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LINEAR PROGRAMMING  Principles and Applications Second Edition L. S. Srinath Professor of Mechanical Sciences Indian Institute of Science Bangalore  M  ? Affiliated East-West Press Private Limited 1975, 1982 All rights reserved. No part of this publication may be reproduced or transmitted, in any form or by any means, without permission. First published in India 1975, 1982 by Affiliated East-West Press Private Limited First published in the United Kingdom 1983 Published by THE MACMILLAN PRESS LIMITED London and Basingstoke Companies and representatives throughout the world ISBN 978-0-333-36222-8 ISBN 978-1-349-07003-9 (eBook) 001 10.1007/978-1-349-07003-9 To Nina Contents Preface vii 1 ELEMENTARY PROBLEMS IN LINEAR PROGRAMMING 1 1.1 Introduction 1 1.2 Single-Answer Problems 1 1.3 Multi-Answer Problems 3 1.4 Graphical Solution 5 1.5 Some Observations 10 1.6 Further Graphical Solutions 10 1.7 Uniqueness 12 Exercises 13 2 REPRESENTATION IN STANDARD FORM 16 2.1 Introduction 16 2.2 Standard Form 19 2.3 Non-Negativity Constraint 22 Exercises 24 3 GAUSS-JORDAN ELIMINATION PROCESS 25 3.1 Linear Simultaneous Equations 25 3.2 Gauss-Jordan Complete Elimination Procedure 27 3.3 General Procedure and Test for Inconsistency 32 Exercises 35 4 SIMPLEX METHOD 38 4.1 Specific Application 38 4.2 Other Basic Solutions 42 4.3 General Procedure 45 4.4 Basic Steps 48 4.5 Degeneracy 51 4.6 Fundamental Theorem 53 4.7 Simplex Criterion 56 Exercises 58 IV CONTENTS 5 TWO PHASES OF SIMPLEX METHOD 62 5.1 Initial Basic-Feasible Solution 62 5.2 Two-Phase Process 69 5.3 M-Method 70 Exercises 73 6 DUALITY THEOREM 76 6.1 Construction of Dual 76 6.2 Equality Constraints 78 6.3 Duality Theorem 80 6.4 Economic Interpretation of the Dual 87 6.5 Dual Simplex Method 90 Exercises 95 7 APPLICATIONS 99 7.1 Introduction 99 7.2 Transportation Model 99 7.2.1 Classical problem 99 7.2.2 North-west comer rule and