Download From - www.cgaspirants.com 530 4 OPERATIONS RESEARCH 6.2 THE DUAL SIMPLEX METHOD In this section we introduce a different simplex algorithm that is motivated by the relationship between the primal and dual problems. The algorithm is designed to solve a class of LP. models efficiently, It is used to solve problems which start dual feasible, te., whose primal is optimal but infeasible , In this method the solution starts better than optimum but infeasible and remains infeasible until the true optimum is reached at which the solution becomes feasible. Thus, whereas the regular simplex method starts with a basi feasible but non-optimal solution and works towards ‘optimality, the dual simplex. method starts with a basic infeasible but optimal solution and works towards feasibility ‘The dual simplex method was first discovered by CE. Lemke, a student of Chames. It is applicable to maximization as well as minimization problems, The constraints are converted into < type and slack variables are added to set up the problem in the standard form. The intial simplex. lable is constructed and if any 6 is negative and the optimality condition is satisfied, then the given problem can be solved by the dual simplex method. Note that a negative right-handside element signifies that the corresponding slack variable is negative. ‘The dual simplex method is quite similar to the regular simplex method and once they are started, the only difference lies inthe criterion used for selecting a variable to enter the basis and to leave the basis. In the dual simplex method this criterion is forthe dual while in regular simplex rethod the eriterion is for the primal, Further, in the dual simplex method we first determine the variable to Jeave the basis and then the variable to enter the basi, while reverse is done in the ‘ease of the simplex method. 6.2-1 Applications of the Dual Simplex Method In general itis not always easy to find a dual feasible basis. For many practical problems the initial table is nether primal feasible nor dual feasible. Hence as a rule the regular (primal) simplex method is preferred over the dual simplex method for solving the general L.P. problem, However, there are instances when the dual simplex method has a distinct advantage over the primal simplex method. These are the problems in which a dual feasible table is readily available to start the dual simplex method. Various applications of the dual simplex method include Sensitivity analysis when the right-hand side vector, changes or when new constraints are added. If the newly added constraint is not satisfied by the optimal solution, the problem remains optimal but it becomes infeasible, The dual simplex method can then be applied to clear the infeasibility 2. Parametric programming, 3. Integer programming algorithms 4. Some non-linear programming algorithms. 5. Iteliminates the introduction of artificial variables in the L.P. problems. This is the advantage over the regular simplex method 6.2-2 Dual Simplex Algorithm The dual simplex algorithm (technique) to solve an L.P. problem consists of the following steps Step 1. Convert the problem into maximization problem if itis initially in the minimization form, Step 2. Convert > type constraints, if any, into < type by multiplying both sides of such constraints by ~ 1 {.com/egaspicantDownload From - www.cgaspirants.com ADVANCED TOPICS IN LINEAR PROGRAMMING 4 531 Step 3. Convert the inequality constrains ino equalities by addition of slack variables and obtain theinital solution. Expressthe above information inthe frm ofa table known s the dual simples able. Step 4. Compute ¢,~ Z; for every column. Three cases arise (@) Mall e,~Z, are ether negative or zero anal bare non-negative, the solution obtained above Is the optimal basic Feasible solution ©) Mall ~Z, ate either negative or zero and atleast one b, is negative, then proceed to step 5 (©) If any; ~ 218 postive, the method fils Step 5, Selet the row that contains the most negative , This row is called the key sow othe pivot row. The corresponding basic variable leavesthe basis. This is called chal feasbility condition. Step 6. Look atthe clements of the key ro. (@) Ifall elements are non-negative, the problem does not havea feasible solution. {@) If at Least one clement is negative, find the ratios ofthe corresponding clements ofc; Z,-t0w to these elements. Ignore the ratios associated with positive or zero elements of the key row. Choose the smallest ofthese ratios. The corresponding column is the key column and the associated variable isthe entering variable. Ths i called dval optimality ‘condition. Mark the key clement oF the pivot element Step 7. Make the key element unity. Perform the row operations as in the regular simplex method and repeat iterions until ether an optimal feasible solution is obtained in a finite number of steps or there is an indication of the non-existence of @ feasible solution. Flow chart of these steps is shown in Fig. 6. Convert the minimization problem, irany, into the maximization problem + ‘Convert > type constraint, if any, into = type + Convert = type consiraints into equations and set up the initial dual simplex table eee eee >| Compute g -Z values (Optimal sofution obtained (a) Select Key vow with the most negative hy (b) Find ratios of ¢ ~Z, elements to the negative elements of key row. Select key columa with minimum ratio + ‘Mark the key clement. Perform row operations) 1s in regular simplex method ig. 61, Flow chr fort dal wmplox metiod ‘This technique will now be explained by considering a few examples. {.com/egaspicantDownload From - www.cgaspirants.com 532 4 OPERATIONS RESEARCH EXAMPLE 6.2-1 Solve by dual simplex method the following problem Minimize Z> 2) + 2x2 + dey subject 10 Dey + 5ep + Sey2 2, 3x) ty + ay $3 xy + dey + Ory $5, xp en es20 IPTU, M.Tech. Dec., 2011; PU.B.E. (1. & LT) Now, 2004) Solution It consists of the following steps Step 1 ‘The given minimization problem is converted into maximization problem by writing ‘maximize 2x) = 2s = ds. Step 2 ‘The first constraint is of > type. It is converted into < type by multiplying throughout by =I ‘Thus the constraint becomes = 2x ~ 3x ~ 5, Step 3 ‘The problem in canonical form is now eonverted into standard form by adding slack variables ‘sy 83 and sy in the constraints, Thus the problem is expressed as maximize = Dey ~ Dry — Ay + Os) + 05, + O55, subject to = Bey ~ 3x ~ Sey +5) =-2, Sy tat Ty te xy they + 65 +55 =5, Nis Ma Yy Sia, $5 all 2 O. Putting xy = x2 = x5 = 0, the inital basic solution is s) = ~ 2, s2 = 3, $5 = 5. Since sis negative, solution is infeasible. The above information is expressed in table 6.21, ealled starting ‘dual simplex table TABLE 621 ¢ 2 2 4 0 0 0 . Bis my 5% § 8 yb oon 2 GH SF 1 6 8 ae o 3 3 1 7 09 1 0 3 o 5s 1 4 6 0 o0 41 5 2, Bendy 0 0 0 6 0 0 0 os, 2 2 4 0 0 o 7 Initial bate infecsiblesoltion Step 4 Compute cj ~ Z, where Z; = Beg dy. As all cj ~ Z, are either negative or zero and by is negative, the soltion is optimal but infeasible. We proceed to step 5. Step § ‘As b, = ~2, the first row is the key row and sy is the outgoing variable. Step 6 Find the ratios of elements of ¢, ~ Z; row to the elements of key row. Neglect the ratios ‘corresponding to positive or zero elements of key row. The desired ratios are 20-4 4 Fad =F {.com/egaspicantDownload From - www.cgaspirants.com ADVANCED TOPICS IN LINEAR PROGRAMMING 533 Sic 3st els, cn te ey slams be imine ar and (-3) is the key clement Step? ple by x This is shown in whe 6.22 TABLE 622 rn a a 2 % 1 ¥ Moo o y o se % o GY WY 1 0 o 5 -% 0 % ¥ o 1 %o2 % ¥% 0 o Ko 0 K Ro 0 Optimal basic feasible solution ‘As all — Z, are negative or zero and all b, are positive, the solution given by table 622 is ‘optimal, The optimal solution is x % % 2 mix, G= 20-2 5 -4x0= or min. Z= 5 EXAMPLE 6.2-2 Use dual simplex method to maximize Z= ~3x)-2, subject to steel, x57, x +2210, x3, mj 2 0. [ALD.U Rohtak BE. (Mech) Dee., 2006; H.P-U. MCA 1999) Solution Proceeding as in example 6.2-1 we express the given problem as maximize Zz subject to x20, ‘Adding slack variables the problem can be expressed as maximize Z= ~ 3x ~Dey + Os, +052 + O55 + O54 subject 10 mom ts =o {.com/egaspicantDownload From - www.cgaspirants.com 534 @ OPERATIONS RESEARCH ox, 2 + sats pay Sp 85 5420 ‘The intial basic infeasible solution is x; = 0, x3 = 0, 8, is expressed in table 6.23 TABLE 6.23 a 3 2 0 0 o oO ce Bais ym yw om to 1 0 Olt o 8 1 1 0 1 0 oo 7 oO 5 A @ 0 0 1 o woe 0% o 1 0 0 0 1 3 2, > Seatty o 0 o 0 0 =z o 0 o 0 First basic infeasible solution 3, for x; ~ column and 1, for x: ~ column. olumn isthe key column and (-2) isthe key elements, is replaced by xin table 6.24, TABLE 6.24 z= 0 0 0 0 hoof wb o 1 0 o 4 o eo 4 o 2 1 0 os 0 0 6 1 ae 2 0 0 o -10 0 0 o S528 - t ‘Second basic infeasible solution Replaces, and =; This is shown i table 625 TABLE 6.25 5 3 2 0 oO 0 0 cs Bis me 8 6 0 fT 60 4 A 6 S: o 0 6 1 1 4 0 % 1 0 6 09 4 3 5 10 0 6 +a 2 4 3 2 0 0 3 4 «8 0 0 0 0 3 4 Optimal feasible solution {.com/egaspicantDownload From - www.cgaspirants.com ADVANCED TOPICS IN LINEAR PROGRAMMING 535 Table 625 gives the optimal feasible solution, which is y= 4x = 3 and Zpgg =— 3X 4-2 3=- 18, ‘To reinforce the understanding of the dual simplex method, Fig. 62 shows graphically the path followed by the algorithm inthe solution of this problem. The algorithm starts at extreme point Fig. 62 © (which is infeasible and better than optimum since Z = 0), then moves to 4 (which is still infeasible and better than optimum since Z= 10), and finally becomes feasible at B. At this point, the process ends with B as the feasible optimal solution. Note thatthe region of feasible solution, inthis problem is just the point B EXAMPLE 6.2-3, Use dual simplex method to solve the LPP. Minimize Z= tx subject to Bey +22, oxy 2 1, xp 20 [PUB (TIT) Now, 2006) Solution Proceeding as in example 6.2-1 we express the given problem as maximize Ze 22-5 =% subject to ey S-2, sym 20 Adding slack variables s,s, the problem ean be expressed as maximize Ze -x,—x, +05, +08, subject to ym t=, sytem teed My ¥ 51.8220, ‘The initial basic solution is x; = 0, x; = 0, 4) = -2, 5) =~ I, Z’ = 0, which is infeasible ‘This is expressed in table 6.26. As by is the most negative, s-row is the key row and 5} is the ‘outgoing variable. {.com/egaspicantDownload From - www.cgaspirants.com 536 @ OPERATIONS RESEARCH TABLE 6.26 3 aI =I 0 ° Bais 2 5 2 » o 5 “ 1 ° ae o 8 1 \ ° 1 “1 Zz ° ° ° ° ° yl 4 ° ° + Initial bate infecsible solution 0.5, for xy-column and = |, for xyeolumn *.sy-colunn i the key column and (-2) isthe key element. sy is replaced by x in table 6.27. TABLE 627 ed 0 o Be om a 4 oy o 4 o 5 0 Lo oae 4, o 4 4 0 hoo Second basic infeasible solution Compute 6-2, row. Since ¢-Z, coefficients are either negative or zero under all columns and b» is negative, the second basic solution is optimal but infeasible Since by is negative, mark the second row as the key row which yields s, as the outgoing variable. But since s; -row contains no negative coefficient, no other variable enters the basis, ‘Thus the given L.PP. has no feasible solution. EXAMPLE 6.2-4 Use dual simplex method to solve the following L.P. problem Minimize Z= By tay tas + dey subject 10 2x, + dy + Sey +4 2 10, Bx, wap + Tey ~ 2eg2 2, Say + 2x; Hay + 64 2 15, My My 20. [RU. BE. (ELT) DEC, 2008} Solution Proceeding as in example 6.2-1, we express the given problem as maximize 2 =~Z= Bx, ~ 2x) —xy— dey, subject to ~ xy ~ 54 — x4 S— 10, Bay ty Tey + Dey = 2, 2x; = x5 — 6x $— 15, Mi Mae te2 0. Sx = {.com/egaspicantDownload From - www.cgaspirants.com ADVANCED TOPICS IN LINEAR PROGRAMMING 537 Adding slack variables 5, s,s the problem can be expressed as maximize TZ) = = 3x, — Dey — 85 = dy + Os; + O53 + Oss, subject to MBxy ~ dey ~ 51 — x4 + 5) = -10, Br tx = Tey + ny #83 == 2, Sx ~ Bey — 5 — 6x + 59 = “15, Mia Me Ne Sh S344 20 ‘The inital basic infeasible solution is x; Z = 0. This is expressed in table 6.28. As by is the most negative, s-row is the key row and 53 is the outgoing variable, TABLE 6.28 4 0 0 0 ee Mo o 1100 0 10 o 2 0 1 o 2 0 6 0 0 1 AB oe o 0 0 o o 4 0 0 0 i Ininal basie infeasible solution Since is minimum under xy-column, x; is the incoming variable. Variable s, is replaced by x; in table 629, TABLE 6.29 3 = 41 4 09 0 0 Bais om om om os 0 = -1% (2%) L o ae o 8 o =~ 3% 2% 1 1 34 1 % Ww & o o 3 % 3 -% a a) ° 9 7% 0 -% -% o 0 1 ‘Second basic infeasible solution prow Is the Key row and 518 the Tin table 629, by is the only negative element. Therefore, Z, {.com/egaspicantDownload From - www.cgaspirants.com 538 4 OPERATIONS RESEARCH 2 Since 5 isthe smaller ratio, x-column isthe key column and xy isthe incoming variable. 15 is replaced by x5 in table 6.30, TABLE 630 s z= 41 4.~0.~0~~S y toon 0 Wy 1 Ys “Ys 9 ss 153 wy 28y on 0 hy 0 hy Ys 1 Ms Yn n 1 Gy 0 hy Ys 0 -Sn 4 =) ay % 3 “Yay 1 “Ys Ya 0 Ys Ys % 0 Vy 0 hg Hy 9 as Optimal b.f.s. Table 630 gives the opinal Teale sition -§ 20 25 a 3 23 EXERCISES 6.2 1. What is dali 7 xplsin dal simplex agri bry (PiU: MCA, 2001 2. Write the various steps involved in the dual simplex method [PUBE (LT) Dee, 2008; Nellore MBA, 2002] 3. Explain how to examine the existence or otherwise of primal feasible solution withthe belp of dual simplex algorithm (Kuru U. MSe. (Math) 2001] 4. What isthe essential diference between regular simplex and dual simplex method? [PUBE. (TIT) Nox, 2006) 5. Describe the flow chart fr the dual simplex method. [Kru UB. (ech, Je, 2012 6. Use dual simplex method to ‘minimize Z~ 25, tay subject to Bey +23, fn, 1326, mde 53, xe 20. (RUBE (CS. & B) 2004 ; Kun ULM, Tech Dec, 1998) 3) 3 7. Solve the following problem by dual simplex method minimize Z~ 201, +2 subject to am 20 (ns. x)= 5.) - 75% 8, Solve by dual simplex method the problem minimize 2= I0xy + 6x: +20, subject to xy ay ty 2 1, ant ym 22, 14) {.com/egaspicant