NOORUL ISLAM UNIVERSITY

DEPARTMENT OF MATHMETICS

MA608 UNIT: I

OPERATIONS RESEARCH LINEAR PROGRAMMING TECHNIQUES PART A

MBA

1) Define a feasible region. Solution: A region in which all the constraints are satisfied simultaneously is called a feasible region. -----------------------------------------------------------------------------------------------------2) Define a feasible solution. Solution: A solution to the LPP which satisfies the non-negativity restrictions of the LPP is called a feasible solution. ------------------------------------------------------------------------------------------------------3) Define o timal solution. Solution: Any feasible solution which o timi!es the ob"ective function is called its o timal solution. ------------------------------------------------------------------------------------------------------#) $hat is the difference between basic solution and basic feasible solution% Solution: &iven a system of m linear e'uations with n variables (m)n)* the solution obtained by setting n-m variables e'ual to !ero and solving for the remaining m variables is called a basic solution. A basic solution in which all the basic variables are non-negative is called a basic feasible solution. -----------------------------------------------------------------------------------------------------+) Define unbounded solution. Solution: ,f the values of the ob"ective function - can be increased or decreased indefinitely* such solutions are called unbounded solutions. ------------------------------------------------------------------------------------------------------.) $hat are slac/ and sur lus variables% Solution:

0he non-negative variable which is added to L12 of the constraint to convert the ine'uality into an e'uation is called slac/ variable.

a
j =1 n

ij i

x + si = bi (i = 1* 2*...* m) where si are called slac/ variables.

0he non-negative variable which is subtracted from the L12 of the constraint to convert the ine'uality into an e'uation is called sur lus variable.

a
j =1

ij i

x si = bi (i = 1* 2*...* m) where si are called sur lus variables.

--------------------------------------------------------------------------------------------------3) $hat is meant by o timality test in a LPP% Solution: 4y erforming o timality test we can find whether the current feasible solution can be C j row. ,n the case of a im roved or not. 0his is ossible by finding the Z j
C j are nonnegative* then the current solution is ma5imi!ation roblem if all Z j o timal. --------------------------------------------------------------------------------------------------------6) $hat are the methods used to solve an LPP involving artificial variables% Solution:

i) 4ig 7 method or enalty cost method ii) 0wo- hase sim le5 method ----------------------------------------------------------------------------------------------------------8) Define artificial variable Solution: Any non negative variable which is introduced in the constraint in order to get the initial basic feasible solution is called artificial variable. ------------------------------------------------------------------------------------------------------19) $hen does an LPP osses a seudo-o timal solution% Solution: An LPP ossesses a seudo-o timal solution if at least one artificial variable is in the basis at ositive level even though the o timality conditions are satisfied. ------------------------------------------------------------------------------------------------------11) $hat is degeneracy% Solution: 0he conce t of obtaining a degenerate basic feasible solution in a LPP is /nown as degeneracy. ,n the case of a 4:2* all the non basic variables have !ero value. ,f some basic variables also have !ero value* then the 4:2 is said to be a degenerate 4:2. ------------------------------------------------------------------------------------------------------------

12) 1ow to resolve degeneracy in a LPP% Solution: a) Divide each element of the rows (with tie) by the ositive coefficients of the /ey column in that row. b) ;om are the resulting ratios* column by column* first in the identity and then in the body from left to right. c) 0he row which first contains the smallest ratio contains the leaving variable. -----------------------------------------------------------------------------------------------------------13) Define dual of LPP. Solution: :or every LPP there is a uni'ue LPP associated with it involving the same data and closely related o timal solution. 0he original roblem is then called the rimal roblem while the other is called its dual roblem. ,f the rimal roblem is 7a5imi!e - < ;= sub"ect to A= b =9 0hen the dual is 7inimi!e -> < b 0Y sub"ect to A 0 ? C T ?9 -----------------------------------------------------------------------------------------------------------1#) 2tate the characteristics of canonical form. Solution: 0he characteristics of canonical form are i) 0he ob"ective function is of ma5imi!ation ty e ii) All constraints are @ A ty e iii) All variables =i are non negative. --------------------------------------------------------------------------------------------------------1+) 2tate the characteristics of standard form. Solution: 0he characteristics of standard form are i) 0he ob"ective function is of ma5imi!ation ty e ii) All constraints are e5 ressed as e'uations iii) B12 of each constraint is non- negative iv) All variables =i are non-negative. -----------------------------------------------------------------------------------------------------------1.) Define basic feasible solution

Solution: &iven a system of m linear e'uations with n variables (m)n)* the solution obtained by setting n-m variables e'ual to !ero and solving for the remaining m variables is called a basic solution. A basic solution in which all the basic variables are non-negative is called a basic feasible solution. --------------------------------------------------------------------------------------------------13) Define non-degenerate solution Solution: A non-degenerate basic feasible solution is the basic feasible solution which has e5actly m ositive =i (i < 1* 2*------m) ie* none of the basic variables are !ero. ------------------------------------------------------------------------------------------------------16) Define degenerate solution Solution: A basic feasible solution is said to be degenerate if one or more basic variables are !ero. ------------------------------------------------------------------------------------------------------18) $rite the general mathematical model of LPP in matri5 form. Solution: 7a5 or 7in - < ;= ) b 2ub"ect to A= ( = = 9 -------------------------------------------------------------------------------------------------29) Define basic solutionC Solution: &iven a system of m linear e'uations with n variables (m)n)* the solution obtained by setting n-m variables e'ual to !ero and solving for the remaining m variables is called a basic solution. ------------------------------------------------------------------------------------------------------PART B 1. Dgg contains . units of vitamin A er gram and 3 units of vitamin 4 er gram and cost 12 aise er gram. 7il/ contains 6 units of vitamin A er gram and 12 units of vitamin 4 er gram and costs 29 aise er gram. 0he daily minimum re'uirement of vitamin A and vitamin 4 are 199 units and 129 units res ectively. :ind the o timal roduct mi5. :ormulate this roblem as a LPP. Solution: Let 51 < number of grams of eggs to be consumed

52 < number of grams of mil/ to be consumed 0he LPP isC7in - < 12 51 + 29 5 2 2ub"ect to . x1 + 6 x2 199 3 x1 + 12 x2 129 x1 * x2 9 --------------------------------------------------------------------------------------------------2. $rite the rocedure of the gra hical method% Solution: Ste !: ;onsider each ine'uality constraint as e'uation. Ste ": Plot each e'uation on the gra h* as each will geometrically re resent a straight line. Ste #: 7ar/ the region. ,f the ine'uality constraint corres onding to a line is ty e then the region below the line lying in the first 'uadrant is shaded. :or the ine'uality constraint ty e* the region above the line in the first 'uadrant is shaded. 0he oints lying in the common region will satisfy all the constraints simultaneously. 0he common region is the feasible region. Ste $: Plot the ob"ective function by assuming - < 9. 0his will be a straight line assing through the origin. As the value of - is increased from !ero* the line starts moving* arallel to itself. 7ove the line till it is farthest away from the origin for ma5imi!ation of the ob"ective function. :or a minimi!ation roblem the line will be nearest to the origin. A oint of the feasible region through which this line asses will be the o timal oint. Ste %: Alternatively find the co-ordinates of the e5treme oints of the feasible region and find the value of the ob"ective function at each of these e5treme oints. 0he oint at which the value is ma5imum (or minimum) is the o timal oint and its coordinates give the o timal solution. --------------------------------------------------------------------------------------------------3. $rite the rocedure of the big 7 method% Solution: Ste !: D5 ress the roblem in the standard form. Ste ": Add non-negative artificial variables to the left side of each of the e'uations corres onding to constraints of the ty e or < . Assign a very large enalty cost (-7 for 7a5imi!ation and 7 for 7inimi!ation) with artificial variables in the ob"ective function.

Ste #: 2olved the modified LPP by sim le5 method* until any one of the three cases that may arise. 1. ,f no artificial variable a ears in the basis and the o timality conditions are satisfied* then the current solution is an o timal basic feasible solution. 2. ,f at least one artificial variable in the basis is at !ero level and the o timality condition is satisfied then the current solution is an o timal basic feasible solution (though degenerate). 3. ,f at least one artificial variable a ears in the basis at ositive level and the o timality condition is satisfied then the original roblem has no feasible solution .0he solution satisfies the constraints but does not o timi!e the ob"ective function* since it contains very large enalty 7 and it is called seudo o timal solution. --------------------------------------------------------------------------------------------------#. 2olve the following LPP by gra hical method. 7inimi!e - < 29 51 + 19 5 2 2ub"ect to
51 + 25 2 #9 351 + 5 2 39 #51 + 35 2 .9 E 51 * 5 2 9

Solution: Be lace all the ine'ualities of the constraints by e'uation

51 + 2 5 2 = #9 if
51 = 9 5 2 = 29 5 2 = 9 51 = #9

asses through (9*29)(#9*9) 351 + 5 2 = 39 asses through (9*39)(19*9) #51 + 35 2 = .9 asses through (9*29)(1+*9) Plot each e'uation on the gra h. 0he feasible region is A4;D. ; and D are oints of intersection of lines 51 + 25 2 = #9 * 351 + 5 2 = 39 * and #51 + 35 2 = .9 * 51 + 5 2 = 39 Fn solving we get ; < (#* 16) D < (.* 12)

51 + 25 2 = #9

;orner oints A (1+*9)

Galue of - < 29 51 + 195 2 399

4 (#9*9) ; (#*16) D (.*12)

699 2.9 2#9 minimum value

0he minimum value of - occurs at D (.* 12). 1ence the o timal solution is 51 = .* 5 2 = 12 .

(0, 30) C (0, 20) D

(10, 0)

A(15, 0)

B(40, 0)

------------------------------------------------------------------------------------------------------+. 2olve by the dual sim le5 method the following LPP 7in - < +51 + .5 2 . 2ub"ect to 51 + 5 2 2
# 51 + 5 2 # 51 * 5 2 9

Solution: 4y introducing slac/ variables 21 * 2 2 we get the standard form of LPP as given below. 7a5 - < +51 .5 2 + 9s1 + 9s 2 2ub"ect to

 x1 x2 + s1 = 2 # x1 x2 + s2 = # x1 * x2 * s1 * s2 9 ,nitial table
;H
;4

-+
=1

-.
=2

9
21

9
22

4
21

=4

9
9

-2 -# 9

-1 -# 9 +

-1 -1 9 .

1 9 9 9

9 1 9 9

22

-H
-H ;H

2ince all - H ; H 9 o timality conditions are satisfied. 2ince all =4i ) 9* the current solution is not a basic feasible solution. 2ince =42 < -# is most negative* the basic variable 22 leaves the basis. 2ince 7a5 I+J-#* .J-1K < -+J#* =1 enters the basis. :irst iterationC Dro 22 and introduce =1
;H
;4

-+
=4 =1

-.
=2

9
21

9
22
1 #

4
21 51

9
-+

-1 1 -+

9
3 #

1
1 #

1 -+

9 9

1 #

-H
-H ;H

+ #

+ #

9 18

+ #

2ince all - H ; H 9 o timality conditions are satisfied. 2ince some

=4i ) 9 the current solution is not a basic feasible solution. 21 leaves the current basis. 2ince 7a5 I18J-3* +J-1K <+J-1* 22 enters the basis.

2econd iterationC
;H
;4

-+
=1

-.
=2

9
21

9
22

4
22

=4

9 -+

# 2 -19

9 1 -+ 9

3 1 -+ 1

-# -1 + +

1 9 9 9

51

-H
-H ;H

2ince all - H ; H 9 and all =4i 9* the current basic feasible solution is o timum. 0he o timal solution is - < 19* 51 < 2. --------------------------------------------------------------------------------------------------

PART C 1. $rite the algorithm of sim le5 method% Solution: Ste !: ;hec/ whether the ob"ective function of the given LPP is to be ma5imi!ed or minimi!ed. ,f it is to be minimi!ed then we convert it into a roblem of ma5imi!ation by 7in - < - 7a5 (--) Ste ": ;hec/ whether all bi are ositive. ,f any one of bi is negative then multi ly the ine'uation of the constraint by -1 so as to get all bi to be ositive. Ste #: D5 ress the roblem in standard form by introducing slac/Jsur lus variables* to convert the ine'uality constraints into e'uations. Ste $: Fbtain an initial basic feasible solution to the roblem in the form =4 < B&!b and ut it in the first column of the sim le5 table.

Ste %: ;om ute the net evaluations - H ; H by using the relation Z J CJ = CB X J C J . D5amine the sign of - H ; H . (i) ,f all Z J CJ 9 * then the current 4:2 is the o timal solution. (ii) ,f at least one Z J CJ < 9 * then roceed to the ne5t ste . Ste 6: ,f there are more than one negative - H ; H choose the most negative them. Let it be Z r Cr . (i) ,f all X ir 9(i = 1* 2*.....m) then there is an unbounded solution to the given roblem. (ii) ,f at least one X ir > 9(i = 1* 2*.....m) then the variable =r (/ey column) enters the basis. X Ste ': ;om ute the ratio Bi J X ir > 9 . Let the minimum of these ratios be X ir X Bk . 0hen choose the variable =/ (/ey row) to leave the basic. 0he element X kr at the intersection of the /ey column and the /ey row is called the /ey element. Ste 8: :orm a new basis by dro ing the leaving variable and introducing the

entering variable along with the associated value under ;4 column. ;onvert the leading element to unity by dividing the /ey row by the /ey element and convert all other elements in the sim le5 table by using the formula Lew element < Fld element M I( roduct of elements in /ey row and /ey column) J /ey elementK &o to 2te + and re eat the rocedure until either an o timal solution is obtained or there is an indication of unbounded solution. -------------------------------------------------------------------------------------------------2. 2olve the following LPP using sim le5 method 7a5 - < 1+51 + .5 2 + 85 3 + 25 # 2ub"ect to 2 x1 + x2 + + x3 + . x# 29 3 x1 + x2 + 3x3 + 2+ x# 2# 3 x1 + x# 39 E x1 * x2 * x3 * x# 9

Solution: Bewrite the ine'uality of the constraint into an e'uation by adding slac/ variables 21 * 2 2 and23 the LPP becomes* 7a5 - < 1+51 + .5 2 + 8 5 3 + 2 5 # + 9.21 + 9.2 2 + 9.23 2ub"ect to
2 51 + 5 2 + +5 3 + .5 # + 21 = 29 351 + 5 2 + 35 3 + 2+5 # + 2 2 = 2# 3 51 + 5 # + 23 = 39 E 51 * 5 2 * 5 3 * 5 # * 21 * 2 2 * 23 9

,nitial basic feasible solution is 21<29 22<2# 23<39 ,nitial sim le5 table

;"
;4

1+

=4 =1

=2 =3 =# 21 22 23 7in
=4 =1

9 9 9

21 22 23 -" -H-;H

29 2# 39 9

2 3 3 9 1+

1 1 9 9 -.

+ 3 9 9 -8

9 1 9 9 9

9 9 1 9 9

19 6 19

2+ 9 1 9 -2 9 9 9

2ince all - H ; H 9 and the current basic feasible solution is not o timum. :irst iterationC =1 enters the basis and 22 leaves the basis.

=4 # 6 1# 12 9

=1 =2 9 1 9
1 3

=3 =# 3 1 -3 1+ 12+ . 123
32 3

21 22 1 9 9 9 9
2 3

23 9 9 1 9

7in X 2 12 2# -

XB

9 1+ 9

21 =1 23 -H -H-;H

13 3 3

2+ 3 132 3

13 3 3

1+ + 9 -1

+ +

2ince some - H ; H 9 the current basic feasible solution is not o timum 2econd iterationC =2 enters the basis and 21 leaves the basis. 0he new table is

;4 4 . 1+ 9 =2 =1 23 -" -H-;H

=4 12 # #2 13 2

=1 =2 =3 =# 9 1 9 1 9 9 8 -2 -32

21 22 23 3 -2 9 9

+3J3 -1 1 3 3 3

1# 132 2# 83 1+ 81

-3 1 3 3 9 9

1+ . 9 9

2ince all - H ; H 9 and the current basic feasible solution is o timum and is given by 7a5 - < 132* =1 < #* =2 < 12* =3 < 9* =# < 9. -------------------------------------------------------------------------------------------------3. 2olve by the big 7 method 7inimi!e - < #51 + 35 2 2ub"ect to
2 51 + 5 2 19 351 + 2 5 2 . 51 + 5 2 . E 51 * 5 2 9

Solution: &iven 2ub"ect to 7inimi!e - < # 51 + 35 2

2 51 + 5 2 19 351 + 2 5 2 . 51 + 5 2 . E 51 * 5 2 9

0hat is

7a5 - < # 51 35 2

2ub"ect to
2 51 + 5 2 19 351 + 2 5 2 . 51 + 5 2 . E 51 * 5 2 9

4y introducing the non negative slac/* sur lus and artificial variables* the standard form of the LPP is 7a5 - < # 51 35 2 + 9.s1 + 9.s 2 7B 1 7B 2 2ub"ect to
2 51 + 5 2 s1 + B 1 = 19 351 + 2 5 2 + s 2 = . 51 + 5 2 s 3 + B 2 = . E 51 * 5 2 * s1 * s 2 * s 3 * B 1 * B 2 9

,nitial basic feasible solution is B1<19 B2<. 22<. ,nitial iterationC ;" -# -3 9 9 9 -7 -7

;4

=4 19 . .

=1 2 -3 1

=2 1 2 1

21 22 23 B1 B2 7in -1 9 9 9 1 9 9 9 1 9 9 9 1 9 + .

-7 B1 9 22

-7 B2
- " ; "

-1 9 7 9

-1.7 -37N# -27N3 7 9

2ince some - H ; H 9 and the current basic feasible solution is not o timum.

:irst iterationC ;" -# -3 9 9 9 -7 -7

;4 -# 9

4 51 22

=4 + 21 1

=1 =2 1 9 9 1J2 3J2 O 7+2 2

21 -1J2 -3J2 1J2

7 +# 2

22 23 B2 7in 9 1 9 9 9 9 9 9 19 #2J3 2

-7 B2
- " ; "

-1 1 7 9

-7-29 9

2ince some - H ; H 9 and the current basic feasible solution is not o timum. 2econd iterationC ;" -# -3 9 9 9

;4 4 -# 9 -3 =1 22 52
- " ; "

=4 # 1# 2 22

=1 =2 21 22 23 1 9 9 9 9 9 1 9 -1 9 -+ 1 1 1 9 9 1 3 -2 2

2ince all - H ; H 9 the current basic feasible solution is o timum. and is given by 7in - < 22* =1 < #* =2 < 2. -----------------------------------------------------------------------------------------------------------#. Pse two hase sim le5 method to 7a5 - < +51 + 35 2 2ub"ect to

251 + 5 2 1 51 + # 5 2 . E 51 * 5 2 9

Solution: 4y introducing the non negative slac/* sur lus and artificial variables* the standard form of the LPP is 7a5 - < +51 + 35 2 + 9.s1 + 9.s 2 B 1 2ub"ect to
2 x1 + x2 + s1 = 1 x1 + x2 s2 + R1 = . E x1 * x2 * s1 * s2 * R1 9

,nitial basic feasible solution is 21<1 B1<. ,nitial iterationC ;" 9 9 9 9 -1

;4 4 9 -1 21 B1
- " ; "

=4 =1 =2 21 22 B1 7in 1 . -. 2 1 -1 1 # -# 1 9 9 9 9 1 .J#

-1 1 1 9

2ince some - H ; H 9 and the current basic feasible solution is not o timum.

:irst iterationC ;" ;4 4 9 -1 52 B1

- " ; "

-1

-1

=4 =1 =2 21 22 B1 1 2 -2 2 -3 3 1 9 9 1 9 9

-# -1 1 # 1 9

2ince all - H ; H 9 and the current basic feasible solution is o timal to the au5iliary LPP. 2ince an artificial variable is in the current basis at ositive level* the given LPP has no feasible solution. -----------------------------------------------------------------------------------------------------+. Pse dual sim le5 method to solve the LPP 7a5 - < 351 25 2 2ub"ect to
51 + 5 2 1 51 + 5 2 3 51 + 2 5 2 19 52 3 E 51 * 5 2 9

Solution: 0he given LPP is 7a5 - < 351 25 2 2ub"ect to

 51 5 2 1 51 + 5 2 3 51 2 5 2 19 52 3 E 51 * 5 2 9

4y introducing the non negative slac/ variables s1* s2* s3 and s# the LPP becomes 7a5 - < 351 2 5 2 + 9.s1 + 9.s 2 + 9.s 3 + 9.s # 2ub"ect to
x1 x 2 + s1 = 1 x1 + x 2 + s 2 = 3 x1 2 x 2 + s 3 = 19 x2 + s# = 3 E x1 * x 2 * s1 * s 2 * s 3 * s # 9

,nitial iteration 4:2 is 21 < -1* 22<3* 23 <-19* 2#<3

,nitial ,terationC ;4 4 9 9 9 9 21 22 23 2#
- " ; "

=4 -1 3 19 3 9

=1 =2 21 22 23 2# -1 1 -1 9 3 -1 1 -2 1 2 1 9 9 9 9 9 1 9 9 9 9 9 1 9 9 9 9 9 1 9

:irst iteration ;4 4 9 9 -2 9 21 22 52 2#
- " ; "

=4 # 2 + -2 19

=1

=2 21 22 23 1 9 9 9 9 9 1 9 9 9

2#

-1J2 9 1J2 1J2 9 1

-1J2 9 1J2 9

-1J2 9 1J2 1 1 9

-1J2 9 2 9

2econd iterationC ;4 4 9 9 -2 -3 21 22 52 51
- " ; "

=4 2 9 3 # 16

=1 =2 21 22 23 2# 9 9 9 1 9 9 9 1 9 9 1 9 9 9 9 9 1 9 9 9 -1 -1 1 9 1 1

-1 -2 3 #

2ince all - H ; H 9 the current basic feasible solution is o timum and is given by 7in - < -16* =1 < #* =2 < 3. ----------------------------------------------------------------------------------------------------------