Scribd
Upload
124 views

Notes 2 3 Algebraic Method Maximization

This document discusses linear programming and the algebraic method for solving linear programming problems with more than two decision variables. It shows how to convert inequality constraints to equations by introducing slack variables, and then solve the problem by considering different combinations of basic and non-basic variables to find the optimal solution.

Uploaded by

Princess Joy Diocares
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
124 views

Notes 2 3 Algebraic Method Maximization

This document discusses linear programming and the algebraic method for solving linear programming problems with more than two decision variables. It shows how to convert inequality constraints to equations by introducing slack variables, and then solve the problem by considering different combinations of basic and non-basic variables to find the optimal solution.

Uploaded by

Princess Joy Diocares
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 10

Operation Research

Linear Programming:
Algebraic Method-Maximization
Graphical Method
— Observation:
— Given two decision variable, we could find the optimal solution
using graphical method.
— It is not necessary to evaluate all the points in the feasible
region, evaluation of the corner points will give us the optimal
solution

— Questions:
— What if we have a linear programming problem that will
involve more than two decision variables?
Algebraic Method: Maximization
— Before dealing with more than 2 variables, let us understand
first how algebraic method thru same example as before.

— Maximize 10X1 + 9X2


— Subject to
— 3X1 + 3X2 ≤ 21
— 4X1 + 3X2 ≤ 24
— X1, X2 ≥ 0
Algebraic Method : Maximization
— In algebraic method we will be looking on the given in
equality constraints.

— 3X1 + 3X2 ≤ 21
— 4X1 + 3X2 ≤ 24
— X1, X2 ≥ 0
Algebraic Method : Maximization
— To solve the given constraints — Considering the constraints,
we will convert it to to convert this to equation,
equation. we will introduce “slack
variable”

— 3X1 + 3X2 ≤ 21 (eqn. 1) — à 3X1 + 3X2 + X3 = 21


— 4X1 + 3X2 ≤ 24 (eqn. 2) — à 4X1 + 3X2 + X4= 24
— X1, X2 ≥ 0 — à X1, X2, X3, X4 ≥ 0
Algebraic Method : Maximization
— The problem can now be rewritten as:
— Objective: Maximize 10X1 + 9X2 +0X3 +0X4
— 3X1 + 3X2 + X3 = 21
Value of X3 and X4 in the
— 4X1 + 3X2 + X4= 24
objective function is 0, since
— X1, X2, X3, X4 ≥ 0 originally, they don’t contribute
to the profit.
— Generally we could only solve for the equation if the number of
unknown variable is equal to the number of equations.
— We have only 2 equations for 4 variables…
— We could solve this by giving arbitrary value for the 2 variables
while solving for the other 2 variables.
Algebraic Method : Maximization
— Maximize:
— 10x1+9x2+0x3+0x4
— Subject to:
— 3x1+3x2+x3=21
— 4x1+3x2+x4=24
— x1,x2,x3,x4≥0

— Variables to be solved = Basic variable


— Variables fixed to certain value = non-basic variable
— Usually fixed to zero

— Total number of combinations : 4C2=6


— There are 4 variables to be solve from 2 equations
Algebraic Method : Maximization
3x1+3x2+x3=21 Maximize 10X1 + 9X2 +0X3 +0X4
4x1+3x2+x4=24
No Basic Non-basic Solution Objective Comments
Variables Variable function
value
1 X3 & X4 X1 & X2=0 X3=21;x4=24 Z=0 Basic feasible
2 X1 & X3 X2 & X4=0 X1=6; X3= 3 Z=60 Basic feasible
3 X1 & X4 X2 & X3 =0 *
4 X2 & X3 X1 & X4 =0 *
5 X2 & X4 X1 & X3 =0 *
6 X1 & X2 X3=0; X4=0 *

* Solve for objective functions for combinations 3 to 6


Algebraic Method : Maximization
— Basic feasible: when the value of variable satisfies the given
constraints and other variables are set to zero

— Infeasible: it does not satisfies all the constraints, thus it is


infeasible and it does not need to compute for the objective
function.

— Basic feasible optimum: satisfies all the constraints and


also the optimal solution.
Algebraic Method : Maximization
Objective
Basic Non-basic
No Solution function Comments
Variables Variable
value
Basic
1 X3 & X4 X1 & X2=0 X3=21;x4=24 Z=0
feasible
Basic
2 X1 & X3 X2 & X4=0 X1=6; X3= 3 Z=60
feasible
3 X1 & X4 X2 & X3 =0 X1=7 ; X4=-4 Infeasible
4 X2 & X3 X1 & X4 =0 X2=8 ; X3= -3 Infeasible
Basic
5 X2 & X4 X1 & X3 =0 X2=7 ; X4= 3 Z=63
feasible
Basic
6 X1 & X2 X3=0; X4=0 X1= 3; X2=4 Z=66 feasible
(Optimum)

You might also like