MATRIX FORMULATION

OF THE LPps

In this lecture we shall look at the matrix

formulation of the LPPs. We see that the
Basic feasible solutions are got by solving
the matrix equation BX b
where B is a mm nonsingular submatrix
of the contraint matrix of the LPP.

Look at the LPP (in standard form)

Maximize z c1 x1 c2 x2 ... cn xn
Subject to the constraints
a11 x1 a12 x2 ... a1n xn b1
a21 x1 a22 x2 ... a2 n xn b2
.
.
am1 x1 am 2 x2 ... amn xn bm
x1 , x2 ,..., xn 0, b1 , b2 ,..., bm 0

Using the notations

c c1

a11
a
21
A .

.
am1

c2

cn

a12
a22

.
.

.
.

am 2

x1
x
2
X . ,

.
xn

a1n
a2 n

amn

b1
b
2
b .

.
bm

We can write the LPP in matrix form as:

Maximize

zcX

Subject to

AX b
X 0, b 0

Here

c1

denotes the row vector

c2 . . cn

Basic Feasible Solutions

We assume that the rank of the matrix A is
m. (This means that all the constraints are
LI. We also assume m n.) After possibly
rearranging the columns of A, let A = [B, N]
where B is a mxm invertible submatrix of A
and N is the mx(n-m) submatrix formed by
the remaining columns of A. The solution
X B
X
X N

to the equations

AX b

where X B B 1b and X N 0 is called a basic

solution of the system. If X B 0 then X is
called a Basic feasible solution (BFS). We
give an example illustrating these.
Consider the LPP
Maximize

z 2 x1 x2

Subject to

x1 x2 6
x1 2 x2 10
x1 , x2 0

Adding slack variables x3, x4 the LPP becomes

Maximize z 2 x1 x2 0 x3 0 x4
Subject to x1 x2 x3
x1 2 x2

6
x4 10

x1 , x2 , x3 , x4 0

In matrix form this can be written as:

Maximize z c X
Subject to AX b
X 0, b 0


1 1 1 0
, b
where A

1 2 0 1

c 2

6
,

10

x1
x
2

X
x3

x4

There are 6 basic solutions of which 4

are feasible. We give them below.

B-1

B-1b

XT

Feasible?

1
1

1
2

2 1
1 1

2
4

4 0 0

1
1

1
0

0 1
1 1

10
4

10

0 4 0

1
1

0
1

0 0 4

12

1
2

1
0

0 1/ 2
1 1/ 2

5 1 0

1
2

0
1

0
1

6
2

6 0 2

1
0

0
1

1
0

0
1

6
10

1
1

0 6 10

Maximum

Problem 2 Problem Set 7.1 C Page 296

Consider the following LPP
Maximize z 5 x1 12 x2 4 x3
Subject to x1 2 x2 x3 x4 10
2 x1 2 x2 x3

x1 , x2 , x3 , x4 0

In matrix form this can be written as:

Maximize z c X
Subject to AX b
X 0, b 0

1 2 1
where A
2 2 1

c 5 12 4 0

There are only 5

1
10
0 , b 2

x1
x
2

X
x3

x4

4

2

basic solutions of

which 3 are feasible. We give them below.

-1

B b

-1

Feasible?

z
56

1
2

2
2

2/ 6 2/ 6
2/ 6 1/ 6

4
3

3 0 0

1
2

1/ 3 1/ 3
2 / 3 1/ 3

0 6 0

44

1
2

0
1

1
9

0 0 9

1/ 2
1/ 2

Maximum

2 1
2 1

Does Not
exist

2 1
2 0

0 1/ 2
1

1
12

1 0 12

1
1

0
1

1
1

2
12

0 2 12

1
0

cB B 1b