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  • 3.3b - Simplex Method (M Method) - Max Objective

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    Abdullah Naseem
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    The document summarizes the M technique for solving linear programming problems with a maximum objective function using artificial variables. It provides an example problem and steps through solving it using the M technique. The key steps are: 1) introduce artificial variables to obtain a starting basic feasible solution, 2) compute the pivot element and ratios, 3) update the basic and non-basic variables based on the pivot row and element, and 4) continue iterating until an optimal solution is found.

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    The document summarizes the M technique for solving linear programming problems with a maximum objective function using artificial variables. It provides an example problem and steps through solving it using the M technique. The key steps are: 1) introduce artificial variables to obtain a starting basic feasible solution, 2) compute the pivot element and ratios, 3) update the basic and non-basic variables based on the pivot row and element, and 4) continue iterating until an optimal solution is found.

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    16 views23 pages

    3.3b - Simplex Method (M Method) - Max Objective

    Uploaded by

    Abdullah Naseem
    The document summarizes the M technique for solving linear programming problems with a maximum objective function using artificial variables. It provides an example problem and steps through solving it using the M technique. The key steps are: 1) introduce artificial variables to obtain a starting basic feasible solution, 2) compute the pivot element and ratios, 3) update the basic and non-basic variables based on the pivot row and element, and 4) continue iterating until an optimal solution is found.

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    © All Rights Reserved
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    of 23

    Operations Research

    Module 03 – M Technique
    Artificial Variables – (Maximum Objective Function)

    Amjad Ali
    References

    1. “Introduction to Operations Research” by Frederick S. Hillier

    2. “Operations Research: An Introduction“ by Hamdy A. Taha

    3. Video Lectures by Prof G. Srinivasan, IIT Madras


    M Technique – Max Objective Case
    EXAMPLE: Solve the following LP Model using M Technique

    Max Z = 3 x1 + 5 x2
    Subject to

    x1 ≤ 4

    2 x2 ≤ 12

    3 x1 + 2 x2 = 18

    x1, x2 ≥ 0
    M Technique – Max Objective Case
    Step 1: Determine a Starting Basic Feasible Solution
    STANDARD FORM:
    Max Z = 3 x1 + 5 x2
    Max Z - 3 x1 - 5 x2 = 0 Subject to

    x1 + S1 = 4 x1 ≤ 4

    2 x2 ≤ 12
    2 x2 + S2 = 12
    3 x1 + 2 x2 = 18
    3 x1 + 2 x2 = 6
    x1, x2 ≥ 0
    x1, x2 ≥ 0
    M Technique – Max Objective Case
    Assuming
    x1 = 0, x2 = 0 (non-basic variables ) STANDARD FORM:

    Z=0 Max Z - 3 x1 - 5 x2 = 0
    S1 = 4 Starting Basic Solution ? x1 + S1 = 4
    S2 = 12
    0 = 18 2 x2 + S2 = 12

    To obtain Staring Basic Feasible Solution, we introduce 3 x1 + 2 x2 = 18


    Artificial Variable(s).
    x1, x2 ≥ 0
    M Technique – Max Objective Case
    al ty
    Introducing Artificial Variables Pen Max Z = 3 x1 + 5 x2
    Add Artificial Variable in equation having equal (=) Max Z = 3 x1 + 5 x2 - M R1
    type of constraint.

    Max Z - 3 x1 - 5 x2 = 0
    Z - 3 x1 - 5 x2 + M R1 = 0

    x1 + S1 = 4 x1 + S1 = 4

    2 x2 + S2 = 12 2 x2 + S2 = 12

    3 x1 + 2 x2 + R1 = 18 e nts
    ge m 3 x1 + 2 x2 = 18
    n
    A rra
    m n
    x1, x2 , S1, S2, R1 ≥ 0 lu x1, x2 ≥ 0
    Co
    M Technique – Max Objective Case
    Assuming
    x1 = 0, x2 = 0
    Z - 3 x1 - 5 x2 + M R1 = 0

    S1 = 4 x1 + S1 = 4
    Starting Basic Feasible solution
    S2 = 12 2 x2 + S2 = 12
    R1 = 18 3 x1 + 2 x2 + R1 = 18

    x1, x2 , S1, S2, R1 ≥ 0


    M Technique – Max Objective Case
    S1 = 4
    S2 = 12
    M = 100 R1 = 18

    Basic x1 x2 S1 S2 R1 Sol Z - 3 x1 - 5 x2 + 100 R1 = 0


    Z -3 -5 0 0 100 0 x1 + S1 = 4
    S1 1 0 1 0 0 4 2 x2 + S2 = 12
    S2 0 2 0 1 0 12
    R1 3 2 0 0 1 18 3 x1 + 2 x2 + R1 = 18

    x 1, x 2 , S 1, S 2 , R 1 ≥ 0

    Basic Variables: S1, S2 , R1


    Non-Basic Variables: x1, x2
    M Technique – Max Objective Case

    Basic x1 x2 S1 S2 R1 Sol
    Z -3 -5 0 0 100 0
    S1 1 0 1 0 0 4
    S2 0 2 0 1 0 12
    R1 3 2 0 0 1 18

    New Z Row = (Current Z Row ) – (100) * (R1 Row)


    New Z-Row = (-3 -5 0 0 100 0 ) – (100) * (3 2 0 0 1 18)
    New Z-Row = (-3 -5 0 0 100 0) – (300 200 0 0 100 1800)
    New Z-Row = (-303 -205 0 0 0 -1800)
    M Technique – Max Objective Case
    Max
    e =
    cti v
    O bj e Basic x1 x2 S1 S2 R1 Sol
    Optimal ?
    Z -303 -205 0 0 0 -
    Not Optimal 18004
    S1 1 0 1 0 0
    S2 0 2 0 1 0 12
    R1 3 2 0 0 1 18
    M Technique – Max Objective Case

    Entering Variable Basic x1 x2 S1 S2 R1 Sol


    Z -303 -205 0 0 0 -
    x1 enters 18004
    S1 1 0 1 0 0
    S2 0 2 0 1 0 12
    R1 3 2 0 0 1 18
    M Technique – Max Objective Case

    Leaving Variable Basic x1 x2 S1 S2 R1 Sol Ratio


    Z -303 -205 0 0 0 -
    x1 enters 18004 4/1 = 4 min ratio
    S1 1 0 1 0 0
    S1 leaves S2 0 2 0 1 0 12 12/0 = INV Ignore
    R1 3 2 0 0 1 18 18/3 = 6
    M Technique – Max Objective Case
    Pivot lement

    Basic x1 x2 S1 S2 R1 Sol Ratio


    Computation
    Z -303 -205 0 0 0 -
    x1 enters 18004 4/1 = 4 min ratio
    S1 1 0 1 0 0
    S1 leaves S2 0 2 0 1 0 12 12/0 = INV Ignore
    R1 3 2 0 0 1 18 18/3 = 6
    Current Pivot Row
    Z
    New Pivot Row x1
    S2
    R1

    New Pivot Row = (Current Pivot Row ) / Pivot Element


    New Z-Row = (1 0 1 0 0 4) / 1
    New Z-Row = (1 0 1 0 0 4)
    M Technique – Max Objective Case

    Basic x1 x2 S1 S2 R1 Sol Ratio


    Computation
    Z -303 -205 0 0 0 -
    x1 enters 18004 4/1 = 4 min ratio
    S1 1 0 1 0 0
    S1 leaves S2 0 2 0 1 0 12 12/0 = INV Ignore
    R1 3 2 0 0 1 18 18/3 = 6
    Z
    x1 1 0 1 0 0 4
    S2
    R1
    M Technique – Max Objective Case

    Basic x1 x2 S1 S2 R1 Sol Ratio


    Computation
    Z -303 -205 0 0 0 -
    x1 enters 18004 4/1 = 4 min ratio
    S1 1 0 1 0 0
    S1 leaves S2 0 2 0 1 0 12 12/0 = INV Ignore
    R1 3 2 0 0 1 18 18/3 = 6
    Z 0 -205 303 0 0 -588
    x1 1 0 1 0 0 4
    S2
    R1
    New Z Row = (Current Z Row ) – (-303) * (Pivot Row)
    New Z-Row = (-303 -205 0 0 0 -1800) – (-303) * (1 0 1 0 0 4)
    New Z-Row = (-303 -205 0 0 0 -1800) + (303 0 303 0 0 1212)
    New Z-Row = ( 0 -205 303 0 0 0 -588)
    M Technique – Max Objective Case

    Basic x1 x2 S1 S2 R1 Sol Ratio


    Computation
    Z -303 -205 0 0 0 -
    x1 enters 18004 4/1 = 4 min ratio
    S1 1 0 1 0 0
    S1 leaves S2 0 2 0 1 0 12 12/0 = INV Ignore
    R1 3 2 0 0 1 18 18/3 = 6
    Z 0 -205 303 0 0 -588
    x1 1 0 1 0 0 4
    S2 0 2 0 1 0 12
    R1
    New S2 Row = (Current S2 Row ) – (0) * (Pivot Row)
    New S2 Row = (0 2 0 1 0 12) – (0) * (1 0 1 0 0 4)
    New S2 Row = (0 2 0 1 0 12)
    M Technique – Max Objective Case

    Basic x1 x2 S1 S2 R1 Sol Ratio


    Computation
    Z -303 -205 0 0 0 -
    x1 enters 18004 4/1 = 4 min ratio
    S1 1 0 1 0 0
    S1 leaves S2 0 2 0 1 0 12 12/0 = INV Ignore
    R1 3 2 0 0 1 18 18/3 = 6
    Z 0 -205 303 0 0 -588
    x1 1 0 1 0 0 4
    S2 0 2 0 1 0 12
    R1 0 2 -3 0 1 6
    New R1 Row = (Current R1 Row ) – (3) * (Pivot Row)
    New R1 Row = ( 3 2 0 0 1 18) – (3) * (1 0 1 0 0 4)
    New R1 Row = (3 2 0 0 1 18) – (3 0 3 0 0 12)
    New R1 Row = (0 2 -3 0 1 6)
    M Technique – Max Objective Case

    Basic x1 x2 S1 S2 R1 Sol Ratio


    Computation
    Z -303 -205 0 0 0 -
    x1 enters 18004 4/1 = 4 min ratio
    S1 1 0 1 0 0
    S1 leaves S2 0 2 0 1 0 12 12/0 = INV Ignore
    R1 3 2 0 0 1 18 18/3 = 6
    Z 0 -205 303 0 0 -588
    x1 1 0 1 0 0 4
    S2 0 2 0 1 0 12
    R1 0 2 -3 0 1 6
    M Technique – Max Objective Case

    Basic x1 x2 S1 S2 R1 Sol Ratio


    Z -303 -205 0 0 0 -
    18004 4/1 = 4 min ratio
    S1 1 0 1 0 0
    S2 0 2 0 1 0 12 12/0 = INV Ignore
    R1 3 2 0 0 1 18 18/3 = 6
    Z 0 -205 303 0 0 -588
    Optimal ? x1 1 0 1 0 0 4
    S2 0 2 0 1 0 12
    NO R1 0 2 -3 0 1 6
    x2 enters
    R1 leaves
    M Technique – Max Objective Case

    Basic x1 x2 S1 S2 R1 Sol Ratio


    Z -303 -205 0 0 0 -
    18004 4/1 = 4 min ratio
    S1 1 0 1 0 0
    S2 0 2 0 1 0 12 12/0 = INV Ignore
    R1 3 2 0 0 1 18 18/3 = 6
    Z 0 -205 303 0 0 -588
    Computation x1 1 0 1 0 0 4
    S2 0 2 0 1 0 12
    R1 0 2 -3 0 1 6
    x2 enters
    Z 0 0 -4.5 0 102.5 27
    R1 leaves
    x1 1 0 1 0 0 4
    S2 0 0 3 1 -1 6
    x2 0 1 -1.5 0 0.5 3
    M Technique – Max Objective Case

    Basic x1 x2 S1 S2 R1 Sol Ratio


    Z -303 -205 0 0 0 -
    18004 4/1 = 4 min ratio
    S1 1 0 1 0 0
    S2 0 2 0 1 0 12 12/0 = INV Ignore
    R1 3 2 0 0 1 18 18/3 = 6
    Z 0 -205 303 0 0 -588
    Optimal ? x1 1 0 1 0 0 4
    S2 0 2 0 1 0 12
    NO R1 0 2 -3 0 1 6
    Z 0 0 -4.5 0 102.5 27
    x1 1 0 1 0 0 4
    S2 0 0 3 1 -1 6
    x2 0 1 -1.5 0 0.5 3
    M Technique – Max Objective Case

    Basic x1 x2 S1 S2 R1 Sol Ratio


    Z 0 0 -4.5 0 102.5 27
    x1 1 0 1 0 0 4
    S1 enters S2 0 0 3 1 -1 6
    S2 leaves x2 0 1 -1.5 0 0.5 3
    Z 0 0 0 1.5 101 36
    x1 1 0 0 -0.33 0.33 2
    S1 0 0 1 0.33 - 0.33 2
    x2 0 1 0 0.5 0 6
    M Technique – Max Objective Case

    Basic x1 x2 S1 S2 R1 Sol Ratio


    Optimal ? Z 0 0 -4.5 0 102.5 27
    x1 1 0 1 0 0 4
    YES S2 0 0 3 1 -1 6
    x2 0 1 -1.5 0 0.5 3
    Optimal Solution Z 0 0 0 1.5 101 36
    x1 1 0 0 -0.33 0.33 2
    X1 = 2 S1 0 0 1 0.33 - 0.33 2
    S1 = 2 x2 0 1 0 0.5 0 6
    X2 = 6

    Z = 36

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