Download From - www.cgaspirants.com 540 4 OPERATIONS RESEARCH 16, Solve the following L.PP. by dul simplex method ‘Minimize Z~ 34, + subject to Bry + as, +326, ae s3, sm 20. U-TU. Kametate BE Jon, 2010) 3 THE REVISED SIMPLEX METHOD The simplex method discussed in chapter 2 performs calculations on the entire table during ‘each iteration. If linear programming problem involving a large number of variables and ‘constraints isto be solved by this method, it wil require a lage storage spece and time on a ‘computer. Some computational techniques have been developed which require much less computer storage and time than that required by the simplex method. The three important and eiient ‘computational techniques are: she revised simplex method or simplex method with multipliers, the bounded variables method and te decomposition method. These techniques wll now be discussed in details ‘While solving a problem with simplex method, suvessve iterations are obtained by using row operations Ths requires storing the entire table inthe memory ofthe compute, which may not be feasible for very large problems. Luckily iti really not necessary to calculate the entre luble during each intration. The only information needed in moving from one table to the net is (1) The ¢7-Z; row to determine the non-basi variable that enters the basis {@) The pivot column {G) The curent basic variables and their values (right-hand side constants) to determine the minimum positive ratio and thereby to determine the basic variable that leaves the basis. In the revised simplex method, the above information is directly obtained from the original equations of the problem by making use of the current basis matrix B and its inverse B-, This method will now be illustated withthe help of some examples. EXAMPLE 6.3-1 Use the revised simplex method to solve the following problem Maximize Z= Gx, +30 + ey = Dey ts, subject 10 2x, +34; + 3 t= 10, ay tig tm tes=8, Bip on 8520. Solution ince variable x, appears only in the first constraint equation with a unit coefficient, it is 1 basic variable in that equation. Similarly, x, is @ basie variable. The basic feasible solution is 2 =X) = 0,x4= 10 and xs = 8, For easy reference the tables of the regular simplex method are shown below, TABLE 6.31 so 4¢ @ J Mm 2 3 8 1 o 1 me 1 2 1 0 1 88 3 4 5s 2 1-2 9 7 2 0 0 t Initial basic feasible solution “Te reader should refer to appendix A-2 while going though sstiona @3 and GA {.com/egaspicantDownload From - www.cgaspirants.com ADVANCED TOPICS IN LINEAR PROGRAMMING 4 541 TABLE 6.32 ¢ 6 3 4 2 T ce Batis. x % % x xs 0 6 Oo 1 1 Ko &% se row Koro Ko 1 ww 3 Is ; Secon fei station a= Sem a en oa 2 0 4 0 Second fail solution TABLE a a 6 4 1 ¥ yoo os \ \ 1 xs 0 % -% -% 1 3 2, Seay 6 1y 1% K% 1 33 ca 0 -"% Ro Ae Optimal sltion ‘Optimal solution is x, = 5, x = x5 = xy and Zmue= 6X $4123 The revised simplex method works on the principle that any table corresponding to a basic feasible solution can be obtained directly from the original equations by matrix-vector operations. Let the column vectors P,, P;, Py, P, and P, denote the original columns of x,, x, x5, x5 and xs and let the column vector b represent the right-hand side constants, Thus (e-E)+-Ehe-f)*-E] [2 Table 632 in which x, and x, are the basic variables may be generated directly by matrix theory as follows: Define @ basis matrix B whose elements are the original columns of the basic variables x3 and, Thus 30 Be r.Pa=|) ‘The inverse ofthe basis matrix, denoted by Bris obtained as follows Since |B] =3 x 1-1 x 0= 3-0 3 (¢0), Bis nonsingular and hence BY exists. 30510 n= Piso4 1 Lo: 50 Divide the first row by 3 biso4 {.com/egaspicantDownload From - www.cgaspirants.com 542 4 OPERATIONS RESEARCH Subiract first row from the second 3 a 3 ‘Then B= Then according to matrix theory any column in table 632 can be obtained by premuliplying the corresponding original column in table 6.31 by the inverse of the basis matrix, B™!. For d axterxo | [2 -Eejeal lef Cf (10) wos 8 where F,, Bet. represent the column vectors and B represents the right-hand side constants of lable 632 ‘We know that there are two Key steps inthe simplex method, namely, the determination of the nonbasic variable that enters the basis and the basic variable that leaves the basis. These two steps are carried out in the revised simplex method as shown below: In the regular simplex method, the ©, ~ Z, ) row for able 6.32 is calculated as follows: cz oP, Also C Let the vector denote ¢,B-!. The elements of vector 1 are called the simplex multipliers. : (,~Z,)= 6B, forall 3,9 aoa yt {.com/egaspicantDownload From - www.cgaspirants.com ADVANCED TOPICS IN LINEAR PROGRAMMING @ 543, Q eee 4) = e4—mPy=—2—(1,D [o, ‘The incoming non-basc variable is the one coresponding to the maximum positive value of (%; = Z,). As & ~ Z; has the maximum positive valu (3), xis the non-basic variable that centers the bass of table 632 [Next we ae to find the basic variable that ist leave the basis by the minimum positive ratio tule. For this we have to determine the elements in x,-column and the right-hand side constants for table 6.32. As already shown, 0299-2) Pe Lays Jk “vad bawve (1, 9 (9) «(02 wt Bowes (Us DE) “CO The frst ow gives minimum postive aio Sand hence the basi by x, Hence the new set of basic variables sre and G ible x, willbe replaced 20) The next new basis matrix B= (P,P) = (7 B™ can be computed as follows -: B=2~0=2 (+0), Bis non-singular and hence B! exists, (20:1 0) Faaon (10: 172 0) Divide the frst row by 2 | rh: OL flo: 12 0 Subtract first row from the seoond | | Obs Wy — (ce 9 Tan y ‘The new right-hand side constants are rors (a9 (9-0 “Bib 12 VU As)“ \y ‘To check the optimality of this solution we need (Z; ~ Z; )coeicients for x3, sand xg columns {.com/egaspicantDownload From - www.cgaspirants.com 544 & OPERATIONS RESEARCH As all G,~Z,) coefficients are negative, the current solution is optiml From the above discussion it may be concluded that any information contained in simplex table can be obtained directly from the original equations ifthe inverse of the basis matrix of ‘ha table is known. This, in turn, can Be obtained from the original equations ifthe current basic variables in that tale are known. Thus the revised simplex method can generate any information tha is available inthe regular simplex method. However. t generates only the relevant information ‘hat is required to perform the simplex steps. ‘Actually, while solving a problem by revised simplex method, the inverse of the basis matrix is not obtained by inverting the matrix of asic columns because inverting a matrix is costly and needs more time on a digital computer. The inverse ofthe basis matris, at each step, 18 obrained by a simple pivot operation on the previous inverse. To illustrate this we refer back tothe tables {631 to 633 already computed In the initial basie feasible solution of table 6.31, xy and x, ere the basic variables. The inital basis mati 10 (Ps Pal [: ‘] ‘The new column coefficients corresponding to and x, in any subsequent table are obtained by premultiplying Py and P, by the inverse of current basis matrix. Thos B" Py and P, = BP, Bo (P,P) = BY T= BY ‘Thus the ‘xy’ and ‘x,'-columns in any table give the inverse of the basis for that table, For instance, in table 6 32, the ‘x,’ and ‘xy -columns are given by (dentity matrix) zo i Which was the computed inverse of the basis for the able, The sime is true for table 6.33 as well. Thus the new basis inverse ean be easily obtained by considering the columns of initial basic variables and updating them by pivot operation. Similary, the right-hand side constants of any table ean be oblained by updating their values by the pivot operation at each iteration, Thus the revised simplex method makes use of a reduced simplex table which contains the columns of the initial basic variables, the right-hand side constants along with current basic variables. This reduced simplex table corresponding to table 632 is shown below. {.com/egaspicantDownload From - www.cgaspirants.com ADVANCED TOPICS IN LINEAR PROGRAMMING 545 TABLE 6.34 Constants b = 7 A % ss 1 cA % From B+, the simplex multipliers andthe (Z, ~Z, coefficients ae calculated. This results in selecting x; a8 the entering variable. The “x column (pivot column) for tale 6 32 is then ees Ac ‘fl Basis BI : ‘Knowing B, and b,, the minimum positive ratio test can be performed, which identifies x5 2) meena wt ete tn] ett (1 ‘ean be done by g (1) Motipying the fst row by eee arene rere ‘The pivot operation, when carried on the reduced table 6.34 yields the following table TABLE 6.35 Basis Bt b x % ° 3 Xs -% 1 3 The new inverse of the The new baste feasible solution is x, = 5, x5= 3, xy =5= » 12 0 wsisis| iy | erin ge tp t-te ‘ean be caleulated to check the optimality of the solution provided by table 6.35. EXAMPLE 6.3-2 Use revised simplex method to solve the LPP. Maximize Z= + x5 subject 10 3x) + de <6, 6) +) $3, x, 20. [Kerala MSe. (Math) 1984, Lucknow M.BA., 1980] {.com/egaspicantDownload From - www.cgaspirants.com 546 % OPERATIONS RESEARCH Solution The problem can be expressed in standard form as maximize Z= Ixy +m + Ory + Oxy, subject to Bx, 4 dry bass Ory Gx; +x +055 +x = 3, Bi ¥, 8. 42 0. Let P,, Pa, Ps, Py and b denote the column veetors corresponding fo x), x3, ¥3, 4 and the right-hand side constants respectively. Then °) nan -|° 1p ane Ls n=l Since (9 form te initial basis, P,, Pal= [i B= Land b =B'b=b. ‘The initial table of the revised simplex method is given below. The last two columns of this lable are added later Box TABLE 6.36 Basis |B Consianis | Variable to enter | Pivot column = fio 6 * 3 x Lo 4 3 © Hteration 1 ‘The simplex multipliers are = (mm) = ey BY 10) 15 |= @o : she acm -2-a0[]=2 ‘ Since @ ~Z, has more positive value, x, is variable that enters the basis, The pivot (key) ~ ( -£ ‘The entering variable xy and the elements in the pivot column are now entered in table 6.36, Applying the minimum positive ratio rule, the ratios are (2, 1/2). Hence x isthe outgoing variable and (6) isthe key element. ; : sow totam [2] ue tot] Ti ba by (© tiping oy 2 al sting fm 0 an (divi ‘The new B ing row 2 by 6 and righthand constants are given in table 6.37 {.com/egaspicantDownload From - www.cgaspirants.com ADVANCED TOPICS IN LINEAR PROGRAMMING @ 547 TABLE 6.37 Basis Conta Variable o ener [Po cole “ : 4% | (4) . i 4 ke hteration 2 ‘The simplex multipliers corresponding to table 6.37 are -63l] a}--49 i the variable that enters the basis. The pivot column is, 2 (il - ile ot oF 6 ‘The entering variable x, and the elements in the pivot columa are now entered in table 6.37, Applying the minimum positive ratio rule, the ratios are (9/7, 3). Hence x, is outgoing variable " cae [Now the pivot column swat at] ie L (© multiplying row 1 by 57 and subtracting from row 2, and 2 4 multiplying row by > ‘The new B" and right-hand side constants are represented in table 638, TABLE 6.38 Basis Be Conta 4 4 {.com/egaspicantDownload From - www.cgaspirants.com 548 4 OPERATIONS RESEARCH 21 - . 77 = (%,%)= cg B ja a 2 = @-2.-8) -(¢ 7 7 21°21 AP 4s) 4 4-2 -E3f] a a-% (4 Al-4 ara |1|* 21 Since & -Z and ~Z, are negative, table 6.38 gives optimal solution, which is 2.9 deta 2B st Dime Fe 2X Fd eS EXAMPLE 6.3-3, Solve by revised simplex method the problem: Maximize Z= x) 2x; + Beye subject to xy + Bey + 3x5 = 15, Dey +p + Sey ~ 20, uy + Dey + xy + Ky Xp Xa My m2 [Meerut, 1971, 72] Solution Variable x, occurs only in the third constraint with unit coefficient. Therefore, x, is @ basic variable, Introducing artificial variable xs and xz in the first and second constraints leads to the following standard form of the problem: Maximize Z= xj +20 + 305 ~~ Mts — Mi, subject to oxy 2 + Bay + Oxy x5 + Org = 15, Dey + x2 + Sis + Ory + Ors + x5 = 20, xy #2; ty xy + Ory + sy = 10, Me May on X62 0. Let Py... Pg and b denote the column vectors corresponding to xy, and the right-hand side constants respectively. Then v 2 3 0 1 0} 18 P= |2|,P,=|1 5), P.= |], 1) and b= |20 1 2 1 1 0) 10 Now (xy, x5, ) form the inital basis. 010 By x)= (Py Ps Pal=|0 0 1 00, B'=1and B= Bb ‘The intial table of the revised simplex method is given below. The last two columns of this table are added later {.com/egaspicantDownload From - www.cgaspirants.com ADVANCED TOPICS IN LINEAR PROGRAMMING @ 549 TABLE 6.39 Basis BT Constants] Variable | Pivor toemer | column = [o 1 of 8 o aia 0 i) 5 1 So 0) i 3 Iteration 1 The simplex multiplies are = (uy, ) = gE! 0 ,-M,-M) }0 5 -Z, = o-Py= (M,-1,-M) 2 1-@M-2-M)=3+2M, 2 ep- RP) =2-(M,-1,-M)|1 2 = 2-(2M~1-2M)=3+4M, 3 y= RPy = 3-(M,=1,-M) |5 3-(3M-5-M)=8+4M. is most positive, x isthe variable that enters the basis. The pivot column is 1 olfs} fs oo afs}=|1 ro olla} [3 ‘The entering variable x and the elements in the pivot columa are now entered in table 6.39, Since Z cite hissy ping te aspating pt em ce No (3) 1 : ° (@) dividing row 1 by 5, Beets a fom 2 (Gi) multiplying the reduced row 1 by 3 and subtracting from row 3. The new B and constants are given in table 6.40. {.com/egaspicantDownload From - www.cgaspirants.com ‘550 @ OPERATIONS RESEARCH TABLE 6.40 Basis _ Constants | Variable Pivot = |e 0 3 n | 0 1 n s S 1 0 1 a) Iteration 2 ‘The simplex multipliers comesponding to table 6.40 are 0 US. 0 = (%,R.m)= 6p B= @,-M,-M) [0-1/5 1 1-3/5 0) ’ 1 vfs] 3 = -1-[0+0-M)=-1+M » i8 most positive, x isthe variable that enters the basis. The pivot column is 0 1/5 Of os 1 a 1 ae 0, z U5, The replacement ratios are (15, s 5), thus variable x leaves the basis. Since i us artificial variable, it willbe excluded from further consideration, The pivot column | 9/5 | must 0) as, be reduced to |0|. This is done by 1 (0 dividing row 3 by 7/5, {.com/egaspicantDownload From - www.cgaspirants.com ADVANCED TOPICS IN LINEAR PROGRAMMING @ 551 (i) dividing row 3 by 7 and subtracting from row 1, and (it) multiplying row 3 by 9/7 and subtracting from row 2 ‘The new B-" and constants are given in table 6.41 TABLE 6 ; Tariable | Pivot Basis B Constanes | Fariable | Pivot % a0 | 207 0 5 a7 1 | ton | ow o 8 wo ° eration 3 ‘The simplex multiplies of table 6.41 are 1%) =G.-M,2) ° uy (142o-4m-))o] =—14a %~Z, isnot calculated since x, isan atfval variable. Since Z, ~Zy is most positive, a suters the bass sod the pivot colvaan becomes 12 4 24 e a7! | s 3 | & 5 26 77 re rcaea cia we (= 9,0) acess mnie sea ° si rl aie ts exe fo arrestin The pt tn || he ° 1B and constants are given in table 6.42 {.com/egaspicantDownload From - www.cgaspirants.com ‘552 @ OPERATIONS RESEARCH TABLE 6.12 Basis 7 Constants ee oe ge eg GM) el one 7 | tion | ee ns | om ano | sa an Iteration 4 The simplex muti for able 6.42 are 124 77 04 R= (M, MR) = cy B' = (3, -1, —> > il (Mi, Ma, Ms) B’=@G,-1,2) 77 S34 77 (24+¥ ') VPI ' 6 2 6 i 1 & —Zs and % ~ Z, are not calculated since xs and xz are artificial variables. Since & is positive, x enters the basis and the pivot column becomes ° = eee @/7y v ‘column | 6/7 | must be reduced to | 0 a7. °. This is done by (multiplying row | by 7, (i) multiplying row 1 by 2 and subtracting it from row 2, and (ii dividing row 1 by 3 and adding it to row 3 ‘The new Band constants are given in table 6.43, {.com/egaspicantDownload From - www.cgaspirants.com ADVANCED TOPICS IN LINEAR PROGRAMMING 553 TABLE 6.43 Basis B Constants ¥ 0 20; % 1 10 s|\2 y¥ ‘The simplex multipliers corresponding to table 6.43 are B= (Ry, Ry) = CyB 4-2 =c-mP, = 3-@,0,-1)|5|=3-@+0-= 1 Since & ~ Z; is negative, table 643 gives opimal solution, whichis ee y= Somes $= 0,84 = 10,85 = 0,6 = 0, and 320 10 Zea ™ 1x1042%3= 2-104 2 =o. EXAMPLE 6.9-4 Soh the following LPP by the reised simples method Minimize = bey +p + Bey subject t0 Dey ~ 3x + Dey $ 12, = Sup + Dep + S524, 3x) 253 =— 1, xpi %52 0. [RUBE. (1. and 1) Now, 2004) Solution In standard form the problem can be expressed as ‘minimize Z= ~ 4x tnt Duy, subject to Dey — Buy + Dis ny = 12, A 5x # 2m +34 = 4, 35, +2521, Xion ¥520, ‘Since the second and third equations do not contain basic variable, arti and x7 are added and the problem takes the form ‘minimize Z= = 45, xy +25 4 Ory + Oxy + Mig + Me, subject to 2x, = 3ey + ey x= 12, = 5e1 + 2p + Bay — ay te 4, = 3x, 42x +e) Myson 120. Let Py, ., Py and b denote the column vectors corresponding to x,y and the right-hand side constants respectively, Then {.com/egaspicantDownload From - www.cgaspirants.com 554 & OPERATIONS RESEARCH bet [Now (xy, 24) form the initial bass. Loo [Ps. Pe, P= JO 1 0) =1, 001 and b = Bb =b. Ba -» ‘The intial table of the revised simplex method is given below. The lat two columns of this table are added later TABLE 6.44 1 Tariable | Pivot a = Constants | ty enter | column % 0 2 z Xs co 1 4G 4 4 3 % ooo 1 @ eration 1 ‘The simplex multipliers are 1 00 = (m4) 6p B= (0,M,M)|0 1 0) =, M,M) oor 2 @-4) = ¢,~nP, =-4-(0,M,M) [3 8M ~4, 3 3 =(0,M,M) | 2] =1-2M, ° 2 = cy-nP,=2-(0,M,M)|3] =2-5M, 2 ° es ~ Ps = 0 ~ (0, M, M) | - ° enters the basis. The pivot column is Since (G, ~ Zs) is most negative, xy isthe variable that {.com/egaspicantDownload From - www.cgaspirants.com ADVANCED TOPICS IN LINEAR PROGRAMMING @ 555 EE ‘The entering variable x, and the elements in the pivot column are now entered in table 6.44, Applying the minimum positive ratio rule, the ratios are (6, 4/3, 1/2), Hence x; is the outgoing variable. This is shown by putting the corresponding pivot element in brackets i. (2). Since x7 is an artificial variable, it will be discarded from further consideration. Now the pivot column 2 0 3 | must be reduced to | 0 Qy, 1 This is obtained by (O subiracting row 3 from row 1, Go) multiplying row 3 by 3/2 and subtracting from row 2, (it) dividing row 3 by 2 ‘The new B" and constants are given in table 6.45, TABLE 645, Basis B! Constants | Variable | Pivot = 1 0 7 =3 % ° 1 @ % % 0 ° | o 4 Iteration 2 ‘The simplex multipliers corresponding to table 6.45 are = (4, Re MS) 1 3} =(ami) {.com/egaspicantDownload From - www.cgaspirants.com ‘556 @ OPERATIONS RESEARCH (@ ~Z) is not calculated since x; is an artificial variable, Since ( negative, x, enters the basis and the pivot column becomes \ill be disearded from further consideration), This is shown by putting the corresponding pivot 3 0 ‘element in brackets ie, (2). The pivot column | (2)| is now reduced to | 1). This is done by ° 0 (O multiplying row 2 by 3/2 and adding i to row 1, i) dividing row 2 by 2 ‘The new B" and constants are given in table 6.46, TABLE 6.46 S Tariable Basis Constanas | TaN | iver column ss 1 “) % 7) eration 3 The simplex multiplies of table 6.46 are ” 0 1 = (my, H)= ep BI =0,1,2){0 3 Since (& ~ Z,)is the most negative, x eters the basis andthe pivot column becomes {.com/egaspicantDownload From - www.cgaspirants.com ADVANCED TOPICS IN LINEAR PROGRAMMING 4 557 59 The replacement ratios ae (7 ‘The pivot column | — ‘This is done by L (© multiplying row 1 by > and adding it to row 2, io mango 1) an ing 3 "7 ip dividing row 1 by ‘The new Band constants are given in table 6.47 TABLE 6.47 Baie B Constants * ao mn Yn A My 1%, oa, s 5 y ay 4 ( % fr 6 ‘The simplex multiphers of ble GAT are fee co ed vv 10 16 = (M4, Me, B)= cB AAT [Sheen v7 1 {.com/egaspicantDownload From - www.cgaspirants.com 558 4 OPERATIONS RESEARCH Since ©, -Z,) as well as @ ~Zs) are non-negative, table 6.47 gives optimal solution, 39% 7 which is = 77.¥2= Tyo 8= F784 = 0.85 =, x5 =O, xy =O and optimal valve of objective function is nae Daye Bann 2% nen en in nT 6.3-1 Advantages and Disadvantages of the Revised Simplex Method over the Regular Simplex Method Advantages 1. The number of arithmetic operations in the revised simplex method may be lesser than, in the regular simplex method, depending on the size (m * 7) of the problem and the sparsity (Iraction of coefficients) ofits ¢, a and b, elements 2. The revised simplex method works with & reduced table as it stores only the basic variables, the basis inverse and the R.H.S. constants, Hence less new information needs to be stored in the memory of the computer from one iteration to the other. 3. Since computations in the revised simplex method are based on the basis inverse and the original data only, machine roundoff error is controlled by controling the accuracy ‘of basis inverse. This is distinet advantage over the regular simplex method, where there is a propagation of roundoff error 4, The theory ofthe revised simplex method, especially the importance ofthe basis inverse and the simplex multipliers is quite helpful in understanding sensitivity analysis and Parametric programming. Disadvantages ‘The above advantages of the revised simplex method are realised only For computations by a digital computer. For hand calculations, a lot of side computations are required. Computational mistakes are also likely to be more inthis method EXERCISES 6.3 1. Explain the revised simplex method and compare it with the regular simplex method [Delhi B. Se. (Math) 1993, 91; Meerut M Se. (Math) 1989) 2, What are the advantages ofthe revised simplex method over the standard simplex method ? (PLU. MCA, 2010; PUBE, (T&T) Nov, 2004; BE. (C. Se. and E) Dec, 2008, 3. Use revised simplex method to solve the following problem Minimize Z~ 25, +23 subjet to Bry ae, +326, ay 12553, ane (Kur. U. B. Tech. (Mech) 1989) (irs 4. Solve the following problem by the revised simplex method Maximize x)= 6x, 22 +3n, subjet to 2x ms bm 52, mds $4, Ba 20. [Madurai M. Se. Appl. Sc) 1983 : Roorkee ME. (Blect) 1977) {.com/egaspicant