BCAC403 ClassNote Module-2

Bachelor of Computer Applications and 4th semester
Optimization Techniques (BCAC403)

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2023-2024
Study Material
Optimization Techniques
BCAC403
Module-2
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Table of Contents
SL No. CONTENTS Page No.

1 2.1 Introduction to graphical methods 2
2 2.2 Algebraic Method 5
3 2.3 Simplex method 8

4 2.4 Solved Examples 9
5 2.5 Charnes’ Big-M Methods 23
6 2.6 Duality 34
7 2.7 Relationship between primal and dual problem in 35
Operation Research
8 2.8 Mathematical formulation of dual 37
9 2.9 Types of Primal-Dual Problem 38
10 2.10 Self-Assessment Questions 40
Department of Mathematics
Brainware University, Kolkata 1
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2023-2024
Module 2
2.1 Introduction to graphical methods
Linear programming problems (LPP) can be solved graphically by using the following steps:
1. Formulate the problem: The problem should be formulated in terms of constraints and objective
function.
2. Plot the constraints: Plot the constraints as lines or curves on a graph. The constraints may be
inequalities or equations.
3. Identify feasible region: The feasible region is the region on the graph that satisfies all the constraints.
It is the intersection of all the constraint lines.
4. Identify the optimal solution: The optimal solution is the point within the feasible region that
maximizes or minimizes the objective function.
5. Check the boundary points: If the optimal solution falls on a boundary point of the feasible region, it
must be checked against the values of the objective function at other boundary points to ensure that
it is indeed optimal.
Let's take an example of a LPP and solve it graphically:
Maximize: Z = 3x + 4y
Subject to:
2x + y ≤ 10
x + 2y ≤ 12
x, y ≥ 0
1.Formulate the problem: The objective is to maximize Z = 3x + 4y subject to the given constraints.
2. Plot the constraints: Plot the two constraints as lines on a graph. To plot the first constraint, 2x
+ y ≤ 10, rewrite it as y ≤ -2x + 10 and plot the line with a slope of -2 and y-intercept of 10. To plot
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the second constraint, x + 2y ≤ 12, rewrite it as y ≤ -1/2x + 6 and plot the line with a slope of -1/2
and y-intercept of 6.
3. Identify feasible region: The feasible region is the shaded area on the graph that satisfies both the
constraints.
4. Identify the optimal solution: The optimal solution is the corner point of the feasible region that
maximizes Z. In this case, the corner point is (4, 4), which satisfies both constraints and maximizes
Z.
5.Check the boundary points: The boundary points of the feasible region are (0, 5), (6, 0), and (4, 4).
To ensure that the optimal solution is indeed optimal, we need to check the values of Z at these points.
We find that Z = 20 at (4, 4), Z = 15 at (0, 5), and Z = 18 at (6, 0). Therefore, the optimal solution is
indeed (4, 4).
In conclusion, the optimal solution to the LPP is (4, 4) with the maximum value of Z = 3(4) + 4(4) =
20, which is obtained by solving the problem graphically.
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Ex: 𝑀𝑎𝑥 𝑧 = 20𝑥 + 30𝑦

Subject to, 2𝑥 + 𝑦 ≤ 40
4𝑥 − 𝑦 ≤ 20
𝑥 ≥ 30
𝑥, 𝑦 ≥ 0
Infeasible Solution.
Ex: 𝑀𝑎𝑥 𝑧 = 10𝑥 + 20𝑦
Subject to
2𝑥 + 4𝑦 ≥ 16
𝑥 + 5𝑦 ≥ 15
𝑥, 𝑦 ≥ 0
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Unbounded Solution.
2.2 Algebraic Method
Algebraic methods are commonly used in linear programming to solve optimization problems. Linear
programming is a mathematical technique that is used to determine the best outcome in a situation
where there are multiple possible outcomes, and where the relationships between inputs and outputs
are linear.
To apply algebraic methods in linear programming, we typically begin by formulating the problem as
a system of linear inequalities or equations. This involves identifying the decision variables, the
objective function to be maximized or minimized, and the constraints that limit the feasible region of
the solution space.
Once the problem has been formulated, we can use algebraic methods to solve the system of equations
or inequalities. This typically involves using techniques such as Gaussian elimination, substitution, or
graphing to find the optimal solution that satisfies all of the constraints.
In some cases, algebraic methods may not be sufficient to solve more complex linear programming
problems. In such cases, other techniques such as simplex method, duality theory, or interior point
methods may be used to find optimal solutions.
Ex:
𝑀𝑎𝑥 𝑍 = 10𝑥1 + 9𝑥2
s.t 3𝑥1 + 3𝑥2 ≤ 21
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4𝑥1 + 3𝑥2 ≤ 24
𝑥1 , 𝑥2 ≥ 0
Solution:
Write the above problem into standard form,
𝑀𝑎𝑥 𝑍 = 10𝑥1 + 9𝑥2 + 0. 𝑥3 + 0. 𝑥4
s.t 3𝑥1 + 3𝑥2 + 𝑥3 = 21
4𝑥1 + 3𝑥2 + 𝑥4 = 24
And 𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 ≥ 0
No. Variables Variables Solution Objective Comments

solved (Basic fixed to zero function
variables) (non-basic value
variables)
1 𝑥3 , 𝑥4 𝑥1 , 𝑥2 𝑥3 = 21, 𝑥4 Z=0 Basic feasible

= 24

=3
3 𝑥1 , 𝑥4 𝑥2 , 𝑥3 𝑥1 = 7, 𝑥4 infeasible
= −4
= −3

=3
6 𝑥1 , 𝑥2 𝑥3 , 𝑥4 𝑥1 = 3, 𝑥2 Z=66 Basic
=4 feasible(optimum)
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Ex:
𝑀𝑖𝑛 𝑍 = 7𝑥1 + 5𝑥2
s.t 𝑥1 + 𝑥2 ≥ 4
5𝑥1 + 2𝑥2 ≥ 10
𝑥1 , 𝑥2 ≥ 0
Solution:
Write the above problem into standard form,
𝑀𝑖𝑛 𝑍 = 7𝑥1 + 5𝑥2 + 0. 𝑥3 + 0. 𝑥4
s.t 𝑥1 + 𝑥2 − 𝑥3 = 4
5𝑥1 + 2𝑥2 − 𝑥4 = 10
And 𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 ≥ 0
No. Variables Variables Solution Objective Comments

solved (Basic fixed to zero function
variables) (non-basic value
variables)
1 𝑥3 , 𝑥4 𝑥1 , 𝑥2 𝑥3 = −4, 𝑥4 infeasible
= −10
= −2
= 10
=1
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5 𝑥2 , 𝑥4 𝑥1 , 𝑥3 𝑥2 = 4, 𝑥4 Z=63 infeasible
= −2
6 𝑥1 , 𝑥2 𝑥3 , 𝑥4 𝑥1 = 2/3, 𝑥2 Z=64/3 Basic
= 10/3 feasible(optimum)
2.3 Simplex method
The simplex method is a widely used algorithm for solving linear programming problems. It is an
iterative method that starts with an initial feasible solution and then improves it in each iteration until
an optimal solution is found.
The algorithm works by selecting a variable to enter the basis (i.e., to become a basic variable) and
another variable to leave the basis (i.e., to become a non-basic variable). This is done in a way that
improves the objective function while maintaining the feasibility of the solution. The process is
repeated until no further improvement can be made, at which point an optimal solution has been found.
The simplex method is based on the concept of a simplex, which is a higher-dimensional version of a
triangle or a tetrahedron. The feasible region of a linear programming problem can be represented as
a convex polyhedron, and the simplex method works by moving from one vertex of the polyhedron to
another in a way that improves the objective function.
There are several variants of the simplex method, such as the revised simplex method and the dual
simplex method, which are designed to improve the efficiency of the algorithm or to handle certain
types of problems more effectively.
The steps involved in the simplex method are as follows (COMPUTATIONAL PROCEDURE)
1. Convert the problem into standard form: The objective function and constraints must be
expressed in terms of non-negative variables. If any variables have negative coefficients, they
must be multiplied by -1 to make them positive.
2. Formulate the initial tableau: The initial tableau is a matrix that contains the coefficients of the
variables and the right-hand side constants of the constraints. It also includes the slack variables
and the objective function coefficients.
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3. Choose a pivot element: Select an element in the tableau as the pivot element. This element is
usually chosen to be the one with the largest positive coefficient in the objective row or the
one with the smallest positive ratio of the right-hand side constant to the pivot column
coefficient.
4. Perform row operations: Use row operations to transform the pivot row and pivot column into
an identity column and row, respectively. All other elements in the pivot column are zeroed
out.
5. Update the tableau: Update the tableau by replacing the pivot element with the variable that
corresponds to the row and column of the pivot element.
6. Repeat steps 3-5 until an optimal solution is found: Continue to choose pivot elements and
perform row operations until the objective function can no longer be improved or until some
other stopping criterion is met.
7. Interpret the solution: Once an optimal solution has been found, it must be interpreted in the
context of the problem to determine its meaning and usefulness.
2.4 Solved Examples
Ex:
𝑀𝑖𝑛 𝑍 = 4𝑥1 + 7𝑥2
s.t 2𝑥1 + 𝑥2 ≤ 1000
10𝑥1 + 10𝑥2 ≤ 6000
2𝑥1 + 4𝑥2 ≤ 2000
𝑥1 , 𝑥2 ≥ 0
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Negative minimum 𝑍𝑗 − 𝑐𝑗 is -7 and its column index is 2. SO, the entering variable is 𝑥2 . Minimum
ratio is 500 and its row index is 3. So the leaving basis variable is 𝑠3 .
∴ The pivot element is 4.
Entering= 𝑥2 , Departing= 𝑠3 , Key element=4
𝑅3 (New)= 𝑅3 (Old) /4
𝑅2 (New)= 𝑅2 (Old)- 10 𝑅3 (New)
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2.5 Charnes’ Big-M Methods
Charnes' Big-M Methods are mathematical techniques used in linear programming to handle
non-standard constraints efficiently. Developed by William W. Charnes, these methods extend the
Simplex algorithm by introducing artificial variables and penalty terms represented by a large constant,
'M'. They are particularly useful for transforming constraints involving inequalities into standard form,
enabling the application of the Simplex algorithm. By guiding the algorithm towards feasible and
optimal solutions, Charnes' Big-M Methods enhance problem-solving efficiency and expand the scope
of linear programming applications.
Ex:
𝑀𝑎𝑥 𝑍 = −4𝑥1 − 8 𝑥2 − 3𝑥3
Subject to
𝑥1 + 𝑥2 ≥ 2
2𝑥1 + 𝑥3 ≥ 5
and 𝑥1 , 𝑥2 , 𝑥3 ≥ 0
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Ex:
𝑀𝑎𝑥 𝑍 = −4𝑥1 − 𝑥2
Subject to
3𝑥1 + 𝑥2 = 3
4𝑥1 + 3𝑥2 ≥ 6
𝑥1 + 2𝑥2 ≤ 4
and 𝑥1 , 𝑥2 ≥ 0
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Ex:
𝑀𝑎𝑥 𝑍 = 2𝑥1 + 9 𝑥2 + 𝑥3
Subject to
𝑥1 + 4𝑥2 + 2 𝑥3 ≥ 5
3𝑥1 + 𝑥2 + 2 𝑥3 ≥ 4
and 𝑥1 , 𝑥2 , 𝑥3 ≥ 0
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2.6 Duality
In the context of Operations Research (OR), duality is a fundamental concept that plays a crucial role
in optimizing and understanding various mathematical models. OR is a multidisciplinary field that
uses mathematical methods, algorithms, and analytical techniques to make better decisions in complex
systems and processes.
In the realm of linear programming, duality is particularly significant. Linear programming is a

mathematical optimization technique that aims to find the best outcome in a mathematical model,
subject to linear constraints. These models often involve maximizing or minimizing an objective
function while satisfying a set of linear inequalities or equations.
The duality theory in linear programming establishes a close relationship between two related
optimization problems: the primal problem and the dual problem. Let's explore these two aspects:
1. Primal Problem: This is the original linear programming problem that seeks to maximize or
minimize an objective function while adhering to a set of linear constraints. The objective is to
find the optimal solution, which represents the best possible value of the objective function.
2. Dual Problem: The dual problem is derived from the primal problem and involves the inversion
of the optimization goals. If the primal problem seeks to maximize an objective function, the
dual problem seeks to minimize another function, subject to its own set of constraints. The dual
problem's constraints are often associated with the variables in the primal problem.
The principle of duality states that the optimal objective function value in the primal problem
is equal to the optimal objective function value in the dual problem. This equivalence is known
as the "duality theorem" and is a cornerstone of linear programming. Additionally, the optimal
solutions for both the primal and dual problems are related through the concept of
complementary slackness.
Duality has several practical implications in Operations Research:
1. Sensitivity Analysis: The dual problem provides valuable insights into the sensitivity of the
primal problem's optimal solution to changes in the objective function coefficients and
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constraints. It helps analysts understand how much the optimal solution will change with
variations in the problem's parameters.
2. Economic Interpretation: In certain applications, the dual variables in the dual problem have
economic interpretations, such as shadow prices or opportunity costs. These interpretations
offer valuable information about the marginal value of resources and the impact of constraint
changes.
3. Efficient Solution Techniques: Solving the dual problem can sometimes lead to more efficient
algorithms for solving the primal problem, especially in large-scale linear programming
scenarios.
Overall, duality in Operations Research is a powerful and elegant concept that provides deeper
insights into the structure of linear programming problems and facilitates better decision-
making by understanding the trade-offs between various objectives and constraints.
2.7 Relationship between primal and dual problem in Operation Research
In Operations Research, the relationship between the primal and dual problems is established
through the concept of duality in linear programming. The primal problem and the dual
problem are two related optimization problems derived from the same linear programming
model. Let's explore the key aspects of their relationship:
1. Objective Function: The primal problem seeks to maximize or minimize an objective function.
Let's denote the objective function as "Z" in the primal problem.The dual problem involves
finding the "dual objective function" (denoted as "W") associated with the constraints of the
primal problem.
2. Constraints: The primal problem involves a set of linear inequalities or equations that represent
constraints on the decision variables. The dual problem is formulated using the constraints of
the primal problem and introduces "dual variables" (also known as "shadow prices" or
"Lagrange multipliers") to each constraint. These dual variables are associated with the
resource availability or the cost of violating each constraint.
3. Formulation: The formulation of the primal problem and the dual problem is such that the dual
problem is derived from the primal problem. The duality principle states that for any linear
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programming problem, there exists a corresponding dual problem, and their optimal objective
values are equal.
4. Duality Theorem: The duality theorem is a key result in linear programming, and it establishes
the relationship between the optimal objective values of the primal and dual problems. It states
that the optimal value of the primal objective function (Z*) is equal to the optimal value of the
dual objective function (W*). Mathematically, this can be represented as Z* = W*.
5. Complementary Slackness: The concept of complementary slackness is a critical aspect of
duality in linear programming. It states that if a decision variable in the primal problem is
positive (i.e., it is part of the optimal solution), then the corresponding dual constraint's dual
variable is zero. Similarly, if a dual variable is positive (non-zero), the corresponding primal
constraint's slack (the difference between the left-hand side and right-hand side of the
constraint) is zero.
6. Economic Interpretation: The dual variables in the dual problem often have an economic
interpretation, such as shadow prices or opportunity costs. These interpretations provide
valuable insights into the marginal value of resources or constraints in the original problem.
Overall, the relationship between the primal and dual problems in Operations Research is a
powerful concept that enables analysts to gain deeper insights into the structure of linear
programming models. The duality principle allows for efficient solution techniques, sensitivity
analysis, and economic interpretations, facilitating better decision-making and understanding
of the trade-offs between objectives and constraints.
Rules for writing the dual of a primal
Primal Dual
Maximize z Minimize w
Minimize z Maximize w
Coefficients of the objective function Availabilities of constraints
Availabilities of constraints Coefficients of the objective function
n variables(𝑥1 , 𝑥2 , … , 𝑥𝑛 ) n constraints
m constraints m variables(𝑤1 , 𝑤2 , … , 𝑤𝑚 )
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Coefficient matrix A Coefficient matrix 𝐴𝑡
Standard form of primal problem
A LPP is said to be in standard form if

1. All constraints involve the sign “≤ " in the problem of Maximization.
2. All constraints involve the sign “≥" in the problem of Minimization.
2.8 Mathematical formulation of dual
Let the primal problem be
𝑀𝑎𝑥 𝑧𝑥 = cX
Subject 𝐴𝑋 ≤ 𝑏
𝑋≥0
Corresponding dual problem can be written as
𝑀𝑖𝑛 𝑧𝑤 = 𝑏 𝑡 𝑊
Subject 𝐴𝑡 𝑊 ≥ 𝑐 𝑡
𝑊≥0
Where 𝐴𝑡 , 𝑏 𝑡 , 𝑐 𝑡 are transpose of the matrices A, b, c respectively.
Important result of the primal & dual

Sl. Primal Dual Conclusion
No.
1 Unbounded solution of the primal …… No feasible solution of dual
2 No feasible solution of primal …… Either unbounded or no feasible solution

of dual
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3 Bounded optimal solution …… Dual has also bounded optimal solution

and vice versa
4 Feasible Solution Feasible Finite optimum value of both exists
Solution
5 Feasible Solution No Unbounded solution of primal
Feasible
Solution
6 No feasible solution Feasible No optimal solution of either problem.
Solution
7 No feasible solution No No solution exists.
Feasible
Solution
2.9 Types of Primal-Dual Problem
There are three types of Primal-Dual problems.

1. Symmetric: Here all constraints of both primal and dual problems are in equations and
variables are non-negative.
2. Un-symmetric: Here all constraints of primal are equations and primal variables are non-
negative.
3. Mixed type: Here some constraints of primal are equations and some variables are
unrestricted in sign.
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2.10 Self-Assessment Questions
Group –A
(Multiple Choice Type Question)
1 Determine the wrong one.
a. the general LPP with m constraints in n b. A basic solution that satisfies all the
𝑛 constraints and non-negative restrictions
unknowns(m<n) give (𝑚 )basic solutions
is called a basic feasible solution
a. A basic solution in which at least one d. The basic feasible solution which
basic variables vanishes is zero is called a maximizes or minimizes the objective
non-degenerate basic solution function is called an optimum basic
feasible solution.
Examine the correct one----Graphical method is useful to solve the LPP, when there
2 are
a. only two decision variables b. more than two decision variables
c. objective function is non-linear d. decision variables are not positive
3 The graphical approach to an LPP is useful because------Determine the correct one
a.it provides general way to solve b.it does not provide unbounded solution
linear programming problems
c. it gives geometric insight into the d. none of these

given LPP and the meaning of
optimality
4 A feasible solution to an LPP determined as
a. must be a corner point of the b. must optimize the value of the

feasible region objective function
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c. must satisfy all the constraints of d. need not satisfy all the constraints,
the LPP simultaneously only some of them.
5 An iso-profit line can be concluded as
a.an infinite number of solutions all b.an infinite number of optimum

of which yield same profit. solutions
c.An infinite number of solutions d.a boundary line of the feasible region.
all of which yield the same cost.
6 In LPP, the region bounded by the constraints can be concluded as
a.feasible region b.infeasible region
c.unbounded solution d.solution space and feasible region
7 Determine the correct one------Alternative solution exists of an LPP, when
a.one of the constraints is redundant b.two of the constraints are parallel
c.objective function equation is d. all of these.

parallel to one of the constraints
For maximization linear programming problem, the simplex method is terminated

when all the net-evaluations are (for 𝑧𝑗 − 𝑐𝑗 )------
8 Predict the correct option.
a.negative b.non-negative
c.zero d.non-positive
9 Determine the wrong one.
a. Simplex method is an iterative b. For solving an LPP by simplex

process which involves the method, it is essential that all variables
substitution of variables for involved are non-negative.
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obtaining successively better

solutions
c. Simplex method requires that all d. Solution by simplex method requires

the constraints should be first that an LPP should have at least one non-
converted into equations. negative value in the right-hand side of
the constraints.
Determine the correct one----------A necessary and sufficient condition for a basic
10 feasible solution to a minimization LPP to be an optimum is that (for all j) for 𝑧𝑗 − 𝑐𝑗 :
a.𝑧𝑗 − 𝑐𝑗 ≥ 0 b. 𝑧𝑗 − 𝑐𝑗 ≤ 0
c. 𝑧𝑗 − 𝑐𝑗 = 0 d. 𝑧𝑗 − 𝑐𝑗 > 0 or 𝑧𝑗 − 𝑐𝑗 < 0
At any iteration of the usual simplex method of maximization LPP, if there is at least
one basic variable in the basis at zero level and all 𝑧𝑗 − 𝑐𝑗 ≥ 0 , the current solution is-
11 -----Determine the correct one.
a. Infeasible b.unbounded
c.non-degenerate d.degenerate
Consider the LP problem:
Maximize 7X1 + 6X2 subject to
X1 + X2≤4
2X1 + X2 ≤ 6
X1, X2 ≥ 0
12 Evaluate the objective function corresponding to the optimum solution is…………..
a. 24 b. 26
c. 28 d. 30
Select the constraint represent in graphical methods for solving linear programming
13
problems
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a. A line b. A point
c. A region d. A variable
14 Select the correct option. A constraint that does not affect the feasible region is a
a. non-negativity constraint b. slack constraint
c. redundant constraint d. standard constraint
Predict the graphical method technique that can be used to find the feasible region in
15
linear programming.
a. Slope-intercept method b. Boundary method
c. Simplex method d. Corner-point method
16 Select the correct option. A feasible solution is
a. a solution for which all the constraints b. a solution for which at-least one of the
(including non-negative restrictions) of a constraints of an LPP is violated.
LPP are satisfied.
C. a solution that can increase or decrease d. none of these.
infinitely the value of the objective function
value
In final (optimum) simplex tableau, if 𝑧𝑗 − 𝑐𝑗 = 0 for at least one non-basic variable,
then determine the solution.
17
a. an unbounded solution b. infeasible solution
c. alternative solution d. cycling
Predict the graphical representation of the objective function in linear

18
programming.
a. A line b. A point
c. A region d. A variable
19 Using graphical methods to solve linear programming problems with two decision
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variables, estimate the constraints that can be directly represented on a graph.

a. 0 b. 2
c. 3 d. None of these
20 In graphical methods, examine the identification of optimal solution from the following:
a. By finding the intersection point of b. By calculating the slope of the

the objective function line with the feasible region boundary
feasible region boundary
c. By randomly selecting a point d. By tracing the objective function

within the feasible region line through the origin
Group – B
Short Answer Type Questions
1 Illustrate that x1  2, x2  1, x3  1 is a feasible solution of the system of equations
x1  4 x2  x3  5
2 x1  3x2  x3  8
2 Examine (2,1,3) is a feasible solution of the set of equations

4 x1  2 x2  3x3  1
6 x1  4 x2  5 x3  1
3 Construct the L.P.P in standard maximization form:
Max z = 3x1+4x2+7x3
Subject to
2x1+x2+7x3 ≤ 50
x1+9x2-5x3 ≥ 60
5x1+3x3 = 100
3x2+4x3 ≤ 80
for x1,x2,x3≥ 0
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4 Use Graphical Method to solve the LPP

𝑀𝑎𝑥 z = −2𝑥1 + 𝑥2
subject to
𝑥1 + 2𝑥2 ≤ 10
𝑥1 + 𝑥2 ≤ 6
𝑥1 − 𝑥2 ≤ 2
𝑥1 − 2𝑥2 ≤ 1
𝑥1 , 𝑥2 ≥ 0
5 Using graphical method, determine that the following L.P.P has no solution.
Maximize z  4 x  3 y
subject to x  4 y  3
3x  y  12
x, y  0
6 Examine the following linear programming problem by graphical method.
MAX 𝑍 = 10𝑥1 + 15𝑥2
subject to
10𝑥1 + 5𝑥2 ≤ 10
6𝑥1 + 3𝑥2 ≤ 12
and 𝑥1 , 𝑥2 ≥ 0
7 Examine the solution of the following linear programming problem by Graphical method
Maximize z = –x + y
subject to: 3x + y≥ 6
2x + y ≤3
x, y ≥0
8 Using graphical method to illustrate the solution of the following L.P.P.
Max Z=60𝑥 + 50𝑦
Subject to,
𝑥 + 2𝑦 ≤ 40
3𝑥 + 2𝑦 ≤ 60
𝑥, 𝑦 ≥ 0
9 Explain the following terms:
(i) Basic solution
(ii) Basic feasible solution
10 Explain the following terms:

(i) Optimum solution
(ii) Degenerate solution.
BCA
2023-2024
11 Illustrate the dual of the following L. P. P:

Min z = 7x1- 5x2
subject to : 9x1+ 2x2 ≤15
3x1+ 5x2 = 8
x1- 7x2 ≥20 and x1 , x2 ≥0
Group – C: Long Answer Type Questions
1 Apply simplex methods to identify the optimal solution of the following L.P.P
Max z =3x1+x2+3x3
Subject to the constraint
2x1+x2+x3 ≤ 2
x1+2x2+3x3 ≤ 5
for x1,x2,x3 ≥ 0
2 Evaluate the solution of the following L.P.P by Big M method :

Minimize z  4 x1  8 x2  3x3
x1  x2  2
Subject to
2 x1  x3  5
x1 , x2 , x3  0
3 Evaluate the following L.P.P by Big M method :

Maximize z  2 x1  9 x2  x3
x1  4 x2  2 x3  5
Subject to
3 x1  x2  2 x3  4
x1 , x2 , x3  0
4 Illustrate Slack variable and Surplus variable.
BCA
2023-2024
5 Examine the dual of the following problem:
Maximize z  3x1  x2  2 x3  x4
Subject to
2 x1  x2  3x3  x4  1
x1  x2  x3  x4  3
𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 ≥ 0
6 Illustrate fundamental duality theory.

7 Calculate the dual of the following LPP.
𝑀𝑎𝑥 𝑍 = 𝑥1 + 5𝑥2
Subject to 3𝑥1 + 4𝑥2 ≤ 6

𝑥1 + 3𝑥2 ≥ 2
And
𝑥1 , 𝑥2 ≥ 0
8 Calculate the dual of the following LPP

𝑀𝑎𝑥 𝑧 = 2𝑥1 + 3𝑥2 + 4𝑥3
s.t 𝑥1 − 5𝑥2 + 3𝑥3 = 7
2𝑥1 − 5𝑥2 ≤ 3
3𝑥2 − 𝑥3 ≥ 5
𝑥1 , 𝑥2 , ≥ 0, 𝑥3 is unrestricted.
9 Consider the LPP
𝑀𝑎𝑥 𝑧 = 𝑥1 + 𝑥2
s.t 𝑥1 + 2𝑥2 ≤ 2000, 𝑥1 + 𝑥2 ≤ 1500, 𝑥2 ≤ 600,
and 𝑥1 , 𝑥2 ≥0
Illustrate the solution of the above LPP.

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Bachelor of Computer Applications and 4th semester

Optimization Techniques (BCAC403)

SL No. CONTENTS Page No.

2 2.2 Algebraic Method 5

3 2.3 Simplex method 8

5 2.5 Charnes’ Big-M Methods 23

10 2.10 Self-Assessment Questions 40

2.1 Introduction to graphical methods

Let's take an example of a LPP and solve it graphically:

Ex: 𝑀𝑎𝑥 𝑧 = 20𝑥 + 30𝑦

Ex: 𝑀𝑎𝑥 𝑧 = 10𝑥 + 20𝑦

2.2 Algebraic Method

𝑀𝑎𝑥 𝑍 = 10𝑥1 + 9𝑥2

s.t 3𝑥1 + 3𝑥2 ≤ 21

Write the above problem into standard form,

𝑀𝑎𝑥 𝑍 = 10𝑥1 + 9𝑥2 + 0. 𝑥3 + 0. 𝑥4

s.t 3𝑥1 + 3𝑥2 + 𝑥3 = 21

No. Variables Variables Solution Objective Comments

1 𝑥3 , 𝑥4 𝑥1 , 𝑥2 𝑥3 = 21, 𝑥4 Z=0 Basic feasible

2 𝑥1 , 𝑥3 𝑥2 , 𝑥4 𝑥1 = 6, 𝑥3 Z=60 Basic feasible

5 𝑥2 , 𝑥4 𝑥1 , 𝑥3 𝑥2 = 7, 𝑥4 Z=63 Basic feasible

Write the above problem into standard form,

𝑀𝑖𝑛 𝑍 = 7𝑥1 + 5𝑥2 + 0. 𝑥3 + 0. 𝑥4

No. Variables Variables Solution Objective Comments

2.3 Simplex method

2.4 Solved Examples

𝑀𝑖𝑛 𝑍 = 4𝑥1 + 7𝑥2

s.t 2𝑥1 + 𝑥2 ≤ 1000

10𝑥1 + 10𝑥2 ≤ 6000

2𝑥1 + 4𝑥2 ≤ 2000

∴ The pivot element is 4.

Entering= 𝑥2 , Departing= 𝑠3 , Key element=4

𝑅2 (New)= 𝑅2 (Old)- 10 𝑅3 (New)

2.5 Charnes’ Big-M Methods

𝑀𝑎𝑥 𝑍 = −4𝑥1 − 8 𝑥2 − 3𝑥3

In the realm of linear programming, duality is particularly significant. Linear programming is a

Duality has several practical implications in Operations Research:

2.7 Relationship between primal and dual problem in Operation Research

Rules for writing the dual of a primal

Coefficient matrix A Coefficient matrix 𝐴𝑡

Standard form of primal problem

A LPP is said to be in standard form if

2.8 Mathematical formulation of dual

Let the primal problem be

Corresponding dual problem can be written as

Important result of the primal & dual

2 No feasible solution of primal …… Either unbounded or no feasible solution

3 Bounded optimal solution …… Dual has also bounded optimal solution

2.9 Types of Primal-Dual Problem

There are three types of Primal-Dual problems.

2.10 Self-Assessment Questions

(Multiple Choice Type Question)

1 Determine the wrong one.

a. only two decision variables b. more than two decision variables

c. objective function is non-linear d. decision variables are not positive

3 The graphical approach to an LPP is useful because------Determine the correct one

c. it gives geometric insight into the d. none of these

4 A feasible solution to an LPP determined as

a. must be a corner point of the b. must optimize the value of the