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The Dual Simplex Algorithm Operation Research: Prepared by RITU MALIK

The document summarizes the dual simplex algorithm. It begins with an infeasible solution that satisfies the optimality condition but not feasibility. It then performs pivot operations, preserving optimality, to find a feasible and optimal solution. The document provides an example problem solved using the dual simplex method. It identifies the leaving and entering variables at each step and shows the changing basic feasible solutions until an optimal feasible solution is reached.

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DrRitu Malik
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154 views

The Dual Simplex Algorithm Operation Research: Prepared by RITU MALIK

The document summarizes the dual simplex algorithm. It begins with an infeasible solution that satisfies the optimality condition but not feasibility. It then performs pivot operations, preserving optimality, to find a feasible and optimal solution. The document provides an example problem solved using the dual simplex method. It identifies the leaving and entering variables at each step and shows the changing basic feasible solutions until an optimal feasible solution is reached.

Uploaded by

DrRitu Malik
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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The Dual Simplex Algorithm

Operation Research
Prepared by RITU MALIK

Department of Mathemtics

RITU MALIK
1
Introduction
The simplex method starts with a
feasible solution and move towards
optimality condition on the Z equation. It
then performs successive pivot
operations , preserving feasibility , to
find solution which is both feasible and
optimal.

RITU MALIK
2
The dual simplex algorithm starts with a
solution which satisfies the optimality
condition on the z- equation, but is not
feasible.
It then performs successive pivot operations,
which preserve optimality, to find a solution
which is both feasible and optimal.
This Dual simplex method is very useful in
sensitivity analysis and also in solving Integer
programming problems.

RITU MALIK
3
Method
Feasibility
condition: variable having the most
negative value. (break ties arbitrarily)

Optimality condition: find the ratios of the


coefficients of the objective row and the
leaving variable row.

RITU MALIK
4
Method
Leaving variable :basic variable having the
most negative value. (break ties arbitrarily)

.
Entering variable non basic variable with the
smallest absolute ratio , that is min |Zj/aij|
such that aij < 0.
if all the denominators are 0 or +ve , the
problem has no feasible solution. (Can not get
rid of infeasibility.)
RITU MALIK 5
Working Procedure

MA(4020) Operational
Research,Dual simplex method 6
Once we have identified the leaving and the
entering variables , we perform the normal
pivot operation to move to the next
solution.
Min Zy=60Y1+40Y2
Subject to :5Y1+4Y2 6,
10Y1+4Y2 8
Y1,Y2 0

RITU MALIK
7
Standard Form

Y1 Y2 s1 s2 value
Min
Zy=60Y1+40Y2+0S1+ 60 40 0 0 0
0S2
-5 -4 1 0 -6
-5Y1-4Y2+s1 =- 6,
-10Y1-4Y2+s2=- 8 -10 -4 0 1 -8
And Y1,Y2,S1,S2 0
Ratio : -6 -10
Smallest absolute value
RITU MALIK
8
Y1 Y2 s1 s2 value ratio

0 16 0 6 -48

0 -2 1 -1/2 -2

1 2/5 0 -1/10 4/5

-8 -12

RITU MALIK RITU MALIK


9
The optimal solution
Y1 Y2 s1 s2 value

0 0 8 2 -64

0 1 -1/2 1/4 1

1 0 1/5 -1/5 2/5

This is a feasible solution and still optimal . Stop


the procedure.
RITU MALIK 10
Exercise
Minimize : Z 3x1 2 x2

subject to : 3x1 x2 3
4 x1 3x2 6
x1 x2 3
x1 , x2 0
RITU MALIK
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