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Optimization Techniques

The document outlines a linear programming problem aimed at maximizing Z = 5x1 + 6x2 under specific constraints. It details the introduction of surplus and artificial variables to convert inequalities into equalities for optimization. The document further elaborates on the initialization of the simplex tableau and the iterative process to find the optimal solution.

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53 views38 pages

Optimization Techniques

The document outlines a linear programming problem aimed at maximizing Z = 5x1 + 6x2 under specific constraints. It details the introduction of surplus and artificial variables to convert inequalities into equalities for optimization. The document further elaborates on the initialization of the simplex tableau and the iterative process to find the optimal solution.

Uploaded by

aravindhannamalai374
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

LPP with unbounded

solution
Optimization Techniques
Problem:
Maximize Z = 5x1 + 6x2

Under the constraints:

x1 + x2 >= 1
2x1 + 3x2 >= 6
x1, x2 >= 0
Maximize Z = 5x1 + 6x2

Under the constraints:

x1 + x2 >= 1

2x1 + 3x2 >= 6

x1, x2 >= 0
Solution:
Introducing surplus and Artificial variables:

x1 + x2 >= 1 —---> x1 + x1 – S1+A1 = 1

2x1 + 3x2 >=6 —---> 2x1 + 3x2 – S2+A2 = 6

x1, x2 >= 0
Initialise the table: Introducing slack variables:

Maximize Z = 5x1 + 6x2 Z = 5x1 + 6x2

Under the constraints: x1 + x2 >= 1 —---> x1 + x1 – S1+A1 = 1

x1 + x2 >= 1 2x1 + 3x2 >=6 —---> 2x1 + 3x2 – S2+A2 = 6

2x1 + 3x2 >= 6 x1, x2 >= 0

x1, x2 >= 0

Cj Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc
Initialise the table: Introducing slack variables:

Maximize Z = 5x1 + 6x2 Z = 5x1 + 6x2 +0S1+0S2

Under the constraints: x1 + x2 >= 1 —---> x1 + x1 –S1+A1 =1

x1 + x2 >= 1 2x1 + 3x2 >=6 —---> 2x1 + 3x2 –S2+A2 =6

2x1 + 3x2 >= 6 x1, x2 >= 0

x1, x2 >= 0

Cj 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc
Initialise the table: Introducing slack variables:

Maximize Z = 5x1 + 6x2 Z = 5x1 + 6x2 +0S1+0S1

Under the constraints: x1 + x2 >= 1 —---> 1x1 + 1x1 – 1S1+1A1 = 1

x1 + x2 >= 1 2x1 + 3x2 >=6 —---> 2x1 + 3x2 – 1S2+1A2 = 6

2x1 + 3x2 >= 6 x1, x2 >= 0

x1, x2 >= 0

Cj 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc

1 1 -1 0 1 0 1

2 3 0 -1 0 1 6
Initialise the table: Introducing slack variables:

Maximize Z = 5x1 + 6x2 Z = 5x1 + 6x2 +0S1+0S1

Under the constraints: x1 + x2 >= 1 —---> 1x1 + 1x1 – 1S1+1A1 = 1

x1 + x2 >= 1 2x1 + 3x2 >=6 —---> 2x1 + 3x2 – 1S2+1A2 = 6

2x1 + 3x2 >= 6 x1, x2 >= 0

x1, x2 >= 0

Cj 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc

A1 1 1 -1 0 1 0 1

A2 2 3 0 -1 0 1 6
Initialise the table: Introducing slack variables:

Maximize Z = 5x1 + 6x2 Z = 5x1 + 6x2 +0S1+0S1

Under the constraints: x1 + x2 >= 1 —---> 1x1 + 1x1 – 1S1+1A1 = 1

x1 + x2 >= 1 2x1 + 3x2 >=6 —---> 2x1 + 3x2 – 1S2+1A2 = 6

2x1 + 3x2 >= 6 x1, x2 >= 0

x1, x2 >= 0

Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc

A1 -M 1 1 -1 0 1 0 1

A2 -M 2 3 0 -1 0 1 6
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc

A1 -M 1 1 -1 0 1 0 1

A2 -M 2 3 0 -1 0 1 6

Zj - C j -3M-5

-M*1+(-M )*2 - 5 = -3M-5


Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc

A1 -M 1 1 -1 0 1 0 1

A2 -M 2 3 0 -1 0 1 6

Zj - C j -3M-5 -4M-6

-M*1-M *2 - 5 = -3M-5
-M*1-M *3 - 6 = -4M-6
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc

A1 -M 1 1 -1 0 1 0 1

A2 -M 2 3 0 -1 0 1 6

Zj - C j -3M-5 -4M-6 +

-M*1-M *2 - 5 = -3M-5
-M*1-M *3 - 6 = -4M-6
-M*-1+(-M)*0 – 0 = +ve
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc

A1 -M 1 1 -1 0 1 0 1

A2 -M 2 3 0 -1 0 1 6

Zj - C j -3M-5 -4M-6 + +

-M*1-M *2 - 5 = -3M-5
-M*1-M *3 - 6 = -4M-6
-M*-1-M*0 - 0 = +ve
-M*-1-M*0 - 0 = +ve
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc

A1 -M 1 1 -1 0 1 0 1

A2 -M 2 3 0 -1 0 1 6

Zj - C j -3M-5 -4M-6 + + 0

-M*1-M *2 - 5 = -3M-5
-M*1-M *3 - 6 = -4M-6
-M*-1-M*0 - 0 = +ve
-M*0-M*0 - 0 = +ve
-M*1-M*0-(-M) = 0
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc

A1 -M 1 1 -1 0 1 0 1

A2 -M 2 3 0 -1 0 1 6

Zj - C j -3M-5 -4M-6 + + 0 0

-M*1-M *2 - 5 = -3M-5
-M*1-M *3 - 6 = -4M-6
-M*-1-M*0 - 0 = +ve
-M*0-M*0 - 0 = +ve
-M*1-M*0+M = 0
-M*0-M*1+M=0
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc

A1 -M 1 1 -1 0 1 0 1

A2 -M 2 3 0 -1 0 1 6

Zj - C j -3M-5 -4M-6 + + 0 0

-M*1-M *2 - 5 = -3M-5 Select the least negative element among the Zj - Cj’s.
-M*1-M *3 - 6 = -4M-6 Here it is -4M-6.
-M*-1-M*0 - 0 = +ve
-M*0-M*0 - 0 = +ve
-M*1-M*0+M = 0
-M*0-M*1+M=0
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc

A1 -M 1 1 -1 0 1 0 1

A2 -M 2 3 0 -1 0 1 6

Zj - C j -3M-5 -4M-6 + + 0 0

-M*1-M *2 - 5 = -3M-5 Select the least element among the Zj - Cj’s. Here it is
-M*1-M *3 - 6 = -4M-6 -4M-6.
-M*-1-M*0 - 0 = +ve The column in which the least element (-4M-6) is
-M*0-M*0 - 0 = +ve present is called the pivotal column / key column.
-M*1-M*0+M = 0
-M*0-M*1+M=0
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0

Select the least element among the Zj - Cj’s. Here it is


-M*1-M *2 - 5 = -3M-5 -4M-6.The column in which the least element (-4M-6) is present
-M*1-M *3 - 6 = -4M-6 is called the pivotal column / key column.
-M*-1-M*0 - 0 = +ve
-M*0-M*0 - 0 = +ve
-M*1-M*0+M = 0
-M*0-M*1+M=0
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0

Select the least element among the Zj - Cj’s. Here it is


-M*1-M *2 - 5 = -3M-5 -4M-6.The column in which the least element (-4M-6) is present
-M*1-M *3 - 6 = -4M-6 is called the pivotal column / key column.
-M*-1-M*0 - 0 = +ve
Now choose the least positive element among the Ratios. Here it
-M*0-M*0 - 0 = +ve is 1.
-M*1-M*0+M = 0
-M*0-M*1+M=0
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0

Select the least element among the Zj - Cj’s. Here it is


-M*1-M *2 - 5 = -3M-5 -4M-6.The column in which the least element (-4M-6) is present
-M*1-M *3 - 6 = -4M-6 is called the pivotal column / key column.
-M*-1-M*0 - 0 = +ve
Now choose the least positive element among the Ratios. Here it
-M*0-M*0 - 0 = +ve is 1. Now the row in which this minimum ratio is present is called
-M*1-M*0+M = 0 the pivotal row / key row.
-M*0-M*1+M=0
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 /
Pc

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0

Now, the intersection of this pivotal row and pivotal column is


-M*1-M *2 - 5 = -3M-5 called as the pivot element
-M*1-M *3 - 6 = -4M-6
-M*-1-M*0 - 0 = +ve
-M*0-M*0 - 0 = +ve
-M*1-M*0+M = 0
-M*0-M*1+M=0
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

-M*1-M *2 - 5 = -3M-5 .
-M*1-M *3 - 6 = -4M-6 Now, the intersection of this pivotal row and pivotal column is
called as the pivot element.
-M*-1-M*0 - 0 = +ve
Now, since pivot element lies in the row of A1 and the column of
-M*0-M*0 - 0 = +ve x2, we say that A1 leaves and x2 enters.
-M*1-M*0+M = 0
-M*0-M*1+M=0
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6

A2 -M
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6 1/1=1 1/1=1 -1/1=- 0/1=0 1/1=1 0/1=0 1/1=1


1

A2 -M

Now, for the new entry x2, we do first row of previous


iteration divided by the pivot element, and put in the
entries.
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6 1 1 -1 0 1 0 1

A2 -M
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6 1 1 -1 0 1 0 1

A2 -M -1 0 3 -1 -3 1 3

2-1(3)=-1 3-1(3)=0 0+1(3)=3 -1-0(3)=-1 0-1(3)=-3 1-0(3)=0 6-1(3)=3


Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6 1 1 -1 0 1 0 1

A2 -M -1 0 3 -1 -3 1 3

Zj - C j + 0 -3M-6 + + 0

Now we calculate all the Zj - Cj’s.


6+(-M)*(-1)-5=+ve; 6+0-6=0; 6*(-1)+(-M)(3)-0=-3M-6; 0+(-M)(-1)-0=+ve;6+(-M)(-1)-(-M)=+ve;0+(-M)(1)-(-M)=0
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6 1 1 -1 0 1 0 1

A2 -M -1 0 3 -1 -3 1 3

Zj - C j + 0 -3M-6 + + 0

-3M-6 is the Minimun element . The highlighted column is the pivotal column
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6 1 1 -1 0 1 0 1 1/-1=-ve

A2 -M -1 0 3 -1 -3 1 3 3/3=1

Zj - C j + 0 -3M-6 + + 0

Calculating the ratios


Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6 1 1 -1 0 1 0 1 1/-1=-ve

A2 -M -1 0 3 -1 -3 1 3 3/3=1

Zj - C j + 0 -3M-6 + + 0

1 is the least positive value


Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6 1 1 -1 0 1 0 1 1/-1=-ve

A2 -M -1 0 3 -1 -3 1 3 3/3=1

Zj - C j + 0 -3M-6 + + 0

1 is the least positive value. Hence, A2’s row is the pivotal row, and the intersection element, 3 is
the pivotal element.
Cj -> 5 6 0 0 -M -M - Ratio

Basic CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6 1 1 -1 0 1 0 1 1/-1=-ve

A2 -M -1 0 3 -1 -3 1 3 3/3=1

Zj - C j + 0 -3M-6 + + 0 A2:leaves
S1:enters
Cj -> 5 6 0 0 -M -M - Ratio

Basi CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc
c

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6 1 1 -1 0 1 0 1 1/-1=-ve

A2 -M -1 0 3 -1 -3 1 3 3/3=1

Zj - C j + 0 -3M-6 + + 0 A2:leaves
S1:enters

S1 0

X2 6
Cj -> 5 6 0 0 -M -M - Ratio

Ba CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc
sic

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6 1 1 -1 0 1 0 1 1/-1=-ve

A2 -M -1 0 3 -1 -3 1 3 3/3=1

Zj - C j + 0 -3M-6 + + 0 A2:leaves
S1:enters

S1 0 -1/3 0 1 -1/3 -1 1/3 1

x2

Now, for the new entry S1, we do first row of previous iteration divided by the pivot
element, and put in the entries.
Cj -> 5 6 0 0 -M -M - Ratio

Ba CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc
sic

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6 1 1 -1 0 1 0 1 1/-1=-ve

A2 -M -1 0 3 -1 -3 1 3 3/3=1

Zj - C j + 0 -3M-6 + + 0 A2:leaves
S1:enters

S1 0 -1/3 0 1 -1/3 -1 1/3 1

x2 6 2/3 1 0 -1/3 0 1/3 2

x2new = x2old - (corres. key row element * corres. key column element) / pivot element
Cj -> 5 6 0 0 -M -M - Ratio

Ba CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc
sic

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6 1 1 -1 0 1 0 1 1/-1=-ve

A2 -M -1 0 3 -1 -3 1 3 3/3=1

Zj - C j + 0 -3M-6 + + 0 A2:leaves
S1:enters

S1 0 -1/3 0 1 -1/3 -1 1/3 1

x2 6 2/3 1 0 -1/3 0 1/3 2

Zj - C j -1 0 0 -2 + +

0*(-1/3)+6*(2/3)-5=-1; 0+6*1-6=0; 0+0-0=0; 0+6*(-1/3)-0=-2; 0+0-(-M)=+ve; 0+6*(1/3)-(-M)=+ve


Cj -> 5 6 0 0 -M -M - Ratio

Ba CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc
sic

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6 1 1 -1 0 1 0 1 1/-1=-ve

A2 -M -1 0 3 -1 -3 1 3 3/3=1

Zj - C j + 0 -3M-6 + + 0 A2:leaves
S1:enters

S1 0 -1/3 0 1 -1/3 -1 1/3 1

x2 6 2/3 1 0 -1/3 0 1/3 2

Zj - C j -1 0 0 -2 + +

-2 is the Minimum element.The highlighted column is the pivotal column


Cj -> 5 6 0 0 -M -M - Ratio

Ba CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc
sic

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6 1 1 -1 0 1 0 1 1/-1=-ve

A2 -M -1 0 3 -1 -3 1 3 3/3=1

Zj - C j + 0 -3M-6 + + 0 A2:leaves
S1:enters

S1 0 -1/3 0 1 -1/3 -1 1/3 1 -3

x2 6 2/3 1 0 -1/3 0 1/3 2 -6

Zj - C j -1 0 0 -2 + +

Calculating the ratios.


Cj -> 5 6 0 0 -M -M - Ratio

Ba CBi x1 x2 S1 S2 A1 A2 P0 = P0 / Pc
sic

A1 -M 1 1 -1 0 1 0 1 1/1=1

A2 -M 2 3 0 -1 0 1 6 6/3=2

Zj - C j -3M-5 -4M-6 + + 0 0 A1 leaves


X2 enters

x2 6 1 1 -1 0 1 0 1 1/-1=-ve

A2 -M -1 0 3 -1 -3 1 3 3/3=1

Zj - C j + 0 -3M-6 + + 0 A2:leaves
S1:enters

S1 0 -1/3 0 1 -1/3 -1 1/3 1 -3 All ratio


values
are less
x2 6 2/3 1 0 -1/3 0 1/3 2 -6
than 0.

Zj - C j -1 0 0 -2 + +

So, the solution is unbounded.

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