MATRIX FORMULATION OF

THE LPps
In this lecture we shall look at the matrix
formulation of the LPPs. We see that the
Basic feasible solutions are got by solving
the matrix equation
X b = B
where B is a mm nonsingular submatrix
of the contraint matrix of the LPP.
Look at the LPP (in standard form)
Maximize
1 1 2 2
...
n n
z c x c x c x = + + +
Subject to the constraints
11 1 12 2 1 1
21 1 22 2 2 2
1 1 2 2
1 2 1 2
...
...
.
.
...
, ,..., 0, , ,..., 0
n n
n n
m m mn n m
n m
a x a x a x b
a x a x a x b
a x a x a x b
x x x b b b
+ + + =
+ + + =
+ + + =
> >
Using the notations
| |
1 2
. .
n
c c c c =
1
2
.
.
m
b
b
b
b
(
(
(
(
=
(
(
(

,
,
11 12 1
21 22 2
1 2
. .
. .
.
.
. .
n
n
m m mn
a a a
a a a
A
a a a
(
(
(
(
=
(
(
(

1
2
.
.
n
x
x
X
x
(
(
(
(
=
(
(
(

We can write the LPP in matrix form as:
Maximize
z c X =
Subject to
0, 0
AX b
X b
=
> >
c
Here denotes the row vector
| |
1 2
. .
n
c c c
Basic Feasible Solutions
We assume that the rank of the matrix A is
m. (This means that all the constraints are
LI. We also assume m s n.) After possibly
rearranging the columns of A, let A = [B, N]
where B is a mxm invertible submatrix of A
and N is the mx(n-m) submatrix formed by
the remaining columns of A. The solution
to the equations
B
N
X
X
X
(
=
(

AX b =
where
1
B
X B b

= and is called a basic

solution of the system. If
then is
called a Basic feasible solution (BFS). We
give an example illustrating these.
Consider the LPP
Maximize
1 2
2 z x x = +
Subject to
0
N
X =
0
B
X > X
1 2
1 2
1 2
6
2 10
, 0
x x
x x
x x
+ s
+ s
>
Adding slack variables x
3
, x
4
the LPP becomes
Maximize
1 2 3 4
2 0 0 z x x x x = + + +
Subject to
In matrix form this can be written as:
Maximize
Subject to
0, 0
AX b
X b
=
> >
1 2 3
1 2 4
1 2 3 4
6
2 10
, , , 0
x x x
x x x
x x x x
+ + =
+ + =
>
z c X =
where
1 1 1 0
1 2 0 1
A
(
=
(

, ,
1
2
3
4
x
x
X
x
x
(
(
(
=
(
(

There are 6 basic solutions of which 4
are feasible. We give them below.
6
10
b
(
=
(

| |
2 1 0 0 c =
B B
-1
B
-1
b X
T
Feasible? z
1 1
1 2
(
(

1 0
1 1
(
(

1 1
2 0
(
(

1 0
2 1
(
(

10
4
(
(

2
4
(
(

6
2
(
(

| |
2 4 0 0
| |
10 0 4 0
| |
6 0 0 4
| |
0 0 6 10
2 1
1 1

(
(

1 1
1 0
(
(

0 1
1 1
(
(

1 0
1 1
(
(

0 1/ 2
1 1/ 2
(
(

1 0
2 1
(
(

1 0
0 1
(
(

1 0
0 1
(
(

6
4
(
(

5
1
(
(

6
10
(
(

| |
0 5 1 0
| |
0 6 0 2
Y
Y
Y
Y
N
N
8
-
-
12
5
0
Maximum
Problem 2 Problem Set 7.1 C Page 296
Maximize
1 2 3
5 12 4 z x x x = + +
Subject to
In matrix form this can be written as:
Maximize
Subject to
=
> >
AX b
X 0, b 0
1 2 3 4
1 2 3
1 2 3 4
2 10
2 2 2
, , , 0
x x x x
x x x
x x x x
+ + + =
=
>
z = cX
Consider the following LPP
where
1 2 1 1
,
2 2 1 0
(
=
(


A
1
2
3
4
x
x
x
x
(
(
(
=
(
(

X
There are only 5
| |
5 12 4 0 = c
10
2
(
=
(

b
which 3 are feasible. We give them below.
4
2
(
| |
<
(
|
\ .

basic solutions of
B B
-1
B
-1
b X
T
Feasible? z
1 2
2 2
(
(

1 1
2 0
(
(

2 1
2 1
(
(


2 1
2 0
(
(

4
6
(
(

4
3
(
(

1
12

(
(

| |
4 3 0 0
| |
4 0 6 0
| |
1 0 0 9
| |
0 0 2 12
1 1
2 1
(
(

1 1
1 0
(
(

0 1
1 1

(
(

2/ 6 2/ 6
2/ 6 1/ 6
(
(

1/ 3 1/ 3
2/ 3 1/ 3
(
(

0 1/ 2
1 1/ 2
(
(

1
9
(
(

0 1/ 2
1 1

(
(

| |
0 1 0 12
2
12

(
(

1
B
c B b

Does Not
exist
Maximum
Y
Y
Y
-
N
N
56
44
5
-
-
-