Solving Neutrosophic Linear Programming Problems With Two-Phase Approach

Author(s):  
Elsayed Metwalli Badr ◽  
Mustafa Abdul Salam ◽  
Florentin Smarandache

The neutrosophic primal simplex algorithm starts from a neutrosophic basic feasible solution. If there is no such a solution, we cannot apply the neutrosophic primal simplex method for solving the neutrosophic linear programming problem. In this chapter, the authors propose a neutrosophic two-phase method involving neutrosophic artificial variables to obtain an initial neutrosophic basic feasible solution to a slightly modified set of constraints. Then the neutrosophic primal simplex method is used to eliminate the neutrosophic artificial variables and to solve the original problem.

2020 ◽  
Vol 10 (2) ◽  
pp. 145-157
Author(s):  
Davood Darvishi Salookolaei ◽  
Seyed Hadi Nasseri

PurposeFor extending the common definitions and concepts of grey system theory to the optimization subject, a dual problem is proposed for the primal grey linear programming problem.Design/methodology/approachThe authors discuss the solution concepts of primal and dual of grey linear programming problems without converting them to classical linear programming problems. A numerical example is provided to illustrate the theory developed.FindingsBy using arithmetic operations between interval grey numbers, the authors prove the complementary slackness theorem for grey linear programming problem and the associated dual problem.Originality/valueComplementary slackness theorem for grey linear programming is first presented and proven. After that, a dual simplex method in grey environment is introduced and then some useful concepts are presented.


Author(s):  
Sanjay Jain ◽  
Adarsh Mangal

In this research paper, an effort has been made to solve each linear objective function involved in the Multi-objective Linear Programming Problem (MOLPP) under consideration by AHA simplex algorithm and then the MOLPP is converted into a single LPP by using various techniques and then the solution of LPP thus formed is recovered by Gauss elimination technique. MOLPP is concerned with the linear programming problems of maximizing or minimizing, the linear objective function having more than one objective along with subject to a set of constraints having linear inequalities in nature. Modeling of Gauss elimination technique of inequalities is derived for numerical solution of linear programming problem by using concept of bounds. The method is quite useful because the calculations involved are simple as compared to other existing methods and takes least time. The same has been illustrated by a numerical example for each technique discussed here.


Author(s):  
Bhabani Mallia ◽  
Manjula Das ◽  
C. Das

Transportation Problem is a linear programming problem. Like LPP, transportation problem has basic feasible solution (BFS) and then from it we obtain the optimal solution. Among these BFS the optimal solution is developed by constructing dual of the TP. By using complimentary slackness conditions the optimal solutions is obtained by the same iterative principle. The method is known as MODI (Modified Distribution) method. In this paper we have discussed all the aspect of transportation problem.


Author(s):  
Nirmal Kumar Mahapatra ◽  
Tuhin Bera

In this chapter, the concept of single valued neutrosophic number (SVN-Number) is presented in a generalized way. Using this notion, a crisp linear programming problem (LP-problem) is extended to a neutrosophic linear programming problem (NLP-problem). The coefficients of the objective function of a crisp LP-problem are considered as generalized single valued neutrosophic number (GSVN-Number). This modified form of LP-problem is here called an NLP-problem. An algorithm is developed to solve NLP-problem by simplex method. Finally, this simplex algorithm is applied to a real-life problem. The problem is illustrated and solved numerically.


Author(s):  
Rasha Jalal

The aim of this paper is to suggest a solution procedure to fractional programming problem based on new ranking function (RF) with triangular fuzzy number (TFN) based on alpha cuts sets of fuzzy numbers. In the present procedure the linear fractional programming (LFP) problems is converted into linear programming problems. We concentrate on linear programming problem problems in which the coefficients of objective function are fuzzy numbers, the right- hand side are fuzzy numbers too, then solving these linear programming problems by using a new ranking function. The obtained linear programming problem can be solved using win QSB program (simplex method) which yields an optimal solution of the linear fractional programming problem. Illustrated examples and comparisons with previous approaches are included to evince the feasibility of the proposed approach.


2012 ◽  
Vol 60 (2) ◽  
pp. 163-168 ◽  
Author(s):  
S. M. Atiqur Rahman Chowdhury ◽  
Sanwar Uddin Ahmad

Linear Programming problem (LPP)s with upper bounded variables can be solved using the Bounded Simplex method (BSM),without the explicit consideration of the upper bounded constraints. The upper bounded constraints are considered implicitly in this method which reduced the size of the basis matrix significantly. In this paper, we have developed MATHEMATICA codes for solving such problems. A complete algorithm of the program with the help of a numerical example has been provided. Finally a comparison with the built-in code has been made for showing the efficiency of the developed code.DOI: http://dx.doi.org/10.3329/dujs.v60i2.11487 Dhaka Univ. J. Sci. 60(2): 163-168, 2012 (July)


2012 ◽  
Vol 532-533 ◽  
pp. 1626-1630
Author(s):  
Guo Guang Zhang

Simplex method is one of the most useful methods to solve linear program. However, before using the simplex method, it is required to have a base feasible solution of linear program and the linear program is changed to thetypical form. Although there are some methods to gain the base feasible solution of linear program, artificial variablesare added and the times of calculating are increased with these calculations. In this paper, an extended algorithm of the simplex algorithm is established, the definition of feasible solution in the new algorithm is expended, the test number is not the same sign in the process of finding problem solution. Explained the principle of the new algorithm and showed results of LP problems calculated by the new algorithm.


2004 ◽  
Vol 21 (01) ◽  
pp. 127-139 ◽  
Author(s):  
G. R. JAHANSHAHLOO ◽  
F. HOSSEINZADEH LOTFI ◽  
N. SHOJA ◽  
G. TOHIDI

In this paper, a method using the concept of l1-norm is proposed to find all the efficient solutions of a 0-1 Multi-Objective Linear Programming (MOLP) problem. These solutions are specified without generating all feasible solutions. Corresponding to a feasible solution of a 0-1 MOLP problem, a vector is constructed, the components of which are the values of objective functions. The method consists of a one-stage algorithm. In each iteration of this algorithm a 0-1 single objective linear programming problem is solved. We have proved that optimal solutions of this 0-1 single objective linear programming problem are efficient solutions of the 0-1 MOLP problem. Corresponding to efficient solutions which are obtained in an iteration, some constraints are added to the 0-1 single objective linear programming problem of the next iteration. Using a theorem we guarantee that the proposed algorithm generates all the efficient solutions of the 0-1 MOLP problem. Numerical results are presented for an example taken from the literature to illustrate the proposed algorithm.


Author(s):  
Zahra Shahraki ◽  
Mehdi Allahdadi ◽  
Hassan Mishmast Nehi

This paper considers the multi-objective linear programming problems with fuzzygoal for each of the objective functions and constraints. Most existing works deal withlinear membership functions for fuzzy goals. In this paper, exponential membershipfunction is used.


Sign in / Sign up

Export Citation Format

Share Document