y If Exactly One Optimal Solution Exists. y If Multiple Optimal Solutions Exist. y The Best CPF Solution Must be an Optimal Solution. it Must Possess CPF Solutions & At Least One Optimal Solution. it Must be a CPF Solution.CPF SOLUTIONS y Corner-Point Feasible (CPF) Solution is a Feasible Solution that Lies at a Corner of the Feasible Region y Optimal Solutions & CPF Solutions y For an LP with Feasible Solutions & Bounded Feasible Region. At Least Two Must be CPF Solutions .

STANDARD FORM OF LP y Two-Variable Problems May be Solved Graphically y Real-Life Problems Usually Have More Than Two Variables. LP Problems May Have Both Equality & Inequality Constraints. Variables May be Required to be Non-Negative & May be urs (Unrestricted in Sign) Problem into an Equivalent Problem with All Constraints as Equations & All Variables as NonNegative y The Simplex Method (Algorithm): Convert LP .

Resource Usage is Within Availability Limits . x2 0 (Constraint-1->Material in Sq. x2) Satisfies ith Constraint if & only if si 0 i. Introduce a Slack Variable (si for ith Constraint) i.e.SLACK VARIABLES For Inequality Constraints with .e.(x1. Yards) (Constraint-2->Labour in Hours) Introducing Slack Variables s1 & s2: x1 + x2 + s1 = 40 (Standardized or Augmented Constraint-1) 2 x1 + x2 + s2 = 60 (Standardized or Augmented Constraint-2) In Standard (or Augmented) Form. Amount of Resource Unutilized in ith Constraint: Max z = 4 x1 + 3 x2 Subject To x1 + x2 40 2 x1 + x2 60 x1.

x2.STANDARD FORM OF LP Max z = 4 x1 + 3 x2 Subject To x1 + x2 + s1 2 x1 + x2 + s2 x1. s2 = 40 = 60 0 . s1.

x2) Satisfies ith Constraint if & only if ei Minimum Requirement is Exceeded 0 i. e3 & e4: 3 x1 + 2 x2 e2 = 6 (Standardized Constraint-2) In Standard Form. x3. x2.(x1.EXCESS (SURPLUS) VARIABLES For Inequality Constraints with .e. e2. .e. Amount by Which ith Constraint is Over-Satisfied: Min z = 50 x1 + 20 x2 + 30 x3 + 80 x4 Subject To 400 x1 + 200 x2 + 150 x3 + 500 x4 500 (Constraint-1->Calories) 3 x1 + 2 x2 6 (Constraint-2->Chocolate) 2 x1 + 2 x2 + 4 x3 + 4 x4 10 (Constraint-3->Sugar) 2 x1 + 4 x2 + x3 + 5 x4 8 (Constraint-4->Fat) x1. Introduce an Excess (Surplus) Variable (ei for ith Constraint) i. x4 0 Introducing Excess Variables e1.

ei (i = 1.STANDARD FORM OF LP Min z = 50 x1 + 20 x2 + 30 x3 + 80 x4 Subject To 400 x1 + 200 x2 + 150 x3 + 500 x4 e1 3 x1 + 2 x2 e2 2 x1 + 2 x2 + 4 x3 + 4 x4 e3 2 x1 + 4 x2 + x3 + 5 x4 e4 xi. 3. 2. 4) = = = = 500 6 10 8 0 .

a CPF Solution with No Adjacent CPF Solution(s) that is Better Must be an Optimal Solution .SIMPLEX METHOD y Adjacent CPF Solutions: An LP with n Decision Variables. Two CPF Solutions are Adjacent if n 1 Constraint Boundaries are Common y Optimality Test: For Any LP with At Least One Optimal Solution.

Max z = 3 x1 + 2 x2 Subject To x1 + x2 2 x1 + x2 x1 x1 x2 80 100 40 0 0 (Constraint-1) (Constraint-2) (Constraint-3) (Constraint-4) (Constraint-5) .EXAMPLE: Woodcarving Inc.

EXAMPLE: Woodcarving Inc. x2 100 (2) 80 (3) FEASIBLE (4) REGION (1) x1 O (5) 40 50 80 .

e. Simplex Method Usually Chooses the Origin (All Decision Variables = 0) as the Initial CPF Solution (Unless Origin is Infeasible) . If No.. Find Better CPF Solution & Repeat Iteration y Concept-3: When Possible. Stop . Reduces Infinite Number of Feasible Solutions to Finite Number of Solutions to Examine y Concept-2: Simplex Method is an Iterative Algorithm: Initialize -> Optimality Test -> If Yes.SIMPLEX METHOD CONCEPTS y Concept-1: Simplex Method Focuses Only on CPF Solutions i.

Current CPF Solution is Optimal! . Easier Computationally to Analyze Adjacent CPF Solutions (Compared to Any Other CPF Solution) i.SIMPLEX METHOD CONCEPTS y Concept-4: Given a CPF Solution. Chooses Edge with Largest Rate of improvement in z y Concept-6: Optimality Test Focuses on Positive Rate of Improvement in z Along Adjacent Edges of Current CPF Solution.e. If No Adjacent Edge Gives a Positive Rate of Improvement in z. Always Follows Edges of the Feasible Region y Concept-5: Simplex Method Identifies Rate of Improvement in z by Analyzing Available Edges.

BASIC PROPERTIES OF SOLUTIONS y Standardized Solution: A Solution to Original Variables (Decision Variables) Standardized by Corresponding Slack (or Excess) Variables y Basic Solution: A Corner-Point Solution (May be Feasible or Infeasible) to Original Variables (Decision Variables) Standardized by Corresponding Slack (or Excess) Variables y Basic Feasible (BV) Solution: A Corner-Point Feasible (CPF) Solution to Original Variables (Decision Variables) Standardized by Corresponding Slack (or Excess) Variables .

e. Basic Solution is a BF Solution .BASIC / NONBASIC VARIABLES y Total Number of Variables in LP n y Number of Functional Constraints m For All Basic Solutions: 1. Nonbasic Variables = 0 5. If Basic Variables 0. Each Variable is Either Basic (BV) or Nonbasic (NBV) 2. Number of Nonbasic Variables = Total Number of Variables Number of Functional Constraints 4. Values of Basic Variables Obtained as Solution to System of Equations (Functional Constraints in Standardized Form) 6. Number of Basic Variables = Number of Functional Constraints (i. Equations). 3.

5 x2 + 0.5 x3 2 x1 + 1. x3 48 20 8 5 0 . x2.5 x3 x2 x1.EXAMPLE: ORIGINAL LP Max z = 60 x1 + 30 x2 + 20 x3 Subject To 8 x1 + 6 x2 + x3 4 x1 + 2 x2 + 1.

5 x3 + s3 x2 + s4 x1. s3.5 x2 + 0. s4 = = = = 48 20 8 5 0 . x3.EXAMPLE: STANDARD FORM Max z = 60 x1 + 30 x2 + 20 x3 Subject To 8 x1 + 6 x2 + x3 + s1 4 x1 + 2 x2 + 1. s2. s1.5 x3 + s2 2 x1 + 1. x2.

x2. s2. s4 (With Coefficient of 1 in Associated Row) NBV = x1. x3 = 0 .5 x3 + s3 = x2 + s4 = 0 48 20 8 5 z = s1 = s2 = s3 = s4 = 0 48 20 8 5 0 1 2 3 4 BV = s1.5 x3 + s2 = 2 x1 + 1.EXAMPLE: INITIAL BF SOLUTION (x1. x2. s3.5 x2 + 0. x3 =0) ROW BASIC VARIABLE z 60 x1 30 x2 20 x3 = 8 x1 + 6 x2 + x3 + s1 = 4 x1 + 2 x2 + 1.

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