Linear Programming & Applications Notes
Topics in our Linear Programming & Applications Notes PDF
In these “Linear Programming & Applications Notes PDF”, you will study the Simplex Method for Linear Programming Problem, as an important branch of Operations Research. The course covers Linear programming with applications to transportation, assignment and game problem. Such problems arise in manufacturing resource planning and financial sectors.
The topics we will cover will be taken from the following list:
Introduction to Linear Programming: Linear programming problem: Standard, Canonical and matrix forms, Graphical solution; Convex and polyhedral sets, Hyperplanes, Extreme points; Basic solutions, Basic feasible solutions, Reduction of feasible solution to a basic feasible solution, Correspondence between basic feasible solutions and extreme points.
Methods of Solving Linear Programming Problem: Simplex method: Optimal solution, Termination criteria for optimal solution of the linear programming problem, Unique and alternate optimal solutions, Unboundedness; Simplex algorithm and its tableau format; Artificial variables, Two-phase method, Big-M method.
Duality Theory of Linear Programming: Motivation and formulation of dual problem; Primal-Dual relationships; Fundamental theorem of duality; Complimentary slackness.
Applications: Transportation Problem: Definition and formulation; Methods of finding initial basic feasible solutions; Northwest-corner rule. Least- cost method; Vogel’s approximation method; Algorithm for solving transportation problem.
Assignment Problem: Mathematical formulation and Hungarian method of solving.
Game Theory: Basic concept, Formulation and solution of two-person zero-sum games, Games with mixed strategies, Linear programming method of solving a game.