UNIT 2.

THE PROGRAMMING MODEL

LINEAR.

2.1 THE STATEMENT OF THE P.L PROBLEM

LINEAR PROGRAMMING

Linear Programming corresponds to an algorithm through which problems are solved

real situations in which it is intended to identify and resolve difficulties for
increase productivity in relation to resources (mainly the limited ones and
expensive), thus increasing profits. The primary objective of Programming
Linear means optimizing, that is, maximizing or minimizing linear functions in several variables.

real variables with linear constraints (systems of linear inequalities)

optimizing a linear objective function.

The results and the optimization process become a support.

quantitative of the decisions facing the situations presented. Decisions in the
what would be important to consider various administrative criteria such as:

The facts

The experience

The intuition

The authority

HOW TO SOLVE A PROBLEM USING LINEAR PROGRAMMING?

The first step in solving a linear programming problem is
In identifying the basic elements of a mathematical model, these are:

Objective Function.

Variables

Restrictions

The next step involves the determination of the same, for which
we propose to follow the following methodology:

THE OBJECTIVE FUNCTION.

The objective function is closely related to the general question that one wishes to address.
answer. If a model resulted in different questions, the objective function would
it would relate to the higher-level question, that is, the fundamental question.
For example, if in a situation one wishes to minimize thecostsit is very
It is likely that the highest level question is the one that relates to increasing the
utility instead of a question that seeks to find a way to decrease the
costs.
THE DECISION VARIABLES.

Similar to the relationship that exists between specific objectives and the general objective, there

the decision variables relate to the objective function, since these

they are identified based on a series of questions derived from the question
fundamental. The decision variables are, in theory, controllable factors of
system that is being modeled, and as such, these can take various values
possible, of which it is necessary to know its optimal value, which contributes to the
achievement of the objective of the general function of the problem.
THE RESTRICTIONS.

When we talk about the constraints in a linear programming problem, we

we refer to everything that limits the freedom of the values that can be taken
decision variables.

The best way to find them is to think of a hypothetical case in which

we decided to give an infinite value to our decision variables, for example,
What would happen if in a problem that needs to maximize its utilities in a system
What if we decided to produce an infinite number of shoes?
Surely now we would have multiple questions arise, such as:

How much raw material do I have to produce them?

How much labor do I have to produce them?

Can my company's facilities accommodate such a large amount of product?

Could my marketing force sell all the shoes?

Can I finance such a company?

Well then, we would have discovered that our system presents a

series of limitations, both physical and contextual, in such a way that the values
that at a given moment they could take our decision variables
they are conditioned by a series of restrictions.

EXAMPLE OF SOLVING A LINEAR PROGRAMMING PROBLEM

THE PROBLEM
The 'SALAZAR' Yarn and Fabrics Factory requires to manufacture two quality fabrics.
different T and T'; 500 Kg of thread a, 300 Kg of thread b and 108 Kg of thread available
c. To obtain one meter of T daily, 125 grams of a, 150 grams of b, and
72 g of c; to produce one meter of T' per day, 200 g of a, 100 g of required.
by 27 grams of c.

The T is sold at $4000 per meter and the T' is sold at $5000 per meter. If it must be obtained
the maximum profit, how many meters of T and T' should be produced?

The problem is recommended to be read more than once to facilitate the

recognition of the variables, it is also highly recommended to develop
tables or matrices that facilitate a greater understanding of it.

STEP 1: 'FORMULATE THE PROBLEM'

To carry out this step, we start from the central question of the problem.

How many meters of T and T' should be produced?

And the formulation is:

Determine the number of daily meters of fabric type T and T' to be manufactured having
consider the optimal benefit regarding utility.

STEP 2: DETERMINE THE DECISION VARIABLES

Based on the problem formulation, our decision variables are:

Amount of daily meters of type T fabric to be produced

XT’: Amount of daily meters of T’ type fabric to be produced

STEP 3: DETERMINE THE RESTRICTIONS OF THE PROBLEM

In this step, we determine the functions that limit the problem, these are
given by capacity, availability, proportion, non-negativity among others.

On the availability of raw materials:

0.125XT + 0.200XT' <= 500 Thread 'a'

0.150XT + 0.100XT' <= 300 Thread "b"

0.072XT + 0.027XT' <= 108 Thread "c"

About non-negativity

XT, XT' >= 0

STEP 4: DETERMINE THE OBJECTIVE FUNCTION

In this step, it is crucial to establish the operational context of the problem.

to determine whether it is Maximization or Minimization. In this case
We address the context of benefit, so ideally, it is to maximize.

Objective Function
4000XT + 5000XT'

STEP 5: SOLVE THE MODEL USING SOFTWARE OR METHODS

MANUALS

Linear programming problems often consist of

innumerable variables, which makes manual resolution difficult, which is why
it relies on specialized software, such as in the case ofWinQSBTORA,Lingoor for
For less complex models, the Solver tool in Excel becomes useful.

The previous exercise was solved using Solver - Excel, and its result was:

2.2 PRIMAL MODEL AND THE DUAL.

PRIMAL SIMPLEX METHOD.

Standard Form

All the constraints must be of the less than or equal type, with the right side
Positive, the objective function must be maximization and all variables are non
negatives.

The slack variables are introduced, and the decision variables are selected as
the initial non-basic variables, and the slack variables as the basic variables
initials.

Optimality test

The basic solution is optimal if and only if the coefficients of the objective function are
no negatives, if that is the case the process stops, otherwise it continues to a new one
iteration to obtain the following basic solution.

Determine the entering basic variable

The non-basic variable with the highest absolute negative coefficient is selected.
the most negative) of the objective equation. This will be the pivot column.

Determine the outgoing basic variable

This is done with the minimum quotient test:

Choose the strictly positive and non-zero quotients from the column.
corresponding to the pivot

Divide each coefficient by the element on the right side of the same row

Identify the row that has the smallest of these ratios.

The basic variable of this row is the basic variable that exits, replace it with the
basic entering variable in the column of the basic variable of the following table

Clear the new basic solution through Gaussian elimination

Divide the pivot row by the pivot

In the following table, copy the pivot row and fill its column with zeros.

The new element = element - (Pivot row coefficient) (Pivot column coefficient).

DUAL MODEL.

A todo
 SUBTHEME 2.4 SIMPLEX TABULAR METHOD

The Simplex method is an iterative procedure that allows improving the solution of
the objective function at each step. The process concludes when it is not possible
continue improving said value, that is, the optimal solution has been reached (the
greater or lesser possible value, depending on the case, for which all are satisfied
restrictions).

The Simplex Method is a basic mathematical tool in decision-making.

but it requires understanding each of its steps and the consistency of practicing them.
Minimizing costs or maximizing profits will depend on the needs of each
company or individual, the paths to take are endless, but when it comes to
more than two variables.

BASICS OF THE SIMPLEX METHOD Developed in 1947 by George B. Dantzig, the

the simplex method has become the general method for solving problems of
linear programming, unlike the graphical method, can be used when the
The problem variables are more than 2, characterized by seeking solutions.
"better" than the graphic method to optimize the objective function of the problem.
Before developing the method, some specifications will need to be made:
Formulation of the Model Using a mathematical model for resolution of
problems are the foundation of linear programming, remembering that the model refers to
the simplified representation of reality; mathematical models in particular
they use mathematical symbols and present elements such as:

Variables: represent the unknowns of the problem

Restrictions: limitations that she is subject to are considered

resolution of the problem considering the scarcity of resources in time and space.

Objective function: represents the goal to be achieved and in which it

make the main decisions to maximize benefits or well for
minimize costs (consider that in linear programming the qualifier "linear"
it refers to the fact that the equations used in the model will always be of the first degree.

degree, that is, without exponents).

The Simplex method is based on the following property: if the objective function Z does not
it takes its maximum value at vertex A, then there exists an edge that starts from A and to
along which the value of Z increases.

It is necessary to take into account that the Simplex method only works with
restrictions of the problem whose inequalities are of the type "≤" (less than or equal) and
its independent coefficients should be greater than or equal to 0. Therefore, it will be necessary to

standardize the restrictions to meet these requirements before starting the

Simplex algorithm. In case, after this process, there appear
restrictions of the type '≥' (greater than or equal) or '=' (equality), or cannot be changed,
it will be necessary to use other resolution methods, the most common being the
Two-Phase Method.

Preparing the model to adapt it to the Simplex method

The standard form of the problem model consists of an objective function subject to
certain restrictions:

Objective function: c1·x1 + c2·x2 + ... + cn·xn

Subject to: a11·x1 + a12·x2 + ... + a1n·xn = b1

a21·x1 + a22·x2 + ... + a2n·xn = b2
...
am1·x1 + am2·x2 + ... + amn·xn = bm
x1,..., xn≥ 0

The model must meet the following conditions:

The objective will be to maximize or minimize the value of the objective function (for
example, increase profits or reduce losses, respectively).

All constraints must be equality equations (identities)

mathematics).

All variables (xi) must have a positive or null value (non-negativity condition)
negativity.
The independent terms (bi) of each equation must be non-negative.

It is necessary to adapt themodeling problemto the standard form in order to apply the
Simplex algorithm.

Type of optimization.

As mentioned, the objective of the method will be to optimize the value of the
objective function. However, two options are presented: obtain the optimal value
maximize or obtain the minimum optimal value (minimize).

In addition, there are differences in the algorithm between the maximization objective and the

minimization regarding the stopping condition criterion to conclude the

iterations and the conditions for entering and exiting the database. Thus:

Maximization objective

Stopping condition: when there are no negative values in row Z.

Entry condition to the base: the lowest negative value in row Z (or the highest
absolute value among the negatives) indicates the variable Pique enters the database.

Exit condition of the base: once the entering variable has been obtained, the variable
the exit is determined by the smallest quotient P0/Pj of the strictly
positives.

Minimization objective

Stop condition: when no positive value appears in row Z.

Entry condition to the base: the highest positive value in row Z indicates the variable
Pj that enters the database.

Leaving condition of the base: once the entering variable is obtained, the variable
what comes out is determined by the smallest quotient P0/Pj of the strictly
negatives.

However, it is possible to normalize the objective of the problem in order to apply

always the same criteria regarding the stopping condition of the algorithm
and the entry and exit conditions of the base variables. In this way,
if the goal is to minimize the solution, the problem can be changed to another one
the equivalent of maximization is simply multiplying the objective function by '-1'.
That is, the problem of minimizing Z is equivalent to the problem of maximizing (-
1) Z. Once the solution is obtained, it will also be necessary to multiply it by (-1).

Advantages: No need to worry about new stopping criteria, condition of

entry and exit of the base as they are maintained.

Disadvantages: In the case that the function has all the coefficients of its
basic positive variables, and also the constraints are of the inequality type
≤, when making the change, these coefficients become negative, fulfilling the
stop condition in the first iteration (in the row of the objective function value
all values are positive or zero). Obtained in this case by default an
optimal value for the function equals 0.

Solution: This problem does not really exist since for the solution to be
greater than 0, it is necessary that some restriction has the condition '≥' (and
it would be a model for thetwo-phase [Link] the presented case,
The real solution must be zero.

Change of sign of the constant terms

It has also been said that the independent terms (bi) of each equation must
must be non-negative in order to use the Simplex method. To this end, if any of the
restrictions present an independent term less than 0 it will be necessary to multiply
by "-1" on both sides of the inequality (considering that this operation
it also affects the type of restriction.

Advantages: With this simple modification of signs in the restrictions

the application of the Simplex method to the problem is made possible.
modeling.

Disadvantages: It may happen that in the restrictions where we have to

modify the signs of the constants, the types of inequality were '≤'
(remaining after the operation of the type '≥') it is necessary to develop the method of
the Two Phases. This inconvenience is not controllable, although the case could occur
opposite and become beneficial if the negative constant terms are
they present in all those restrictions with inequality of type '≥'. If there is
any restriction of the type '=' would not bring any advantage or disadvantage since
that the Two-Phase method would always be of necessary application.

Normalization of the restrictions

Another condition of the standard problem model is that all the

constraints are equality equations (also called equality constraints)
equality), so it is necessary to convert the restrictions of inequality or
inequalities in said mathematical identities.

The non-negativity condition of the variables (x1,..., xn ≥ 0) is the only exception.

and it remains just as it is.

Type restriction '≤'

To normalize a constraint with an inequality of the type '≤', one must add a
new variable, called slack variable xs (with the non-negativity condition:
xs ≥ 0). This new variable appears with a coefficient of zero in the objective function, and
adding in the corresponding equation (which now will indeed be an identity
mathematics or equation of equality.

a11·x1 + a12·x2 ≤ b1 a11·x1 + a12·x2 + 1·xs = b1

Type restriction "≥"

In the case of an inequality of the type '≥', a new variable must also be added.
excess variable call xs (with the non-negativity condition: xs ≥ 0). This
a new variable appears with a coefficient of zero in the objective function, and subtracting in the

corresponding equation.

Now a problem arises with the non-negativity condition with this new one.
variable of the problem. The inequalities that contain a type of inequality '≥'
would remain:
a11·x1 + a12·x2 ≥ b1 a11·x1 + a12·x2 - 1·xs = b1

When performing the first iteration with the Simplex method, the basic variables do not
they will be at the base and will take a value of zero. In this case, the new variable xs, after

make zero x1 and x2, it will take the value -b1 and it would not meet the condition of no

negativity. It is necessary to add another new variable xr, called an artificial variable,
which will also appear with a zero coefficient in the objective function and summing in the
corresponding restriction. Remaining as follows:

a11·x1 + a12·x2 ≥ b1 a11·x1 + a12·x2 - 1·xs + 1·xr = b1

Type restriction '='

Contrary to what one might think, for restrictions of type '=' (although already
his identities) it is also necessary to add artificial variables xr. As in the
In the previous case, its coefficient will be zero in the objective function and will appear as a positive addition.

in the corresponding restriction.

a11 · x1 + a12 · x2 = b1 a11·x1 + a12·x2 + 1·xr = b1

In the last case, it becomes clear that the artificial variables represent a
violation of the laws of algebra, so it will be necessary to ensure that such
artificial variables must have a value of 0 in the final solution. This is taken care of
theTwo-Phase Methodand for this reason, whenever these types of variables appear
It will have to be done.

The following table summarizes the type of variable that appears according to inequality.
in the normalized equation, as well as its sign:

Type of
Type of variable that appears
inequality

≥ - excess + artificial

= artificial
 Type of
Type of variable that appears
inequality

≤ + tolerance

Developing the Simplex method

Once the model has been standardized, it may be necessary to apply the method.
Simplex or theTwo-Phase [Link] the figure for the way of acting
to reach the solution of the modeled problem.
Simplex Method

Construction of the first table:

The columns of the table are arranged as follows: the first column
from the table contains the variables that are in the database (or basic variables),
this is, those that take value to provide a solution; the second
the column gathers the coefficients that these basic variables have in the function
objective (this column is called Cb); the third shows the constant term
from each restriction (P0); from this a column appears for each of the
decision variables and slack present in the objective function (Pj). To have a
a clearer view of the table, a row is included that contains the titles of each one
from the columns.

Two new rows are added to this table: one of them, which leads the table, where
the coefficients of the variables of the objective function appear, and a last row
what the objective function value and the reduced costs Zj - Cj collect.

The reduced costs show the possibility of improvement in solution Z0. Therefore,
reasons are also called indicator values.

The general appearance of the Simplex method table is shown below:

Table

C1 C2 ... Cn

Base Cb P0 P1 P2 ... Pn

P1 Cb1 b1 a11 a12 ... a1n

P2 Cb2 b2 a21 a22 ... a2n

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

Pm Cbm my am1 am2 ... amn

Z Z0 Z1-C1 Z2-C2 ... Zn-Cn

All the values included in the table will be given by the problem model.
except for the values of row Z (or indicator row). These are obtained from the following
form: Zj = Σ (Cbi·Pj) for i = 1.m, where if j = 0, P0 = bi and C0 = 0, and in case
opposite Pj = aij.
It is observed, when applying the Simplex method, that in this first table the base is occupied by

all slack variables and therefore (all coefficients of the variables of

the slack is 0 in the objective function) the initial value of Z is zero.

For this same reason, it is not necessary to perform the cost calculations.
reduced in the first table, being able to be determined directly as the change
of the sign of the coefficients of each variable in the objective function, that is, -Cj.

Stop condition:

The stopping condition is met when the indicator row does not contain any value.
negative among the reduced costs (when the goal is maximization), this
Yes, there is no possibility of improvement.

Once the stopping condition is met, the value of each variable that achieves the
the optimal solution is found in the column P0, indicating in the base to what
the variable corresponds to that value. If a variable does not appear in the database, it means

that its value is zero. In the same way, the optimal value of the objective function (Z)
is located in column P0, row Z.

If the stopping condition is not met, it is necessary to perform one more iteration of the
algorithm, that is, to determine the variable that becomes basic and the one that ceases to be.
find the pivot element, update the table values, and check if it
meets the stopping condition again.

It is also possible to determine that the problem is not bounded and its
The solution will always be improvable. In such cases, it is not necessary to continue iterating.

indefinitely and the algorithm can be completed. This situation occurs when in
the column of the incoming variable to the database all values are negative or null.

Selection of the variable entering the basis:

When a variable becomes basic, that is, when it enters the basis, it begins to form
part of the solution. Observing the reduced costs in row Z, it is decided that
enter the base the variable of the column in which it is the lowest value (or of
maximum absolute value) among the negatives.
Selection of the variable that comes out of the database:

Once the incoming variable is obtained, it is determined that the variable exits the base.
that is in that row whose quotient P0/Pj is the smallest of the
strictly positive (considering that this operation will be carried out exclusively
when Pj is greater than 0).

Pivot element:

The pivot element of the table is marked by the intersection between the column
from the entering variable and the row of the exiting variable.

Table update:

The rows corresponding to the objective function and the titles will remain.
unchanged in the new table. The rest of the values must be calculated as follows
explain the following:

In the pivot element row, each new element is calculated as:

New Pivot Row Element = Previous Pivot Row Element / Pivot.

In the rest of the rows, each element is calculated:

New Row Element = Previous Row Element - (Previous Row Element in Column
Pivot * New Element Pivot Row.

In this way, all the elements of the column of the variable are achieved.
entries should be null except for the row of the outgoing variable whose value will be 1. (It is
analogous to using the Gauss-Jordan method to solve systems of equations
linear).

Two-Phase Method

The Two-Phase Method is used when artificial variables appear in the

canonical or standard form of the problem. The first phase involves solving the
auxiliary problem Z' to minimize the sum of the artificial variables and achieve
that it be zero (in order to avoid mathematical inconsistencies). Once resolved
this first problem, and as long as the result is as expected, is
reorganize the resulting table to use it in the second phase on the problem
original.

Otherwise, the problem is not feasible, meaning it has no solution and will not be.
It is necessary to continue with the second phase.

PHASE 1: This first phase is very similar to the Simplex method, with the exception of
the construction of the first table, in addition to the need to study the result
obtained to determine if the second phase is developed.

In that case, the last table of this phase will be, with some modifications, the one used.
as an initial table for the second phase.

Construction of the first table:

It is prepared similarly to the initial table of the Simplex method, but with
some differences.

As mentioned, in this first phase, an auxiliary problem is solved (the

minimization of the sum of the artificial variables) with an objective function
helper. Therefore, in the first row of the table, where it shows the
coefficients of the variables of the objective function will appear all the terms to
zero except for the coefficients of artificial variables. The value of each of these
coefficients is "-1" because the sum of those variables is being minimized
(remember that minimizing Z' is the same as maximizing (-1) · Z'.

The other difference for the first table is that it is now necessary to calculate.
row Z (or indicator row).

Table

C0 C1 C2 ... Con-k ... Con

Base Cb P0 P1 P2 ... Pn-k ... Pn

P1 Cb1 b1 a11 a12 ... a1n-k ... a1n

 Table

P2 Cb2 b2 a21 a22 ... a2n-k ... a2n

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

Pm Cbm bm am1 am2 ... amn-k ... Amn

Z Z0 Z1 Z2 ... Zn-k ... Zn

Being Zj= Σ(Cbi·Pj)- Cj for i = 1..m, where if j = 0, P0 = bi and C0 = 0, and in case

opposite Pj = aij.

Stop condition and transition to phase 2:

The stopping condition is the same as in the normal Simplex method. That is,
when none of the values of the reduced costs in the indicator row is
negative (since the objective is to maximize (-1) as it has been proposed
·Z').

Once the stop condition is met, it is necessary to determine if it is possible to proceed to the

second phase to obtain the optimal solution of the original problem. This is done
observing the result obtained in the first phase: if its value is 0, it means that
the original problem has a solution and it is possible to calculate it, otherwise indicate
it is a non-feasible problem and has no solution.

PHASE 2: The second phase of the Two-Phase method is developed exactly

just like theSimplex method,with the exception that before starting the iterations
the columns corresponding to the artificial variables must be eliminated, and
rebuild the initial table.

Remove column of artificial variables:

If we have come to the conclusion that the original problem has a solution,
we must prepare our table for the second phase. This step is very simple,
it is only about removing the columns corresponding to the variables
artificial.

Construction of the initial table:

The initial table in this case remains almost identical to the last table of the first one.
phase. Only the row of the objective function will need to be modified by that of the
original problem and recalculate the Z row (in the same way as in the
first table of phase 1).

From this point onwards, all iterations will continue until reaching the optimal solution of the

problems do not present any difference with the Simplex method.

2.5 SENSITIVITY ANALYSIS: CHANGES IN THE

OBJECTIVE COEFFICIENTS AND CHANGES IN THE
RESOURCES.

Any model of a situation is a simplification of the real situation. For this reason,
Thus, there is some uncertainty in determining the values of all the
involved parameters. Due to this, it is important to study the variability of the
solution to the problem posed according to possible modifications of the
values of the parameters, or due to the incorporation of new elements
to the situation.

We will call Sensitivity Analysis the study of the variation of the optimum of an LP.
product of modifications of certain parameters such as variable coefficients
in the objective function, coefficients on the right side of constraints, etc.

The general idea is to determine ranges of variation of the parameters of the

LP as a way to maintain a certain optimal base, taking into account that a
The basic solution is feasible only if all the basic variables have a non-zero value.
negative. Due to the study of the simultaneous variation of several parameters
they can be difficult, we will focus first on modifications of a
parameter at a time while keeping the others fixed. We will study the following
possibilities:

Change 1 Change of the coefficient in the objective function of a non-basic variable.

Change 2 Change of the coefficient in the objective function of a basic variable.

Change 3 Change the coefficient on the right side of a constraint.

Change 4 Incorporation of a new variable.

Change 5 Incorporation of a new restriction.

Additionally, the simultaneous variation of coefficients in the objective function will be studied.

and on the right side using the 100% rule.

To develop the different options, we will consider the following example in your
standard version:

Max z = 60x1 + 30x2 + 20x3

s.t.

8x1 + 6x2 + x3 + s1 = 48 (a)

4x1 + 2x2 + 1.5x3 + s2 = 20 (b)

2x1 + 1.5x2 + 0.5x3 + s3 = 8 (c)

Applying the Simplex method, we obtain the final table of Table 1.1. Then, the
solución óptima del problema corresponde a z = 280, s1 = 24, x3 = 8, x1 = 2 y x2 =
s2 = s3 = 0
Change of the Coefficient in the Objective Function of a Non-Basic Variable.

In the optimal basis of problem (1.1), the only non-basic decision variable is x2.
This variable has as a coefficient in the objective function: c2 = 30. We will call
cj to the coefficient in the objective function of variable j. Since x2 is not in the basis,
it would be interesting to determine the value of c2 needed for the variable x2 to be
incorporated into the optimal base.

Due to the fact that only the coefficient of one variable in the function is being changed.
objective, the feasible region of the problem remains unchanged, that is, it is not seen
the feasibility of the current optimum has been modified. It can only occur that the current solution

it will cease to be optimal if c2 grows sufficiently. To determine this value,

let's explicitly incorporate a variation δ to the coefficient c2 and see its effect
about the optimal table (Table 2.1).

Since the modification is in a non-basal variable, only the

shadow price of the modified non-basal variable, that is, c2 − z2. In order for the
base should not be altered, the shadow price of x2 must remain non-negative (case
maximization)

c2 − z2 = −5 + δ ≤ 0 → δ ≤ 5 (2.1)

In this case, any variation below 5 will not change the base. An increase
exactly the same 5 implies that x2 can become a baseline variable (optimal)
Alternative). Values greater than 5 represent a change in the optimal and will require
carry out additional iterations to obtain the new optimal solution. Of all
ways, before ensuring that the optimal solution has changed, it must be verified
that the variable that has been modified can indeed enter the base
its coefficient in the objective function. As an example, let's consider a
increment δ = 10. In this case, we check that the variable x2 can enter
In this case, only x1 can exit, x2 can enter with a value of 1.6.
Then, the new value of the objective function results:

Znueva = Zactual + x2 (c2 − z2) = 280 + 1.6 × 5 = 288

The iteration is completed in Table 2.3, where the new maximum value is verified.
from the objective function and the combination of values of the baseline variables. Although
In this case, only one iteration was enough to determine the new optimum, generally.
Several iterations may be required. In this example, the first constraint remains.
being active, but in general terms it can change the condition of a
restriction (switch from active to inactive or vice versa). In summary, if the change of
the coefficient of a non-baseline variable is sufficient to alter the optimum, it is being
transferring the optimum from one extreme point to another, in no case is the region altered
feasible of the problem.

Change of the Coefficient in the Objective Function of a Variable

Basic

The study of variations in coefficients in the objective function of basic variables

it follows the same logic of the variation of coefficients in the objective function of
non-basic variables. The idea is to determine how the cj − zj vary for all
variables and obtain a range in which the base is derived from these modifications
unaffected. Evidently, a modification of this type does not affect the region.
feasible and it can only change the optimality of the current solution if the variation is
important enough.

To illustrate the analysis, let us consider a variation δ on the coefficient c1, it is

Let's say, let's modify the value of the coefficient in the objective function of variable x1.
The incorporation of parameter δ to the final original problem table (Table 1.1) is
see explicitly in Table 3.1
Since the final table is always a canonical form of the baseline variables, the
the modification only affects the cj - zj of non-basic variables. In other words, for
determine the range of variation that the base must maintain (case of
maximization)

(Ck − zk) − aik × δ ≤ 0 (3.1)

Where the index k refers to the non-basic variable k and aik is the coefficient in the
restriction i of the non-basic variable k. In this case, it must be imposed:

Therefore, the parameter δ must vary within the range of optimality:

-4 ≤ δ ≤ 20 (3.3)

To maintain the optimal base. In case the variation exceeds this range, it will change.
the combination of variables in the base and the value of the objective function. If the value
the δ remains within the range, the variables do not change in value and the new magnitude
the objective function is defined by:

znueva = zactual + x1 × δ (3.4)

If the value of δ falls outside the range defined in (3.3), the base will change and it will be necessary.

iterate to determine the new value of the baseline variables. Let's consider by
example δ = 40 and let's see the effect on the optimal solution. Incorporating the new
value of c1 the table ceases to be optimal (Table 3.2), in this case it is advisable to enter
the variable s2 with value 4. Completing the iteration (Table 3.3) it is verified that it
it has reached the optimum. In this case, s1 = 16, s2 = 4, x1 = 4 and x2 = x3 =
0, with an objective function value of 400. The new value of z could have been
predicted in terms of the shadow price of the entering variable and the value it takes
the variable:

new_z = current_z + s2 (-10 + 0.5δ)

δ=40 = 360 + s2 × 10 =400 (3.5)

Then, a change in the coefficient of a basic variable outside its range of

Optimality implies a change in the optimal basis and therefore a displacement.
to another extreme point of the feasible region (there may be more than one iteration). On the other

side, a change within the optimality range modifies the cj − zj, but keeps
the base.

2.6 USE OF SOFTWARE

WinQSB - Created by Dr. Yih-Long Chang. It consists of a series of

Modules or individual applications that will help us with topics of

Operations research, methods of work, formulation of the

Production, project evaluation, quality control, simulation,

Statistics, etc.

LINDO - Specializes in Linear, Non-Linear, and Integer Optimization software

offering a complete line of products, with total support for them.

Implementation using Excel

Implementation with Java

Implementation with Mathematica

CONCLUSION.

In this work, it was observed that the simplex method is an efficient and reliable algorithm.

to solve linear programming problems. Linear programming is a method

(PL) is a model of restricted decision-making that includes parameters or
conditions that must be taken.

In linear programming, there is an allocation of limited resources to optimize.

a goal or an end that must be reached.

There are two basic components in linear programming, which are:

Objective function

Decision variables

Restrictions

Requirements

There are two methods to solve a linear programming model, which are
son

Analytical method or vertex method

Graphic method or method of level curves

BIBLIOGRAPHY

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