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MODULE 1. Systems concept
MODULE 2. Requirements for linear programming prob...
MODULE 3. Mathematical formulation of Linear progr...
MODULE 5. Simplex method, degeneracy and duality i...
MODULE 6. Artificial Variable techniques- Big M Me...
MODULE 7.
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MODULE 9. Cost analysis
MODULE 10. Transporatation problems
MODULE 11. Assignment problems
MODULE 12. waiting line problems
MODULE 13. Network Scheduling by PERT / CPM
MODULE 14. Resource Analysis in Network Scheduling
Lesson 5 Simplex method -Problems
A farmer has 1,000 acres of land on which he can grow corn, wheat or soyabeans. Each acre of corn costs Rs. 100 for preparation, requires 7 man-days of work and yields a profit of Rs. 30. An acre of wheat costs Rs. 120 to prepare, requires 10 man-days of work and yields a profit of Rs. 40. An acre of soyabeans costs Rs. 70 to prepare, requires 8 man-days of work and yields a profit of Rs. 20. The farmer has Rs. 1,00,000 for preparation and 8,000 man-days of work. Set-up the linear programming equation for the problem.
The given LPP is Max Z = 30x +40y +20z
Subject to
10x+12y+7z ≤10000
7x +10y +8z ≤8000
x + y +z ≤1000
x,y,z ≥0
Step 1: Check up whether the objective function is of maximization type. Otherwise apply the equation Min(Z)=-Max(-Z) to convert the objective function to maximization type.
Step 2: Convert all the inequalities(≤ type) into equalities by introducing slack Variables. Then the problem becomes
Max Z = 30x +40y +20z+0.s1+0.s2+0.s3
Subject to
10x+12y+7z +s1 = 10000
7x +10y +8z +s2 = 8000
x + y +z +s3 =1000
x, y, z , s1, s2, s3 ≥ 0
Step 3: Identify a suitable initial feasible solution by putting x=y=z=0.Then s1=1000; s2=8000 and s3=1000 and these are the basic variables and the original variables x,y,z are non-basic variables. p
Step 4: Form the initial simplex table
|
30 |
40 |
20 |
0 |
0 |
0 |
||
CB |
YB |
XB |
Y1 |
Y2 |
Y3 |
Y4 |
Y5 |
Y6 |
0 |
Y4 |
10000 |
10 |
12 |
7 |
1 |
0 |
0 |
0 |
Y5 |
8000 |
7 |
10 |
8 |
0 |
1 |
0 |
0 |
Y6 |
1000 |
1 |
1 |
1 |
0 |
0 |
1 |
|
|
0 |
-30 |
-40 |
-20 |
0 |
0 |
0 |
Step 5: Compute the value of the objection by using CBXB. Also compute all the ‘Net Evaluations’ using
zj-cj = CBYj – cj
and write them in the last row.
Step 6: If all the net evaluations are ≥ 0, the the optimal solution is reached. In the above example, the net evaluations corresponding to x1,x2 and x3 are negative. So the current solution is not optimal.
Step 7: Identify the most negative net evaluation and the variable corresponding to it will enter the basis. In the above problem, the most negative net evaluation is -40 and it corresponds to the variable x2 (or Y2). So Y2 enters into the basis.
|
30 |
40 |
20 |
0 |
0 |
0 |
|
||
CB |
YB |
XB |
Y1 |
Y2 |
Y3 |
Y4 |
Y5 |
Y6 |
|
0 |
Y4 |
10000 |
10 |
12 |
7 |
1 |
0 |
0 |
10000/12=833… |
0 |
Y5 |
8000 |
7 |
10 |
8 |
0 |
1 |
0 |
8000/10=800 |
0 |
Y6 |
1000 |
1 |
1 |
1 |
0 |
0 |
1 |
1000/1=1000 |
|
|
0 |
-30 |
-40 |
-20 |
0 |
0 |
0 |
→ |
↑ ←↓
Entering variable leaving variable
Step 8: To find the ‘leaving variable’, select the variable for which the ratio is a minimum (where j refers to the entering variable). So in the above example we have to find the minimum of the ratios (10000/12,8000/10,1000/1). The minimum ratio is 800 and it corresponds to the variable Y5. So Y5 leaves the basis. The row corresponding to Y5 is called ‘pivot row’ and the column corresponding to Y2 is called ‘pivot column’. The element at the intersection of ‘pivot row’ and ‘pivot column’ is known as ‘pivot element’ and in the above example the pivot element is 10.
Step9: Form the next simplex table. Dividing all the pivot row elements by the pivot element.
|
30 |
40 |
20 |
0 |
0 |
0 |
|
||
CB |
YB |
XB |
Y1 |
Y2 |
Y3 |
Y4 |
Y5 |
Y6 |
|
0 |
Y4 |
10000 |
10 |
12 |
7 |
1 |
0 |
0 |
10000/12=833… |
40 |
Y2 |
8000 |
7 |
10 |
8 |
0 |
1 |
0 |
8000/10=800 |
0 |
Y6 |
1000 |
1 |
1 |
1 |
0 |
0 |
1 |
1000/1=1000 |
|
|
0 |
-30 |
-40 |
-20 |
0 |
0 |
0 |
|
Step 10: Convert all the other elements in the pivot column to 0 as follows:
Pivot Row: Row 2
800 |
7/10 |
1 |
8/10 |
0 |
1/10 |
0 |
Row 1:
10000 |
10 |
12 |
7 |
1 |
0 |
0 |
9600 |
84/10 |
12 |
96/10 |
0 |
12/10 |
0 |
Pivot Row X 12
(-)
400 |
16/10 |
0 |
-26/10 |
1 |
-12/10 |
0 |
Row 3:
1000 |
1 |
1 |
1 |
0 |
0 |
1 |
800 |
7/10 |
1 |
8/10 |
0 |
1/10 |
0 |
Pivot Row X 1
(-)
200 |
3/10 |
0 |
2/10 |
0 |
-10/10 |
1 |
Step 10: Form the next Simplex table:Repeat steps 7 to 9.
|
30 |
40 |
20 |
0 |
0 |
0 |
|
||
CB |
YB |
XB |
Y1 |
Y2 |
Y3 |
Y4 |
Y5 |
Y6 |
|
0 |
Y4 |
400 |
16/10 |
0 |
-26/10 |
1 |
-12/10 |
0 |
250 |
40 |
Y2 |
800 |
7/10 |
1 |
8/10 |
0 |
1/10 |
0 |
8000/7 |
0 |
Y6 |
200 |
3/10 |
0 |
2/10 |
0 |
-1/10 |
1 |
2000/3 |
|
|
32000 |
-2 |
0 |
12 |
0 |
4 |
0 |
|
↑
Entering variable
Y1 enters into the basis and Y4 leaves the basis.
|
30 |
40 |
20 |
0 |
0 |
0 |
||
CB |
YB |
XB |
Y1 |
Y2 |
Y3 |
Y4 |
Y5 |
Y6 |
30 |
Y1 |
250 |
1 |
0 |
-26/16 |
1 |
-12/16 |
0 |
40 |
Y2 |
800 |
7/10 |
1 |
8/10 |
0 |
1/10 |
0 |
0 |
Y6 |
200 |
3/10 |
0 |
2/10 |
0 |
-1/10 |
1 |
|
|
32000 |
|
|
|
|
|
|
Pivot Row:
250 |
1 |
0 |
-26/16 |
0 |
-12/16 |
0 |
Row: 2
800 |
7/10 |
1 |
8/10 |
0 |
1/10 |
0 |
175 |
7/10 |
0 |
-182/160 |
0 |
-84/160 |
0 |
Pivot Row X 7/10
(-)
625 |
0 |
1 |
31/16 |
0 |
10/16 |
0 |
Row 3:
200 |
3/10 |
0 |
2/10 |
0 |
-1/10 |
1 |
75 |
3/10 |
0 |
-78/160 |
0 |
-36/160 |
0 |
Pivot row X 3/10
(-)
125 |
0 |
0 |
11/16 |
0 |
20/160 |
1 |
Next Simplex Table:
|
30 |
40 |
20 |
0 |
0 |
0 |
|
||
CB |
YB |
XB |
Y1 |
Y2 |
Y3 |
Y4 |
Y5 |
Y6 |
|
30 |
Y1 |
250 |
1 |
0 |
-26/16 |
1 |
-12/16 |
0 |
|
40 |
Y2 |
625 |
0 |
1 |
31/16 |
0 |
10/16 |
0 |
|
0 |
Y6 |
125 |
0 |
0 |
11/16 |
0 |
20/160 |
1 |
|
|
|
32500 |
0 |
0 |
120/16 |
0 |
40/16 |
0 |
|
All the net evaluations are ≥ 0. So optimal solution is reached. So
Optimal Area under Crop 1 = 250 acres;
Optimal Area Under crop 2 = 625 acres
Optimal Area Under crop 3 = 0 acres
Maximum Profit: 32,500
Resource utilization
Resource |
Crop 1 |
Crop 2 |
Crop 3 |
Total Resource Used |
Total Resource available |
Slack |
Optimal areas |
250 |
625 |
0 |
-- |
-- |
-- |
Land |
1 |
1 |
1 |
875 |
1000 |
125 |
Capital |
10 |
12 |
7 |
10000 |
10000 |
0 |
Labour |
7 |
10 |
8 |
8000 |
8000 |
0 |