Scribd
Upload
15 views28 pages

DualSimplex Opt2024

Uploaded by

Ghost Riley
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
15 views28 pages

DualSimplex Opt2024

Uploaded by

Ghost Riley
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 28

OPTIMIZATION TEHNIQUES IN PROCESS DESIGN

CH62001

Autumn 2024

Dr. Debasis Sarkar


Department of Chemical Engineering
Indian Institute of Technology Kharagpur

1
Duality in Linear Programming: Theorems

2
Duality in Linear Programming

3
Duality in Linear Programming

4
Duality in Linear Programming
(A)

Example (A)

5
Duality in Linear Programming

(A)

6
Duality in Linear Programming

7
Duality in Linear Programming

(A)

8
Duality in Linear Programming

9
Duality in Linear Programming
Complimentary Slackness Theorem:

Primal Dual

10
The Simplex Method: Review: Another Tableau
The Simplex Method: Review: Another Tableau

Write the objective function as

Initial Tableau:
The Simplex Method: Which Variable Enters?

Select x1 to be increased because it has the most positive objective coefficient (Maximization Problem)

Equivalently, in the simplex tableau where the objective function is written as


z - 5x1 - 4x2 = 0,
the selected variable is the non-basic variable with the most negative coefficient in the objective
equation.

x1 is the entering variable


The Simplex Method: Which Variable Leaves?

Minimum Ratio Rule:


Compute the ratios of the RHS of the equations (Solution column) to the
corresponding (strictly) positive constraint coefficients under the entering variable, x1
The Simplex Method: Tableau-1

Perform elementary row operations on z row also.


The Simplex Method: Tableau-2
The Simplex Method: Tableau-3

Based on the optimality condition, none of the z-row coefficients are negative.
Hence, this tableau is optimal.
The Simplex Method: Summary
Optimality Condition:
 The entering variable in a maximization (minimization) problem is the non-basic
variable with the most negative (positive) coefficient in the z-row.

 Ties are broken arbitrarily.


 The optimum is reached at the iteration where all the z-row coefficients are
nonnegative (non-positive).

Feasibility Condition:
 For both the maximization and the minimization problems, the leaving variable is
the basic variable associated with the smallest nonnegative ratio with strictly
positive denominator.

 Ties are broken arbitrarily.


Dual Simplex Algorithm

19
Primal Simplex vs Dual Simplex
In the primal simplex method, the starting basic solution is feasible but non-
optimal. Successive iterations remain feasible as they move toward the
optimum.

In the dual simplex method, the LP start infeasible but (better than) optimal
and move toward feasibility, all the while maintaining optimality. The final
iteration occurs when feasibility is restored.

The dual simplex method starts with a better than optimal and infeasible basic
solution. The optimality and feasibility conditions are designed to preserve the
optimality of the basic solutions as the solution move toward feasibility.

20
The Dual Simplex Method: Key Points
Dual Feasibility Condition:
 The leaving variable, xr, is the basic variable having the most negative value (ties
are broken arbitrarily).
 If all the basic variables are nonnegative, the algorithm ends.

Dual Optimality Condition:


 Given that xr is the leaving variable, let 𝑐𝑗 be the reduced cost (z-row) of non-basic
variable xj and arj the constraint coefficient in the xr-row and xj-column of the
tableau. The entering variable is the non-basic variable with arj < 0 that
corresponds to

 Ties are broken arbitrarily.

 If arj ≥ 0 for all non-basic xj, the problem has no feasible solution.
21
The Dual Simplex Method
To start the LP optimal and infeasible, three requirements must be met:

1. The objective function must satisfy the optimality condition of the regular
simplex method.

2. All the constraints must be of the LE type ( ≤ ).

3. All variables should be ≥ 0.

Inequalities of the GE type ( ≥ ) are converted to LE type ( ≤ ) by multiplying


both sides of the inequality by -1.

If the LP includes ( = ) constraints, the equation can be replaced by two


inequalities:

22
The Dual Simplex Method: Example

Multiply the first two


inequalities by -1 to
convert them to LE (≤)
type constraints.

According to the dual


feasibility condition, x5
( = -6) is the leaving
variable.

The tableau is optimal because all the reduced costs in the z-row are ≤ 0.
But solution is infeasible (x4 < 0, x5 < 0). 23
The Dual Simplex Method: Tableau1
According to the
dual feasibility
condition, x5 ( = -6)
is the leaving
variable.

The Minimum
Ratio Rule
shows that x2 is
the entering
variable.

24
The Dual Simplex Method: Tableau-2
After the row operations:

NOTE: Optimality is maintained (the


x4 leaves and x3 enters
reduced costs in the z-row are ≤ 0).
But solution is infeasible (x4 < 0).
25
The Dual Simplex Method: Tableau-3
After the row operations:

At iteration 3, feasibility is restored for the first time, and the process ends with
the optimal feasible solution given as x1 = 0, x2 = 3/2, x2 = 3/2, and z = 9/2.

26
The Dual Simplex Method: Homework

27
Optimization in Chemical Engineering

Thank You

Debasis Sarkar

You might also like