[53] Optimization Optimization is a technique of obtaining the best results under the prevailing/ ‘given circumstances. Optimization means maximization or minimization. Programming isa mathematical technique to determine the op' timum use of the limited available resources. Linear programming is a decision making technique under the given constraints on the condition that the relationship among the variables involved is linear. A general relationship among the variables involved is called objective function. The variables involved are called decision variables. Solution by linear programming methods aims at optimization. mulation of a Linear Programming Problem (LPP) We first present the mathematical for f LPP by Graphical method and Simplex method and proceed to discuss the solution o: ‘ormulation of a linear programming problem formulated by first identifying a set linear conditions known as 431| Mathematical f roblem is mathematically hich are subject to certain A linear programming p of variables x,y «+» %, WI constraints written in the form of inequalities. a tay Xy te tay, Xy < (2)% Hedy XS (2) & where the coefficients ay, 6; (1 SiS m, 1s j <1) are constants and 4, 20, 200+ Hy 2 0- The set of inequalities can be put in the matrix form A X < B or AX > B where x by x b, = X= B=] - Sn m2 San x, b, n ‘m The objective function involving the variables x,, xy, . . . x, along with the given n « Fl . ; constants C1, Cy. +. Cy will be a linear function of the form Za exten xyte +0, %, Scanned with CamScannerani a - zation or minimization) of the objective function 7 The optimization (maximi: AX 2 Bis the mathematical formulation oy z subject to the constraints AX S B or LPP. Aset of real values X = (4% is called solution. A set of real values constraints x; 2 0 iscalled feasible solution. real vali es x; which satisfies the constraints along with non ivi icti imi jecti ion is called optimal soluti negativity rest ictions and optimizes the objective function is called opt ion, Ie etierwoRis feasible solution optimizing the objective function is called optimal solution. Note : 1. An LPP can have many optimal solutions. 2 If the optimal value of the objective function is infinity then the LPP is said to have unbounded solution. Also an LPP may not possess any feasible solution. yoo, which satisfies the constraint AX < (>) g x, which satisfies the constraints and also satisfy non negativity i Aset of 4.32] Graphical method of solving an LPP LPP involved with only two decision variables can be solved in this method. The method is illustrated step wise when the problem is mathematically formulated. D> Theconstraints are considered in the form of equalities. Obviously these represent straight lines since there are only two decision variables. ve b straight line passing through the points (a, 0) and (0, b). >> These lines along with the co-ordinate axes forms the boundary of the region known as the feasible region and the figure so formed by the vertices is called the convex polygon. 2 The equations are put in the form =+¥ = 1 which graphically represents > The value of the objective function Z is found at all these vertices. The optimum/extreme values of Z ( maximum or minimum ) among these values corresponding to the values of the decision variables is the required optimal solution of the LPP. WORKED PROBLEMS 16. Maximize z = ety given x 2 0, y 2 O subject to the constraints : x+2y < 160, 3x+¥y < 240 by graphical method, >> Let us consider the equations, Scanned with CamScannerree x+2y = 160 : Bx+2y = 240 x, rye > 160 * 80 1 ...() * $0 + io =) Let (1) represent the straight line AB joining the points A (160,0), B(0,80) and (2) represent the straight line CD joining C (80, 0), D(0,120). w the lines AB and CD in the XOY plane. +. (2) We dra’ Shaded portion is the feasible region and O C E Bis the convex polygon. The point E is the point of intersection of the lines AB and CD. We can obtain this point by solving simultaneously the system of equations : x+2y = 160 and 3x +2y = 240 On solving we obtain E (x,y) = (40, 60) The value of the objective function at the comers of the convex polygon OCEBare tabulated. Comer Value of Z = x+15y 0(0,0) 9 =I _ ct 80,0) 80 | E (40,60) 130 B (0,80) 120 s the maximum value equal to 130. {| 8(0,80) | Thus Z is maximum at E(x, y)= (40, 60) & ha: 17. Minimize z = Sx+4y subject to the constraints: x+2y 2 10, x+y 28 a+y 2 12,x20,y2 0 by graphical method. >> Let us consider the equations : x+2y = 10 pxty=8 j dety= 12 A te 24% 24421 . B > mts! i gt get Oi Et (3) Scanned with CamScannerLet (1), (2), @) respectively represent the straight lines AB, CD, EF where we have, A= (10,0), B= (0,5); C= (80), D=(0,8); E= (60), F= (0,12) We draw these lines in the XOY plane. Shaded portion is the feasible region. Gis the point of intersection of the lines AB & CD and H is the point of intersection of the lines CD & EF. Bysolving x+2y = 10 and x+y = 8 weget G = (6,2). Also by solving x+y = 8, 2x+y = 12 weget H = (4,4). Here the feasible region is unbounded and we tabulate the value of the objective function corresponding to the points A, G, H, F. Corer Value of Z = Sx+4y |___A(10,0) | 50 G(6,2) 38 H(4,4) 36 F(0,12) 48 Thus Zis minimum for x = 4, y = 4 and the minimum value is 36. 18. Use the graphical method to maximize z = 3x+4y subject to the constraints, x+y < 40, 2x+5y < 180, x20, y>0. >> Let us consider the equations : ax+y = 40 ; 2x+5y = 180 z,tH- Qo; Zeke 2 > mtn! Qi 9+ ag 21 @ Scanned with CamScannerLet (1) and (2) represent the straight lines AB and CD respectively where we have A = (20,0), B=(0,40) ; C=(90,0), D= (0,36) We draw these lines in XOY plane. 0 20 40 60 ©80 90100 X Shaded portion is the feasible region and O A E Dis the convex polygon. The point E being the point of intersection of lines AB and CD is obtained by solving the equations : Dey = 40, 2x+5y = 180. E(x,y) = (25,35) The value of the objective function at the corners of the convex polygon OAED are tabulated. pa etree ont a Corner Value of Z = 3x +4y ‘| 0(0,0) 0 j A(20,0) E(25,35) D(0,36) LPN) Thus Z is maximum at the vertex (2.5, 35) & has the maximum value equal to 147.5 19, Use the graphical method to minimize z = 20x, +10x, subject to the constraints, + 2x, $ 40, 3x, +22 > 30, 4x, +3x, 2 60, x) 2 0, x, 20. >> Let us consider the equations +2x, = 40 j 3x, +x, = 30 : 4x, +3x, = 60 4 ,3, 2. 1,224 3; > pta7? Mi tag + @ + w5*20 - 3) Scanned with CamScannerI Let (1), (2), (3) represent the straight lines AB, CD, EF respectively where we have A = (40,0), B = (0,20); C = (10,0), D = (0,30) ; E=(15,0), F= (0,20) We draw these lines in the XOY plane. Y Shaded portion is the feasible region and E A H G is the associated convex polygon. Gis the point of intersection of the lines CD and EF. H is the point of intersection of the lines AB and CD. On solving 3x, +x, = 30 & 4x, +3x, = 60 weget G(x,,x,) = (612) Onsolving 3x, +x) = 30 & x, +2x, = 40 weget H(x,,x,) = (4,18) The value of the objective function at the corners of the convex polygon EAHG are tabulated. Corner Value of Z = 20x, + 10x, \ E(15,0) 300 | A(40,0) 800 H(4,18) 260 ; I 6612) | 240 i Thus Zis minimum at the vertex (6,12) and the mi nimum value is 240. 20. Minimize Z = 30x-+20y subject to the constraints s# is, X-y S1, xty23,yS and x > 0, y > 0 by graphical method, , , >> Let us consider the equations x-y=l i xty=3 ;ys4 xu x 2 ptt t Ms Geb ea @: y4 Scanned with CamScannerat ) and (2) represent the straight lines AB and CD where we have, A=(1,0), B=(0,-1); C=(3,0), D=(0,3) y=4 isa straight line parallel to the X-axis. We draw these lines. ve Let (1 Shaded portion is the feasible region and EDFGis the associated convex polygon. E is the point of intersection of ABand CD. Onsolving x-y = 1 andx+y=3 we get E(x, y) = (2,1). AlsoF (x,y) = (0,4) Gisobtained by solving y= 4 and x-y=1. Thatis G(x, y) = (5, 4) The value of the objective function Z at the corners of the convex polygon are tabulated. Corner Value of Z = 30x+20y E(2,1) 80 D(0, 3) 60 F(0, 4) 80 G(5, 4) 230 21. Use graphical method to solve the following LPP. Minimize Z = 8x +5y subject to oxty 2 21,x+3y 2 12,x4y $ 10 &x20,y20. >> Let us consider the equations 6x+y = 21 3 xe3y=12 ; xty= 10 Xx be - Eve eer .. = getgped - @: atan) @iggtiozt « @) Scanned with camScannerLet (1) (2) and (3) respectively represent the straight lines AB,.CD and EF where we have, A=(35,0), B=(0, 21);C=(12,0),D=(0,4); E=(10, 0), F =(0, 10) We draw these lines in the XOY plane. Shaded portion is the feasible region and G, H, I are the vertices of the convex polygon which is a triangle. Onsolving: x+3y = 12 and x+y=10 weget G(x, y) = (9,1) 6x+y = 21 and x+3y = 12 weget H(x,y) = (3,3) xty=10 and 6x+y = 21 weget I(x, y) = (22, 78) The value of the objective function at these points are tabulated. Comer Value of Z = 8x +5y G(9, 1) 7 H(3, 3) 39 | 1(22, 78) 56.6 | 22. Show that the following LPP does not have any feasible solution. Objective function for maximization : Z = 20x + 30y, Constraints :3x+4y < 24, 7x+9y > 63, x20, y20 (use graphical method ) >> Let us consider the equations 3x+4y = 24 2 7x+49y = 63 Z4ue 2 a = 3t6 MF gtpat --@) Scanned with CamScannerSO Let (1) and (2) respectively represent the straight lines AB and CD’ where we have A=(8,0), B=(0,6) ; C=(9,0), D=(0,7) The straight lines are drawn in the XOY plane. It is evident that there is no feasible region. Thus we conclude that the LPP does not have any feasible solution. 23, Show that the following LPP has unbounded optimal solution. Objective function to be ‘maximized :Z = 8x-+5y Constraints :x—2y < 12, x+2y > 20,x20,y20. >> Let us consider the equations. x-2y = 12 ; x+2y = 20 Zpltie 3. eee > ptie7! ay). 207360 = 7 --- (2) Let (1) and (2) respectively represent the straight lines AB and CD where we have, A= (12,0), B=(0,-6) ; C=(20,0), D= (0, 10) Let us draw these straight lines. y Shaded portion is the feasible region and it is evident that this region is unbounded. Thus we conclude that the LPP has unbounded optimal solution. = Scanned with CamScanner24. Solve the following LPP graphically. Maximize Z = 3.x, +5.x, subject tox, + 2x) < 2000, x, +x, $ 1500, x, < 600, x, 420 >> Letus consider the equations x, +2x, = 2000 3 x, +x, = 1500 3%, = 600 x x x, x, 1 2 rude 5 a al > opptimrt - O) poo two Th Os m= 600 Let (1) and (2) respectively represent the lines AB and CD where we have, A = (20000), B = (01000) ; C =(1500,0), D = (0,1500) 4X, = 600 isa line parallel to the x, axis. Let us draw these straight lines. 500 1000 1500 2000 2500 Xx On solving X,+2x, = 2000, % +X, = 1500 we get E = (1000, 500) x +%, = 1500; x, = 600 weget F = (900, 600) x, +2, = 2000, x, = 600 we get G = (800, 600) Also we have C = (15000), H = (0,600) The value of the objective function a convex polygon. t these vertices are tabulated. OCEFGH is the Scanned with CamScanner— Corner Value of Z = 3x, + 5x, 0(0, 0) C1500, 0) E (1000, 500) F (900, 600) G (800, 600) Thus (Z)yyqx = 5700 when x, 900, 25, Maximize z = 50x, +60x, subject to the constraints : 2x, +3x, $1500 , 3x, + 2x, S$ 1500, 0 < x, < 400, Osx, < 400, x, 20, %,20 (use graphical method ) >> Let us consider the equations 2x, +3x, = 1500 > getgel O03 mote 3x, + 2x, = 1500, x, = 400, %) = 400 Xx, x, 1 2 -..Q) Let (1) and (2) respectively represent the straight lines AB and CD where we have, A = (750, 0), B=(0, 500) ; C= (500, 0), D=(0, 750) Let us draw these straight lines. On solving 3x, + 2x, 2x, + 3x2 2x, + 3xq 1000 X; 1500 and x, = 400 we get F = (400, 150) 1500 and 3x, +2x, = 1500 we get G = (300, 300) 1500 and 3 = 400 we get H = (150, 400) Scanned with CamScannera — Also E = (400, 0) ; 1= (0, 400) The value of the objective function at these vertices are tabulated. OEFGHI is the convex polygon. Corner Value of Z = 50x, + 60x, 0(0,0) 0 £(400, 0) 20,000 F (400, 150) 29,000 G (300, 300) 33,000 H (150, 400 ) 31,500 (0, 400) 24,000 300 and x, = 300 26. Two spare parts X and Y are to be produced in a batch. Each one has to go through two processes A and B. The time required in hours per unit and the total time available are given. x Y Total hours available Process A 3 4 48 Process B 9 4 72 Profits per unit of X and Y are rupees 5 and 6 respectively. Find how many number of spare parts of X and Y are to be produced in this batch to maximize the profit. (Use graphical method) >> The mathematical formulation of the LPP is to maximize Z = 5X +6Y subject to the constraints 3X+4Y < 48, 9X+4Y < 72. Let us consider the equations BXH4Y=48 5 9X44y = 72 xy] _ XY wrt 6 Bt Let ABand CD represent the straight lines where we have A=(16,0), B=(0, 12) ; C=(8,0), D=(0, 18) The straight lines are drawn in the XOY plane. Scanned with CamScanner20 x Onsolving 3X+4Y = 48and 9X+4Y = 72we getE(X, Y) = (4, 9). The value of the objective function at the vertices of the convex polygon OCEB are tabulated. Corner Value of Z = 5X+6Y O(0, 0) 0 |__C(8, 0) 40 E(4,9) 74 B(0, 12) 72 (Zyjax = 74 at OY) = (4,9) ‘Thus we can say that 4 Nos. of X and 9 Nos. of Y spare parts are to be produced to get the maximum profit of Rs.74 27. A chemist wishes to provide for his customers, at the least cost the minimum daily requirements of three vitamins 1, 2 and 3 by using a mixture of two products M and N. The amount ofeach vitamin in one gram of each product, he cost per gram of each product and the minimum daily requirements are given below. r Number of units of each vitamin contained in a gram | Cost per gram I of each product ofeach | Vitamin 1 Vitamin 2 _|__Vitamin 3 product __ProductM _ 6 2 _ 4 | 20Paise__| Product N _ 2 2 12 16 Paise Minimum requirement of 12 8 24 i < seeieltnnein” | - _ = Lo Find the least expensive combination which provides the minimum requirements of these vitamins (use the graphical method). Scanned with CamScanner>> We shall first mathematically formulate the problem : Let x= Number of grams of product M in the mixture. y = Number of grams of product N in the mixture. From the data the constraints of the L.P.P are 6x+2y 2 12, 2x+2y 28, 4x+12y > 24. The problem is to minimize the objective function Z = 20x + 16y. Let us consider the equations, 6x+2y = 12, 2x+2y = 8, 4x+1dy = 24 x YL 2%. 25 > pteal 6) Ft $e1 ..@ Fhe =.) Let (1), (2), (3) represent the straight lines AB, CD, EF respectively where we have A= (2,0), B= (0,6), C= (4,0) ; D=(0,4), E = (6,0), F =(0,2) We now draw these lines in XOY plane. Shaded portion is the feasible region which is unbounded. The point G is the point of intersection of the lines CD and EF. The point H is the intersection of the lines CD and AB. The point G(x, y) = (3, 1) is obtained by solving 2x +2y = 8and4x+12y = 2 The point H(x, y) = (1, 3) is obtained by solving 2x +2y = 8and6x+2y = 12 The value of the objective function at the cornersE, G, H, Bare tabulated. Scanned with CamScannerPoints Value of Z = 20x + 16y E(6,0) 120 G(3,1) 7 H(1,3) 68 B(0,6) 36, Minimum cost is 68 paise. Thus the least expensive combination is 1 part of the product M and 3 parts of the product N at the minimum cost of 68 paise. 28. In the production of ttvo type of watches a factory uses three machines A, B,C. The time required for each watch on each machine and the maximum time available on each machine is given below. Time required Maximum hi time available (In Machine Watch I Watch II hours) A 6 8 380 B 8 4 300 | c 2 4 404 | The profit on watch I is Rs.50 and on watch II is Rs.30. Find what combination should be produced for the maximum profit. What is the maximum profit (use graphical method). >> We shall first mathematically formulate the problem. Let x = number of type I watches to be produced and_y = number of type II watches to be produced. ‘The objective function Z = 50x +30y, subject to the following constraints has to be maximized. 6x + 8y < 380, 8x+4y < 300, 12x+4y < 404 Let us consider the equations 6x+8y = 380 ; 8x+4y = 300 j 12x+4y = 404 ati: e+e py ey > Batas 7) Ms etal. Oi grtip=i Let (1), (2), (3) represent the straight lines AB, CD, EF respectively where we have A = (633,0) C = (375,0) E = (337,0) B = (0,475) D=(0,75) F-=(0,101) Scanned with CamScannercou We draw these lines in the XOY plane. 10 20 30840 50 60A70 X Shaded portion is the feasible region and the associated convex polygon is O E GHB. Gis the point of intersection of the lines CD and EF & H is that of the intersection of the lines AB and CD. t G(x, y) = (26, 23) is obtained by solving 8x + 4y = 300 and 12x+4y = 404 H (x,y) = (22,31 )is obtained by solving 8x +4y = 300 and 6x +8y = 380. The value of the objective function at the corners of the convex polygon OEGHB are tabulated. Corner Value of Z = 50x + 30y G (26,23) H (22,31) 2030 B(0,475) 425 Z is maximum at the vertex H (22,31) and the maximum value of Z is 2030. It can be seen from the figure that H is the farthest point from the origin. Thus the factory has to produce 22 watches of type J and cl obtain the maximum profit of Rs.2030. ype tand 32 watches af type Ito Scanned with CamScanner29, A company produces two types of food stuffs F, and F, which contains three vitamins Vp Vor V,, respectively. Minimum daily requirement of these vitamins are Img, 50mg and 10mg respectively. Suppose that the food stuff F, contains Img of V,, 100mg of V, and 10mg of V, whereas F, contains Img of V,,10mg of V, and 100mg of V5. If the cost of ‘food stuff F, is Rs.2 and that of F, is Rs.3, find the minimum cost diet that would supply the body the minimum requirement of each vitamin by applying graphical method. “>> Let x and y be the units of food stuff F, and F,. The objective function Z is the total cost of a diet containing x units of F, and y units of F,. Hence Z = 2x+3y. Each food stuff contains V,, V,, V3 and their associated inequalities form the constraints given by x+y 21, 100x+10y > 50, 10r+100y 2 10 where x > 0 y>0. The L.P.P is to minimize Z, subject to the constraints formulated. Let us consider the equations. xty=1 + 100x+10y = 50 + 10x+100y = 10 a S| at = x = f+tet wa; og teat was ¢ t+ +.) Let (1), (2), (3) represent the straight lines AB, CD, EF respectively where we have A=(1,0), B=(01), C=(05,0), D=(0,5) ; E=(1,0), F= (0, 0.1) We draw these lines in the XOY plane. Shaded portions the feasible Te; of the line AB an 00x + toy = 50, gion which is unbounded. His the point of intersection id CD. H(x, y) = (4/9, 5/9) obtained by solving x+y = 1, Scanned with CamScannerTT = = 5/9 is 23/9. tcan be easil Z = 2x+3y at x= 4/9 y ; 'Y seen that Ledeen ‘A(1,0) veo and the value of Zat D(0,5) is 15. the Zis minimum at A(1,0) and the minimum value is 2. Thus one unit of food stuff F, and no unit of F, is the least expensive combination and the cost is Rs.2. uses 3 types of machines to produce two types of electronic gadgets. The pre in owe 12 " and 2 respectively on the three types of machines, The ae gadget requires in hours 6, 10 and 3 on the machines respectively. The total available time in hours respectively on the machines are 6000, 4000, 1800. If the two types of gadgets respectively fetches a profit of rupees 400 and 1000 find the number of gadgets of each type to be produced for getting the maximum profit. >> Letxbe the number of gadget of type-I and y be the number of gadget of type-2, By data the constraints are as follows. 12x + 6y < 6000, 4x+10y < 4000, 2x+3y < 1800 The objective function need to be maximized is Z = 400x + 1000y Let us consider the equations. 12x + 6y = 6000 ; 4x+10y = 4000; 2x+3y = 1800; x> 0, y20 a0 tio 72) Tata te} Let AB, CD, EF respectively represent these three lines where we have, A= (500,0) C=(1000,0) E=(900, 0) B=(0, 1000) D=(0,400) F=(0, 600) SoG 200 400 500 600 800 F 1000 x Scanned with CamScannerOPTIMIZA HUI = arte rere rere rr ee The lines are drawn in the XOY plane. Let G(x, y) be the point of intersection of the lines AB and CD. Onsolving 12x + 6y = 6000 and 4x+10y = 4000 we get G(x, y) = (375, 250). The value of the objective function at the corners of the convex polygen OAGD are tabulated. Corner Value of Z = 400x-+ 1000y 0(0, 0) __o 2 4 (600,0) | _-200000 i G(375, 250) 4,00,000 | [ D(0, 400) _ 4,00,000 It can be seen that the L.P.P has two optimal solutions. ‘Thus we conclude that the factory has to produce 375 gadgets of type-1 and 250 gadgets of type-2 or 400 gadgets of type-2 only to get the maximum profit. 433| Preamble for the Simplex Method Simplex method is an effecient algebraic method to solve a LP.P by systematic procedure and hence an algorithm can be evolved called the simplex algorithm. In this method it is necessary that all the constraints in the inequality form is converted into equality form thus arriving at a system of algebraic equations and we are familiar with the vairous types of solution of a system of algebraic equations. Refer Unit-VII in Volume-1 book | If the constraint is involved with< weaddanon zero variable s, (say) Oto the LHS to make it an equality and the same variable is called slack variable. Ex:7+4 <12 ; 7444s, = 12, 5, being 1] If the constraint is involved with 2 we subtract a non zero variable sy (say) 2 0 in the LHS to make it an equality and the same variable is called surplus variable. Ex:74+4 > 8; 7+4-s, = 8, s, being 3] LPP with all constraints being equalities is called a standard form of L.P.P Given a LPP to maximize Z = ax +by subject to the constraints a, x+b,y $ ky, Mxtby Sky, x20, y2 0, the standard form of L.P.P is to maximize Z = ax+by subject to: ayxtbyyts, = ky. ay x+ by yt = hy i 8) Ye Ste 5,20 Scanned with CamScannerWe have a system of two equations in four unknowns for obtaining a solution. We know that a system of equations is consistent if it possesses a solution . Suppose we have system of m independent equations in 1 unknowns then we have the following cases, i) lfm = n, the system has unique solution. (ii) If m_ n, the system has no solution. We focus our attention on case - (ii). Ina system of m equations in 1 unknowns where n > m, if (1 ~ m ) variables are set to. zero then we will havea system of m equations in the remaining m variables. A solution obtained by this way is called basic solution. The number of basic solutions will be "C_. The m variables remaining in the system are called basic variables or basis and (1-m) variables set to zero are called non basic variables. Basic feasible solution If the basic solution satisfies non negativity conditions also then the solution is called basic feasible solution. Simplex method provides basic feasible solution of a L.P,P ina systematic manner. Remark : In a solution if all the basic variables are non zero the solution is said to be non degenerate, If one or more basic variables are zero the solution is said to be degenerate. Illustrations (1) Let us consider an L.P.P to maximize P= 2x43y +z subjectto 2+y+4z = 11 and 3xt+y+5z = 14 >> Here we have a system of 2 equations in 3 unknowns. That is m = 2 andn = 3. nm = 3~2 = 1, We shall set one variable to zero and solve the system of equations to obtain the basic solutions. Case | Variable set) Resulting equations | Basic solution |Value of P = 2x +3y +z to zero and solution (x, y, 2) and remarks y+4z2 = 11 @) | x=0 y+5z = 14 (0,-1,3) | Nota feasible solution (y, 2) = (-1,3) Qx+dz = 11 ; ' | (ii) y=0 3x4+5z = 14 | (12, 0, 572) Feasible solution - (x, 2) = (12, 572) P= 7/2 ty = nf (iii) |. z=0 Sxty = 14 (3,5,0) [Feasible solution P = 21 (xy) = (3,5) J (x, y, z) = (3, 5, 0) is the optimal basic solution since (P )ayqy = 74 Scanned with CamScannerUrtimeriees (2) Let us consider a typical L.P.P which we have solved by graphical method. (Problem-16) That is maximization of Z = x+1.5y subject to the constraints x+2y $160, 3x+2y < 240, x, y 2 0. We solve this problem like the earlier one by introducing slack variables s,, s, for converting the inequality constraints to equality. Equivalently we have the following system of equations. x+2y+s, = 160 3x+2y+s, = 240; x, y,5,,58, 20 % Yr Spr 8p This is a system of two equations in four unknowns (m = 2, 1 = 4). We shall set n-m = 4—2 = 2 variables to zero. There are" C,,, = 4C, = 6 ways to choose two variables. The entire process of obtaining the basic solutions and optimal solution is presented in the following table. . . Value of Case| Variables set to |Resulting equations and] Basicsolution | x4 15y zero solution (2, ¥, 1) | Oa Rok () |x=0, y=0]| 8, = 160,s, = 240 | (0,0,160,240) 0 2y = 160, (i) | x= 0,5, =0 Dy +5, = 240 (0,80,0,80) 120 (y, 5) = (80, 80) 2y +s, = 160, Nota feasible (iii) | x = 0, s, = 0 2y = 240 (0,120 ,-80,0) a (y.8,) = (120,80) (s, <0) x = 160, Nota feasible tv) |y=0, 5, =0 3x45, = 240 (160, 0, 0-240)| solution (x, 5) = (160, -240)] (s)<0) x+s, = 160, (v) |y=0,5,=0 3x = 240 (80, 0, 80, 0) 80 (x, s,) = (80, 80) - x+2y = 160, (vi) |s, = 0, 5, =0 3x+2y = 240 (40,60,0,0) 130 [ (x,y) = (40, 60) (Z)yyax = 130 at (x, y) = (40, 60) Scanned with CamScannerRemark : 4. We have obtained this result by graphical method. 2. This becomes a tedious procedure when the number of variables and constraints are more, We proceed to present the simplex method algorithm for solving the LPP which involves sequential steps to achieve the desired result. 434] Simplex method algorithm Let us consider the L.P.P with objective function Z = ax + by for maximization subject to the constraints a,x+b,y aR, +Ry These transformations will give rise to the second simplex tableau. | NZ x y 5 , Se a 5 0 b's ~ay/a, A 0 by cf a) We examine the indicators (A) and if there are no negative indicators, the process is completed. We say that Z is maximum atx = k,/a,,y = and the maximum value of Z is d’ provided b‘ and c’ are positive. If we find negative indicators in the second simplex tableau the process will be continued. Minimization A minimizing L.P.P is converted into an equivalent maximization problem. Minimizing the given objective function P is equivalent to maximizing - P under the same constraints and Min. P = - (Max vnlue of -P) WORKED PROBLEMS 31. Use simplex method to maximize Z = x + 1.5y subject to the constraints x + 2y“S 160, 3x+2y = 240,x20,y20 >> Remarks : 1, We have solved this problem by graphical method and also the solution is giving preamble for the simplex method as an illustration. 2. Now, we solve this problem using the simplex method al the steps involved in the method for getting an insight to the obtained while Igorithn in a detailed way as per method practically. Scanned with CamScannerTO Solution of the subsequent problems are presented in a single table. Solution of the problem Step 1: Let us introduce slack variables s, and s, to the inequalities to write them in the following form . x+2y+1s,+0s, = 160 3x +2y +0, +18, = 240 x+15y +0s, +05, = Z_ is the objective function. Step 2: We form the initial simplex tableau. NZV x y 5 Sy Qty 5 1 2 1 0 160 5, 3 2 0 1 240 Indicators (A) -1 =15.- 0 0 0 s the least negative indicator and hence second column Step 3: Weobserve that - 155i: s in the last column to that is the pivotal column. We examine the ratios of the quantitie: of the entries in the pivotal column. 160/2 = 80, 240/2 = 120 The first one is the least, 2 is the pivot, first row is the pivotal row. NZV s, (departing variable) is replaced by y . (entering variable) Step 4: We make the pivot 2 in the first row unity by multiplying first row by 1/2. The first simplex tableau is written. Nzv ; x Sy Qty y 1/72 0 -80 So 3 1 240 A -1 0 0 Perform R, > -2R, +R), Ry > 15R, +R, Scanned with CamScanner| nv [ox | y Cy 12 1 12 oo | } 2 0 -1 1 so | a 0.25 0 0.75 0 120 We observe that one of the indicator is negative and hence the process will continue. Now the first column is the povital column. We find the ratios, 80 / (1/2) = 160, 80/2 = 40 The second one is least. 2 is the pivot and NZV 8, is replaced by x. We make the pivot 2 in the second row unity by multiplying the second row by 1/2, The second simplex tableau is formed. navi y 5, 5 Qty yo 1/2 1 V2 0 80 | L x 1 | 0 -1/2 1/2 40 a =02 | 0 0.75 0 120 Perform Ry > -1/2-R,+R, R, 3 025K, +R, NZV x y % a Qty y 0 1 3/4 -1/4 60 x 1 0 -12 12 40 Da 0 0 0.625 0.125 Bo | Since there are no negative indicators, the entires in the last column will give us the optimal solution. Thus (Z)ayay = 130 atx = 40 andy = 60. 32, Maximize P = 2x+3y+z subject to the constraints, x+3y+2z < 11, X+2y+5z 5 19, 3xt+yt+dz < 25, x, ¥y, 220 >> Let us introduce slack variables $1, Sy, $3 to the inequalities to write them in the following form. X+3y+ 22415) +0.s, +0.5, ell x+2y +5240.) +15, +0.s, =19 3x+y+4z40.s +05) +18, = 25 = P is the objective function. Scanned with CamScannerSolution by simplex method is presented in the following table | nev s, | 5; | Qty Ratio a ro lo |u| 3-333 | 3.33is least, I to pivot, s, is replaced a a by y. Also 1/3: R, o lo] 1 | 2s | | oa 7 Indicators —3/-1|0|/0|]o0]o pay | 1 173| 0 | 0 1173) . 2 0 19 Ry 7-2 R, + R 1 11 | 25 Ry > - RFR, Ry > BR, +R, -| + 1/3+1/3=11 | 8is least + 7-1 8/3 is pivot 11/3|-2/ 35/3 + 1/3=35 | ig replaced by x 10/3-1/3 0 | 1 [64/3] 64/3+8/3=8 | Als03/8-R, R, > -1/3-R,+R, 2/3|1/3| 0 0 |11/3 R, > -1/3-R, +R, No negative Lo indicators | 33. Use the simplex method to maximize Z = 3x+4y subject to the constraints x+y $40, 2x+5y S$ 180, x20, y 20. >> Let us introduce slack variables s, and s, to the inequalities to write them in the following form. Scanned with CamScannerOPTIMIZATIUN = oImr cen retiree Qv+yts,+0s, = 40 2x+5y +05; +15) = 180 3x +4y +05, +0.s, = Z. is the objective function. Solution by the simplex method is presented in the 2 following table. NZV x y sy Qty Ratio { i 7 2 aa 5 2 ay 1 0 40 | 40/1=40 | 36is least, | LL : 5 is the pivot | | ; 5, is replaced by y. | 5 2 5 0 1 180 | 180/5=36 } Also1/5-R, | Indicators} -3 | 4 | 0 0 0 (A) : 1 0 40 R, > -R, +R, o | 1s | 3 1 0 0 0 ~)R, > 4R,+ Ry - |} 5 3/5 | 0 1 | -15 | 4 |4+8/5=25| 25is least, 8/5 is L pivot, s, is replaced | |» ws | 4 0 5 | 36 |36+2/5=90) byx Also5/8-R, a [=7 | 0 o | 45 | 1s x 1 o | 5 | -18| 52 y 2/5: 1 0 Vs 36 R79 -2/5- Ry + Ry 7/5 Rt R 0 } = 1 0 5/8 -18 Oo} 1 | -174} 14 | 35 _y A o | 9 7/8 5/8 | 147.5 No negative indicators 34, Use simplex method to maximize 2 = 2x + 4y subject to the constraints 3x+y S$ 22, 2Qx+3y $24, x20, y20. >> Let us introduce slack variables s, and s, to the inequalities to write them in the following form. Scanned with CamScannera Bxtyt1-s,+0+s, = 22 d+ dy+0-s, +18, = 24 2x+dy + 0-5, +05, = z is the objective function. Solution by the simplex: method is presented in the following table. {Nev x y 4 5 | Qty | _ Ratio _ + = 29 | Bisleast, 3is pivot. 8 3 1 1 0 2 2a sys replaced by y. Indicators} -2 a 0 0 0 (A) | a i: 0 2 R > R, * RX V3 8 0 0 Ry AR, + Ry -3| 14 1/3 8 ws | 32 No negative indicators Thus the maximum value of Z is 32 at x = 0 and y = 8 38. Maximize P = 6x, +2x,+3x, subject to the constraints 6x, +5x,+3x, $26, 4x, + 2x, + 5x, $7, x, 2 0, x 20, x5 > 0 by applying simplex method. >> Let us introduce slack variables s, and s, to the inequalities to write them in the following form. 6x, + 5x) +3x, +15, +05, u 26 7 Ax, + 2x, + 5x, + 0.5; +15, 6x, + 2x, + 3x, +05, +08, = P is the objective function. Solution by the simplex method is presented in the following table. Scanned with CamScannerx, 5 [3 | 1 | 0 | 26 | 266-43 | 175isleast, dis | | Spore pivot. x, replaces | 7 | 7/42175 | s,, Also 1/4-R, Indicators} (A) -3/2 | 31/2 i x 1 | 12/54] 0 | 14/74 | A 0 9/2 0 3/2 [2 No negative indicators Thus (P)yqy = 21/2 = 10.5 at x, = 7/4, x, =0, x5 = 36. Use the simplex method to maximize P = 4x,-2x,-x, subject to the constraints X +x) +x, $3, Wj t2y +4, 54, y-x, 0, 4, x, X, 2 0. >> Let us introduce slack variables s,, s,, s, to the inequalities to write them in the form x, +x, +23 +15, +05, +05, = 3 2x, + 2x, +x, +05, +15, + 0.5; " = Xo 2 + 0.5 + 0.5, +0.5, + 1.5, = 0 4x, - 2x, — x, + 0.5, + 0.8, + 0.5, = P_ is the objective function. Solution by the simplex method is presented in the following table. Scanned with CamScannerRatio Ois least. Lis pivot. x, replaces 5, 5/2215 3 4s pivot 4/4=1 | x, replaces s, Dai a0 | Also 1/4.R, (Neglected)| 0 1 o | -1{ 3 Ry ARR) ! 0 1/4 | -1/2 1 ototli1 lo R,>R,+ zee ie 3 2 | | o}|of|4io R,> IR, +R, po 1 [-12] 0 | 1 o [ima [-1v2) 1 0 fi4)12] 1 0112) 3 | 2 No negative ea dicators Thus the maximum value of P is 2 at x= 1x,=1 x,=0 37. Use simplex method to minimize P = x-3y+2z subject to the constraints 3x-yt2z $7, -2x+4y $12, ~4x4+3y4+8z< 10, x, y,z20. >> The given L-P.P is equivalent to maximizing the objective function — P subject to the same constraints. That is-P = P’ = —x+3y—2zis tobe maximized, Let us introduce slack variables s,, s,, 53 to the inequalities to write them in the form Scanned with CamScannerBx-y+22413, 405,405, = 7 ~ 2x +dy+0z+ 0.5, +15, +05, =12 4x +3y +82 +05, +05, +15, = 10 -x+3y-22+05, +05, +0: Solution by simplex method is presented in the following table. P* is the objecive function. | Nv | s fy lz ls [5] s [ay] Ratio : | 5 3 }—4)2]1]0)]0]7 1) 712-7 |3 isleast, : 4 is pivot. 83 -2/4]0]/0/1]0] 12 12/423 y replaces 5. s, |-4/3 | 8 | 0] 0] 1 | 107 10/3=33 | Alsol4-R, [indicators ; 1}3}2]0/}/o0]/o0j]0 (A) olo}|7 14| 0 | 3 ofe 0 10 R,9-3R,+R, 0 0 Ry 3R, +R, Thus the required minimum value of P = —11atx = 4,y = 5,2 (Pay = Mat x= 4,y=5,2=0 1/4| 0 | 10 | 10+(5/2)=4 | 4isleast \ 5/2is pivot Vv4| 0 | 3 | 3+-1/2 = ~6| xreplacess, -3/4| 1 1 |1+-5/2=-2/5] Also(2/5).R, o|9 1/10} 0 | 4 | v4| 0 | 3 =e Ry V2: +Ry | j-3/4} 1 | 1 Ry 5/2-R, +Ry a4{ oa] 9 Ry> V/2-R, +R, 1/10] 0 | 4 3/10} 0 | 5 ta j-1/2} 1 | 11 4/5| 0 | 11 No negative indicators Scanned with CamScannera 38. Solve by simplex method the following LPP: Maximize Z = 6x, +9x, subject to 2x, + 2x, $24, x, +5x, <4, 6x, + 2x, = 60 and x,, x, 20. >> We prefer to divide the first and third constraints by 2 so that we have the constraints in the form x, +x, $ 12, x, +5x, S$ 44, 3x, +x, S$ 30. Let us introduce slack variables s,, 5, $3 to the inequalities to write them in the form, xy FX, +15, +05) + Os, = 12 x, + 5x, +0.5, +15) +05; = 44 3x, + x74 05, + 0s, +15; = 30 6x, +9x, +05, +05, +05, = Z is the objective function. Solution by simplex method is presented in the following table. 7 H} 5 | % | ss | QW Ratio me 1 tololnl 2 88 is least. | P=12 | Sis pivot = pb —-| x, replaces s, Also 13° R, 40 —| 16/5 | 16/5. | Ais least. “V5 74 | 4/5is pivot % vs | i | X, replaces 5, Le Also 5/4.R, Scanned with CamScanner% | 5 | 5, | 5 | Qty | Ratio R,>-1/5-R, +R, | R,>-14/5-R, +R, A |-25| 0 | 0 | 95} 0 |306/5 Ry > 21/5 -R + Ry 1 -1/4| 1/4 0 8 0 -7/2\ 1/2 1 10 A 0 o | 214} 374 | 0 96 No negative indicators 39. Solve the following minimization problem by simplex method. Objective function: P = -3x +8y-5z Constraints: -x-22 $5, 2x-3y+z<3 2x-5y+6z <5, x, XQ x3 20 >> Minimizing P is equivalent to maximizing —P = P’ = 3x-8y+5z Let us introduce slack variables $1) Sy 83 to the inequalities to write them in the following form ~x+0y-2241s, +05, +05, = 5 2x- By +2405, +15, +055 =3 2x- Sy + 62 +0.s, +05, +15, 25 3x- By +5z+0.s,+0s,+0s, * P’ is the objective function. Solution by simplex method is presented in the following table. Scanned with CamScanner0.83 is least 6 is pivot Z replaces 5 Alo 1/6-R, | 5/6 = 0.83 S| Ry > BR+R, 1.3 is least. — | 5/3is pivot 13/6 +5/3=13 | xteplaces s, 25/6 20/3 Also 3/5-R, 5/6 + 1/3 =5/2 ——— Ry 1/3-R, +R, x 1 |}-13/10| 0 0 | 3/5 Lisid 13/10 0 | 5/6 | 25/6 V5 |3/10/213/30 | 0} 0 \16| 5% aaa sl se | |. HO R,-1/3- RR, Ry 4/3-R, +R, 3/5 - 1/10 13/10 -15| 15 | 275 4/5 |7/10| 59/10 a ee ne | No negative indications (Pax = 59/10 at x= 13/10, y = 0, z= 2/5 Scanned with CamScanner40. Show that the L.P.P for minimizing the objective function Z = ~2u -3v—-w subject to the constraints w+ 2v-2u $5, 3u-v-ws2, u, 0, w 20 has unbounded solution. >> LetZ’ = -Z = 2u+3v+w for maximization be the objective function. Let us introduce slack variables s, and s, to the inequalities to write them in the form u+2v-2w+1s,+0s, = 5 3u-v-wt0s,+1s, = 2 Qu +3u+w+ 0s; + 0s, = Z’ is the objective function. Solution by simplex method is presented in the following table. | Nev u o w 5 Sy Qty Ratio ba fo [ef -2 [a Tos | sacas | 25isieast l Eat 2is pivot. » | 3 [=a] -1 [ 0 [a | 2 | Negative | oreptaces 5. | Also 1/2 - R | 0 5/2 2 RRR, 0 R,>3R,+R, pf OO 1: 52 |52_ 5 3 1 3 | 72 [0] -2 | ia 972/972 94 eet a2 rena a tinto] -1 [an] oo [isa Since both the ratios are negative we cannot proceed further. Thus we conclude the L.P.P has unbounded solution. EXERCISES Solve the following linear programming problems graphically. [ 1-4] 1. Maximize z = 2x+4y subject to the constraints Sx+y S22, 2x+3y $24; x, y20 2. Minimize z = 2x+ 3y subject to the constraints x+y 26, kw+y 27, x+4y 28, x, y>0 3. Maximize z = 5x + 16y subject to the constraints x+6y S18, x+2y $6 ; x, y¥20 Scanned with CamScanner4 Minimize = = 60x+50y subject to the constraints x+2y S40, 3x4+2y < 60 ; x, y20 Solve the following L.P.P by applying simplex method [5-8] Ss. 6. 8. 2 Maximize P = 6x + 10y+2z subject to the constraints 2x+dy+3z < 40, x+y < 10, 2y+2< 12 ; x, y, 220 Maximize P = 3x+y+2z subject to the constraints Sv+2y+z< 11, Ww+5y+2z < 19, x+4y+3z < 25, x, y, 220 7. Maximize P = 5x+3y subject to the constraints x+y $2 Sv42y < 10, 3x+8y < 12; x, y>0 Maximize P = 7x+ 12y + 16z subject to the constraints Qx+y+2S1; X+2y+4z < 2, A radio factory 6 hours in worksh maximum profit ? Sol 10. The owner of a dai Produces two different types of transistors, ordinary model and special model. For greater efficiency the assembly and finishing process are performed in two different workshops. The ordinary model requires 3 hours of work in workshop-I and 4 hours in workshop II, while the special model required ‘op - Land 4 hours in workshop Il. Due to limited resources in Ive this L.P.P by both graphical and simplex methods, ry is trying to determine the correct blend of two types of feed. lous percentages of four essential ingredients. Use the following data to determine the least cost blend, Ingredient Percentage per kg of feed Minimum Feed 1 Feed 2 requirement in kg 1 40 20 a | 2 10 30 5 3 20 40 3 4 30 10 Cost (Rs / kg) 5 3 ANSWERS ; Lx=0,y=8 ; z=32 2 *=53,y=07; 2217 Site 0, ymie 7 Ze 88 42 = 10, y=15 ; 2 = 1359 5. 84 6. 19 2 to ae 9. 40 ordinary and 10 special models, Maximum profit = Rs.1600/-. 10. x, = 0.4kg (400 gms), x, = 0, Minimum cost Rs.2/- Scanned with CamScanner