Linear Programming Problem

(Simplex Method)
Course Code: MAT2003

Dr. Sukanta Nayak

Department of Mathematics
School of Advanced
Sciences
VIT-AP University, Andhra
 Outline
 General Form of LPP

 Canonical and Standard Forms of LPP

 Special Examples

 Practice Set
 General form of LPP
Find the unknown (variables) 𝑥1 , 𝑥2 , … , 𝑥𝑛 which maximize
(or minimize) the objective function.
𝑍 = 𝑐1 𝑥1 + 𝑐2 𝑥2 + ⋯ + 𝑐𝑛 𝑥𝑛
Subject to the constraints
𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 ≤ 𝑏1
𝑎21𝑥1 + 𝑎22𝑥2 + ⋯ + 𝑎 2𝑛 𝑥 𝑛 ≤ 𝑏2
⋮
𝑎𝑚 1 𝑥1 + 𝑎𝑚 2 𝑥2 + ⋯ + 𝑎𝑚 𝑛 𝑥𝑛 ≤ 𝑏𝑚
and the non-negativity restrictions
𝑥1 , 𝑥2 , … , 𝑥𝑛 ≥ 0,
where, 𝑐𝑗 , 𝑏𝑖 , 𝑎𝑖 𝑗 ; 𝑖 = 1,2, … , 𝑚; 𝑗 = 1, 2, … , 𝑛 are constants.
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 General form of LPP
Case 1: If the constraints of a general LPP are of the following
type
σ 𝑛𝑗 = 𝑎𝑖 𝑗 𝑥𝑗 ≤ 𝑏𝑖 , 𝑖 = 1, 2,
1 3, … , 𝑚
then the non-negative variables 𝑠 which satisfy
𝑖

σ 𝑛𝑗 = 𝑎𝑖 𝑗 𝑥𝑗 + 𝑠𝑖 = 𝑏𝑖 , 𝑖 = 1, 2, 3,
1 …,𝑚
are called the slack variables.
Case 2: If the constraints of a general LPP are of the following
type
σ 𝑛𝑗 = 𝑎𝑖 𝑗 𝑥𝑗 ≥ 𝑏𝑖 , 𝑖 = 1, 2,
1 3, … , 𝑚
then the non-negative variables 𝑠 which satisfy
𝑖

σ 𝑛𝑗 = 𝑎𝑖 𝑗 𝑥𝑗 − 𝑠𝑖 = 𝑏𝑖 , 𝑖 = 1, 2, 3,
1 …,𝑚
are called the surplus variables.

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 Canonical and standard forms of LPP
Canonical form
The general LPP is very often expressed in the following
form Maximize 𝑍 = 𝑐1𝑥1 + 𝑐2𝑥2 + ⋯ + 𝑐 𝑛 𝑥 𝑛
subject to the constraints
𝑎𝑖 1 𝑥1 + 𝑎𝑖 2 𝑥2 + ⋯ + 𝑎𝑖 𝑛 𝑥𝑛 ≤ 𝑏𝑖 ; 𝑖 = 1, 2, … , 𝑚
𝑥1 , 𝑥2 , … , 𝑥𝑛 ≥ 0,
by doing some elementary transformations. The current form of the
LPP is known as canonical form and it the following
has characteristics.
 The objective function is of a maximization type,
 All constraints are of (≤) type,
 All variables 𝑥𝑖 are non-negative.
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 Canonical and standard forms of LPP
Standard form
The general LPP can also be written in the following
form Maximize 𝑍 = 𝑐1𝑥1 + 𝑐2𝑥2 + ⋯ +
𝑐𝑛 𝑥𝑛
subject to the constraints
𝑎𝑖 1 𝑥1 + 𝑎𝑖 2 𝑥2 + ⋯ + 𝑎𝑖 𝑛 𝑥𝑛 = 𝑏𝑖 ; 𝑖 = 1, 2, … , 𝑚
𝑥1 , 𝑥2 , … , 𝑥𝑛 ≥ 0.
The current form of the LPP is known as standard form and it has the
following characteristics.
 The objective function is of a maximization type,
 All the constraints are expressed as equations (equality),
 The right-hand side of each constraint is non-negative, 6
 Special Examples

1. Convert the following LPP to the standard form

Maximize 𝑍 = 2𝑥1 + 3𝑥2 + 5𝑥3,
subject to
7𝑥1 − 4𝑥2 ≤ 5,
5𝑥1 + 2𝑥2 + 3𝑥3 ≥ 13,
6𝑥1 + 4𝑥3 ≤ 3,
𝑥1 , 𝑥2 ≥ 0.

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 Special Examples

Solution:
Given LPP, the variable 𝑥3 is unrestricted. So we may take
𝑥3 = 𝑥 3′ − 𝑥 3′ ′ , where 𝑥3′ , 𝑥3′ ′ ≥
0. the given constraints in the following form
Now, we may write
7𝑥1 − 4𝑥2 ≤ 5,
5𝑥1 + 2𝑥2 + 3𝑥 ′ − 3𝑥 ′ ′ ≥ 13,
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3
6𝑥1 + 4𝑥 ′ − 4𝑥 ′ ′ ≤ 3,
𝑥13, 𝑥2 , 𝑥3′ , 𝑥3′ ′ ≥ 3
0.

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 Special Examples

It can be converted into standard form by introducing

the
slack/surplus variables which results
Maximize 𝑍 = 2𝑥1 + 3𝑥2 + 5𝑥3′ − 5𝑥3′ ′ ,
subject to
7𝑥1 − 4𝑥2 + 𝑠1 = 5,
5𝑥1 + 2𝑥2 + 3𝑥 ′ − 3𝑥 ′ ′ − 𝑠2 = 13,
3 3
6𝑥1 + 4𝑥 ′ − 4𝑥 ′ ′ + 𝑠3 = 3,
3 3
𝑥1 , 𝑥2 , 𝑥3′ , 𝑥3′ ′ , 𝑠1 , 𝑠2 , 𝑠3 ≥
0.

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 Special Examples

2. Express the following problem in standard form.

Minimize 𝑍 = 4𝑥1 + 5𝑥2
subject to
2𝑥1 − 𝑥2 − 3𝑥3 = −4,
3𝑥1 + 4𝑥2 + 𝑥4 = 10,
𝑥1 − 5𝑥2 = 15,
𝑥1 , 𝑥3 , 𝑥4 ≥ 0.

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 Special Examples
Solution:
The current problem, as 𝑥3 and 𝑥4 are the slack/surplus
variables. Whereas, 𝑥1 and 𝑥2 are the decision variables. Also,
the variable 𝑥2
is unrestricted.
So, we may consider 𝑥2 = 𝑥 ′ − 𝑥 ′ ′ where 𝑥 ′ , 𝑥 ′ ′ ≥ 0.
2 2
2
2
We can write the problem in standard form as given below.
Maximize 𝑍 ′ = −𝑍 = −4𝑥1 − 5𝑥 ′ + 5𝑥 ′ ′
2 2
subject to
−2𝑥1 + 𝑥 ′ − 𝑥 ′ ′ + 3𝑥3 = 4
2 2
3𝑥1 + 4𝑥 ′ − 4𝑥 ′ ′ + 𝑥4 = 10
𝑥1 , 𝑥2′ 2,′ 𝑥2′ ′ , 𝑥32,′ ′𝑥4 ≥
𝑥1 − 5𝑥 + 5𝑥 = 15
0. 2
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Practice Set

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Practice Set

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 References
1. S. S. Bhavikatti (2010), Fundamentals of Optimum Design in
Engineering. New Delhi: New Age International (P) Limited
Publishers.
2. K. Deb (2004), Optimization for Engineering Design
Algorithms and Examples. New Delhi: Prentice-Hall of India.
3. S. Nayak (2020), Fundamentals of Optimization
Techniques with Algorithms. Academic Press, San Diego,
California, USA.
4. S. S. Rao (1995), Optimization Theory and Applications. New
Delhi: New Age International (P) Limited Publishers.
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