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Simplex method
1. The essence of the method is that it goes from corner to corner along the edges of the
feasible set.
2. In general there are (n+m)!/n!m! Possible intersections. It is actually the count of number of
ways to choose n plane equations out of n+m.
3. The corner of the feasible set are the basic feasible solutions of Ax=b.
4. Remember A solution is basic when n of its n+m components are zero, and it is feasible
when it satisfies x>=0
5. Phase I of the simplex method finds one BFS and Phase II moves step by step to obtain
optimal x*.
6. A corner is said to be degenerate if more than the usual n components of x are zero.
Applications of LP
Out of numerous applications of LP, two of them feature vividly in our curriculum.
1. Transportation Problem
Purpose : Given supplies at n points and demands at n markets, choose shipments x ij from suppliers
to market that minimizes the total cost Cijxij. In simpler words, it is the means of finding least cost
means of shipping supplies from several origins to several destinations.
Min (Total Transportation Cost)
Destination
Demand
Roorkee
Bareilly
Dehradun
Haridwar
C11
C12
Cij
a1
Lucknow
C23
a2
Kanpur
a3 or ai
New Delhi
C31
C34
b1
b4 or bj
Availability
Origin
Types:
1. Balanced Transportation Problem Total demand/requirement = Available Supplies.
Write ui along rows and vj along columns of IBFS obtained from Step 1.
Assign u1=0. There are only two varieties of cells in our matrix.
Occupied/Allocated cells Use Cij=ui+vj. To obtain values of u & v.
Unoccupied cells Use Cij-(ui+vj) to obtain values for the cell.
If all the resulting values in unoccupied cells turn out to be +ve, Optimal Solution reached.
If there is a negative value in some cell, introduce at the location.
Form a loop, get values. [Refer notebook]
Reiterate till you get all non-negative values.
If you get a 0 at some location and all others as positive, it implies that there is an alternative
optimum. Solve for that.
If you are not able to get number of assignments = number of persons. Follow the
procedure stated below to create a new Assignment Matrix Tick all unassigned rows.
If a ticked row has a 0, then tick the corresponding column.
If a ticked column has an assignment, then tick the corresponding row.
Repeat Step 2 & 3 till no more ticking is possible.
Draw a line through unticked rows & ticked columns.
The number of lines represent the number of assignments possible.
Find the smallest(say ) number which has no line passing through it.
Update the Cij matrix using the following changes
If the number has no lines passing through it : Cij = Cij -
If the number has one line passing through it : Cij = Cij - NO CHANGE
If the number has two lines passing through it : Cij = Cij +
Repeat till you get all the assignments.