Beruflich Dokumente
Kultur Dokumente
Geetanjali Panda
Department of Mathematics
Indian Institute of Technology, Kharagpur, India
Syllabus
Role of Convexity in Linear Programming
Theory of simplex method
Two phase simplex Method
Dual Simplex method
Duality theory
Linear Integer Programming
Transportation Problem
Assignment Problem
Game Theory
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Books:
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Some Optimization Models
A firm produces three type of products X, Y and Z. Four chemicals A,B,C and
D are required to prepare these products. Each unit of these products uses
some units of these four products which are summarized in the following
table. The firm has a stock of some amount of these chemicals as provided in
the table. Firm gets profit Rs 20 in each unit of product X, 15 in each unit of
product Y and 16 in each unit of product Z. Formulate a mathematical model
to maximize the profit of the firm with available resource.
X Y Z Availability
A 3 0 5 30
B 2 1 3 40
C 3 0 2 30
D 1 1 2 50
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Some Optimization Models
Suppose x1 , x2 and x3 are the number of units of the products X,Y and Z
respectively the firm has to produce so that the profit will be maximized.
Model:
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Some Optimization Models
x, c ∈ Rn , b ∈ Rm , A = (aij )m×n
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Some Optimization Models
Transportation Model
There are three sources (S1 , S2 , S3 )which store some items and send to four
dealers (D1 , D2 , D3 , D4 ). The sources have their individual storage capacity
and the dealers have their demand limits, which are provided in the table.
Transportation cost per unit item from source Si to dealer Dj ,
i = 1, 2, 3, j = 1, 2, 3, 4 are also provided in the table. Determine the optimum
solution for transporting the items at minimum transportation cost.
D1 D2 D3 D4 Storage Capacity
S1 6 4 7 4 50
S2 8 9 5 6 45
S3 7 3 2 8 40
Demand 40 30 30 35
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Some Optimization Models
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Some Optimization Models
Assignment Model
A B C D
P 2 1 1 2
Q 1 2 1 3
R 3 1 2 1
S 2 3 3 2
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Some Optimization Models
Model Formulation:
xij = 1 if ith job is assigned to j th person otherwise xij = 0, i, j = 1, 2, 3, 4.
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Some Optimization Models
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Some Optimization Models
min k Ax − b k22
x∈Rn
This is equivalent to
m X
X n
minn ( aij xj − bi )2
x∈R
i=1 j=1
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Some Optimization Models
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Some Optimization Models
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Some Optimization Models
where f : Rn → R, gi : Rn → R, hj : Rn → R.
LPP: If all the functions f, gi , hj are linear then these optimization
models are known as Linear Programming Problems.
NLP: If at least on of the functions f, gi , hj is nonlinear then these
optimization models are known as Nonlinear Programming Problems.
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Some Optimization Models
Existence of solution
Solution methodology
Duality theory
Different types of LPP
General LPP
Integer Programming
Transportation Problem
Assignment Problem
Game Theory
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Solution of LPP
x, c ∈ Rn , b ∈ Rm , A = (aij )m×n
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Solution of LPP
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Solution of LPP
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Solution of LPP
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Solution of LPP
Exercise:
Write C program to solve a linear system using Gauss Jordan iterative
scheme.
Define basic solution, Basic feasible solutions, Basic feasible degenerate
solutions and basic feasible non degenerate solutions of a linear system.
Write the set of solutions of the following linear system reducing the
system using Gauss Jordan method.(i)express x1 , x3 , x5 in terms of
x2 , x4 ,(ii)x2 , x3 , x4 in terms of x1 , x5 .
Find all basic solutions, Basic feasible solutions, Basic feasible
degenerate solutions and basic feasible non degenerate solutions.
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