Linear Programming
UNIT – I
OPERATION RESEARCH
Dr. Loveleen Kumar Bhagi
Associate Professor
School of Mechanical Engineering
LPU
BIG M Method
Dr. L K Bhagi, School of Mechanical
Engineering, LPU
3
Dr. L K Bhagi, School of Mechanical
Engineering, LPU
4
5
Operation Research Models
LPP Big M Method
Simplex method Big M method
6
Zmin= 6X+8Y
X+Y ≥ 10
2X +3Y ≥ 25
X +5Y ≥ 35
X, Y ≥ 0
Add slack Surplus
variable to convert
constraint equation into
equality
Z = 6X+8Y+0S1 − 0S2
− 0S3
X+Y−S1 =10
2X +3Y−S2 = 25
X +5Y − S3 = 35
X,Y, S1, S2, S3 ≥ 0
Operation Research Models
LPP Big M Method – Prob 7
7
Ibfs (Initial Basic Feasible Solution)
DV = 0
−S =10 ; −S2 = 25; − S3 = 35 0r
S = − 10 ; S2 = − 25; S3 = − 35 0r
Z = 6X+8Y+0S1 − 0S2 − 0S3
X+Y−S1 =10
2X +3Y−S2 = 25
X +5Y − S3 = 35
X,Y, S1, S2, S3 ≥ 0
Operation Research Models
LPP Big M Method – Prob 7
8
Ibfs (Initial Basic Feasible Solution)
DV = 0 and Surplus = 0
0 =10 ; 0 = 25; 0 = 35
Z = 6X+8Y+0S1 − 0S2 − 0S3
X+Y−S1 =10
2X +3Y−S2 = 25
X +5Y − S3 = 35
X,Y, S1, S2, S3 ≥ 0
Operation Research Models
LPP Big M Method – Prob 7
9
X+Y ≥ 10
2X +3Y ≥ 25
X +5Y ≥ 35
X, Y ≥ 0
Along with Surplus
variable add Artificial
Variable to convert
constraint equation into
equality
X+Y−S1 +A1 =10
2X +3Y−S2+A2 = 25
X +5Y − S3 +A3 = 35
X,Y, S1, S2, S3, A1, A2, A3
≥ 0
Operation Research Models
LPP Big M Method – Prob 7
Zmin =
6X+8Y+0S1+0S2+ 0S3+MA1+MA2+MA3
Zmin=
6X+8Y
10
Operation Research Models
LPP Big M Method – Prob 7
Zmin =
6X+8Y+0S1+0S2+ 0S3+MA1+MA2+MA3
Ibfs (Initial Basic Feasible Solution)
Put DV = 0 and Surplus variables = 0
A1=10 ;
A2= 25;
A3= 35
11
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M M M
θ
X Y S1 S2 S3 A1 A2 A3 RHS
(b)
M
M
M
A1
A2
A3
10
25
35
12
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M M M
θ
X Y S1 S2 S3 A1 A2 A3 RHS
(b)
M
M
M
A1
A2
A3
1
2
1
1
3
5
−1
0
0
0
−1
0
0
0
−1
1
0
0
0
1
0
0
0
1
10
25
35
13
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M M M
θ
X Y S1 S2 S3 A
1
A
2
A3 RHS
(b)
M
M
M
A1
A2
A3
1
2
1
1
3
5
−1
0
0
0
−1
0
0
0
−1
1
0
0
0
1
0
0
0
1
10
25
35
Zj
4
M
9
M
−M −M −M M M M
M+2M+M = 4M
Dr. L K Bhagi, School of Mechanical
Engineering, LPU
14
https://www.youtube.com/watch?v=tRNwz
Sr9IXg
IITM Srinivasan sir
15
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M M M
θ
X Y S1 S2 S3 A
1
A
2
A3 RHS
(b)
M
M
M
A1
A2
A3
1
2
1
1
3
5
−1
0
0
0
−1
0
0
0
−1
1
0
0
0
1
0
0
0
1
10
25
35
10
25/3
7
Zj 4M 9M −M −M −M M M M
Zj− Cj 4M−
6
9M−
8
−M −M −M 0 0 0
Largest
positive
value Key Column:
decides incoming
Least
positive
Key
Row: decides
outgoing
variable
16
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M M M
θ
X Y S1 S2 S3 A
1
A
2
A3 RHS
(b)
M
M
M
A1
A2
A3
1
2
1
1
3
5
−1
0
0
0
−1
0
0
0
−1
1
0
0
0
1
0
0
0
1
10
25
35
10
25/3
7
Zj 4M 9M −M −M −M M M M
Zj− Cj 4M−
6
9M−
8
−M −M −M 0 0 0
Key Column:
decides incoming
Least
positive
Key
Row: decides
outgoing
variable
Key
Element
Largest
positive
value
17
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M M M
θ
X Y S1 S2 S3 A
1
A
2
A3 RHS
(b)
M
M
M
A1
A2
A3
1
2
1
1
3
5
−1
0
0
0
−1
0
0
0
−1
1
0
0
0
1
0
0
0
1
10
25
35
10
25/3
7
Zj 4M 9M −M −M −M M M M
Zj− Cj 4M−
6
9M−
8
−M −M −M 0 0 0
18
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M M M
θ
X Y S1 S2 S3 A
1
A
2
A3 RHS
(b)
M
M
M
A1
A2
A3
1
2
1
1
3
5
−1
0
0
0
−1
0
0
0
−1
1
0
0
0
1
0
0
0
1
10
25
35
10
25/3
7
Zj 4M 9M −M −M −M M M M
Zj− Cj 4M−
6
9M−
8
−M −M −M 0 0 0
19
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M M
θ
X Y S1 S2 S3 A
1
A2 RHS
(b)
M
M
8
A1
A2
Y
1
2
1/5
1
3
1
−1
0
0
0
−1
0
0
0
−1/5
1
0
0
0
1
0
10
25
7
Zj
Zj− Cj
Modifie
d key
row
20
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M M
θ
X Y S1 S2 S3 A
1
A2 RHS
(b)
M
M
8
A1
A2
Y
1
2
1/5
1
3
1
−1
0
0
0
−1
0
0
0
−1/5
1
0
0
0
1
0
10
25
7
Zj
Zj− Cj
Modifie
d key
row
21
Operation Research Models
LPP Big M Method – Prob 7
Old
Row
− KCE × MKR = NR
1 − 1 × 1/5 = 4/5
1 − 1 × 1 = 0
−1 − 1 × 0 = −1
0 − 1 × 0 = 0
0 − 1 × −1/5 = 1/5
1 − 1 × 0 1
0 − 1 × 0 0
10 − 1 × 7 = 3
22
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M M
θ
X Y S1 S2 S3 A
1
A2 RHS
(b)
M
M
8
A1
A2
Y
4/5
2
1/5
0
3
1
−1
0
0
0
−1
0
1/5
0
−1/5
1
0
0
0
1
0
3
25
7
Zj
Zj− Cj
MKR
NR
23
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M M
θ
X Y S1 S2 S3 A
1
A2 RHS
(b)
M
M
8
A1
A2
Y
4/5
2
1/5
0
3
1
−1
0
0
0
−1
0
1/5
0
−1/5
1
0
0
0
1
0
3
25
7
Zj
Zj− Cj
MKR
NR
OR
24
Operation Research Models
LPP Big M Method – Prob 7
Old
Row
− KCE × MKR = NR
2 − 3 × 1/5 = 7/5
3 − 3 × 1 = 0
0 − 3 × 0 = 0
−1 − 3 × 0 = −1
0 − 3 × −1/5 = 3/5
0 − 3 × 0 0
1 − 3 × 0 1
25 − 3 × 7 = 4
25
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M M
θ
X Y S1 S2 S3 A
1
A2 RHS
(b)
M
M
8
A1
A2
Y
4/5
7/5
1/5
0
0
1
−1
0
0
0
−1
0
1/5
3/5
−1/5
1
0
0
0
1
0
3
4
7
Zj
Zj− Cj
MKR
NR
NR
26
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M M
θ
X Y S1 S2 S3 A
1
A2 RHS
(b)
M
M
8
A1
A2
Y
4/5
7/5
1/5
0
0
1
−1
0
0
0
−1
0
1/5
3/5
−1/5
1
0
0
0
1
0
3
4
7
Zj 11𝑀
5
+
8
5
8 −M −M 4𝑀
5
−
8
5
M M
Zj− Cj
27
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M M
θ
X Y S1 S2 S3 A
1
A2 RHS
(b)
M
M
8
A1
A2
Y
4/5
7/5
1/5
0
0
1
−1
0
0
0
−1
0
1/5
3/5
−1/5
1
0
0
0
1
0
3
4
7
Zj 11𝑀
5
+
8
5
8 −M −M 4𝑀
5
−
8
5
M M
Zj− Cj 11𝑀
5
+
38
5
0 −M −M 4𝑀
5
−
8
5
0 0
28
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M M
θ
X Y S1 S2 S3 A
1
A2 RHS
(b)
M
M
8
A1
A2
Y
4/5
7/5
1/5
0
0
1
−1
0
0
0
−1
0
1/5
3/5
−1/5
1
0
0
0
1
0
3
4
7
Zj 11𝑀
5
+
8
5
8 −M −M 4𝑀
5
−
8
5
M M
Zj− Cj 11𝑀
5
+
38
5
0 −M −M 4𝑀
5
−
8
5
0 0
Key Column:
decides incoming
Largest
positive
value
29
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M M
θ
X Y S1 S2 S3 A
1
A2 RHS
(b)
M
M
8
A1
A2
Y
4/5
7/5
1/5
0
0
1
−1
0
0
0
−1
0
1/5
3/5
−1/5
1
0
0
0
1
0
3
4
7
15/4
20/7
35
Zj 11𝑀
5
+
8
5
8 −M −M 4𝑀
5
−
8
5
M M
Zj− Cj 11𝑀
5
+
38
5
0 −M −M 4𝑀
5
−
8
5
0 0
Key Column:
decides incoming
Least
positive
Key
Row: decides
outgoing
variable
Largest
positive
value
30
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M
θ
X Y S1 S2 S3 A
1
RHS
(b)
M
6
8
A1
X
Y
4/5
7/5
1/5
0
0
1
−1
0
0
0
−1
0
1/5
3/5
−1/5
1
0
0
3
4
7
15/4
20/7
35
Zj 11𝑀
5
+
8
5
8 −M −M 4𝑀
5
−
8
5
M
Zj− Cj 11𝑀
5
+
38
5
0 −M −M 4𝑀
5
−
8
5
0 0
31
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M
θ
X Y S1 S2 S3 A
1
RHS
(b)
M
6
8
A1
X
Y
4/5
7/5
1/5
0
0
1
−1
0
0
0
−1
0
1/5
3/5
−1/5
1
0
0
3
4
7
Zj
Zj− Cj
32
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M
θ
X Y S1 S2 S3 A
1
RHS
(b)
M
6
8
A1
X
Y
4/5
1
1/5
0
0
1
−1
0
0
0
−5/7
0
1/5
3/7
−1/5
1
0
0
3
20/7
7
Zj
Zj− Cj
MKR
33
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M
θ
X Y S1 S2 S3 A
1
RHS
(b)
M
6
8
A1
X
Y
4/5
1
1/5
0
0
1
−1
0
0
0
−5/7
0
1/5
3/7
−1/5
1
0
0
3
20/7
7
Zj
Zj− Cj
MKR
34
Operation Research Models
LPP Big M Method – Prob 7
Old
Row
− KCE × MKR = NR
4/5 − 4/5 × 1 = 0
0 − 4/5 × 0 = 0
−1 − 4/5 × 0 = −1
0 − 4/5 × −5/7 = 4/7
1/5 − 4/5 × 3/7 = −1/7
1 − 4/5 × 0 = 1
3 − 4/5 × 20/7 = 5/7
35
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M
θ
X Y S1 S2 S3 A
1
RHS
(b)
M
6
8
A
1
X
Y
0
1
1/5
0
0
1
−1
0
0
4/7
−5/7
0
−1/7
3/7
−1/5
1
0
0
5/7
20/7
7
Zj
Zj
− Cj
MKR
NR
36
Operation Research Models
LPP Big M Method – Prob 7
Old
Row
− KCE × MKR = NR
1/5 − 1/5 × 1 = 0
1 − 1/5 × 0 = 1
0 − 1/5 × 0 = 0
0 − 1/5 × −5/7 = 1/7
−1/5 − 1/5 × 3/7 = −2/7
0 − 1/5 × 0 = 0
7 − 1/5 × 20/7 = 45/7
37
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M
θ
X Y S1 S2 S3 A1 RHS
(b)
M
6
8
A1
X
Y
0
1
0
0
0
1
−1
0
0
4/7
−5/7
1/7
−1/7
3/7
−2/7
1
0
0
5/7
20/7
45/7
Zj
Zj− Cj
MKR
NR
NR
38
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M
θ
X Y S1 S2 S3 A1 RHS
(b)
M
6
8
A1
X
Y
0
1
0
0
0
1
−1
0
0
4/7
−5/7
1/7
−1/7
3/7
−2/7
1
0
0
5/7
20/7
45/7
Zj 6 8 −M
4𝑀
7
−
22
7
−
𝑀
7
+
2
7
M
Zj− Cj
MKR
NR
NR
39
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M
θ
X Y S1 S2 S3 A1 RHS
(b)
M
6
8
A1
X
Y
0
1
0
0
0
1
−1
0
0
4/7
−5/7
1/7
−1/7
3/7
−2/7
1
0
0
5/7
20/7
45/7
Zj
6 8 −M
4𝑀
7
−
22
7
−
𝑀
7
+
2
7
M
Zj− Cj
0 0 −M 4𝑀
7
−
22
7
−
𝑀
7
+
2
7
0
Key Column: decides
incoming variable
Largest
positive
value
40
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0 M
θ
X Y S1 S2 S3 A1 RHS
(b)
M
6
8
A1
X
Y
0
1
0
0
0
1
−
1
0
0
4/7
−5/7
1/7
−1/7
3/7
−2/7
1
0
0
5/7
20/7
45/7
5/4
−4
45
Zj
6 8 −M
4𝑀
7
−
22
7
−
𝑀
7
+
2
7
M
Zj− Cj
0 0 −M 4𝑀
7
−
22
7
−
𝑀
7
+
2
7
0
Key Column:
decides incoming
Largest
positive
value
Least
positive
Key
Row: decides
outgoing
variable
Key
Element
41
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0
θ
X Y S1 S2 S3 RHS
(b)
0
6
8
S2
X
Y
0
1
0
0
0
1
−
1
0
0
4/7
−5/7
1/7
−1/7
3/7
−2/7
5/7
20/7
45/7
Zj
Zj− Cj
42
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0
θ
X Y S1 S2 S3 RHS
(b)
0
6
8
S2
X
Y
0
1
0
0
0
1
−
1
0
0
4/7
−5/7
1/7
−1/7
3/7
−2/7
5/7
20/7
45/7
Zj
Zj− Cj
43
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0
θ
X Y S1 S2 S3 RHS
(b)
0
6
8
S2
X
Y
0
1
0
0
0
1
−7/4
0
0
1
−5/7
1/7
−1/4
3/7
−2/7
5/4
20/7
45/7
Zj
Zj− Cj
MKR
44
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0
θ
X Y S1 S2 S3 RHS
(b)
0
6
8
S2
X
Y
0
1
0
0
0
1
−7/4
0
0
1
−5/7
1/7
−1/4
3/7
−2/7
5/4
20/7
45/7
Zj
Zj− Cj
MKR
OR
45
Operation Research Models
LPP Big M Method – Prob 7
Old
Row
− KCE × MKR = NR
1 − −5/7 × 0 = 1
0 − −5/7 × 0 = 0
0 − −5/7 × −7/4 = −5/4
−5/7 − −5/7 × 1 = 0
3/7 − −5/7 × −1/4 = 17/28
20/7 − −5/7 × 5/4 15/4
46
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0
θ
X Y S1 S2 S3 RHS
(b)
0
6
8
S2
X
Y
0
1
0
0
0
1
−7/4
−5/4
0
1
0
−1/4
17/28
−2/7
5/4
15/4
45/7
Zj
Zj− Cj
MKR
NR
47
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0
θ
X Y S1 S2 S3 RHS
(b)
0
6
8
S2
X
Y
0
1
0
0
0
1
−7/4
−5/4
0
1
0
1/7
−1/4
17/28
−2/7
5/4
15/4
45/7
Zj
Zj− Cj
MKR
NR
OR
48
Operation Research Models
LPP Big M Method – Prob 7
Old
Row
− KCE × MKR = NR
0 − 1/7 × 0 = 0
1 − 1/7 × 0 = 1
0 − 1/7 × −7/4 = 1/4
1/7 − 1/7 × 1 = 0
−2/7 − 1/7 × −1/4 = −1/4
45/7 − 1/7 × 5/4 = 25/4
49
Operation Research Models
LPP Big M Method – Prob 7
Cj
6 8 0 0 0
θ
X Y S1 S2 S3 RHS
(b)
0
6
8
S2
X
Y
0
1
0
0
0
1
−7/4
−5/4
1/4
1
0
0
−1/4
17/28
−1/4
5/4
15/4
25/4
Zj 6 8 −22/4 0 23/19
Zj− Cj
0 0 −22/4 0 23/19
MKR
NR
NR
50
𝑍𝑚𝑖𝑛=4𝑥1+𝑥2
3𝑥1+4𝑥2 ≥ 20
−𝑥1− 5𝑥2 ≤ −15
𝑥1, 𝑥2 ≥ 0
Operation Research Models
LPP Big M Method – Prob 8
51
𝑍𝑚𝑖𝑛=4𝑥1+𝑥2
3𝑥1+4𝑥2 ≥ 20
−𝑥1− 5𝑥2 ≤ −15
𝑥1, 𝑥2 ≥ 0
Operation Research Models
LPP Big M Method – Prob 8
−𝑥1− 5𝑥2 + 𝑆2 = −15
3𝑥1+4𝑥2 − 𝑆1 = 20
Add slack Surplus variable to convert
constraint equation into equality
Add slack Surplus variable to convert
constraint equation into equality
52
𝑍𝑚𝑖𝑛=4𝑥1+𝑥2
3𝑥1+4𝑥2 ≥ 20
−𝑥1− 5𝑥2 ≤ −15
𝑥1, 𝑥2 ≥ 0
Operation Research Models
LPP Big M Method – Prob 8
−𝑥1− 5𝑥2 + 𝑆2 = −15
3𝑥1+4𝑥2 − 𝑆1 = 20
Add slack Surplus variable to convert
constraint equation into equality
Add slack Surplus variable to convert
constraint equation into equality
Ibfs (Initial Basic Feasible Solution)
DV and Surplus variables = 0
0 = 20
𝑆2 = −15
53
𝑍𝑚𝑖𝑛=4𝑥1+𝑥2
3𝑥1+4𝑥2 ≥ 20
𝑥1+ 5𝑥2 ≥ 15
𝑥1, 𝑥2 ≥ 0
Operation Research Models
LPP Big M Method – Prob 8
54
𝑍𝑚𝑖𝑛=4𝑥1+𝑥2
3𝑥1+4𝑥2 ≥ 20
𝑥1+ 5𝑥2 ≥ 15
𝑥1, 𝑥2 ≥ 0
Operation Research Models
LPP Big M Method – Prob 8
𝑥1+ 5𝑥2 − 𝑆2 = −15
3𝑥1+4𝑥2 − 𝑆1 = 20
Add slack Surplus variable to convert
constraint equation into equality
55
𝑍𝑚𝑖𝑛=4𝑥1+𝑥2
3𝑥1+4𝑥2 ≥ 20
𝑥1+ 5𝑥2 ≥ 15
𝑥1, 𝑥2 ≥ 0
Operation Research Models
LPP Big M Method – Prob 8
𝑥1+ 5𝑥2 − 𝑆2 = 15
3𝑥1+4𝑥2 − 𝑆1 = 20
Add slack Surplus variable to convert
constraint equation into equality
Ibfs (Initial Basic Feasible Solution)
DV and Surplus variables = 0
0 = 20
0 = 15
𝑍𝑚𝑖𝑛=4𝑥1+𝑥2 + 0𝑆1 + 0𝑆2
56
𝒁𝒎𝒊𝒏=4𝒙𝟏+𝒙𝟐
3𝑥1+4𝑥2 ≥ 20
𝑥1+ 5𝑥2 ≥ 15
𝑥1, 𝑥2 ≥ 0
Operation Research Models
LPP Big M Method – Prob 8
Add slack Surplus variable to convert
constraint equation into equality
Ibfs (Initial Basic Feasible Solution)
DV and Surplus variables = 0
0 = 20 ⇒ 𝑎𝑑𝑑 𝐴𝑟𝑡𝑖𝑓𝑖𝑐𝑖𝑎𝑙 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝐴1
0 = 15 ⇒ 𝑎𝑑𝑑 𝐴𝑟𝑡𝑖𝑓𝑖𝑐𝑖𝑎𝑙 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝐴2
𝑍𝑚𝑖𝑛=4𝑥1+𝑥2 + 0𝑆1 + 0𝑆2
3𝑥1+4𝑥2 − 𝑆1 + A1 = 20
𝑥1+ 5𝑥2 − 𝑆2+A2 = 15
57
𝒁𝒎𝒊𝒏=4𝒙𝟏+𝒙𝟐
3𝑥1+4𝑥2 ≥ 20
𝑥1+ 5𝑥2 ≥ 15
𝑥1, 𝑥2 ≥ 0
Operation Research Models
LPP Big M Method – Prob 8
Add slack Surplus variable to convert
constraint equation into equality
𝑍𝑚𝑖𝑛=4𝑥1+𝑥2 + 0𝑆1 + 0𝑆2
3𝑥1+4𝑥2 − 𝑆1 + A1 = 20
𝑥1+ 5𝑥2 − 𝑆2+A2 = 15
Ibfs (Initial Basic Feasible Solution)
DV and Surplus variables = 0
𝐴1 = 20
𝐴2 = 15
58
𝒁𝒎𝒊𝒏=4𝒙𝟏+𝒙𝟐
3𝑥1+4𝑥2 ≥ 20
𝑥1+ 5𝑥2 ≥ 15
𝑥1, 𝑥2 ≥ 0
Operation Research Models
LPP Big M Method – Prob 8
Add slack Surplus variable to convert
constraint equation into equality
Sign of A1 & A2 𝑖𝑠 + or −
𝑣𝑒 𝑖𝑛 𝑜𝑏𝑗𝑒𝑐𝑡𝑖𝑣𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛
𝑑𝑒𝑝𝑒𝑛𝑑𝑠 𝑢𝑝𝑜𝑛 𝑡ℎ𝑒 𝑝𝑟𝑜𝑏𝑙𝑒𝑚
𝑖. 𝑒. 𝑍𝑚𝑖𝑛 𝑜𝑟 𝑍𝑚𝑎𝑥
𝑍𝑚𝑖𝑛=4𝑥1+𝑥2 + 0𝑆1 + 0𝑆2
3𝑥1+4𝑥2 − 𝑆1 + A1 = 20
𝑥1+ 5𝑥2 − 𝑆2+A2 = 15
Ibfs (Initial Basic Feasible Solution)
DV and Surplus variables = 0
𝐴1 = 20
𝐴2 = 15
59
𝒁𝒎𝒊𝒏=4𝒙𝟏+𝒙𝟐
3𝑥1+4𝑥2 ≥ 20
𝑥1+ 5𝑥2 ≥ 15
𝑥1, 𝑥2 ≥ 0
Operation Research Models
LPP Big M Method – Prob 8
𝑥1+ 5𝑥2 − 𝑆2+A2 = 15
3𝑥1+4𝑥2 − 𝑆1 + A1 = 20
Add slack Surplus variable to convert
constraint equation into equality
Sign of A1 & A2 𝑖𝑠 + or −
𝑣𝑒 𝑖𝑛 𝑜𝑏𝑗𝑒𝑐𝑡𝑖𝑣𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛
𝑑𝑒𝑝𝑒𝑛𝑑𝑠 𝑢𝑝𝑜𝑛 𝑡ℎ𝑒 𝑝𝑟𝑜𝑏𝑙𝑒𝑚
𝑖. 𝑒. 𝑍𝑚𝑖𝑛 𝑜𝑟 𝑍𝑚𝑎𝑥
𝑍𝑚𝑖𝑛 ⇒ MA1+MA2
𝑍𝑚𝑎𝑥 ⇒ −MA1−MA2
60
𝒁𝒎𝒊𝒏=4𝒙𝟏+𝒙𝟐
3𝑥1+4𝑥2 ≥ 20
𝑥1+ 5𝑥2 ≥ 15
𝑥1, 𝑥2 ≥ 0
Operation Research Models
LPP Big M Method – Prob 8
𝑥1+ 5𝑥2 − 𝑆2+A2 = 15
3𝑥1+4𝑥2 − 𝑆1 + A1 = 20
Add slack Surplus variable to convert
constraint equation into equality
Sign of A1 & A2 𝑖𝑠 + or −
𝑣𝑒 𝑖𝑛 𝑜𝑏𝑗𝑒𝑐𝑡𝑖𝑣𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛
𝑑𝑒𝑝𝑒𝑛𝑑𝑠 𝑢𝑝𝑜𝑛 𝑡ℎ𝑒 𝑝𝑟𝑜𝑏𝑙𝑒𝑚
𝑖. 𝑒. 𝑍𝑚𝑖𝑛 𝑜𝑟 𝑍𝑚𝑎𝑥
𝑍𝑚𝑖𝑛=4𝑥1+𝑥2 + 0𝑆1 + 0𝑆2
+ MA1+MA2
Ibfs (Initial Basic Feasible Solution)
DV and Surplus variables = 0
𝐴1 = 20
𝐴2 = 15
61
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0 M M
θ
𝑥1 𝑥2 S1 S2 A
1
A
2
RHS
(b)
M
M
A1
A2
20
15
Zj
62
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0 M M
θ
𝑥1 𝑥2 S1 S2 A
1
A
2
RHS
(b)
M
M
A1
A2
3
1
4
5
−1
0
0
−1
1
0
0
1
20
15
Zj
63
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0 M M
θ
𝑥1 𝑥2 S1 S2 A
1
A
2
RHS
(b)
M
M
A1
A2
3
1
4
5
−1
0
0
−1
1
0
0
1
20
15
Zj
4
M
9
M
−M −M M M
64
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0 M M
θ
𝑥1 𝑥2 S1 S2 A
1
A
2
RHS
(b)
M
M
A1
A2
3
1
4
5
−1
0
0
−1
1
0
0
1
20
15
5
3
Zj
4M 9M −M −M M M
Zj−Cj 4M−4 9M−1 −M −M 0 0
Max
positive
value
Key Column:
decides incoming
Least
positive
Key
Row: decides
outgoing
variable
Key
Element
65
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0 M
θ
𝑥1 𝑥2 S1 S2 A
1
RHS
(b)
M
1
A1
𝑥2
3
1
4
5
−1
0
0
−1
1
0
0
15
Zj
Zj−Cj
66
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0 M
θ
𝑥1 𝑥2 S1 S2 A
1
RHS
(b)
M
1
A1
𝑥2
3
1/5
4
1
−1
0
0
−1/5
1
0
20
15/5=3
Zj
Zj−Cj
Old Row
MKR
67
Operation Research Models
LPP Big M Method – Prob 8
Old
Row
− KCE × MKR = NR
3 − 4 × 1/5 = 11/5
4 − 4 × 1 = 0
−1 − 4 × 0 = −1
0 − 4 × −1/5 = 4/5
1 − 4 × 0 = 1
20 − 4 × 3 = 8
68
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0 M
θ
𝑥1 𝑥2 S1 S2 A
1
RHS
(b)
M
1
A1
𝑥2
11/5
1/5
0
1
−1
0
4/5
−1/5
1
0
8
3
Zj
Zj−Cj
New
Row
MKR
69
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0 M
θ
𝑥1 𝑥2 S1 S2 A
1
RHS
(b)
M
1
A1
𝑥2
11/5
1/5
0
1
−1
0
4/5
−1/5
1
0
8
3
Zj
11𝑀
5
+
1
5
1 −M 4𝑀
5
−
1
5
M
Zj−Cj
70
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0 M
θ
𝑥1 𝑥2 S1 S2 A
1
RHS
(b)
M
1
A1
𝑥2
11/5
1/5
0
1
−1
0
4/5
−1/5
1
0
8
3
Zj
11𝑀
5
+
1
5
1 −M 4𝑀
5
−
1
5
M
Zj−Cj
11𝑀 + 1 − 20
5
0 −M 4𝑀 − 1
5
0
71
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0 M
θ
𝑥1 𝑥2 S1 S2 A
1
RHS
(b)
M
1
A1
𝑥2
11/5
1/5
0
1
−1
0
4/5
−1/5
1
0
8
3
Zj
11𝑀
5
+
1
5
1 −M 4𝑀
5
−
1
5
M
Zj−Cj
11𝑀 − 19
5
0 −M 4𝑀 − 1
5
0
72
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0 M
θ
𝑥1 𝑥2 S1 S2 A
1
RHS
(b)
M
1
A
1
𝑥2
11/5
1/5
0
1
−1
0
4/5
−1/5
1
0
8
3
Zj
11𝑀
5
+
1
5
1 −M 4𝑀
5
−
1
5
M
Zj−Cj
11𝑀 − 19
5
0 −M 4𝑀 − 1
5
0
Max
positive
value Key Column:
decides incoming
73
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0 M
θ
𝑥1 𝑥2 S1 S2 A
1
RHS
(b)
M
1
A
1
𝑥2
11/5
1/5
0
1
−1
0
4/5
−1/5
1
0
8
3
40/11
15
Zj
11𝑀
5
+
1
5
1 −M 4𝑀
5
−
1
5
M
Zj−Cj
11𝑀 − 19
5
0 −M 4𝑀 − 1
5
0
Max
positive
value Key Column:
decides incoming
Least
positive
Key
Row: decides
outgoing
variable
Key
Element
74
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0
θ
𝑥1 𝑥2 S1 S2 RHS
(b)
4
1
𝑥1
𝑥2
11/5
1/5
0
1
−1
0
4/5
−1/5
8
3
40/11
15
Zj
Zj−Cj
75
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0
θ
𝑥1 𝑥2 S1 S2 RHS
(b)
4
1
𝑥1
𝑥2
1
1/5
0
1
−5/11
0
4/11
−1/5
40/11
3
15
Zj
Zj−Cj
MKR
76
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0
θ
𝑥1 𝑥2 S1 S2 RHS
(b)
4
1
𝑥1
𝑥2
1
1/5
0
1
−5/11
0
4/11
−1/5
40/11
3
15
Zj
Zj−Cj
Old Row
MKR
77
Operation Research Models
LPP Big M Method – Prob 8
Old Row − KCE × MKR = NR
1/5 − 1/5 × 1 = 0
1 − 1/5 × 0 = 1
0 − 1/5 × −5/11 = 1/11
−1/5 − 1/5 × 4/11 = −15/55 = −3/11
3 − 1/5 × 40/11 = 125/55 = 25/11
78
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0
θ
𝑥1 𝑥2 S1 S2 RHS
(b)
4
1
𝑥1
𝑥2
1
0
0
1
−5/11
1/11
4/11
−3/11
40/11
25/11
15
Zj
Zj−Cj
New
Row
MKR
79
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0
θ
𝑥1 𝑥2 S1 S2 RHS
(b)
4
1
𝑥1
𝑥2
1
0
0
1
−5/11
1/11
4/11
−3/11
40/11
25/11
15
Zj
4 1 −19/11 13/11
Zj−Cj 0 0 −19/11 13/11
Max
positive
value Key Column:
decides incoming
variable
80
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0
θ
𝑥1 𝑥2 S1 S2 RHS
(b)
4
1
𝑥1
𝑥2
1
0
0
1
−5/11
1/11
4/11
−3/11
40/11
25/11
10
−
Zj
4 1 −19/11 13/11
Zj−Cj 0 0 −19/11 13/11
Max
positive
value Key Column:
decides incoming
variable
Least
positive
Key
Row: decides
outgoing
variable
Key
Element
81
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0
θ
𝑥1 𝑥2 S1 S2 RHS
(b)
0
1
S2
𝑥2
1
0
0
1
−5/11
1/11
4/11
−3/11
40/11
25/11
Zj
Zj−Cj
82
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0
θ
𝑥1 𝑥2 S1 S2 RHS
(b)
0
1
S2
𝑥2
11/4
0
0
1
−5/4
1/11
1
−3/11
10
25/11
Zj
Zj−Cj
MKR
83
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0
θ
𝑥1 𝑥2 S1 S2 RHS
(b)
0
1
S2
𝑥2
11/4
0
0
1
−5/4
1/11
1
−3/11
10
25/11
Zj
Zj−Cj
MKR
Old
Row
84
Operation Research Models
LPP Big M Method – Prob 8
Old Row − KCE × MKR = NR
0 − −3/11 × 11/4 = 3/4
1 − −3/11 × 0 = 1
1/11 − −3/11 × −5/4 = 1
11
−
3
11
×
5
4
=
1
11
−
15
44
= −
11
44
=−
1
4
−3/11 − −3/11 × 1 = 0
25/11 − −3/11 × 10 25
11
+
30
11
=
55
11
= 5
85
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0
θ
𝑥1 𝑥2 S1 S2 RHS
(b)
0
1
S2
𝑥2
11/4
3/4
0
1
−5/4
−1/4
1
0
10
5
Zj
Zj−Cj
MKR
New
Row
86
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0
θ
𝑥1 𝑥2 S1 S2 RHS
(b)
0
1
S2
𝑥2
11/4
3/4
0
1
−5/4
−1/4
1
0
10
5
Zj
3/4 1 −1/4 0
Zj−Cj
87
Operation Research Models
LPP Big M Method – Prob 8
Cj
4 1 0 0
θ
𝑥1 𝑥2 S1 S2 RHS
(b)
0
1
S2
𝑥2
11/4
3/4
0
1
−5/4
−1/4
1
0
10
5
Zj
3/4 1 −1/4 0 5
Zj−Cj −13/4 0 −1/4 0
So, the optimal Solution we get without
𝑥1
The optimal Solution
𝑥1 = 0; 𝑥2 = 5 𝑎𝑛𝑑 𝑍𝑚𝑖𝑛= 4𝑥1+𝑥2= 4×0 + 5 = 5
88
𝑍𝑚𝑎𝑥 = 𝑥1+5𝑥2
3𝑥1+ 4𝑥2 ≤ 6
𝑥1+3𝑥2 ≥ 2
𝑥1, 𝑥2 ≥ 0
Operation Research Models
LPP Big M Method – Prob 9
89
Operation Research Models
LPP Big M Method – Prob 9
𝑥1+ 3𝑥2 − 𝑆2 + 𝐴1 = 2
𝑥1, 𝑥2, 𝑆1 , 𝑆2 , 𝐴1 ≥ 0
3𝑥1+4𝑥2 + 𝑆1 = 6
Add slack and Surplus variable to
convert constraint equation into equality
𝑍𝑚𝑎𝑥 = 𝑥1+5𝑥2
3𝑥1+ 4𝑥2 ≤ 6
𝑥1+3𝑥2 ≥ 2
𝑥1, 𝑥2 ≥ 0
90
Operation Research Models
LPP Big M Method – Prob 9
Ibfs (Initial Basic Feasible Solution)
DV and Surplus variables = 0
𝑆1 = 6
𝐴1 = 2
𝑍𝑚𝑎𝑥= 𝑥1+ 5𝑥2 + 0𝑆1 + 0𝑆2 − MA1
91
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0 −M
θ
𝑥1 𝑥2 S1 S2 A1 RHS (b)
0
−M
S1
A1
6
2
Zj
𝑍𝑚𝑎𝑥= 𝑥1+ 5𝑥2 + 0𝑆1 + 0𝑆2 − MA1
92
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0 −M
θ
𝑥1 𝑥2 S1 S2 A1 RHS (b)
0
−M
S1
A1
3
1
4
3
1
0
0
−1
0
1
6
2
Zj
𝑍𝑚𝑎𝑥= 𝑥1+ 5𝑥2 + 0𝑆1 + 0𝑆2 − MA1
93
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0 −M
θ
𝑥1 𝑥2 S1 S2 A1 RHS (b)
0
−M
S1
A1
3
1
4
3
1
0
0
−1
0
1
6
2
Zj
−M −3M 0 M −M
𝑍𝑚𝑎𝑥= 𝑥1+ 5𝑥2 + 0𝑆1 + 0𝑆2 − MA1
94
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0 −M
θ
𝑥1 𝑥2 S1 S2 A1 RHS (b)
0
−M
S1
A1
3
1
4
3
1
0
0
−1
0
1
6
2
Zj
−M −3M 0 M −M
Cj − Zj
1+M 5+3M 0 −M 0
𝑍𝑚𝑎𝑥= 𝑥1+ 5𝑥2 + 0𝑆1 + 0𝑆2 − MA1
95
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0 −M
θ
𝑥1 𝑥2 S1 S2 A1 RHS (b)
0
−M
S1
A1
3
1
4
3
1
0
0
−1
0
1
6
2
Zj
−M −3M 0 M −M
Cj − Zj
1+M 5+3M 0 −M 0
Max
positive
value
Key Column:
decides incoming
variable
96
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0 −M
θ =
𝒃
𝒂
𝑥1 𝑥2 S1 S2 A1 RHS
(b)
0
−M
S1
A1
3
1
4
3
1
0
0
−1
0
1
6
2
6/4 = 3/2
2/3
Zj
−M −3M 0 M −M
Cj − Zj
1+M 5+3M 0 −M 0
Max
positive
value
Key Column:
decides incoming
Least
positive
Key
Row: decides
outgoing
variable
Key
Element
Least
positive
Key
Row: decides
outgoing
variable
Key
Element
97
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0
θ =
𝒃
𝒂
𝑥1 𝒙𝟐 S1 S2 RHS
(b)
0
5
S1
𝒙𝟐
3
1
4
3
1
0
0
−1
6
2
Zj
Cj − Zj
98
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0
θ =
𝒃
𝒂
𝑥1 𝒙𝟐 S1 S2 RHS
(b)
0
5
S1
𝒙𝟐
3
1/3
4
1
1
0
0
−1/3
6
2/3
Zj
Cj − Zj
MKR
99
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0
θ =
𝒃
𝒂
𝑥1 𝒙𝟐 S1 S2 RHS
(b)
0
5
S1
𝒙𝟐
3
1/3
4
1
1
0
0
−1/3
6
2/3
Zj
Cj − Zj
MKR
OR
100
Operation Research Models
LPP Big M Method – Prob 9
Old
Row
− KCE × MKR = NR
3 − 4 × 1/3 = 5/3
4 − 4 × 1 = 0
1 − 4 × 0 = 1
0 − 4 × −1/3 = 4/3
6 − 4 × 2/3 = 10/3
101
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0
θ =
𝒃
𝒂
𝑥1 𝒙𝟐 S1 S2 RHS
(b)
0
5
S1
𝒙𝟐
5/3
1/3
0
1
1
0
4/3
−1/3
10/3
2/3
Zj
5/3 5 0 −5/3
Cj − Zj
−2/3 0 0 5/3
MKR
NR
Max
positive
value Key Column:
decides incoming
variable
102
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0
θ =
𝒃
𝒂
𝑥1 𝒙𝟐 S1 S2 RHS
(b)
0
5
S1
𝒙𝟐
5/3
1/3
0
1
1
0
4/3
−1/3
10/3
2/3
5/2
−
Zj
5/3 5 0 −5/3
Cj − Zj
−2/3 0 0 5/3
Max
positive
value Key Column:
decides incoming
variable
Least
positive
Key
Row: decides
outgoing
variable
Key
Element
103
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0
θ =
𝒃
𝒂
𝑥1 𝒙𝟐 S1 S2 RHS
(b)
0
5
S2
𝒙𝟐
5/3
1/3
0
1
1
0
4/3
−1/3
10/3
2/3
5/2
−
Zj
5/3 5 0 −5/3
Cj − Zj
−2/3 0 0 5/3
104
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0
θ =
𝒃
𝒂
𝑥1 𝒙𝟐 S1 S2 RHS
(b)
0
5
S2
𝒙𝟐
5/3
1/3
0
1
1
0
4/3
−1/3
10/3
2/3
5/2
−
Zj
5/3 5 0 −5/3
Cj − Zj
−2/3 0 0 5/3
105
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0
θ =
𝒃
𝒂
𝑥1 𝒙𝟐 S1 S2 RHS
(b)
0
5
S2
𝒙𝟐
5/3
1/3
0
1
1
0
4/3
−1/3
10/3
2/3
Zj
Cj − Zj
106
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0
θ =
𝒃
𝒂
𝑥1 𝒙𝟐 S1 S2 RHS
(b)
0
5
S2
𝒙𝟐
5/4
1/3
0
1
3/4
0
1
−1/3
5/2
2/3
Zj
Cj − Zj
MKR
107
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0
θ =
𝒃
𝒂
𝑥1 𝒙𝟐 S1 S2 RHS
(b)
0
5
S2
𝒙𝟐
5/4
1/3
0
1
3/4
0
1
−1/3
5/2
2/3
Zj
Cj − Zj
MKR
OR
108
Operation Research Models
LPP Big M Method – Prob 9
Old
Row
− KCE × MKR = NR
1/3 − −1/3 × 5/4 = 3/4
1 − −1/3 × 0 = 1
0 − −1/3 × 3/4 = 1/4
−1/3 − −1/3 × 1 = 0
2/3 − −1/3 × 5/2 = 3/2
2
3
+
1
3
×
5
2
=
2
3
+
5
6
=
4 + 5
6
=
9
6
=
3
2
109
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0
θ =
𝒃
𝒂
𝑥1 𝒙𝟐 S1 S2 RHS
(b)
0
5
S2
𝒙𝟐
5/4
3/4
0
1
3/4
1/4
1
0
5/2
3/2
Zj
Cj − Zj
MKR
NR
110
Operation Research Models
LPP Big M Method – Prob 9
Cj
1 5 0 0
θ =
𝒃
𝒂
𝑥1 𝒙𝟐 S1 S2 RHS
(b)
0
5
S2
𝒙𝟐
5/4
3/4
0
1
3/4
1/4
1
0
5/2
3/2
Zj
15/4 5 5/4 0
Cj − Zj
−11/4 0 −5/4 0
MKR
NR
So, the optimal Solution we get without
𝑥1
The optimal Solution
𝑥1 = 0; 𝑥2 =
3
2
and 𝑍𝑚𝑎𝑥 = 𝑥1 + 5𝑥2 = 0 +
15
2
, 𝑍𝑚𝑎𝑥 =
15
2
Dr. L K Bhagi, School of Mechanical
Engineering, LPU
111
Dr. L K Bhagi, School of Mechanical
Engineering, LPU
112
Dr. L K Bhagi, School of Mechanical
Engineering, LPU
113
Dr. L K Bhagi, School of Mechanical
Engineering, LPU
114
Dr. L K Bhagi, School of Mechanical
Engineering, LPU
115
There is no region that satisfies both the
constraints.
This LP is infeasible
Refer: Slide no. 97
Two Phase Method
117
Operation Research Models
LPP Two Phase Method
LPP using Graphical
Method
LPP using iteration Method
≤
inequality
= and ≥
inequality
Simplex
Method
Big M
Method
Two Phase
Method
118
Operation Research Models
LPP Two Phase Method
In Two Phase Method, the whole procedure of solving a linear
programming problem (LPP) involving artificial variables is
divided into two phases.
In phase I, we form a new objective function (Auxiliary
function) by assigning zero to all variable (slack and surplus
variables) and +1 or −1 to each of the artificial variables
𝑍𝑚𝑖𝑛 or 𝑍𝑚𝑎𝑥 . Then we try to eliminate the artificial variables
from the basis. The solution at the end of phase I serves as a
basic feasible solution for phase II.
In phase II, Auxiliary function is replaced by the original
objective function and the usual simplex algorithm is used to
find an optimal solution.
119
𝑍𝑚𝑖𝑛 = 𝑥1+𝑥2
2𝑥1+ 𝑥2 ≥ 4
𝑥1+7𝑥2 ≥ 7
𝑥1, 𝑥2 ≥ 0
Operation Research Models
LPP Two Phase Method – Prob 10
120
Operation Research Models
LPP Two Phase Method – Prob 10
𝑥1+ 7𝑥2 − 𝑆2 + 𝐴2 = 7
𝑥1, 𝑥2, 𝑆1 , 𝑆2 , 𝐴1 , 𝐴2 ≥ 0
2𝑥1+𝑥2 − 𝑆1 + 𝐴1 = 4
Add Surplus variable and artificial
variable to convert constraint equation
into equality
𝑍𝑚𝑖𝑛 = 𝑥1+𝑥2
2𝑥1+ 𝑥2 ≥ 4
𝑥1+7𝑥2 ≥ 7
𝑥1, 𝑥2 ≥ 0
Ibfs (Initial Basic Feasible Solution)
DV and Surplus variables = 0
𝐴1 = 4
𝐴2 = 7
𝑍𝑚𝑖𝑛= 0 × 𝑥1+ 0 × 𝑥2 + 0 × 𝑆1 + 0 × 𝑆2 + 1 × A1 + 1 × A2
Create Auxiliary
function
121
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
0 0 0 0 1 1
θ
𝑥1 𝑥2 S1 S2 A1 A2 RHS (b)
1
1
A1
A2
4
7
Zj
𝑍𝑚𝑖𝑛= 0 × 𝑥1+ 0 × 𝑥2 + 0 × 𝑆1 + 0 × 𝑆2 + 1 × A1 + 1 × A2
122
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
0 0 0 0 1 1
θ
𝑥1 𝑥2 S1 S2 A1 A2 RHS (b)
1
1
A1
A2
2
1
1
7
−1
0
0
−1
1
0
0
1
4
7
Zj
𝑍𝑚𝑖𝑛= 0 × 𝑥1+ 0 × 𝑥2 + 0 × 𝑆1 + 0 × 𝑆2 + 1 × A1 + 1 × A2
123
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
0 0 0 0 1 1
θ
𝑥1 𝑥2 S1 S2 A1 A2 RHS (b)
1
1
A1
A2
2
1
1
7
−1
0
0
−1
1
0
0
1
4
7
Zj
3 8 −1 −1 1 1
124
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
0 0 0 0 1 1
θ
𝑥1 𝑥2 S1 S2 A1 A2 RHS (b)
1
1
A1
A2
2
1
1
7
−1
0
0
−1
1
0
0
1
4
7
Zj
3 8 −1 −1 1 1
Zj−Cj
3 8 −1 −1 0 0
Max
positive
value Key Column:
decides incoming
125
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
0 0 0 0 1 1
θ=
𝒃
𝒂
𝑥1 𝑥2 S1 S2 A1 A2 RHS (b)
1
1
A1
A2
2
1
1
7
−1
0
0
−1
1
0
0
1
4
7
4
1
Zj
3 8 −1 −1 1 1
Zj−Cj
3 8 −1 −1 0 0
Max
positive
value Key Column:
decides incoming
Least
positive
Key
Row: decides
outgoing
variable
Key
Element
126
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
0 0 0 0 1
θ=
𝒃
𝒂
𝑥1 𝑥2 S1 S2 A1 RHS (b)
1
0
A1
x2
2
1/7
1
1
−1
0
0
−1/7
1
0 1
Zj
Zj−Cj
127
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
0 0 0 0 1
θ=
𝒃
𝒂
𝑥1 𝑥2 S1 S2 A1 RHS (b)
1
0
A1
x2
2
1/7
1
1
−1
0
0
−1/7
1
0
4
1
Zj
Zj−Cj
MKR
OR
128
Operation Research Models
LPP Big M Method – Prob 10
Old
Row
− KCE × MKR = NR
2 − 1 × 1/7 = 13/7
1 − 1 × 1 = 0
−1 − 1 × 0 = −1
0 − 1 × −1/7 = 1/7
1 − 1 × 0 = 1
4 − 1 × 1 = 3
129
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
0 0 0 0 1
θ=
𝒃
𝒂
𝑥1 𝑥2 S1 S2 A1 RHS (b)
1
0
A1
x2
13/7
1/7
0
1
−1
0
1/7
−1/7
1
0
3
1
Zj
Zj−Cj
MKR
NR
130
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
0 0 0 0 1
θ=
𝒃
𝒂
𝑥1 𝑥2 S1 S2 A1 RHS (b)
1
0
A1
x2
13/7
1/7
0
1
−1
0
1/7
−1/7
1
0
3
1
Zj
13/7 0 −1 1/7 1
Zj−Cj
13/7 0 −1 1/7 0
Max
positive
value Key Column:
decides incoming
131
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
0 0 0 0 1
θ=
𝒃
𝒂
𝑥1 𝑥2 S1 S2 A1 RHS (b)
1
0
A1
x2
13/7
1/7
0
1
−1
0
1/7
−1/7
1
0
3
1
21/13
7
Zj
13/7 0 −1 1/7 1
Zj−Cj
13/7 0 −1 1/7 0
Max
positive
value Key Column:
decides incoming
132
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
0 0 0 0 1
θ=
𝒃
𝒂
𝑥1 𝑥2 S1 S2 A1 RHS (b)
1
0
A1
x2
13/7
1/7
0
1
−1
0
1/7
−1/7
1
0
3
1
21/13
7
Zj
13/7 0 −1 1/7 1
Zj−Cj
13/7 0 −1 1/7 0
Max
positive
value Key Column:
decides incoming
Least
positive
Key
Element
133
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
0 0 0 0
θ=
𝒃
𝒂
𝒙𝟏 𝑥2 S1 S2 RHS (b)
0
0
𝒙𝟏
𝑥2
13/7
1/7
0
1
−1
0
1/7
−1/7
3
1
21/13
7
Zj
13/7 0 −1 1/7
Zj−Cj
13/7 0 −1 1/7
134
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
0 0 0 0
θ=
𝒃
𝒂
𝒙𝟏 𝑥2 S1 S2 RHS (b)
0
0
𝒙𝟏
𝑥2
1
1/7
0
1
−7/13
0
1/13
−1/7
21/13
1
7
Zj
Zj−Cj
MKR
135
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
0 0 0 0
θ=
𝒃
𝒂
𝒙𝟏 𝑥2 S1 S2 RHS (b)
0
0
𝒙𝟏
𝑥2
1
1/7
0
1
−7/13
0
1/13
−1/7
21/13
1
7
Zj
Zj−Cj
MKR
OR
136
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
0 0 0 0
θ=
𝒃
𝒂
𝒙𝟏 𝑥2 S1 S2 RHS (b)
1
1
𝒙𝟏
𝑥2
1
0
0
1
−7/13
1/13
1/13
−2/13
21/13
70/91
7
Zj
0 0 0 0
Zj−Cj
0 0 0 0
MKR
NR
137
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
1 1 0 0
θ=
𝒃
𝒂
𝒙𝟏 𝑥2 S1 S2 RHS (b)
1
1
𝒙𝟏
𝑥2
1
0
0
1
−7/13
1/13
1/13
−2/13
21/13
70/91
7
Zj
1 1 −6/13 −1/13
Zj−Cj
0 0 −6/13 −1/13
MKR
NR
The optimal Solution
𝑥1 =
21
13
; 𝑥2 =
70
90
=
10
13
and 𝑍𝑚𝑖𝑛 =
21
13
+
10
13
=
31
13
138
Operation Research Models
LPP Two Phase Method – Prob 10
Cj
1 1 0 0
θ=
𝒃
𝒂
𝒙𝟏 𝑥2 S1 S2 RHS (b)
1
1
𝒙𝟏
𝑥2
1
0
0
1
−7/13
1/13
1/13
−2/13
21/13
70/91
7
Zj
1 1 −6/13 −1/13
Zj−Cj
0 0 −6/13 −1/13
MKR
NR
The optimal Solution
𝑥1 =
21
13
; 𝑥2 =
70
90
=
10
13
and 𝑍𝑚𝑖𝑛 =
21
13
+
10
13
=
31
13
MCQ
Dr. L K Bhagi, School of Mechanical
Engineering, LPU
140
The objective function and constraints are functions of two types of variables,
_______________ variables and ____________ variables.
A. Positive and negative
B. Controllable and uncontrollable.
C. Strong and weak
D. None of the above
Dr. L K Bhagi, School of Mechanical
Engineering, LPU
141
In graphical representation the bounded region is known as _________ region.
A. Solution
B. basic solution
C. feasible solution
D. optimal
Dr. L K Bhagi, School of Mechanical
Engineering, LPU
142
The optimal value of the objective function for the following L.P.P.
Max z = 4X1 + 3X2
subject to
X1 + X2 ≤ 50
X1 + 2X2 ≤ 80
2X1 + X2 ≥ 20
X1, X2 ≥ 0
is
(a) 200
(b) 330
(c) 420
(d) 500
Dr. L K Bhagi, School of Mechanical
Engineering, LPU
143
To formulate a problem for solution by the Simplex method, we must add artificial
variable to
(a) only equality constraints
(b) only LHS is greater than equal to RHS constraints
(c) both (a) and (b)
(d) None of the above
Dr. L K Bhagi, School of Mechanical
Engineering, LPU
144
In graphical method of LPP, If at all there is a feasible solution (feasible area of polygon)
exists then, the feasible area region has an important property known as ____________in
geometry
a) convexity Property
b) Convex polygon
c) Both of the above
d) None of the above
Dr. L K Bhagi, School of Mechanical
Engineering, LPU
145
Dr. L K Bhagi, School of Mechanical
Engineering, LPU
146
https://www.aplustopper.com/section-
formula/

Operation research unit 1: LPP Big M and Two Phase method

  • 1.
    Linear Programming UNIT –I OPERATION RESEARCH Dr. Loveleen Kumar Bhagi Associate Professor School of Mechanical Engineering LPU
  • 2.
  • 3.
    Dr. L KBhagi, School of Mechanical Engineering, LPU 3
  • 4.
    Dr. L KBhagi, School of Mechanical Engineering, LPU 4
  • 5.
    5 Operation Research Models LPPBig M Method Simplex method Big M method
  • 6.
    6 Zmin= 6X+8Y X+Y ≥10 2X +3Y ≥ 25 X +5Y ≥ 35 X, Y ≥ 0 Add slack Surplus variable to convert constraint equation into equality Z = 6X+8Y+0S1 − 0S2 − 0S3 X+Y−S1 =10 2X +3Y−S2 = 25 X +5Y − S3 = 35 X,Y, S1, S2, S3 ≥ 0 Operation Research Models LPP Big M Method – Prob 7
  • 7.
    7 Ibfs (Initial BasicFeasible Solution) DV = 0 −S =10 ; −S2 = 25; − S3 = 35 0r S = − 10 ; S2 = − 25; S3 = − 35 0r Z = 6X+8Y+0S1 − 0S2 − 0S3 X+Y−S1 =10 2X +3Y−S2 = 25 X +5Y − S3 = 35 X,Y, S1, S2, S3 ≥ 0 Operation Research Models LPP Big M Method – Prob 7
  • 8.
    8 Ibfs (Initial BasicFeasible Solution) DV = 0 and Surplus = 0 0 =10 ; 0 = 25; 0 = 35 Z = 6X+8Y+0S1 − 0S2 − 0S3 X+Y−S1 =10 2X +3Y−S2 = 25 X +5Y − S3 = 35 X,Y, S1, S2, S3 ≥ 0 Operation Research Models LPP Big M Method – Prob 7
  • 9.
    9 X+Y ≥ 10 2X+3Y ≥ 25 X +5Y ≥ 35 X, Y ≥ 0 Along with Surplus variable add Artificial Variable to convert constraint equation into equality X+Y−S1 +A1 =10 2X +3Y−S2+A2 = 25 X +5Y − S3 +A3 = 35 X,Y, S1, S2, S3, A1, A2, A3 ≥ 0 Operation Research Models LPP Big M Method – Prob 7 Zmin = 6X+8Y+0S1+0S2+ 0S3+MA1+MA2+MA3 Zmin= 6X+8Y
  • 10.
    10 Operation Research Models LPPBig M Method – Prob 7 Zmin = 6X+8Y+0S1+0S2+ 0S3+MA1+MA2+MA3 Ibfs (Initial Basic Feasible Solution) Put DV = 0 and Surplus variables = 0 A1=10 ; A2= 25; A3= 35
  • 11.
    11 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M M M θ X Y S1 S2 S3 A1 A2 A3 RHS (b) M M M A1 A2 A3 10 25 35
  • 12.
    12 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M M M θ X Y S1 S2 S3 A1 A2 A3 RHS (b) M M M A1 A2 A3 1 2 1 1 3 5 −1 0 0 0 −1 0 0 0 −1 1 0 0 0 1 0 0 0 1 10 25 35
  • 13.
    13 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M M M θ X Y S1 S2 S3 A 1 A 2 A3 RHS (b) M M M A1 A2 A3 1 2 1 1 3 5 −1 0 0 0 −1 0 0 0 −1 1 0 0 0 1 0 0 0 1 10 25 35 Zj 4 M 9 M −M −M −M M M M M+2M+M = 4M
  • 14.
    Dr. L KBhagi, School of Mechanical Engineering, LPU 14 https://www.youtube.com/watch?v=tRNwz Sr9IXg IITM Srinivasan sir
  • 15.
    15 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M M M θ X Y S1 S2 S3 A 1 A 2 A3 RHS (b) M M M A1 A2 A3 1 2 1 1 3 5 −1 0 0 0 −1 0 0 0 −1 1 0 0 0 1 0 0 0 1 10 25 35 10 25/3 7 Zj 4M 9M −M −M −M M M M Zj− Cj 4M− 6 9M− 8 −M −M −M 0 0 0 Largest positive value Key Column: decides incoming Least positive Key Row: decides outgoing variable
  • 16.
    16 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M M M θ X Y S1 S2 S3 A 1 A 2 A3 RHS (b) M M M A1 A2 A3 1 2 1 1 3 5 −1 0 0 0 −1 0 0 0 −1 1 0 0 0 1 0 0 0 1 10 25 35 10 25/3 7 Zj 4M 9M −M −M −M M M M Zj− Cj 4M− 6 9M− 8 −M −M −M 0 0 0 Key Column: decides incoming Least positive Key Row: decides outgoing variable Key Element Largest positive value
  • 17.
    17 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M M M θ X Y S1 S2 S3 A 1 A 2 A3 RHS (b) M M M A1 A2 A3 1 2 1 1 3 5 −1 0 0 0 −1 0 0 0 −1 1 0 0 0 1 0 0 0 1 10 25 35 10 25/3 7 Zj 4M 9M −M −M −M M M M Zj− Cj 4M− 6 9M− 8 −M −M −M 0 0 0
  • 18.
    18 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M M M θ X Y S1 S2 S3 A 1 A 2 A3 RHS (b) M M M A1 A2 A3 1 2 1 1 3 5 −1 0 0 0 −1 0 0 0 −1 1 0 0 0 1 0 0 0 1 10 25 35 10 25/3 7 Zj 4M 9M −M −M −M M M M Zj− Cj 4M− 6 9M− 8 −M −M −M 0 0 0
  • 19.
    19 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M M θ X Y S1 S2 S3 A 1 A2 RHS (b) M M 8 A1 A2 Y 1 2 1/5 1 3 1 −1 0 0 0 −1 0 0 0 −1/5 1 0 0 0 1 0 10 25 7 Zj Zj− Cj Modifie d key row
  • 20.
    20 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M M θ X Y S1 S2 S3 A 1 A2 RHS (b) M M 8 A1 A2 Y 1 2 1/5 1 3 1 −1 0 0 0 −1 0 0 0 −1/5 1 0 0 0 1 0 10 25 7 Zj Zj− Cj Modifie d key row
  • 21.
    21 Operation Research Models LPPBig M Method – Prob 7 Old Row − KCE × MKR = NR 1 − 1 × 1/5 = 4/5 1 − 1 × 1 = 0 −1 − 1 × 0 = −1 0 − 1 × 0 = 0 0 − 1 × −1/5 = 1/5 1 − 1 × 0 1 0 − 1 × 0 0 10 − 1 × 7 = 3
  • 22.
    22 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M M θ X Y S1 S2 S3 A 1 A2 RHS (b) M M 8 A1 A2 Y 4/5 2 1/5 0 3 1 −1 0 0 0 −1 0 1/5 0 −1/5 1 0 0 0 1 0 3 25 7 Zj Zj− Cj MKR NR
  • 23.
    23 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M M θ X Y S1 S2 S3 A 1 A2 RHS (b) M M 8 A1 A2 Y 4/5 2 1/5 0 3 1 −1 0 0 0 −1 0 1/5 0 −1/5 1 0 0 0 1 0 3 25 7 Zj Zj− Cj MKR NR OR
  • 24.
    24 Operation Research Models LPPBig M Method – Prob 7 Old Row − KCE × MKR = NR 2 − 3 × 1/5 = 7/5 3 − 3 × 1 = 0 0 − 3 × 0 = 0 −1 − 3 × 0 = −1 0 − 3 × −1/5 = 3/5 0 − 3 × 0 0 1 − 3 × 0 1 25 − 3 × 7 = 4
  • 25.
    25 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M M θ X Y S1 S2 S3 A 1 A2 RHS (b) M M 8 A1 A2 Y 4/5 7/5 1/5 0 0 1 −1 0 0 0 −1 0 1/5 3/5 −1/5 1 0 0 0 1 0 3 4 7 Zj Zj− Cj MKR NR NR
  • 26.
    26 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M M θ X Y S1 S2 S3 A 1 A2 RHS (b) M M 8 A1 A2 Y 4/5 7/5 1/5 0 0 1 −1 0 0 0 −1 0 1/5 3/5 −1/5 1 0 0 0 1 0 3 4 7 Zj 11𝑀 5 + 8 5 8 −M −M 4𝑀 5 − 8 5 M M Zj− Cj
  • 27.
    27 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M M θ X Y S1 S2 S3 A 1 A2 RHS (b) M M 8 A1 A2 Y 4/5 7/5 1/5 0 0 1 −1 0 0 0 −1 0 1/5 3/5 −1/5 1 0 0 0 1 0 3 4 7 Zj 11𝑀 5 + 8 5 8 −M −M 4𝑀 5 − 8 5 M M Zj− Cj 11𝑀 5 + 38 5 0 −M −M 4𝑀 5 − 8 5 0 0
  • 28.
    28 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M M θ X Y S1 S2 S3 A 1 A2 RHS (b) M M 8 A1 A2 Y 4/5 7/5 1/5 0 0 1 −1 0 0 0 −1 0 1/5 3/5 −1/5 1 0 0 0 1 0 3 4 7 Zj 11𝑀 5 + 8 5 8 −M −M 4𝑀 5 − 8 5 M M Zj− Cj 11𝑀 5 + 38 5 0 −M −M 4𝑀 5 − 8 5 0 0 Key Column: decides incoming Largest positive value
  • 29.
    29 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M M θ X Y S1 S2 S3 A 1 A2 RHS (b) M M 8 A1 A2 Y 4/5 7/5 1/5 0 0 1 −1 0 0 0 −1 0 1/5 3/5 −1/5 1 0 0 0 1 0 3 4 7 15/4 20/7 35 Zj 11𝑀 5 + 8 5 8 −M −M 4𝑀 5 − 8 5 M M Zj− Cj 11𝑀 5 + 38 5 0 −M −M 4𝑀 5 − 8 5 0 0 Key Column: decides incoming Least positive Key Row: decides outgoing variable Largest positive value
  • 30.
    30 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M θ X Y S1 S2 S3 A 1 RHS (b) M 6 8 A1 X Y 4/5 7/5 1/5 0 0 1 −1 0 0 0 −1 0 1/5 3/5 −1/5 1 0 0 3 4 7 15/4 20/7 35 Zj 11𝑀 5 + 8 5 8 −M −M 4𝑀 5 − 8 5 M Zj− Cj 11𝑀 5 + 38 5 0 −M −M 4𝑀 5 − 8 5 0 0
  • 31.
    31 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M θ X Y S1 S2 S3 A 1 RHS (b) M 6 8 A1 X Y 4/5 7/5 1/5 0 0 1 −1 0 0 0 −1 0 1/5 3/5 −1/5 1 0 0 3 4 7 Zj Zj− Cj
  • 32.
    32 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M θ X Y S1 S2 S3 A 1 RHS (b) M 6 8 A1 X Y 4/5 1 1/5 0 0 1 −1 0 0 0 −5/7 0 1/5 3/7 −1/5 1 0 0 3 20/7 7 Zj Zj− Cj MKR
  • 33.
    33 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M θ X Y S1 S2 S3 A 1 RHS (b) M 6 8 A1 X Y 4/5 1 1/5 0 0 1 −1 0 0 0 −5/7 0 1/5 3/7 −1/5 1 0 0 3 20/7 7 Zj Zj− Cj MKR
  • 34.
    34 Operation Research Models LPPBig M Method – Prob 7 Old Row − KCE × MKR = NR 4/5 − 4/5 × 1 = 0 0 − 4/5 × 0 = 0 −1 − 4/5 × 0 = −1 0 − 4/5 × −5/7 = 4/7 1/5 − 4/5 × 3/7 = −1/7 1 − 4/5 × 0 = 1 3 − 4/5 × 20/7 = 5/7
  • 35.
    35 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M θ X Y S1 S2 S3 A 1 RHS (b) M 6 8 A 1 X Y 0 1 1/5 0 0 1 −1 0 0 4/7 −5/7 0 −1/7 3/7 −1/5 1 0 0 5/7 20/7 7 Zj Zj − Cj MKR NR
  • 36.
    36 Operation Research Models LPPBig M Method – Prob 7 Old Row − KCE × MKR = NR 1/5 − 1/5 × 1 = 0 1 − 1/5 × 0 = 1 0 − 1/5 × 0 = 0 0 − 1/5 × −5/7 = 1/7 −1/5 − 1/5 × 3/7 = −2/7 0 − 1/5 × 0 = 0 7 − 1/5 × 20/7 = 45/7
  • 37.
    37 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M θ X Y S1 S2 S3 A1 RHS (b) M 6 8 A1 X Y 0 1 0 0 0 1 −1 0 0 4/7 −5/7 1/7 −1/7 3/7 −2/7 1 0 0 5/7 20/7 45/7 Zj Zj− Cj MKR NR NR
  • 38.
    38 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M θ X Y S1 S2 S3 A1 RHS (b) M 6 8 A1 X Y 0 1 0 0 0 1 −1 0 0 4/7 −5/7 1/7 −1/7 3/7 −2/7 1 0 0 5/7 20/7 45/7 Zj 6 8 −M 4𝑀 7 − 22 7 − 𝑀 7 + 2 7 M Zj− Cj MKR NR NR
  • 39.
    39 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M θ X Y S1 S2 S3 A1 RHS (b) M 6 8 A1 X Y 0 1 0 0 0 1 −1 0 0 4/7 −5/7 1/7 −1/7 3/7 −2/7 1 0 0 5/7 20/7 45/7 Zj 6 8 −M 4𝑀 7 − 22 7 − 𝑀 7 + 2 7 M Zj− Cj 0 0 −M 4𝑀 7 − 22 7 − 𝑀 7 + 2 7 0 Key Column: decides incoming variable Largest positive value
  • 40.
    40 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 M θ X Y S1 S2 S3 A1 RHS (b) M 6 8 A1 X Y 0 1 0 0 0 1 − 1 0 0 4/7 −5/7 1/7 −1/7 3/7 −2/7 1 0 0 5/7 20/7 45/7 5/4 −4 45 Zj 6 8 −M 4𝑀 7 − 22 7 − 𝑀 7 + 2 7 M Zj− Cj 0 0 −M 4𝑀 7 − 22 7 − 𝑀 7 + 2 7 0 Key Column: decides incoming Largest positive value Least positive Key Row: decides outgoing variable Key Element
  • 41.
    41 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 θ X Y S1 S2 S3 RHS (b) 0 6 8 S2 X Y 0 1 0 0 0 1 − 1 0 0 4/7 −5/7 1/7 −1/7 3/7 −2/7 5/7 20/7 45/7 Zj Zj− Cj
  • 42.
    42 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 θ X Y S1 S2 S3 RHS (b) 0 6 8 S2 X Y 0 1 0 0 0 1 − 1 0 0 4/7 −5/7 1/7 −1/7 3/7 −2/7 5/7 20/7 45/7 Zj Zj− Cj
  • 43.
    43 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 θ X Y S1 S2 S3 RHS (b) 0 6 8 S2 X Y 0 1 0 0 0 1 −7/4 0 0 1 −5/7 1/7 −1/4 3/7 −2/7 5/4 20/7 45/7 Zj Zj− Cj MKR
  • 44.
    44 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 θ X Y S1 S2 S3 RHS (b) 0 6 8 S2 X Y 0 1 0 0 0 1 −7/4 0 0 1 −5/7 1/7 −1/4 3/7 −2/7 5/4 20/7 45/7 Zj Zj− Cj MKR OR
  • 45.
    45 Operation Research Models LPPBig M Method – Prob 7 Old Row − KCE × MKR = NR 1 − −5/7 × 0 = 1 0 − −5/7 × 0 = 0 0 − −5/7 × −7/4 = −5/4 −5/7 − −5/7 × 1 = 0 3/7 − −5/7 × −1/4 = 17/28 20/7 − −5/7 × 5/4 15/4
  • 46.
    46 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 θ X Y S1 S2 S3 RHS (b) 0 6 8 S2 X Y 0 1 0 0 0 1 −7/4 −5/4 0 1 0 −1/4 17/28 −2/7 5/4 15/4 45/7 Zj Zj− Cj MKR NR
  • 47.
    47 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 θ X Y S1 S2 S3 RHS (b) 0 6 8 S2 X Y 0 1 0 0 0 1 −7/4 −5/4 0 1 0 1/7 −1/4 17/28 −2/7 5/4 15/4 45/7 Zj Zj− Cj MKR NR OR
  • 48.
    48 Operation Research Models LPPBig M Method – Prob 7 Old Row − KCE × MKR = NR 0 − 1/7 × 0 = 0 1 − 1/7 × 0 = 1 0 − 1/7 × −7/4 = 1/4 1/7 − 1/7 × 1 = 0 −2/7 − 1/7 × −1/4 = −1/4 45/7 − 1/7 × 5/4 = 25/4
  • 49.
    49 Operation Research Models LPPBig M Method – Prob 7 Cj 6 8 0 0 0 θ X Y S1 S2 S3 RHS (b) 0 6 8 S2 X Y 0 1 0 0 0 1 −7/4 −5/4 1/4 1 0 0 −1/4 17/28 −1/4 5/4 15/4 25/4 Zj 6 8 −22/4 0 23/19 Zj− Cj 0 0 −22/4 0 23/19 MKR NR NR
  • 50.
    50 𝑍𝑚𝑖𝑛=4𝑥1+𝑥2 3𝑥1+4𝑥2 ≥ 20 −𝑥1−5𝑥2 ≤ −15 𝑥1, 𝑥2 ≥ 0 Operation Research Models LPP Big M Method – Prob 8
  • 51.
    51 𝑍𝑚𝑖𝑛=4𝑥1+𝑥2 3𝑥1+4𝑥2 ≥ 20 −𝑥1−5𝑥2 ≤ −15 𝑥1, 𝑥2 ≥ 0 Operation Research Models LPP Big M Method – Prob 8 −𝑥1− 5𝑥2 + 𝑆2 = −15 3𝑥1+4𝑥2 − 𝑆1 = 20 Add slack Surplus variable to convert constraint equation into equality Add slack Surplus variable to convert constraint equation into equality
  • 52.
    52 𝑍𝑚𝑖𝑛=4𝑥1+𝑥2 3𝑥1+4𝑥2 ≥ 20 −𝑥1−5𝑥2 ≤ −15 𝑥1, 𝑥2 ≥ 0 Operation Research Models LPP Big M Method – Prob 8 −𝑥1− 5𝑥2 + 𝑆2 = −15 3𝑥1+4𝑥2 − 𝑆1 = 20 Add slack Surplus variable to convert constraint equation into equality Add slack Surplus variable to convert constraint equation into equality Ibfs (Initial Basic Feasible Solution) DV and Surplus variables = 0 0 = 20 𝑆2 = −15
  • 53.
    53 𝑍𝑚𝑖𝑛=4𝑥1+𝑥2 3𝑥1+4𝑥2 ≥ 20 𝑥1+5𝑥2 ≥ 15 𝑥1, 𝑥2 ≥ 0 Operation Research Models LPP Big M Method – Prob 8
  • 54.
    54 𝑍𝑚𝑖𝑛=4𝑥1+𝑥2 3𝑥1+4𝑥2 ≥ 20 𝑥1+5𝑥2 ≥ 15 𝑥1, 𝑥2 ≥ 0 Operation Research Models LPP Big M Method – Prob 8 𝑥1+ 5𝑥2 − 𝑆2 = −15 3𝑥1+4𝑥2 − 𝑆1 = 20 Add slack Surplus variable to convert constraint equation into equality
  • 55.
    55 𝑍𝑚𝑖𝑛=4𝑥1+𝑥2 3𝑥1+4𝑥2 ≥ 20 𝑥1+5𝑥2 ≥ 15 𝑥1, 𝑥2 ≥ 0 Operation Research Models LPP Big M Method – Prob 8 𝑥1+ 5𝑥2 − 𝑆2 = 15 3𝑥1+4𝑥2 − 𝑆1 = 20 Add slack Surplus variable to convert constraint equation into equality Ibfs (Initial Basic Feasible Solution) DV and Surplus variables = 0 0 = 20 0 = 15 𝑍𝑚𝑖𝑛=4𝑥1+𝑥2 + 0𝑆1 + 0𝑆2
  • 56.
    56 𝒁𝒎𝒊𝒏=4𝒙𝟏+𝒙𝟐 3𝑥1+4𝑥2 ≥ 20 𝑥1+5𝑥2 ≥ 15 𝑥1, 𝑥2 ≥ 0 Operation Research Models LPP Big M Method – Prob 8 Add slack Surplus variable to convert constraint equation into equality Ibfs (Initial Basic Feasible Solution) DV and Surplus variables = 0 0 = 20 ⇒ 𝑎𝑑𝑑 𝐴𝑟𝑡𝑖𝑓𝑖𝑐𝑖𝑎𝑙 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝐴1 0 = 15 ⇒ 𝑎𝑑𝑑 𝐴𝑟𝑡𝑖𝑓𝑖𝑐𝑖𝑎𝑙 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝐴2 𝑍𝑚𝑖𝑛=4𝑥1+𝑥2 + 0𝑆1 + 0𝑆2 3𝑥1+4𝑥2 − 𝑆1 + A1 = 20 𝑥1+ 5𝑥2 − 𝑆2+A2 = 15
  • 57.
    57 𝒁𝒎𝒊𝒏=4𝒙𝟏+𝒙𝟐 3𝑥1+4𝑥2 ≥ 20 𝑥1+5𝑥2 ≥ 15 𝑥1, 𝑥2 ≥ 0 Operation Research Models LPP Big M Method – Prob 8 Add slack Surplus variable to convert constraint equation into equality 𝑍𝑚𝑖𝑛=4𝑥1+𝑥2 + 0𝑆1 + 0𝑆2 3𝑥1+4𝑥2 − 𝑆1 + A1 = 20 𝑥1+ 5𝑥2 − 𝑆2+A2 = 15 Ibfs (Initial Basic Feasible Solution) DV and Surplus variables = 0 𝐴1 = 20 𝐴2 = 15
  • 58.
    58 𝒁𝒎𝒊𝒏=4𝒙𝟏+𝒙𝟐 3𝑥1+4𝑥2 ≥ 20 𝑥1+5𝑥2 ≥ 15 𝑥1, 𝑥2 ≥ 0 Operation Research Models LPP Big M Method – Prob 8 Add slack Surplus variable to convert constraint equation into equality Sign of A1 & A2 𝑖𝑠 + or − 𝑣𝑒 𝑖𝑛 𝑜𝑏𝑗𝑒𝑐𝑡𝑖𝑣𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑑𝑒𝑝𝑒𝑛𝑑𝑠 𝑢𝑝𝑜𝑛 𝑡ℎ𝑒 𝑝𝑟𝑜𝑏𝑙𝑒𝑚 𝑖. 𝑒. 𝑍𝑚𝑖𝑛 𝑜𝑟 𝑍𝑚𝑎𝑥 𝑍𝑚𝑖𝑛=4𝑥1+𝑥2 + 0𝑆1 + 0𝑆2 3𝑥1+4𝑥2 − 𝑆1 + A1 = 20 𝑥1+ 5𝑥2 − 𝑆2+A2 = 15 Ibfs (Initial Basic Feasible Solution) DV and Surplus variables = 0 𝐴1 = 20 𝐴2 = 15
  • 59.
    59 𝒁𝒎𝒊𝒏=4𝒙𝟏+𝒙𝟐 3𝑥1+4𝑥2 ≥ 20 𝑥1+5𝑥2 ≥ 15 𝑥1, 𝑥2 ≥ 0 Operation Research Models LPP Big M Method – Prob 8 𝑥1+ 5𝑥2 − 𝑆2+A2 = 15 3𝑥1+4𝑥2 − 𝑆1 + A1 = 20 Add slack Surplus variable to convert constraint equation into equality Sign of A1 & A2 𝑖𝑠 + or − 𝑣𝑒 𝑖𝑛 𝑜𝑏𝑗𝑒𝑐𝑡𝑖𝑣𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑑𝑒𝑝𝑒𝑛𝑑𝑠 𝑢𝑝𝑜𝑛 𝑡ℎ𝑒 𝑝𝑟𝑜𝑏𝑙𝑒𝑚 𝑖. 𝑒. 𝑍𝑚𝑖𝑛 𝑜𝑟 𝑍𝑚𝑎𝑥 𝑍𝑚𝑖𝑛 ⇒ MA1+MA2 𝑍𝑚𝑎𝑥 ⇒ −MA1−MA2
  • 60.
    60 𝒁𝒎𝒊𝒏=4𝒙𝟏+𝒙𝟐 3𝑥1+4𝑥2 ≥ 20 𝑥1+5𝑥2 ≥ 15 𝑥1, 𝑥2 ≥ 0 Operation Research Models LPP Big M Method – Prob 8 𝑥1+ 5𝑥2 − 𝑆2+A2 = 15 3𝑥1+4𝑥2 − 𝑆1 + A1 = 20 Add slack Surplus variable to convert constraint equation into equality Sign of A1 & A2 𝑖𝑠 + or − 𝑣𝑒 𝑖𝑛 𝑜𝑏𝑗𝑒𝑐𝑡𝑖𝑣𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑑𝑒𝑝𝑒𝑛𝑑𝑠 𝑢𝑝𝑜𝑛 𝑡ℎ𝑒 𝑝𝑟𝑜𝑏𝑙𝑒𝑚 𝑖. 𝑒. 𝑍𝑚𝑖𝑛 𝑜𝑟 𝑍𝑚𝑎𝑥 𝑍𝑚𝑖𝑛=4𝑥1+𝑥2 + 0𝑆1 + 0𝑆2 + MA1+MA2 Ibfs (Initial Basic Feasible Solution) DV and Surplus variables = 0 𝐴1 = 20 𝐴2 = 15
  • 61.
    61 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 M M θ 𝑥1 𝑥2 S1 S2 A 1 A 2 RHS (b) M M A1 A2 20 15 Zj
  • 62.
    62 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 M M θ 𝑥1 𝑥2 S1 S2 A 1 A 2 RHS (b) M M A1 A2 3 1 4 5 −1 0 0 −1 1 0 0 1 20 15 Zj
  • 63.
    63 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 M M θ 𝑥1 𝑥2 S1 S2 A 1 A 2 RHS (b) M M A1 A2 3 1 4 5 −1 0 0 −1 1 0 0 1 20 15 Zj 4 M 9 M −M −M M M
  • 64.
    64 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 M M θ 𝑥1 𝑥2 S1 S2 A 1 A 2 RHS (b) M M A1 A2 3 1 4 5 −1 0 0 −1 1 0 0 1 20 15 5 3 Zj 4M 9M −M −M M M Zj−Cj 4M−4 9M−1 −M −M 0 0 Max positive value Key Column: decides incoming Least positive Key Row: decides outgoing variable Key Element
  • 65.
    65 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 M θ 𝑥1 𝑥2 S1 S2 A 1 RHS (b) M 1 A1 𝑥2 3 1 4 5 −1 0 0 −1 1 0 0 15 Zj Zj−Cj
  • 66.
    66 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 M θ 𝑥1 𝑥2 S1 S2 A 1 RHS (b) M 1 A1 𝑥2 3 1/5 4 1 −1 0 0 −1/5 1 0 20 15/5=3 Zj Zj−Cj Old Row MKR
  • 67.
    67 Operation Research Models LPPBig M Method – Prob 8 Old Row − KCE × MKR = NR 3 − 4 × 1/5 = 11/5 4 − 4 × 1 = 0 −1 − 4 × 0 = −1 0 − 4 × −1/5 = 4/5 1 − 4 × 0 = 1 20 − 4 × 3 = 8
  • 68.
    68 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 M θ 𝑥1 𝑥2 S1 S2 A 1 RHS (b) M 1 A1 𝑥2 11/5 1/5 0 1 −1 0 4/5 −1/5 1 0 8 3 Zj Zj−Cj New Row MKR
  • 69.
    69 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 M θ 𝑥1 𝑥2 S1 S2 A 1 RHS (b) M 1 A1 𝑥2 11/5 1/5 0 1 −1 0 4/5 −1/5 1 0 8 3 Zj 11𝑀 5 + 1 5 1 −M 4𝑀 5 − 1 5 M Zj−Cj
  • 70.
    70 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 M θ 𝑥1 𝑥2 S1 S2 A 1 RHS (b) M 1 A1 𝑥2 11/5 1/5 0 1 −1 0 4/5 −1/5 1 0 8 3 Zj 11𝑀 5 + 1 5 1 −M 4𝑀 5 − 1 5 M Zj−Cj 11𝑀 + 1 − 20 5 0 −M 4𝑀 − 1 5 0
  • 71.
    71 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 M θ 𝑥1 𝑥2 S1 S2 A 1 RHS (b) M 1 A1 𝑥2 11/5 1/5 0 1 −1 0 4/5 −1/5 1 0 8 3 Zj 11𝑀 5 + 1 5 1 −M 4𝑀 5 − 1 5 M Zj−Cj 11𝑀 − 19 5 0 −M 4𝑀 − 1 5 0
  • 72.
    72 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 M θ 𝑥1 𝑥2 S1 S2 A 1 RHS (b) M 1 A 1 𝑥2 11/5 1/5 0 1 −1 0 4/5 −1/5 1 0 8 3 Zj 11𝑀 5 + 1 5 1 −M 4𝑀 5 − 1 5 M Zj−Cj 11𝑀 − 19 5 0 −M 4𝑀 − 1 5 0 Max positive value Key Column: decides incoming
  • 73.
    73 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 M θ 𝑥1 𝑥2 S1 S2 A 1 RHS (b) M 1 A 1 𝑥2 11/5 1/5 0 1 −1 0 4/5 −1/5 1 0 8 3 40/11 15 Zj 11𝑀 5 + 1 5 1 −M 4𝑀 5 − 1 5 M Zj−Cj 11𝑀 − 19 5 0 −M 4𝑀 − 1 5 0 Max positive value Key Column: decides incoming Least positive Key Row: decides outgoing variable Key Element
  • 74.
    74 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 θ 𝑥1 𝑥2 S1 S2 RHS (b) 4 1 𝑥1 𝑥2 11/5 1/5 0 1 −1 0 4/5 −1/5 8 3 40/11 15 Zj Zj−Cj
  • 75.
    75 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 θ 𝑥1 𝑥2 S1 S2 RHS (b) 4 1 𝑥1 𝑥2 1 1/5 0 1 −5/11 0 4/11 −1/5 40/11 3 15 Zj Zj−Cj MKR
  • 76.
    76 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 θ 𝑥1 𝑥2 S1 S2 RHS (b) 4 1 𝑥1 𝑥2 1 1/5 0 1 −5/11 0 4/11 −1/5 40/11 3 15 Zj Zj−Cj Old Row MKR
  • 77.
    77 Operation Research Models LPPBig M Method – Prob 8 Old Row − KCE × MKR = NR 1/5 − 1/5 × 1 = 0 1 − 1/5 × 0 = 1 0 − 1/5 × −5/11 = 1/11 −1/5 − 1/5 × 4/11 = −15/55 = −3/11 3 − 1/5 × 40/11 = 125/55 = 25/11
  • 78.
    78 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 θ 𝑥1 𝑥2 S1 S2 RHS (b) 4 1 𝑥1 𝑥2 1 0 0 1 −5/11 1/11 4/11 −3/11 40/11 25/11 15 Zj Zj−Cj New Row MKR
  • 79.
    79 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 θ 𝑥1 𝑥2 S1 S2 RHS (b) 4 1 𝑥1 𝑥2 1 0 0 1 −5/11 1/11 4/11 −3/11 40/11 25/11 15 Zj 4 1 −19/11 13/11 Zj−Cj 0 0 −19/11 13/11 Max positive value Key Column: decides incoming variable
  • 80.
    80 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 θ 𝑥1 𝑥2 S1 S2 RHS (b) 4 1 𝑥1 𝑥2 1 0 0 1 −5/11 1/11 4/11 −3/11 40/11 25/11 10 − Zj 4 1 −19/11 13/11 Zj−Cj 0 0 −19/11 13/11 Max positive value Key Column: decides incoming variable Least positive Key Row: decides outgoing variable Key Element
  • 81.
    81 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 θ 𝑥1 𝑥2 S1 S2 RHS (b) 0 1 S2 𝑥2 1 0 0 1 −5/11 1/11 4/11 −3/11 40/11 25/11 Zj Zj−Cj
  • 82.
    82 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 θ 𝑥1 𝑥2 S1 S2 RHS (b) 0 1 S2 𝑥2 11/4 0 0 1 −5/4 1/11 1 −3/11 10 25/11 Zj Zj−Cj MKR
  • 83.
    83 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 θ 𝑥1 𝑥2 S1 S2 RHS (b) 0 1 S2 𝑥2 11/4 0 0 1 −5/4 1/11 1 −3/11 10 25/11 Zj Zj−Cj MKR Old Row
  • 84.
    84 Operation Research Models LPPBig M Method – Prob 8 Old Row − KCE × MKR = NR 0 − −3/11 × 11/4 = 3/4 1 − −3/11 × 0 = 1 1/11 − −3/11 × −5/4 = 1 11 − 3 11 × 5 4 = 1 11 − 15 44 = − 11 44 =− 1 4 −3/11 − −3/11 × 1 = 0 25/11 − −3/11 × 10 25 11 + 30 11 = 55 11 = 5
  • 85.
    85 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 θ 𝑥1 𝑥2 S1 S2 RHS (b) 0 1 S2 𝑥2 11/4 3/4 0 1 −5/4 −1/4 1 0 10 5 Zj Zj−Cj MKR New Row
  • 86.
    86 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 θ 𝑥1 𝑥2 S1 S2 RHS (b) 0 1 S2 𝑥2 11/4 3/4 0 1 −5/4 −1/4 1 0 10 5 Zj 3/4 1 −1/4 0 Zj−Cj
  • 87.
    87 Operation Research Models LPPBig M Method – Prob 8 Cj 4 1 0 0 θ 𝑥1 𝑥2 S1 S2 RHS (b) 0 1 S2 𝑥2 11/4 3/4 0 1 −5/4 −1/4 1 0 10 5 Zj 3/4 1 −1/4 0 5 Zj−Cj −13/4 0 −1/4 0 So, the optimal Solution we get without 𝑥1 The optimal Solution 𝑥1 = 0; 𝑥2 = 5 𝑎𝑛𝑑 𝑍𝑚𝑖𝑛= 4𝑥1+𝑥2= 4×0 + 5 = 5
  • 88.
    88 𝑍𝑚𝑎𝑥 = 𝑥1+5𝑥2 3𝑥1+4𝑥2 ≤ 6 𝑥1+3𝑥2 ≥ 2 𝑥1, 𝑥2 ≥ 0 Operation Research Models LPP Big M Method – Prob 9
  • 89.
    89 Operation Research Models LPPBig M Method – Prob 9 𝑥1+ 3𝑥2 − 𝑆2 + 𝐴1 = 2 𝑥1, 𝑥2, 𝑆1 , 𝑆2 , 𝐴1 ≥ 0 3𝑥1+4𝑥2 + 𝑆1 = 6 Add slack and Surplus variable to convert constraint equation into equality 𝑍𝑚𝑎𝑥 = 𝑥1+5𝑥2 3𝑥1+ 4𝑥2 ≤ 6 𝑥1+3𝑥2 ≥ 2 𝑥1, 𝑥2 ≥ 0
  • 90.
    90 Operation Research Models LPPBig M Method – Prob 9 Ibfs (Initial Basic Feasible Solution) DV and Surplus variables = 0 𝑆1 = 6 𝐴1 = 2 𝑍𝑚𝑎𝑥= 𝑥1+ 5𝑥2 + 0𝑆1 + 0𝑆2 − MA1
  • 91.
    91 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 −M θ 𝑥1 𝑥2 S1 S2 A1 RHS (b) 0 −M S1 A1 6 2 Zj 𝑍𝑚𝑎𝑥= 𝑥1+ 5𝑥2 + 0𝑆1 + 0𝑆2 − MA1
  • 92.
    92 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 −M θ 𝑥1 𝑥2 S1 S2 A1 RHS (b) 0 −M S1 A1 3 1 4 3 1 0 0 −1 0 1 6 2 Zj 𝑍𝑚𝑎𝑥= 𝑥1+ 5𝑥2 + 0𝑆1 + 0𝑆2 − MA1
  • 93.
    93 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 −M θ 𝑥1 𝑥2 S1 S2 A1 RHS (b) 0 −M S1 A1 3 1 4 3 1 0 0 −1 0 1 6 2 Zj −M −3M 0 M −M 𝑍𝑚𝑎𝑥= 𝑥1+ 5𝑥2 + 0𝑆1 + 0𝑆2 − MA1
  • 94.
    94 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 −M θ 𝑥1 𝑥2 S1 S2 A1 RHS (b) 0 −M S1 A1 3 1 4 3 1 0 0 −1 0 1 6 2 Zj −M −3M 0 M −M Cj − Zj 1+M 5+3M 0 −M 0 𝑍𝑚𝑎𝑥= 𝑥1+ 5𝑥2 + 0𝑆1 + 0𝑆2 − MA1
  • 95.
    95 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 −M θ 𝑥1 𝑥2 S1 S2 A1 RHS (b) 0 −M S1 A1 3 1 4 3 1 0 0 −1 0 1 6 2 Zj −M −3M 0 M −M Cj − Zj 1+M 5+3M 0 −M 0 Max positive value Key Column: decides incoming variable
  • 96.
    96 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 −M θ = 𝒃 𝒂 𝑥1 𝑥2 S1 S2 A1 RHS (b) 0 −M S1 A1 3 1 4 3 1 0 0 −1 0 1 6 2 6/4 = 3/2 2/3 Zj −M −3M 0 M −M Cj − Zj 1+M 5+3M 0 −M 0 Max positive value Key Column: decides incoming Least positive Key Row: decides outgoing variable Key Element Least positive Key Row: decides outgoing variable Key Element
  • 97.
    97 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 θ = 𝒃 𝒂 𝑥1 𝒙𝟐 S1 S2 RHS (b) 0 5 S1 𝒙𝟐 3 1 4 3 1 0 0 −1 6 2 Zj Cj − Zj
  • 98.
    98 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 θ = 𝒃 𝒂 𝑥1 𝒙𝟐 S1 S2 RHS (b) 0 5 S1 𝒙𝟐 3 1/3 4 1 1 0 0 −1/3 6 2/3 Zj Cj − Zj MKR
  • 99.
    99 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 θ = 𝒃 𝒂 𝑥1 𝒙𝟐 S1 S2 RHS (b) 0 5 S1 𝒙𝟐 3 1/3 4 1 1 0 0 −1/3 6 2/3 Zj Cj − Zj MKR OR
  • 100.
    100 Operation Research Models LPPBig M Method – Prob 9 Old Row − KCE × MKR = NR 3 − 4 × 1/3 = 5/3 4 − 4 × 1 = 0 1 − 4 × 0 = 1 0 − 4 × −1/3 = 4/3 6 − 4 × 2/3 = 10/3
  • 101.
    101 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 θ = 𝒃 𝒂 𝑥1 𝒙𝟐 S1 S2 RHS (b) 0 5 S1 𝒙𝟐 5/3 1/3 0 1 1 0 4/3 −1/3 10/3 2/3 Zj 5/3 5 0 −5/3 Cj − Zj −2/3 0 0 5/3 MKR NR Max positive value Key Column: decides incoming variable
  • 102.
    102 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 θ = 𝒃 𝒂 𝑥1 𝒙𝟐 S1 S2 RHS (b) 0 5 S1 𝒙𝟐 5/3 1/3 0 1 1 0 4/3 −1/3 10/3 2/3 5/2 − Zj 5/3 5 0 −5/3 Cj − Zj −2/3 0 0 5/3 Max positive value Key Column: decides incoming variable Least positive Key Row: decides outgoing variable Key Element
  • 103.
    103 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 θ = 𝒃 𝒂 𝑥1 𝒙𝟐 S1 S2 RHS (b) 0 5 S2 𝒙𝟐 5/3 1/3 0 1 1 0 4/3 −1/3 10/3 2/3 5/2 − Zj 5/3 5 0 −5/3 Cj − Zj −2/3 0 0 5/3
  • 104.
    104 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 θ = 𝒃 𝒂 𝑥1 𝒙𝟐 S1 S2 RHS (b) 0 5 S2 𝒙𝟐 5/3 1/3 0 1 1 0 4/3 −1/3 10/3 2/3 5/2 − Zj 5/3 5 0 −5/3 Cj − Zj −2/3 0 0 5/3
  • 105.
    105 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 θ = 𝒃 𝒂 𝑥1 𝒙𝟐 S1 S2 RHS (b) 0 5 S2 𝒙𝟐 5/3 1/3 0 1 1 0 4/3 −1/3 10/3 2/3 Zj Cj − Zj
  • 106.
    106 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 θ = 𝒃 𝒂 𝑥1 𝒙𝟐 S1 S2 RHS (b) 0 5 S2 𝒙𝟐 5/4 1/3 0 1 3/4 0 1 −1/3 5/2 2/3 Zj Cj − Zj MKR
  • 107.
    107 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 θ = 𝒃 𝒂 𝑥1 𝒙𝟐 S1 S2 RHS (b) 0 5 S2 𝒙𝟐 5/4 1/3 0 1 3/4 0 1 −1/3 5/2 2/3 Zj Cj − Zj MKR OR
  • 108.
    108 Operation Research Models LPPBig M Method – Prob 9 Old Row − KCE × MKR = NR 1/3 − −1/3 × 5/4 = 3/4 1 − −1/3 × 0 = 1 0 − −1/3 × 3/4 = 1/4 −1/3 − −1/3 × 1 = 0 2/3 − −1/3 × 5/2 = 3/2 2 3 + 1 3 × 5 2 = 2 3 + 5 6 = 4 + 5 6 = 9 6 = 3 2
  • 109.
    109 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 θ = 𝒃 𝒂 𝑥1 𝒙𝟐 S1 S2 RHS (b) 0 5 S2 𝒙𝟐 5/4 3/4 0 1 3/4 1/4 1 0 5/2 3/2 Zj Cj − Zj MKR NR
  • 110.
    110 Operation Research Models LPPBig M Method – Prob 9 Cj 1 5 0 0 θ = 𝒃 𝒂 𝑥1 𝒙𝟐 S1 S2 RHS (b) 0 5 S2 𝒙𝟐 5/4 3/4 0 1 3/4 1/4 1 0 5/2 3/2 Zj 15/4 5 5/4 0 Cj − Zj −11/4 0 −5/4 0 MKR NR So, the optimal Solution we get without 𝑥1 The optimal Solution 𝑥1 = 0; 𝑥2 = 3 2 and 𝑍𝑚𝑎𝑥 = 𝑥1 + 5𝑥2 = 0 + 15 2 , 𝑍𝑚𝑎𝑥 = 15 2
  • 111.
    Dr. L KBhagi, School of Mechanical Engineering, LPU 111
  • 112.
    Dr. L KBhagi, School of Mechanical Engineering, LPU 112
  • 113.
    Dr. L KBhagi, School of Mechanical Engineering, LPU 113
  • 114.
    Dr. L KBhagi, School of Mechanical Engineering, LPU 114
  • 115.
    Dr. L KBhagi, School of Mechanical Engineering, LPU 115 There is no region that satisfies both the constraints. This LP is infeasible Refer: Slide no. 97
  • 116.
  • 117.
    117 Operation Research Models LPPTwo Phase Method LPP using Graphical Method LPP using iteration Method ≤ inequality = and ≥ inequality Simplex Method Big M Method Two Phase Method
  • 118.
    118 Operation Research Models LPPTwo Phase Method In Two Phase Method, the whole procedure of solving a linear programming problem (LPP) involving artificial variables is divided into two phases. In phase I, we form a new objective function (Auxiliary function) by assigning zero to all variable (slack and surplus variables) and +1 or −1 to each of the artificial variables 𝑍𝑚𝑖𝑛 or 𝑍𝑚𝑎𝑥 . Then we try to eliminate the artificial variables from the basis. The solution at the end of phase I serves as a basic feasible solution for phase II. In phase II, Auxiliary function is replaced by the original objective function and the usual simplex algorithm is used to find an optimal solution.
  • 119.
    119 𝑍𝑚𝑖𝑛 = 𝑥1+𝑥2 2𝑥1+𝑥2 ≥ 4 𝑥1+7𝑥2 ≥ 7 𝑥1, 𝑥2 ≥ 0 Operation Research Models LPP Two Phase Method – Prob 10
  • 120.
    120 Operation Research Models LPPTwo Phase Method – Prob 10 𝑥1+ 7𝑥2 − 𝑆2 + 𝐴2 = 7 𝑥1, 𝑥2, 𝑆1 , 𝑆2 , 𝐴1 , 𝐴2 ≥ 0 2𝑥1+𝑥2 − 𝑆1 + 𝐴1 = 4 Add Surplus variable and artificial variable to convert constraint equation into equality 𝑍𝑚𝑖𝑛 = 𝑥1+𝑥2 2𝑥1+ 𝑥2 ≥ 4 𝑥1+7𝑥2 ≥ 7 𝑥1, 𝑥2 ≥ 0 Ibfs (Initial Basic Feasible Solution) DV and Surplus variables = 0 𝐴1 = 4 𝐴2 = 7 𝑍𝑚𝑖𝑛= 0 × 𝑥1+ 0 × 𝑥2 + 0 × 𝑆1 + 0 × 𝑆2 + 1 × A1 + 1 × A2 Create Auxiliary function
  • 121.
    121 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 0 0 0 0 1 1 θ 𝑥1 𝑥2 S1 S2 A1 A2 RHS (b) 1 1 A1 A2 4 7 Zj 𝑍𝑚𝑖𝑛= 0 × 𝑥1+ 0 × 𝑥2 + 0 × 𝑆1 + 0 × 𝑆2 + 1 × A1 + 1 × A2
  • 122.
    122 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 0 0 0 0 1 1 θ 𝑥1 𝑥2 S1 S2 A1 A2 RHS (b) 1 1 A1 A2 2 1 1 7 −1 0 0 −1 1 0 0 1 4 7 Zj 𝑍𝑚𝑖𝑛= 0 × 𝑥1+ 0 × 𝑥2 + 0 × 𝑆1 + 0 × 𝑆2 + 1 × A1 + 1 × A2
  • 123.
    123 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 0 0 0 0 1 1 θ 𝑥1 𝑥2 S1 S2 A1 A2 RHS (b) 1 1 A1 A2 2 1 1 7 −1 0 0 −1 1 0 0 1 4 7 Zj 3 8 −1 −1 1 1
  • 124.
    124 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 0 0 0 0 1 1 θ 𝑥1 𝑥2 S1 S2 A1 A2 RHS (b) 1 1 A1 A2 2 1 1 7 −1 0 0 −1 1 0 0 1 4 7 Zj 3 8 −1 −1 1 1 Zj−Cj 3 8 −1 −1 0 0 Max positive value Key Column: decides incoming
  • 125.
    125 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 0 0 0 0 1 1 θ= 𝒃 𝒂 𝑥1 𝑥2 S1 S2 A1 A2 RHS (b) 1 1 A1 A2 2 1 1 7 −1 0 0 −1 1 0 0 1 4 7 4 1 Zj 3 8 −1 −1 1 1 Zj−Cj 3 8 −1 −1 0 0 Max positive value Key Column: decides incoming Least positive Key Row: decides outgoing variable Key Element
  • 126.
    126 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 0 0 0 0 1 θ= 𝒃 𝒂 𝑥1 𝑥2 S1 S2 A1 RHS (b) 1 0 A1 x2 2 1/7 1 1 −1 0 0 −1/7 1 0 1 Zj Zj−Cj
  • 127.
    127 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 0 0 0 0 1 θ= 𝒃 𝒂 𝑥1 𝑥2 S1 S2 A1 RHS (b) 1 0 A1 x2 2 1/7 1 1 −1 0 0 −1/7 1 0 4 1 Zj Zj−Cj MKR OR
  • 128.
    128 Operation Research Models LPPBig M Method – Prob 10 Old Row − KCE × MKR = NR 2 − 1 × 1/7 = 13/7 1 − 1 × 1 = 0 −1 − 1 × 0 = −1 0 − 1 × −1/7 = 1/7 1 − 1 × 0 = 1 4 − 1 × 1 = 3
  • 129.
    129 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 0 0 0 0 1 θ= 𝒃 𝒂 𝑥1 𝑥2 S1 S2 A1 RHS (b) 1 0 A1 x2 13/7 1/7 0 1 −1 0 1/7 −1/7 1 0 3 1 Zj Zj−Cj MKR NR
  • 130.
    130 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 0 0 0 0 1 θ= 𝒃 𝒂 𝑥1 𝑥2 S1 S2 A1 RHS (b) 1 0 A1 x2 13/7 1/7 0 1 −1 0 1/7 −1/7 1 0 3 1 Zj 13/7 0 −1 1/7 1 Zj−Cj 13/7 0 −1 1/7 0 Max positive value Key Column: decides incoming
  • 131.
    131 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 0 0 0 0 1 θ= 𝒃 𝒂 𝑥1 𝑥2 S1 S2 A1 RHS (b) 1 0 A1 x2 13/7 1/7 0 1 −1 0 1/7 −1/7 1 0 3 1 21/13 7 Zj 13/7 0 −1 1/7 1 Zj−Cj 13/7 0 −1 1/7 0 Max positive value Key Column: decides incoming
  • 132.
    132 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 0 0 0 0 1 θ= 𝒃 𝒂 𝑥1 𝑥2 S1 S2 A1 RHS (b) 1 0 A1 x2 13/7 1/7 0 1 −1 0 1/7 −1/7 1 0 3 1 21/13 7 Zj 13/7 0 −1 1/7 1 Zj−Cj 13/7 0 −1 1/7 0 Max positive value Key Column: decides incoming Least positive Key Element
  • 133.
    133 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 0 0 0 0 θ= 𝒃 𝒂 𝒙𝟏 𝑥2 S1 S2 RHS (b) 0 0 𝒙𝟏 𝑥2 13/7 1/7 0 1 −1 0 1/7 −1/7 3 1 21/13 7 Zj 13/7 0 −1 1/7 Zj−Cj 13/7 0 −1 1/7
  • 134.
    134 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 0 0 0 0 θ= 𝒃 𝒂 𝒙𝟏 𝑥2 S1 S2 RHS (b) 0 0 𝒙𝟏 𝑥2 1 1/7 0 1 −7/13 0 1/13 −1/7 21/13 1 7 Zj Zj−Cj MKR
  • 135.
    135 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 0 0 0 0 θ= 𝒃 𝒂 𝒙𝟏 𝑥2 S1 S2 RHS (b) 0 0 𝒙𝟏 𝑥2 1 1/7 0 1 −7/13 0 1/13 −1/7 21/13 1 7 Zj Zj−Cj MKR OR
  • 136.
    136 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 0 0 0 0 θ= 𝒃 𝒂 𝒙𝟏 𝑥2 S1 S2 RHS (b) 1 1 𝒙𝟏 𝑥2 1 0 0 1 −7/13 1/13 1/13 −2/13 21/13 70/91 7 Zj 0 0 0 0 Zj−Cj 0 0 0 0 MKR NR
  • 137.
    137 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 1 1 0 0 θ= 𝒃 𝒂 𝒙𝟏 𝑥2 S1 S2 RHS (b) 1 1 𝒙𝟏 𝑥2 1 0 0 1 −7/13 1/13 1/13 −2/13 21/13 70/91 7 Zj 1 1 −6/13 −1/13 Zj−Cj 0 0 −6/13 −1/13 MKR NR The optimal Solution 𝑥1 = 21 13 ; 𝑥2 = 70 90 = 10 13 and 𝑍𝑚𝑖𝑛 = 21 13 + 10 13 = 31 13
  • 138.
    138 Operation Research Models LPPTwo Phase Method – Prob 10 Cj 1 1 0 0 θ= 𝒃 𝒂 𝒙𝟏 𝑥2 S1 S2 RHS (b) 1 1 𝒙𝟏 𝑥2 1 0 0 1 −7/13 1/13 1/13 −2/13 21/13 70/91 7 Zj 1 1 −6/13 −1/13 Zj−Cj 0 0 −6/13 −1/13 MKR NR The optimal Solution 𝑥1 = 21 13 ; 𝑥2 = 70 90 = 10 13 and 𝑍𝑚𝑖𝑛 = 21 13 + 10 13 = 31 13
  • 139.
  • 140.
    Dr. L KBhagi, School of Mechanical Engineering, LPU 140 The objective function and constraints are functions of two types of variables, _______________ variables and ____________ variables. A. Positive and negative B. Controllable and uncontrollable. C. Strong and weak D. None of the above
  • 141.
    Dr. L KBhagi, School of Mechanical Engineering, LPU 141 In graphical representation the bounded region is known as _________ region. A. Solution B. basic solution C. feasible solution D. optimal
  • 142.
    Dr. L KBhagi, School of Mechanical Engineering, LPU 142 The optimal value of the objective function for the following L.P.P. Max z = 4X1 + 3X2 subject to X1 + X2 ≤ 50 X1 + 2X2 ≤ 80 2X1 + X2 ≥ 20 X1, X2 ≥ 0 is (a) 200 (b) 330 (c) 420 (d) 500
  • 143.
    Dr. L KBhagi, School of Mechanical Engineering, LPU 143 To formulate a problem for solution by the Simplex method, we must add artificial variable to (a) only equality constraints (b) only LHS is greater than equal to RHS constraints (c) both (a) and (b) (d) None of the above
  • 144.
    Dr. L KBhagi, School of Mechanical Engineering, LPU 144 In graphical method of LPP, If at all there is a feasible solution (feasible area of polygon) exists then, the feasible area region has an important property known as ____________in geometry a) convexity Property b) Convex polygon c) Both of the above d) None of the above
  • 145.
    Dr. L KBhagi, School of Mechanical Engineering, LPU 145
  • 146.
    Dr. L KBhagi, School of Mechanical Engineering, LPU 146 https://www.aplustopper.com/section- formula/