Notes 2 - 4 - Algebraic Method Minimization

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Operation Research

Linear Programming
Algebraic Method
Minimization
— Consider the Linear Programming Problem formulated

— Minimize 7X1 + 5X2


— Subject to
— X1 + X2 ≥ 4
— 5X1 + 2X2 ≥ 10
— X1, X2 ≥ 0

— We will convert the inequality constraints to equations.


Algebraic Method LP
The in-equality constraints can now be converted to equalities
by introducing slack variables (x3 and x4)
— Minimize 7X1 + 5X2
— Subject to
X1 + X2 ≥ 4 X1 + X2 – X3 = 4
5X1 + 2X2 ≥ 10 5X1 + 2X2 – X4 = 10
X1, X2 ≥ 0 X1, X2, X3, X4 ≥ 0

— x3 and x4 are variables that will be subtracted on the inequality


equations to make it equality. (if the sum of x1 and x2 is greater
than the right hand side of the equation, then the value of x3 or
x4 will be subtracted to make it equal.)
— This negative slack variable is called “Surplus Variable”
Algebraic Method LP
Slack Variable:

—When we have a greater than or equal to constraint, we


have a negative slack variable or a surplus variable
introduced.

—When we had a less than or equal to constraint, we


introduced X3 and X4 as positive slack variables.
Algebraic Method LP
— Minimize 7X1 + 5X2
— Subject to
— X1 + X2 – X3 = 4
— 5X1 + 2X2 – X4 = 10
— X1, X2, X3, X4 ≥ 0

— We now have 4 variables for only two equations


— Let us solve 2 variables at a time
— Assume value for the variables that will not be solved (fixed
variable)
— Then solved for the other remaining 2 variables
Algebraic Method LP
— Minimize 7X1 + 5X2
— Subject to
— X1 + X2 – X3 = 4
— 5X1 + 2X2 – X4 = 10
— X1, X2, X3, X4 ≥ 0

— Variables to be solved = Basic variable


— Variables fixed to zero = non-basic variable

— Total number of combinations : 4C2=6


Algebraic Method LP
No Basic Non-basic Solution Objective Comments
Variables Variable function
value
1 X3 & X4 X1 & X2 =0 X3=4; x4=- Infeasible
10
2 X1 & X3 X2 & X4 =0 X1=2;X3=- Infeasible
2
3 X1 & X4 X2 & X4 =0 X1=4, Z=28 Basic Feasible
X4=10
4 X2 & X3 X1 & X4 =0 X2=5,X3=1 Z=25 Basic Feasible
5 X2 & X4 X1& X3 X2=4, X4=- Infeasible
2
6 X1 & X2 X3=0; X1=2/3, Z=64/3 Basic
X4=0 X2=10/3 Feasible-
Optimum

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