CHAPTER TWO

LINEAR PROGRAMMING MODELS

Instructor’s Name: Getachew Gobena

(Asst. Professor)
Instructor’s email: [email protected]

October 2023
Sheger, Oromia, Ethiopia
 2.1. INTRODUCTION TO LINEAR
PROGRAMMING/LP
 Management decisions in many organizations involve
trying to make most efficient and effective use of
resources (machinery, labor, money, time, warehouse
space, and raw materials) in order to:
Produce products - such as computers, automobiles,
or clothing or
Provide services - such as package delivery, health
services, or investment decisions.
 To solve problems of resource allocation one may use
mathematical programming called Linear Programming.
 LINEAR PROGRAMMING
Linear programming (LP) is the most common type of
mathematical programming.
LP seeks to maximize or minimize a linear objective function
subject to a set of linear constraints .
LP assumes all relevant input data and parameters are known
with certainty (deterministic models).
Computers play an important role in the solution of LP
problems.
LP applied extensively to problem areas like:-
 medical, transportation, operations,
 financial, marketing, accounting,
 human resources, and agriculture
BASIC STEPS OF DEVELOPING A LP MODEL
1. Identification/understanding of the problem
– Identification/understanding of the problemas
solvable by LP: At this step, the problem that
needs solution to be identified and checked
whether to be solved by LP.
2. Formulation of the Model
 One of the most important phases in the solution of
LP problem, which translates words in to an
objective function together with the set of
constraints.
 It refers to the transformation of word problems in
to a mathematical model that needs solutions.
 BASIC STEPS OF DEVELOPING A LP MODEL
 The main steps in model formulation:
i. Determine what the specific objective is. That is maximize profit or
minimize cost, keeping in mind the limited resources available
through appropriate combination.
ii. Assign variables to each of the unknown quantities to be solved such
as profit, cost, number of products to be produced, etc.
iii. Find a mathematical expression that represents the objective in terms
of the unknowns.
iv. Find mathematical expressions that represent any limited resources
(constraints) in terms of unknowns.
v. Include any additional constraints that are not explicitly stated in the
problem ( Example: the decision variables must be non-negative).
 BASIC STEPS OF DEVELOPING A LP MODEL

3. Solution
 Mathematical relationships resulting from
formulation process are solved to identify optimal
solution.
4. Interpretation and What-if Analysis
 Problem solver or analyst works with the manager to:
oInterpret results and implications of problem
solution.
o Investigate changes in input parameters and
model variables and impact on problem solution
results.
LINEAR EQUATIONS AND INEQUALITIES

• This is a linear equation:

2A + 5B = 10
• This equation is not linear:
2A2 + 5B3 + 3AB = 10
• LP uses, in many cases, inequalities like:
A+B C or A + B  C
• Hint: Convert inequalities to inequality in order to
compute and solve LP problems
BASIC CHARACTERSTICS OF AN LP MODEL

1. Conditions of certainty exist.

2. Proportionality in objective function and constraints
(1 unit – 3 hours, 3 units- 9 hours).
3. Additivity (total of all activities equals sum of
individual activities).
4. Divisibility assumption that solutions need not
necessarily be in whole numbers (integers); ie.decision
variables can take on any fractional value.
 2.2. FORMULATION OF A LP MODEL
• A common LP application is product mix problem.
o Two or more products are usually produced using
limited resources - such as personnel, machines,
raw materials, and so on.
• Profit firm seeks to maximize is based on profit
contribution per unit of each product.
• Firm would like to determine -
o How many units of each product it should produce
in order to maximize overall profit given its limited
resources.
 Optimization:
Maximization or Minimization Model

In Linear Programming optimal solutions are

found by using two methods:
I. Graphical Method
i) Corner point Method
ii) Iso-cost method
II. Simplex Method
(algebraic method)
 Corner Point Methods
• To solve the problem using the corner point method you
need to follow the following steps:
1. Step 1: Create mathematical formulation from the given
problem. If not given.
2. Step 2: Now plot the graph using the given constraints
and find the feasible region.
3. Step 3: Find the coordinates of the feasible
region(vertices) that we get from step 2.
4. Step 4: Now evaluate the objective function at each
corner point of the feasible region.
5. Step 5: If the feasible region is bounded: if its
maximization problem choose maximum corner value
and otherwise the minimum values.
ShadeInc the feasible region and make/advise the decision
© 2002 Prentice-Hall, Ch 2-11
 PROBLEM DEFINITION:
MAXIMIZATION PROBLEM
• Product mix problem of Pottery Company
• How many bowls and mugs should be produced to
maximize profits given labor and materials constraints?
• Product resource requirements and unit profit:

Resource Requirements
Labor Clay Profit
Product
(hr/unit) (lb/unit) ($/unit)
Bowl 1 4 40
Mug 2 3 50
Resource 40 120
PROBLEM DEFINITION EXAMPLE CONT’D

Resource 40 hrs of labor per day

Availability: 120 lbs of clay
Decision Variables x1 = number of bowls to produce per day
x2 = number of mugs to produce per day
Objective Maximize Z = $40x1 + $50x2
Function: Where Z = Profit per day
Resource 1x1 + 2x2  40 hours of labor
Constraints: 4x1 + 3x2  120 pounds of clay
Non-Negativity x1  0; x2  0
Constraints:
MODEL FORMULATION EXAMPLE

Complete Linear Programming Model:

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40

4x1 + 3x2  120

x1, x2  0
FEASIBLE SOLUTIONS
A feasible solution does not violate any of the
constraints:
Example x1 = 5 bowls
x2 = 10 mugs
Z = $40x1 + $50x2 = $700
Labor constraint check:
1(5) + 2(10) = 25 < 40 hours, within constraint
Clay constraint check:
4(5) + 3(10) = 50 < 120 pounds, within constraint
 INFEASIBLE SOLUTIONS:
An infeasible solution violates at least one of the
constraints:
Example x1 = 10 bowls
x2 = 20 mugs
Z = $1400
Labor constraint check:
1(10) + 2(20) = 50 > 40 hours, violates the cconstraint
The set of all points that satisfy all the constraints of the
model is called a feasible region.
The best solution to the problem among all feasible
solutions is called optimal solution.
 2.3. GRAPHICAL SOLUTION OF LINEAR
PROGRAMMING MODELS
 Graphical solution: is limited to linear programming
models containing only two decision variables.
 Graphical methods: provide visualization of how a
solution for a linear programming problem is obtained.
 Primary advantage of two-variable in LP models is
their solution can be graphically illustrated using two-
dimensional graph.
 Allows one to provide an intuitive explanation of
how more complex solution procedures work for
larger LP models.
 GRAPHICAL REPRESENTATION OF
CONSTRAINTS:

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

Graph of Labor Constraint

 GRAPHICAL REPRESENTATION OF
CONSTRAINTS: (LABOR CONSTRAINT AREA)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

Labor Constraint Area

 GRAPHICAL REPRESENTATION OF
CONSTRAINTS: (CLAY CONSTRAINT AREA)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

Clay Constraint Area

 GRAPHICAL REPRESENTATION OF
CONSTRAINTS: (BOTH CONSTRAINTS AREA)

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0

Graph of Both Model Constraints

 FEASIBLE SOLUTION AREA:

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x 1, x 2  0

Feasible Solution Area

 GRAPHICAL SOLUTION METHOD
 Optimal solution is the point in feasible region that
produces highest profit.
 There are many possible solution points in region.
 How do we go about selecting the best one, one
yielding highest profit?
 Let objective function (that is, $40x1 + $50x2) guide
one towards optimal point in feasible region.
 Plot line representing objective function on graph as a
straight line.
OPTIMAL SOLUTION COORDINATES:

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x 1, x 2  0

Optimal Solution Coordinates

Locating the Solution Corners
COORDINATES:
From the graph it is clear that the shaded region
is the feasible region , which is the space bounded
by the lines. The feasible solutions from the graph
are the six (6) corners. However, from the 6
corners, 2 of them are out of the solution. Let’s
represent X-axis by (1), Y-axis by (2), the first
inequality by (3), and the 2nd inequality by (4). Optimal Solution Coordinates
Then:
Lines Corners
1 and 2 (0, 0)
2 and 3 ( 0,20)
1 and 4 (30,0)
3 and 4 (24, 8)
Locating the Solution Corners

 Evaluate the objective function, that is the

maximum profit

Corners Z= $40x1 + $50x2

(0,0) 0
(0,20) $1000
(30,0) $1200
(24,8) $1360
GRAPHICAL SOLUTION - CORNER
POINT SOLUTION METHOD :

Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40
4x1 + 3x2  120
x1, x2  0
 Therefore, the maximum profit (Z)=
$1360, when x1 = 24 and x2 = 8. So
that produce 24 bowls and 8 mugs
which will provide a profit $1360, the
maximum possible with the stated
constraints.
Solution at All Corner Points
THE GRAPHICAL SOLUTION METHODS :
Cost Minimization
1. Consider the same example C= $40x1+50x2 as a cost
function. If the inequalities were of opposite sense,
what is the solution of the LPP?
 Therefore, the LP model to minimize the Cost which
the cost function,

Minimize C = $40x1 + $50x2

subject to: 1x1 + 2x2 > 40
4x1 + 3x2 > 120
x1, x2  0
SUMMARY OF THE GRAPHICAL SOLUTION
METHODS

Lines Corner
2 and 4 (0,40)
1 and 3 (40, 0)
(3 and 4) (24, 8)

Corners C=$40x1 + $50x2

(0,40) $2000
(40, 0) $1600
(24, 8) $1360

 Therefore, the Minimum cost (C)= $1360, when x1 = 24 and x2 = 8. So that

produce 24 bowls and 8 mugs which will allow to minimize the total
production cost to $1360, the minimum possible.
 2.4 The simplex method for solving LP models
 Simplex method is a linear-programming algorithm that
can solve problems having more than two decision
variables.
 The simplex technique involves generating a series of
solutions in tabular form, called tableaus.
 By inspecting the bottom row of each tableau, one can
immediately tell if it represents the optimal solution.
 Each tableau corresponds to a corner point of the feasible
solution space.
 The first tableau corresponds to the origin.
 Subsequent tableaus are developed by shifting to an
adjacent corner point in the direction that yields the highest
/smallest) rate of profit /cost).
 This process continues as long as a positive /negative rate of profit
/cost) exists.
 2.4 The Simplex Method for Solving LP
Models

The key solution concepts:

• Solution Concept 1: the simplex method focuses on

Current point of feasible/CPF/ solutions.
• Solution concept 2: the simplex method is an iterative
algorithm (a systematic solution procedure that keeps
repeating a fixed series of steps, called, an iteration,
until a desired result has been obtained) with the
following structure:
2.4 The Simplex Method for Solving LP
Models
Initialization: setup to start iterations, including
finding an initial CPF solution

Optimality test: is the CPF solution

optimal?

if no if yes stop

Iteration: Perform an iteration to find a

better CPF solution
 2.4 The Simplex Method for Solving LP
Models
 Solution concept 3: whenever possible, the
initialization of the simplex method chooses the origin
point (all decision variables equal zero) to be the initial
CPF solution.

Solution concept 4: given a CPF solution, it is much

quicker computationally to gather information about its
adjacent CPF solutions than about other CPF solutions.
Therefore, each time the simplex method performs an
iteration to move from the CPF solution to a better
one, it always chooses a CPF solution that is adjacent
to the current one.
 2.4 The Simplex Method for Solving LP
Models

Solution concept 5: After the CPF solution is

identified, the simplex method examines each of the
edges of the feasible region that emanate from this CPF
solution.
The simplex method simply identifies the rate of
improvement in Z that would be obtained by moving
along the edge. And then chooses to move along the
one with largest positive rate of improvement.
 2.4 The Simplex Method for Solving LP
Models

 Solution concept 6: A positive rate of improvement in

Z implies that the adjacent CPF solution is better than
the current one, whereas a negative rate of improvement
in Z implies that the adjacent CPF solution is worse.
Therefore, the optimality test consists simply of
checking whether any of the edges give a positive rate
of improvement in Z. If none of them became negative,
then the CPF solution is optimal.
 2.4 The Simplex Method for Solving LP
Models
 Steps in Simplex method for solving LP models:

1. Initialization:
a. Transform all the constraints to equality by introducing slack,
surplus, and artificial variables as follows:

Constraint type Variable to be added

< + slack (s)

> - Surplus (S) + artificial (A)

= + Artificial (A)
 2.4 The Simplex Method for Solving LP
Models
1. Initialization:
b. Construct the initial simplex tableau:
Basic X1 … Xn S1 …... Sn A … A RHS
variable 1 . n

S b1
Coefficient of the constraints
A bm
Z Objective function coefficient Z
In different signs value
 2.4 The Simplex Method for Solving LP
Models
2. Test for optimality:

Case 1: Maximization problem:

 The current basic feasible (BF) solution is optimal if every
coefficient in the objective function row is non-negative.

Case 2: Minimization problem:

 The current BF solution is optimal if every coefficient in the
objective function row is non-positive.
 2.4 The Simplex Method for Solving LP
Models
3. Iteration:
Step 1: determine the entering basic variable by selecting
the variable (automatically a non-basic variable) with
the most negative value (in case of maximization) or
with the most positive (in case of minimization) in the
last row (Z-row).

 Put a box around the column below this variable, and

call it the “pivot column”.
 2.4.The Simplex Method for Solving LP Models

Step 2: Determine the leaving basic variable by applying

the minimum ratio test as following:
1. Pick out each coefficient in the pivot column that is
strictly positive (>0).
2. Divide each of these coefficients into the right hand side
entry for the same row.
3. Identify the row that has the smallest of these ratios.
4. The basic variable for that row is the leaving variable,
so replace that variable by the entering variable in the
basic variable column of the next simplex tableau.
 Put a box around this row and call it the “pivot row”
 2.4 The Simplex Method for Solving LP
Models
Step 3: Solve for the new BF solution by using elementary row
operations (multiply or divide a row by a non-zero constant;
subtract a multiple of corresponding coefficients of pivot
column and corresponding values of pivot row from the old row
values) to construct a new simplex tableau, and then return to
the optimality test.
The specific elementary row operations are as follows:
1. Divide each coefficient in the pivot row by the “pivot
number” (the number in the intersection of the pivot row and
pivot column);
2. Compute each other row new entry by using New tableau
row values = Old value of the row – (the coefficient of this
row in the pivot column) x (coefficient of new pivot row).
3. Enter the calculated values to the new tableau row.
 2.4 The Simplex Method for Solving LP
Models
 Example (All constraints are )
 Solve the following problem using the simplex method
Maximize
Z = 3X1+ 5X2
Subject to
X1  4
2 X2  12
3X1 +2X2  18
X1 , X2  0
 2.4 The Simplex Method for Solving LP
Models
 Solution
 Initialization
1. Standard form Sometimes it is called
Maximize Z, the augmented form of
Subject to the problem because the
original form has been
Z - 3X1- 5X2 =0 augmented by some
supplementary variables
X1 + S1 = 4 needed to apply the
2 X2 + S2 = 12 simplex method.
3X1 +2X2 + S3 = 18
X1 , X2, S1, S2, S3  0
 2.4 The Simplex Method for Solving LP
Models
 A basic solution is an augmented corner point solution.
 A basic solution has the following properties:
1. Each variable is designated as either a non-basic variable or
a basic variable.
2. The number of basic variables equals the number of
functional constraints. Therefore, the number of non-basic
variables equals the total number of variables minus the
number of functional constraints.
3. The non-basic variables are set equal to zero.
4. The values of the basic variables are obtained as
simultaneous solution of the system of equations (functional
constraints in augmented form). The set of basic variables
are called “basis”.
5. If the basic variables satisfy the non-negativity constraints,
the basic solution is a Basic Feasible (BF) solution.
 2.4 The Simplex Method for Solving LP Models
Entering
2. Initial tableau variable

CBi Cj -3 -5 0 0 0 RHS Ratio

Basic /Soln
X1 X2 S1 S2 S3
variables
0 S1 1 0 1 0 0 4 4/0 =U
0 S2 0 2 0 1 0 12 12/2=6least

0 S3 3 2 0 0 1 18 18/2=9
Zj 0 0 0 0 0 0
Cj - Zj -3 - 0 0 0
Leaving 5Most Pivot number/ Pivot/key row
variable Pivot/key column neg key element
 2.4 The Simplex Method for Solving LP
Models
Notes:
 The basic feasible solution at the initial tableau is
(0, 0, 4, 12, 18) where:
X1 = 0, X2 = 0, S1 = 4, S2 = 12, S3 = 18, and Z = 0
Where S1, S2, and S3 are basic variables.
X1 and X2 are non-basic variables.
 The solution at the initial tableau is associated to
the origin point at which all the decision variables
are zero.
 2.4 The Simplex Method for Solving LP
Models

Optimality test:

By investigating the last row of the initial

tableau, we find that there are some negative
numbers. Therefore, the current solution is not
optimal.
 2.4 The Simplex Method for Solving LP
Models
 Iteration:
Step 1: Determine the entering variable by selecting the
variable with the most negative in the last row.
 From the initial tableau, in the last row (Z row), the
coefficient of X1 is -3 and the coefficient of X2 is -5;
therefore, the most negative is -5.
 Consequently, X2 is the entering variable.
 X2 is surrounded by a box and it is called the pivot
column.
 2.4. The Simplex Method for Solving LP
Models

Step 2: Determining the leaving variable by using

the minimum ratio test as following:
Basic Entering RHS Ratio
variable variable X2
(1) (2) (2)(1)
S1 0 4 None
S2 2 12 6
Leaving Smallest ratio
S3 2 18 9
 2.4. The Simplex Method for Solving LP
Models

Step 3: Solving for the new BF solution by using the

elementary row operations as following:
1. New pivot row = old pivot row  pivot number
Basic X1 X2 S1 S2 S3 RHS
variable
S1
X2 0 1 0 1/2 0 6
S3
Z
Note that X2 becomes in the basic
variables list instead of S2
 2.4. The Simplex Method for Solving LP Models

Iteration:
2. For the other row apply this rule:
New row = old row – (the coefficient of this row in the pivot column) x
(coefficient of new pivot row).
For S1
1 0 1 0 0 4
-
0 (0 1 0 1/2 0 6)
1 0 1 0 0 4
For S3

3 2 0 0 1 18
-
2 (0 1 0 1/2 0 6)
3 0 0 -1 1 6
for Z
-3 -5 0 0 0 0 Substitute this values in
- the table
-5(0 1 0 1/2 0 6)
-3 0 0 5/2 0 30
 2.4. The Simplex Method for Solving LP Models

 Iteration:
This solution is not optimal, since there is a negative numbers in
the last row
Basic X1 X2 S1 S2 S3 RHS
variable
S1 1 0 1 0 0 4
X2 0 1 0 1/2 0 6
S3 3 0 0 -1 1 6
Z -3 0 0 5/2 0 30

The most negative value; The smallest ratio is

therefore, X1 is the 6/3 =2; therefore, S3 is
entering variable the leaving variable
 2.4. The Simplex Method for Solving LP Models

Iteration:
 Apply the same rules we will obtain this solution:

Basic X1 X2 S1 S2 S3 RHS
variable
S1 0 0 1 1/3 -1/3 2
X2 0 1 0 1/2 0 6
X1 1 0 0 -1/3 1/3 2
Z 0 0 0 3/2 1 36
This solution is optimal; since there is no negative solution in the last row: basic variables are X1 =
2, X2 = 6 and S1 = 2; the non-basic variables are S2 = S3 = 0, Z = 36.
 Exercise:
The Plastic manufacturing company produces two products:
Bowls/Product I and mugs/Product II. The raw material
requirements, space needed for storage, production rates, and
selling prices for these products are given below:
Constraints Bowls / Product I Mugs/ Product II
Storage space (m2/unit 4 5
Raw material (Ib/ unit) 5 3
Production rate 1 2
(Units/hr=60 minutes)
Selling price ($/unit 13 11

The total amount of raw material available per day for both products is 1575Ib. The
total storage space for all products is 1500 m2, and a maximum of 420 minutes per
day can be used for production.
How many units of bowls/product I and mugs/product II should the company
to produce per day to maximize its total income/profit? ( Use simplex method).
 2.5. Minimization by using Simplex LP Model

 To solve a minimization problem with > constraints, we must

change in to a maximization problem with < constraints.

 The optimality test consists simply of checking whether any of the

edges (last row) give non-positive values in Z.
 The current BF solution is optimal if every coefficient in the
objective function row is non-positive.

 The minimization model can be solved using duality of simplex

method ( will be discussed under duality section)

© 2002 Prentice-Hall, Inc Ch 2-55

 2.5.1. Dual in LP Model
 For every linear programming problem, there is a corresponding
linear programming problem called the dual.

 If the original problem is a maximization problem then the

dual problem is minimization problem and if the original
problem is a minimization problem then the dual problem is
maximization problem.

 In either case, the final table of the dual problem will contain both
the solution to the dual problem and the solution to the original
problem.

© 2002 Prentice-Hall, Inc Ch 2-56

 2.5.1. Dual in LP Model
 The solution of the dual problem is readily obtained from the
original problem solution if the simplex method is used.
 The formulation of the dual problem also sometimes referred
as the concept of duality - helpful for the understanding of the
linear programming.
 The variable of the dual problem is known as the dual
variables or shadow price of the various resources.
 The dual problem is easier to solve than the original problem.
 The dual problem solution leads to the solution of the original
problem and thus efficient computational techniques can be
developed through the concept of duality.

© 2002 Prentice-Hall, Inc Ch 2-57

 2.5.1. Dual in LP Model
 If the original problem is in the standard form, then the dual problem can be
formulated using the following rules:
 The number of constraints in the original problem is equal to the number of
dual variables.
 The number of constraints in the dual problem is equal to the number of
variables in the original problem.
 The original problem profit coefficients appear on the right hand side of the
dual problem constraints.
 If the original problem is a maximization problem then the dual problem is a
minimization problem.
 Similarly, if the original problem is a minimization problem then the dual
problem is a maximization problem.
 The original problem has less than or equal to (≤) type of constraints while
the dual problem has greater than or equal to (≥) type constraints.
 The coefficients of the constraints of the original problem which appear from
left to right are placed from top to bottom in the constraints of the dual
problem
© 2002 Prentice-Hall, Inc and vice versa. Ch 2-58
 2.5.1. Dual in LP Model

 If the Primal problem has an optimal solution, then also

the dual problem has an optimal solution and the
objective values of these solutions are the same.

© 2002 Prentice-Hall, Inc Ch 2-59

 2.5.1. Dual in LP Model
 To solve a minimization problem with > constraints, we must change in to a
maximization problem with < constraints.

1.The original greater than or equal to min” will be called the primal problem.
2. The less than or equal to max” to which we change will be called the dual
problem.
3. Convert the primal in to the dual and solve using the method developed ,
then read the solution of the primal from the solution of the dual.

 If the original problem is a maximization problem, then the dual problem is

a minimization problem.
Example:

Minimize  = 2x1 + 3x2

subject to: 3x1 + 2x2 > 12
© 2002 Prentice-Hall, Inc
7x1 + 2x2 > 20 Ch 2-60
 2.5.1. Dual in LP Model

 Convert the inequalities in to equalities, positive variables

would be subtracted , and these are called surplus variables
rather than slack variables .

The surplus variables may be denoted by P1 and P2 and

indicate them next to their respective constraints. Thus, the
primal may be written as follows:

P1: 3x1+2x2 > 12

P2: 7x1+2x2 > 20
Minimize: 2x1 + 3x2 = 

© 2002 Prentice-Hall, Inc Ch 2-61

 2.5.1. Dual in LP Model

 Form the dual problem;

 For this purpose, make the coefficients of X1 and x2
columns the coefficient of the new variables P1 and P2 and
obtain.

3P1+ 7P2
2P1+2P2
 Next change > to <, use the coefficients of X1 and X2 in  -
row as the right- hand constant and write:
3P1+7P2 < 2
2P1+ 2P2 < 3

© 2002 Prentice-Hall, Inc Ch 2-62

 2.5.1. Dual in LP Model
 Therefore, the dual problem can be constructed as follows:

Maximize  = 12P1+20P2
Subject to:
3P1+7P2 < 2
2P1+ 2P2 < 3
P1,P2 > 0
Note:
1). The dual is a “less than or equal to max” problem
2). X1 and X2 are as slack variables
3). This method is known as minimization by
maximizing the dual.
© 2002 Prentice-Hall, Inc Ch 2-63
 2.5.1. Dual in LP Model
 Thus, we will solve the LP dual problem of the following by
using simplex method.
Maximize  = 12P1+20P2
Subject to:
3P1+7P2 < 2
2P1+ 2P2 < 3
P1,P2 > 0
 Solve the model by forming equations with slack variables using simplex
method.
 The equation with slack variables will be constructed as follows:

Maximize  -12P1 -20P2 = 0 subject to:

3P1+7P2 +X1 = 2
2P1 + 2P2 + X2 = 3
© 2002 Prentice-Hall, Inc
P1, P2, X1, X2 > 0 Ch 2-64
 2.5.1. Dual in LP Model
 Thus, the initial table can be set as follows to find optimal
solution using simplex method.

Basic Coefficient of Non-basic variables Current

Value
Variables (RHS)
P1 P2 X1 X2

X1 3 7 1 0 2

X2 2 2 0 1 3

 -12 -20 0 0 0

© 2002 Prentice-Hall, Inc Ch 2-65

 2.5.2. Special cases of Simplex LP Model

 If there is a zero under one or more non-basic variables in the last

tableau (optimal solution tableau), then there is a multiple optimal
solution.

 When determining the leaving variable of any tableau, if there is no

positive ratio (all the entries in the pivot column are negative and
zeroes), then the solution is unbounded.

 A Solution that has a basic variable with zero value is called a

“degenerate solution”.

© 2002 Prentice-Hall, Inc Ch 2-66

END OF CHAPTER 2