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Engg Opti - Tutorial-03

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Engg Opti - Tutorial-03

Uploaded by

2003pragyannath
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© © All Rights Reserved
Available Formats
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ME F320

ENGINEERING OPTIMIZATION
BITS Pilani Tutorial - 03 (07/02/2023)
Hyderabad Campus
Problem: 3.1 “Big M Method”
Use the simplex method to find the minimum value of
Z = 2x1 + 3x2
Subject to
0.5x1 + 0.25x2 ≤ 4
x1 + 3x2 ≥ 20
x1 + x2 = 10
x1, x2 ≥ 0
Please verify your solution using the Graphical approach.
2 BITS Pilani, Hyderabad Campus
Problem: 3.1 “Big M Method”

Row 0: Z – 2x1 – 3x2 =0


Row 1: 0.5x1 + 0.25x2 + s1 =4
Row 2: x1 + 3x2 – e2 = 20
Row 3: x1 + x2 = 10

The LP in standard form has z and s1 which could be used for BVs

Row 2 would violate sign restrictions and row 3 no readily apparent basic
variable.

In order to use the simplex method, a bfs is needed. To remedy the
predicament, artificial variables are created.

3 BITS Pilani, Hyderabad Campus


Problem: 3.1 “Big M Method”

Row 0: Z – 2x1 – 3x2 =0


Row 1: 0.5x1 + 0.25x2 + s1 =4
Row 2: x1 + 3x2 – e2 + A2 = 20
Row 3: x1 + x2 + A3 = 10

In the optimal solution, all artificial variables must be set equal to zero.

To accomplish this, in a min LP, a term MAi is added to the objective
function for each artificial variable Ai .

M represents some very large number.
For a max LP, the term (–)MAi is added to the objective function for each A i .

4 BITS Pilani, Hyderabad Campus


Problem: 3.1 “Big M Method”

Row 0: Z – 2x1 – 3x2 – MA2 – MA3 = 0


Row 1: 0.5x1 + 0.25x2 + s1 =4
Row 2: x1 + 3x2 – e2 + A2 = 20
Row 3: x1 + x2 + A3 = 10

Modifying the objective function this way makes it extremely costly for an
artificial variable to be positive.

The optimal solution should force A2 = A3 =0.

5 BITS Pilani, Hyderabad Campus


Solution: Preprocessing
Entering
Basic Z X1 X2 s1 e2 A2 A3 Value Ratio
Z 1 2m - 2 4M-3 -M 30M Row 0 + M(Row 2) + M(Row 3)
s1 0.5 0.25 1 4 16
A2 1 3 -1 1 20 6.67
Leaving
A3 1 1 1 10 10
variable

Basic Z X1 X2 s1 e2 A2 A3 Value Ratio


Z 1 2M-3 60+10M Row 0 - (4M-3)*(Row 2)
3
3
s1 0.42 1 0.08 2.33 Row 1 - 0.25*(Row 2)
X2 1/3 1 -0.33 6.67 Row 2 /3
A3 0.67 0.33 3.33 Row 3 - Row 2

Continue...
6 BITS Pilani, Hyderabad Campus
Assignment Problem: 3.2 Two Phase Method

Use the simplex method to find the maximum value of


Z = 4x1+ 5x2
Subject to
2x1+3x2 ≤ 6
3x1+x2 ≥ 3
x1, x2 ≥ 0

Please verify your solution using the Graphical approach.

7 BITS Pilani, Hyderabad Campus


Solution 3.2
First, convert the constrains to equations
Z = 4x1+ 5x2
Subject to
2x1 + 3x2 + s1 =6
3x1 + x2 –e+A=3

Second, ignore the original LP’s objective function.

Instead solve an LP whose objective function is
Minimize W = a

8 BITS Pilani, Hyderabad Campus


Solution 3.2 – Phase I LP
Minimize W = A
Subject to 2x1 + 3x2 + s1 + 0W = 6
3x1 + x2 + - e + A + 0W = 3

After setting the objective function equal to zero we have the
following tableau
Basic X1 X2 s1 e A W Value
X1 2 3 1 0 0 0 6
X2 3 1 0 -1 1 0 3
W 0 0 0 0 -1 1 0

9 BITS Pilani, Hyderabad Campus


Solution 3.2 – Phase I LP

Now, eliminate the artificial variable in the objective function row


by converting it to 0
Basic X1 X2 s1 e A W Value
s1 2 3 1 0 0 0 6
A 3 1 0 -1 1 0 3
W 3 1 0 -1 0 1 3 Row 3 = Row 3 + Row 2

Since here we always have minimization for the objective function, we will
choose the greatest positive number in the objective row.


by this way we will choose the pivot column and by the ratio test we
choose the pivot row .
10 BITS Pilani, Hyderabad Campus
Solution 3.2 – Phase I LP
Basic X1 X2 s1 e A W Value
s1 0 7/3 1 2/3 -2/3 0 4
X1 1 1/3 0 -1/3 1/3 0 1
W 0 0 0 0 -1 1 0


Since there is no positive number in the objective row, we will stop.

The optimal basis s1 = 4 and x1 = 1

The optimal objective value W = 0 and A is not in the optimal Phase I basis.

Therefore, we have Case 2

11 BITS Pilani, Hyderabad Campus


Solution 3.2 – Phase II
We can generate Phase II initial tableau by changing the objective function
row into the original objective function (Z = 4 x 1 + 5 x2 ).
Also, drop the artificial column
Basic X1 X2 s1 e Z Value

s1 0 7/3 1 2/3 0 4
X1 1 1/3 0 -1/3 0 1
W -4 -5 0 0 1 0

Since x1 is one of the basis we need to convert -4 in objective row to 0


Basic X1 X2 s1 e Z Value

s1 0 7/3 1 2/3 0 4
X1 1 1/3 0 -1/3 0 1
12 W 0 -11/3 0 -4/3 1 4
Row 3 = Row 3 + 4 Row 2
BITS Pilani, Hyderabad Campus
Solution 3.2 – Phase II
Basic X1 X2 s1 e Z Value
Use Simplex Method
X2 0 1 3/7 2/7 0 12/7
X1 1 0 -1/7 -3/7 0 3/7
W 0 0 11/7 -2/7 1 72/7
Basic X1 X2 s1 e Z Value
e 0 7/2 3/2 1 0 6
X1 1 3/2 1/2 0 0 3
W 0 1 2 0 1 12

Since all the elements of the objective row are nonnegative, then we
will stop.
The optimal solution to the Phase II LP is the optimal solution to the
original LP and equal to x1 = 3 , X2 = 0 with Z = 12
13 BITS Pilani, Hyderabad Campus
Thank You !
BITS Pilani
Hyderabad Campus

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