WILP-BITS PILANI-BITSTECHNIP COLLABORATIVE

PROGRAM
MS IN ENGINEERING
MANAGEMENT
EMAL ZG612-METHODS AND TECHNIQUES OF SYSTEM
ENGINEERING

Prof V.MURALIDHAR

APPLICATIONS OF OPERATIONS RESEARCHDESIGN

IMPLEMENTATION
OPERATIONS OF LARGE, HUMANLY CONVINCED SOFT SYSTEMS

Linear
programming
Queuing Theory
Simulation
Sampling
Techniques
Decision Models

Integer
programming
Inventory control
Maintenance
Models
Forecasting
Techniques
Network
scheduling Models

MATHEMATICAL MODELS
(1)OPERATION RESEARCH MODELS
(2)STATISTICAL MODELS

(1)Operation Research Models :

Decision Variables
Objective Function
Constraints
Feasible Solution
Optimal Solution

OR-ORIGIN : WORLD WAR-I & II

ANTI-SUBMARINE WARFARE-THOMAS ALVA EDISON
DEVISED A WAR GAME TO BE USED FOR
SIMULATING PROBLEMS OF NAVAL MANOEUVRE
LPP MODEL FOR UNITED STATES ECONOMY

OR is a quantitative technique that

deals with many management problems
OR involves the application of scientific
methods in situations where executive
requires description, prediction and
comparison
OR is an experimental and applied science
devoted to observe understanding and
predicting the behavior of purposeful manmachine system

APPLICATIONS

AREAS OF
Accounting facilities :Cash flow planning, credit policy
planning of delinquent account strategy
Manufacturing : max or min of objectives of products etc.
Marketing : selections of product mix , productions
scheduling time , advertising allocation etc
Purchasing : How much to order ? Depending on sale or
profit etc.
Facility panning : warehouse location, Transportation
loading and un loading, Hospital planning
Finance : Investment analysis , dividend policy etc.
Production : OR is useful in designing,selecting and
locating sizes,scheduling and sequencing the production
runs by proper allocation of machines etc.

TYPES OF OR MODELS

ANALOGUE MODEL (DIAGRAMATIC)

SYMBOLIC MODEL (PHYSICAL MODEL)
DESCRIPTIVE MODEL

METHODOLOGY OF OR MODEL

Identifying the problem

Formulating the problem
Finding out the key areas of the problem
Constructing a mathematical model
Deriving the solution to the model
Testing and updating the model for feasibility
of the solution
Establishing controls over the model and the
solution
Implementing the solution obtained

LINEAR PROGRAMING PROBLEM

(LPP)

Optimization of linear function of several

variables
Optimization-(maximization or minimization)
Objective function
Decision variables
Constraints
Examples : maximization of profit or
production of any company/Industry
Minimization of expenditure/loss of any
company/Industry

SLACK VARIABLES AND SURPLUS

VARIABLES
Constraints of less than or equal to type is converted into
equality by introducing slack variables.
Constraints of greater than or equal to type is converted into
equality by introducing surplus variables.
Examples :

FORMULATION OF AN LPP
MODEL

(PRODUCTION-ALLOCATION PROBLEM)
A Manufacturer produces two types of products X
and Y. Each X model requires 4 hours of grinding and
2 hours of polishing whereas each Y model requires 2
hours of grinding and 5 hours of polishing. The
manufacturer has 2 grinders and 3 polishers. Each
grinder works for 40 hours a week and each poisher
works for 60 hours a week. Profit on X product is
Rs3.00 and on Y product it is Rs4.00 . Whatever is
produced in a week is sold in the market. How
should the manufacturer allocate his production
capacity to the two types of products so that he may
make optimum profit in a week?

ANSWER

Max z= 3x+4y

Subject to the constraints

4 x 2 y 80
2 x 5 y 180
with nonnegative restrictio ns x 0, y 0

PRODUCT-MIX PROBLEM

The manager of an oil refinnery has to

decide upon the optimal mix of two possible
blending process of which the inputs and
outputs per production run are as follows :

process

1
2

input

output

Crude-A

Crude-B

Crude-C

Crude-D

5
4

3
5

5
4

8
4

THE MAXIMUM AMOUNT AVAILABLE OF CRUDE-A AND B ARE 200

UNITS AND 150 UNITS RESPECTIVELY. MARKET REQUIREMENTS
SHOW THAT AT LEAST 100 UNITS OF GASOLINE X AND 80UNITS OF
GASOLINE Y MUST BE PRODUCED. THE PROFIT PER PRODUCTION
RUN FROM PROCESS 1 AND 2 ARE RS3 AND RS4 RESPECTIVELY.
FORMULATE THE PROBLEM AS A LPP MODEL.

ANSWER

Max z 3 x 4 y subject to the constra int s

5 x 4 y 200
3 x 5 y 150
5 x 4 y 100
8 x 4 y 80
with nonnegative restrictio ns x 0, y 0

METHODS OF OBTAINING
OPTIMUM SOLUTIONS

GRAPHICAL METHOD
SIMPLEX METHOD
DUALITY METHOD
DUAL SIMPLEX METHOD
TWO-PHASE METHOD

GRAPHICAL METHOD

APPLIED ONLY WHEN THERE ARE TWO VARIABLES

ONLY
CONVERTING INEQUALITY CONSTRAINTS TO
EQUALITY CONSTRAINTS
DETERMINING THE POINTS BY PUTTING EACH
VARIABLES EQUATED TO ZERO
PLOTTING OF GRAPH
IDENTIFYING FEASIBLE REGION
FEASIBLE POINTS TO BE DETERMINED
FINDING THE VALUE OF OBJECTIVE FUNCTION AT
FEASIBLE POINTS
FINDING OPTIMUM SOLUTIONS

MAX Z= 5X+4Y

Subject to the constraints

6 x 4 y 24
x 2y 6
y x 1
y2
with x, y 0

Optimum solution is given by

X=3 AND Y=3/2

MINIMIZATION MODEL

1.Find the minimum value of Z=4x+7y

subject to the constraints

x y 6
x 5y 5
x5
with x, y 0

SOLUTION
X=0,y=1 and min z=7

2. A FARM IS ENGAGED IN BREEDING PIGS. THE PIGS ARE FED ON

VARIOUS PRODUCTS GROWN ON THE FORM. BECAUSE OF THE NEED
TO ENSURE CERTAIN NUTRIENT CONSTITUENTS, IT IS NECESSARY
TO BUY ADDITIONAL ONE OR TWO PRODUCTS WHICH WE SHALL
CALL A AND B.THE NUTRIENT CONSTITUENTS(VITAMINS AND
PROTEINS) IN EACH UNIT OF THE PRODUCTION ARE GIVEN BELOW :
Nutrient
contents in the
products

Nutrient
contents in the
products

Minimum amount
of nutrient

Nutrient

36

108

12

36

20

10

100

PRODUCT A COSTS RS20 PER UNIT AND PRODUCT B COSTS RS40 PER
UNIT. HOW MUCH OF THE PRODUCTS A AND B SHOULD BE PURCHASED AT
THE LOWEST POSSIBLE COST SO AS TO PROVIDE THE PIGS NUTRIENTS
NOT LESS THAN THAT THE MINIMUM REQUIRED AS GIVEN IN THE TABLE.

FORMULATION AND SOLUTION :

MINIMIZE Z= 20X+40Y

36 x 6 y 108 ( for nutrient 1)

3 x 12 y 36 for nutrient 2
20 x 10 y 100 for nutrient 3

Solution : x=4
x, yand
0y=2 and min Z = Rs160

3.FIND THE MINIMUM VALUE OF

Z=20X+10Y

Subject to the constraints

x 2 y 40
4 x 3 y 60
3 x y 30
x, y 0

SOLUTION

X=6,Y=12 ; MIN Z=240

SOME EXCEPTIONAL CASES

An unbounded solution :
While solving lpp, there are situations when
the decision variables are permitted to
increase infinitely without violating the
feasibility condition, i.e., no upper bound. In
such a case the objective function value can
also be increased infinitely and hence there
is an unbounded solution.

EXAMPLE : CONSIDER THE LPP :

MAXIMIZE Z= 3X+2Y

Subject to the constraints

x y 1
x y 3
with x, y 0

THE FOLLOWING FEASIBLE REGION (SOLUTION

SPACE) SHOWS THAT THE MAXIMUM VALUE OF Z
OCCURS AT A POINT AT INFINITY AND THUS THE
PROBLEM HAS AN UNBOUNDED SOLUTION

Graph :

NO FEASIBLE SOLUTION

If it is not possible to find a feasible region

that satisfies all the constraints of the lpp,
the given lpp is said to have feasible
solution.This shows that the two inequalities
that form the constraints set are
inconsistent. As there is no set of points that
satisfies all the constraints, there is no
feasible solutionto the problem.

EXAMPLE : CONSIDER THE LPP

MAXIMIZE Z =X+Y

Subject to the constraints

x y 1
3x y 3
x, y 0

2.MAXIMIZE Z=5X+3Y

Subject to the constraints

3 x 4 y 12
x 2
x, y 0

SHOW THAT THE FOLLOWING LPP

HAS AN UNBOUNDED SOLUTION

Minimize Z=6x-2y
Subject to the constraints

2x y 2
x 4,
with x, y 0

SOME IMPORTANT TYPES OF

SOLUTIONS OF A LPP
SOLUTIONS

FEASIBLE

SOLUTION
BASIC FEASIBLE
SOLUTION

DEGENERATE
SOLUTION
OPTIMAL SOLUTION
UNBOUNDED
SOLUTION

SIMPLEX METHOD

STEP-1 : standard form of LPP :

MAX OR MIN (Z)
SUBJECT TO CONSTRAINTS
Ax< or > B
STEP-2 : Check whether the objective
function is to be max or min. If it is min then
it can be converted to max type by using the
result
Min(z)=Max(-z)

CONTINUED

STEP-3 :Determine a starting basic feasible

solution by setting decision variables to at
zero level and slack or surplus variables to
nonzero level.
STEP-4 : Establish simplex tableau which
exhibits the system of constraints :

Cj

CV

X1

X2

X3

S1

S2

S3

Ratio

S1

9/6

S2

1/3

S3

2/8

Zj

25

-1

21

-3

(ZjCj)

IF THE PROBLEM IS
MAXIMIZATION TYPE FOR
OPTIMALITY SOLUTION
(ZJ-CJ) ROW MUST BE >=0
If the problem is minimization type for
optimality solution (Zj-Cj) row must be
<=0

CONTINUED

STEP-5 :
Cj row --- The value of cost coefficients of the variables in the
objective function
C column Cost coefficients of non-basic variables in the
objective function
CV column- Basic variables column
X1,x2,s1,s1, ---Decision,slack or surplus or artificial variables
RatioRatio column
Zj ---rowMultiplying key column(Incoming variable column)
with C column and adding
(Zj-Cj) rowNet profit
Bold row--- Key row(outgoing variable row) obtained by choosing
minimum element of ratio column
Pivotal element--- Intersection element of key row and key
column

CONTINUED

STEP-6 :
To get new simplex table we proceed as
follows :
If optimality is not obtained we move to next
simplex table for better solution :
Choose (For Max)most negative value of (ZjCj) row and (For Min)largest positive value of
(Zj-Cj) row. Corresponding column denotes
key column which is Incoming (New Basic
variable)variable column.

CONTINUED

STEP-7 :
Divide each element of key column by the
corresponding element of Cost variable column
to find ratio column.
Choose minimum value of ratio which indicates
key row(Outgoing variable row(leaving the basic
column))
Intersection element denote the pivotal
element.
STEP-8 : For new simplex table divide key row
element by pivotal element to make it unity(For
new basic variable).

CONTINUED

STEP-9 :The remaining new elements in the

simplex table can be obtained by using the
following formula :
New Value = Old Value --Element correspond ing to key row X
Element correspond ing to key column
Pivotal element

CONTINUED

STEP-10 :
Proceeding as in step-6 till we get optimal or
optimum solution.

MINIMIZATION PROBLEMS

Use of Artificial variables :

In the constraints of the > type , to obtain the initial basic
feasible solution we first put the given lpp in the standard
form and then a nonnegative variable is added to the left
side of each equation that lacks the much needed starting
basic variables. This added variable is called artificial
variable.
The artificial variables plays the same role as a slack
variable in providing the initial basic feasible solution . The
method will be valid only if we are able to force these
artificial variables to be out or at zero level when the
optimum solution is attained.
In other words, to get back to the original problem artificial
variables must be driven to zero in the final solution;
otherwise the resulting solution may be infeasible.

TWO METHODS FOR THE SOLUTION OF

LPP HAVING ARTIFICIAL VARIABLES :

I. Big-M method or Method of Penalties

II. Two-Phase Method

I .BIG-M METHOD OR METHOD

OF PENALTIES

STEP-I In this method we assign a very high penalty(say M) to the artificial

variables in the objective function.
STEP-II Write the given L.P.P into its standard form and check whether there
exists a starting basic solution : (a)If there is a ready starting basic feasible
solution, move onto step-IV
(b)If there does not exists a ready starting basic feasible solution, move onto
step-III .
STEP-III Add artificial variables to the left side of each equation that has no
obvious starting basic variables.Assign a very high penalty (say M) to these
variables in the objective function.
STEP-IV Substitute the values of artificial variables from the constraint equations
into the modified objective function.
STEP-V Apply simplex method to the modified L.P.P. Following cases arise at the
last iteration :
(a) At least one artificial variable is present in the basic solution with zero
value. In such case the current optimum basic feasible solution is degenerate.
(b) At least one artificial variable is present in the basic solution with a positive
value. In such a case, the given L.P.P does not posses an optimum basic feasible
solution. The given problem is said to have a pseudo-optimum solution.

MINIMIZE Z=4X+Y
SUBJECT TO THE CONSTRAINTS

3x y 3
4x 3y 6
x 2y 4
x, y 0

SOLUTION :

Using s1 as surplus variable and s2 as slack

variable with zero cost coefficients in the
objective function and adding artificial
variables R1 and R2 with high penalty value
M (MINIMIZING) we get
3x+y+R1=3
4x+3y-s1+R2=6
X+2y+s1=4
With x,y,s1,s2,R1,R20

CONTINUED

Initially we let x=0,y=0,s2=0 (Non-Basic level)

Then we get R1=3,R2=6 and s2=4(Basic level)

SIMPLEX TABLE
Cj

100

100

BV

CV

R1

R2

s1

s2

ratio

R1

R2

-1

6/4

S2

Zj

Zj

900

700

400

100

100

-100

696

399

-100

Zj-Cj

Cj

100

BV

CV

R2

s1

s2

ratio

1/3

R2

5/3

-1

6/5

s2

5/3

9/5

Zj

4/3

Zj

204

504/
3

100

-100

501/
3

Zj-Cj

Cj

BV

CV

s1

s2

3/5

1/5

6/5

-3/5

s2

Zj

18/5 4

1/5

1/5

Zj-Cj

ratio

MINIMIZE Z=12X+20Y
SUBJECT TO CONSTRAINTS
6 x 8 y 100
7 x 12 y 120
x, y 0

ANSWER :

X=15,Y=5/4 AND MIN

Z=205

3.MAX W=2X+Y+3Z
SUBJECT TO THE CONSTRAINTS

x y 2z 5
2 x 3 y 4 z 12
x, y , z 0

SOLUTION

X=3,Y=2,Z=0
AND MAX W=8

DUALITY IN LINEAR
PROGRAMMING

Duality states that for every lpp of max(or

min), there is a related unique problem of
min(or max) based on the same data and the
numerical values of the objective function to
the two problems are same. The original
problem is called PRIMAL PROBLEM while
the other is called DUAL PROBLEM.
Dual problem we define in such a way that it
is consistent with the standard form of the
primal.

EXAMPLES

I Standard Primal :
Max Z=C1X1+C2X2+C3X3+..CnXn
Subject to the constraints :
A11X1+a12X2+a1nXn=bi, (i=1,2,3,m)
Dual :
Min Z=b1y1+b2y2+b3y3+bmym
Subject to the constraints :
A1jy1+a2jy2+amjymCj, (j=1,2,3,n)
yi unrestricted
(i=1,2,3.m)

I Standard Primal :
Min Z=C1X1+C2X2+C3X3+..CnXn
Subject to the constraints :
ai1X1+ai2X2+ain Xn=bi, (i=1,2,3,n)
Xj0 ; (j=1,2,3.m)
Dual :
Min Z=b1y1+b2y2+b3y3+bmym
Subject to the constraints :
A1jy1+a2jy2+amjynCj, (j=1,2,3,n)
yi unrestricted
(i=1,2,3.m)

OPTIMAL DUAL SOLUTION :THE FOLLOWING SET

OF RULES GOVERN THE DERIVATION OF THE
OPTIMUM DUAL SOLUTION

Rule-1 :If the primal(dual) variable corresponds to a slack

and/or surplus variable in the dual(primal) problem, its
optimum value is directly read off from the last row of the
optimum dual(primal) simplex table, as the value
corresponding to this slack and/or surplus variable.
Rule-2 :If the primal(dual) variable corresponds to
artificial starting variable in the dual(primal) problem, its
optimum value is directly read off from the last value row
of the optimum dual(primal) simplex table, as the value
corresponding to this artificial variable, after deleting the
constant M, the penalty cost.
Rule-3 : If the primal(dual) problem is unbounded , then
the dual(primal) problem does not have any feasible
solution.

PROBLEMS

1.Formulate the dual of the following linear

programming problem :
Maximize z 5 x1 3 x2
Subject to the constra int s
3 x1 5 x2 15,
5 x1 2 x2 10,
x1 , x2 0

SOLUTION :

Introducing slack variables

s1 0, s2 0

THE REFORMULATED LINEAR

PROGRAMMING PROBLEM IS
Maximize z 5 x1 3x2 0.s1 0.s2
Subject to the constra int s
3 x1 5 x2 s1 0.s2 15,
5 x1 2 x2 0.s1 s2 10,
x1 , x2 , s1 , s2 0

CORRESPONDING DUAL IS GIVEN

BY
Minimize w 15 y1 10 y2
Subject to the constra int s
3 y1 5 y2 5,
5 y1 2 y2 3,
y1 , y2 0
y1 and y2 unrestrict ed (redundant )

2.FIND THE DUAL OF THE FOLLOWING

MAXIMIZATION PROBLEM :
Maximize z 2 5 x1 35 x2
Subject to the constra int s
2 x1 3x2 15,
x1 4 x2 20,
3 x1 x2 12
where x1 , x2 0

SOLUTION :
Maximize z 25 x1 35 x2 0.s1 0.s2 0.s3
Subject to the constra int s
2 x1 3 x2 s1 0.s2 0.s3 15,
x1 4 x2 0.s1 s2 0.s3 20,
x1 , x2 , s1 , s2 , s3 0

THE CORRESPONDING DUALITY

IS GIVEN BY
Minimize w 15 y1 20 y2 12 y3
Subject to the constra int s
2 y1 y2 3 y3 25,
3 y1 4 y2 y3 35,
y1 , y2 , y3 0
y1 and y2 unrestrict ed (redundant )

3.WRITE THE DUAL OF THE FOLLOWING

LINEAR PROGRAMMING PROBLEM :
Minimize w 5 x1 6 x2 4 x3
Subject to the constra int s
3 x1 4 x2 6 x3 9,
x1 3x2 2 x3 5,
7 x1 2 x2 x3 10
x1 2 x2 4 x3 4
2 x1 5 x2 3x3 3
x1 , x2 , x3 0

REFORMULATING IN THE
STANDARD FORM WE GET
Minimize z 5 x1 6 x2 4 x3 0.s1 0.s2 0.s3 0.s4 0.s5
Subject to the constra int s
3x1 4 x2 6 x3 s1 0.s2 0.s3 0.s4 0.s5 9,
x1 3x2 2 x3 0.s1 s2 0.s3 0.s4 0.s5 5,
7 x1 2 x2 x3 0.s1 0.s2 s3 0.s4 0.s5 10,
x1 2 x2 4 x3 0.s1 0.s2 0.s3 s4 0.s5 4,
2 x1 5 x2 3 x3 0.s1 0.s2 0.s3 0.s4 s5 3,
with x1 , x2 , x3, s1 , s2 , s3 , s4 , s5 0

THE CORRESPONDING DUALITY

IS GIVEN BY
Maximize w 9 y1 5 y2 10 y3 4 y4 3 y5
Subject to the constra int s
3 y1 y2 7 y3 y4 y5 5,
4 y1 3 y2 2 y3 2 y4 5 y5 6,
6 y1 2 y2 y3 4 y4 3 y5 4,
y1 , y2 , y3 , y4 , y5 0
y1 , y2 , y3 , y4 and y5 unrestrict ed (redundant )

4.ONE UNIT OF PRODUCT A CONTRIBUTES RS7 AND REQUIRES 3 UNITS OF RAW MATERIALS AND 2 HOURS OF LABOUR. ONE UNIT OF PRODUCT B CONTRIBUTES RS 5 AND REQUIRES ONE UNIT OF RAW MATERIAL AND ONE UNIT OF LABOUR. AVAILABILITY OF RAW MATERIAL OF PRESENT IS 48 UNITS AND THERE ARE 40 HOURS OF LABOUR.

(i)Formulate it as a linear programming

problem
(ii)Write its dual
(iii)Solve the dual with simplex method and
find the optimal product mix and the shadow
prices of the raw material and labour.

SOLUTION :

Maximize z 7 x1 5 x2
Subject to the constra int s
3 x1 x2 48,
2 x1 x2 40,
x1 , x2 0

DUAL PROBLEM
Minimize w 48 y1 40 y2
Subject to the constra int s
3 y1 2 y2 7,
y1 y2 5,
y1 , y2 0

SOLUTION

OPTIMUM SOLUTION OF DUAL VARIABLES ARE

y1 0 and y2 5

ORIGINAL SOLUTION ARE

x1 0 and x2 40 and

min( w) max( z ) 200

INTEGER PROGRAMMING-AN LPP WITH ADDITIONAL

REQUIREMENTS THAT THE VARIABLES CAN TAKE ON ONLY
INTEGER VALUES IS CALLED INTEGER PROGRAMMING

Max or Min Z=C1X1+C2X2+C3X3+..CnXn

Subject to the constraints :
ai1X1+ai2X2+ain Xn=bi, (i=1,2,3,m)
and
Xj0 ; (j=1,2,3.n)
Where Xj are integer valued for j=1,2,3.p (pn)
If p=n , the problem is called Pure Integer
programming problem , otherwise it is called
Mixed Integer programming problem.
Also if all the variables of an integer programming
problem are either 1 0r 0, the problem is called
Zero-one programming problem.

CAPITAL BUDGETING PROBLEM

Five projects are being evaluated over a 3year planning horizon .The following table
gives the expected returns for each project
Expenditures(million
and the associated
yearly expenditures.
s $) per year

Project

Returns(million$)

20

10

40

20

15

10

30

25

25

Available
25
funds(millio
n$)

SOLUTION
Maximize z 20 x1 40 x2 20 x3 15 x4 30 x5
Subject to the constra int s
5 x1 4 x2 3 x3 7 x4 8 x5 25,
x1 7 x2 9 x3 4 x4 6 x5 25,
8 x1 10 x2 2 x3 x4 10 x5 25,
x1 , x2 , x3 , x4 , x5 (0,1)

THE OPTIMUM INTEGER

SOLUTION IS

x1 x 2 x3 x 4 1, x5 0
and max z 95 ( million $)

The solution shows that all but project-5 must be

selected

0 x1 , x2 , x3 , x4 , x5 1

SOLUTION IS

x1 0.5789 , x 2 x3 x 4 1, x5 0.7368
and max z 108.68 ( million $)

INTEGER PROGRAMMING
ALGORITHMS

Step-1 Relax the solution space of the ILP by

deleting the integer restrictions on all
integer variables and replacing any binary
variable y with the continuous range 0y1.
The result of the relaxation is a regular LP.
Step-2 Solve the LP and identify its
continuous optimum.
Step-3 Starting from the continuous point ,
add special constraints that iteratively
modify the LP solution space satisfying the
integer requirements.

FOR GENERATING SPECIAL CONSTRAINTS

THERE ARE TWO GENERAL METHODS :

1.Cutting Plane Method

2.Branch and Bound method

1.CUTTING PLANE METHOD

Step-1Put the given LPP into its standard form and

determine the optimum solution by using simplex
methods ignoring integer value restrictions.
Step-2 Test for integerality of the optimum solution :
G f f x
(i) If the optimum solution
admits all integer values,
0 f 1
an optimum basic feasiblewhere
solution
is attained.
(ii) If the optimum solution does not include all
integer values then go to the step-3
Step-3 Choose a row corresponding to the basic
variable which has largest fractional cut , say, fk
n
And generate the constraint
in the form
n

k0

j 0

kj

kj

G1 f k 0 f kj x j
j 0

where 0 f kj 1 and 0 f k 0 1

CONTINUED .

Step-4 Add the constraint to the optimum

simplex table obtained in step-1. Apply dual
simplex method to find an improved
optimum solution.
Step-5 Go to step-2 and repeat the
procedure until an optimum basic feasible
all integer solution is obtained.

SOLVE THE INTEGER PROGRAMMING PROBLEM

Maximize z 60 x1 40 x2
Subject to the constra int s
2 x1 x2 60,
x1 25
x2 35,
x1 , x2 0 and are int egers

STANDARD FORM
Maximize z 60 x1 40 x2 0.s1 0.s2 0.s3
Subject to the constra int s
2 x1 x2 s1 0.s2 0.s3 60,
x1 s2 25,
x2 s3 35
x1 , x2 , s1 , s2 , s3 0

USING SIMPLEX METHOD WE GET

OPTIMUM(NON-INTEGER)SOLUTION