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Lecture 4

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19 views

Lecture 4

Uploaded by

zenebe sisay
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Simplex method

The Linear Programming with two variables can be solved


graphically.

The graphical method of solving linear programming problem is of


limited application in the business problems as the number of
variables is substantially large.

 If the linear programming problem has larger number of variables,


the suitable method for solving is Simplex Method.

The simplex method is an iterative process, through which it


reaches ultimately to the minimum or maximum value of the
objective function.
The simplex method also helps the decision maker/manager
to identify the following:
 Redundant Constraints
Multiple Solutions
 Unbounded Solution
 Infeasible Problem
How to Convert an LP to Standard Form

We have seen that a LP can have both equality and


inequality constraints.
 It also can have variables that are required to be non
negative as well as those allowed to be unrestricted in sign
(urs).
Before the simplex algorithm can be used to solve a LP,
the LP must be converted into an equivalent problem in
which all constraints are equations and all variables are
nonnegative.
A LP in this form is said to be in standard form.
To convert a LP into standard form, each inequality
constraint must be replaced by an equality constraint.
General Linear Programming Problem
A general mathematical way of representing a Linear Programming
Problem (L.P.P.) is as given below:

Where all cj s, bi s and aij s are constants and xj s are decision variables.
To show the relationship between left hand side and right hand side
the symbols ≤ , = , ≥ are used. Any one of the signs may appear in real
problems.

Generally ≤ sign is used for maximization problems and ≥ sign is


used for minimization problems and in some problems, which are
known as mixed problems we may have all the three signs.

The word optimize in the above model indicates either maximize or


minimize.

The linear function, which is to be optimized, is the objective


function.

The inequality conditions shown are constraints of the problem.

Finally all xi s should be positive, hence the non-negativity function.


The steps for formulating the linear programming are:

1. Identify the unknown decision variables to be


determined and assign symbols to them.

2. Identify all the restrictions or constraints in the


problem and express them as linear equations or
inequalities of decision variables.

3. Identify the objective or aim and represent it also as a


linear function of decision variables.
Construct linear programming model as follow
Comparison between Graphical and Simplex Methods
1. The graphical method is used when we have two decision
variables in the problem. Whereas in Simplex method, the
problem may have any number of decision variables.

2. In graphical method, the inequalities are assumed to be


equations, so as to enable to draw straight lines. But in Simplex
method, the inequalities are converted into equations by:
Adding a SLACK VARIABLE in maximization problem and
subtracting a SURPLUS VARIABLE in case of minimization
problem.

3. In graphical solution the Isoprofit line moves away from the


origin to towards the far off point in maximization problem and in
minimization problem, the Isocost line moves from far off
distance towards origin to reach the nearest point to origin.
4. In graphical method, the areas outside the feasible area
(area covered by all the lines of constraints in the problem)
indicates idle capacity of resource where as in Simplex
method, the presence of slack variable indicates the idle
capacity of the resources.

5. In graphical solution, if the isoprofit line coincides with


more than one point of the feasible polygon, then the
problem has second alternate solution.
In case of Simplex method the net evaluation row has zero
for non-basis variable the problem has alternate solution.
(If two alternative optimum solutions can be obtained, the
infinite number of optimum, solutions can be obtained).
Basics of Simplex Method
The basic of simplex method is explained with the following linear
programming problem. Example
To find the solution, the following procedure is used.
Step 1: To Write the incoming variable ‘b’ in place of out going variable S2. Enter the profit of
‘b’ in profit column. Do not alter S1 and S3. While doing so DO NOT ALTER THE POSITION OF
THE ROWS.
Step 2: DIVIDING THE ELEMENTS OF OLD COLUMN BY KEY COLUMN ELEMENTS
obtains capacity column elements.
Step 3: Transfer of key row: DIVIDE ALL ELEMENTS OF KEY ROW BY RESPECTIVE
KEY COLUMN NUMBER.
Step 4: Transfer of Non-Key rows: NEW ROW NUMBER = (old row number – corresponding
key row number) × fixed ratio.
Fixed ratio = Key column number of the row/key number.
Step 5: Elements of Net evaluation row are obtained by:
Objective row element at the top of the row – Σ key column element × profit column element.
Step 6: Select the highest positive element in net evaluation row or highest opportunity cost and
mark the column by an arrow to indicate key column (incoming variable).
Step 7: Find the replacement ratios by dividing the capacity column element in the row by key
column element of the same row and write the ratios in replacement ratio column. Select the
limiting (lowest) ratio and mark with a tick mark to indicate key row (out going variable).
The element at the intersection of key column and key row is known as key number.
Continue these steps until we get:
(i) For maximisation problem all elements of net evaluation row must be either zeros or
negative elements.
(ii) For Minimisation problem, the elements of net evaluation row must be either zeros or
positive elements.

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