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Operations Research




                    Notes
                                        Example:
                                   Maximise                ‘Z’ = 5x  + 3x                   [Subject to constraints]
                                                                 1    2
                                                             = 3x  + 5x  +  15
                                                                 1    2
                                                              = 5x  + 2x   10
                                                                 1    2
                                   Where,                x , x   0
                                                          1  2
                                   Solution:

                                   Step 1: Convert the inequalities into equalities by adding the slack variables.
                                        3x  + 5x  + x  = 15
                                          1   2  3
                                        5x  + 2x  + x  = 10
                                          1   2  4
                                       Where, x  and x  are slack variables.
                                               3    4
                                   Step 2: Fit the data into a matrix form.
                                            Y 1  Y 2  S 1  S 2     x 1 
                                             x  x  x  x      x      15 
                                        A      1  2  3  4    X      2   B      
                                            3  5  1   0      x 3    10 
                                                              
                                             5  2  0  1      x 4 
                                   Step 3: First iteration of Simplex Method.
                                       BV        CB       XB       Y1       Y2        S1     S2    Min. Ratio
                                       S1        0        15        3        5        1      0      15/3 = 5
                                       S2        0        10        5        2        0      1    10/5 = 2(KR) ?
                                                          Zj        0        0
                                                          Cj        5        3
                                                         Zj – Cj   -5       -3
                                                                  ( KC)

                                   Therefore, Maximise Z =  C X
                                                           B  B
                                                  = (0 × 15) + (0 × 10)
                                                  = 0

                                   Step 4: Second iteration of Simplex Method.
                                    BV  C B       X B          y 1          Y 2      S 1   S 2   Min. Ratio
                                     S 1   0   15 – 2 (3) = 9   3 –1(3) = 0   5 – 0.4 (3) = 3.8   --   --   9/3.8 = 2.37 (KR)?
                                     S 2   5    10/5 = 2    5/5 = 1       2/5=0.4     --   --     2/0.4 = 5
                                                  Z j          5            2
                                                  C j          5            3
                                                 Z j – C j     0            –1
                                                                                                                      ( KC)
                                   Therefore,    Z = C X
                                                      B  B
                                                  = (0 × 9) + (5 × 2)
                                                  = 10




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