4-Optimization Linear Programming

Linear Programming
MAE 550 Optimization in Engineering Design
FORMULATION OF LINEAR PROGRAMMING PROBLEMS

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Linearization Methods
n
Two classes of optimization theory that are most thoroughly addressed Unconstrained problems Completely linear problems Efficient solution algorithms exist for each If we could transform a nonlinear problem into a linear one, we might be able to significantly speed up solution
n n
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Linearization Methods
n
Linearize using Taylor series expansion
" " " " " " " ! ( x) = f ( x 0 ) + !f ( x 0 )( x " x 0 ) + O x " x 0 f " " " " ! " f ( x) = f ( x 0 ) + !f ( x 0 )( x " x 0 ) "0 x is the linearized point
n n
+#
If the function is highly nonlinear, the linear approximation could result in substantial errors Before linearizing nonlinear problems, we will take a side step to linear programming (i.e., solving linear optimization problems)
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Linear Programming
n Linear
programming is a subset of optimization problems

Objective
variables Constraints are linear equations or inequalities
function is linear function of design
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Example
n
n n n n n
A company has two grades of inspectors: Grade I and Grade II, who are to be assigned to a quality control inspection. At least 1800 pieces must be inspected per 8hr day. Grade I inspectors earn $40/hr and can check pieces at a rate of 25 per hour, with an accuracy of 98% Grade II inspectors earn $30/hr and can check pieces at a rate of 15 per hour, with an accuracy of 95% Errors cost the company $20 each The company has 8 Grade I and 10 Grade 2 inspectors Determine the optimal assignment of inspectors that will minimize the total cost of inspection.
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Example
x1 8 x2 10 (Grade I) (Grade II)
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Example
x1 8 x2 10 (Grade I) (Grade II) (1800 pieces must be inspected each shift) 8(25* x1 ) + 8(15* x2 ) 1800
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Example
x1 8 x2 10 (Grade I) (Grade II) (1800 pieces must be inspected each shift) 8(25* x1 ) + 8(15* x2 ) 1800 200 x1 + 120 x2 1800 5 x1 + 3x2 45
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Example
x1 8 x2 10 5 x1 + 3 x2 45 (Salary) + (Error Charge)*(Parts per hr.)(Error rate) = Hourly rate $40 + $20*(25) *(0.02) = $50 $30 + $20*(15) *(0.05) = $45 (Grade I Hourly rate) (Grade II Hourly rate) (Grade I) (Grade II)
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Example
x1 8 x2 10 5 x1 + 3 x2 45 (Salary) + (Error Charge)*(Parts per hr.)(Error rate) = Hourly rate $40 + $20*(25) *(0.02) = $50 $30 + $20*(15) *(0.05) = $45 Z = 8 ( 50 x1 + 45 x2 ) = 400 x1 + 360 x2 (Grade I Hourly rate) (Grade II Hourly rate) (Grade I) (Grade II)
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Example
Minimize : subject to :
Z = 400 x1 + 360 x2 5 x1 + 3x2 45 0 x1 8 0 x2 10
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Standard Form
Minimize : subject to : Z = c1x1 + c2 x2 +!+ cn xn a11x1 + a12 x2 +!+ a1n xn = b1 a21x1 + a22 x2 +!+ a2n xn = b2 " am1x1 + am2 x2 +!+ amn xn = bm x1 ! 0, x2 ! 0 ! xn ! 0 b1 ! 0,b2 ! 0 ! bm ! 0
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Standard Form
Z = cx Ax = b x!0 b!0
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Standard Form
n n
M constraints, N design variables Handling Inequalities Introduce slack variables

x1 + 2x2 + 3x3 + 4x4 ! 25
2x1 + x2 " 3x3 # 12
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Standard Form
n n

x1 + 2 x2 + 3 x3 + 4 x4 25 x1 + 2 x2 + 3 x3 + 4 x4 + S1 = 25 2 x1 + x2 3 x3 12 2 x1 + x2 3 x3 S 2 = 12
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Standard Form
n n

x1 + 2 x2 + 3 x3 + 4 x4 25 x1 + 2 x2 + 3 x3 + 4 x4 + S1 = 25 2 x1 + x2 3 x3 12 2 x1 + x2 3 x3 S 2 = 12
Handling Unrestricted Variables x1 unrestricted

x1 = x1+ x1 x1+ 0 x1 0
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Convert into Standard Form

Maximize : subject to : Z = x1 2 x2 + 3x3 x1 + x2 + x3 7 x1 x2 + x3 2 3 x1 x2 2 x3 = 5 x1 , x2 0 x3 unrestricted in sign
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Replace x3 with x4-x5
Maximize : subject to :
Z = x1 2 x2 + 3 x3 x1 + x2 + x3 7 x1 x2 + x3 2 3 x1 x2 2 x3 = 5 x1 , x2 , x4 , x5 0 x3 =x4 x5
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Replace x3 with x4-x5
Z = x1 2 x2 + 3 ( x4 x5 ) x1 + x2 + ( x4 x5 ) 7 x1 x2 + ( x4 x5 ) 2 x1 , x2 , x4 , x5 0 x3 =x4 x5
3 x1 x2 2 ( x4 x5 ) = 5
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Replace x3 with x4-x5 Multiply both sides of the third constraint by -1
3 x1 x2 2 ( x4 x5 ) = 5
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Replace x3 with x4-x5 Multiply both sides of the third constraint by -1
3 x1 + x2 + 2 ( x4 x5 ) = 5
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Replace x3 with x4-x5 Multiply both sides of the third constraint by -1 Introduce x6 , x7 as slack (and surplus) variables in the first and second constraint
3 x1 + x2 + 2 ( x4 x5 ) = 5
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Z = x1 2 x2 + 3 ( x4 x5 )
x1 + x2 + ( x4 x5 ) + x6 = 7 x1 x2 + ( x4 x5 ) x7 = 2 x1 , x2 , x4 , x5 , x6 , x7 0 x3 =x4 x5
3 x1 + x2 + 2 ( x4 x5 ) = 5
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Z = x1 2 x2 + 3 x4 3 x5 x1 + x2 + x4 x5 + x6 = 7 x1 x2 + x4 x5 x7 = 2 3 x1 + x2 + 2 x4 2 x5 = 5 x1 , x2 , x4 , x5 , x6 , x7 0
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Maximize : subject to : Z = x1 2 x2 + 3x3 x1 + x2 + x3 7 x1 x2 + x3 2 3x1 x2 2 x3 = 5 x1 , x2 0 x3 unrestricted in sign
Z=
x1 x1 x1 3x1
2 x2 + x2 x2 + x2
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+3x4 + x4 + x4 +2 x4
3x5 x5 x5 2 x5 + x6 x7 =7 =2 =5
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x1 , x2 , x4 , x5 , x6 , x7 0
Convert into Standard Form (5 min)

Minimize : subject to : Z = 4 x1 x2 + 50 x1 x2 2 x1 + 2 x2 8 x1 , x2 0
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Minimize : subject to : Z= 4 x1 x2 + 50 x1 x2 + x3 = 2 x1 + 2 x2 + x4 = 8 x1 , x2 , x3 , x4 0
Minimize : subject to : Z= 4 x1 x1 x1 x1 , x2 , x3 , x4 0
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x2 x2 +2 x2 + x3 + x4
+50 =2 =8

Minimize : subject to : f = 2 x1 + 4 x2 2 x1 + x2 2 x1 0
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Minimize : subject to : x2 = x3 x4
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f = 2 x1 + 4( x3 x4 ) 2 x1 + ( x3 x4 ) 2 x1 , x3 , x4 0

Minimize : subject to : x2 = x3 x4
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f = 2 x1 + 4( x3 x4 ) 2 x1 + ( x3 x4 ) x5 = 2 x1 , x3 , x4 , x5 0

f =
2 x1 2 x1
+4 x3 + x3
4 x4 x4 x5 =2
x1 , x3 , x4 , x5 0
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SOLUTION OF LINEAR PROGRAMMING PROBLEMS

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Standard Form
Minimize : subject to : Z = c1x1 + c2 x2 +!+ cn xn a11x1 + a12 x2 +!+ a1n xn = b1 a21x1 + a22 x2 +!+ a2n xn = b2 " am1x1 + am2 x2 +!+ amn xn = bm x1 ! 0, x2 ! 0 ! xn ! 0 b1 ! 0,b2 ! 0 ! bm ! 0
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Principles of the Simplex Method

n n n
The general form poses the problem as m equations and n variables If there are more variables than equations (i.e., m<n), there are an infinite number of feasible solutions Classical solution approach: Gauss-Jordan Elimination
Reduce the system to canonical (row echelon) form X1 through Xm appear with a unit coefficient in only one equation, with zeroes (basic variables) Xm+1 through Xn are considered nonbasic variables
Allowable operations to manipulate rows

Multiply any equation in the system by a positive or negative number Add to any equation a constant multiple of any other equation in the system
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Example Problem
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

b 0 1 0 = = = -5 8 f-50
X1 1 1 -4
X2 -1 2 -1
X3 1 0 0
X4
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Example Problem
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0Not2Canonical x #0

b 0 1 0 = = = -5 8 f-50
X1 1 1 -4
X2 -1 2 -1
X3 1 0 0
X4
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Example Problem
Min s.t.

b 0 1 0 = = = -5 8 f-50
X1 1 1 -4 Multiply by -1
X2 -1 2 -1
X3 1 0 0
X4
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Example Problem
Min s.t.

b 0 1 0 = = = -5 8 f-50
X1 1 1 -4 Multiply by -1 X1 -1 1 -4
X2 -1 2 -1
X3 1 0 0
X4
X2 1 2 -1
X3 -1 0 0
X4 0 1 0 = = =
b 5 8 f-50
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Example Problem
Min s.t.

b 0 1 0 = = = -5 8 f-50
X1 1 1 -4 Multiply by -1 X1 -1 1 -4
X2 -1 2 -1
X3 1 0 0
X4
Not Canonical X2 1 2 -1 X3 -1 0 0
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X4 0 1 0 = = =
b 5 8 f-50
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Example Problem
Not Canonical X1 -1 1 -4 X2 1 2 -1 X3 -1 0 0 X4 0 1 0
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0
b = = = 5 8 f-50
Add artificial variable, X5
X1 -1 1 -4
X2 1 2 -1
X3 -1 0 0
X4 0 1 0
X5 1 0 0 = = =
b 5 8 f-50
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Example Problem
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0
b = = = 5 8 f-50
Add artificial variable, X5
X1 -1 1 -4
X2 1 2 -1
X3 -1 0 0
X4 0 1 0
X5 1 0 0 = = =
b 5 8 f-50
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Example Problem
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0
b = = = 5 8 f-50
Add artificial variable, X5 Add temporary objective function, w, as a measure of infeasibility w is the sum of the artificial variables X1 -1 1 -4 0 X2 1 2 -1 0 X3 -1 0 0 0 X4 0 1 0 0
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X5 1 0 0 1 = = = =
b 5 8 f-50 w
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Example Problem
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0
b = = = 5 8 f-50
Add artificial variable, X5 Add temporary objective function, w, as a measure of infeasibility w is the sum of the artificial variables X1 -1 1 -4 0 X2 1 2 -1 0 X3 -1 0 0 0 X4 0 1 0 0
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X5 1 0 0 1 = = = =
b 5 8 f-50 w
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Example Problem
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0
b = = = 5 8 f-50
Add artificial variable, X5 Add temporary objective function, w, as a measure of infeasibility w is the sum of the artificial variables X1 -1 1 -4 0 X2 1 2 -1 0 X3 -1 X4 X5 = = = = b 5 8 f-50 w
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0 1 Not Canonical 0 1 0 0 0 0 0
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0 1
Example Problem
X1 -1 1 -4 0 X2 1 2 -1 0 X3 -1 X4 X5 0 1 Not Canonical 0 1 0 0 0 0 0 0 1
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0
b = = = = 5 8 f-50 w
Subtract row 1 from row 4 to get canonical form X1 -1 1 -4 0-(-1) X2 1 2 -1 0-1 X3 -1 0 0 0-(-1) X4 0 1 0 0-0
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X5 1 0 0 1-1 = = = =
b 5 8 f-50 w-5
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Example Problem
X1 -1 1 -4 0 X2 1 2 -1 0 X3 -1 X4 X5 0 1 Not Canonical 0 1 0 0 0 0 0 0 1
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0
b = = = = 5 8 f-50 w
Subtract row 1 from row 4 to get canonical form X1 -1 1 -4 1 X2 1 2 -1 -1 X3 -1 0 0 1 X4 0 1 0 0

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X5 1 0 0 0 = = = =
b 5 8 f-50 w-5
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Example Problem
X1 -1 1 -4 1 X2 1 2 -1 -1 X3 -1 0 0 1 X4 0 1 0 0 X5 1 0 0 0
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0
b = = = = 5 8 f-50 w-5
X2 will enter the basis (only negative coefficient and we are minimizing the objective function)
X1 -1 1 -4 1
X2 1 2 -1 -1
X3 -1 0 0 1
X4 0 1 0 0
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X5 1 0 0 0 = = = =
b 5 8 f-50 w-5
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Example Problem
X1 -1 1 -4 1 X2 1 2 -1 -1 X3 -1 0 0 1 X4 0 1 0 0 X5 1 0 0 0
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0
b = = = = 5 8 f-50 w-5
X2 will enter the basis (only negative coefficient and we are minimizing the objective function) Calculating the b/a ratios shows that row 2 has the minimum value and X4 will leave the basis
X1 -1 1 -4 1
X2 1 2 -1 -1
X3 -1 0 0 1
X4 0 1 0 0
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X5 1 0 0 0 = = = =
b
5/1=5 8/2=4
5 8 f-50 w-5
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Example Problem
X1 -1 1 -4 1 X2 1 2 -1 -1 X3 -1 0 0 1 X4 0 1 0 0 X5 1 0 0 0
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0
b = = = =
5/1=5 8/2=4
5 8 f-50 w-5
Divide row 2 by 2 to get the coefficient for X2 to be 1
X1 -1 =0.5 -4 1
X2 1 2/2=1 -1 -1
X3 -1 0/2=0 0 1
X4 0 =0.5 0 0
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X5 1 0/2=0 0 0 = = = =
b 5 8/2=4 f-50 w-5

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Example Problem
X1 -1 1 -4 1 X2 1 2 -1 -1 X3 -1 0 0 1 X4 0 1 0 0 X5 1 0 0 0
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0
b = = = =
5/1=5 8/2=4
5 8 f-50 w-5
Divide row 2 by 2 to get the coefficient for X2 to be 1
X1 -1 0.5 -4 1
X2 1 1 -1 -1
X3 -1 2=0 0 1
X4 0 0.5 0 0
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X5 1 0 0 0 = = = =
b 5 4 f-50 w-5
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Example Problem
X1 -1 1 -4 1 X2 1 2 -1 -1 X3 -1 0 0 1 X4 0 1 0 0 X5 1 0 0 0
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0
b = = = =
5/1=5 8/2=4
5 8 f-50 w-5
Divide row 2 by 2 to get the coefficient for X2 to be 1 Subtract the new row 2 from row 1
X1
-1-0.5=-1.5 0.5 -4 1
X2
1-1=0 1 -1 -1
X3
-1-0=-1 0 0 1
X4
0-0.5=-0.5 0.5 0 0
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X5
1-0=1 0 0 0 = = = =
b
5-4=1 4 f-50 w-5
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Example Problem
X1 -1 1 -4 1 X2 1 2 -1 -1 X3 -1 0 0 1 X4 0 1 0 0 X5 1 0 0 0
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0
b = = = =
5/1=5 8/2=4
5 8 f-50 w-5
Divide row 2 by 2 to get the coefficient for X2 to be 1 Subtract the new row 2 from row 1 Add the new row 2 to row 3
X1
-1.5 0.5 -4+0.5=-3.5 1
X2
0 1 -1+1=0 -1
X3
-1 0 0+0=0 1
X4
-0.5 0.5 0+0.5=0.5 0
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X5
1 0 0+0=0 0 = = = =
b
1 4 f-50+4=f-46 w-5
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Example Problem
X1 -1 1 -4 1 X2 1 2 -1 -1 X3 -1 0 0 1 X4 0 1 0 0 X5 1 0 0 0
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0
b = = = =
5/1=5 8/2=4
5 8 f-50 w-5
Divide row 2 by 2 to get the coefficient for X2 to be 1 Subtract the new row 2 from row 1 Add the new row 2 to row 3 Add the new row 2 to row 4
X1
-1.5 0.5 -3.5 1+0.5=1.5
X2
0 1 0 -1+1=0
X3
-1 0 0 1+0=1
X4
-0.5 0.5 0.5 0+0.5=0.5
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X5
1 0 0 0+0=0 = = = =
b
1 4 f-46 w-5+4=w-1
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Example Problem
X1 -1 1 -4 1 X2 1 2 -1 -1 X3 -1 0 0 1 X4 0 1 0 0 X5 1 0 0 0
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0
b = = = =
5/1=5 8/2=4
5 8 f-50 w-5
Divide row 2 by 2 to get the coefficient for X2 to be 1 Subtract the new row 2 from row 1 Add the new row 2 to row 3 Add the new row 2 to row 4
X1
-1.5 0.5 -3.5 1.5
X2
0 1 0 0
X3
-1 0 0 1
X4
-0.5 0.5 0.5 0.5
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X5
1 0 0 0 = = = =
b
1 4 f-46 w-1
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Example Problem
X1
-1.5 0.5 -3.5 1.5
Min s.t.
! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0
X2
0 1 0 0
X3
-1 0 0 1
X4
-0.5 0.5 0.5 0.5
X5
1 0 0 0 = = = =
b
1 4 f-46 w-1
All coefficients in row 4 are positive, so w cannot be decreased further X5 still has a value This tells us that a basic feasible solution to the original problem (without the artificial variable) cannot be found
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Simplex Process for minimization

n
Phase I
1.
Add artificial variables as necessary to achieve canonical form
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n
Phase I
1. 2.
Add artificial variables as necessary to achieve canonical form Create a new objective function (w) equal to the sum of the artificial variables
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n
Phase I
1. 2. 3.
Add artificial variables as necessary to achieve canonical form Create a new objective function (w) equal to the sum of the artificial variables Minimize using Phase II approaches
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n
Phase I
1. 2. 3.
Add artificial variables as necessary to achieve canonical form Create a new objective function (w) equal to the sum of the artificial variables Minimize using Phase II approaches
If w cannot be reduced to zero, the solution to the original problem does not exist. n If w has been reduced to zero, delete the artificial variables and the artificial objective (w) from the system and proceed with Phase II
n
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n
Phase II
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n
1.
Phase II
Find the minimum ci, i=1,n.

Denote this variable with a subscript k (ck). If ck is non-negative, go to step 5
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n
1.
Phase II

Denote this variable with a subscript k (ck). If ck is non-negative, go to step 5 Find the minimum (bj/ ajk) where j=1,m for all positive ajk If all ajk are non-positive, the solution is unbounded. Otherwise, let the subscript r denote the row corresponding to this minimum ark is the pivot element
2.
If ck is negative

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n
1.
Phase II

Denote this variable with a subscript k (ck). If ck is non-negative, go to step 5 Find the minimum (bj/ ajk) where j=1,m for all positive ajk If all ajk are non-positive, the solution is unbounded. Otherwise, let the subscript r denote the row corresponding to this minimum ark is the pivot element Divide row r by ark Subtract ajk times the new row r from row j, where j=1, m+1 and jr
2.
If ck is negative

3.
Pivot on ark.

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n
1.
Phase II

2.
If ck is negative

3.
Pivot on ark.

4.
Go to step 1 and repeat
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n
1.
Phase II

2.
If ck is negative

3.
Pivot on ark.

4. 5.
Go to step 1 and repeat The solution is complete
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n
1.
Phase II

2.
If ck is negative

3.
Pivot on ark.

4. 5.

a)
If all associated with non-basic variables are positive, the solution is unique
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n
1.
Phase II

2.
If ck is negative

3.
Pivot on ark.

4. 5.

a) b)
If all associated with non-basic variables are positive, the solution is unique If some associated with a non-basic variable is zero, the solution is not unique
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n
1.
Phase II

2.
If ck is negative

3.
Pivot on ark.

4. 5.

a) b) c)
If all associated with non-basic variables are positive, the solution is unique If some associated with a non-basic variable is zero, the solution is not unique If some is negative, the solution is unbounded 2011 K. English 70
Group Problem (In-Class)

A company has 2 grades of inspectors, who are to be assigned to a quality control inspection process. It is required that at least 1800 pieces be inspected per 8 hour day.
n
Grade 1 inspectors can check pieces at the rate of 25 per hour, with an accuracy of 98%. Grade 2 inspectors can check pieces at the rate of 15 per hour with an accuracy of 95%. The wage rate of a Grade 1 inspector is $40 per hour, while a Grade2 inspector earns $30 per hour. Each error made by an inspector costs the company $20. The company has available 8 Grade 1 inspectors and 10 Grade 2 inspectors.
n n
What is the optimal assignment of inspectors that will minimize the total cost of inspection?
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4-Optimization Linear Programming

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4-Optimization Linear Programming

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Linear Programming

MAE 550 Optimization in Engineering Design

FORMULATION OF LINEAR PROGRAMMING PROBLEMS

Linearize using Taylor series expansion

programming is a subset of optimization problems

variables Constraints are linear equations or inequalities

function is linear function of design

Z = 400 x1 + 360 x2 5 x1 + 3x2 45 0 x1 8 0 x2 10

M constraints, N design variables Handling Inequalities Introduce slack variables

2x1 + x2 " 3x3 # 12

M constraints, N design variables Handling Inequalities Introduce slack variables

M constraints, N design variables Handling Inequalities Introduce slack variables

Handling Unrestricted Variables x1 unrestricted

Convert into Standard Form

Convert into Standard Form

Convert into Standard Form

Convert into Standard Form

Convert into Standard Form

Convert into Standard Form

Convert into Standard Form

Convert into Standard Form

Convert into Standard Form

Convert into Standard Form (5 min)

Convert into Standard Form (5 min)

Convert into Standard Form (5 min)

Convert into Standard Form (5 min)

Convert into Standard Form (5 min)

Convert into Standard Form (5 min)

SOLUTION OF LINEAR PROGRAMMING PROBLEMS

Principles of the Simplex Method

Allowable operations to manipulate rows

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0Not2Canonical x #0

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0Not2Canonical x #0

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0Not2Canonical x #0

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0Not2Canonical x #0

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

Add artificial variable, X5

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

Add artificial variable, X5

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

Subtract row 1 from row 4 to get canonical form X1 -1 1 -4 1 X2 1 2 -1 -1 X3 -1 0 0 1 X4 0 1 0 0

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

Divide row 2 by 2 to get the coefficient for X2 to be 1

b 5 8/2=4 f-50 w-5

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

Divide row 2 by 2 to get the coefficient for X2 to be 1

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

! f ( x) = !4x1 ! x2 + 50 ! g1 ( x) = x1 ! x2 " !5 ! g 2 ( x) = x1 + 2x2 " 8 x1 # 0 x2 # 0

Simplex Process for minimization

Add artificial variables as necessary to achieve canonical form

Simplex Process for minimization

Simplex Process for minimization

Simplex Process for minimization