Generic Solution Methods For LP

Linear Programming and Applications
Generic Solution Methods for LP

ISE: 503
mnusyed@gmail.com
February 12, 2023
Syed N Mujahid Linear Programming February 12, 2023 1 / 38

Outline of the Course
① Preliminaries
② Introduction to Linear Programming
③ Generic Solution Methods for LP
④ Simplex Based LP Solution Methods
⑤ Enhanced Solution Methods via Duality
⑥ Decomposition Principle for LP
⑦ Network Simplex Method & Applications

Chapter Outline
1 Graphical Search Methods
2D Graphical Method
Requirement Space Method
2 Algebraic Search Tools
Improving Directions
Feasible Directions
General Algorithms
3 Improving Search Illustrated
Boundary Point
Interior Point
Exterior Point
4 Preprocessing LPs
Basic Analysis
Advanced Analysis
5 Summary
2D Graphical Method
Feasible Directions
General Algorithms
Boundary Point
Interior Point
Exterior Point
4 Preprocessing LPs
Basic Analysis
Advanced Analysis
5 Summary
2D Graphical Method: Example-1
Exercise-1: Solve the LP graphically.
maximize :
100 aw + 30 ac
subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw ≥ 0

maximize :
100 aw + 30 ac
subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw ≥ 0
How many variables?

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
[0,0]T ac

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
aw , ac ≥ 0
Restriction on Domain
[0,0]T ac

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
aw , ac ≥ 0
[0,0]T ac

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
10 ac ≥ 30
[0,0]T ac

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
10 ac ≥ 30
[0,0]T ac

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
10 ac ≥ 30
First draw the equation 10 ac = 30
The select the appropriate Half Space
[0,0]T ac

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
ac + aw ≤ 7
Half Space
[0,0]T ac

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
ac + aw ≤ 7
Half Space
[0,0]T ac

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
ac + aw ≤ 7
Half Space
[0,0]T ac

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
4 ac + 10 aw ≤ 40
Half Space
[0,0]T ac

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
4 ac + 10 aw ≤ 40
Half Space
[0,0]T ac

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
4 ac + 10 aw ≤ 40
Half Space
[0,0]T ac

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
4 ac + 10 aw ≤ 40
Half Space
[0,0]T ac

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
a2 a1 = [3, 0]T
a2 = [3, 2.8]T
a3
a3 = [5, 2]T
a4 = [7, 2]T
a1
ac a4
[0,0]T

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
a2 Observation-1:
a3 ☞ Called as ‘Feasible Set’
☞ Intersection of linear equations (Hyperplanes
in high dimensions)
a1 ☞ Bounded (Typically, when it is bounded we
a4 call it a ‘Polytope’. When it is unbounded, then
[0,0]T ac we call it a ‘Polyhedron’)

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
a2 Observation-2:
a3 ☞ Feasible set divides the variable space into two
sets.
☞ Generally, a solution can be represented by a
a1 VECTOR.
a4 ☞ ‘Feasible Solution’
[0,0]T ac ☞ ‘Infeasible Solution’

subject to :
ac + aw ≤ 7
4 ac + 10 aw ≤ 40
10 ac ≥ 30
ac ≥ 0
aw aw ≥ 0
a2 Feasible or Infeasible Solution?

a5 = [2, 2]T infeasible
a5 a3 a6 = [5, 1]T feasible
a6
a1
ac a4
[0,0]T

let us plot objective function.
maximize :
100 aw + 30 ac
aw
[0,0]T ac

maximize :
100 aw + 30 ac
It can be plotted by converting to an equation.

aw Like:
z = 100 aw + 30 ac
It will be one dimension higher to the number of
variables. In order to reduce the extra dimension,
we can plot its contours.
[0,0]T ac
100 aw +30 ac =100

maximize :
100 aw + 30 ac

aw Like:
z = 100 aw + 30 ac
we can plot its contours.
[0,0]T ac
z=100

maximize :
100 aw + 30 ac
z=800
aw Like:
z=700 z = 100 aw + 30 ac
z=600 It will be one dimension higher to the number of

z=500 we can plot its contours.
z=400
z=300
[0,0]T ac z=200
z=100

maximize :
100 aw + 30 ac

aw Like:
z = 100 aw + 30 ac
z=500 we can plot its contours.
z=400
z=300
[0,0]T ac

maximize :
100 aw + 30 ac
subject to :
ac + aw ≤ 7
aw 4 ac + 10 aw ≤ 40
10 ac ≥ 30
a2 ac ≥ 0
z=500
a3 aw ≥ 0
z=400
z=300
a1
ac a4
[0,0]T

maximize :
100 aw + 30 ac
subject to :
ac + aw ≤ 7
aw 4 ac + 10 aw ≤ 40
10 ac ≥ 30
a2 ac ≥ 0
z=500
a3 aw ≥ 0
z=400
The optimal solution will be a feasible solution that has the
maximum objective function value.
z=300
a1 optimal solution: a2 = a⋆ = [3, 2.8]T
a4 objective value: z ⋆ = 370
[0,0]T ac

maximize :
5 x1 + 5 x2
subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
x1 + 3x2 ≥ 3
x1 , x 2 ≥ 0

maximize :
5 x1 + 5 x2
subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
x1 + 3x2 ≥ 3
x1 , x 2 ≥ 0
How many variables?

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
x1

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
x1 , x2 ≥ 0
x1

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
x1 , x2 ≥ 0
x1

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
2x1 + x2 ≤ 8
Half Space
x1

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
2x1 + x2 ≤ 8
Half Space
x1

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
2x1 + x2 ≤ 8
Half Space
x1

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
2x1 + x2 ≤ 8
Half Space
x1

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
x1 + x2 ≤ 6
Half Space
x1

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
x1 + x2 ≤ 6
Half Space
x1

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
x1

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
x1 + 3x2 ≥ 3
Half Space
x1

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
x1 + 3x2 ≥ 3
Half Space
x1

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
x1 + 3x2 ≥ 3
Half Space
x1

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
a2 x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
a3
a1 = [0, 1]T
a2 = [0, 6]T
a3 = [2, 4]T
a4 = [4, 0]T
a5 = [3, 0]T
a1
a5 a4 x
1

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
a2 x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
a3
The objective function contours:
z = 5 x1 + 5 x2
a1
a5 a4 x
1

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
a2 x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
a3
x1 + 5 x2 = 1
a1
a5 a4 x
1

subject to :
2x1 + x2 ≤ 8
x1 + x2 ≤ 6
a2 x1 + 3x2 ≥ 3
x1 , x2 ≥ 0
x2
a3
z=1
a1
a5 a4 x
1


z=8
z=7
z=6
z=5
z=4 x2
z=3
z=2
z=1
x1

z=7
z=6
z=5
x2
x1

z=7
z=6
z=5
x2
x1

z=7
z=6
z=5 a2
x2
a3
a1
a5 a4 x
1

z=7
z=6
z=5 a2
x2
a3
a1
a5 a4 x
1

maximize :
5 x1 + 5 x2
a2 subject to :
2x1 + x2 ≤ 8
x2 x1 + x2 ≤ 6
a3
x1 + 3x2 ≥ 3
x1 , x 2 ≥ 0
a1
a5 a4 x
1

maximize :
5 x1 + 5 x2
a2 subject to :
2x1 + x2 ≤ 8
x2 x1 + x2 ≤ 6
a3
x1 + 3x2 ≥ 3
x1 , x 2 ≥ 0
The optimal solution will be a feasible solution that has the

maximum objective function value.
a1 optimal solution: All points that lie on a2 a3 are optimal.
objective value: z ⋆ = 30
a5 a4 x
1

2D Graphical Method: Summary
Solving a linear program will result in following different cases:
✪ Infeasible Solution
✪ Unbounded Solution
✪ Optimal Solution
★ Unique Optimal
★ Alternate Optimal

★ Unique Optimal

For the case of maximization,
✪ Unbounded Solution the problem is unbounded.
✪ Optimal Solution If the objective is to minimize,
then we have a solution.
★ Unique Optimal Note: Unbounded feasible set
does not imply unbounded LP.
𝑧 = 50
𝑧 = 20 𝑧 = 30 𝑧 = 40
𝑧 = 10

𝑧 = 300
★ Unique Optimal 𝑧 = 200
★ Alternate Optimal 𝑧 = 100
𝑧 = 300
𝑧 = 200
𝑧 = 100
The objective function type is to maximize.

★ Unique Optimal
𝑧 = 150
𝑧 = 100
𝑧 = 33
𝑧 = 50
𝑧 = 20
𝑧 = 15
The objective function type is to maximize.

Requirement Space: Key Idea Equality Constraints
Consider the LP in standard form:
minimize: cT x, (1)
subject to: Ax = b, (2)
x ≥ 0. (3)

minimize: cT x, (1)
x ≥ 0. (3)
Requirement Space: Equation (2) & (3) enforce that b, RHS requirement vector, should belong to the conic
combination of columns of A.

minimize: cT x, (1)
x ≥ 0. (3)
☞ Feasibility: the problem is feasible, if and only if, b belongs to the conic combination of columns of A.

minimize: cT x, (1)
x ≥ 0. (3)

minimize: cT x, (1)
x ≥ 0. (3)
☞ Optimality: the objective function can be seen as another equation with a new variable, i.e.,

c z
x=
A b
Thus, the finding optimal solution is similar to finding optimal value of z in the above expanded space (increase
by 1d).

minimize: cT x, (1)
x ≥ 0. (3)

c z
x=
A b
by 1d).

minimize: cT x, (1)
x ≥ 0. (3)

c z
x=
A b
by 1d).

minimize: cT x, (1)
x ≥ 0. (3)

c z
x=
A b
by 1d).

minimize: cT x, (1)
x ≥ 0. (3)

c z
x=
A b
by 1d).
☞ Unboundedness: Using vector [z, bT ]T in the expanded space, unboundedness can be detected.

Requirement Space: Key Idea Inequality Constraints
The requirement space idea can be extended to analyze LP in canonical form.
𝒂𝟏
𝒂𝟐
𝒂𝟑

𝒂𝟏
𝒂𝟐
𝒂𝟑

𝒂𝟏
𝒂𝟐
𝒂𝟑

𝒂𝟏
𝒂𝟐
𝒂𝟑
≤𝒃

𝒂𝟏
𝒂𝟐
𝒂𝟑

𝒂𝟏
𝒂𝟐
𝒂𝟑
≤𝒃

Requirement Space: Ferkas Theorem
Ferkas Lemma
Let A be an m × n matrix, and c be an n-vector. Exactly one of the following two systems has a
solution:
System 1 : Ax ≤ 0 and cT x > 0 for some x ∈ Rn .

System 2 : AT y = c and y ≥ 0 for some y ∈ Rm .

Requirement Space: Ferkas Theorem
Ferkas Lemma
Let A be an m × n matrix, and c be an n-vector. Exactly one of the following two systems has a
solution:
System 1 : Ax ≤ 0 and cT x > 0 for some x ∈ Rn .

System 2 : AT y = c and y ≥ 0 for some y ∈ Rm .

2D Graphical Method
Feasible Directions
General Algorithms
Boundary Point
Interior Point
Exterior Point
4 Preprocessing LPs
Basic Analysis
Advanced Analysis
5 Summary
Move
Moving along a direction

Let x1 ∈ Rn be a point, and suppose that we want to move along a non-zero direction
d ∈ Rn from x1 . Then the ray emanating from x1 can be expressed as:
x = x1 + λ d,
where λ > 0 is the step size along direction d.
x
x
x
x1

Gradients of a Function
The gradient is defined as:  ∂f (x) 

∂x
 1 
 
 ∂f (x) 
 ∂x2 
 
∇f (x) =  
 .. 
 
 . 
 
 
∂f (x)
∂xn


∂x
 1 
 
 ∂f (x) 
 ∂x2 
 
∇f (x) =  
 .. 
 
 . 
 
 
∂f (x)
∂xn
☞ Gradient of f (x) = cT x is


∂x
 1 
 
 ∂f (x) 
 ∂x2 
 
∇f (x) =  
 .. 
 
 . 
 
 
∂f (x)
∂xn
☞ Gradient of f (x) = cT x is c


∂x
 1 
 
 ∂f (x) 
 ∂x2 
 
∇f (x) =  
 .. 
 
 . 
 
 
∂f (x)
∂xn
☞ Gradient of f (x) = cT x is c
☞ A gradient at a point indicates possible direction which increases the function’s value.

Improving direction
Let x1 ∈ Rn be a feasible point. A nonzero direction d ∈ Rn is a improving direction, if
f (x1 + λd) is better than f (x1 ), where f () : Rn 7→ R is any objective function.
For the linear programs in the standard form, an improving direction will be:

Improving direction
maximization: cT (x + d) > cT x
minimization: cT (x + d) < cT x

Improving direction
maximization: cT d > 0
minimization: cT d < 0

Improving direction
maximization: cT d > 0
minimization: cT d < 0
☞ What can you say about direction c and −c?

Feasible Directions
Feasible direction
Let x1 ∈ Rn be a feasible point. A nonzero direction d ∈ Rn is a feasible direction, if there
exists a scalar λ > 0 such that x1 + λd is feasible.
For the linear programs in the standard form, the properties of the feasible direction will be:

Feasible Directions
Feasible direction
A(x1 +λd) = b, (1)
x1 + λd ≥ 0, (2)
λ > 0, (3)
d ̸= 0. (4)

Feasible Directions
Feasible direction
Ad = 0, (1)
x1 + λd ≥ 0, (2)
λ > 0, (3)
d ̸= 0. (4)

Feasible Directions
Feasible direction
Ad = 0, (1)
x1 + λd ≥ 0, (2)
λ > 0, (3)
d ̸= 0. (4)
☞ What can you infer when a d ≥ 0 satisfy Equation (1)?

Feasible Directions
Feasible direction
Ad = 0, (1)
x1 + λd ≥ 0, (2)
λ > 0, (3)
d ̸= 0. (4)
☞ Let us say, one of the element of d, say dr is negative. What will be the maximum step
length, say λmax ?
Feasible Directions
Feasible direction
Ad = 0, (1)
x1 + λd ≥ 0, (2)
λ > 0, (3)
d ̸= 0. (4)
☞ Let us say, some of the elements of d are negative. What will be the maximum step length,
say λmax ?
Feasible Directions
Feasible direction
Ad = 0, (1)
x1 + λd ≥ 0, (2)
λ > 0, (3)
d ̸= 0. (4)
☞
x1r
λmax = min | dr < 0, Ad = 0
|dr |
An Idea
☞ Let x(0) be an initial feasible solution.

An Idea

☞ When can x(0) be optimal?

An Idea

☞ Let d(0) be a nonzero direction at x(0) , which is both improving and feasible.

An Idea

☞ Having the knowledge of x(0) and d(0) , what could be a possible mechanism to get
an improved solution, say x(1) ?

An Idea

x(1) = x(0) + λ(0) d(0)

An Idea

x(1) = x(0) + λ(0) d(0)
☞ Questions: How to get λ(0) and d(0) ?

2D Graphical Method
Feasible Directions
General Algorithms
Boundary Point
Interior Point
Exterior Point
4 Preprocessing LPs
Basic Analysis
Advanced Analysis
5 Summary
Improving Search: Boundary Point
𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

Improving Search: Interior Point
𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

Improving Search: Exterior Point
𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

𝒙𝟏
𝒙𝟐

2D Graphical Method
Feasible Directions
General Algorithms
Boundary Point
Interior Point
Exterior Point
4 Preprocessing LPs
Basic Analysis
Advanced Analysis
5 Summary
Preprocessing LPs: Goals
minimize: cT x,
subject to:
Ax ⋇ b,
x ≥ 0.
The main goals of LP preprocessing are:

✎ Fix as many variables as possible;
✎ Reduce the number of variables and constraints by eliminations.
✎ Eliminate as many redundant constraints as possible;
✎ Estimate new implied bounds on as many variables as possible.

Preprocessing: Basic Analysis
The basic reductions for an LP can be stated as follows:
☞ All-Zero Rows
☞ All-Zero Columns
☞ Singleton Rows
☞ Singleton Columns
☞ Grained Rows
☞ Grained Columns

☞ All-Zero Rows: Redundant or Infeasible Constraint
If LP at any time have any of the following constraint structures, then that constraint can be removed form LP.
0T x = 0,
0T x ≤ +ve or
T
0 x ≥ −ve.
Otherwise, if the LP at any time have any of the following constraint structure, then the LP is infeasible:
0T x < −ve or
0T x > +ve.
☞ All-Zero Columns
☞ Singleton Rows
☞ Grained Rows
☞ Grained Columns
☞ All-Zero Columns: Fixing or Unbounded Variable
If LP at any time have any of the following column structure, then the primal variable corresponding to the column
can be fixed, and the column can be removed from the LP:
··· c j xj ···
··· 0xj ···
··· 0xj ···
.. .. ..
. . .
··· 0xj ···
Now, following cases arise:
✎ If cj > 0, then xj = 0.
✎ If cj < 0, then the primal problem is unbounded.
Remember, the updated bounds on a variable should be feasible w.r.t the existing bounds. In addition to the above
cases, the objective function is compensated accordingly.
☞ Singleton Rows
☞ Grained Rows
☞ Grained Columns
☞ Singleton Rows: New bounds or Fixing Variable
If LP at any time have any of the following constraint structures, then that primal variable bounds can be improved.
0 ··· 0+ ai,j xj +0 ··· = bi ,
0 ··· 0+ ai,j xj +0 ··· ≥ bi , or
0 ··· 0+ ai,j xj +0 ··· ≤ bi .
Now, following cases arise:
✎ If ai,j > 0, then correspondingly the bounds on the primal variable can be defined as:
xj = bi /ai,j ,
xj ≥ bi /ai,j , or
xj ≤ bi /ai,j .
✎ If ai,j < 0, then correspondingly the bounds on the primal variable can be defined as:
xj = bi /ai,j ,
xj ≤ bi /ai,j , or
xj ≥ bi /ai,j .
If the primal variable’s above bounds are tight, then some of the primal constraints may become redundant. If the
bounds are conflicting with the existing bounds, then the primal problem is infeasible. If the primal variable’s bounds
do not contain zero, then the corresponding dual constraint is never active. If the primal variable’s value is fixed, then
the variable can be removed from the LP and the objective function is compensated accordingly.
☞ SingletonSyed N Mujahid
Columns Linear Programming February 12, 2023 23 / 38
☞ Singleton Columns: New bounds or Fixing Dual Variable
If LP at any time have any of the following constraint structures, then that dual variable bounds can be improved.
··· cj xj ···
··· 0xj ···
. . .
. . .
. . .
··· 0xj ···
··· ai,j xj ···
··· 0xj ···
. . .
. . .
. . .
··· 0xj ···
Now assuming that xj is a non-negative variable, following cases arise:

✎ If ai,j > 0, then yi ≤ cj /ai,j is a bound on dual variable.
✎ If ai,j < 0, then yi ≥ cj /ai,j is a bound on dual variable.
If the dual variable’s above bounds are tight, then some of the dual constraints may become redundant. If the bounds
are conflicting with the existing bounds, then the dual problem is infeasible. If the dual variable’s bounds do not
contain zero, then the corresponding primal constraint is never active. If the dual variable’s value is fixed, then the
variable can be removed from the LP and the objective function is compensated accordingly.
☞ Grained Syed
RowsN Mujahid Linear Programming February 12, 2023 23 / 38
☞ Grained Rows: Eliminating Constraint or Infeasible Problem
The idea of singleton rows and singleton columns can be further extended. In fact, the singleton rows can be further
extended to grained rows. Grained rows is a constraint that is obviously redundant or infeasible. For example, say in a
grained row, all the coefficients are non-negative. Following two cases arise for the grained rows:
✎ If bi < 0, and there is a grained constraint is redundant and can be eliminated.
ai,1 x1 + ··· +ai,j−1 x( j − 1) +ai,j xj +ai,j+1 x( j + 1) ··· +ai,n xn ≥ bi ,
☞ Grained Columns

The idea of singleton rows and singleton columns can be further extended. In fact, the singleton rows can be further
extended to grained rows. Grained rows is a constraint that is obviously redundant or infeasible. For example, say in a
grained row, all the coefficients are non-negative. Following two cases arise for the grained rows:
✎ If bi < 0, and there is a grained constraint of the following type:
ai,1 x1 + ··· +ai,j−1 x( j − 1) +ai,j xj +ai,j+1 x( j + 1) ··· +ai,n xn ≤ bi ,
then the primal problem is infeasible. If bi = 0, then all the primal variables xj can be fixed to zero.
☞ Grained Columns

☞ Grained Columns: Fixing Variable or Unbounded Problem
The idea of singleton rows and singleton columns can be further extended. In fact, the singleton columns can be
further extended to grained columns. Grained column is a column of LP, whose corresponding dual constraint is a
grained constraint. For example, let us say that in a grained column, all the coefficients are non-negative and the
constraints are specific type. Following two cases arise for the grained columns:
✎ If cj > 0, and there is a grained column of the following type:
··· cj xj ···
··· a1,j xj ··· ≤ b1
··· a2,j xj ··· ≤ b2
. . . . .
.. .. .. .. ..
··· am,j xj ··· ≤ bm
then xj = 0.
☞ Grained Columns: Fixing Variable or Unbounded Problem
The idea of singleton rows and singleton columns can be further extended. In fact, the singleton columns can be
further extended to grained columns. Grained column is a column of LP, whose corresponding dual constraint is a
grained constraint. For example, let us say that in a grained column, all the coefficients are non-negative and the
constraints are specific type. Following two cases arise for the grained columns:
✎ If cj < 0, and there is a grained column of the following type:
··· cj xj ···
··· a1,j xj ··· ≥ b1
··· a2,j xj ··· ≥ b2
.. .. .. .. ..
. . . . .
··· am,j xj ··· ≥ bm
then the primal problem is unbounded. If cj = 0, then all the dual variables corresponding to the constraint
containing non-zero coefficient for xj can be fixed.
Preprocessing: Duplicate Rows
If in the LP, there exists two rows, in the following structure, then these rows are duplicate.
··· ··· ···

.. .. .. .. ..
. . . . .
ai,1 x1 ··· ai,1 xn ⅁i bi
.. .. .. .. ..
. . . . .
αai,1 x1 ··· αai,1 xn ⅁k bk
.. .. .. .. ..
. . . . .
where α > 0. Now, the following cases arise:

✎ If ⅁i ≡ ⅁k , then one of the constraint is redundant and can be removed from the LP.
✎ If ⅁i ̸≡ ⅁k , then the LP may become primal infeasible.

Preprocessing: Duplicate Columns
If in the LP, there exists two columns, in the following structure, then these columns are duplicate.
··· cj xj ··· c r xr ···

··· a1,j xj ··· αa1,r xr ···
··· a2,j xj ··· αa2,r xr ···
.. .. .. .. ..
. . . .α .
··· am,j xj ··· αam,r xr ···
where α ̸= 0. Now, the following cases arise:
✎ If cr = αcj and primal variable types are same, then one of the columns can be removed from the problem.
✎ If cr ̸= αcj , then one of the primal variables can be fixed (dual redundancy); or dual infeasibility can be detected.

Preprocessing: Primal Constraints Analysis
Upper and lower bounds on the constraint can be computed from the bounds on the variables. For example, let the
constraint be: X
ai,j xj ⅁ bi
j
where ⅁ can be equality or inequality. Consider the following:

X X
U Pi = ai,j upj + ai,j lpj (1)
j:ai,j >0 j:ai,j <0
X X
LPi = ai,j lpj + ai,j upj (2)
j:ai,j >0 j:ai,j <0
Now, the following cases arise:

✎ If ⅁ ≡ =, then if LPi ≤ bi ≤ U Pi then the constraint is feasible, and if LPi = bi or bi = U Pi , then the variables can
be fixed at the corresponding bounds. Otherwise if LPi > bi or U Pi < bi , then the constraint is primal infeasible.
✎ If ⅁ ≡ ≤, then if LPi ≤ bi ≤ U Pi then the constraint is feasible, and if LPi = bi , then the variables can be fixed at
the corresponding bounds. Otherwise if LPi > bi , then the constraint is primal infeasible. If U Pi ≤ bi then the
constraint is redundant.
✎ If ⅁ ≡ ≥, then if LPi ≤ bi ≤ U Pi then the constraint is feasible, and if U Pi = bi , then the variables can be fixed at
the corresponding bounds. Otherwise if U Pi < bi , then the constraint is primal infeasible. If LPi ≥ bi then the
constraint is redundant.
Preprocessing: Dual Constraints Analysis
Upper and lower bounds on the constraint can be computed from the bounds on the dual variables. For example, let the
constraint be: X
ai,j yi ⅁ cj
i
where ⅁ can be equality or inequality. Consider the following:

X X
U Dj = ai,j udi + ai,j ldi (3)
i:ai,j >0 i:ai,j <0
X X
LDj = ai,j ldi + ai,j udi (4)
i:ai,j >0 i:ai,j <0
Similar to the primal constraint check. It requires analysis of dual constraints. Following things can happen:
✎ A redundant constraint in the dual implies the corresponding variable is undefined (typically fixed to zero, when the
bounds are treated separately from the constraints.),
✎ An infeasible constraint in the dual implies infeasibility or unboundedness in the primal,
✎ A variable fixing constraint in the dual implies (when the dual variable is not fixed to zero) the corresponding primal
constraints are active.

Preprocessing: Primal Implied Bounds
For any variable j and constraint i, bounds on the variable can be obtained as follows:
X
ai,j xj + ai,r xr ⅁ bi
r̸=j
where ⅁ can be equality or inequality, and ai,j > 0. Consider the following:
X X
U Ii,j = ai,r upr + ai,r lpr = U Pi − ai,j upj (5)
r:ai,r >0 r:ai,r <0
r̸=j r̸=j
X X
LIi,j = ai,r lpr + ai,r upr = LPi − ai,j lpj (6)
r:ai,r >0 r:ai,r <0
r̸=j r̸=j
Now the following cases arise:

✎ If ⅁ ≡ ≥ then, the constraint is written as:
X
ai,j xj ≥ bi − ai,r xr
r̸=j
which implies:
ai,j xj ≥ bi − (LPi − ai,j lpj )
or a new upper bound on xj can be defined as:
Syed N Mujahid 1 Programming
Linear February 12, 2023 28 / 38
Preprocessing: Primal Implied Bounds
To sum, following things can happen:
✎ Bounds on the variables can be improved (tighter the initial bounds).
✎ Infeasibility can be detected from variable bounds.
✎ Variables can be fixed.

Preprocessing: Dual Implied Bounds
Same as primal implied bounds. Following things can happen:
✎ Bounds on the variables can be improved (tighter the initial bounds) in the dual. If the dual variable bounds does not
contain zero, then the corresponding primal constraint is active.
✎ Infeasibility can be detected from dual variable bounds, which implies the primal is infeasible or unbounded.
✎ Dual variables can be fixed. If they are fixed to a nonzero value, then the corresponding primal constraint is active.

Preprocessing: Free Variable Elimination
If in an LP, you find a free variable inside equality type constraint. Then the variable and the constraint can be removed from
the LP by substitution. For example, let variable j be unrestricted in constraint i.
X
ai,j xj + ai,r xr = bi
r̸=j
Then substituting the following in place of xj will eliminate variable j and one constraint i:
1 X
xj = (bi − ai,r xr )
ai,j r̸=j
However, the above process may not be time efficient when there are too many substitutions containing too many terms.
Thus, following formula can be used to identify if the substitution is efficient or not.
(dj − 1)(ri − 1) ≤ β(dj + ri ) (7)

where dj is the number of nonzeros in column j and ri is the number of nonzeros in row i, and β is a fill-in tolerance. The
smaller the value of beta, the efficient the substitution. Typically, the value can be set to 4 for practical scenarios.

Preprocessing: Example - 1
Q. Solve the following LP:
min. : 3x1 + 4x2 − 3x3 + 10x4

s.t. : 2x1 − 1x2 + 2x3 +10x4 ≤ 12
2x1 −1x2 + 3x3 + x4 ≤ 8
−4x1 + 3x2 −3x3 +10x4 ≥ 3
x1 , x 2 , x 3 , x 4 ≥ 0

min. : 3x1 + 4x2 − 3x3 + 10x4 min. : −12y1 − 8y2 + 3y3

s.t. : 2x1 − 1x2 + 2x3 +10x4 ≤ 12 s.t. : 2y1 + 2y2 + 4y3 ≤ 3
2x1 −1x2 + 3x3 + x4 ≤ 8 −y1 −3x3 − 3y3 ≤ 4
4x1 − 3x2 −3x3 +10x4 ≤ −3 2y1 + 3y2 −3x3 ≤ −3
x1 , x 2 , x 3 , x 4 ≥ 0 −3x3 y2 −3x3 ≤ 10
y1 , y 2 , y 3 ≤ 0
Sol: Applying the presolving ideas:

min. : 3x1 + 4x2 − 3x3 + 10x4 min. : −12y1 − 8y2 + 3y3

s.t. : 2x1 − 1x2 + 2x3 +10x4 ≤ 12 s.t. : 2y1 + 2y2 + 4y3 ≤ 3
2x1 −1x2 + 3x3 + x4 ≤ 8 −y1 −3x3 − 3y3 ≤ 4
4x1 − 3x2 −3x3 +10x4 ≤ −3 2y1 + 3y2 −3x3 ≤ −3
x1 , x 2 , x 3 , x 4 ≥ 0 −3x3 y2 −3x3 ≤ 10
y1 , y 2 , y 3 ≤ 0
All-Zero Rows
Column corresponding to variable x4 is singleton. This implies y2 ≤ 10.
All-Zero Columns
Singleton Rows
Singleton Columns
Grained Rows
Grained Columns
Duplicate Rows & Columns
Primal & Dual Constraints Analysis
Primal & Dual Implied Bounds
Free Variable Elimination

min. : 3x1 + 4x2 − 3x3 + 10x4 min. : −12y1 − 8y2 + 3y3

s.t. : 2x1 − 1x2 + 2x3 +10x4 ≤ 12 s.t. : 2y1 + 2y2 + 4y3 ≤ 3
2x1 −1x2 + 3x3 + x4 ≤ 8 −y1 −3x3 − 3y3 ≤ 4
4x1 − 3x2 −3x3 +10x4 ≤ −3 2y1 + 3y2 −3x3 ≤ −3
x1 , x 2 , x 3 , x 4 ≥ 0 −3x3 y2 −3x3 ≤ 10
y1 , y 2 , y 3 ≤ 0
All-Zero Rows
All-Zero Columns
Since y2 ≤ 10 is redundant, we have x4 = 0. Singleton Rows
Singleton Columns
Grained Rows
Grained Columns

min. : 3x1 + 4x2 − 3x3 min. : −12y1 − 8y2 + 3y3

s.t. : 2x1 − 1x2 + 2x3 ≤ 12 s.t. : 2y1 + 2y2 + 4y3 ≤ 3
2x1 −1x2 + 3x3 ≤ 8 −y1 −3x3 − 3y3 ≤ 4
4x1 − 3x2 −3x3 ≤ −3 2y1 + 3y2 −3x3 ≤ −3
x1 , x 2 , x 3 ≥ 0 y1 , y 2 , y 3 ≤ 0
All-Zero Rows
All-Zero Columns
Dual constraint corresponding to variable x1 is redundant, this implies x1 = 0 at optimality (or Singleton Columns
Column corresponding to variable x1 is grained, this implies x1 = 0). Grained Rows
Grained Columns

min. : +4x2 − 3x3 min. : −12y1 − 8y2 + 3y3

s.t. : −1x2 + 2x3 ≤ 12 s.t. : −y1 −3x3 − 3y3 ≤ 4
−1x2 + 3x3 ≤ 8 2y1 + 3y2 −3x3 ≤ −3
−3x2 −3x3 ≤ −3 y1 , y 2 , y 3 ≤ 0
x2 , x 3 ≥ 0
All-Zero Rows
All-Zero Columns
Grained Columns
There are two singleton rows, which implies x2 ≥ 1 and x3 ≤ 8 3
. Now, the bounds on x2 does Duplicate Rows & Columns
not contain zero, which implies the corresponding dual constraint is tight at optimality. Primal & Dual Constraints Analysis

min. : +4x2 − 3x3 min. : −12y1 − 8y2 + 3y3

s.t. : −1x2 + 2x3 ≤ 12 s.t. : −y1 −3x3 − 3y3 = 4
−1x2 + 3x3 ≤ 8 2y1 + 3y2 −3x3 ≤ −3
−3x2 −3x3 ≤ −3 y1 , y 2 , y 3 ≤ 0
x2 , x 3 ≥ 0
All-Zero Rows
All-Zero Columns
Grained Columns
Notice that with the updated bounds, the first constraint becomes redundant. Primal & Dual Implied Bounds

min. : +4x2 − 3x3 min. : −12y1 − 8y2 + 3y3

s.t. : −1x2 + 3x3 ≤ 8 s.t. : −y1 −3x3 − 3y3 = 4
−3x2 −3x3 ≤ −3 2y1 + 3y2 −3x3 ≤ −3
x2 , x 3 ≥ 0 y1 , y 2 , y 3 ≤ 0
All-Zero Rows
All-Zero Columns
Grained Columns
Thus, the LP boils down to variable separable problem.

min. : +4x2 − 3x3 min. : −12y1 − 8y2 + 3y3

s.t. : −1x2 + 3x3 ≤ 8 s.t. : −y1 −3x3 − 3y3 = 4
−3x2 −3x3 ≤ −3 2y1 + 3y2 −3x3 ≤ −3
x2 , x 3 ≥ 0 y1 , y 2 , y 3 ≤ 0
All-Zero Rows
All-Zero Columns
Grained Columns
Thus, the LP boils down to variable separable problem.
The optimal solution is x1 = 0, x2 = 1, x3 = 8
3
and x4 = 0.

max. : 5x1 + 3x2 + x3

s.t. : x1 + x2 + 2x3 ≤ 6
3x1 + 3x2 + 6x3 ≤ 18
x1 , x 2 , x 3 ≥ 0

max. : 5x1 + 3x2 + x3 min. : 6y1 + 18y2

s.t. : x1 + x2 + 2x3 ≤ 6 s.t. : y1 + 3y2 ≥ 5
3x1 + 3x2 + 6x3 ≤ 18 y1 + 3y2 ≥ 3
x1 , x 2 , x 3 ≥ 0 2y1 + 6y2 ≥ 1
y1 , y 2 ≥ 0
All-Zero Rows
All-Zero Columns
Singleton Rows
Singleton Columns
Grained Rows
Grained Columns

max. : 5x1 + 3x2 + x3 min. : 6y1 + 18y2

s.t. : x1 + x2 + 2x3 ≤ 6 s.t. : y1 + 3y2 ≥ 5
3x1 + 3x2 + 6x3 ≤ 18 y1 + 3y2 ≥ 3
x1 , x 2 , x 3 ≥ 0 2y1 + 6y2 ≥ 1
y1 , y 2 ≥ 0
All-Zero Rows
One of the two constraints is duplicate, and can be removed.
All-Zero Columns
Singleton Rows
Singleton Columns
Grained Rows
Grained Columns

max. : 5x1 + 3x2 + x3 min. : 6y1

s.t. : x1 + x2 + 2x3 ≤ 6 s.t. : y1 ≥ 5
x1 , x 2 , x 3 ≥ 0 y1 ≥ 3
2y1 ≥ 1
y1 ≥ 0
All-Zero Rows
All-Zero Columns
Now, all the columns are singleton. This implies dual bounds can be analyzed. Singleton Rows
Singleton Columns
Grained Rows
Grained Columns

max. : 5x1 + 3x2 + x3 min. : 6y1

s.t. : x1 + x2 + 2x3 ≤ 6 s.t. : y1 ≥ 5
x1 , x 2 , x 3 ≥ 0 y1 ≥ 3
2y1 ≥ 1
y1 ≥ 0
All-Zero Rows
All-Zero Columns
We get the following: y1 ≥ 5, y1 ≥ 3, y1 ≥ 0.5, from the three columns. Singleton Columns
Grained Rows
Grained Columns

max. : 5x1 + 3x2 + x3 min. : 6y1

s.t. : x1 + x2 + 2x3 ≤ 6 s.t. : y1 ≥ 5
x1 , x 2 , x 3 ≥ 0 y1 ≥ 3
2y1 ≥ 1
y1 ≥ 0
All-Zero Rows
All-Zero Columns
Grained Rows
Thus, the updated bound on the dual variable is 5 ≤ y1 ≤ ∞. The constraints corresponding to Grained Columns
x2 and x3 are redundant. This implies x2 = x3 = 0. Duplicate Rows & Columns

max. : x3 min. : 6y1

s.t. : 2x3 ≤ 6 s.t. : y1 ≥ 5
x3 ≥ 0 y1 ≥ 0
All-Zero Rows
All-Zero Columns
Grained Rows
Clearly, the bounds on the dual variable does not contain zero. Primal & Dual Constraints Analysis

max. : x3 min. : 6y1

s.t. : 2x3 ≤ 6 s.t. : y1 ≥ 5
x3 ≥ 0 y1 ≥ 0
All-Zero Rows
All-Zero Columns
Grained Rows
Clearly, the bounds on the dual variable does not contain zero. This implies x1 = 6. Primal & Dual Constraints Analysis
Thus, the optimal solution is: x1 = 6, x2 = 0 and x3 = 0.

max : 2x1 +3x2 −x3 −x4
s.t. x1 +x2 +x3 −2x4 ≤4
x1 +x4 ≤3
x1 , x2 , x3 , x4 ≥0

max : 2x1 +3x2 −x3 −x4
s.t. x1 +x2 +x3 −2x4 ≤4
x1 +x4 ≤3
x1 , x2 , x3 , x4 ≥0

min : −2x1 −3x2 +x3 +x4 LP UP ld ud
s.t. x1 +x2 +x3 −2x4 ≤4 −∞ 0
−x1 −x2 +x3 −x4 ≤1 −∞ 0
x1 +x4 ≤3 −∞ 0
x1 , x2 , x3 , x4 ≥0
lp : 0 0 0 0
up : ∞ ∞ ∞ ∞
LD :
UD :

s.t. x1 +x2 +x3 −2x4 ≤4 −∞ 0
−x1 −x2 +x3 −x4 ≤1 −∞ 0
x1 +x4 ≤3 −∞ 0
x1 , x2 , x3 , x4 ≥0
lp : 0 0 0 0
up : ∞ ∞ ∞ ∞
LD :
UD :
All-Zero Rows
All-Zero Columns
Singleton Rows
Singleton Columns
Grained Rows
Grained Columns
Syed N Mujahid Linear Programming Free Variable Elimination
February 12, 2023 34 / 38
s.t. x1 +x2 +x3 −2x4 ≤4 −∞ 0
−x1 −x2 +x3 −x4 ≤1 −∞ 0
x1 +x4 ≤3 −∞ 0
x1 , x2 , x3 , x4 ≥0
lp : 0 0 0 0
up : ∞ ∞ ∞ ∞
LD :
UD :
All-Zero Rows
All-Zero Columns
Column for x3 is a grained column. Singleton Rows
Singleton Columns
Grained Rows
Grained Columns
February 12, 2023 34 / 38
min : −2x1 −3x2 +x4 LP UP ld ud
s.t. x1 +x2 −2x4 ≤4 −∞ 0
−x1 −x2 −x4 ≤1 −∞ 0
x1 +x4 ≤3 −∞ 0
x1 , x2 , x4 ≥0
lp : 0 0 0
up : ∞ ∞ ∞
LD :
UD :
All-Zero Rows
All-Zero Columns
Column for x3 is a grained column. ⇒ x3 = 0. Singleton Rows
Singleton Columns
Grained Rows
Grained Columns
February 12, 2023 34 / 38
s.t. x1 +x2 −2x4 ≤4 − ∞ ∞ −∞ 0
−x1 −x2 −x4 ≤1 − ∞ 0 −∞ 0
x1 +x4 ≤3 0 ∞ −∞ 0
x1 , x2 , x4 ≥0
lp : 0 0 0
up : ∞ ∞ ∞
LD :
UD :
All-Zero Rows
x3 = 0
All-Zero Columns
Primal Constraint Analysis gives these bounds. Singleton Rows
Singleton Columns
Grained Rows
Grained Columns
February 12, 2023 34 / 38
s.t. x1 +x2 −2x4 ≤4 − ∞ ∞ −∞ 0
−x1 −x2 −x4 ≤1 − ∞ 0 −∞ 0
x1 +x4 ≤3 0 ∞ −∞ 0
x1 , x2 , x4 ≥0
lp : 0 0 0
up : ∞ ∞ ∞
LD :
UD :
All-Zero Rows
x3 = 0
All-Zero Columns
Primal Constraint Analysis gives these bounds. The second constraint is redundant. Singleton Rows
Singleton Columns
Grained Rows
Grained Columns
February 12, 2023 34 / 38
s.t. x1 +x2 −2x4 ≤4 − ∞ ∞ −∞ 0
x1 +x4 ≤3 0 ∞ −∞ 0
x1 , x2 , x4 ≥0
lp : 0 0 0
up : ∞ ∞ ∞
LD :
UD :
All-Zero Rows
x3 = 0
All-Zero Columns
Now, the column for x2 is a singleton column. Singleton Rows
Singleton Columns
Grained Rows
Grained Columns
s.t. x1 +x2 −2x4 ≤4 − ∞ ∞ −∞ −3
x1 +x4 ≤3 0 ∞ −∞ 0
x1 , x2 , x4 ≥0
lp : 0 0 0
up : ∞ ∞ ∞
LD :
UD :
All-Zero Rows
x3 = 0
All-Zero Columns
Now, the column for x2 is a singleton column. y1 ≤ −3. Singleton Rows
Singleton Columns
Grained Rows
Grained Columns
s.t. x1 +x2 −2x4 ≤4 − ∞ ∞ −∞ −3
x1 +x4 ≤3 0 ∞ −∞ 0
x1 , x2 , x4 ≥0
lp : 0 0 0
up : ∞ ∞ ∞
LD :
UD :
All-Zero Rows
x3 = 0
All-Zero Columns
Since the dual bound is improved, let us analyze the dual constraints. The dual constraint analysis Singleton Columns
implies that the dual constraint corresponding to x1 is redundant. Grained Rows
Grained Columns
s.t. x1 +x2 −2x4 ≤4 − ∞ ∞ −∞ −3
x1 +x4 ≤3 0 ∞ −∞ 0
x1 , x2 , x4 ≥0
lp : 0 0 0
up : ∞ ∞ ∞
LD :
UD :
All-Zero Rows
x3 = 0
All-Zero Columns
Since the dual bound is improved, let us analyze the dual constraints. The dual constraint analysis Singleton Columns
implies that the dual constraint corresponding to x1 is redundant. ⇒ x1 = 0. Grained Rows
Grained Columns
min : −3x2 +x4 LP UP ld ud
s.t. +x2 −2x4 ≤4 − ∞ ∞ −∞ −3
+x4 ≤3 0 ∞ −∞ 0
x2 , x4 ≥0
lp : 0 0
up : ∞ ∞
LD :
UD :
All-Zero Rows
x3 = 0 , x1 = 0
All-Zero Columns
The last constraint is singleton. Singleton Rows
Singleton Columns
Grained Rows
Grained Columns
s.t. +x2 −2x4 ≤4 − ∞ ∞ −∞ −3
+x4 ≤3 0 ∞ −∞ 0
x2 , x4 ≥0
lp : 0 0
up : ∞ 3
LD :
UD :
All-Zero Rows
x3 = 0 , x1 = 0
All-Zero Columns
The last constraint is singleton. ⇒ x4 ≤ 3. Singleton Rows
Singleton Columns
Grained Rows
Grained Columns
s.t. +x2 −2x4 ≤4 −3 ∞ −∞ −3
+x4 ≤3 0 3 −∞ 0
x2 , x4 ≥0
lp : 0 0
up : ∞ 3
LD :
UD :
All-Zero Rows
x3 = 0 , x1 = 0
All-Zero Columns
The last constraint is singleton. ⇒ x4 ≤ 3. Since the primal bound is improved, let us analyze the Singleton Rows
primal constraints. The LP and UP bound for the constraints is now updated. Singleton Columns
Grained Rows
Grained Columns
s.t. +x2 −2x4 ≤4 −3 ∞ −∞ −3
+x4 ≤3 0 3 −∞ 0
x2 , x4 ≥0
lp : 0 0
up : ∞ 3
LD : −∞ −∞
UD : −3 ∞
All-Zero Rows
x3 = 0 , x1 = 0
All-Zero Columns
Constraint Analysis: Dual limits can be updated. Singleton Rows
Singleton Columns
Grained Rows
Grained Columns
s.t. +x2 −2x4 ≤4 −3 ∞ −∞ −3
+x4 ≤3 0 3 −∞ 0
x2 , x4 ≥0
lp : 0 0
up : ∞ 3
LD : −∞ −∞
UD : −3 ∞
All-Zero Rows
x3 = 0 , x1 = 0
All-Zero Columns
Implied Bounds Analysis: Primal limits for variable x2 can be updated as: Singleton Rows
Singleton Columns
x2 ≤ 4 + 2x4 → x2 ≤ 10 Grained Rows
Grained Columns
s.t. +x2 −2x4 ≤4 −3 ∞ −∞ −3
+x4 ≤3 0 3 −∞ 0
x2 , x4 ≥0
lp : 0 0
up : 10 3
LD : −∞ −∞
UD : −3 ∞
All-Zero Rows
x3 = 0 , x1 = 0
All-Zero Columns
Implied Bounds Analysis: Primal limits for variable x2 can be updated as: Singleton Rows
Singleton Columns
x2 ≤ 4 + 2x4 → x2 ≤ 10 Grained Rows
Grained Columns
s.t. +x2 −2x4 ≤4 −3 ∞ −∞ −3
+x4 ≤3 0 3 −∞ 0
x2 , x4 ≥0
lp : 0 0
up : 10 3
LD : −∞ −∞
UD : −3 ∞
All-Zero Rows
x3 = 0 , x1 = 0
All-Zero Columns
Implied Bounds Analysis: Dual limits from constraint corresponding to column of x4 can be Singleton Rows
updated as: Singleton Columns
y2 ≤ 1 + 2y1 → y2 ≤ −5 Grained Rows
Grained Columns
s.t. +x2 −2x4 ≤4 −3 ∞ −∞ −3
+x4 ≤3 0 3 −∞ −5
x2 , x4 ≥0
lp : 0 0
up : 10 3
LD : −∞ −∞
UD : −3 ∞
All-Zero Rows
x3 = 0 , x1 = 0
All-Zero Columns
Implied Bounds Analysis: Dual limits from constraint corresponding to column of x4 can be Singleton Rows
updated as: Singleton Columns
y2 ≤ 1 + 2y1 → y2 ≤ −5 Grained Rows
Grained Columns
s.t. +x2 −2x4 ≤4 −3 ∞ −∞ −3
+x4 ≤3 0 3 −∞ −5
x2 , x4 ≥0
lp : 0 0
up : 10 3
LD : −∞ −∞
UD : −3 ∞
All-Zero Rows
x3 = 0 , x1 = 0
All-Zero Columns
Dual variables bounds indicate the dual variable cannot be zero. This implies the above primal Singleton Rows
constraints are active. This in turn implies x4 = 3 and x2 = 10. Singleton Columns
Grained Rows
Grained Columns
s.t. +x2 −2x4 ≤4 −3 ∞ −∞ −3
+x4 ≤3 0 3 −∞ −5
x2 , x4 ≥0
lp : 0 0
up : 10 3
LD : −∞ −∞
UD : −3 ∞
All-Zero Rows
Thus the optimal solution is: x3 = 0 , x1 = 0, x4 = 3, x2 = 10
All-Zero Columns
Singleton Rows
Singleton Columns
Grained Rows
Grained Columns
2D Graphical Method
Feasible Directions
General Algorithms
Boundary Point
Interior Point
Exterior Point
4 Preprocessing LPs
Basic Analysis
Advanced Analysis
5 Summary
Conclusions
We have seen ...

★ Solving LPs using graphical methods.
★ Identifying feasibility in requirement space.
★ Ferkas Lemma to detect feasibility.
★ Concept of moving along a direction.
★ Concept of gradient and function maximization.
★ Concept of improving directions.
★ Concept of feasible directions.
★ Concept of any OR algorithm.
★ Illustration of boundary point methods.
★ Illustration of interior point methods.
★ Illustration of exterior point methods.
★ Basic presolving techniques.
★ Advanced presolving techniques.

References
Chapter 1.3, 1.4, 5.3: Bazaraa, M. S., Jarvis, J. J., & Sherali, H. D. (2011). Linear
programming and network flows. John Wiley & Sons.
Bixby, R. E. (2002). Solving real- world linear programs: A decade and more of
progress. Operations research, 50(1), 3-15.
Brearley, A. L., Mitra, G., & Williams, H. P. (1975). Analysis of mathematical
programming problems prior to applying the simplex algorithm. Mathematical
programming, 8(1), 54-83.
Andersen, E. D., & Andersen, K. D. (1995). Presolving in linear programming.
Mathematical Programming, 71(2), 221-245.
Mészáros, C., & Suhl, U. H. (2003). Advanced preprocessing techniques for linear and
quadratic programming. OR Spectrum, 25(4), 575-595.

Discussion
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Generic Solution Methods For LP

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Linear Programming and Applications

Generic Solution Methods for LP

February 12, 2023

Syed N Mujahid Linear Programming February 12, 2023 1 / 38

② Introduction to Linear Programming

③ Generic Solution Methods for LP

④ Simplex Based LP Solution Methods

⑤ Enhanced Solution Methods via Duality

⑥ Decomposition Principle for LP

⑦ Network Simplex Method & Applications

Syed N Mujahid Linear Programming February 12, 2023 2 / 38

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How many variables?

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Syed N Mujahid Linear Programming February 12, 2023 5 / 38

Syed N Mujahid Linear Programming February 12, 2023 5 / 38

Syed N Mujahid Linear Programming February 12, 2023 5 / 38

Syed N Mujahid Linear Programming February 12, 2023 5 / 38

Syed N Mujahid Linear Programming February 12, 2023 5 / 38

Syed N Mujahid Linear Programming February 12, 2023 5 / 38

Syed N Mujahid Linear Programming February 12, 2023 5 / 38

Syed N Mujahid Linear Programming February 12, 2023 5 / 38

Syed N Mujahid Linear Programming February 12, 2023 5 / 38

Syed N Mujahid Linear Programming February 12, 2023 5 / 38

Syed N Mujahid Linear Programming February 12, 2023 5 / 38

Syed N Mujahid Linear Programming February 12, 2023 5 / 38

Syed N Mujahid Linear Programming February 12, 2023 5 / 38

Syed N Mujahid Linear Programming February 12, 2023 5 / 38

Syed N Mujahid Linear Programming February 12, 2023 5 / 38

a2 Feasible or Infeasible Solution?

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let us plot objective function.

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It can be plotted by converting to an equation.

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It can be plotted by converting to an equation.

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z=600 It will be one dimension higher to the number of

Syed N Mujahid Linear Programming February 12, 2023 5 / 38

It can be plotted by converting to an equation.

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Syed N Mujahid Linear Programming February 12, 2023 5 / 38

Syed N Mujahid Linear Programming February 12, 2023 5 / 38

Exercise-2: Solve the LP graphically.

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Exercise-2: Solve the LP graphically.

How many variables?

Syed N Mujahid Linear Programming February 12, 2023 6 / 38

Exercise-2: Solve the LP graphically.

Syed N Mujahid Linear Programming February 12, 2023 6 / 38

Exercise-2: Solve the LP graphically.

Syed N Mujahid Linear Programming February 12, 2023 6 / 38

Exercise-2: Solve the LP graphically.

Syed N Mujahid Linear Programming February 12, 2023 6 / 38

Exercise-2: Solve the LP graphically.

Syed N Mujahid Linear Programming February 12, 2023 6 / 38

Exercise-2: Solve the LP graphically.

Syed N Mujahid Linear Programming February 12, 2023 6 / 38

Exercise-2: Solve the LP graphically.

Syed N Mujahid Linear Programming February 12, 2023 6 / 38

Exercise-2: Solve the LP graphically.

Syed N Mujahid Linear Programming February 12, 2023 6 / 38