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Lecture– III
Mr.R.R.Kshatriya
Assistant Professor,
Department of Civil Engineering,
Matoshri College of Engineering and Research Centre, Nashik.
Savitribai Phule Pune University, Pune.
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Big – M method
Duality
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Contents of Lecture
Two phase method
Maximization problems
Minimization problem
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Maximization Problems
Example 1 Solution:
Max. Z = 4x1+5x2
Let’s introduce slack variables s1, s2 (with 0
Subject to: coefficient in objective function and 1 coefficient in
2x1 + 3x2 ≤ 6 constraints) and artificial variable A1 to convert
3x1 + x2 ≥ 3 inequality constraints into equality constraints
And x1, x2 ≥ 0 Max. Z = 4x1 + 5x2 + 0s1 + 0s2 – A1
Subject to:
Max. -A 2x1 + 3x2 + s1 = 6
3x1+ x2 - s2 + A1 = 3
≤ +S And x1, x2 ≥ 0
≥ -S+A
= +A Operation Research 6
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Phase-II
Max. Z = 4x1 + 5x2 + 0s1 + 0s2
Iteration 3:
Cj 4 5 0 0
Coeff. B θ
BV X1 X2 S1 S2
0 S1 0 2.33 1 -0.67 4 1.72
4 X1 1 0.33 0 0.33 1 3
Zj 4 1.33 0 1.33 4
Zj – Cj 0 -3.67 0 1.33
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Iteration 4:
R1 new = R1 old / 2.33
R2 new = R2 old – 0.33*R1 new
Cj 4 5 0
Coeff. B
BV X1 X2 S2
5 X2 0 1 -0.29 1.72
4 X1 1 0 0.43 0.43
From table,
Zj 4 5 0.27 10.32 X1 = 0.43, X2 = 1.72
Zj – Cj 0 0 0.27 And S1 = 0, S2 = 0, A1 = 0
Example 2
Max. Z = x1+2x2+3x3 Solution:
Subject to: Let’s introduce slack variables s1, s2 (with 0
x1+x2+x3 = 2 coefficient in objective function and 1 coefficient in
3x1-2x2+2x3 ≤ 3 constraints) and artificial variable A1, A2 to convert
x1+2x3 ≥ 3 inequality constraints into equality constraints
And x1, x2, x3 ≥ 0 Max. Z = x1 + 2x2 + 3x3 + 0s1 + 0s2 – A1 – A2
Subject to:
Max. -A x1+x2+x3+A1 = 2
3x1-2x2+2x3+S1 = 3
x1+2x3-S2+A2 = 3
≤ +S And x1, x2, x3 ≥ 0
≥ -S+A
= +A Operation Research 11
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Max. Z = 0x1 + 0x2 + 0x3 + 0s1 + 0s2 – A1 – A2
Phase-I
Subject to: x1+x2+x3+A1 = 2
3x1-2x2+2x3+S1 = 3
Iteration 1: x1+2x3-S2+A2 = 3
Cj 0 0 0 0 0 -1 -1
Coeff. B θ
BV X1 X2 X3 S1 S2 A1 A2
-1 A1 1 1 1 0 0 1 0 2 2
0 S1 3 -2 2 1 0 0 0 3 1.5
-1 A2 1 0 2 0 -1 0 1 3 1.5
Zj -2 -1 -3 0 1 -1 -1 -5
Zj – Cj -2 -1 -3 0 1 0 0
R3 new = R3 old / 2
R1 new = R1 old – 1*R3 new
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Iteration 2: R3 new = R3 old / 2
R1 new = R1 old – 1*R3 new
R2 new = R2 old – 2*R3 new
Cj 0 0 0 0 0 -1
Coeff. B θ
BV X1 X2 X3 S1 S2 A1
-1 A1 0.5 1 0 0 0.5 1 0.5 0.5
0 S1 2 -2 0 1 1 0 0 0
0 X3 0.5 0 1 0 -0.5 0 1.5 ∞
Zj -0.5 -1 0 0 -0.5 -1 -0.5
Zj – Cj -0.5 -1 0 0 -0.5 0
R1 new = R1 old
R2 new = R2 old + 2*R1 new
R3 new = R3 old
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Iteration 3: R1 new = R1 old
R2 new = R2 old + 2*R1 new
R3 new = R3 old
Cj 0 0 0 0 0
Coeff. B
BV X1 X2 X3 S1 S2
0 X2 0.5 1 0 0 0.5 0.5
0 S1 3 0 0 1 2 1
0 X3 0.5 0 1 0 -0.5 1.5
Zj 0 0 0 0 0 0
Zj – Cj 0 0 0 0 0
This is an optimal solution for Phase-I
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Phase-II
Max. Z = x1 + 2x2 + 3x3 + 0s1 + 0s2
Iteration 4:
Cj 1 2 3 0 0
Coeff. B θ
BV X1 X2 X3 S1 S2
2 X2 0.5 1 0 0 0.5 0.5 1
0 S1 3 0 0 1 2 1 0.5
3 X3 0.5 0 1 0 -0.5 1.5 -3
Zj 2.5 2 3 0 -0.5 5.5
Zj – Cj 1.5 0 0 0 -0.5
R2 new = R2 old / 2
R1 new = R1 old – 0.5*R2 new
R3 new = R3 old + 0.5*R2 new
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R2 new = R2 old / 2
R1 new = R1 old – 0.5*R2 new
Iteration 5: R3 new = R3 old + 0.5*R2 new
Cj 1 2 3 0
Coeff. B
BV X1 X2 X3 S2
2 X2 -0.25 1 0 0 0.25
0 S2 1.5 0 0 1 0.5
3 X3 1.25 0 1 0 1.75 From table,
X2 = 0.25, X3 = 1.75 , S2 = 0.5
Zj 3.25 2 3 0 5.75 And X1 = 0, S1 = 0, A1 = 0 , A2 = 0
Zj – Cj 2.25 0 0 0
Max. Z = x1+2x2+3x3
This is an optimal solution for Phase-II = 0 + 2(0.25) + 3(1.75)
= 5.75
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Minimization Problem
Example 3
Min. Z = x1+x2 Solution:
Subject to: Multiply by (-1) to objective function to convert
minimization problem into maximization problem.
2x1+x2 ≥ 4
Max.Z = -x1 - x2
x1+7x2 ≥ 7
Let’s introduce slack variables s1, s2 (with 0 coefficient in
And x1, x2, x3 ≥ 0 objective function and 1 coefficient in constraints) and artificial
variable A1, A2 to convert inequality constraints into equality
constraints
Max. -A Max. Z = -x1 - x2 + 0s1 + 0s2 – A1 – A2
Subject to:
≤ +S 2x1+ x2 – s1 + A1 = 4
≥ -S+A x1 + 7x2 – s2 + A2 = 7
And x1, x2, x3 ≥ 0
= +A Operation Research 17
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Phase-I Max. Z = -0x1 - 0x2 + 0s1 + 0s2 – A1 – A2
Subject to:
2x1+ x2 – s1 + A1 = 4
Iteration 1: x1 + 7x2 – s2 + A2 = 7
Cj 0 0 0 0 -1 -1
Coeff. B θ
BV X1 X2 S1 S2 A1 A2
-1 A1 2 1 -1 0 1 0 4 4
-1 A2 1 7 0 -1 0 1 7 1
Zj -3 -8 1 1 -1 -1 -11
Zj – Cj -3 -8 1 1 0 0
R2 new = R2 old / 7
R1 new = R1 old – 1*R2 new
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Iteration 2:
R2 new = R2 old / 7
R1 new = R1 old – 1*R2 new
Cj 0 0 0 0 -1
Coeff. B θ
BV X1 X2 S1 S2 A1
-1 A1 1.857 0 -1 0.143 1 3 1.615
0 X2 0.143 1 0 -0.143 0 1 7
Zj -1.857 0 1 -0.143 -1 -3
Zj – Cj -1.857 0 1 -0.143 0
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Iteration 3:
R1 new = R1 old / 1.857
R2 new = R2 old – 0.143*R1 new
Cj 0 0 0 0
Coeff. B
BV X1 X2 S1 S2
0 X1 1 0 -0.538 0.077 1.615
0 X2 0 1 0.077 -0.154 0.77
Zj 0 0 0 0 0
Zj – Cj 0 0 0 0
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Summary
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Assignment
Example 1 Example 2
Max. Z = 5x1+2x2-x3 Min. Z = 4x1+8x2+3x3
Subject to: Subject to:
2x1+2x2-x3 ≥ 2 x1+x2 ≥ 2
3x1-4x2 ≤ 3 2x1+x3 ≥ 5
x2+3x3 ≤ 5 And x1, x2, x3 ≥ 0
And x1, x2, x3 ≥ 0
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Thank you
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