dear friends and family on account of my involvement with the task of completing this project work. DECLARATION I hereby declare that the project entitled “L.P.P” submitted to Dayavihar Degree College in partial fulfilment of the requirements of the award of the Degree course in mathematics is a record of original. Research work done by me under the supervision and guidance of Mr. A.K Tada (H.O.D) of the department of mathematics and that is not formed the basic award of any Degree. Birayax Dalai Full signature of the candidate ee ee ee ee | Chapter - 1 Chapter - 2 Chapter - 3 Chapter - 4 Chapter - 5 Chapter - 6 CONTENTS Introduction Identification of problem Review of literature Methodology Analysis Findings Se enna oo INTRODUCTION Mathematics is the queen of science in our daily life planning is meant for attaining « ertain objective3s. Linear programming is technique for determining an optimum schedule of of interdependent activities in view of the variable resources. Programming is just another word for a planning and refers to process of determining a particular plan of action from the amongst several The word linear stands indicating that all relationship involved in a particular problem are linear. Linear Programming can be defind as: “A method to allocate scarce resources to completing activities in an optimal manner when the problems can be expressed using a linear objective function and linear inequality constraints.” Linear programming deals with the class of programming problem for the relation must be linear in both the constraints and in the function to be optimized the word linear. Industries require planning in transporting their products from production canters to the users end with minimal transporting cost to maximize profit. This process is known as Transportation Problem which is used to maximize transportation cost. This problem is well discussed in operation research for its wide application in various field, such as scheduling, personal assignment, product mix problems and many others, so that this problem is really not confined to transportation or distribution only. In the solution procedure of a transportation problem, finding ‘an initial basic feasible solution is the prerequisite to obtain the optimal solution. ‘Again, development is a continues and endless process to find the best among the bests. 2ypage n° of Linear Programming Problem in which Transportation problem is one of the subclasses objectives Is to transport various quantities af a single homogenous commodity that are intially stored at various origin to different destination in such 2 W2Y that total transportation cost is minimum. To achieve this objective, we must know the amount and location of available supplies and the quantities demanded in addition, we also know the unit transportation cost of the commodity to be transported from various origins to various destinations. IDENTIFICIATION OF PROBLEM ization. It helps you solve very complex tion problem by making a few LP.P is one of the simplest ways to perform opti ap SPtimization problem by making a few simplifications assu ies eel PRs fe simplifications assumption. As an analysis you are bound to cor solve by Lp.p, i ided to write an LP doesn’t get as much attention and it reserves while learning data sclence ' decide a ae article which explains linear programming in simple as possible. | idea is to get y excited about LPP. ies A technique that makes use of the intercept matric to enable one to easily identify redundancies without investing computational effort has been developed Redundant constraints: The L.P model can be written in matrix from as Maximize Z = Cx St AxSb,x20 ” SS =e DATA co LLECTION Linear Programming problem is a versatile mathematical technique is operation research and a Plan of action to solve a given problem involving linearly related variables in order to achieve the laid down Objectives in form or maximizing the objective. Function under a set of constraints. CHARACTERISTIC: Objective can be expressed in standard from, such as maximize =f(x) Where Zs called objective function. * Constrains are capable of being expressed in of equality or inequality such as f(x) <= or >= or =b, where ‘b’ is constant and x >= 0 y The variables are linear related to each other. v More than one solution exists, the objective being the select the optimum solution. > The L.P.P technique is based on simultaneous solution of linear equation 6/page no elas x? Gy UYU A bb 6 0 0 0 OY (1) Fi ) Finance, budgeting and investment L Cash how analysis, long range capltsl require! ML. Credit policies, credit risks. mM. (2)Marketing . Claim and complaint procedure. Product selection, competitive actions: U.Advertising media with respect to cost and time. I, Number of sales men, frequency of calling of account. IV. _ Effectiveness of market research. (3)Physical distribution: i. Location and size of warehouse, distribution of center. ll. Distribution policy. (4)Purchasing, Procurement and Exploration: i. Rule of buying. ji. Determining the quality and timing of purchase. iii, Bidding policies and vendor analysis. iv. Equipment replacement policies. ments divided policies. 7/ Page no (5) Personal: |. For casting the man power requirement. "Selection of suitable personal with due consideration for age and skills. (6) Production: |. Calculating the optimum product mix. Ul. Selection location and design of the sites for producing plant. (7) Research and Development: |. Reliability and evaluation of designs. 1. Control of developed project. II Co-ordination of multiple research projects. IV. Determination of time and cost requirements. (8) In Food and Agriculture: Farmers apply L.P.P technique to their works. By determining what crops. They should w to use it efficiently. Farmer can increase their revenue. grow the quantity of if ho (9) Engineerin, s for in air foilmeahes, Engineering also use U.P. P to help solve design and manufacturing problem: engin gineer seek aerodynamic shape optimization. (20) Transportation Optimization: time eff Transportation system rely upon linear programming for cost a = train routes must factor in scheduling travel time and passengers: Airlines to optimize their profit, inear programming (11) Efficiency Manufacturin Manufacturing requires transforming raw materials into products that maximize company revenue. (12) Energy Industry: Modern energy grid systems in corporate not only traditional electrical system but also renewable such as wind and wind and solar photovoltaics. In order to optimize the electric load requirements, generations, transmission and distribution lines and storage must be taken into account. (13) Business Problem: L.P.P is applied for determining the optimal allocation of such resources as material, machines, man power etc. by a form. Itis used to determine the optimal product mix of the form to maximize its revenue. (14) Traveling Salesman Problem: and returns to th Give a set of cities find the shortest route that visits each city exactly once 's to the home city. (15) Telecommunication: Call routing. Network design. Internet Traffic. (16) The Diet Problem: i iti i ts. Find the cheapest combination of foods that will satisfy all your nutritional requirement i. Proportionality: a. There exists proportionality relationship between objectives and constraints. ii, Additivity: a. The total amount of each input and its associated profit becomes the sum of the input profit for each individual process. iii. Divisibility: a. The total amount of each output for each activity. slevel of input and its associated profit becomes proportional to it iv. Finiteness: a. Activities and constraints are finite in number. v. Optimality: a, The ultimate objective is to obtain an optimum solution such as maximization or minimization. 11/Page no Note: As the optimal values occur at the corner points of the feasible region, itis enough to calculate the value of the objective function of the corner points of the feasible region and select the one that Bives the optimal solution. That is in case of maximization problem. The optimal point ; corresponding to the corner point at which the objective function has a maximum value and in case of minimization the optimal solution is the corner point. Which gives the minimum value for objective functions. Identification of process: Maximize Z = Cy St Xi + 2x2<= 40 4xy + 3x2<=120 Xy, x23= 0 X2 60-4 50— 40-4 30-4 X1 + 2X2 <= 40 20: 10 to 20 30 40 50 60 X (Fig. labour constraint area.) 12/Page no CLAY CONSTRANT AREA: Maximize Z = 40x, + 50x, St Ix; + 2x,<= 40 4x, + 3x,<= 120 X1, X= 0 x2 60 50 30 4x,43x2<=120 20; 10 20 30 40 50 60 x1 (Fig. clay constraint Area) 13/Page no BOTH CONSTRAINT AREA: Maximize Z = 40 x, + 50 x, St Ix, + 2x) = 40 4x; + 3x)<= 120 X1, X22 0 60 50. 40 30: Area common both constraints 20. 10: (Fig.graph of both model constraints) 14/Page no % oy “%, ” “ay, REVIEW OF LITERATURE A Review of the use of Linear Programming to optimize diets. Nutritiously, Economically and Environmentally Voedingscentrum, The Netherlands Nutrition Centre, Den Haag, Netherlands al needs of a US The “Diet Problem” (the search of low-cast diet that would meet the nutrition: comparable diet Army soldier) is characterized by a long history, where as most solution for problems were developed in 2000 or later, during which computers with large calculation capacities became widely available and linear programming (LP) tools were developed. Based on the selected literature (52 papers), LP can be applied to a variety of Diet problems, from food aid, hational food programmes, and dietary guidelines to individual issue. There review describes the development in the search for constraints. After nutritional constraints, costs constraints, acceptability constraints and ecological constraints were analysed and compared in details. Most studies have used nutritional constraints and cost constraints in the analysis of dietary problems and solutions, but such research begin showing weaknesses under situation featuring 2 small umber of food items and/or nutritional constraints. Introducing acceptability. Future possibilities lie in finding LP is an important tool for environmental optimization and shows considerable potential as an instrument for finding solutions to a variety of very complex diet problems Introduction: The Diet Problem Aim Nutrition is affected by numerous environment and societal causes. Although the diet problems were already urgent during World War 2 ,the challenge of feeding the world in healthy and sustainable manner will only become more urgent (1) . Herforth et al. (2) proposed a “simple framework based on there domains : nutritional quality, economic viability, and environment sustainability”. This paper answered their proposal by including the three domains in an integrated way (2). It is expected that LP makes it possible to model these domains across disciplines. This paper reviews the application of linear programming to optimize diets with nutrition, economics, and environment constraints. There are three main reasons for studying the application of LP to diets in greater depth. «Linear programming is thought to be “the idea tool to rigorously convert precise nutrient constraints into food combinations” (3) © Maillot et al. (4) started the most food-based dietary guidelines assume that people eating according guidelines are receiving all recommend nutrients. However, in practice this is not dietary guidelines that full-ill all nutritional requirements. 16/Page no A FEASIBLE SOLUTION: A feasible solution to L.P.P is the set of values of the variables which satisfies the set of constraints and the non- negative restriction of the problem. BASIC SOLUTION: A basic solution is a solution by solving ‘m’ variable out of the (m+n) variables after the ‘n’ variables equals to zero. putting any of The ‘m’ variables are called basic variables and remaining n zero variables are called non-basic variables. BASIC FEASIBLE SOLUTION: A basic solution satisfying feasibility property is a basic feasible solution. A basic feasible solution to a LP.P is said to be optimal feasible solution if it also optimizes the objective function Z. DEGENERATE BASIC FEASIBLE SOLUTION: ion to a L.P-P is said to be degenerate basic feasible solution if at least one the A basic feasible soluti basic variables is zero. NON-DEGENERATE BASIC FEASIBLE SOLUTION: A basic feasible solution to a L.P.P is said to be non-degenerate basic feasible solution if none of the basic variables is zero. OPTIMUM SOLUTION: ‘A basic feasible solution to a L.P-P is said to be optimum if it optimizes the objective function iz SLACK VARIABLE: Ifa constraint has a sign <= then in order to make i to the left-hand side. it an equality one has to odd something positive The positive variable which are added to left hand side to the constraints to convert them into equality are called the slack variable. Ex: Max Z = 2x1 + 3x2 + 4x3 St x tx tHe xy + 4x2 — X3<= 2 Xa, Xz, X3>= 0. 17/Page no i in order to convert the above constraints in to equality. We add x. and x, on LHS, we get Ws + Ky 4g 4te= 5 Dist Bry Hy 44522 So Xe, xs are called slack variable. SURPLUS VARIABLE: if constraints has sign >= then in order to make it an equality we have to subtract something possible from its LH.S . The positive variables which are subtracted from LHS of the constramts to convert them into equalities are called surplus variables. Max Z = 2st 4xzt bast St x1442 4313 >=9 xy — 2x>=6 Now x4, %2,%>=0 Kat hz + 3Ka + K=O xy - 2x %5 = 6 Here x4 xsare surplus variables. ARTIFICIAL VARIABLE: or = with all b's positive. In such problem we introduce In LP.P some constraints may have sign >= in these problems we can not get starting Basic surplus variables in the constraints with sign >=. matrix. B = |p, 50 to avoid this difficulty. We add one or more variable to each such constraints. These variables are called artificial variable. BIG - M METHOD: Problems where artificial variables are introduced can be solved by two methods. + Big—M method > Two Phase method Big - M method ethod is modified simplex method for solving LP.P when high penalty cost has been Big - Mm 0 the artificial variable in the objective functions. This method is applicable for assigned t minimizing problems. Two Phase Method: LP.P where artificial variable are added can be solved by Two Phase Method. This is modified simplex method. Here solution takes place in Two Phase Method. 18/Page no Phase — Here si 7 i ‘ Sea method is applied to a specially L.P.P called Auxiliary L.P.P and obtain basic feasible Phase-2: From basic feasible solution obtain optimum feasible solution. INTEGER PROGRAMMIN' AL.P.P in which solution requires integer is called an integer Program’ ming Problems. SYMMETRIC DUAL PROBLEM: Asymmetric relation between a primal and its dual problem exists Consider a L.P.P Find x1, x2, Max Zp = Cai + 2X2 + aX + 312%2 + + ainXn<= bi +a 20XqS= be aaiks + 822%2 + AmmiXa + Am2Xe + ae Xa X29 The dual of above LP.P is Find Way W2, conn We which Min Zp = bi Wi +b2W2 + +Dm Wm ot gy Wa?= Ca an Wai + 22 +. + AznWaP= C2 as + A222 + amit Wai + m2 + Wi, Wo, 19/Page no CORRESPONDENCE BETWEEN PRIMAL AND DUAL : PrimalDual Objective function of Max Zp. Objective function of Min Zo Requirement vector Price vector Co-efficient matrix Transpose of the co-efficient matrix Constraints with <= sign Constraints with >= sign Unbounded solution No solution or an unbounded solution GENERAL FORM OF L.P.P : A general L.P.P can be started as , Find x1 .X2 Xn which. Optimize the linear function Z = cx: + C2k2 + St anki +anke+- + 29Xq ($= 2) be BonaXa + Am2Xo + and non-negative restriction, xp0, j= 12,3, Where all ay’s bi’s and g’s are constraints and xj are variables. ‘Above L.P.P matrix form Is Optimize Z = cx st ax(s,=2)b Conical form of L.P.P :x20 + nxn Max Z = Cixi + CoX2 + inka SD i=1,2,3, ka + Bink + Xa, X2 20/Page no ECONOMIC INTERPRETATION OF DUALITY: 1. At optimum Objective value in the primal = Objective value in dual 2. At any iteration of Primal a (Objective equation = (Left side of corresponding - (Right aa Sees ing. Co- efficient of the dual constraints) dual cons Variable x)) a These <0 results lend to important economic interpretation of Duality and the dual vari PRIMAL Max Z= cx 21/Page no “my, ES METHODOLOGY The method of this project by collecting data as much as possible and analyzing it-By this we can understand that the important and use of L.P.P in mathematics. It is decided to observe and collect various books in our library. Net sources, books and instrument are my teaching aids we can conclude the project by knowing the various propose and brief sketch of linear programming. GRAPHICAL METHOD OF SOLUTION OF LINEAR PROGRAMMING PROBLEM The graphical method is applicable to solve the L.P.P involving two variables X: and Xz, we usually take these decision variables as x, y instead of Xi, Xz. To solve an LP, the graphical method includes two major steps. a) The determination of the solution space that defines the feasible solution. Note that the set of values of the variable Xi, Xz, Xaju..sXn which satisfy all the constraints and also the non-negative condition is called the feasible solution of the LP. b) The determination of the optimal solution from the feasible region. a) To determination of the optimal solution of an LP, we have the following steps: Step: 1 Since the twoedecision variable x and y are non-negative, consider only the first quadrant of xy co-ordinate plane. Step: 2 Each constraint is of the forms ax + by <= c or ax + by >= ¢. Draw the line ax + by =¢ For each constraint, The line (1) divides the first quadrant in to two regions Ri. If this point satisfies the in equation ax + by <= ¢ or does not satisfy the inequality, shade the region Ro. Step: 3 Corresponding to each constant, we 0 is the feasible region or feasible solution of the LP. say Ri and Re, suppose (X:,0) is @ point in (= 0), then shade the region Ri. If (X:, 0) btain a shaded region. The intersection of all these shaded Let us find the feasible solution for the problem of a decorative item dealer whose L.P.P is to maximize profit function. 2Z=50x + 18y @ Subject to the constraints 2x+y <= 100 x+y<=80 x>=0,y2=0 24/Page no Step: 1 Since x <= 0, y <= 0, we consider only the first quadrant of the xy-plane. Step: 2 We draw the straight lines for the equation 2x +y= 100 @) x+y=80 To determine two points on the straight line 2x + y = 100 Puty =0, 2x = 100 2X=50 = (50, 0) is a point on the line (2) Putx=0in (2), y= 100 = (0, 100) is the other points on the line (2) Plotting these two points on the graph paper draw the line which represent the line 2x+y= 100 this line divides the first quadrant into two regions, say R1 and R2, Choose a point say (1, 0) in Rx (1,0) satisfy the inequality 2x+ y <= 100, Therefore RI isthe required for the constraint 2x+ y <= 100 25/Page no Similarly draw the straight-line x + y = 80 by joining the point (0, 80) and (80, 0). Fine the required region says Ri, for the constraint x + y <= 80. The intersection of both the region R1 and R1 is the feasible solution of the L.P.P. Therefore, every point in the shaded region OABC is a feasible solution of the L.P.P, since this point satisfies all the constraints including the non-negative constraints. b) There are two techniques to find the optimal solution ofan L.P.P- Corner Point Method: The optimal solution to a L.P.P, if it exists, occurs at the corners of the feasible region. The method includes the following steps. Step: 1 Find the feasible region of the L.P.P. Step: 2 Find the co-ordinates of each vertex of the feasible region. ‘These co-ordinates can be obtained from the graph or by solving the equation of the lines. Step: 3 ‘At each vertex (corner point) compute the value of the objective function. Step: 4 Identify the corner point at which the value of the objective function is maximum (or minimum depending on the LP) ‘The co-ordinates of this vertex is the optimal solution and the value of decorative item dealer whose objective function is Z = 50x + 18y. In the graph, the corners of the feasible region are: 0 (0,0), A (0,80), B (20,60), C (50,0) At (0,0) 2=0 ‘At (0, 80) Z = 50(0) + 18(80) = 1440 At (20, 60) Z-= 50(20) + 18(60) = 1000 + 1080 = 2080 ‘At (50, 0) Z = 50(50) + 18(0) = 2500 Since our object is to maximize Zand Z has maximum at (50, 0) the solution is x = 50 and y = 0. ‘The optimal value is 2500. 26/Page no ASSIGNMENT PROBLEMS Introduction: fe is to find the optimum It is special types of Linear programming problem in which the objective wm n tha allocation of a number of tasks to an equal no. Of facilities. Here we make the assumptio each person can perform each job but with varying degree of efficiency: EX: A department head may have four persons available for assignment and four jobs to fill. Then his interest is to find the best assignment which will be in the best interest department. Assignment Proble ix The assignment problem can be started in from of n x n matrix called cost or effectiveness matri (C,), where C) is the cost of assigning ith facility to the jth job. Job. 27/Page no Mathematical Formula of Assignment Problem: Mathematically an assignment problem can be started as Minimize the total cost > a Dyes Ci. Xij Where, sae { 1, if ith person is assigned to the j th job = (0, if ith person is not assigned to the j th job Subject to the conditions (TR xij = 1) = 1.2. ie, only one job is done by the ith person. Where, i= 1,2,3..-.00M (i) Dx = 1 i 1,2,3- ie, only person should be assigned to the jth job When, j = 1,2,3.. 28/Page no Hungari i garianMethod for solving an Assignment Problem: (Assignment Algorithm) To solve assi = ve assignment problem, we must follow the following rules. Subtract the minimum element of each row in the cost matr corresponding row. ix from every element of the Step: 2 Subtract the minimum element of each column in the re element of corresponding column. duce matrix obtain in step-1 from every Step:3 * Starting with row-1 of the matrix obtained in step-2. Examining row carefully until a row with exactly one zero él in this zero and put cross («) mark in other zeros in that row or column. «After examining all rows proceeds similarly examining the columns. «Starting with column-1 until a column containing exactly one un-marked zeros i (0) mark at that zero and (x) other zeros. Continuing this process until all zeros are marked (0) or ()- at least two in each rows and columns. w and every column. (Total no. of marked (1) zeros is Jement is found mark box (0) found The remaining un-mark zeros lies «If it has an assignment in every ro exactly ‘n’) Then the complete optimal assignment is obtained. ¢ Ifit doesn’t containing assignment in every row or column the problem is not solved. ‘Then we modify the cost matrix by adding or subtracting to create some more zeros in it Step: 4 When the matrix obtain in step-3 doesn’t we draw the minimum no. of horizontal an To draw this we follow the following rules. Mark () all rows in which assignment have not been made, Mark (7) column which have zeros in marked rows. Mark (7) rows (not already marked) which have assignment in marked columns. Repeat above until the chain of making is ends. no. of lines through un-marketed rows and marked column to cover all contain in assignment in every row and column then d vertical lines which over all zeros at least once. ¢ Draw minimum the zeros. 29/Page no Step: 5 Select the smallest of elements that don't have a line through them, subtract it from elements that don’t have a line through them and add it to solve to every element that lies at the intersection of two lines and leave the remaining elements of the matrix unchanged. all the Step: 6 At the end of step-5 no. of zeros are increased (never de create) in the matrix than that in step-3 now re-apply the step-3 to the modified matrix obtained in step-5, to obtain the desired solution, Example: 1 Solve the following assignment. A 7 8 [26 [47 [ii BLL | a3 [28 [a4 [26 c {__} __} _} 38/19 D His [26 |24 | 10 Answer: Step: 1 Subtract the smallest element of each row from every element of the corresponding row we Bet the reduce matrix. 9 | 16 [14 Jo 30/Page no Step: 2 Subtracting the small lest element of each column from every element of th e corre we get the reduce matrix. ° 7 edie i ii iti, iv Step: 3 A 7 11 5 a] m B B< 11_|p} 3 « (Re PP RK 9 fiz [13 “4 D In the above matrix there is no assignment. «When we mark (7) row-4 in which there is no assignment. | then we mark (7) column-4 which has no zeros in marked row-4. then we marked (¥ ) row-1 which have assignment in the marked column-1. | then we draw the horizontal line in un-marked rows and vertical line in marked column. I ii iii iv A 0 je jo fo B 0. Jit jo [10 wz jo [2 [5 ¢ 4 |7 [8 [0 D 31/Page no The optimal assignment is Aili, B,C ii, Div The minimum cost is 17+13+19+10 59 " " Balanced Assignment: This is an assignment where the no. of person is equal to the no. of jobs. Unbalanced Assignment: An assignment problem is called unbalanced assignment whenever the ae of tasks is not equal to the no. of facilities. Thus, the cost ofan unbalanced assignment problem is not a square matrix. For the solution of such problem, we add the rows or column to given matrix to make it square matrix. The cost in these dummy rows or column are taken to be zero. Now the problem the reduces to the balanced assignment problem and can be solved by assignment algorithm. 32/Page no Advantages: > > Assignment problem compels you to study which is good. Improves your analytical and problem-solving skills. Increases patient and endurance to pressure. Opportunity to score through assignments by writing good solution paper. Disadvantages: > > > > Short deadlines give you. You have to skip your favorite math or game. Seems a school at home. Ignoring your assignments can lower your grads or even fail you. Limitations: oa a) > > > b) v Contract provisions. Prohibition- don't do it rights are not assignment. ‘Takes away the right to assign but not the power ta assign. Assign or is liable for breach of contact. ‘Assign can enforce the assignment so long as he did not know of the prohibition. ized all assignments of rights und! In validation - if you do it “it will not be recogni: jer this k are avoid. Takes away the right to assign an No ‘k’ rights in assigned. d the power to assign. 33/Page no Instruction: > Analgebraic, iterative method to solve linear programming problem, » The simplex method identifies an initial basic solution (corner point) and then systematically move to an adjoint basic solution, which improves the value of the objective function. Eventually this new basic function will be the optimal solution. > ‘The simplex method requires that the problem is expressed as a standard L.P.P. The simplex method: Maximization: ‘The graphical solution method: convert to solve Liner programming problem involving only 2 variables, However for problems involving more than 2 variables or problems involving large no. of constraints, It is better to use a more systematic solution which is called simplex method. Stack Variable: Ifa constraint has sign <= then in order to make it equality we add something positive to L.H.S. The positive variables which are added to L.H.S to constraint to convert them into equality are called slack variables. Ex. Max Z = 2x1 ~ 5x2+ x3 Sit xi x2 + xIs= 9 2x1 - Ska + x1<= 8 Oxi + 4x24 x3<= 1 x3, Xz, X37= 0 In order to convert equation (1) into equality we a xat x2+ x34 x5 =9 2xs - 5x2 + X44 x6 =8 2xi+ 4x2 + xa+x7= 1 dd some variables on L.H.S of equation (1). Here xs, x6,x7are slack variables. 34/Page no Surplus Variable : ta const has sign >= then in order to make it equality we subtract something positive from .H.S all the constraints into equality are called surplus variable. Ex. MaxZ= Sit 2x1 +2 X1— x + >= 10 2x1 = x3 + K4>= 40 (1) X41, X2, 3, KaP= 0 X1— Xz +X3— Xa x10 2x1 = X3 + Ky = Xe = 40. Here xs , x¢ are called surplus variable Histor 10. In 1947 it was 1" published by George Dantzing an ‘American mathematicians. History plication required the linear programming Standard from - The simplex method ap! model to be on its standard from. BES — A BFS match a vertices in domen Optimality criterion : The BFS is optimal if and only if the reduced costs basic variables are higher or equal to zero. Infinite Solution ~ The case is seen when tl ‘or more optimal non-basic variables. Unbounded Problem — This case is seen wI variables which leaves the base, all the elements of linear programming models BFS. of all the non- here are reduced costs equal to zero in one hen , while doing the calculus of the uKJ of the column Jin the table one negative. infeasible Problem ~ This is the case when the optimal value of problem in phase-1 is non-zero if two or more non basic variables are negative reduced costs Rate of convergence ~ the entrance to the base goes to lowest reduced costs. Post optimal analysis — One we achieve the optimal solution through the simplex method, we can analysis the impact in results with the alternation of the parameter. Excel Solver ~ The Excel compliment solver allows us to use the simplex method as a solving method. 35/Page no Simplex Method: Step :1 If the problem is of minimization convert into its maximization problem. Max Z = exx1, C2X2y Min 2" Step :2 Make all the b/s are +ve. If b's -ve we multiple negative sign to convert b's +ve. Step :3 Convert the constraints into equation by introducing non-negative . Slack and surplus variables. ii. Also introduced artificial variables in the constraints where sur inserted and which do not form column of unit matrix. Step :4 We calculate 4) = G— Co¥) A\s Othen the solution is optimal If non of Aj is +ve but any are zero. Then other op’ aX, CaX2y plus variables are al solution exists. If all Ajare -ve then the solution is unique solution. Step:5 To find incoming and outgoing and vector. Xb,/ Y, K to find minimum value we put this formula. 36/Page no Example: Q, Solve the problem by using simplex method Max Z = 3x, + 5x) + 4x5 St 2x1 + 3xx<=8 2x2 + Sxa20 Answer Step :1 The problem is maximized of objective function of 2. Step :2 All's are #ve Step :3 Then we convert in equation as equation by adding slack variables, 2xy + 3x2 + Kac= 8 2xp + 5X3 + X5<= 10 3xy + 2Kp + Axa + X6 = 15 Max Z = 3X; + Sx + 4x3 + 0X4 + O.X5 + 0.x<=15 Step :4 By putting x; = 0, x2= 0, xs= 0, we get Xee8 Which is the starting basic feasible solution. 37/Page no 8 Ce] Xe | Yi [ vo] Vs | Ye] Ys] Yel min ratio= xe/¥2 M 8 ]2]3]o]1]o] o] 93min Xe 1s}3]2]4]o]o| 1] 15/2 oO ys} 0}10/0}2]5]o}1] 0} 10/2 0 oO Z=CoXp=0 Ar oo% 3 (0,0,0) (2,0,3) =3 5 —(0,0,0) (3,2,2)=5 4—(0,0,0) (0,5,4) = 4 0 -(0,0,0) (1,0,0) = 0 0 - (0,0,0) (0,1,0) =0 0 (0,0,0) (0,0,1) = 0 Here B = Slack variable CB = Slack variable co-efficient in objective function Cl =Corefficient of objective function XB = Basic feasible solution AJ = Objective function co-efficient 38/page no Table -2 o | 0] 0 | _ Minratio ve | ve] ve | =%0M¥s m o} o -2/3 1] 0 14/5 >min 23} o} 1 29/12 5/3 | 0) | 0 Z = CeXp = 5xB/3 + 0x14/3 + 0x29/3 = 40/3 Ri Ri/3 Rp Rr 2Ri Rs Rs 2Rs 3-(5,0,0) (2/3,-4/3,5/3) = -1/3 5 —(5,0,0) (1,0,0) =0 4—(5,0,0) (0,5,0) = 4 0-(5,0,0) (1/3,-2/3,-2/3) = 5/3 0-(5,0,0,) (0,1,0) = 0 0 -(5,0,0) (0,0,1) =0 39/Page no Table -3 o [3 {5 [4 o jo |? [_Min ratio B| G % | vi | vy | vy | Ye | = Xe/s Ya] 5 9/3 | 2/3 | 1 | 0 1/3 Ys | 4 ras} 4/3 | 0 | 2 | 2/5 14/5 Ye | 0 | so/1s] 41/15] 0 | 0 | 2/15 89/419min z=lases| As haasfl o | o | -17/15 Z = CaXp = 5x8/3 + 4 x14/15 + 0 x89/15 =40/3 + 56/15 = 256/15 R, > R/S Rs Rs 4Rp 3—(5,4,0) (2/3, 4/15, 41/15) = 11/15 5—(5,4,0) (1,0,0) = 0 4—(5,4,0) (1,0,0) = 0 0 —(5,4,0) (1/3, -2/15, -2/150 = -17/15 0-(5,4,0) (0, 1/5, -4/5) = -4/5 0-(5,4,0) (0,0,1) =0 40/Page no Table-4 Z=CpXg = 5% 15/41 +4 x 62/41 +3 x 89/41 = 250/41 + 248/41 + 267/41 = 765/41 Ra > Ry x 15/41 Rz> Ro +41/15R1 Ri> Ri - 2/3R3 3 -(5,4,3) (0,0,1) =0 5 —(5,4,3) (1,0,0) =O 4-(5,4,3) (00,1) =0 0—(5,4,3) (15/41, -6/41, -2/41) = -45/41 0-(5,4,3) (8/41, -3/41, 4/41) =-24/41 0 = (5,4,3) (-10/41, 4/41, 15/41) = 11/41 So the solution is optimal. Max Z= 765/41 X1 = 89/41, x2 = 50/41, x3 = 62/41 41/Page no Advantages: ‘+ The method is very easy to use, even though it can be difficult to notice mistakes. When compare to graphical method, the simplex method has the advantage of allowing an individual to address problems with more that to decision variables. * It also has an advantage over the list square, method which is also popular. + Unlike the least square method, this algorithm does not require a derivative function and the orthogonality condition is not relevant. Thus, simples’ method is fairly easy to implement after the vocabulary is familiar. Disadvantage The simplex method can only be used in certain linear programming problem, making in difficult to adapt. Only problems that can be expressed in a standard form with three conditions can be solved with the algorithm Only requirements is that the goal to maximize the linear expression and this condition is easy to meet. 4 The constraints the problem must also used non-negative constraints for all variables, and it must be expressed in form of = , where the number on the right side is +ve ¢ Overall, there are many simplex method advantage and disadvantage. That have made the method so popular over the past 60 years. ‘The method is commonly thought in college courses because it is fairly Straight forward and easy to learn and can be programmed into calculators easily. Linear programming experts appreciate the on calculators and computers makes it popular * * in advantage mathematics. In facts, in many courses the method is only used by hands when it is taught, after which a calculator is used to speed up problem solving. ¢ 42/Page no TRANSPORTATION PROBLEM (TP): Balanced Transportation problem and Unbalanced Transportation Problems are the type of Transportation Problem. If the sum of all the supplies of the sources is equal to the demand of all destinations, the problem is termed as a balanced transportation problem. On the other hand, the problem is unbalanced transportation problem. The basic steps for obtaining am optimum solution to a Transportation problem are: Step-1 Mathematical formulation of the Transportation problem (TP). Step-2 Verify the TP : either it is balanced or unbalanced. If the problem is unbalanced, First balanced it. Step-3 Basic Feasible Solution (IBFS). Determine the initi Step-4 Verify the optimality condition of the IBFS. If the sol obtaining optimal solution. lution is not optimal, improve it for .n the systematic solution procedures from the The basic TP was 1° developed by Hitchcock are ther by Dantzig and then by Charners et al. In the simplex algorithm were further developed, primarily solution procedure of TP, IBFS is known as the fundamental stage for finding an optimal solution. The well recognized classical methods, for finding an IBFS for transportation problem are North West Corner Rule (NWR), Least cost method (LCM)and Vogel's Approximation method (VAM). ‘Again, researches worked and are working on transportation problem to develop new algorithm to fied a better IBFS for transportation problem, and these methods may be used to solve maximization transportation problems and also time minimization transportation problem. other researchers, in this paper an effective procedure for finding an IBFS for the cost minimizing Transportation problems 0s proposed, and the proposed method is also used to solve profit maximization TP. Exceptionality and applicability of the method are also studied and explained in this study. Tabular Form of Transportation Model: The tabular form of a Transportation Problem is a matrix within a matrix shown in Table-1Cost matrix is one of them that representing unit transportation cost G,, Indicating the cost of shipping One of the i-th origin to the j-th destination. Super impose of this matrix is the matrix of transportation variable Xi, indicating the amount shipped from i-th source to j-th destination. Right and bottom sides of the transportation table point out the amounts of supplies a available at source | and the amount demanded bj at destination j. 43/Page no Mathematical Formulation of Transportation Problem : ed as an allocation problem in which there are m sources em sources can allocate to any of the n tation cost from source i to destination }), The transportation problem can be start (suppliers) and n destinations (customers). Each of th destinations at a per unit carrying cost Cij (unit transpo es Each sources has a supply of ai units, 1s 1s m and each destination has a demand of bj units, 1s j First allocation: allocate 60 = min (60,95) in the cell (6,5) which is the smallest cost cell among all the cost cells of BTP-4. Cross out the 6" row as this allocation satisfies this row and along 5" column, the demand is reduced to 35 = (95-60). > 2™ allocation : Now the smallest cost cell along 5"column is 2 appears in the cell (5,5) and allocate the reduced demand 35 in the cell. In this case 5"'column is exhausted and the supply along 5" row is reduced to 65 = (100 - 35). allocation in 65 in the cell (5,3) 4" allocation 75 in the allocation is 35 in the cell (4,4). 7” allocation 9"" allocation is 65 in the cell (1,6). ion is 50 in the cell is 50 in the cell > By following the same procedure 3 cell (2,3). 5" allocation is 5 in the cell (2,4). 6” is 55 in the cell (4,2). 8 allocation is 30 in the cell (1,2). 10" allocation is 25 in the cell (1,1) and the final allocati (3,1) are made. > Finally total transportation cost is 60x14 352 + 65x5 + 75x10 + SK7 + 356 + 55x3 + 30xd + 65%2 + 25x12 + 504 = 60 +70 +325 +750 + 35 + 210 + 165 + 120 + 130 +300 + 200 = 2365 Exceptionality of Proposed Method: This research finds two exceptionalities which are as follows: tion problem for finding «This method does not require balancing an unbalanced transporta an initial solution. «This method always yields an initial basic feasible solution for the balanced transportation problem: Explanation of the second Exceptionality: In the balanced TP, for an allocation either a single column is exhausted except the final allocation. If both of the row and column are exhausted for a single allocation, one zero is assigned to make the number of allocations equal to the number of row and column. Only the final allocation ‘sted both the row and column together. Now for (m x n) transportation matrix the number m +n—2) +1] =(m+n—1). According to the definition of IBFS, this basic feasible for the balanced transportation problem. exhaus of allocating cells are to be [( ensure he starting/initial solution is a 48/Page no Results and Analysis: In this research, classical TP methods for finding an IBFS are studies in details. Hamdy A. Taha’s TORA software is used in order to find the IBFS for the methods (NWCR. LCM and VAM) and to find the optimal results. Again, the initial result for the CAM is calculated manually. Finally various mathematical comparisons between the results obtained by existing methods, and CAM are shown in Table 7 - 10. Table-7 IBFS % of correctness of IBFS (POCIR) Average of 2 BIP-3 BTP-4 BTP-5 POCIR 253 32.63 50.90 90.53 93.74 Method B1P-1 BTP-2 BTP-3 BTP-4 BTP-5 BTP-1 BTP- NWCR 1500226 234 4285 3180 92.09 55.13 72.13 191 2455 2080 95.68 100 95.63 86.87 LcM 1450-156 100 97.81 93.55 98.42 96.37 VAM 1500 156-187-2310 1930 92.09 laM 1380 156-186 «2365 1900 100 100 98.36 91.01 100 97.87 Optimal Result 1390 156 183 2170 1900 Table-8 % of correctness of IBFS (POCIR) Average of IBFS ipa urp2 UTP3 UTP UTP-S UTP=1 UTP-2 UTP-3 UTP-4 UTP'S PoCIR “42.58 81.96 57.61 54.46 48.19 84.82 86.63 Method 1815 18,800 14,725 13,100 8150 90,00 9800 6450 85.76 86.45 82.77 93.48 92.26 93.99 100 92.86 94.67 NwcR cM 1885 8800 14,625 VAM 1745-8350 13,225 9200 6000 94.24 IAM 1695 8400 13,075 9200 $850 97.27 9161 95.19 100 95.54 95.92 Optimal Result 1650 7750 12,475 9200 5600 Table -9 IBFS % of correctness of (POCIR) Average of Method MTP-1 MTP-2 MTP-3 MTP-4_MTP-5 MTP-1 MTP-2_MTP:3 MTP-4 MTP-5 _ PoCIR 36,795 28,150 5855 70.69 69.45 78.69 82.67 72.01 NWCR 137 468 5570 100 99.27 99.44 8020 46,760 33,800 99.15 98.79 100 99.75 100 100 99.78 100 99.80 lcm 232, 654 VAM 232-662-8000 46,760 34,050 99.15 100 lam 232-662-8020 46,700 34,050 99.15 100 100 99.87 opumatreut 234 662-8020 46.760 34.050 49/ Page no Average of PoCIR Grand Average of PocIR (GAPOCIR) Profit Maximization Method | Cost Minimization] On (Balanced Cost Minimization (Unbalanced Problems tthods are shown. The In the comparison’s mainly the initial result obtained by various me percentage of correcting is calculated by using the formula, 5 = 100 -{ (initial result — optimal results)*(100/optimal result)}} [percentage (%) of correctnes: transportation problems this For cost minimization TP. Again for the profit maximization percentage is obtained by the formula, [percentage (%) of correctness = 100- [(optimal result — initial results)*(100/optimal results)}] .¢ obtained IBFS is numerically either either to optimal his process it is observed that in most of the cases IBFS Sbtained by CAM is numerically optimal or nearer to optimal value,Again average of PoCIR for cach types of cost minimizing TP (balanced,unbalanced) and profit maximization TP is also Studies to analyse the performance of IAM for finding IBFS. For each type of problems, It's found that this percentage for CAM is remarkably better than NWCR and LCM and parallel to the percentage obtained by VAM. This result is studies only to evaluate th result or nearer to optimal result. During t! 50/Page no We also calculate GAPOCIR to justify the general performance of the method, which is shown in Figure~1. This figure ensures the feasibility of CAM for solving any types of TP 0.00 20,00 40.00 60.00 80.00 100.00 120.00 @ GaPoCIR ‘etter IBFS for the TP. Again computational Finally we acknowledge that, VAM as well CAM yield a b discussion CAM can be claim an effective procedure of CAM is easier than VAM Hence from tl process for finding an IBFS. Conclusio The aim of any industry is to transport goods from sources to destinations with minimum cost. fortation cost is one of the main objectives to profit. In this article. We propose an efficient procedure for finding an IBFS for minimizing transportation cost Methodical evaluation of the proposed method is also carried out for both the balanced and unbalanced TP We also use this method in solving profit maximization TP to justify its applicability in all types of TP. It is also observed that our method is usually resulting in minimal and maximal values respectively for cost minimizing TP and profit maximization TP. Finally, the proposed method presented in this paper claims its wide application in solving TP. Minimization of transp. 51/Page no ANALYSIS Linear programming can be used to solve question on matching diets to nutritional and other additional. Constraints a minimum amount of changes. L.P.P is a mathematical technique that allow the generations of optimal solution satisfying several constraints at once The first studies applying L.P to diet were published between 1950 and 1960. * The search for diet solution started with Jerry cornfield who formulated the diet problem for the Army during World War 2 (1941 - 1945) in search of a low-cost diet that would meet the nutritional needs of a soldier. The economist George techniques to establish cheapest diet delivering enough energy, protein, vitamins and minerals. According to Buttriss “all this diet should be composed by the available lost of 77 us foods of which the costs and nutrient composition were measured stigler and not food the exact solution to the problem which turned out to be incredible complex”. For the duration of World War 2 the Airforce and other parts of the Army were hiring mathematicians to solve the important of diet problem. Among the researchers involved in solving this problem was Gorde Dantzing, he proposed a new algorithm he had developed it took him until 1947. * 4+ Among the L.P pioneers were soddening and fletcher from the University of Salford UK. Their principles of LP were already clear in 1992 and still we use it. They were for ahead of their time by using an objectives function based an individual food preference. They developed a computer programme named “micro diet system” 1990 in collaboration with practicing dietician. Since 1975 a computerized programming model with a quadratic mathematical function has been available on part of 30 food plan (TFP) in USA.

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