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Linear Algebra & Optimization: BITS Pilani

This document provides an overview of a course on linear algebra and optimization. It outlines the topics that will be covered, including formulation of linear programs, various solution methods like the graphical method, simplex method and artificial variable methods, interpretation and sensitivity analysis, duality, and post-optimality analysis. It provides examples of solving linear programs using the primal simplex method and dual simplex method. It also discusses the relationships between optimal solutions of the primal and dual problems and the importance of the dual method when the number of constraints is greater than the number of variables.

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manoj kumar sethy
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262 views26 pages

Linear Algebra & Optimization: BITS Pilani

This document provides an overview of a course on linear algebra and optimization. It outlines the topics that will be covered, including formulation of linear programs, various solution methods like the graphical method, simplex method and artificial variable methods, interpretation and sensitivity analysis, duality, and post-optimality analysis. It provides examples of solving linear programs using the primal simplex method and dual simplex method. It also discusses the relationships between optimal solutions of the primal and dual problems and the importance of the dual method when the number of constraints is greater than the number of variables.

Uploaded by

manoj kumar sethy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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LINEAR ALGEBRA &

OPTIMIZATION

BITS Pilani
Pilani Campus
BITS Pilani
Hyderabad Campus

Contact Session 10
Overview of the Course Handout

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956


Introduction

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956


LPP Model - Outline
 Introduction
 Formulation of LP
 Solution
o Graphical Method
o Simplex Method
o Artificial Variable Method
1) Big – M Method
2) Two Phase Method
 Interpretation and Sensitivity Analysis
 Duality
 Post-Optimality Analysis

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956


Duality or Dual Problem

 Dual problem is an LP defined directly and systematically


from the primal (original) LP model.

 Solution to one provides solution to other

BITS Pilani, Pilani Campus


Duality in LPP

BITS Pilani, Pilani Campus


Cont…

BITS Pilani, Pilani Campus


PRIMAL DUEL
RELATIONSHIPS
• These relationships will form the basis for the
economic interpretation of the LP model and
post-optimality analysis.
• Optimal solution of (primal or dual ) directly yields (with
little additional computations) , the optimal solution to
other.
• Dual (dual) = primal. So, dual solution can be used to
yield the optimal primal solution automatically.

BITS Pilani, Pilani Campus


IMPORTANCE OF DUAL
METHOD

If in LP model : no. of variables is considerably smaller
than the number of constraints ,


solving dual will save lot of computation time because
amount of simplex computation depends largely on the
number of constraints.

BITS Pilani, Pilani Campus


Problem

BITS Pilani, Pilani Campus


Solution

Basic Y1 Y2 S1 S2 S3 RHS Ratio


S1 1 0 1 0 0 4
S2 0 1 0 1 0 3
S3 1 1 0 0 1 6
W -2 -5 0 0 0 0

BITS Pilani, Pilani Campus


Cont..

Basic Y1 Y2 S1 S2 S3 RHS Ratio


S1 1 0 1 0 0 4
y2 0 1 0 1 0 3
S3 1 0 0 -1 1 3
W -2 0 0 5 0 15

BITS Pilani, Pilani Campus


Cont..

Basic Y1 Y2 S1 S2 S3 RHS Ratio


S1 0 0 1 1 -1 1
Y2 0 1 0 1 0 3
Y1 1 0 0 -1 1 3
W 0 0 0 3 2 21

BITS Pilani, Pilani Campus


Cont…

S1=0, s2= 3, s3= 2 W(max) =21

X1= 0, x2= 3,x3= 2 Zmin=21

BITS Pilani, Pilani Campus


Using duality solve the
following problem

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956


Solution

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956


Dual Simplex Algorithms

Dual simplex algorithm :


1. Starts with a better with the optimal but infeasible basic
solution.
2. Successive iterations remain infeasible and better than
optimal ,
3. until feasibility is restored at the last iteration.

BITS Pilani, Pilani Campus


Dual Simplex method

 Optimality and feasibility conditions are designed to


preserve the optimality of the basic solutions while
moving the solution iterations towards feasibility.
 The constraints are converted into less than or equal to
type and the objective function converted into
minimization if not so already.

BITS Pilani, Pilani Campus


Use the Dual simplex
method

BITS Pilani, Pilani Campus


Solution

BITS Pilani, Pilani Campus


Solution

BV X1 X2 X3 S1 S2 S3 RHS

S1 -2 -3 -5 1 0 0 -2

S2 3 1 7 0 1 0 3

S3 1 4 6 0 0 1 5

Z -2 -2 -4 0 0 0 0

Ratio

BITS Pilani, Pilani Campus


X1=0, x2 =2/3, x3= 0, z=4/3
BV X1 xx1x X2
Solution X3 S1 S2 S3 RHS

X2 2/3 1 5/3 -1/3 0 0 2/3

S2 7/3 0 16/3 1/3 1 0 7/3

S3 -5/3 0 -2/3 4/3 0 1 7/3

Z -2/3 0 -2/3 -2/3 0 0 4/3

BITS Pilani, Pilani Campus


Use the Dual simplex
method

BITS Pilani, Pilani Campus


Post Optimal Analysis

Word File

BITS Pilani, Pilani Campus


THANK YOU

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