Optimization Techniques in Civil Engineering

Module – 1 Lecture Notes – 4

Linear Programming Problems-II
LP Model in Equation Form

Development of The Simplex Method

The development of the simplex method computation is facilitated by imposing two
requirements on the constraints of the problem.
(i) All the constraints (with exception of the non-negative of the variables) are
equations with non-negative right-hand side.
(ii) All the variables are non-negative.

Converting Inequalities into Equation with Non - Negative Right-Hand Side -

RHS = Limit on the availability of a resource
LHS = usage of the limited resource by activities (Variables) of the medal.
In ≤ constraints,
The difference between RHS & LHS of the (≤) constraint yields the unused or slack
amount of the resource. So, to convert (≤)-inequality to an equation a non-negative slack
variable is added to left hand side of the constraint.
In ≥ constraints,
This type of constraint sets a lower limit on activities of the LP model, so that the
amount by which the LHS exceeds the minimum limit represents surplus. Therefore, The
conversion from (≥) to (=) is achieved by substituting a non-negative surplus variable from the
LHS of the inequality

Example
Maximize Z = 5x1 +4x2
Subject to 6x1 + 4x2 ≤ 24
x1 + 2x2 ≤ 6
-x1 + x2 ≤ 1
x2 ≤ 2
x1, x2 ≥ 0
Now here
6x1+ 4x2 ≤ 24; introduced S1 = slack variable
6x1+ 4x2 + S1 = 24; S1 ≥ 0

Dr. Baboo Rai | National Institute of Technology Patna

 Optimization Techniques in Civil Engineering

Suppose it was
x1+ x2 ≥ 800; introduce S1 = Slack variable
x1+ x2 - S1 = 800
If it was
- x1+ x2 ≤ -3; this is equivalent to
- x1+ x2 + S1 = -3
Multiply both sides by (-1)
x1 - x2 - S1 = 3 (non-negative right-hand side as desired)

Transition from Graphical to Algebraic Solution-

Let m = no of equations
n = no of variables
If m = n; →The equations are consistent and the system has only one solution
m ˂ n →System of equations yield an infinite no. of solutions
In a set of m × n equations (m ˂ n)
If the set n – m = 0 and then solve m equations for the remaining n variables, then the
resulting solution if unique is called BASIC solution. And this solution must correspond to a
feasible or infeasible corner point of a solution Space (convex region).

Algebraic determination of corner points

𝑛
𝑛!
𝐶𝑚 =
𝑚! (𝑛 − 𝑚)!

Example
Maximize Z = 2x1 +3x2
Subject to 2x1 + x2 ≤ 4
x1 + 2x2 ≤ 5
x1, x2 ≥ 0
Algebraically
2x1 + x2 + S1 = 4
x1 + 2x2 + 0S1 + S2 = 5; m=2&n=4
x1, x2, S1, S2 ≥ 0
n – m = 4 – 2 = 2 (non-basic zero variables) i.e. set 2 variables = 0 and solve for
remaining 2 variables.

Dr. Baboo Rai | National Institute of Technology Patna

 Optimization Techniques in Civil Engineering

If the set x1 = 0 & x2 = 0 then the equations provide the unique (basic) solution i.e. S1 =
4 & S2 = 5 → (4, 5)
S1 = 0 & S2 = 0; then
2x1 + x2 = 4
2x1 + 4x2 = 10
Solving these equations, we get, x1 = 2 & x2 = 1 → (2, 1); Basic solution (Optimum)

No. of corner Points

𝑛
𝑛! 4!
𝐶𝑚 = = =6
𝑚! (𝑛 − 𝑚)! 2! × (4 − 2)!

Total six corner points i.e. A, B, C, D, E, and F

Non basic Basic Basic solution Associated Objective value Z

zero variable variable corner point
x1, x2 S1, S2 (4, 5) A 0
x1, S1 x2, S2 (4, -3) F -
x1, S2 x2, S1 (2.5, 1.5) B 7.5
x2, S1 x1, S2 (2, 3) D 4
x2, S2 x1, S1 (5, -6) E -
S1, S2 x1, x2 (1, 2) C 8
Optimum solution

Graphically

4.5
4F
3.5
3
2.5 B
x2

2 C (2,
1.5
1
0.5 E
D
0A
0 2 4 6
x1

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Dr. Baboo Rai | National Institute of Technology Patna