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Lecture 4 Linear Programming Models: Standard Form

Lecture 4 Linear Programming Models: Standard FormAugust 31, 2009 Lecture 4 Outline: Standard form LP Transforming the LP problem to Standard form Basic solutions of Standard LP problemOperations Research Methods1 Lecture 4 Why Standard form ? The simplex method had proven to be the most efficient (practical)solver of LP problems The implementation of simplex method requires the LP problem instandard formOperations Research Methods2 Lecture 4 What is the Standard form It is the LP model with the specific form of theconstraints:max (or min)z=c1x1+c2x2+ cnxnsubject toa11x1+a12x2+ +a1nxn=b1a21x1+a22x2+ +a2nxn= +am2x2+ +amnxn=bmx1 0, x2 0, .. , xn 0 mequalities andnnonnegativity constraints withm nOperations Research Methods3 Lecture 4 Bringing an LP to its Standard form The inequality Introduce asurplus variable The inequality Introduce aslack variableNOTE: Thecost of surplus and slack variables is zero Unrestricted variable in sign:Replace it with adifference of two new variables All new variables have to benonnegativeOperations Research Methods4 Lecture 4 Exampleminimizez= 3x1+ 8x2+ 4x3subject tox1+x2 82x1 3x2 0x2 9x1, x2 0 Operations Research Methods5 Lecture 4 Its

Lecture 4 What are the basic solutions? • For a problem in the standard form a basic solution is a point ¯x = (¯x1,...,¯x n) that has at least n − m coordinates equal to 0, and satisfies all the equality constraints of the problem a11x¯1 + a12¯x2 + ··· + a1n¯x n = b1 a21x¯1 + a22¯x2 + ··· + a2n¯x n = b2 a m1¯x1 + a m2x¯2 + ··· + a mn¯x n = b m • If the point ¯x has ...

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