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Operation Research Solution Procedures

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5 views14 pages

Operation Research Solution Procedures

Uploaded by

trueimrans1
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Solution Procedures


Operation Research (IT – 418)
Simplex Method


 Simplex Method (Maximization):
1. Objective Function: Express the objective function to be
maximized as a linear function of decision variables.
2. Constraints: Convert all inequality constraints into
equality constraints by introducing slack variables (for ≤
constraints).
3. Construct Initial Simplex Tableau.
4. Optimal Solution: Check if all the coefficients of the
objective row are non-negative, the current solution is
optimal, and the process can stop. (zj – cj ≥ 0)
Simplex Method



Simplex Method (Minimization):
1. Convert to a Maximization Problem:
Multiply the Objective Function by -1: Transforms the
minimization problem into a maximization problem.
Max Z′ = - Min Z
2. Constraints: Convert all inequality constraints into
equality constraints by introducing slack variables (for ≤
constraints).
3. Construct Initial Simplex Tableau.
4. Optimal Solution: Check if all the coefficients of the
objective row are non-negative, the current solution is
optimal, and the process can stop. (zj – cj ≥ 0)
Degeneracy in Simplex Method



Unbounded Solution Simplex Method


 If all the coefficients in the column are less
than or equal to zero, the problem is
unbounded.
Big M Method


1. Objective Function: Express the objective function to be
maximized as a linear function of decision variables.
2. Introduce Slack, Surplus, and Artificial
Variables:
 For each constraint:
 Add slack variables for ≤ constraints.
 Add surplus variables for ≥ constraints.
 Introduce artificial variables for any constraints
that require them (typically ≥ or = constraints).
 Assign –M value to artificial variables.
Big M Method


 Steps for Big M Method:
 Case I : If no artificial variable appear in the basis and
optimality conditions are satisfied, then feasible solution.
 Case II : If at least one artificial variable is appear in the
basis at zero level and optimality conditions are satisfied,
then feasible solution.
 Case III : If at least one artificial variable is appear in the
basis at positive level and optimality conditions are
satisfied, then no feasible solution.
Two Phase Method


 Phase I : Auxiliary LPP

 Step 1:
1. Introduce Slack, Surplus, and Artificial Variables:
For each constraint:
• Add slack variables for ≤ constraints.
• Add surplus variables for ≥ constraints.
• Introduce artificial variables for any constraints that
require them (typically ≥ or = constraints).
Two Phase Method


2. Assign Values:
Assign a cost -1 to each artificial variables and cost 0 to

other variables.
3. Formulate the Auxiliary Objective Function:
Create a new objective function, Z*, that is the sum of
all the artificial variables.
Two Phase Method


 Step 2: Solve the following auxiliary LPP

 Case I : Max Z* < 0 and at least one artificial variable


appear in the optimum basis at positive level and zj - cj ≥
0, given LPP does not any feasible solution.
 Case II : Max Z* = 0 and at least one artificial variable
appear in the optimum basis at zero level and zj - cj ≥ 0,
then go to phase II.
 Case III : Max Z* = 0 and no artificial variable appear in
the basis and zj - cj ≥ 0, then go to phase II.
Two Phase Method


 Phase II :
 Considered the final simplex table of phase I.
 Considered the actual cost associated with the
original variables.
 Deleted the artificial variable column from the
table as it is eliminated in phase I.
Primal to Dual Conversion


Primal Cononical Dual

Min → Min ≥ → Max ≤

Max → Max ≤ → Min ≥

 Convert into Cononical form:


 Convert the problem in cononical form.
Min → Min ≥
Max → Max ≤
Primal to Dual Conversion

 Convert into Dual form :



 Steps:
 The no. of variable in the primal will be the no. of
constraints in dual and vice versa.
no. of variable = n
no. of variable = m
 Change the objective function of minimization /
maximization in the primal into maximization /
minimization in the dual and vice versa.
Min → Max ≤
Max → Min ≥
Primal to Dual Conversion


 Coefficient of objective function will be changed with
R.H.S of constraints and vice versa.
 Write coefficient of variables in constraints that is
transpose of cononical form variables.

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