Unit – IV

Lecture– I
Mr.R.R.Kshatriya
Assistant Professor,
Department of Civil Engineering,
Matoshri College of Engineering and Research Centre, Nashik.
Savitribai Phule Pune University, Pune.
Department of Civil Engineering

Linear Programming (B)

Simplex method

Two phase method

Big – M method

Duality

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Contents of Lecture
 Important terms in LP
 Simplex method
 Important points while solving LPP by Simplex method
 Maximization problems
 Minimization problem

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Important terms in LP
Max.Z = 10x1+20x2 • Slack variable (S): It is added in inequality of ‘≤’
Subject to: type to change it to equality.
2x1+4x2 ≤ 50
3x1+6x2 ≥ 90 • Surplus variable (S): It is excluded from an
5x1+8x2 = 135 inequality of ‘≥’ type to change it to equality.
And x1, x2 ≥ 0
• Artificial variable (A): It is included in inequality
≤ +S of ‘≥’ type. It is needed because the surplus
≥ -S+A variable does not satisfy the non negativity
= +A condition of a basic feasible solution.

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Simplex method

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Simplex method
 We use graphical method for solution when we have two variables in problem, the analytical
methods are used when there are more than two decision variables in the problem.
 Among all the methods, SIMPLEX METHOD is most powerful method. It deals with iterative
process, which consists of first designing a Basic Feasible Solution and proceed towards the
OPTIMAL SOLUTION and testing each feasible solution for Optimality to know whether the
current solution is optimal or not.
 If not an optimal solution, redesign the programme, and test for optimality until the test
confirms OPTIMALITY.
 Hence we can say that the Simplex Method depends on two concepts known as Feasibility and
optimality.
 The simplex method is based on the property that the optimal solution to a linear
programming problem, if it exists, can always be found in one of the basic feasible solution.

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Important points while solving

LPP by Simplex method
1. In the given inequalities, there should not be any negative element on right hand side. If any there
is negative, multiply the inequality by –1 and change the inequality sign.
2. Sometimes, the objective function may be minimization type and the inequalities may be ≥ type.
In such cases, multiply the objective function by –1 and convert it into maximization type and
vice versa.
3. While selecting, the incoming variable, i.e., key column, in maximization case, we have to select
the highest negative opportunities cost.
4. Some times the columns of non-basis variables (decision variables) may have their net evaluation
elements same. That is the net evaluation elements are equal. This is known as a TIE in Linear
Programming Problem. To break the tie, first select any one column of your choice as the key
column. In the next table, everything will go right.

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5. While selecting the out going variable i.e., key row, we have to select limiting ratio (lowest ratio)
in net evaluation row. In case any element of key column is negative, the replacement ratio will
be negative. In case it is negative, do not consider it for operation. Neglect that and consider
other rows to select out going variable.
6. Sometimes all the replacement ratios for all the rows or some of the rows may be equal and that
element may be limiting ratio. This situation in Linear Programming Problem is known as
DEGENERACY. We say that the problem is degenerating. When the problem degenerate, then
take any one ratio of your choice to select key row or out going variable.
7. While solving the linear programming problems, we may come across a situation that the
opportunity cost of more than one non- basic variables are zero, then we can say that the
problem has got ALTERNATE SOLUTIONS.

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8. If in a simplex table only one unfavourable (Zj – Cj) identifying the only incoming variable and
if all the elements of that column are either negative elements or zeros, showing that no change
in the basis can be made and no current basic variable can be reduced to zero. Actually, as the
incoming variable is introduced, we continue to increase, without bounds, those basic variables
whose ratios of substitutions are negative. This is the indication of UNBOUND SOLUTION.
9. In a problem where, the set of constraints is inconsistent i.e., mutually exclusive, is the case of
NO FEASIBLE SOLUTION. In simplex algorithm, this case will occur if the solution is
optimal (i.e., the test of optimality is satisfied) but some artificial variable remains in the
optimal solution with a non zero value.

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Maximization Problems
Example 1 Solution:
Max. Z = 5x1+3x2 Let’s introduce slack variables s1, s2, s3 (with 0
coefficient in objective function and 1 coefficient in
Subject to:
constraints) to convert inequality constraints into
x1 + x2 ≤ 2 equality constraints
5x1 + 2x2 ≤ 10 Max. Z = 5x1 + 3x2 + 0s1 + 0s2 + 0s3
3x1 + 8x2 ≤ 12 Subject to:
And x1, x2 ≥ 0 x1 + x2 + s1 = 2
5x1+2x2 + s2 = 10
≤ +S
3x1+8x2 + s3 = 12
≥ -S+A
And x1, x2 ≥ 0
= +A
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Iteration 1:

Cj 5 3 0 0 0
Coeff. B θ
BV X1 X2 S1 S2 S3
0 S1 1 1 1 0 0 2 2
0 S2 5 2 0 1 0 10 2
0 S3 3 8 0 0 1 12 4
Zj 0 0 0 0 0 0
Zj – Cj -5 -3 0 0 0

R1 new = R1 old
R2 new = R2 old – 5*R1 new
R3 new = R3 old – 3*R1 new
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Iteration 2:

Cj 5 3 0 0
Coeff. B
BV X1 X2 S2 S3
5 X1 1 1 0 0 2 R1 new = R1 old
0 S2 0 -3 1 0 0 R2 new = R2 old – 5*R1 new
0 S3 0 5 0 1 6 R3 new = R3 old – 3*R1 new

Zj 5 5 0 0 10 From table,
X1 = 2, S2 = 0, S3 = 6
Zj – Cj 0 2 0 0
And X2 = 0, S1 = 0
This is an optimal solution. Max. Z = 5x1+3x2
= 5(2) + 3(0) = 10

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Summary
 Important terms in LP
 Simplex method
 Important points while solving LPP by Simplex method
 Maximization problem

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Thank you
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