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Chapter 5

Linear Programming

5.1 INTRODUCTION

Optimization problems seek to maximize or min-

imize a function of a number of variables which

are subject to certain constraints. The objective may

be to maximize the prot or to minimize the cost.

The variables may be products, man-hours, money

or even machine hours. Optimal allocation of lim-

ited resources to achieve a given object forms pro-

gramming problems. A programming problem in

which all the relations between the variables is lin-

ear including the function to be optimized is called a

Linear Programming Problem (LPP). G.B. Dantzig,

in 1947, rst developed and applied general problem

of linear programming. Classical examples include

transportation problem, activity-analysis problem,

diet problems and network problem. The simplex

method, developed by GB Dantzig, in 1947, con-

tinues to be the most efcient and popular method to

solve general LPP. Karmarkars method developed

in 1984 has been found to be upto 50 times as fast as

the simplex algorithm. LPP is credited to the works

of Kuhn, Tucker, Koopmans, Kantorovich, Charnes

Cooper, Hitchcock, Stiegler. LPP has been used to

solve problems in banking, education, distribution

of goods, approximation theory, forestry, transporta-

tion and petroleum.

5.2 FORMULATION OF LPP

In a linear programming problem (LPP) we wish to

determine a set of variables known as decision vari-

ables. This is done with the objective of maximiz-

ing or minimizing a linear function of these vari-

ables, known as objective function, subject to certain

linear inequality or equality constraints. These vari-

ables, should also satisfy the nonnegativity restric-

tions since these physical quantities can not be neg-

ative. Here linearity is characterized by proportion-

ality and additivity properties.

Let x

1

, x

2

. . . , x

n

be the n decision unknown vari-

ables and c

1

, c

2

. . . , c

n

be the associated (constant

cost) coefcients. Then the aim of LP is to optimize

(extremise) the linear function,

z = c

1

x

1

+c

2

x

2

+. . . +c

n

x

n

(1)

Here (1) is known as the objective function. (O.F.)

The variables x

j

are subject to the following mlinear

constraints

a

i1

x

1

+a

i2

x

2

+. . . +a

in

x

n

b

i

(2)

for i = 1, 2, ... m. In (2), for each constraint only one

of the signs or or = holds. Finally x

i

should also

satisfy nonnegativity restrictions

x

j

0 for j = 1 to n (3)

Thus a general linear programming problemconsists

of an objective function (1) to be extremized subject

to the constraints (2) satisfying the non-negativity

restrictions (3).

5.1

chap-5a B.V.Ramana September 13, 2006 17:59

5.2 MATHEMATICAL METHODS

Solution

To LPP is any set of values {x

1

, x

2

. . . , x

n

} which

satises all the m constraints (2).

Feasible Solution

To LPP is any solution which would satisfy the non

negativity restrictions given by (3).

Optimal Feasible Solution

To LPP is any feasible solution which optimizes (i.e.

maximizes or minimizes) the objective function (1).

From among the innite number of feasible solu-

tions to an LPP, we should nd the optimal feasible

solution in which the maximum (or minimum) value

of z is nite.

Example 1: Suppose Ajanta clock company pro-

duces two types of clocks standard and deluxe

using three different inputs A, B, C. From the data

givenbelowformulate the LPPtodetermine the num-

ber of standard and deluxe clock to be manufactured

to maximize the prot.

Let x

1

and x

2

be the number of standard and

deluxe clocks to be produced.

Technical coefficients

Input

Standard Deluxe

Capacity

(Resource)

A

B

C

2

2

4

2

4

2

0

3

20

12

16 C

Profit (Rs)

Then the objective function is to maximize the

total prot i.e. maximize z = 2x

1

+3x

2

, since the

prot for one standard clock is Rs 2 and prot for

one deluxe and clock is Rs 3. Because of the limited

resources, for input A we have the following restric-

tion. Since one standard clock consumes 2 units of

resource A, x

1

units of standard clocks consume 2x

1

units of input A. Similarly 4x

2

units of input A is

required to produce x

2

deluxe clocks. Thus the total

requirement of the input Afor production of x

1

, stan-

dard and x

2

deluxe clocks is

2x

1

+4x

2

.

However, the total amount of resource A available is

20 units only. Therefore the restriction on resource

A is

2x

1

+4x

2

20

Similarly the restriction of resource B is

2x

1

+2x

2

12

and restriction on source C is

4x

1

16.

Since x

1

, x

2

are physical quantities (the number of

clocks produced), they must be non negative i.e.

x

1

0

and x

2

0.

Thus the LPP consists of the O.F., three inequality

constraints and the non-negativity restrictions.

5.3 GRAPHICAL SOLUTION OF LPP

When the number of decision variables (or products)

is two, the solution to linear programming problem

involving any number of constraints can be obtained

graphically. Consider the rst quadrant of the x

1

x

2

plane since the two variables x

1

and x

2

should sat-

isfy the nonnegativity restrictions x

1

0 and x

2

0.

Now the basic feasible solution space is obtained in

the rst quadrant by plotting all the given constraints

as follows. For a given inequality, the equation with

equality sign (replacing the inequality) represents a

straight line in x

1

x

2

plane dividing it into two open

half spaces. By a test reference point, the correct side

of the inequality is identied. Say choosing origin

(0, 0) as a reference point, if the inequality is satis-

ed then the correct side of the inequality is the side

on which the origin (0, 0) lies. Indicate this by an

arrow. When all the inequalities are plotted like this,

in general, we get a bounded (or unbounded in case

of greater than inequalities) polygon which enclose

the feasible solution space, any point of which is a

feasible solution.

For z = z

0

, the objective functionz = c

1

x

1

+c

2

x

2

represents an iso-contribution (or iso-prot) straight

line say x

2

=

c

1

c

2

x

1

+

z

0

c

2

_

or x

1

=

c

2

c

1

x

2

+

z

c

1

_

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.3

such that for any point on this line, the contribu-

tion (Prot) (value of z

0

) is same. To determine the

optimal solution, in the maximization case, assign-

ing arbitrary values to z, move the iso-contribution

line in the increasing direction of z without leav-

ing the feasible region. The optimumsolution occurs

at a corner (extreme) point of the feasible region.

So the iso-prot line attains its maximum value of

z and passes through this corner point. If the iso-

contribution line (objective function) coincides with

one of the edges of the polygon, then any point on

this edge gives optimal solution with the same max-

imum (unique) value of the objective function. Such

a case is known as multiple (alternative) optima case.

In the minimization case, assigning arbitrary values

to z, move the iso-contribution line in the direction

of decreasing z until it passes through a corner point

(or coincides with an edge of the polygon) in which

case the minimum is attained at this corner point.

Range of Optimality

For a givenobjective functionz = c

1

x

1

+c

2

x

2

, slope

of z changes as the coefcients c

1

and c

2

change

which may result in the change of the optimal corner

point itself. In order to keep (maintain) the current

optimum solution valid, we can determine the range

of optimality for the ratio

c

1

c

2

_

or

c

2

c

1

_

by restricting the

variations for both c

1

and c

2

.

Special Cases:

(a) The feasible region is unbounded and in the case

of maximization, has an unbounded solution or

bounded solution.

(b) Feasible region reduces to a single point which

itself is the optimal solution. Such a trivial solu-

tion is of no interest since this can be neither max-

imized nor minimized.

(c) A feasible region satisfying all the constraints is

not possible since the constraints are inconsistent.

(d) LPP is ill-posed if the non-negativity restriction

are not satised although all the remaining con-

straints are satised.

Examples:

(a) x

1

+3x

2

3, x

1

+x

2

2, x

1

, x

2

0,

Maximize: z = 1.5x

1

+2.5x

2

unbounded feasi-

ble region, unbounded solution (can be maxi-

mized indenitely)

Fig. 5.1

(b) x

1

x

2

0, 0.5x

1

+x

2

1 x

1

, x

2

0

Maximize: z = x

2

0.75x

1

unbounded feasible

region z

2

= 0.5 is bounded optimal solution.

Fig. 5.2

(c) x

1

+x

2

2, x

1

, 5x

2

10

Maximize: z = 5x

2

, x

1

, x

2

0, (0, 2) is unique

solution, max: z = 10.

(0, 2)

Fig. 5.3

(d) x

1

+x

2

1, 0.5x

1

5x

2

10

Maximize: z = 5x

2

, x

1

, x

2

0. No feasible

region. Constraints are inconsistent

chap-5a B.V.Ramana September 13, 2006 17:59

5.4 MATHEMATICAL METHODS

Fig. 5.4

(e) 1.5x

1

+1.5x

2

9, x

1

+x

2

2.

No feasible region.

(0, 6)

(6, 0)

(0, 2)

(2, 0)

WORKED OUT EXAMPLES

Example 1: ABC company produces two types of

calculators. A business calculator requires 1 hour of

wiring, one hour of testing and 3 hours of assem-

bly, while a scientic calculator requires 4 hours of

wiring, one hour of testing and one hour of assembly.

A total of 24 hours of wiring, 21 hours of assembly

and 9 hours of testing are available with the company.

If the company makes a prot of Rs 4 on business

calculator (BC) and Rs 10 on scientic calculator

(SC), determine the best product mix to maximize

the prot.

Solution: Let x

1

be the number of business cal-

culators (BC) produced while x

2

be the number of

scientic calculators (SC) produced. Then the objec-

tive is to maximize the prot z = 4x

1

+10x

2

subject

to the following ne constraints:

x

1

+4x

2

24 (wiring) (I)

x

1

+x

2

9 (testing) (II)

3x

1

+x

2

21 (assembly) (III)

x

1

0

x

2

0

_

non negative (IV)

constraints (V)

To determine the feasible solution space consider

the rst quadrant of the x

1

x

2

-plane since x

1

0

and x

2

0. Then draw the straight lines x

1

+4x

2

=

24, x

1

+x

2

= 9 and 3x

1

+x

2

= 2.1. Note that an

inequality divides the x

1

x

2

-plane into two open half-

space. Choose any reference point in the rst quad-

rant. If this reference point satises the inequality

then the correct side of the inequality is the side on

which the reference point lies. Generally origin (0,

0) is taken as the reference point. The correct side of

the inequality is indicated by an arrow. The shaded

region is the required feasible solution space satisfy-

ing all the ve constraints. The ve corner points of

the feasible region are A(0, 0), B(7, 0), C(6, 3), D(4,

5), E(0, 6). Identify the direction in which z increases

without leaving the region. Arbitrarily choosing z =

0, 28, 54, 60, 66, observe that the straight lines (prot

function) z = 4x

1

+10x

2

or x

2

=

2

5

x

1

+

z

10

passes

through the corner points A, B, C, E, D respectively.

The optimumsolution occurs at the corner point D(4,

5), where the maximum value for z = 66 is attained.

Thus the best product mix is to produce 4 business

and 5 scientic calculator which gives a maximum

prot of Rs. 66.

x

2

Solution

Space

3

+

=

2

1

x

x

1

2

x

x

1

2

+

4

=

2

4

x

x

1

2

+

=

9

3

1

2

Range of

optimality

I

n

c

r

e

a

s

i

n

g

z

z

=

0

z

=

2

8

z

=

5

4

E

z

=

6

0

z

=

6

6

A B

C

D

x

1

O

p

t

i

m

u

m

Fig. 5.5

Example 2: (a) Solve the above problems to min-

imize z = 4x

1

10x

2

.

(b) If z = c

1

x

1

+c

2

x

2

, does an alternative optimal

solution exists

(c) Determine the range of optimality for the ratio

c

1

c

2

_

or

c

2

c

1

_

.

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.5

Solution: (a) Rewriting, x

2

=

2

5

x

1

z

10

. Choose

z = 0, 28, 54, 60, 66, then the objective

function passes through the corner points A, B, C,

E, Drespectively. Thus the minimumvalue z = 66

is attained at the corner point D(4, 5). Observe that

maximum of z = 4x

1

+10x

2

is 66 and minimum of

z = 4x

1

10x

2

is 66

i.e., max f (x) = min (f (x)).

(b) If z = c

1

x

1

+c

2

x

2

coincides with the straight line

CD: x

1

+x

2

= 9, then any point on the line segment

CD is an optimal solution to the current problem and

thus has multiple (innite) alternative optima.

(c) Let z = c

1

x

1

+c

2

x

2

be the objective function.

Then for c

2

= 0, we write this as

x

2

=

c

1

c

2

x

1

+

z

c

2

The straight line

x

1

+4x

2

= 24 rewritten as x

2

=

1

4

x

1

+

24

4

has

slope

1

4

and the straight line x

1

+x

2

= 9 rewritten

as x

2

= x

1

+9 has slope 1. Thus range of opti-

mality which will keep the present optimumsolution

valid is

1

4

c

1

c

2

1

For c

2

= 4, 1 c

1

4

Similarly for c

1

= 0, the range of optimality is

1

c

2

c

1

4. For c

1

= 2, 2 c

2

8.

Example 3: The minimumfertilizer needed/hector

is 120 kgs nitrogen, 100 kgs phosphorous and 80 kgs

of potassium. Two brands of fertilizers available have

the following composition.

Fertilizer Nitrogen Phos. Potassium Price/100 kgs bag

A 20% 10% 10% Rs 50

B 10% 20% 10% Rs 40

Determine the number of bags of fertilizer A and

B which will meet the minimum requirements such

that the total cost is minimum.

Solution: Let X be the number of bags of fertilizer

Apurchased and Y be the number of bags of fertilizer

B purchased. Then the objective is to minimize the

total cos t = z = 50X +40Y

subject to

20X +10Y 120 (Nitrogen)

10X +20Y 100 (Phosphorous)

10S +10Y 80 (Potassium)

and X, Y 0

Draw the straight lines

2X +Y = 12 (1)

X +2Y = 10 (2)

X +Y = 8 (3)

A(0, 12), B(4, 4), C(6, 2), D(10, 0)

X

2

2

3

3

1

1

z

=

5

0

0

z

=

4

8

0

z

=

3

8

0

z

=

3

6

0

C

B

A

Y

Decreasing

direction

of z

(Unbounded)

Feasible

region

D

Fig. 5.6

Objective function: iso-prot equation:

Y =

5

4

X +

z

40

(4)

Choose z = 500, 480, 380, 360 then (4) passes

through the corner points D, A, C, B respectively.

Thus the optimal solution occurs at B(4, 4) i.e. pur-

chase four bags of fertilizer Aand 4 bags of fertilizer

B with a total minimum cost of Rs 360/-.

EXERCISE

Solve the following LPP graphically:

1. Right Wood Furniture Company manufactures

chairs and desks. The time required (in minutes)

and the total available time is given below. If com-

pany sells a chair for a prot of Rs. 25 and desk

chap-5a B.V.Ramana September 13, 2006 17:59

5.6 MATHEMATICAL METHODS

for a prot of Rs 75/- determine the best product

mix that will maximize the prot.

Chair Desk

Available

time

Fabrication

Assembly

Upholstery

Linoleum

15

12

18.75

40

50

56.25

27,000

27,000

27,000

27,000

Ans: Produce 1000 chairs and 300 desks, making a

prot of Rs 47,500.

Hint: Corner points are A(0, 0), B(1440, 0),

C(1440, 135), D(1000, 300), E(250, 480), F(0,

480): Maximize: z = 25X + 75Y. s.t.

15X +40Y 27, 000,

12X +50Y 27000,

18.75X 27000, 56.25Y 27000

2. Asia paints produces two types of paints with the

following requirements.

Standard

Paint

Delux

Paint

Total Available

Quantity (in tons)

Base

Chemicals

Profit (in 100s)

6

1

5

4

2

4

24

6

Determine the optimum (best) product mix of the

paints that maximizes the total prot for the com-

pany. Demand for deluxe paint can not exceed

that of standard paint by more than 1 ton. Also

maximum demand of deluxe paint is 2 tons.

Ans: Produce 3 tons of standard and 1.5 tons of deluxe

paint, making a prot of Rs 2100.

Hint: Corner points: A(0, 0), B(4, 0), C(3, 1.5),

D(2, 2), E(1, 2), F(0, 1); OF: Maximize z = 5x

1

+

4x

2

subject to

6x

1

+4x

2

24, x

1

+2x

2

6,

x

1

+x

2

1, x

2

2, x

1

, x

2

0.

3. In an oil renery, two possible blending processes

for which the inputs and outputs per production

run are given below.

Process

I

II

Input

Crude Crude

5 3

4 5

A B

Output

Gasoline Gasoline

5 8

4 4

X Y

Amaximum of 200 units of crude Aand 150

units of crude B are available. It is required to

produce at least 100 units of gasoline X and 80

units of gasoline Y. The prot fromprocess I is Rs

300 while from process II is Rs 400. Determine

the optimal mix of the two processes.

Ans: Produce 30.7 units by process I and 11.5 units

from process II, getting a maximum prot of Rs

13,846.20.

Hint: Maximize: z = 300x

1

+400x

2

, subject to

5x

1

+4x

2

200, 3x

1

+5x

2

150

5x

1

+4x

2

100, 8x

1

+4x

2

80

Corner points: A(20, 0), B(40, 0), D(0, 30),

E(0, 25), C

_

400

13

,

150

13

_

4. Minimize z = 0.3x

1

+0.9x

2

subject to

x

1

+x

2

800, 0.21x

1

0.30 x

2

0, 0.03x

1

0.01 x

2

0, x

1

, x

2

0

Ans: x

1

= 470.6, x

2

= 329.4, minimum cost: Rs

437.64.

5. Maximize: z = 30x

1

+20x

2

subject to x

1

60,

x

2

75, 10x

1

+8x

2

800.

Ans: x

1

= 60, x

2

= 25, Max: prot = Rs 2300

Hint: Corner points: A(0, 0), B(60, 0), C(60, 25),

D(20, 75), E(0, 75).

6. Given x

1

0, x

2

0, x

1

+2x

2

8, 2x

1

x

2

2 solve to (a) max x

1

(b) max x

2

(c) min x

1

(d)

min x

2

(e) max 3x

1

+2x

2

(f) min 3x

1

2x

2

(g)

max 2x

1

2x

2

Ans: (a) x

1

= 8 (b) x

2

=

18

5

(c) x

1

= 0 (d) x

2

= 0 (e) z

= 24, x

1

= 8, x

2

= 0 (f) z = 24, x

1

= 8, x

2

= 0

(g) z =

28

5

, x

1

=

4

5

, x

1

=

18

5

7. Minimize z = x

1

+x

2

s.t. x

1

0,

x

2

0 2x

1

= x

2

12, 5x

1

+8x

2

74,

x

1

+6x

2

28.

Ans: x

1

= 2, x

3

= 8, min. 10

Hint: Unbounded region with corner points

A(0, 12), B(2, 8), C(10, 3), D(28, 0)

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.7

8. Maximize: z = 5x

1

+3x

2

s.t. x

1

0, x

2

0,

3x

1

+5x

2

15, 5x

1

+2x

2

10

Ans: x

1

= 1.053, x

2

= 2.368, Max: 12.37

Hint: Corner points: (0, 3), (1.053, 2.368), (2, 0)

9. Maximize: z = 2x

1

4x

2

s.t. x

1

0, x

2

0,

3x

1

+5x

2

15, 4x

1

+9x

2

36

Ans: x

1

= 9, x

2

= 0, Max: 18

Hint: Corner point: (0, 3), (0, 4), (5, 0) (9, 0)

10. Maximize: z = 3x

1

+4x

2

s.t. x

1

0, x

2

0,

2x

1

+x

2

40, 2x

1

+5x

2

180

Ans: x

1

= 2.5, x

2

= 35, z = 147.5

Hint: Corner points: 0(0, 0), A(20, 0), B(2.5, 35),

C(0, 36)

11. Minimize z = 6000x

1

+4000x

2

s.t. x

1

0, x

2

0, 3x

1

+x

2

40, x

1

+2.5x

2

22, x

1

+x

2

40

3

.

Ans: x

1

= 12, x

2

= 4, z

min

= 88,000

Hint: A(22, 0), B(12, 4), C(0, 40)

Note: Constraint x

1

+x

2

40

3

is redundant.

12. Maximize z = 45x

1

+80x

2

s.t. 5x

1

+20x

2

400, 10x

1

+15x

2

450.

Ans: x

1

= 24, x

2

= 14, z = Rs2200.

5.4 CANONICAL AND STANDARD FORMS

OF LPP

Since max f (x) = min (f (x)), an LPP with

maximation can be transferred to a minimization

problemand vice versa. Thus, the following analysis

can be applied for a maximization or minimization

problem without any loss of generality.

Canonical form of LPP is an LPP given by (1) (2)

(3) with all the constraints (2) are of the less than or

equal to type.

Standard form of LPP consists of (1) (2) (3) with all

constraints (2) are of the equality type and with all

bi 0, for i = 1 to m.

Conversion to Standard Form Given any general

LPP, it can be transformed to standard LPP as fol-

lows:

1. In any constraint if the right hand side con-

stant b

i

is negative, then multiply that constraint

throughout by 1. (Note that multiplication of an

inequality constraint by 1, reverses, the inequal-

ity sign i.e. 3 < 2, multiplied by 1 we get

(1)(3) > (1)(2) or 3 > 2.

2. A less than or equal to type constraint

j

a

ij

x

j

b

i

; (b

i

0) gets transformed to an

equality

j

a

ij

x

j

+s

i

= b

i

by the addition of a slack variable s

i

, which

is non negative.

3. A greater than or equal to type constraint

j

a

ij

x

j

b

i

; (b

i

0)

can be transformed to an equality

a

ij

x

j

s

i

= b

i

by subtracting a surplus variable S

i

, which

is non negative. In general, it is more convenient

to work with equations rather than with inequal-

ities. So given any general LPP, convert it to a

standard LPP, consisting of m simultaneous lin-

ear equations in "n" unknown decision variables.

Minimize:

z = c

1

x

1

+c

2

x

2

+ +c

n

x

n

(1)

subject to

a

11

x

1

+a

12

x

2

+ +a

1n

x

n

= b

1

a

21

x

1

+a

22

x

2

+ +a

2n

x

n

= b

2

a

m1

x

1

+a

m2

x

2

+ +a

mn

x

n

= b

m

(2)

and x

1

, x

2

, x

3

, x

n

0 (3)

Here c

j

(Prices), b

j

(requirements) and a

i,j

(activity coefcients) for i = 1 to m, j = l to n)

are known constants.

If m > n, discard the mn redundant equa-

tions. If m = n, the problem may have a unique

(single) solution which is of no interest since

it can neither be maximized or minimized. If

m < n, which ensures that none of the equations

is redundant, then there may exist innite number

of solutions from which an optimal solution can

be obtained.

Assume that m < n. Set arbitrarily any

n m variables equal to zero and solve the m

equations for the remaining m unknowns. Sup-

pose the unique solution obtained be

{x

1

, x

2

, x

m

}, by setting the remaining

(n m) variables

x

m+1

, , x

n

all to zero.

chap-5a B.V.Ramana September 13, 2006 17:59

5.8 MATHEMATICAL METHODS

Basic solution

{x

1

, x

2

, , x

m

} is the solution of the systemof equa-

tions (2) in which n m variables are set to zero.

Basic variables

are the variables x

1

, x

2

, , x

m

in the basic solution.

Basis

is the set of m basic variables in the basic solution.

Non-basic variables

x

m+1

, x

m+2

, x

n

are the (n m) variables which

are equated to zero to solve the m equations (2),

(resulting in the basic solution).

Basic feasible solution

is a basic solution which satises the nonnegativity

restrictions, (3) i.e. all basic variables are non nega-

tive. (i.e. x

j

0 for j = 1, 2, 3, m)

Nondegenerate basic feasible solution

is a basic feasible solution in which all the basic vari-

ables are positive (i.e., x

j

> 0 for j = 1, 2, 3, m)

Optimal basic feasible solution

is a basic feasible solution which optimizes (in this

case minimizes) the objective function (1).

Why Simplex Method

In an LPP with m equality constraints and n vari-

ables with m < n, the number of basic solutions is

n

c

m. For small n and m, all the basic solutions (cor-

ner points) can be enumerated (listed out) and the

optimal basic feasible solution can be determined.

Example:

Maximize: z = 2x

1

+3x

2

s.t. 2x

1

+x

2

4, x

1

+

2x

2

5. Rewriting 2x

1

+x

2

+x

3

= 4, x

1

+2x

2

+

x

4

= 5. Here m = 2, n = 4, n

c

m = 4

c

2 = 6 The six

basic solutions are: 1. (0, 0, 4, 5), Feasible (F), Non-

degenerate (ND) and z = value of O.F = 0

2. (0, 4, 0, -3), NF (non feasible)

3. (0, 2.5, 1.5, 0), z = 7.5 F, ND

4. (2, 0, 0, 3), z = 4, F, ND

5. (5, 0, - 6, 0), NF

6. (1, 2, 0, 0), z = 8,

Feasible nondegenerate and optimal.

However, even for n = 20, m = 10, the number

of basic solutions to be investigated is 1,84,756, a

large part of which are infeasible. It is proved that

the set of feasible solutions to a LPP form a convex

set (the line joining any two points of the set lies in

the set) and the corner (extreme) points of the convex

set are basic feasible solutions. If there is an optimal

solution, it exists at one of these corner points. The

simplex method devised by GB Dantzig is a power-

ful procedure which investigates in a systematic way

for optimal solution at these corner points which are

nite in number.

For m = 10, n = 20, simplex method obtains the

optimal in 15 steps, thus having an advantage of

92,378 to 1.

5.5 SIMPLEX METHOD

The simplex method is an algebraic iterative pro-

cedure which solves any LPP exactly (not approxi-

mately) or gives an indication of an unbounded solu-

tion. Starting at an initial extreme point, it moves

in a nite number of steps, between m and 2m, from

one extreme point to the optimal extreme point. Con-

sider the following LPP with m less than or equal

to inequalities in n variables.

Maximize z = c

1

x

1

+c

2

x

2

+ +c

n

x

n

subject to a

11

x

1

+a

12

x

2

+ +a

1n

x

n

b

1

a

21

x

1

+a

22

x

2

+ +a

2n

x

m

b

2

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

a

m1

x

m1

+a

m2

x

2

+ +a

mn

x

n

b

m

Introducing m slack variables s

1

, s

2

, . . ., s

m

, the

less than or equal to in equalities are converted to

equations.

a

11

x

1

+a

12

x

2

+ +a

1n

x

n

+s

1

= b

1

a

21

x

1

+a

22

x

2

+ +a

2n

x

n

+s

2

= b

2

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

a

m1

x

1

+a

m2

x

2

+ +a

mn

x

n

+ +s

m

= b

m

Here x

1

, x

2

, , x

n

, s

1

, s

2

, , s

m

are all nonneg-

ative i.e. 0. The objective function is rewritten as

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.9

Maximize: z = c

1

x

1

+ +c

n

x

n

+0.s

1

+ +

0.s

m

.

Thus there are m equations in m+n variables.

Putting (m+n) m = n variables zero we get a

starting basic feasible solution. Take x

1

= x

2

=

x

n

= 0. Then the initial solution contains the m

basic variables s

1

, s

2

, s

m

. This corresponds to the

corner point origin with value of the objective func-

tion zero. Since this is a problem of maximization,

the value of objective function will increase if we

introduce one of non-basic variable x

j

(j = 1 to n),

into the solution forcing out one of the basic variable.

The obvious choice is the x

j

with the largest c

j

. Ties

are broken arbitrarily. The objective equation is writ-

ten as z c

1

x

1

c

2

x

2

c

n

x

n

+0.s

1

+ +

0.s

n

= 0

For efcient use, this data is written in the form of

a table known as simplex tableau shown below:

Remark Basis Solution

-row 1 0 0 0 0

-row 0 1 0 0

s -row 0 0 1

-row

-row 0 0 0 1

z x x x x

n

s s s

c z c c c c

s s a a a a b

s a a a a b

s a

s s a a a a b

1 2 1 2

1 2

1 1 11 12 1 1 1

2 2 21 22 2 2 2

1 2

j m

j n

j n

j n

i ij

m m m m mj mn m

1

the objective equation with last element in rectangle

indicating the current value of the objective func-

tion (In the present case it is zero). The left most

(rst) column indicates the current basic variables

s

1

, s

2

, , s

m

. The right most (last) column is the

solution column. Thus s

1

= b

1

, s

2

= b

2

, , s

m

=

b

m

(all resources unused) is the basic solution with

the value of the objective function zero.

Test for optimality

If all the z-row coefcients of the nonbasic variables

are nonnegative, then the current solution is optimal.

Stop. Otherwise goto step I.

Step I. Entering variables: Suppose - c

j

, the z-row

coefcient of the non basic variables x

j

is the most

negative, then the variable x

j

will enter the basis. The

jth column is known as the pivotal column.

Step II. Leaving variable: Divide the solution col-

umn with the corresponding elements of the pivotal

column, with strictly positive denominator. Ignore

the ratios, when the pivotal column elements are zero

or negative.

Suppose

b

i

a

ij

is the smallest non negative ratio

among these ratios

b

i

a

ij

,

b

2

a

2j

,

b

m

a

mj

,

then the basic variable s

i

will leave the basis (and

therefore will become a non basic variable). The ith

row is known as the pivotal row. The element a

ij

at the intersection of the pivotal column and pivotal

row is known as the pivotal element, which is encir-

cled in the table step III. Compute the new simplex

tableau with (s

1

, s

2

, , x

j

, , s

m

) as the newbasis

compute.

Pivot row:

New pivot row =

current pivot row

pivot element

.

All other rows including z:

New row = current row - (Corresponding pivot

column coefcient) (New pivot row).

The solution-column in the new tableau readily

gives the newbasic solution with newobjective value

(last element in the z-row). Now test for optimality.

If yes, stop. Otherwise go to step I.

Optimality condition

The nonbasic variable having the most negative (pos-

itive) coefcient coefcient in the z-row will be the

entering variable in a maximization (minimization)

problem. Ties are broken arbitrarily. When all the z-

row coefcients of the non basic variables are non-

negative (nonpositive) then the current solution is

optimal.

Feasibility condition

In both the maximization and minimization prob-

lems, the basic variable associated with the smallest

nonnegative ratio (with strictly positive denomina-

tor) will be the leaving variable.

chap-5a B.V.Ramana September 13, 2006 17:59

5.10 MATHEMATICAL METHODS

Thus the simplex method can be summarized as

follows:

Step 0. If all the constraints are less than or equal

to type, introduce slack variables and determine the

starting basic solution.

Step I. Using optimality condition, select the enter-

ing variable. If no variable can enter the basis, stop.

The current solution is optimal.

Step II. Using feasibility condition determine the

leaving variable.

Step III. Compute the new basic solution (new sim-

plex tableau) and go to step I.

Articial Variable Technique

For a LPP in which all the constraints are less than or

equal to type with b

i

0, an all-slack, initial basic

feasible solution readily exists. However for prob-

lems involving inequalities or equality constrains

no such solution is possible. To alleviate this, arti-

cial variables are introduced in each of the or =

type constraints, and slack variables for the less than

or equal to type which will then provide a starting

solution. The M-method and the two-phase method

are two closely related methods involving articial

variables.

M-Method (also Known as Charnes Method

or Big M-Method)

Since articial variables are undesirable, the coef-

cient for the articial variable in the objective func-

tion is taken as M in maximization problem and

as + M in minimization problems. Here M is a very

large positive (penalty) value. The augmented prob-

lem is solved by simplex method, resulting in one of

the following cases:

1. When all the articial variables have left the basis

and optimality condition is satised, then the cur-

rent solution is optimal.

2. When one or more articial variables are present

in the basis at zero level and the optimality condi-

tion is satised, then the solution is optimal with

some redundant constraints

3. No feasible solution exists when one or more arti-

cial variables are present in the basis at a positive

level although the optimality condition is satis-

ed. Such a solution is known as pseudo optimal

solution since it satises the constraints but does

not optimize the objective function.

Note: Since articial variables which is forced out

of the basis, is never considered for reentry, the col-

umn corresponding to the articial variable may be

omitted from the next simplex tableau.

Two-Phase Method

In the M-method, M must be assigned some specic

numerical value which creates trouble of roundoff

errors especially in computer calculations. The z-

coefcient of the articial variable will be of the form

aM + b. For large chosen M, b may be lost and for

small chosen Mand small a, b may be present leading

to incorrect results. The two phase method consists

of two phases and alleviates the difculty in the M-

method.

Phase I

Exactly as in M-method, introduce necessary arti-

cial variables to get an initial basic feasible solution.

Solve this augmented problem, by simplex method

to minimize r, the sum of the articial variables. If

r = 0, then all the articial variables are forced out

of the basis. Goto phase II. If r > 0, indicating the

presence of articial variables at non zero level, LP

has no feasible solution

Phase II

The feasible solution of phase I forms the initial basic

feasible solution to the original problem(without any

articial variables). Apply simplex method to obtain

the optimal solution.

WORKED OUT EXAMPLES

Enumeration

Example 1: Solve the following LPP by enumerat-

ing all basic feasible solutions. Identify the infeasible

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.11

solutions. Find the optimal solution and the value of

the objective function.

Maximize z = 2x

1

+3x

2

+4x

3

+7x

4

subject to

2x

1

+3x

2

x

3

+4x

4

= 8

x

1

2x

2

+6x

3

7x

4

= 3

and x

1

, x

2

, x

3

, x

4

0.

Solution: The number of equations m = 2. The

number of variable n = 4. The number of basic vari-

ables = m = 2. The number of all possible solutions

is

4

c

2

= 6.

1. Put x

3

= x

4

= 0, solving 2x

1

+3x

2

= 8, x

1

2x

2

= 3, we get x

1

= 1, x

2

= 2, z = 8. Basic

feasible solution, not optimal, x

1

, x

2

are basic

variables, x

3

, x

2

are non basic variables (which

are always zero).

2. Put x

2

= x

4

= 0. Solving 2x

1

x

3

= 8, x

1

+

6x

3

= 3, we get x

1

=

45

13

, x

3

=

14

3

. Since x

3

<

0, this is a basic non feasible solution.

3. Put x

1

= x

4

= 0. Solving 3x

2

x

3

= 8, 2x

2

+

6x

3

= 3, we get x

2

=

45

16

, x

3

=

7

16

, z =

163

16

. This

is a basic feasible solution (not optimal).

4. Put x

3

= x

2

= 0, solving 2x

1

+4x

4

= 8, x

1

7x

4

= 3, we get x

1

=

22

9

, x

4

=

7

9

, z =

93

9

, basic

feasible solution (not optimal).

5. Put x

1

= x

3

= 0. Solving 3x

2

+4x

4

= 8, 2x

2

+

7x

4

= 3 we get x

2

=

44

13

, x

4

=

7

13

. This is a basic

non feasible solution.

6. Put x

1

= x

2

= 0. Solving x

3

+4x

4

= 8, 6x

3

7x

4

= 3, we get x

3

=

44

17

, x

4

=

45

17

. Thus the opti-

mal basic feasible solution with the basic vari-

ables x

3

=

44

17

, x

4

=

45

17

(and obviously the remain-

ing non basic variables x

1

, x

2

at zero value) has

the maximum value of the objective function as

491

17

.

Simplex Method: Maximization

Example 1: Solve the following LPP by simplex

method.

Maximize z = 2x

1

+3x

2

subject to 2x

1

+4x

2

20

2x

1

+2x

2

12

4x

1

16

x

1

0, x

2

0

Solution: Introducing three slack variables, the

giventhree less thanor equal toinequalityconstraints

will be expressed as equations. Assign zero cost to

each of these slack variables. Then the standard form

of the LPP is to

Maximize z = 2x

1

+3x

2

+0 s

1

+0 s

2

+0 s

3

subject to

2x

1

+4x

2

+s

1

=20

2x

1

+2x

2

+s

2

=12

4x

1

+s

3

=16

and x

1

, x

2

, s

1

, s

2

, s

3

0

Express the objective equation as

z 2x

1

3x

2

= 0

Then the starting simplex tableau is represented as

follows:

Basis Solution Remark

1 2 3 0 0 0 0 -row

0 2 4 1 0 0 20 -row

0 2 2 0 1 0 12 -row

0 4 0 0 0 1 16 -row

z x x s s s

z z

s s

s s

s s

1 2 1 2 3

1 1

2 2

3 3

Corner points: A(0, 0), B(4, 0), C(4, 2), D(2, 4), E(0,

5). Value of O.F. at these extreme points: z

A

= 0,

z

B

= 8, z

C

= 14, z

D

= 16, z

E

= 15

2

x

1

1

3

B A

E

x

2

D

optimum ( = 2, = 4)

= 16

x x

z

1 2

D

C

Fig. 5.2

The initial basis consists of the three basic vari-

ables s

1

= 20, s

2

= 12, s

3

= 16. The two non basic

variables are x

1

= 0, x

2

= 0. Note that non basic vari-

ables are always equal to zero. Thus this solution

corresponds to the corner (extreme) point A (0, 0) in

the graph. In the simplex tableau all the three basic

chap-5a B.V.Ramana September 13, 2006 17:59

5.12 MATHEMATICAL METHODS

variables are listed in the left-most (rst) column

and their values (including the value of the objective

function), in the right-most (last) column. Here the

value of OF is 0 since all the resources are unutilized.

In the z-row, the value of the objective function in the

solution column is enclosed in a square. Since this is

a maximization problem, to improve (increase) the

value of z, one of the non-basic variables will enter

into the basis and there by forcing out one of the

current basic variable from the basis (since the num-

ber of basic variables in the basis is xed and equals

to m = 3 the number of constraints). From the opti-

mality condition, the entering variable is one with

the most negative coefcient in the z-row. In the z-

row the most negative elements is 3. Thus the non

basic variable x

2

will enter the basis. Todetermine the

leaving variable, calculate the ratios of the right-hand

side of the equations (solution-column) to the corre-

sponding constraint coefcients under the entering

variable x

2

, as follows:

Basis Entering

x

2

Solution Ratio

20

4

12

2

16

0

= 5 minimum

= 6

= (Ignore)

S

1

S

2

S

3

4

2

0

20

12

16

Therefore s

1

is the leaving variable. The value of

the entering variable x

2

in the new solution equals to

this minimum ratio 5. Here s

1

-row is the pivot row;

x

2

column is the pivot column and the intersection

of pivot column and pivot row is the pivot element

4 which is circled in the tableau. The new pivot row

is obtained by dividing the current pivot row by the

pivot element 4. Thus the new pivot row is

0

4

2

4

4

4

1

4

0

4

0

4

20

4

i.e., 0

1

2

1

1

4

0 0 5

Recall that for all other rows, including z-row,

New row = current row (corresponding pivot

coefcient) (new pivot row)

Newz-row= current z-row(3) newpivot row

=(1, 2, 3, 0, 0, 0, 0) +

+3

_

0,

1

2

, 1,

1

4

, 0, 0, 5

_

=1,

1

2

, 0,

3

4

, 0, 0, 15

New s

2

-row = current s

2

-row(2) new pivot row

= (0, 2, 2, 0, 1, 0, 12)

2

_

0,

1

2

, 1,

1

4

, 0, 0, 5

_

=

= (0, 1, 0,

1

2

, 1, 0, 2)

New s

3

-row = current s

3

-row-(0) (new pivot row)

= current s

3

-row itself

= 0, 4, 0, 0, 0, 1, 16

Summarizing these results we get the newsimplex

tableau corresponding to the new basis (x

2

, s

2

, s

3

) as

follows. Note that this new basis corresponds to the

corner point E(0, 5) with value of OF as 15.

Basis

1

2

1

2

3

4

1

2

1

4

z

x

s

x

2

2

3

1

0

0

0

0

1

0

0

0

0

1

0

0

0

0

1

15

5

2

16

1

4 0

z x

1

x

2

s

1

s

2

s

3

solution

From the tableau, the solution is

x

2

= 5, s

2

= 2, s

3

= 16 (basic variables)

x

1

= 0, s

1

= 0 (non basic variables), value of OF is

15.

Thus the solution moved from corner point A to

corner point E in this one iteration. Optimal solution

is not reached since all elements of z-row are not

non negative. Since

1

2

is the most negative element

in the current z-row, the variable x

1

will enter the

basis. To determine the leaving variable again calcu-

late the ratios of RHS column with the elements of

the entering variable x

1

.

1

2

x

s

x

2

2

3

Basis Solution Ratio Entering

x

1

1

4

5

2

16

10

2

4

mini-

mum

Therefore, s

2

will leave the basis. The pivotal ele-

ment is one; so pivot row remain the same. The

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.13

new simplex tableau corresponding to the new basis

(x

2

, x

1

, s

3

) is given below.

1

2

1

2

1

2

1

2

1

2

Basis Solution

z x

1

x

2

s

1

s

2

s

3

z

x

x

s

2

1

3

1

0

0

0

0

0

1

0

0

1

0

0

0

0

0

1

16

4

2

8

1

4

Here newz-row= current z-row

_

1

2

_

pivot row

=

_

1,

1

2

, 0,

3

4

, 0, 0, 15

_

1

2

__ _

0, 1, 0,

1

2

, 1, 0, 2

_

=

= 1, 0, 0,

1

2

,

1

2

, 0, 16

Here new x

2

-row = (current x

2

row)

1

2

(pivot row)

=

_

0,

1

2

, 0,

3

4

, 0, 0, 15

_

(1)

_

1

2

_

,

_

0, 1, 0,

1

2

, 1, 0, 2

_

=

=

_

1, 0, 0,

1

2

,

1

2

, 0, 16

_

Here new s

3

-row = current s

3

-row 4(pivot row)

= (0, 4, 0, 0, 0, 1, 16)

4

_

0, 1, 0,

1

2

, 1, 0, 2

_

=

= (0, 0, 0, 2, 4, 1, 8)

Since all the elements in the current z-roware non-

negative, the current solution is optimal. Read the

solution from the tableau as

x

2

= 4, x

1

= 2, s

3

= 8 (basic variables)

s

1

= 0, s

2

= 0 (non basic variables)

value of O. F is 16.

Note that this solution corresponds to the corner

point D(2, 4). In this second iteration solution moved

from E to D.

Simplex Method: Minimization:

Example 1: Minimize: z = x

1

+x

2

+x

3

subject

to x

1

x

4

2x

6

= 5, x

2

+2x

4

3x

5

+x

6

= 3,

x

3

+2x

4

5x

5

+6x

6

= 5.

Solution: Fortunately the problemcontains already

a starting basic feasible solution with x

1

, x

2

, x

3

as the

basic variables.

Basis Solution x

2

x

1

x

3

x

4

x

5

x

6

z

x

x

z

x

1

3

1

x

x

x

z

x

x

x

2

2

6

1

4

6

1

1

0

0

1

1

0

0

1

1

0

0

0

2

1

6

0

0

0

1

0

0

0

1

1

0

1

0

1

0

1

0

1

1

0

0

1

1

0

0

3

5

0

13

5

3

5

0

1

2

2

0

1

5

3

10

63

30

1

3

5

3

20

3

53

6

1

3

3

5

1

10

13

10

13

10

1

6

13

6

13

6

5

3

1

5

4

15

2

5

2

5

1

6

5

6

5

6

213

30

1

3

+

1 0 0

0

1

0

213

30

Optimal solution: x

1

=

213

30

, x

4

=

13

10

, x

6

=

2

5

O.F :

213

30

.

Unbounded solution:

Example 1: Solve LPP by simplex method.

Maximize: z = 2x

1

3x

2

+4x

3

+x

4

subject to

x

1

+5x

2

+9x

3

6x

4

2

3x

1

x

2

+x

3

+3x

4

10

2x

1

3x

2

+7x

3

8x

4

0

and x

1

, x

2

, x

3

, x

4

0.

Solution: Rewriting in the standard form

x

1

5x

2

9x

3

+6x

4

2

3x

1

x

2

+x

3

+3x

4

10

2x

1

+3x

2

7x

3

+8x

4

0

Introducting 3 slack variables x

5

, x

6

, x

7

we write the

LPP as

maximize: z = 2x

1

3x

2

+4x

3

+x

4

+0 x

5

+0

x

6

+0 x

7

subject to

x

1

5x

2

9x

3

+6x

4

+x

5

=2

3x

1

x

2

+x

3

+3x

4

+x

6

=10

2x

1

+3x

2

7x

3

+8x

4

+x

7

=0

chap-5a B.V.Ramana September 13, 2006 17:59

5.14 MATHEMATICAL METHODS

Objective equation is: z2x

1

+3x

2

4x

3

x

4

=0

The rst simplex tableau with the 3 basic variables

x

5

, x

6

, x

7

is given below:

Basis Solution x

2

x

1

x

3

x

4

x

5

x

6

x

7

z

x

x

x

5

6

7

2

1

3

2

3

5

1

3

4

9

1

7

1

6

3

8

0

1

0

0

0

0

1

0

0

0

0

1

0

2

10

0

Since 4 is most negative element in the z-row, the

associated variable x

3

will enter the basis. Out of the

three ratios

2

9

,

10

1

,

0

7

, the rst and third are ignored

(because the denominator is negative). So x

6

will

be outgoing variable. The pivotal element is 1. So

pivotal row remains same. The next simplex tableau

with x

5

, x

3

, x

7

is given below.

Basis Solution x

2

x

1

x

3

x

4

x

5

x

6

x

7

z

x

x

x

5

6

7

10

26

3

23

1

14

1

4

0

0

1

0

11

33

3

29

0

1

0

0

4

9

1

7

0

0

0

1

40

92

10

70

In the current z-row, x

2

has the most negative coef-

cient 1, so normally x

2

should enter the basis.

However, all the constraint coefcients under x

2

are

negative, meaning that x

2

can be increased inde-

nitely without violating any of the constraints. Thus

the problem has no bounded solution.

M-method:

Example 1: Solve the LPP by M-method

minimize z = 3x

1

+2.5x

2

subject to

2x

1

+4x

2

40

3x

1

+2x

2

50

x

1

, x

2

0

Solution: Introducing surplus variables x

3

, x

4

, the

greater than inequations are converted to equations.

Minimize z = 3x

1

+2.5x

2

+0 x

3

+0 x

4

subject to

2x

1

+4x

2

x

3

= 40

3x

1

+2x

2

x

4

= 50

x

1

, x

2

, x

3

, x

4

0

In order to have a starting solution, introduce two

articial variables R

1

and R

2

in the rst and second

equations. In the objective function the cost coef-

cients for these undesirable articial variables R

1

and

R

2

are taken as a very large penalty value M. Thus

the LPP takes the following form:

Minimize z = 3x

1

+2.5x

2

+0 x

3

+0 x

4

+

+ M R

1

+M R

2

(1)

subject to

2x

1

+4x

2

x

3

+R

1

= 40 (2)

3x

1

+2x

2

x

4

+R

2

= 50 (3)

and x

1

, x

2

, x

3

, x

4

, R

1

, R

2

0

The z-column is omitted in the tableau for conve-

nience because it does not change in all the iterations.

Solving (2) and (3) we get

R

1

= 40 2x

1

4x

2

+x

3

(4)

and R

2

= 50 3x

1

2x

2

+x

4

(5)

Substituting (4) and (5) in the objective function (1)

we get

z = 3x

1

+2.5x

2

+M(40 2x

1

4x

2

+x

3

)

+M(50 3x

1

2x

2

+x

4

)

or

z = (3 5M)x

1

+(2.5 6M)x

2

+M x

3

+

+M x

4

+90 M

which is independent of R

1

and R

2

. Thus the objec-

tion equation is

z (3 5M)x

1

(2.5 6M)x

2

Mx

3

Mx

4

= 90M

The simplex tableau with the starting basic solution

containing R

1

and R

2

as the basic variables in given

below:

Basis Solution x

1

x

2

x

3

x

4

R

1

R

2

z

R

R

1

2

3+5M

2

3

2.5 6M

4

2

M

1

0

M

0

1

0

1

0

0

0

1

90 M

40

50

In the z-row, the most positive coefcient is

2.5 +6M. So x

2

will be entering variable. Since

40

4

= 10,

50

2

= 25, the variable R

1

will leave the

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.15

basis. So 4 is the pivotal element. New simplex

tableau is given below:

Basis Solution x

1

x

2

x

3

x

4

R

1

R

2

z

x

R

2

2

2

0

1

0

M

0

1

0

0

1

25+30M

40

50

3.5+4M

2

2.5 6M

4

2.5+2M

4

1

4

1

4

1

2

1

2

1

2

Since

35+4M

2

is the most positive element in the z-

row, the variable x

1

will enter the basis forcing R

2

out

since the minimum of the ratios

10

1

2

= 20,

30

2

= 15 is

15. So pivotal element is 2. The next simplex tableau

is shown below:

15

205

4

7

8

7

8

3

16

316 M

8

5

2

1

4

1

4

3

8

3

8

1

2

1

2

1

4

1

4

Basis Solution

x

1 x

2

x

3

x

4

R

1

R

2

M

z

x

x

2

1

0

0

1

0

1

0

Since all the elements in the z-row are non posi-

tive, the current solution is optimal given by x

1

= 15,

x

2

=

5

2

with value of objective function

205

4

(observe

that the articial variables R

1

, R

2

and surplus vari-

ables x

3

, x

4

are nonbasic variables assuming zero

values. Thus R

1

, R

2

have been forced out of the

basis).

Two-Phase Method

Example 1: Solve LPP by two-phase method

Maximize z = 2x

1

+3x

2

5x

3

subject to

x

1

+x

2

+x

3

= 7

2x

1

5x

2

+x

3

10

and x

1

, x

2

, x

3

0

Solution: Phase I: Introducing a surplus variable

x

4

and two articial variables R

1

and R

2

, the Phase

I of the LPP takes the following form:

Minimize r = R

1

+R

2

(1)

subject to

x

1

+x

2

+x

3

+R

1

= 7 (2)

2x

1

5x

2

+x

3

x

4

+R

2

= 10 (3)

and x

1

, x

2

, x

3

, x

4

, R

1

, R

2

0.

From(2), R

1

= 7 x

1

x

2

x

3

(4)

From(3), R

2

= 10 2x

1

+5x

2

x

3

+x

4

(5)

Substituting (4), (5) in (1) we get the objection func-

tion as

Minimize r = (7 x

1

x

2

x

3

) +(10 2x

1

+

5x

2

x

3

+x

4

)

or Minimize r = 3x

1

+4x

2

2x

3

+x

4

+17 or

r +3x

1

4x

2

+2x

3

x

4

= 17

The simplex tableau containing the basic solution

with R

1

, R

2

as the basic variables is given below.

Basis Solution x

2

x

1

x

3

R

1

R

2

x

4

r

R

R

1

2

3

1

2

4

1

5

2

1

1

0

1

0

0

0

1

1

0

1

17

7

10

The variable x

1

will enter the basis since 3 is most

positive coefcient in the r-row of this minimization

problem. The variable R

2

will leave the basis since

10

2

= 5 is less than

7

1

= 7. The pivotal element is 2.

Dividing the pivot rowby the pivot element 2, we get

the new pivot row as 1,

5

2

,

1

2

, 0,

1

2

,

1

2

, 5.

Here the new rth-row:

= (3 4 2 0 0 1 17) 3

_

1

5

2

1

2

0

1

2

1

2

5

_

=

_

0

7

2

1

2

0

3

2

1

2

2

_

Here the new R

1

-row:

= (1 1 1 1 0 0 7) 1

_

1

5

2

1

2

0

1

2

1

2

5

_

=

_

0

7

2

1

2

1

1

2

1

2

2

_

The new simplex table with R

1

and x

1

as the basic

variables is shown below:

Basis Solution x

2

x

1

x

3

R

1

R

2

x

4

r

R

R

1

2

0

0

1

0

1

0

2

7

5

7

2

1

2

3

2

1

2

7

2

1

2

1

2

1

2

1

2

1

2

1

2

5

2

Now x

2

with most positive coefcient

7

2

, will enter

chap-5a B.V.Ramana September 13, 2006 17:59

5.16 MATHEMATICAL METHODS

the basis pushing out R

1

with ratio

2

_

7

2

_

=

4

7

. (The

other ratio

5

5

2

is ignored since the denominator is

negative). The pivotal element is

7

2

. The pivot row is

_

0 1

1

7

2

7

1

7

1

7

4

7

_

Here new r-row:

=

_

0

7

2

1

2

0

3

2

1

2

2

_

7

2

_

0 1

1

7

2

7

1

7

1

7

4

7

_

= (0 0 0 1 1 0 0)

Here new x

1

-row:

=

_

1

5

2

1

2

0

1

2

1

2

5

_

5

2

_ _

0 1

1

7

2

7

1

7

1

7

4

7

_

=

_

1 0

6

7

5

7

1

7

1

7

45

7

_

The next simplex tableau of the second iteration with

x

1

and x

2

as the basic variables is given below.

Basis Solution x

2

x

1

x

3

R

1

R

2

x

4

r

x

x

2

1

0

0

1

0

1

0

0

1

0 0

1

7

2

7

1

7

1

7

4

7

6

7

5

7

1

7

1

7

45

7

1

ing value 0, producing the basic feasible solution x

1

=

45

7

, x

2

=

4

7

. Note that both the articial variables R

1

and R

2

have been forced out of the (starting) basis.

Therefore the columns of R

1

and R

2

can altogether

be ignored in the future simplex tableau.

Phase II: Having deleted the articial variables

R

1

and R

2

and having obtained a basic feasible solu-

tion x

1

, x

2

we solve the original problem given by

maximization of z = 2x

1

+3x

2

5x

3

subject to

x

2

+

1

7

x

3

+

1

7

x

4

=

4

7

x

1

+

6

7

x

3

1

7

x

4

=

45

7

and x

1

, x

2

, x

3

, x

4

0

The tableau associated with this phase II is

Basis Solution x

2

x

1

x

3

x

4

z

x

x

2

1

3

1

0

2

0

1

0

1

7

1

7

90

7

12

7

102

7

4

7

6

7

1

7

45

7

5

+ =

Since x

2

with most negative element in the z-rowis

already in the basis, the current solution is optimal.

The basic feasible solution is x

1

=

45

7

, x

2

=

4

7

and

the maximum value of the objective function is

102

7

.

5.6 LINEAR PROGRAMMING PROBLEM

EXERCISE

Enumeration:

1. If a person requires 3000 calories and 100 gms

of protein per day nd the optimal product mix

of food items whose contents and costs are given

belowsuch that the total cost is minimum. Formu-

late this as an LPP. Enumerate all possible solu-

tions. Identify basic, feasible, nonfeasible, degen-

erate, non degenerate solutions and optimal solu-

tion.

Bread

x

1

Meat

x

2

Potatoes

x

3

Cabbage

x

4

Calories

Protein

Cost (Rs)

Milk

x

5

2500

80

3

3000

150

10

600

20

1

100

10

2

600

40

3

Ans: LPP: Minimize z = 3x

1

+10x

1

+x

3

+2x

4

+

3x

5

.

s.t. 2500x

1

+3000x

2

+600x

3

+100x

4

+

600x

5

= 3000

80x

1

+150x

2

+20x

3

+10x

4

+40x

5

= 100,

x

1

, x

2

, x

3

, x

4

, x

5

0; m= 2, n = 5,

5

c

2

= 10

basic solutions: F = Feasible, NF: non-feasible,

D: degenerate, ND: non degenerate

1. x

1

=

10

9

, x

2

=

2

27

, z =

110

7

, F, ND

2. x

1

= 0, x

3

= 5, z = 5, F, D

3. x

1

=

20

17

, x

4

=

10

17

, z =

80

77

, F, ND

4. x

1

=

15

13

, x

5

=

5

26

, z =

105

26

, F, ND, optimal,

5. x

2

= 0, x

3

= 5, z = 5, F, ND

6. x

2

=

4

3

, x

4

= 10, z =

20

3

, NF, ND

7. x

2

= 2, x

5

= 5, z = 5, NF, ND

8. x

3

= 5, x

4

= 0, z = 5, F, D

9. x

3

= 5, x

5

= 0, z = 5, F, D

10. x

4

= 10, x

5

= 30, z = 30, NF, ND

All the remaining non basic variables are

zero.

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.17

2. Find all basic solutions for

x

1

+2x

2

+x

3

= 4, 2x

1

+x

2

+5x

3

= 5

Ans: (2, 1, 0) F, ND; (5, 0, 1), NF, ND;

_

0,

5

3

,

2

3

_

F, ND.

3. Find the optimal solution by enumeration

Max: z = 5x

1

+10x

2

+12x

3

s.t. x

1

, x

2

, x

3

0,

15x

1

+10x

2

+10x

3

200, 10x

1

+25x

2

+

20x

3

= 300

Ans: 1. (7.27, 9.1, 0, 0), z = 127 27

2. (5, 0, 12.5, 0), z = 175

3. (30, 0, 0, 250), NF

4. (0, 20, 40, 0), NF

5. (0, 12, 0, 80), z = 120

6. (0, 0, 15, 50), z = 180

(1) (2) (5) are F, ND:

(6) is optimal solution;

4. Find the optimal solution by enumeration

Max: z = 2x

1

+3x

2

s.t. 2x

1

+x

2

4, x

1

, x

2

0, x

1

+2x

2

5.

Ans: 1. (0, 0, 4, 5), z = 0, F, ND

2. (0, 4, 0, 3) NF

3. (0, 2.5, 1.5, 0), z = 7.5, F, ND

4. (2, 0, 0, 3), z = 4, F, ND

5. (5, 0, 6, 0), NF

6. (1, 2, 0, 0), z = 8, F, ND, optimal.

Simplex Method

Solve the following LPP by simplex method.

1. A rm can produce 5 different products using 3

different input quantities, as follows.

Input Technical coefcients Capacity

quantity 1 2 3 4 5

A 1 2 1 0 1 100

B 0 1 1 1 1 80

C 1 0 1 1 0 50

Prot 2 1 3 1 2

Maximize the prot

Ans: x

1

= 20, x

3

= 30, x

5

= 50, prot: Rs = 30

Hint: Max: z = 2x

1

+x

2

+3x

3

+x

4

+2x

5

s.t.

x

1

+2x

2

+x

3

+x

5

100; x

2

+x

3

+x

4

+x

5

80; x

1

+x

3

+x

4

50

2. Max: z = 2x

1

+x

2

s.t. x

1

, x

2

0; 3x

1

+5x

2

15; 6x

1

+2x

2

24.

Ans: x

1

=

15

4

, x

2

=

3

4

, z =

33

4

3. Max: z = 3x

1

+4x

2

+x

3

+7x

4

s.t. 8x

1

+3x

2

+

4x

3

+x

4

7,

2x

1

+6x

2

+x

3

+5x

4

3,

x

1

+4x

2

+5x

3

+2x

4

8

x

1

, x

2

, x

3

, x

4

0.

Ans: x

1

=

16

19

, x

4

=

5

19

, x

7

=

126

19

, z =

83

19

4. Minimize z = x

2

3x

2

+2x

5

s.t. x

1

+3x

2

x

3

+2x

5

= 7,

2x

2

+4x

3

+x

4

= 12,

4x

2

+3x

3

+8x

5

+x

6

= 10

Ans: x

2

= 4, x

3

= 5, x

6

= 11, z = 11

5. Max: z = 2x

1

+5x

2

+4x

3

s.t. x

1

+2x

2

+x

3

4; x

1

+2x

2

+2x

3

6

Ans: x

2

= 1, x

3

= 2, z = 13

6. Max: z = 5x

1

+4x

2

s.t., x

1

, x

2

0;

6x

1

+4x

2

24; x

1

+2x

2

6,

x

1

x

2

1; x

2

2

Ans: x

1

= 3, x

2

=

3

2

, z = 21

7. Max: z = x

1

+2x

2

+x

3

s.t. x

1

, x

2

, x

3

0,

2x

1

+x

2

x

3

2; 2x

1

+x

2

5x

3

6;

4x

1

+x

2

+x

3

6.

Ans: x

2

= 4, x

3

= 2, x

6

= 0, z = 10

(Note: Degenerate solution)

8. Max: z = x

1

+3x

2

2x

3

s.t.

3x

1

x

2

+2x

3

7, 2x

1

4x

2

12;

4x

1

3x

2

8x

3

10; x

1

, x

2

, x

3

0.

Ans: x

1

= 4, x

2

= 5, z = 11

9. Max. z = 6x

1

+9x

2

s.t. x

1

, x

2

0, 2x

1

+2x

2

24; x

1

+5x

2

44, 6x

1

+2x

2

60

Ans: x

1

= 4, x

2

= 8, x

6

= 20, z = 96

Multiple optima:

10. Minimize: z = x

1

x

2

s.t. x

1

, x

2

0

x

1

+x

2

2, x

1

x

2

1, x

2

1

Ans: x

1

=

3

2

, x

2

=

1

2

, z = 2

chap-5a B.V.Ramana September 13, 2006 17:59

5.18 MATHEMATICAL METHODS

Also another optimal solution is x

1

= 1, x

2

=

1, z = 2

11. Max: z = 6x

1

+4x

2

s.t. x

1

, x

2

0, x

1

4, 2x

2

12, 3x

1

+2x

2

18

Ans: x

1

= 4, x

2

= 3, z = 36

Another optimal solution: x

1

= 2, x

2

= 6, z =

36

Unbounded solution

12. Max: z = 4x

1

+x

2

+3x

3

+5x

4

s.t.

3x

1

2x

2

+4x

3

+x

4

10,

8x

1

3x

2

+3x

3

+2x

4

20,

4x

1

+6x

2

+5x

3

4x

4

20

Ans: Unbounded solution

Note: In the second simplex tableau, since x

2

has

most negative coefcient in z-row, normally x

2

should enter the basis. But all the entries in the

column under x

2

are negative or zero. So no vari-

able can leave the basis. Hence the solution is not

bounded

13. Min: z = 3x

1

2x

2

s.t. x

1

, x

2

0, x

1

x

2

1, 3x

1

2x

2

6.

Ans: Unbounded solution

Note: In the 3rd simplex tableau, x

3

having the

most positive value (12) in z-rowshould normally

enter the basis. But all the entries under x

3

are

negative. So OF can be decreased indenitely.

M-Method

14. Minimize: z = 4x

1

+2x

2

s.t. x

1

, x

2

0, 3x

1

+

x

2

27; x

1

x

2

21, x

1

+2x

2

30.

Ans: x

1

= 3, x

2

= 18, z = 48

15. Max: z = x

1

+2x

2

+3x

3

x

4

s.t.

x

1

+2x

2

+3x

3

= 15, 2x

1

+x

2

+5x

3

= 20,

x

1

+2x

2

+x

3

+x

4

= 10, x

1

, x

2

, x

3

, x

4

0

Ans: x

1

= x

2

= x

3

=

5

2

, x

4

= 0, z = 15

16. Min: z = 2x

1

+x

2

s.t. x

1

, x

2

0, 3x

1

+x

2

=

3, 4x

1

+3x

2

6, x

1

+2x

2

3

Ans: x

1

=

3

5

, x

2

=

6

5

, z =

12

5

17. Min: z = 3x

1

x

2

s.t. x

1

, x

2

0, 2x

1

+x

2

2; x

1

+3x

2

3; x

2

4

Ans: x

1

= 3, x

3

= 4, x

6

= 4, z = 9

18. Max: z = x

1

+5x

2

s.t. x

1

, x

2

0, 3x

1

+4x

2

6; x

1

+3x

2

2

Ans: x

2

=

3

2

, x

4

=

5

2

, z =

15

2

19. Min: z = 2x

1

+4x

2

+x

3

s.t. x

1

+2x

2

x

3

5; 2x

1

x

2

+2x

3

= 2; x

1

+2x

2

+2x

3

1

Ans: x

3

= 1, x

4

= 6, x

6

= 1, z = 1

Two-Phase Method:

20. Max: z = x

1

+5x

2

+3x

3

s.t. x

1

, x

2

, x

3

0, and

x

1

+2x

2

+x

3

= 3; 2x

1

x

2

= 4

Ans: (2, 0, 1), z = 5

21. Min: z = 4x

1

+x

2

s.t. x

1

, x

2

, x

3

, x

4

0, and

3x

1

+x

2

= 3; 4x

1

+3x

2

6, x

1

+2x

2

4.

Ans:

_

2

5

,

9

5

, 1, 0

_

, z =

17

5

22. Minimize z = 7.5x

1

3x

2

s.t. x

1

, x

2

, x

3

0, 3x

1

x

2

x

3

3; x

1

x

2

+x

3

2

Ans: x

1

=

5

4

, x

2

= 0, x

3

=

3

4

, z =

75

8

23. Minimize z = 3x

1

+2x

2

, s.t. x

1

, x

2

, 0, x

1

+

x

2

2; x

1

+3x

2

3, x

1

x

2

= 1

Ans: x

1

=

3

2

; x

2

=

1

2

, z =

11

2

24. Minimize: z = 5x

1

6x

2

7x

3

s.t. x

1

+5x

2

3x

3

15; 5x

1

6x

2

+10x

3

20; x

1

+x

2

+

x

3

= 5, x

1

, x

2

, x

3

0

Ans: x

2

=

15

4

; x

3

=

5

4

, x

5

= 30, z =

125

4

25. Max: z = 2x

1

+x

2

+x

3

s.t.

4x

1

+6x

2

+3x

3

8;

3x

1

6x

2

4x

3

1; 2x

1

+3x

2

5x

3

4;

x

1

, x

2

, x

3

0

Ans: x

1

=

9

7

; x

2

=

10

21

, z =

64

21

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.19

5.7 THE TRANSPORTATION PROBLEM

The transportation problem is a special class of Lin-

ear programming problem. It is one of the earliest

and most useful application of linear programming

problem. It is credited to Hitchcock, Koopmans and

Kantorovich. The transportation model consists of

transporting (or shipping) a homogeneous product

fromm sources (or origins) to n destinations, with

the objective of minimizing the total cost of trans-

portation, while satisfying the supply and demand

limits.

Let a

i

denote the amount of supply at the ith

source, b

j

denote the demand at destination j; c

ij

denote the cost of transportation per unit from ith

source to jth destination; x

ij

the amount shipped

fromorigin i to destination j. Then the transportation

problem is to minimize the total cost of transporta-

tion

z =

m

i=1

n

j=1

c

ij

x

ij

(1)

subject to the constraints

source constraint :

n

j=1

x

ij

= a

i

,

a

i

> 0; i = 1, 2, . . . m (2)

Destination constraint:

m

i=1

x

ij

= b

j

, b

j

> 0; j = 1, 2, . . . , n (3)

and

x

ij

0 (4)

In the balanced transportation problem it is assumed

that the total quantity required at the destinations is

precisely the same as the amount available at the

origins i.e.

m

i=1

a

i

=

n

j=1

b

j

. (5)

(5) is the necessary and sufcient condition for the

existance of a feasible solution to (2) and (3).

Denoting the sources and destinations as nodes

and routes as arcs, the transportation problem can be

represented as a network shown below:

S

m

D

n

S

1

D

1

b

1

a

1

b

2

a

2

b

n

a

m

S

2

D

2

Demand Destinations Sources Supply

c x

11 11

;

c x

mn mn

;

The system of equations (1) to (4) is a linear pro-

gramming problemwith m+nequations in mnvari-

ables. The transportation problemalways has a nite

minimum feasible solution and an optimal solution

contains m+n 1 positive x

ij

s when there are m

origins and n destinations. It is degenerate if less than

m+n 1 of the x

ij

s are positive. No transportation

problem has ever been known to cycle.

Table for Transportation Problem

S

1

S

2

S

i

S

m

b

j

a

a

1

2

a

i

a

m

b

n

b

j

b

2

b

1

S = a

i

S b

j

c

1n

c

1j

c

12

c

11

c

mn

c

mj

c

m2

c

m1

x

1n

x

1j

x

12

x

11

x

mn

x

mj

x

m2

x

m1

K

K

a

i

D

n

D

j

D

2

D

1

K K

Destinations

S

o

u

r

c

e

s

Note: Zero values for nonbasic variables are not

lled while zero values for basic variables are shown

in the tableau.

Like the simplex method the transport algorithm

consists of determining the initial basic feasible solu-

tion, identifying the entering variable by the use of

optimality condition and nally locating the leaving

variable by the use of feasibility condition.

chap-5a B.V.Ramana September 13, 2006 17:59

5.20 MATHEMATICAL METHODS

Determination of Initial (starting) Basic Fea-

sible Solution

An initial basic feasible solution containing m+n

1 basic variables can be obtained by any one of the

following methods (a) the north west corner rule

(b) row minimum (c) column minimum (d) matrix

minimum (or least cost method) (e) Vogel approx-

imation method. In general, Vogels method gives

the best starting solution. Although computationally

north west corner rule is simple, the basic feasible

solution obtained by this method may be far from

optimal since the costs are completely ignored.

(a) North-west corner rule (due to Dantzig):

StepI: Allocate as much as possible to the north west

corner cell (1, 1). Thus let x

11

= min(a

1

, b

1

). If a

1

b

1

then x

11

= a

1

and all x

1j

= 0 for j = 2, 3, . . . n

i.e. except x

11

all other elements of the rst row are

zero. The rst row is satised so cross out the rst

row and move to x

21

of second row.

If a

1

b

1

then x

11

= b

1

and all x

i1

= 0 for i =

2, 3, . . . m i.e., except x

11

all other elements in the

rst column are zero. The rst column is satised

so cross out the rst column and move to x

12

of the

second column.

Note: If both a row and column are satised (i.e.,

say x

11

= a

1

= b

1

) simultaneously, then cross out

either row or column only but not both row and col-

umn.

Step II: Allocating as much as possible to the cell

(2, 1) or (1, 2) cross out the row or column and move

to (3, 1) or (1, 3).

Step III: If exactly one row or column is left

uncrossed out, stop. Otherwise go to step II wherein

move to lower row (below) if a row has just been

crossed out or move to right column if a column has

just been crossed out.

Note: Cells from crossed out row or column can

not be chosen for basis cells at a later step in the

determination of starting basic solution.

(b) Row-minimum

Identify the minimum cost element c

1k

in the rst

row. (Ties are broken arbitrarily). Allocate as much

as possible to cell (1, k). If a

1

b

k

then x

1k

= a

1

so

move to the second rowafter changing b

k

to b

k

a

1

.

Identify the minimum element in second row and

allocate as much as possible. Continue this process

until all rows are exhausted. If a

1

> b

k

then x

11

= b

k

,

change a

1

to a

1

b

k

, and identify the next smallest

(minimum) element in the rst rowallocate, continue

the process until the rst row is completely satised.

(c) Column-minimum

This is exact parallel to the above row-minimum

method except that minimum in the columns are

identied instead of rows.

(d) Matrix minimum (least-cost method):

Identify the least (minimum) element c

ij

in the

entire matrix. (Ties are broken arbitrarily). Allocate

as much as possible to the (i, j)th cell. If a

i

b

j

then x

ij

= a

i

, change b

j

to b

j

a

i

. If a

i

b

j

then

x

ij

= b

j

, change a

i

to a

i

b

j

. Identify the next least

element and allocate as much as possible. Continue

this process until all the elements in the matrix are

allocated (satised).

(e) Vogel approximation method

Step I. The rowpenalty for a rowis obtained by sub-

tracting the smallest cost element in that row from

the next smallest cost element in the same row. Cal-

culate the row penalties for each row and similarly

column penalties for each column.

Step II. Identify the row or column with the largest

penalty (ties are broken arbitrarily). In the selected

row or column, allocate as much as possible to the

cell withthe least unit cost. Cross out the satisedrow

or column. If a row and column are satised simul-

taneously, cross out either a row or column but not

both. Assign zero supply (or demand) to the remain-

ing row (or column). Any row or column with zero

supply or demand should not be used in computing

future penalties.

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.21

Step III.

(a) A starting solution is obtained when exactly one

row or one column with zero supply or demand

remains uncrossed out. Stop.

(b) Determine the basic variables in an uncrossed

row (column) with positive (non zero) supply

(demand) by the least-cost method. Stop.

(c) Determine the zero basic variables in all the

uncrossed out rows and columns having zero sup-

ply and demand by the least cost method. Stop.

(d) Otherwise, go to step 1, recalculate the row and

column penalties and go to step II.

Note: Vogels method, which is a generalization of

the matrix minimum (least cost method) gives better

solution in most cases than all the other methods

listed above.

Method of Multipliers

The optimal solution to the transportation prob-

lem is obtained by iterative computions using the

method of multipliers (also known as UV-method

or stepping-stone method or MODI (modied distri-

bution) method). First of all, obtain a starting initial

basic feasible solution containing m+n 1 basic

variables (by any one of the above methods).

StepI: Introduce unknowns u

i

withrowi andv

j

with

column j such that for each current basic variable x

ij

in the tableau,

u

i

+v

j

= c

ij

is satised. This results in m+n equations in m+n

unknowns. Assume that u

1

= 1 (or u

1

= 0). (Instead

of u

1

, any other variable u

i

or v

j

can be chosen as

zero or one, resulting in the same optimal solution

but with different values in the tableau). Solving the

equations in u

i

, v

j

we get u

i

for i = 1 to m and v

j

for j = 1 to n.

Step II. For each non basic variable, compute

c

ij

= u

i

+v

j

c

ij

Step III: (a) If c

ij

0 for any i and j (i.e. for all

non basic variables), stop. The current tableau gives

the optimal solution with minimum cost.

(b) If c

ij

> 0, then solution is to be revised. The

entering variable is one which has most positive c

ij

(i.e., max c

ij

for all i and j).

(c) The leaving variable is determined by con-

structing a closed -loop which starts and ends at the

entering variable and consists of connected horizon-

tal and vertical lines (without any diagonals). Thus

each corner of the loop lies in the basic cell, except

the starting cell. The unknown is subtracted and

added alternatively at the successive corners so as

to adjust the supply and demand. From the cells in

which is subtracted, choose the maximum value

of such that x

ij

0. This feasibility condition

determines the leaving variable. Now go to step I.

Maximization A transportation problem in which

the objective is to maximize (the prot) can be trans-

fered to a minimization problem by subtracting all

the entries of the cost matrix from the largest entry

of the matrix.

Unbalanced problem in which the total supply is

not equal to the total demand can always be trans-

fered to a balanced transportation problem by aug-

menting it with a dummy source or dummy destina-

tion. A dummy destination is added when supply is

greater than the demand. The cost of transportation

from any source to this dummy destination is taken

as zero. Similarly when demand is greater than sup-

ply, a dummy source is added. The cost of shipping

from this dummy source to any destination is taken

as zero. Now the corresponding balanced problem is

solved by the method of multipliers.

Transhipment problem consists of transporting

from source to destination via (through) intermedi-

ate or transient nodes, known as transhipment nodes

which act as both sources and destination. The tran-

shipment node should be large enough to allow the

entire supply or demand to pass through it. Thus

the capacity of the transient node is the buffer

amount which equal the total supply or demand.

Thus the transhipment model consists of pure sup-

ply nodes which tranship the original supply, pure

demand nodes which receive the original demand,

and transhipment node which can receive original

supply plus the buffer or can tranship the original

demand plus the buffer. A given transhipment prob-

chap-5a B.V.Ramana September 13, 2006 17:59

5.22 MATHEMATICAL METHODS

lem can be transformed to a regular transportation

problem as follows:

I. Identify the pure supply nodes, pure demand

nodes and transhipment nodes fromthe given net-

work.

II. Denote the pure supply nodes and transhipment

nodes as the sources.

III. Denote the pure demand nodes and transhipment

nodes as the destinations.

IV. Note down the transportation costs c

ij

read from

the given network. If ith source is not connected to

jth destination, put c

ij

= M where M is a large

(penalty) value. Take c

ii

= 0 since it costs zero

for transporting from ith source to itself (ith des-

tination).

V. Identify supply at a pure supply node as the origi-

nal supply; demand at a pure demand node as the

original demand; supply at a transhipment node as

the sum of original supply and buffer and nally

demand at a transhipment node as the sum of the

original demand and buffer.

Nowthe above transformed regular transportation

problem can be solved by using the method of mul-

tipliers.

Degeneracy The solution of a transport problem

is said to be degenerate when the number of basic

variables in the solution is less than m+n 1. In

such cases, assign a small value to as many non-

basic variables as needed to augment to m+n 1

variables. The problem is solved in the usual way

treating the cells as basic cells. As soon as the

optimum solution is obtained, let 0.

5.8 Transportation Problem

WORKED OUT EXAMPLES

Starting Solution:

Example 1: Obtain a (non articial) starting basic

solution to the following transportation problem

using (a) North west corner rule (b) Row-minimum

(c) Column minimum(d) Least cost (Matrix minima)

(e) Vogels (approximation) method

S

S

S

1

2

3

0

2

1

4

3

2

2

4

0

D

1

D

2

D

3

7 6 6

8

5

6

Solution:

(a) NWCR:

S

S

S

1

2

3

0

2

1

4

3

2

2

4

0

D

1

D

2

D

3

7 6, 5 6

8, 1

5

6

7 1

5

6

Supply as much as possible to the north-west corner

cell (1, 1).

Cost: 7 0 +1 4 +5 3 +6 0 = 19

Note: This is a degenerate solution because it con-

tains only 4 basic variables (instead of 3 +3 1 = 5

basic variables).

(b) Row Minimum

S

S

S

1

2

3

0

2

1

4

3

2

2

4

0

D

1

D

2

D

3

7 6, 1 6, 5

8, 1

5

6

7 1

1

5

5 1

Allot as much as possible in the rst row to the cell

with least (minimum) cost i.e. (1, 1). The balance

allot to the next least cell in the rst row.

Cost: 7 0 +1 2 +5 3 +1 2 +5 0 =

19

Note: This is a non-degenerate solution (since it

contains 3 +3 1 = 5 basic variables).

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.23

(c) Column Minimum

S

S

S

1

2

3

0

2

1

4

3

2

2

4

0

D

1

D

2

D

3

7 6, 1 6, 5

8, 1

5

6

7 1

6

5

Cost: 7 0 +1 2 +5 4 +6 2 = 34

This is a degenerate solution containing 4 basic

variables.

(d) Least cost method (matrix minima)

S

S

S

1

2

3

0

2

1

4

3

2

2

4

0

D

1

D

2

D

3

7 6, 1 6

8, 1

5

6

7 1

5

6

Allot as much possible to that cell which has least

cost in the entire matrix say (1, 1) (tie broken arbi-

trarily between (1, 1) and (3, 3).

Cost: 7 0 +1 4 +5 3 +6 0 = 19

This is a degenerate solution.

(e) Vogels (approximation) method

S

S

S

1

2

3

0

2

1

4

3

2

2

4

0

D

1

D

2

D

3

7 6 1

6

5

8 1

5

6

7

5

1

1 5

Row penalties

2

1

1

2

1

2

1

2

P

P

P

Column

penalties

1 1

1

1

2

2

4

1

Cost: 7 0 +2 1 +3 5 +2 1 +0 5 = 19

This is a non-degenerate solution.

Method of Multipliers

Example 1: Solve the following transportation

problem by UV-method obtaining the initial basic

solution by (a) Vogels method (b) NWCR (c) com-

pare the number of iterations in (a) and (b).

S

S

S

b

1

2

3

j

D

1

D

2

D

3

D

4

a

i

3

0

2

0

1

5

1

2

0

2

4

0

10 25 30 35 100

30

20

50

(a) Initial solution by Vogels method

P

PP

P

S

S

S

b

1

2

3

j

D

1

D

2

D

3

D

4

a

i

3

0

2

0

1

5

1

2

0

2

4

0

10 25

30 35

100

30

20

50

10

10

25 25 25

10 10

20 10

20 10

Row penalties

1

1

2

2

1

2

2

1

2

3

Column

penalties

2

2

3

1

1

1

1

2

2

2

2

1

Thus the initial basic feasible solution by Vogels

method is given by

S

S

S

1

2

3

D

1

D

2

D

3

D

4

3

0

2

0

1

5

1

2

0

2

4

0

10 10

25 25

20

where the basic variables are circled

Total cost: (20 0) +(10 2) +(10 0) +

(10 1) +(25 0) +(25 0) = 30

In the UV-method (method of multipliers) asso-

ciate the multipliers u

i

and v

j

with rowi and column

chap-5a B.V.Ramana September 13, 2006 17:59

5.24 MATHEMATICAL METHODS

j such that for each basic variable x

ij

we have

u

i

+v

j

= x

ij

Arbitrarily choosing u

1

= 1 we solve for the

remaining u

i

, v

j

s as follows:

Basic variable u, v equation solution

x

13

u

1

+v

3

= 0 v

3

= 1

x

14

u

1

+v

4

= 2 v

4

= 1

x

34

u

3

+v

4

= 0 u

3

= 1

x

32

u

3

+v

2

= 0 v

2

= 1

x

23

u

2

+v

3

= 1 u

2

= 2

x

21

u

2

+v

1

= 0 v

1

= 2

To summarize u

1

= 1, u

2

= 2, u

3

= 1

v

1

= 2, v

2

= 1, v

3

= 1, v

4

= 1

Now using u

i

and v

j

the non basic variables are

calculated as

x

ij

= u

i

+v

j

c

ij

Thus

Nonbasic Value

variable x

ij

u

i

+v

j

c

ij

x

11

u

1

+v

1

c

11

= 1 2 3 = 4

x

12

u

1

+v

2

c

12

= 1 +1 1 = 1

x

22

u

2

+v

2

c

22

= 2 +1 2 = 1

x

24

u

2

+v

4

c

24

= 2 +1 4 = 1

x

31

u

3

+v

1

c

13

= 1 2 2 = 5

x

33

u

3

+v

3

c

33

= 1 1 5 = 7

Non basic variables are placed in the south east

corner of each cell. Then the new table is

S

S

S

b

1

2

3

j

D

1

D

2

D

3

D

4

a

i

3

0

2

0

1

5

1

1

2

0

2

4

0

10 25 30 35

30

20

50

5

4

25 25

q + q

q

10

10

20

q

P

7

1

v

1

= 2 v

3

= 1 v

4

= 1 v

2

= 1

u

1

= 1

u

u

2

3

= 2

= 1

10

1

During computation, it is not necessary to write u,

v equations andsolve themexplicitly. Instead, choos-

ing u

1

= 1, compute v

3

, v

4

from the basic variables

x

13

, x

14

in the rst row. Now using v

4

, u

3

is obtained

from the basic variable x

34

. Similarly u

2

is obtained

using v

3

from the basic variable x

23

. Now using u

2

we get v

1

and nally using u

3

we get v

2

.

Incoming: Amongst the nonbasic variables, the

entering variable is the one with the most positive

value (in the south east corner of the cell). Thus x

21

will be the entering variable.

Outgoing: The leaving (basic) variable is deter-

mined by constructing a closed -loop which starts

and ends at the entering variable x

21

. In this modied

distribution all variables should be nonnegative and

supply and demand satised. Then

x

14

= 10 0

x

22

= 25 0

The maximum value of is 10 (which keeps both

x

14

, x

22

nonnegative i.e., x

14

= 0, x

22

= 15 > 0).

Thus the new table is

S

S

S

b

1

2

3

j

D

1

D

2

D

3

D

4

a

i

3

0

2

0

1

5

1

2

0

2

4

0

10 25 30 35

30

20

50

4

4

15 35

0

10 10

10 20

6

2

v

1

= 2 v

3

= 1 v

4

= 0 v

2

= 0

u

1

= 1

u

u

2

3

= 2

= 0

Since for all non basic variables x

11

, x

14

, x

22

, x

24

,

x

31

, x

33

the values (in the southeast) of u

i

+v

j

c

ij

are all negative, the current table is the optimal. The

optimal solution with least cost is (10 1) +(20

0) +(10 0) +(10 1) +(15 0) +(35 0) = 20.

(b) Initial solution by NWC rule: Suppressing

the working details we get the optimal solution in 3

iterations.

3

0

2

0

1

5

1

2

0

2

4

0

15 35

10

15

20

30

20

50

20

15

35

10 25 30 35

15 5

5

Associated cost

= (10 3) +(20 1) +(5 2) +(15 1)+

+ (15 5) +(35 0) = 150

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.25

By UV method with u

1

= 1 we get

3

0

2

0

0 7

8

1

5

1

2

0

2

4

0

15 35

10

15 5

20

4

+

6 6

q

P

v

1

= 2 v

3

= 1 v

4

= 6 v

2

= 0

u

1

= 1

u

u

2

3

= 2

= 6

with = 5, x

22

, is outgoing and x

12

is the incom-

ing variable.

Then the new table is

3

0

2

0

6 1

8

1

5

1

2

0

2

4

0

10

35

10

20

5

20

2

+

6

0

q

P

2 5 0 0

1

4

0

13

will be

incoming and x

33

will be outgoing variable resulting

in the following table.

3

0

2

0

1

2

1

5

1

2

0

2

4

0

35

10

20

15

10 10

4 0

0

2 1 0 0

1

2

0

q

P

6

choose = 10. Then x

11

is outgoing and x

21

is

incoming with newfollowing table which is the opti-

mal solution since all x

ij

= u

i

+v

j

c

ij

0.

3

0

2

0

1 4

2

1

5

1

2

0

2

4

0

35

10

15

10 20

0

4

2 1 0 0

1

2

0

6

10

optimal cost is 20. Optimal solution is x

12

= 10,

x

13

= 20, x

21

= 10, x

23

= 10, x

32

= 15, x

34

= 35.

(c) The number of iterations is less when the

initial solution is obtained by Vogels method.

Unbalanced Transportation Problem

Example 1: Three electric power plants P

1

, P

2

, P

3

with capacities of 25, 40 and 30 kWh supply electric-

ity to three cites C

1

, C

2

, C

3

. The maximum demand

at the three cities are estimated at 30, 35 and 25 kWh.

The price per kWh at the three cites is given in the

following table

P

P

P

1

2

3

600

320

500

700

300

480

400

350

450

c

1

c

2

c

3

City

Plant

During the month of August, there is a 20%

increase in demand at each of the three cities, which

can be met by purchasing electricity from another

plant P

4

at a premium rate of Rs 1000/- per kWh.

plant 4 is not linked to city 3. Determine the most

economical plane for the distribution and purchase

of additional energy. Determine the cost of additional

power purchased by each of the three cities.

Solution:

P

P

P

1

2

3

P

4

600

320

500

1000

30+6

700

300

480

1000

35+7

400

350

450

M

25+5

25

40

70

13

148

c

1

c

2

c

3

City

Apply Vogels method to obtain the initial solution.

For all nonbasic variables u

i

+v

j

c

ij

0. The

present table is optimal. The optimal solution

is P

1

C

3

: 25, P

2

C

1

= 23, P

2

C

2

= 17, P

3

C

2

= 25,

P

3

C

3

= 5, P

4

C

1

= 13.

Total cost: Rs 36,710 + Rs 13000 = Rs 49710 only

city C

1

purchases an additional 13 kWh power from

plant P

4

at an additional cost of Rs 13,000/-.

chap-5a B.V.Ramana September 13, 2006 17:59

5.26 MATHEMATICAL METHODS

P

P

P

1

2

3

P

4

25

40

30

13

c

1

c

2

c

3

600

500

320

1000

700

480

300

1000

400

450

350

M

36 42 30

5 23

13

25

25

23 17

5

17

Row penalties

200

20

30

M

100

20

20

M

P

P

P P

Column

penalties

180

180

180

180

50

P

P

P

1

2

3

P

4

25

40

30

13

c

1

c

2

c

3

600

500

320

1000

700

480

300

1000

400

450

350

M

36 42 30

13

25

25

23 17

5

0

20 ve

151

80

u

1

= 0

u

u

u

2

3

4

= 129

= 51

= 551

v

1

= 449 v

2

= 429 v

3

= 399

271

Transhipment Problem

Example 1: The unit shipping costs through the

routes from nodes 1 and 2 to nodes 5 and 6 via nodes

3 and 4 are given in the following network. Solve the

transhipment model to nd how the shipments are

made from the sources to destinations.

1

2

3 5

4 6

100

200

1 6

5

8

4

3

2

3 1

150

150

Solution: The entire supply of 300 units is tran-

shipped from nodes P

1

and P

2

through T

3

and T

4

ultimately to destination nodes D

5

and D

6

. Here P

1

,

P

2

are pure supply nodes; T

3

, T

4

, D

5

are tranship-

ment nodes; D

6

is pure demand node. The tranship-

ment model gets converted to a regular transportation

problemwith 5 sources P

1

, P

2

, T

3

, T

4

, D

5

and 4 des-

tinations T

3

, T

4

, D

5

and D

6

. The buffer amount B =

total supply ( or demand) = 100 + 200 = (or 150 +

150) = 300 units. Ahigh penalty cost M is associated

with cell c

ij

when there is no route fromith origin to

the jth destination. Zero cost is associated with cells

(i, i) which do not transfer to itself. The initial solu-

tion is obtained by Vogels method. Taking u

1

=0 and

M = 99 and applying method of multipliers we have

P

P

T

T

D

1

2

3

4

5

99

1

4

4

1 99

2

99

1

2 3 99

99

92

1

92

0

90

6

8

90

0

3

2

5

92

1 99

196

99

195

0

150 150

q +q

0 0

q

300

300

200

100

100

200

300

300

300

u

1

= 0

u

u

u

u

2

3

4

5

= 2

= 91

= 0

= 97

T

3

T

4

D

5

D

6

v

1

= 1 v

2

= 0 v

3

= 97 v

4

= 98

P

300 300 450 150

q

value of objective function is Rs 2650. Not all c

ij

0. Note that c

43

= 92 is most positive so the variable

x

43

will enter into the basis. To determine the variable

leaving the basis, construct -loop from cells (4, 3)

to (2, 3) to (2, 2) to (4, 2). Choose = 0 to maintain

feasibility. Adjusting = 0, the leaving variable is

x

23

. Thus the new tableau is

p

p

t

t

d

1

2

3

4

5

99

93

4

4

1 99

94

99

91

2 3 99

92

99

92

1

0

0

2

6

8

2

0 3

2

5

1 99

104

99

103

0

150 150

+ q q

0

0

q

300

300

200

100

100

200

300

300

300

u

1

= 0

2

1

0

5

t

3

t

4

d

5

d

6

v

1

= 1 0 5 6

P

+ q q

q

300 300 150 150

value of objective function is Rs 2650. Not all

c

ij

0. Note that c

31

= 2 is most positive. So x

31

is the entering variable. To determine the leaving

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.27

variable construct a -loop from cells (3, 1) to (2, 1)

to (2, 2), to (4, 2) to (4, 3) to (3, 3) to (3, 1). Choose

maximum value of = 200. Then x

21

will be the

leaving variable. Adjusting = 200, the new tableau

is given below.

p

p

t

t

d

1

2

3

4

5

99

91

4

2

1 99

92

99

91

2 3

2

99

92

99

92

1

0

0 6

8

2

0 3

4

5

1 99

104

99

105

0

150 150

100

200 100

200

200

100 100

200

300

300

300

0

0

1

2

7

t

3

t

4

d

5

d

6

1 2 7 8

300 300 450 150

Observe that all c

ij

0. Therefore the current

tableau is optimal. The basic feasible optimal

solution is x

11

=100, x

22

= 200, x

31

= 200, x

33

=

100, x

42

= 100, x

43

= 200, x

53

= 150, x

54

= 150.

The value of the objective function is

(100 1) +(200 2) +(200 0) +(100 6) +

(100 0) +(200 5) +(150 0) +(150 1) =

2250

Maximization:

Example 1: Solve the following transportation

problem to maximize the prot.

D

1

D

2

D

3

5

2

3

1

4

6

8

0

7

12

14

4

S

1

S

S

2

3

9 10 11

Solution: To transformthis problemto a minimiza-

tion, subtract all the cost entries in the matrix from

the largest cost entry 8. Then the relative loss matrix

is

P

3

6

5

7

4

2

0

8

1

12

14

4

3

2

1

9

2

10

2

11

1

Applying vogels method we get max penalty 3. So

allocate to (1, 3).

P

3

6

5

7

4

2

0

8

1

12

14

4

4

2

3

9

2

10

2

11

11 1

Allocate to (1, 1) since 4 is the largest penalty

P

3

6

5

7

4

2

0

8

1

12

14

4

4

2

3

9

2

10

2

11

11 1

Allocate to (3, 2) since 3 is the largest penalty.

P

3

6

5

7

4

2

0

8

1

1

14

4

2

3

9

8

10

2

11

11

1

1

3 3

6 6

5 5

7 7

4 4

2 2

0 0

8 8

1 1

14

8 6

11

1

4

8 6

4

1

Finally

11

The maximum prot (wrt the original cost

matrix) is (1 5) +(11 8) +(8 2) +(6 4) +

(4 6) = 157

chap-5a B.V.Ramana September 13, 2006 17:59

5.28 MATHEMATICAL METHODS

Degeneracy

Example 1: Solve the following TP using NWCR

0

2

1

4

3

2

2

4

0

8

5

6

S

1

S

S

2

3

7 6 6

D

1

D

2

D

3

Solution: By NWC rule

0

2

1

4

3

2

2

4

0

8

5

6

S

1

S

S

2

3

7 6 6

D

1

D

2

D

3

7 1

5

6

This is a degenerate solution since it contains only 4

basic variables (instead of 3 + 3 - 1 = 5 basic vari-

ables). To get rid of degeneracy, introduce any one

non-basic variable say in cell (3, 2) at level where

is a small quantity. Thus

0

2

3 3

3

1

4

3

2

2

4

0

S

1

S

S

2

3

D

1

D

2

D

3

7 1

5

e

6

1 3 1

0

u

1

= 1

0

1

since all c

ij

0 current solution is optimal. Now

letting 0 we get the solution as x

11

= 7, x

12

=

1, x

22

= 5, x

32

= 0, x

33

= 6 with OF = 19 +2 =

19 as 0

5.9 TRANSPORTATION PROBLEM

EXERCISE

1. Obtain the starting solution (and the correspond-

ing cost i.e. value of objective function: OF)

of the following transportation problems by (a)

North west corner rule (b) Rowminimum(c) Col-

umn minimum (d) Least cost method (e) Vogels

method.

1 5

0 2

3 3

2 1

4 4

1 6

6 8

2 0

5 7

7

12

11

12

14

4

10 9 10 10 10 11

(i) (ii)

10

4

13

14

3

20

15

9

7

12

5

7

12

1

5

7

9

8

0

19

(iii)

60 60 20 10

10

20

30

40

50

Ans. (i) (a) x

11

= 7, x

21

= 3, x

22

= 9, x

32

= 1, x

33

=

10, OF: 94

(i) (b) x

11

= 7, x

21

= 3, x

23

= 9, x

32

=

10, x

31

= 1, OF: 40

(i) (c) x

13

= 7, x

21

= 10, x

23

= 2, x

32

=

10, x

33

= 1, OF: 61

(i) (d) x

13

= 7, x

21

= 10, x

23

= 2, x

32

=

10, x

33

= 1, OF: 61

(i) (e) x

11

= 7, x

21

= 2, x

23

= 10, x

31

=

1, x

32

= 10, OF: 40

(ii) (a) x

11

= 9, x

12

= 3, x

22

= 7, x

23

=

7, x

33

= 4, OF: 104

(ii) (b) x

11

= 2, x

12

= 10, x

21

= 3, x

23

=

11, x

31

= 4, OF: 38

(ii) (c) x

12

= 10, x

13

= 2, x

21

= 9, x

23

=

5, x

33

= 4, OF: 72

(ii) (d) x

11

= 2, x

12

= 10, x

21

= 3, x

23

=

11, x

33

= 4, OF: 38

(ii) (e) x

11

= 2, x

12

= 10, x

21

= 3, x

23

=

11, x

33

= 4, OF: 38

(iii) (a) x

11

= 10, x

21

= 20, x

31

= 30, x

42

=

40, x

52

= 20, x

53

= 20, x

54

= 10, OF: 1290

(iii) (b) x

13

= 10, x

21

= 10, x

24

= 10, x

31

=

30, x

42

= 30, x

43

= 10, x

51

= 30, x

52

= 20, OF:

890

(iii) (c) x

13

= 10, x

21

= 20, x

31

= 10, x

33

=

10, x

34

= 10, x

42

= 40, x

51

= 50, OF: 860

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.29

(iii) (d) x

12

= 10, x

22

= 20, x

31

= 10, x

32

=

20, x

42

= 10, x

43

= 20, x

44

= 10, x

51

= 50, OF:

960

(iii) (e) x

11

= 10, x

22

= 20, x

31

= 30, x

42

=

10, x

43

= 20, x

44

= 10, x

51

= 20, x

52

= 30, OF:

910

2. Solve the following TP by method of multipliers

method obtaining the starting solution by north

west corner rule.

(i) 3

0

2

3

0

0

2

5

4

0

4

1

1

1

0

3

1

1

6

0

30 60 50 40 20

40

70

60

30

Ans. x

21

= 40, x

21

= 10, x

22

= 20, x

24

= 40

x

31

= 20, x

33

= 40, x

43

= 10, x

45

= 20 OF:

70

(ii) 1

3

4

2

3

2

1 5

2 4

5 6

4 2

1 3

9 2

20 40 30 10 50 25

30

50

75

20

3 1 7 4 3 6

Ans. x

11

= 20, x

13

= 10, x

23

= 20, x

24

= 10, x

25

=

20

x

32

= 40, x

35

= 10, x

36

= 25, x

45

= 20 OF:

430

3. Solve the above problem 2 (ii) by obtaining the

initial solution by (a) row minimum (b) col-

umn minimum (c) matrix minimum (d) Vogels

method (e) compare the number of iterations

required in each of these methods including the

north west corner rule.

Ans. Optimal solution and value of OF is same as in 2

(ii) above for (a) (b) (c) (d). The number of itera-

tions required are 7 in NWCR, 1 in rowminimum

2 in column minimum, 1 in matrix minimum, 1

in Vogels method.

4. Solve the TP by UV-method obtaining initial

solution by

(a) NWC rule

Vogels method (c) compare the two meth-

ods.

10

12

0

0

7

14

20

9

16

11

20

18

5 15 15 10

15

25

5

Ans. (a) x

12

= 5, x

14

= 10, x

22

= 10, x

23

= 15, x

31

=

5 OF: 315

(b) same (c) Vogels method give solution

closer to optimal. Number of iterations required

in Vogel is one while 3 in NWC rule.

5. Solve the following TP by method of multipli-

ers by obtaining the starting solution by (a) NWC

rule (b) Least-cost method (c) Vogel approxima-

tion method. State the starting solution and the

corresponding value of OF.

10

12

4

2

7

14

20

9

16

11

20

18

5 15 15 15

15

25

10

S

1

S

S

2

3

D

1

D

2

D

3

D

4

Ans. Starting solution and associated OF (a) x

11

=

5, x

12

= 10, x

22

= 5, x

23

= 15,

x

24

= 5, x

34

= 10, OF: 520

(b) x

12

= 15, x

14

= 0, x

23

= 15, x

24

=

10, x

31

= 5, x

34

= 5, OF: 475

(c) x

12

= 15, x

14

= 0, x

23

= 15, x

24

=

10, x

31

= 5, x

34

= 5, OF: 475

(d) Solution by UV method

x

12

= 5, x

14

= 10, x

22

= 10, x

23

=

15, x

31

= 5, x

34

= 5, OF: 435

6. Solve the TP (use VAM)

21 25

17 14

16 13

18 23

6 10 12 15

11

13

19

32 18 27 41

D

1

D

2

D

3

D

4

S

1

S

S

2

3

chap-5a B.V.Ramana September 13, 2006 17:59

5.30 MATHEMATICAL METHODS

Ans. x

14

= 11, x

21

= 6, x

22

= 3, x

24

= 4, x

32

=

7, x

33

= 12 optimal minimum cost: Rs 796

Degeneracy:

7. Solve the following TP.

9

7

6

12

3

5

9 9

7 5

9 3

6 10

7 5

11 11

4 4 6 2 4 2

5

6

2

9

6 8 11 2 2 10

Ans. x

13

= 5, x

22

= 4, x

26

= 2, x

31

= 1, x

33

= 1,

x

41

= 3, x

44

= 2, x

45

= 4, x

13

=

minimum cost = 112 + 76 = 112 as 0

Hint: The starting solution obtained by Vogels

method is a degenerate since it contains only 8

basic variables (instead of 6 +4 1 = 9 basic

variables). Introduce any one of the non basic

variable at level where is small and let 0.

Maximization:

8. Solve the following TP to maximize the prot

15 42

80 26

51 33

42 81

23 31 16 30

23

44

33

90 66 40 60

Ans. x

12

= 23, x

21

= 6, x

22

= 8, x

24

= 30,

x

31

= 17, x

33

= 16, OF = 7005

Hint: Obtain the relative loss matrix by subtract-

ing all the entries of the cost matrix from the

largest entry 90.

Unbalanced TP:

9. Solve the following unbalanced TP.

11 7

21 10

20 8

16 12

30 25 35 40

50

40

70

8 18 12 9

D

1

D

2

D

3

D

4

S

1

S

S

2

3

Ans. x

13

= 25, x

14

= 25, x

23

= 10, x

25

= 30,

x

31

= 30, x

32

= 25, x

34

= 15

minimum cost = 1150

Hint: Total supply = 50 + 40 + 70 = 160

Total demand = 30 + 25 + 35 + 40 = 130

Introduce a dummy destination D

5

with

demand (requirement) of 30. Use VAM.

Note: x

25

= 30 means, 30 units are left

undespatched from S

2

. (Since it can not be send

to the dummy destination D

5

).

10. Solve the unbalanced TP;

5 7

6 6

1

4

75 20 50

10

80

15

3 5 2

D

1

D

2

D

3

S

1

S

S

2

3

Ans. x

12

= 10, x

21

= 20, x

22

= 10, x

23

= 50, x

31

=

15 minimum cost: 515

Hint: Introduce ctitious source S

4

with supply

of 40. Demand of 40 units is not met at destina-

tion 1.

Transhipment Problem

11. Solve the following transhipment problem

P

1

P

2

T

1

D

2

D

3

D

1

T

2

1000

1200

3

4

2

5

8

6

4

9

3

5

800

900

500

Ans. P

1

T

2

= 1000, P

2

T

1

= 1200, T

1

D

1

= 800

T

1

D

2

= 400, T

2

D

2

= 1000, D

2

D

3

= 500

minimum cost = (1000 4) +(1200

2) +(800 8) +(400 6) +(100 4) +

+(500 3) = 20, 700.

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.31

Hint: The corresponding TP is given below:

3

2

0

M

M

M

4

5

7

M

0

M

M

M

8

0

M

M

M

M

6

5

4

0

M

M

M

M

9

3

P

P

T

T

D

D

1

2

1

2

1

2

T

1

T

2

D

1

D

2

D

3

1000

1200

B

B

B

B

B B 800+B 900+B 500

Here B = buffer = 1000 + 1200 = 2200 =

(800 + 900 + 500) and M = large penalty.

5.10 THE ASSIGNMENT PROBLEM

The assignment problem (or model) is a special case

of the transportation problemin which to each origin

there will correspond one and only one destination.

This can be described as a person-job assignment or

machine-task assignment model. Suppose there are

n persons who can perform any of the n different

jobs with varying degree of efciency measured in

terms of c

ij

representing the cost of assigning the i th

person to j th job (i = 1, 2, 3, . . . n, j = 1, 2, . . . n)

Then the objective of the assignment problem is to

minimize the total cost of performing all the njobs by

assigning the best person for the job on the one to

one basis of one person to one job. The assignment

problem can be solved as a regular transportation

problem in which the persons represent the sources,

the jobs represent the destinations, the supplyamount

at each source and demand amount at each destina-

tion being exactly equal to 1.

Let x

ij

=

_

1 if ith person assigned to j th job

0 if ith person not assigned to j th job

Since the ith person can be assigned to only one

job we have

n

i=1

x

ij

= 1 for i = 1, 2, . . . n.

Since the j th job can be assigned to only one

person we have

n

i=1

x

ij

= 1 for j = 1, 2, . . . , n. The

assignment problemconsists of determining the inte-

gers x

ij

(either 1 or 0) such that the total cost rep-

resented by the objective function

n

i=1

n

j=1

c

ij

x

ij

is

minimized. Thus the assignment problem is an inte-

ger linear programming problem. This combinato-

rial problem has n! number of possible assignments

which can be enumerated for small n. Even for n =

10, (n! = 3,628,800) the enumeration becomes very

time consuming and cumbersome. However the solu-

tion to the assignment problem is obtained by a sim-

ple method known as the Hungarian method or

Floods technique.

Hungarian Method or Floods Technique

1. Minimization case:

Step I. Determination of total-opportunity cost

(TOC) matrix:

(a) Subtracting the lowest entry of each column of the

given payoff (cost) matrix from all the entries of

that corresponding column results in the column-

opportunity cost matrix.

(b) Now subtracting the lowest entry of each row of

the column-opportunity matrix (obtained in step

(a) above) from all the entries of the correspond-

ing rowresults in the total opportunity cost (TOC)

matrix.

Step II. Check for optimal assignment: Let n be

the minimum number of horizontal and vertical lines

required which cover ALL the zeros in the current

TOC matrix. Let m be the order of the cost (TOC)

matrix.

(a) If n = m, an optimal assignment can be made.

Goto step V

(b) If n < m, revise the TOC matrix. Goto step III.

Step III. Revision of TOC matrix:

(a) Subtract the lowest entry (among the uncovered

cells) of the current TOC matrix from all the

uncovered cells.

(b) Add this lowest entry to only those cells at which

the covering lines of step II cross. This revises

TOC matrix.

chap-5a B.V.Ramana September 13, 2006 17:59

5.32 MATHEMATICAL METHODS

Step IV. Repeat steps II and III initial an optimal

assignment is reached:

Step V. Optimal assignment:

(a) Identify a rowor column (in the nal TOCmatrix)

having only one zero cell.

(b) Make assignment to this cell. Cross off both the

row and column in which this zero cell occurs.

(c) Repeat (a) for the remaining rows and columns

and make an assignment until a complete assign-

ment is achieved.

2. Maximization case:

The maximization problem can be converted to a

minimization problem by subtracting all the entries

of the original cost matrix from the largest entry (of

the original cost matrix). The transformed entries

give the relative costs.

3. Alternative Optima:

The presence of alternative optimal solutions is indi-

cated by the existance of a rowor column in the nal

TOC matrix with more than one zero cells.

4. Unbalanced Problem:

When the cost matrix is rectangular, a dummy row

or a dummy column added makes the cost matrix a

square matrix. All the costs c

ij

associated with this

dummy row (or column) are taken as zeros.

5. Problem with Restrictions:

When the assignment problem includes certain

restrictions such that a particular (specied) i th per-

son can not be assigned to a particular j th job then

the associated cost c

ij

is taken as a very big value M

(generally innity) so that it is prohibitively expen-

sive to make this undesirable assignment.

WORKED OUT EXAMPLES

Example 1: A national highway project consists

of 5 major jobs for which 5 contractors have submit-

ted tenders. The tender amounts (in lakhs of rupees)

quoted is given in the pay-off matrix below. If each

contractor is to be assigned one job, nd the assign-

ment which minimises the total cost of the project.

1

2

3

4

5

120

140

50

75

110

150

80

40

65

90

75

90

40

45

140

90

85

70

70

115

100

170

110

90

100

Cont-

ractor

Jobs

A B C D E

Solution: The column opportunity matrix is

obtained by subtracting the lowest entry in each col-

umn from all the entries in that column

1

2

3

4

5

70

90

0

25

60

110

40

0

25

50

35

50

0

5

100

20

15

0

0

45

10

80

20

0

10

A B C D E

Column-opportunity matrix

The total-opportunity-cost (TOC) matrix is now

obtained by subtracting the lowest entry from each

row from all the entries in that row.

1 60 100 25 10 0

2 75 25 35 0 65

3 0 0 0 0 25

4 25 25 5 0 0

5 50 40 90 35 0

A B C D E

Toc Matrix

Since the minimumnumber of vertical and horizontal

lines (n) needed to cover all the zeros is less than the

number of row m (or columns) i.e. n = 3 < m = 5,

the current TOCmatrix is to be revised by subtracting

the lowest entry among the uncovered cells from all

the uncovered cells and adding it to crossed cells

(where the vertical and horizontal lines intersect).

Thus the lowest entry 5 will be subtracted from all

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.33

the uncovered cells and added at the crossed cells (3,

4), and (3, 5). Then the revised TOC is

1 55 95 20 10 0

2 70 20 30 0 65

3 0 0 0 5 25

4 20 20 0 0 0

5 45 35 85 35 0

A B C D E

Here the minimum number of lines covering all the

zeros is less than the number of rows i.e. n = 4 <

m = 5. Revise the matrix as above

1 35 75 0 10 0

2 50 0 10 0 65

3 0 0 0 25 45

4 20 20 0 20 20

5 25 15 65 35 0

A B C D E

Here n = 4 < m = 5

1 25 65 0 0 0

2 50 0 20 0 75

3 0 0 10 25 55

4 10 10 0 10 20

5 15 5 65 25 0

A B C D E

Optimal Toc matrix

n = 5 = m = 5

Ist optimal assignment: choose a row (or column)

containing only one zero. Choosing so the rst col-

umn, make an assignment. Thus

1 25 65 0 0 0

2 50 0 20 0 75

3 0 0 10 25 55

4 10 10 0 10 20

5 15 5 65 25 0

A B C D E

i.e. assign Ato 3. Cross off rst column and 3rd row.

Second and Third optimal assignment

1 25 65 0 0 0

2 50 0 20 0 75

3 0 0 10 25 55

4 10 10 0 10 20

5 15 5 65 25 0

A B C D E

columns, choose a rowor column with only one zero.

Thus assign B to 2 and D to 1. Cross off the 2 row

and 2 column and 4th column and rst row.

4th and 5th optimal assignment:

1 25 65 0 0 0

2 50 0 20 0 75

3 0 0 10 25 55

4 10 10 0 10 20

5 15 5 65 25 0

A B C D E

Thus the optimal assignment is

A3, B2, C4, D1, E5

with minimum cost = 50 + 80 + 45 + 90 + 100 = 365

Example 2: Maximization: The prot of assign-

ing a particular job to a specic machine is given in

the following matrix. Maximize the prot to accom-

plish all the jobs by assigning one machine to one

job. Check by enumeration.

1

2

3

380

210

260

610

380

210

330

415

300

A B C

Job

Machine

Solution: To convert into a minimization problem,

subtract all the entries of the matrix from the largest

entry 610. Then

1

2

3

230

400

350

0

230

400

280

195

310

A B C

chap-5a B.V.Ramana September 13, 2006 17:59

5.34 MATHEMATICAL METHODS

Job opportunity column matrix

1 0 0 85

2 170 230 0

3 120 400 115

A B C

TOC matrix

1 0 0 85

2 170 230 0

3 5 285 0

A B C

n = 2 < m = 3

Revised TOC matrix

1 0 0 90

2 165 225 0

3 0 280 0

A B C

n = 3 = m = 3

Optimal assignment: A3, B1, C2

1 0 0 90

2 165 225 0

3 0 280 0

A B C

Check by enumeration:

A1, B2, C3 : 380 + 380 + 300 = 1060

A1, B3, C2 : 380 + 210 + 415 = 1005

A2, B3, C1 : 210 + 210 + 330 = 750

A2, B1, C3 : 210 + 610 + 300 = 1120

A3, B1, C2 : 260 + 610 + 415 = 1285 Optimal solu-

tion

A3, B2, C1 : 260 + 380 + 330 = 970

Example 3: Unbalanced problem: The amount of

time (in hours) to perform a job by different men

is given below. Solve the unbalanced problem by

assigning four jobs to three men subject to one job

to one man.

Men

M

M

M

1

2

3

J

1

7

5

8

J

2

5

6

7

J

3

8

7

9

J

4

4

4

8

Jobs

Solution: Add a ctitious (dummy) fourth man, to

convert the unbalanced to balanced assignment prob-

lem. The amount of time taken by the fourth man is

taken as zero for each job.

Men

M

M

M

1

2

3

M

4

J

1

7

5

8

0

J

2

5

6

7

0

J

3

8

7

9

0

J

4

4

4

8

0

Jobs

TOC matrix

3 1 4 0

1 2 3 0

1 0 2 1

0 0 0 0

J J J J

M

M

M

M

1 2 3 4

1

2

3

4

n m = 3 < = 4

Revised TOC Matrix

2 0 3 0

0 1 2 0

1 0 2 2

0 0 0 1

J J J J

M

M

M

M

1 2 3 4

1

2

3

4

= 4 = = 4 n m

Optimal assignment

2 0 3 0

0 1 2 0

1 0 2 2

0 0 0 1

M

1

J J J J

M

M

M

1 2 3 4

2

3

4

LINEAR PROGRAMMING 5.35

M

1

J

4

, M

2

J

1

, M

3

J

2

, M

4

J

3

Thus the job J

3

is not assigned. The minimum

amount of time taken to accomplish all the three jobs

is 4 + 5 + 7 = 16 hours.

Persons

P

1

P

2

P

3

P

4

M

1

5

7

9

7

M

2

5

4

3

2

M

3

2

5

6

M

4

2

3

7

Machines

Example 4: Assignment with restrictions: The fol-

lowing matrix consists of cost (in thousands of

rupees) of assigning each of the four jobs to four

different persons. However the rst person can not

be assigned to machine 3 and third person can not be

assigned to machine 4.

(a) Find the optimal assignment to minimize the cost

(b) Suppose a 5th machine is available the assign-

ment costs to the four persons as 2, 1, 2, 8, respec-

tively. Find the optimal solution

(c) Is it economical to replace one of the existing

machines by the new (5th) machine

(d) In such case which machine is to be replaced

(unused). (A dash indicates that assignment is not

possible because of the restrictions imposed)

Solution: (a) Since rst person can not be assigned

to machine 3 a prohibitive (penalty) cost is imposed,

denoted by . Thus the cost matrix is

P

1

P

2

P

3

P

4

M

1

5

7

9

7

M

2

5

4

3

2

M

3

2

5

6

M

4

2

3

7

Row matrix

P

1

P

2

P

3

P

4

M

1

3

5

6

5

M

2

3

2

0

0

M

3

0

2

4

M

4

0

1

5

TOC Matrix Revised TOC

0

2

3

2

0

1

2

1

0

2

4

0

2

4

3

2

0

0

4

2

0

0

0

1

5

0

0

4

n = 3 < m = 4 n = 3 < m = 4

Optimal assignment

0 5 0

1 3 0 0

1 0 1

0 0 3 3

M

P

1

1 2 3 4

2

3

4

M M M

P

P

P

P

1

to M

4

, P

2

to M

3

, P

3

to M

2

, P

4

to M

1

minimal cost: 2 + 2 + 3 + 7 = 14

(b) Introducing the 5th machine, the new cost matrix

is

P

P

1

5

P

P

P

2

3

4

M

1

3

7

9

7

0

M

2

5

4

3

2

0

M

3

2

5

6

0

M

4

2

3

7

0

M

5

2

1

2

8

0

Subtracting the row minimums from each row, we

get

3 3 0 0

6 3 1 2 0

7 1 3 0

5 0 4 5 6

0 0 0 0 0

L

N

M

M

M

M

M

M

O

Q

P

P

P

P

P

P

3

5

6

4

0

4

3

1

0

1

0

2

3

0

0

1

4

0

0

0

0

5

1

M

1

P

1

P

P

P

P

2

3

4

5

M

2

M

3

M

4

M

5

n m = 4 < = 5 n m = 5 = 5

optimal matrix

Optimal assignment:

P

1

to M

4

; P

2

M

3

, P

3

M

5

, P

4

M

2

; P

5

M

1

Minimum cost: 2 + 2 + 2 + 2 = 8

(c) With the introduction of 5th machine the cost

has come down from 14 to 8. So it is economical to

introduce 5th machine.

chap-5a B.V.Ramana September 13, 2006 17:59

5.36 MATHEMATICAL METHODS

(d) Since the dummy person P

5

is assigned to

machine 1, it means that M

1

is not used and therefore

can be replaced (dispensed with).

5.11 ASSIGNMENT PROBLEM

EXERCISE

1. Solve the following assignment Problemfor min-

imum total cost. Check by enumeration.

1

2

3

A

380

210

260

B

610

380

210

C

330

415

300

Job

Machine

Ans. A

2

, B

3

, C

1

: minimal cost: 750

A

1

B

2

C

3

(1060), A

1

B

3

C

2

(1005), A

2

B

1

C

3

(1120),

A

2

B

3

C

1

(750), A

3

B

1

C

2

(1285), A

3

B

2

C

1

(970).

2. Find the optimal solution with minimum cost in

the following assignment problem

O

O

O

1

2

3

20

10

14

27

18

16

30

16

12

Origins D

1

D

2

D

3

Destinations

Ans. O

1

to D

2

, O

2

to D

1

; O

3

to D

3

Total minimum cost: 49

3. Find the optimal assignment which maximizes

the total cost in the above problem 2.

Ans. O

3

to D

1

, O

2

to D

2

, O

1

to D

3

, maximumcost: 62

Solve the following assignment problem for

minimum cost

4.

P

P

P

1

2

3

15

9

10

10

15

12

9

10

8

Person J

1

J

2

J

3

Jobs

Ans: P

1

to J

2

, P

2

to J

1

, P

3

to J

3

, minimum cost: 27

5.

P

P

P

1

2

3

P

4

1

9

4

8

4

7

5

7

6

10

11

8

3

9

7

5

Persons J

1

J

2

J

3

J

4

Jobs

Ans. P

1

to J

1

, P

2

to J

3

; P

3

to J

2

, P

4

to J

4

minimum

cost: 21

6. Assign the ve jobs to the ve machines so as to

maximize the total return if the following matrix

shows the return in (thousands of) 1 rupees for

assigning the ith machine (i = 1, 2, 3, 4, 5) to the

jth job (j = 1, 2, 3, 4, 5).

Machine 1 2 3 4 5

1 5 11 10 12 4

2 2 4 6 3 5

3 3 12 5 14 6

4 6 14 4 11 7

5 7 9 8 12 5

Job

Ans. M

1

J

3

; M

2

J

5

; M

3

J

4

; M

4

J

2

; M

5

J

1

, Maximum

cost: 50

7. Four men can perform any of the four tasks with

different efciency measured in terms of time

required to complete each task which is given in

the following table. Assign one task to one man

so as to minimize the total time spent on accom-

plishing the four tasks.

Men

Task

18 26 17 11

13 28 14 26

38 19 18 15

19 26 24 10

M

T

T

T

T

1 2 3 4

1

2

3

4

M M M

Ans. M

1

to T

2

; M

2

to T

3

; M

3

to T

1

; M

4

to T

4

, minimum

total time = 59

chap-5a B.V.Ramana September 13, 2006 17:59

LINEAR PROGRAMMING 5.37

8. Multiple Optima: Solve the following assignment

problem for minimum cost.

20 13 7 5

25 18 13 10

31 23 18 15

45 40 23 21

M

M

M

M

1

2

3

4

Jobs J J J J

1 2 3 4

Men

Ans. Four optimal assignments all with the same min-

imum total cost: 76.

(i) M

1

J

1

; M

2

J

4

; M

3

J

2

; M

4

J

3

.

(ii) M

1

J

2

; M

2

J

1

; M

3

J

4

; M

4

J

3

.

(iii) M

1

J

1

; M

2

J

2

; M

3

J

4

; M

4

J

3

.

(iv) M

1

J

4

; M

2

J

1

; M

3

J

2

; M

4

J

3

.

9. Unbalanced assignment problem Three work

centers are requiredtomanufacture, assemble and

to package a product. The handling cost at each

of the four locations in the factory are given in

the following matrix. Determine the location of

work centres that minimizes total handling cost.

Job

Manufacturing 18 15 16 13

Assembly 16 11 15

Packaging 9 10 12 8

L L L L

M

M

M

1 2 3 4

1

2

3

Locations

Ans: M

1

to L

4

; M

2

to L

2

; M

3

to L

1

. Location 3 is kept

idle (assigned to dummy job and no job is done).

10.

A B C D E

M

M

M

M

1

2

3

4

62 78 50 101 82

71 84 61 73 59

87 92 111 71 81

48 64 87 77 80

Jobs

M

e

n

Maximize the prot. Which job should be

declined?

Ans. M

1

D; M

2

B; M

3

C; M

4

E, M

5

A. Since (dummy

man) M

5

is assigned to job A, the job A should

be declined. Maximum prot: 101 + 84 + 111 +

80 = 376

11. With Restrictions Suppose ve men are to be

assigned to ve jobs with assignment costs given

in the following matrix. Find the optimal assign-

ment schedule subject to the restriction that rst

person M

1

can not be assigned job 3 and third

person M

3

can not be assigned to job 4.

Jobs

Men

5 5 2 6

7 4 2 3 4

9 3 5 3

7 2 6 7 2

6 5 7 9 1

J J J J J

M

M

M

M

M

1 2 3 4 5

1

2

3

4

5

Ans. Minimal cost is 15 with three alternative optimum

solutions.

(i) M

1

J

4

, M

2

J

3

, M

3

J

2

, M

4

J

1

, M

5

J

5

(ii) M

1

J

4

, M

2

J

3

, M

3

J

5

, M

4

J

2

, M

5

J

1

(iii) M

1

J

4

, M

2

J

3

, M

3

J

2

, M

4

J

5

, M

5

J

1

12. Determine optimal location of three machines at

four different locations in a shop oor given the

cost estimate per unit of time of material han-

dling is given in the following matrix. Note that

machine 2 can not be placed in location 2.

Machines 2 3 4

M1 12 9 12 9

M2 15 - 0 20

M3 4 8 115 6

L1 L L L

Locations

Ans. M

1

to L

2

or L

4

; M

2

to L

3

, M

3

to L

1

Dummy (ctitious) machine M4 is assigned

to location L

4

or L

2

.

Minimum cost: 9 + 13 + 4 = 26

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