LINEAR PROGRAMMING PROBLEM (L. P. P.

) Linear programme deals with the optimization (maximization or minimization) of a function of variables known as objective function. It is subject to a set of equalities and or inequalities known as constraints. Linear programming is a mathematical technique which involves the allocation of limited resources in an optimal manner on the basis of a given criteria of optimality. L.P.P. can be solved by graphical method if there are only two variables. The most widely used method for solving LPP consisting of any number of variables is called simplex method which was developed by G.DONTZING in 1947.

FORMULATION OF L.P.P
1. Write down the decision variables of the problem. 2. Formulate the objective function to be optimized as a linear function of the decision variables. 3. Formulate the constraints. 4. Add non-negativity constraints.

The objective function set of constraints and the non negative constraints together form a LPP.

SOLUTION OF LPP BY GRAPHICAL METHOD 1. Consider each inequality constraints as equation. 2. Draw the straight lines of the equation. 3. Mark the region by shading between the st lines and the axes. For inequality constraints less than or equal to the portion below the line is shaded and inequality constraints greater than or equal to the portion above the line is shaded. First quadrant is selected because of the non-negativity constraints. The points lying in the common region will satisfy all constraints simultaneously. The common region thus obtained is called feasible region.

4. The optimal values occur at the corner points of feasible region. Calculate the value of the objective function at the corner points and select the optimal value i.e., the maximum value for maximization problem and minimum value for minimization problem.

SIMPLEX METHOD 1. Check whether the objective function is to be maximized or minimized. If it is to be minimized then we convert it into a problem of maximization by using the formula Min z =- Max (- z) 2. Check whether all bi values are +ve (bi is the value of the constraint) If any one of them is ve multiply the constraint by -1in order to make bi 0. 3. Convert the inequality constraints to equality by adding additional variable with constraints and assign a zero cost coefficient and add with the objective function. 4. Form a simplex table with rows and columns as stated below. i. The 1st row is cj which indicates the coefficient of the variable in the objective function (This indicates the cost or profit per unit) ii. The 2nd row provides the major column heading for the simplex table. The columns are CB, coefficient of basic variables S1,S2, S3.,basic variable s1,s2,s3,,bi ( or xb ), values of the constraints x1,x2, x3,..s1,s2,s3,..Coefficient of above values are put against these columns.

iii. Write the row zj. To obtain zj multiply each element of CB with the element of corresponding column and add. iv. Write cj- zj This form a simplex table. If all values of cj-zj 0 then the basic feasible solution is optimal. If at least one cj zj > 0 it indicates that an improvement is possible in the objective function z. 5. Select a variable that has the largest value for cj-zj to enter into the solution. The column corresponding to the largest value of cj-zj is known as key column or pivot column.

6. Select a row corresponding to the non negative minimum ratio. This row is called pivot row or key row. The element lies in the intersection of pivot row and pivot column is known as key element or pivot element.

7. Form the new table . If the key element is one then key row remains same in new simplex table. If the key element is other than one then divide each element of the key row by the key element including bi to find the new value for that row. The new values of the element in the remaining row of the new simplex table can be obtained as follows.

NEW ROW = OLD ROW ELEMENT (CORRESPONDING ELEMENT IN THE REPLACED ROW ) ( ELEMENT IN THE KEY COLUMN )

Repeat the same procedure until all entries in the cj-zj are either ve or zero.

THE BIG M METHOD OR METHODS OF PENALTIES

In this method we introduce a new type of variable called artificial variable.

These variables are fictitious and cannot have any physical meaning.

If the objective function z is to be minimized then a very large +ve price called penalty is assigned to each artificial variable. If z is to be maximized then a very large ve price is assigned to each of these variables. The price/penalty is being denoted by M and hence the method is known as BIG M method. The penalty will be designated M for maximization +M for minimization problems.

STEPS IN BIG M METHOD.

1.a) Express LPP in standard form by adding slack variables, surplus variables and artificial variables along with constraints. b) Assign zero coefficients to surplus and slack variables and a very large +ve No.( +M for minimization case) and a very large ve no. (-M for maximization case ) to artificial variable in the objective function. 2. The initial basic feasible solution is obtained by assigning a zero value to original variables and surplus variables. 3. Calculate the values of cj-zj in the last row of the simplex table and examine the values. i) Maximization case: If all values of cj-zj o then the current basic feasible solution is optimal. If one or more cj-zj >0 then select the pivot column corresponding to the highest +ve value of cj-zj and proceed until getting all cj-zj 0

ii) Minimization case: If all cj-zj 0 then the current basic feasible solution is optimal. If one or more cj-zj <0 then select the pivot column corresponding to the highest ve value of cj-zj and proceed until getting all cj-zj0

4) a) If no artificial variable appears in the basis and optimality conditions are satisfied then the current solution is an optimal basic feasible solution. b) If at least one artificial variable lies in the basis at zero level and optimality condition is satisfied then the current solution is an optimal basic feasible solution. c) If at least one artificial variable is in the basis at + ve level and the optimality condition is satisfied then the original problem has no feasible solution. The solution satisfies the constraints but does not optimize the objective function since it contains a very large penalty M and is called pseudo optimal solution.

NOTE 1.If the constraint is then add slack variable s1,s2,s3.s4.to make the constraint an equation. 2.If the constraint is an equation then add the artificial variable A1,A2,A3.. 3.If the constraint is then add one artificial variable A1,A2.and a surplus variable s1,s2,s3