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4b. Simplex Method (M Technique) - Max Objective Case

The document summarizes the M technique for solving linear programming problems with a maximum objective function using artificial variables. It provides an example problem and steps through solving it using the M technique. The key steps are: 1) introduce artificial variables to obtain a starting basic feasible solution, 2) compute the pivot element and ratios, 3) update the basic and non-basic variables based on the pivot, and 4) update the objective function row after each pivot. The example walks through multiple pivots to arrive at the optimal solution.

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Ahtsham Ali
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47 views23 pages

4b. Simplex Method (M Technique) - Max Objective Case

The document summarizes the M technique for solving linear programming problems with a maximum objective function using artificial variables. It provides an example problem and steps through solving it using the M technique. The key steps are: 1) introduce artificial variables to obtain a starting basic feasible solution, 2) compute the pivot element and ratios, 3) update the basic and non-basic variables based on the pivot, and 4) update the objective function row after each pivot. The example walks through multiple pivots to arrive at the optimal solution.

Uploaded by

Ahtsham Ali
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Operations Research

Module 03 – M Technique
Artificial Variables – (Maximum Objective Function)

Amjad Ali
References

1. “Introduction to Operations Research” by Frederick S. Hillier

2. “Operations Research: An Introduction“ by Hamdy A. Taha

3. Video Lectures by Prof G. Srinivasan, IIT Madras


M Technique – Max Objective Case
EXAMPLE: Solve the following LP Model using M Technique

Max Z = 3 x1 + 5 x2
Subject to

x1 ≤ 4

2 x2 ≤ 12

3 x1 + 2 x2 = 18

x1, x2 ≥ 0
M Technique – Max Objective Case
Step 1: Determine a Starting Basic Feasible Solution
STANDARD FORM:
Max Z = 3 x1 + 5 x2
Max Z - 3 x1 - 5 x2 = 0 Subject to

x1 + S1 = 4 x1 ≤ 4

2 x2 ≤ 12
2 x2 + S2 = 12
3 x1 + 2 x2 = 18
3 x1 + 2 x2 = 6
x1, x2 ≥ 0
x1, x2 ≥ 0
M Technique – Max Objective Case
Assuming
x1 = 0, x2 = 0 (non-basic variables ) STANDARD FORM:

Z=0 Max Z - 3 x1 - 5 x2 = 0
S1 = 4 Starting Basic Solution ? x1 + S1 = 4
S2 = 12
0 = 18 2 x2 + S2 = 12

To obtain Staring Basic Feasible Solution, we introduce 3 x1 + 2 x2 = 18


Artificial Variable(s).
x1, x2 ≥ 0
M Technique – Max Objective Case
al ty
Introducing Artificial Variables Pen Max Z = 3 x1 + 5 x2
Add Artificial Variable in equation having equal (=) Max Z = 3 x1 + 5 x2 - M R1
type of constraint.

Max Z - 3 x1 - 5 x2 = 0
Z - 3 x1 - 5 x2 + M R1 = 0

x1 + S1 = 4 x1 + S1 = 4

2 x2 + S2 = 12 2 x2 + S2 = 12

3 x1 + 2 x2 + R1 = 18 e nts
ge m 3 x1 + 2 x2 = 18
n
A rra
m n
x1, x2 , S1, S2, R1 ≥ 0 lu x1, x2 ≥ 0
Co
M Technique – Max Objective Case
Assuming
x1 = 0, x2 = 0
Z - 3 x1 - 5 x2 + M R1 = 0

S1 = 4 x1 + S1 = 4
Starting Basic Feasible solution
S2 = 12 2 x2 + S2 = 12
R1 = 18 3 x1 + 2 x2 + R1 = 18

x1, x2 , S1, S2, R1 ≥ 0


M Technique – Max Objective Case
S1 = 4
S2 = 12
M = 100 R1 = 18

Basic x1 x2 S1 S2 R1 Sol Z - 3 x1 - 5 x2 + 100 R1 = 0


Z -3 -5 0 0 100 0 x1 + S1 = 4
S1 1 0 1 0 0 4 2 x2 + S2 = 12
S2 0 2 0 1 0 12
R1 3 2 0 0 1 18 3 x1 + 2 x2 + R1 = 18

x 1, x 2 , S 1, S 2 , R 1 ≥ 0

Basic Variables: S1, S2 , R1


Non-Basic Variables: x1, x2
M Technique – Max Objective Case

Basic x1 x2 S1 S2 R1 Sol
Z -3 -5 0 0 100 0
S1 1 0 1 0 0 4
S2 0 2 0 1 0 12
R1 3 2 0 0 1 18

New Z Row = (Current Z Row ) – (100) * (R1 Row)


New Z-Row = (-3 -5 0 0 100 0 ) – (100) * (3 2 0 0 1 18)
New Z-Row = (-3 -5 0 0 100 0) – (300 200 0 0 100 1800)
New Z-Row = (-303 -205 0 0 0 -1800)
M Technique – Max Objective Case
Max
e =
cti v
O bj e Basic x1 x2 S1 S2 R1 Sol
Optimal ?
Z -303 -205 0 0 0 -
Not Optimal 18004
S1 1 0 1 0 0
S2 0 2 0 1 0 12
R1 3 2 0 0 1 18
M Technique – Max Objective Case

Entering Variable Basic x1 x2 S1 S2 R1 Sol


Z -303 -205 0 0 0 -
x1 enters 18004
S1 1 0 1 0 0
S2 0 2 0 1 0 12
R1 3 2 0 0 1 18
M Technique – Max Objective Case

Leaving Variable Basic x1 x2 S1 S2 R1 Sol Ratio


Z -303 -205 0 0 0 -
x1 enters 18004 4/1 = 4 min ratio
S1 1 0 1 0 0
S1 leaves S2 0 2 0 1 0 12 12/0 = INV Ignore
R1 3 2 0 0 1 18 18/3 = 6
M Technique – Max Objective Case
Pivot lement

Basic x1 x2 S1 S2 R1 Sol Ratio


Computation
Z -303 -205 0 0 0 -
x1 enters 18004 4/1 = 4 min ratio
S1 1 0 1 0 0
S1 leaves S2 0 2 0 1 0 12 12/0 = INV Ignore
R1 3 2 0 0 1 18 18/3 = 6
Current Pivot Row
Z
New Pivot Row x1
S2
R1

New Pivot Row = (Current Pivot Row ) / Pivot Element


New Z-Row = (1 0 1 0 0 4) / 1
New Z-Row = (1 0 1 0 0 4)
M Technique – Max Objective Case

Basic x1 x2 S1 S2 R1 Sol Ratio


Computation
Z -303 -205 0 0 0 -
x1 enters 18004 4/1 = 4 min ratio
S1 1 0 1 0 0
S1 leaves S2 0 2 0 1 0 12 12/0 = INV Ignore
R1 3 2 0 0 1 18 18/3 = 6
Z
x1 1 0 1 0 0 4
S2
R1
M Technique – Max Objective Case

Basic x1 x2 S1 S2 R1 Sol Ratio


Computation
Z -303 -205 0 0 0 -
x1 enters 18004 4/1 = 4 min ratio
S1 1 0 1 0 0
S1 leaves S2 0 2 0 1 0 12 12/0 = INV Ignore
R1 3 2 0 0 1 18 18/3 = 6
Z 0 -205 303 0 0 -588
x1 1 0 1 0 0 4
S2
R1
New Z Row = (Current Z Row ) – (-303) * (Pivot Row)
New Z-Row = (-303 -205 0 0 0 -1800) – (-303) * (1 0 1 0 0 4)
New Z-Row = (-303 -205 0 0 0 -1800) + (303 0 303 0 0 1212)
New Z-Row = ( 0 -205 303 0 0 0 -588)
M Technique – Max Objective Case

Basic x1 x2 S1 S2 R1 Sol Ratio


Computation
Z -303 -205 0 0 0 -
x1 enters 18004 4/1 = 4 min ratio
S1 1 0 1 0 0
S1 leaves S2 0 2 0 1 0 12 12/0 = INV Ignore
R1 3 2 0 0 1 18 18/3 = 6
Z 0 -205 303 0 0 -588
x1 1 0 1 0 0 4
S2 0 2 0 1 0 12
R1
New S2 Row = (Current S2 Row ) – (0) * (Pivot Row)
New S2 Row = (0 2 0 1 0 12) – (0) * (1 0 1 0 0 4)
New S2 Row = (0 2 0 1 0 12)
M Technique – Max Objective Case

Basic x1 x2 S1 S2 R1 Sol Ratio


Computation
Z -303 -205 0 0 0 -
x1 enters 18004 4/1 = 4 min ratio
S1 1 0 1 0 0
S1 leaves S2 0 2 0 1 0 12 12/0 = INV Ignore
R1 3 2 0 0 1 18 18/3 = 6
Z 0 -205 303 0 0 -588
x1 1 0 1 0 0 4
S2 0 2 0 1 0 12
R1 0 2 -3 0 1 6
New R1 Row = (Current R1 Row ) – (3) * (Pivot Row)
New R1 Row = ( 3 2 0 0 1 18) – (3) * (1 0 1 0 0 4)
New R1 Row = (3 2 0 0 1 18) – (3 0 3 0 0 12)
New R1 Row = (0 2 -3 0 1 6)
M Technique – Max Objective Case

Basic x1 x2 S1 S2 R1 Sol Ratio


Computation
Z -303 -205 0 0 0 -
x1 enters 18004 4/1 = 4 min ratio
S1 1 0 1 0 0
S1 leaves S2 0 2 0 1 0 12 12/0 = INV Ignore
R1 3 2 0 0 1 18 18/3 = 6
Z 0 -205 303 0 0 -588
x1 1 0 1 0 0 4
S2 0 2 0 1 0 12
R1 0 2 -3 0 1 6
M Technique – Max Objective Case

Basic x1 x2 S1 S2 R1 Sol Ratio


Z -303 -205 0 0 0 -
18004 4/1 = 4 min ratio
S1 1 0 1 0 0
S2 0 2 0 1 0 12 12/0 = INV Ignore
R1 3 2 0 0 1 18 18/3 = 6
Z 0 -205 303 0 0 -588
Optimal ? x1 1 0 1 0 0 4
S2 0 2 0 1 0 12
NO R1 0 2 -3 0 1 6
x2 enters
R1 leaves
M Technique – Max Objective Case

Basic x1 x2 S1 S2 R1 Sol Ratio


Z -303 -205 0 0 0 -
18004 4/1 = 4 min ratio
S1 1 0 1 0 0
S2 0 2 0 1 0 12 12/0 = INV Ignore
R1 3 2 0 0 1 18 18/3 = 6
Z 0 -205 303 0 0 -588
Computation x1 1 0 1 0 0 4
S2 0 2 0 1 0 12
R1 0 2 -3 0 1 6
x2 enters
Z 0 0 -4.5 0 102.5 27
R1 leaves
x1 1 0 1 0 0 4
S2 0 0 3 1 -1 6
x2 0 1 -1.5 0 0.5 3
M Technique – Max Objective Case

Basic x1 x2 S1 S2 R1 Sol Ratio


Z -303 -205 0 0 0 -
18004 4/1 = 4 min ratio
S1 1 0 1 0 0
S2 0 2 0 1 0 12 12/0 = INV Ignore
R1 3 2 0 0 1 18 18/3 = 6
Z 0 -205 303 0 0 -588
Optimal ? x1 1 0 1 0 0 4
S2 0 2 0 1 0 12
NO R1 0 2 -3 0 1 6
Z 0 0 -4.5 0 102.5 27
x1 1 0 1 0 0 4
S2 0 0 3 1 -1 6
x2 0 1 -1.5 0 0.5 3
M Technique – Max Objective Case

Basic x1 x2 S1 S2 R1 Sol Ratio


Z 0 0 -4.5 0 102.5 27
x1 1 0 1 0 0 4
S1 enters S2 0 0 3 1 -1 6
S2 leaves x2 0 1 -1.5 0 0.5 3
Z 0 0 0 1.5 101 36
x1 1 0 0 -0.33 0.33 2
S1 0 0 1 0.33 - 0.33 2
x2 0 1 0 0.5 0 6
M Technique – Max Objective Case

Basic x1 x2 S1 S2 R1 Sol Ratio


Optimal ? Z 0 0 -4.5 0 102.5 27
x1 1 0 1 0 0 4
YES S2 0 0 3 1 -1 6
x2 0 1 -1.5 0 0.5 3
Optimal Solution Z 0 0 0 1.5 101 36
x1 1 0 0 -0.33 0.33 2
X1 = 2 S1 0 0 1 0.33 - 0.33 2
S1 = 2 x2 0 1 0 0.5 0 6
X2 = 6

Z = 36

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