Approach to solve LP

Approach to solve LP

First understand and analyze a corner point.

How do we know if the two corner points are adjacent?

How do we move from one to another?

How do we ensure that objective value gets improved?

How to ensure that we move in the feasible direction?

CORNER POINT
 Conversion of linear inequalities to equalities
x1 ≥ 2  x1 - s1 =2
s1(≥ 0) is a surplus variable.
x1 + x2 ≤ 8  x1 + x2 + s2 =8
s2(≥ 0) is a slack variable.
Convert all the constraints to equality by introducing
slack/surplus variables.
Why we do so?
It is difficult to deal with inequations rather than equations.
Studying a solution of inequations means studying a solution of
equations in higher dimension.
 Corner point/Basic Solution/Basic Feasible
Solution(BFS)

◙ set (n-m) variables to any arbitrary values (say zero)

leaving m equations in m unknowns yielding a unique
solution.
◙ Such a solution is called a basic solution.
◘ (n-m) variables set to zero are called non-basic variables.
◘ Remaining m variables with (usually) non-zero values are
called basic variables.
◙ Note: Two adjacent corner points differ in only one
basic (or non-basic) variable.
 Example
3x1+2x2+5x3 = 16
4x1+x2+5x3 = 18
Case-I: Let x3 = 0 Case-II: Let x1= 0
3x1 + 2x2 = 16 2x2 + 5x3 = 16
4x1 + x2 = 18 x2 + 5x3 = 18
Solution: x1 = 4, x2 = 2 Solution: x3=4, x2 = -2
Basic solution : (4,2,0) Basic solution : (0,-2, 4)

Case-III: Let x2= 0 Basic solution: (2,0,2)

Note: A Basic solution need not be feasible w.r.t. non-negativity
constraints.
When all basic variables assume non negative values solution is
called basic feasible solution (BFS).
 Example

Min 5 x1 – 8 x 2
s.t. x1 + x2 ≤ 5
x1– x2 ≥ 1
x1, x2 ≥ 0
 Example: BFS (graphically)
Min 5 x1 – 8 x 2
s.t. x1 + x2 ≤ 5 x2
x1– x2 ≥ 1
x1, x2 ≥ 0

C
Min 5 x1 - 8 x2 + 0s1 + 0s2
s.t. x1 + x2 + s1= 5
x1 - x2 - s2= 1 A B x1
x1, x2, s1, s2 ≥ 0

A=(1,0), B=(5,0), C=(3,2)

Non-Basic Var Basic Var BFS Corner point
x1 = 0, x2 = 0 s1 = 5, s2 =-1 no -
x1 = 0, s1 = 0 x2 = 5, s2 =-6 no -
x1 = 0, s2 = 0 x2 =-1, s1 = 6 no -
x2 = 0, s1 = 0 x1 = 5, s2 = 4 yes B
x2 = 0, s2 = 0 x1 = 1, s1 = 4 yes A
s1 = 0, s2 = 0 x1 = 3, x2 = 2 yes C

x2 x1 + x2 + s1= 5
x1 - x2 - s2= 1

A=(1,0), B=(5,0), C=(3,2)

C

A B x1
 Example
➢ Original Variables : 2
3
➢ Inequality Constraints : 3 (m)
➢ Slack Variables Added : 3 2
I
II
➢ Total Variables : 2 + 3 = 5 (n) 4
x2
➢ X vector is ( x1, x2, s1, s2, s3 )
III

1
x1 5
 Example
➢ Corner point 1 :
➢ ( 0,0, s1, s2, s3 ) 3
➢ Corner point 2 :
I
➢ ( 0, x2, 0, s2, s3 ) 2 II
4
➢ Corner point 3 : x2
➢ ( x1, x2, 0, 0, s3 ) III
➢ Corner point 4 :
➢ ( x1, x2, s1, 0, 0 ) 1
5
x1
➢ Corner point 5 :
➢ ( x1, 0, s1, s2, 0 )

◘ In each case exactly two i.e. n-m variables are zero. These two are
the non-basic variables, and the other three are basic variables.