Unit 1ont New Updated
Unit 1ont New Updated
Linear Programming
Unit: 1
Qualifications :
Ph. D
Ph.D. Thesis : SOME NEW VARIANTS OF GRAPH LABELING AND
THEIR APPLICATIONS
International Journal Publications: 7
Book Chapter: 1
Teaching Experience: 5 years
SEMESTER-IV
Periods Evaluation Schemes End
Total Credit
Subject Semester
S. No. Subject
Code
L T P CT TA TOTAL PS TE PE
TOTAL 1100 24
CO5: Solve the problems of Time & Work, Pipe & Cistern, Time, Speed & K3
Distance, Boat &Stream, Analogy.
Program Outcome
PSO1 The ability to identify, analyze real world problems and design
their ethical solutions using artificial intelligence, robotics,
virtual/augmented reality, data analytics, block chain technology,
and cloud computing
PSO2 The ability to design and develop the hardware sensor devices
and related interfacing software systems for solving complex
engineering problems.
PSO3 The ability to understand inter disciplinary computing techniques
and to apply them in the design of advanced computing.
PSO4 The ability to conduct investigation of complex problem with the
help of technical, managerial, leadership qualities, and modern
engineering tools provided by industry sponsored laboratories.
H L M L
CO.1
L M L M
CO.2
M M M M
CO.3
H M M M
CO.4
H M M M
CO.5
SECTION – A CO
1. Attempt all parts- [10×1=10]
• Introduction
• Mathematical formulation of LP Models.
• Graphical Method.
• Description of simplex method.
• Big-M method.
• Two phase method.
• Alternative optimum solutions.
• Unbounded solutions.
• Degeneracy.
• Duality in LPP.
Basic Definition:
Slack Variable: In linear programming , a slack variable is referred
to as an additional variable that has been introduced to the
optimization problem to turn a inequality constraint into an equality
constraint. ... As a result a slack variable is always positive since this
is a requirement for variables in the simplex method.
Surplus Variable: In an optimization problem, a surplus variable or
negative slack variable is a variable that is subtracted to an
inequality constraint to transform it into an equality. Introducing a
surplus variable replaces an inequality constraint with an equality :
constraint and a non-negativity constraint on the surplus variable.
Degeneracy: Degeneracy in a linear programming problem is said to
occur when a basic feasible solution contains a smaller number of
non-zero variables
Faculty Name: Dr. Sarang Sadawarte
02/25/2025 24
Unit Number 1
Linear programming Problems(LPP) (CO1)
Example:
max z = 6x1 + 4x2
x 1 x2 ≥ 0
LPP Canonical form: of standard LPP is a set of equations consisting
of the 'objective function' and all the 'equality constraints' (standard
form of LPP) expressed in canonical form. Understanding the
canonical form of LPP is necessary for studying simplex method,
the most popular method of solving LPP.
From the table, each unit of A and B requires 1 unit of Milk. The total
amount of Milk available is 5 units.
To represent this mathematically, x+y ≤ 5
Also, each unit of A and B requires 3 units & 2 units of Choco
respectively. The total amount of Choco available is 12 units.
To represent this mathematically, 3x+2y ≤ 12
Also, the values for units of A can only be integers. So we have two
more constraints, x ≥ 0 & y ≥ 0
For the company to make maximum profit, the above inequalities have to
be satisfied.
This is called formulating a real-world problem into a mathematical
model.
From the table, each unit of A and B requires 1 unit of Milk. The total
amount of Milk available is 5 units.
To represent this mathematically, x+y ≤ 5
Also, each unit of A and B requires 3 units & 2 units of Choco
respectively. The total amount of Choco available is 12 units.
To represent this mathematically, 3x+2y ≤ 12
Also, the values for units of A can only be integers. So we have two
more constraints, x ≥ 0 & y ≥ 0
For the company to make maximum profit, the above inequalities have to
be satisfied.
This is called formulating a real-world problem into a mathematical
model.
Solution:
Step 1. Decision variables: completely describe the decisions to be
made (in this case, by Manager). Manager must decide how many
corrugated and ordinary cartons should be manufactured each week.
With this in mind, he has to define:
Let be the number of corrugated boxes to be manufactured. be the
number of carton boxes to be manufactured.
Step 2. Objective function is the function of the decision variables
that the decision maker wants to maximize (revenue or profit) or
minimize (costs). Manager can concentrate on maximizing the total
weekly profit (Z).
Here
(0,0) 0
(50,0) 350
(30,40) 410
(0,80) 400
values of x1 and x2 .
Therefore, we conclude that to maximize profit, 15 numbers of
corrugated boxes and 30 numbers of carton boxes should be produced to
get a maximum profit. Substituting x1 = 15 and x2 = 30 in objective
function, we get Zmax = 6x1 + 4x2 = 6(15) + 4(30)
Maximum profit : Rs. 210.00
In practice, most problems contain more than two variables and are
consequently too large to be tackled by conventional means.
Therefore, an algebraic technique is used to solve large problems
using Simplex Method. This method is carried out through iterative
process systematically step by step, and finally the maximum or
minimum values of the objective function are attained.
Step 6: Find the ratio between the solution value and the coefficient of
the key column. Enter the values in the minimum ratio column.
Step 7: Take the minimum positive value available in the minimum ratio
column to identify the key row. (The corresponding variable is the
leaving variable of the table).
Step 8: The intersection element of the key column and key row is the
pivotal element.
Step 9: Construct the next iteration table by eliminating the leavin
variable and introducing the entering variable.
Step 10: Convert the pivotal element as 1 in the next iteration table and
compute the other elements in that row accordingly. This is the pivotal
equation row (not key row).
Step 11: Other elements in the key column must be made zero. For
simplicity, form the equations as follows: Change the sign of the key
column element, multiply with pivotal equation element and add the
corresponding variable.
Step 12: Check the values of objective function. If there are negative
values, the solution is not an optimal one; go to step 5. Else, if all the
values are positive, optimality is reached. Non-negativity for objective
function value is not considered. Write down the values of x1, x2,
……..xi and calculate the objective function for maximization or
minimization.
Note:
i. If there are no x1 ,x2 variables in the final iteration table, the
values of x1 and x2 are zero.
ii. Neglect the sign for objective function value in the final iteration table.
Faculty Name: Dr. Sarang Sadawarte
02/25/2025 61
Unit Number 1
Problem based on Simplex Method(CO1)
If the objective of the given problem is a maximization one, enter the co-
efficient of the objective function Zj with opposite sign as shown in
table. Take the most negative coefficient of the objective function and
that is the key column Kc. In this case, it is -6.
Find the ratio between the solution value and the key column
coefficient and enter it in the minimum ratio column.
The intersecting coefficients of the key column and key row are called
the pivotal element i.e. 2.
The variable corresponding to the key column is the entering element of
the next iteration table and the corresponding variable of the key row is
the leaving element of the next iteration table (In other words, x1 replaces
S4 in the next iteration table. Given indicates the key column, key row and
the pivotal element.)
Primal
Min.. Z = 10x1+15x2
Subject to constraints:
5x1+ 7x2 > 80
6x1 + 11x2 > 100
x1, x2 > 0
Solution:
Dual
Max.. Z’ = 80y1+100y2
Subject to constraints:
5y1 +6y2 < 10
7y1+ 11y2 < 15
y02/25/2025
1,y2 > 0
Faculty Name: Dr. Sarang Sadawarte
Unit Number 1
77
Daily Quiz(CO1)
These variables are fictitious and cannot have any physical meaning.
The artificial variable technique is a device to get the starting basic
feasible solution, so that simplex procedure may be adopted as usual
until the optimal solution is obtained. To solve such LPP there are two
methods.
Step 3 Solve the modified LPP by simplex method, until anyone of the
three cases may arise.
1. If no artificial variable appears in the basis and the optimality
conditions are satisfied, then the current solution is an optimal basic
feasible solution.
2. If at least one artificial variable in the basis at zero level and the
optimality condition is satisfied then the current solution is an optimal
basic feasible solution (though degenerated solution).
3. If at least one artificial variable appears in the basis at positive level
and the optimality condition is satisfied, then the original
problem has no feasible solution. The solution satisfies the constraints
but does not optimise the objective function, since it contains a very
large penalty M and is called pseudo optimal solution.
Subject to
,
where,
is a slack variable,
is a surplus variable
is an artificial variable.
Initial basic feasible solution
,
As M is a large positive number, the coefficient of M in the row would decide the
incoming basic variable.
As , becomes a basic variable in the next iteration.
Key column column.
Minimum (10/3/4/3) = 5/4{ because -1/3 is neg so we can not calculate the min
ratio}
Key row row Pivot element = 4/3.
departs and enters.
Iteration 3:
Faculty Name: Dr. Sarang Sadawarte
02/25/2025 88
Unit Number 1
Problem based on Big M Method(CO1)
1 5 0 0
Basic variable Solution values b(=)
B
0 5/4 0 3/4 1 5/2
3/4 1 1/4 0 3/2
5/4
Result:
The optimal solution is
Max
Phase I
Maximize Z = 0a + 0b + + 0 – 1A s.t.
2a + 4b + + 0 + 0A = 8
1a + 3b + + 1A = 9
and a, b, and A all ≥ 0.
Table: I. a = 0, b = 0, , A = 9 and Z = – Rs 9
i. Min
ii. Max.
Pick the correct option from glossary:
a. Big M Method
b. Slack Variable
c. Surplus Variable
d. Two Phase Method
2x +6 y ≤ 4
4x + 5y ≥ 5
Both x and y all ≥ 0.
8) Solve by Two phase method:
Maximize Z = 12x + 10y
s.t.
2x + 3y ≤ 8
5x + 4y ≥ 7
Both x and y all ≥ 0.
9). Solve by Two phase method:
Maximize Z = 7x + 5y
s.t.
6x + y ≤ 2
4x + y ≥ 3
Both x and y all ≥ 0.
10) write a short note on
a. Slack Variable
b. Surplus Variable
c. Degency
d. Unbounded
e. Fesible Solution
f. Duality
Text Books
1.Operation Research : Theory and Application by J.K Sharma.
2. Operation Research by Kanti Swarup, Man Mohan and P.K Gupta.
3. Operations Research: An Introduction, Global Edition
by Hamdy A. Taha Hamdy
4. Introduction to Operations Research by Hillier Lieberman
5. Rao S.S,”Optimization – Theory and applications”, Wiley Easter
Ltd., 1979.
6. Introduction to Linear Optimization by Dimitris Bertsimas & John
N. Tsitsiklis, Athena Scientific 1997
Reference Books
1.An introduction to Optimization by Edwin P K Chong, Stainslaw
Zak.
2. Operations Research Hillier F S and Lieberman G J, Holden Day
Inc., San Francisco.
3. Introduction to Linear and Non Linear Programming, David
G.Luerbeggan, Addison Wesley Publishing Co. 1973.
Thank You