Discuss the discrete changes in the cost vector

for the following LPP:

Minimize Z= X2-3X3+2X5
S.t. 3x2-x3+2x5 ≤ 7
-2x2+4x3 ≤ 12
-4x2+3x3+8x5 ≤ 10
x2,x3 ,x5 ≥ 0
Adding Slack variables S1,S2,S3 to the
constraints respectively:

Minimize Z= X2-3X3+2X5+S1+S2+S3
S.t. 3x2-x3+2x5 +S1=7
-2x2+4x3+S2 =12
-4x2+3x3+8x5 +S3=10
x2,x3 ,x5,S1,S2,S3≥ 0
Initial basic feasible solution:

S1 = 7
S2 = 12
S3 = 10
 -3 2 0 0 0
1
B.V. CB X3 X5 S1 S2 S3 XB
X2 XB /Yij

S1 0 3 -1 2 1 0 0 7 -

S2 0 -2 4 0 0 1 0 12 3
→

S3 0 -4 3 8 0 0 1 10 10/3

Cj- 1 -3 2 0 0 0
Zj ↑
 -3 2 0 0 0
1
B.V. CB X3 X5 S1 S2 S3 XB
X2 XB /Yij

→
S1 0 5/2 0 2 1 1/4 0 10 4

X3 -3 - 1 0 0 1/4 0 3 -
1/2

S3 0 - 0 8 0 - 1 1 -
5/2 3/4
↑
Cj- - 0 2 0 3/4 0
 1 -3 2 0 0 0
B.V. CB X2 X3 X5 S1 S2 S3 XB

X2 1 1 0 4/5 2/5 1/10 0 4

X3 -3 0 1 2/5 1/5 3/10 0 5

S3 0 0 0 10 1 -1/2 1 11

Cj-Zj 0 0 12/5 1/5 4/5 0

X2* = 4

X3* = 5

S3* = 11

Z* = -11
Let the component Ck of the vector C be changed
to Ck+ΔCk
Condition of optimality for minimization problem
is
Cj-Zj ≥ 0
 Case 1 : C does not belong to C
k b

Ck* - Zk* = (Ck+ΔCk ) – Zk

(Ck+ΔCk ) - Zk ≥ 0
Or
(Ck- Zk) ≤ ΔCk
 Case 2 : CkЄCb

Cj - Zj*= Cj - Zj – ∆CkYkj

Cj - Zj – ∆CkYkj ≥ 0
or (Cj - Zj)/Ykj ≥∆Ck when Ykj > 0
or (Cj - Zj)/Ykj ≤∆Ck when Ykj < 0

Max {(Cj - Zj)/Ykj } ≤ ∆Ck ≤ Min {(Cj - Zj)/Ykj}

Ykj < 0 Ykj > 0
 Case 1
When Ck does not belong to Cb
C5 does not belong to Cb
 Δ C5 ≥ -(C5-Z5)

Δ C5 ≥ -(12/5)
Value of C5 in objective function is 2.
C5 ≥ 2-(12/5)
C5 ≥ -2/5
Therefore the current solution remains optimal, if
C5 ≥ -2/5
 C2 belong to Cb
-∞≤Δ C2 ≤Min{12/5÷4/5,1/5÷2/5,4/5÷1/10}
-∞≤Δ C2 ≤Min{3,1/2,8}
-∞≤Δ C2 ≤1/2
Value of C2 in objective function is 1.
-∞≤ C2 ≤1+1/2
-∞≤ C2 ≤3/2
Therefore the current solution remains optimal, if
-∞≤ C2 ≤3/2
 C3 belong to Cb
-∞≤Δ C3 ≤Min{12/5÷2/5,1/5÷1/5,4/5÷3/10}
-∞≤Δ C3 ≤Min{6,1,8/3}
-∞≤Δ C3 ≤1
Value of C3 in objective function is -3.
-∞≤ C3 ≤-3+1
-∞≤ C3 ≤-2
Therefore the current solution remains optimal, if
-∞≤ C3 ≤-2
Now let the value of the cost variables be:
C3=-1 ,C2=1, C5=2
The objective function is changed to:
Minimize Z=x2-x3+2x5
We found out that the range of optimality for
the coefficients C2, C3, C5 are:
-∞≤ C2 ≤3/2 ,-∞≤ C3 ≤-2, ∞≥ C5 ≥ -2/5
As we can see C2 and C5 are within the range
whereas C3 doesn’t lie within the range so
optimal solution will change.
 -1 2 0 0 0
1
B.V. CB X3 X5 S1 S2 S3 XB
X2 XB /Yij

S1 0 3 -1 2 1 0 0 7 -

S2 0 -2 4 0 0 1 0 12 3
→

S3 0 -4 3 8 0 0 1 10 10/3

Cj- 1 -1 2 0 0 0
Zj ↑
 1 -1 2 0 0 0
B.V. CB X2 X3 X5 S1 S2 S3 XB

S1 0 5/2 0 2 1 ¼ 0 10

X3 -1 -1/2 1 0 0 ¼ 0 3

S3 0 -5/2 0 8 0 -3/4 1 1

Cj- 3/2 0 2 0 1/4 0

Zj
X2* = 0

X3* = 3

S3* = 1

Z* = -3
Thank You.