0% found this document useful (0 votes)
27 views22 pages

m3l1

The document introduces linear programming (LP) as an optimization technique involving linear objective functions and constraints with nonnegative decision variables. It explains the standard and canonical forms of LP problems, highlighting the transformation from general to standard form and the use of elementary operations for solving linear equations. Additionally, it discusses pivotal operations and the concepts of basic and non-basic variables in the context of LP solutions.

Uploaded by

Ayush Kishore
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
27 views22 pages

m3l1

The document introduces linear programming (LP) as an optimization technique involving linear objective functions and constraints with nonnegative decision variables. It explains the standard and canonical forms of LP problems, highlighting the transformation from general to standard form and the use of elementary operations for solving linear equations. Additionally, it discusses pivotal operations and the concepts of basic and non-basic variables in the context of LP solutions.

Uploaded by

Ayush Kishore
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
You are on page 1/ 22

Linear Programming and

Applications
(i) Preliminaries

Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


Objectives
 To introduce linear programming problems (LPP)

 To discuss the standard and canonical form of LPP

 To discuss elementary operation for linear set of equations

2 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


Introduction and Definition
 Linear Programming (LP) is the most useful optimization technique

 Objective function and constraints are the ‘linear’ functions of


‘nonnegative’ decision variables

 Thus, the conditions of LP problems are

1. Objective function must be a linear function of decision variables

2. Constraints should be linear function of decision variables

3. All the decision variables must be nonnegative

3 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


Example

Maximize Z 6 x  5 y  Objective Function


subject to 2 x  3 y 5  1st Constraint
x  3 y 11  2nd Constraint
4 x  y 15  3rd Constraint
x , y 0  Nonnegativity Condition

This is in “general” form

4 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


Standard form of LP problems
 Standard form of LP problems must have following three

characteristics:

1. Objective function should be of maximization type

2. All the constraints should be of equality type

3. All the decision variables should be nonnegative

5 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


General form Vs Standard form
 General form • Violating points for standard
form of LPP:
Minimize Z  3 x1  5 x2
• Objective function is of
subject to 2 x1  3 x2 15
minimization type
x1  x2 3
• Constraints are of inequality
4 x1  x2 2 type
x1 0
• Decision variable, x2, is
x2 unrestricted unrestricted, thus, may take
negative values also.

How to transform a general form of a LPP to the standard form ?

6 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


General form Standard form
Transformation

 General form  Standard form


1. Objective 1. Objective
function function
Minimize Z  3 x1  5 x 2 Maximize Z   Z 3 x1  5 x 2

2. First constraint 2. First constraint


2 x1  3 x 2 15 2 x1  3 x 2  x3 15

3. Second constraint 3. Second constraint


x1  x 2 3 x1  x 2  x 4 3

Variables x3 and x 4 are known as slack variables


7 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc
General form Standard form
Transformation

 General form  Standard form


4. Third constraint 4. Third constraint
4 x1  x 2 2 4 x1  x 2  x 5 2

Variable x5 is known as surplus variable

5. Constraints for decision 5. Constraints for


variables, x1 and x2 decision variables, x1 and x2
x1 0 x1 0
x 2 unrestricted x2 x2  x2
and x2 , x2 0

8 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


Canonical form of LP Problems

 The ‘objective function’ and all the ‘equality constraints’ (standard


form of LP problems) can be expressed in canonical form.

 Canonical form of LP problems is essential for simplex method (will


be discussed later)

 Canonical form of a set of linear equations will be discussed next.

9 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


Canonical form of a set of linear equations
Let us consider the following example of a set of linear equations

3 x  2 y  z 10 (A0)
(B0)
x  2 y  3 z 6
(C0)
2 x  y  z 1

The system of equation will be transformed through ‘Elementary


Operations’.

10 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


Elementary Operations
The following operations are known as elementary operations:

1. Any equation Er can be replaced by kEr, where k is a nonzero constant.

2. Any equation Er can be replaced by Er + kEs, where Es is another equation


of the system and k is as defined above.

Note: Transformed set of equations through elementary operations is equivalent to


the original set of equations. Thus, solution of transformed set of equations is

the solution of original set of equations too.

11 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


Transformation to Canonical form: An Example

Set of equation (A0, B0 and C0) is transformed through elementary operations


(shown inside bracket in the right side)

2 1 10  1 
x y z   A1  A 0 
3 3 3  3 

8 8 8
0 y z  B1 B0  A1 
3 3 3
1 5 17
0 y  z  C1 C0  2A1 
3 3 3

Note that variable x is eliminated from B0 and C0 equations to obtain B1

12 and
WaterC 1. Equation
Resources AManagement:
Planning and 0 is knownM3L1as pivotal equation. D Nagesh Kumar, IISc
Transformation to Canonical form: Example…

Following similar procedure, y is eliminated from equation A 1 and C1 considering B1


as pivotal equation:

 2 
x  0  z 4  A 2 A1  B2 
 3 

 3 
0  y  z  1  B2  B1 
 8 

 1 
0  0  2 z  6  C 2 C1  B 2 
 3 

13 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


Transformation to Canonical form: Example…

Finally, z is eliminated form equation A2 and B2 considering C2 as pivotal


equation :
x  0  0 1 A 3 A 2  C3 
0  y  0 2 B3 B2  C3 
 1 
0  0  z 3  C3  C 2 
 2 

Note: Pivotal equation is transformed first and using the transformed pivotal equation
other equations in the system are transformed.

The set of equations (A3, B3 and C3) is said to be in Canonical form which
is equivalent to the original set of equations (A 0, B0 and C0)

14 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


Pivotal Operation

 Operation at each step to eliminate one variable at a time, from all

equations except one, is known as pivotal operation.

 Number of pivotal operations are same as the number of variables in the

set of equations.

 Three pivotal operations were carried out to obtain the canonical form of

set of equations in last example having three variables.

15 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


Transformation to Canonical form:
Generalized procedure

Consider the following system of n equations with n variables

a11 x1  a12 x 2    a1n x n b1 ( E1 )

a 21 x1  a 22 x 2    a 2 n x n b2 (E2 )


 
 
a n1 x1  a n 2 x 2    a nn x n bn (En )

16 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


Transformation to Canonical form:
Generalized procedure…

Canonical form of above system of equations can be obtained by


performing n pivotal operations

Variable xi i 1, , n  is eliminated from all equations except j th


equation for which a ji is nonzero.

General procedure for one pivotal operation consists of following two


steps,
Ej
1. Divide j equation by a ji . Let us designate it as ( E j ) , i.e., E j 
th
a ji
2. Subtract a ki times of ( E j ) equation from k th equation
k 1, 2, j  1, j  1,, n  , i.e., Ek  aki E j

17 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


Transformation to Canonical form:
Generalized procedure…

After repeating above steps for all the variables in the system of
equations, the canonical form will be obtained as follows:
1x1  0 x 2    0 x n b1 ( E1c )

0 x1  1x 2    0 x n b2 ( E 2c )
 
 
0 x1  0 x 2    1x n bn ( E nc )

It is obvious that solution of above set of equation such as xi bi


is the solution of original set of equations also.
18 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc
Transformation to Canonical form:
More general case
Consider more general case for which the system of equations has m
equation with n variables (n m )
a11 x1  a12 x 2    a1n x n b1 ( E1 )

a 21 x1  a 22 x 2    a 2 n x n b2 (E2 )


 
 
a m1 x1  a m 2 x 2    a mn x n bm (Em )

It is possible to transform the set of equations to an equivalent canonical


form from which at least one solution can be easily deduced

19 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


Transformation to Canonical form:
More general case…

By performing n pivotal operations for any m variables (say, ,  x mpivotal


x1 , x, 2called
variables) the system of equations reduced to canonical form is as follows

1x1  0 x 2    0 x m  a1,m 1 x m 1    a1n x n b1 ( E1c )

0 x1  1x 2    0 x m  a 2,m 1 x m 1    a 2n x n b2 ( E 2c )


 
 
0 x1  0 x 2    1x m  a m,m 1 x m 1    a mn
 x n bm ( E mc )

Variables, x m 1 ,  , x n , of above set of equations is known as nonpivotal


variables or independent variables.
20 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc
Basic variable, Non-basic variable,
Basic solution, Basic feasible solution
One solution that can be obtained from the above set of equations is

xi bi for i 1,  , m


xi 0 for i m  1,  , n
This solution is known as basic solution.

Pivotal variables, x1 , x 2 ,  x m , are also known as basic variables.

Nonpivotal variables, x m 1 ,  , x n , are known as nonbasic variables.

Basic solution is also known as basic feasible solution because it satisfies all
the constraints as well as nonnegativity criterion for all the variables

21 Water Resources Planning and Management: M3L1 D Nagesh Kumar, IISc


Thank You

Water Resources Systems Planning and Management: M3L1 D. Nagesh Kumar, IISc

You might also like