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1 Simplex Method: Maximization Problem

1. The document describes using the simplex method to solve several linear programming problems involving maximization or minimization of objective functions subject to constraints. It provides the standard form of each linear program and walks through applying the simplex method by moving variables in and out of the basis and updating the tableau at each step. 2. Optimal solutions are found for problems maximizing or minimizing combinations of variables subject to constraints involving sums of weighted variables being equal to or less than given amounts. The dual problems are also formulated and solved using the simplex method. 3. Six examples of applying the simplex method to solve both primal and dual linear programs are provided.

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Sayed Alhussaini
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0% found this document useful (0 votes)
667 views10 pages

1 Simplex Method: Maximization Problem

1. The document describes using the simplex method to solve several linear programming problems involving maximization or minimization of objective functions subject to constraints. It provides the standard form of each linear program and walks through applying the simplex method by moving variables in and out of the basis and updating the tableau at each step. 2. Optimal solutions are found for problems maximizing or minimizing combinations of variables subject to constraints involving sums of weighted variables being equal to or less than given amounts. The dual problems are also formulated and solved using the simplex method. 3. Six examples of applying the simplex method to solve both primal and dual linear programs are provided.

Uploaded by

Sayed Alhussaini
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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1

Simplex Method: Maximization Problem


1. After adding the slack variables, the standard LPP is given as
maximize P = 70x1

50x2

subject to 4x1 + 3x2 + x3

240

2x1 + x2 + x4

100

x1 , x2 , x3 , x4

Tableau 1:
Basic
x3
x4
P

x1
4
2
70

x2
3
1
50

x1
0
1
0

x2
1

x3
1
0
0

x4
0
1
0

R.H.S.
240
100
0

Tableau 2:
Basic
x3
x1
P

1
2

15

x3
1
0
0

x4
-2

R.H.S.
40
50
3500

1
2

35

Tableau 3:
Basic
x2
x1
P

x1
0
1
0

x2
1
0
0

x3
1
1
-2
15

x4
-2
3
2

R.H.S.
40
30
4100

Thus, P = 4100, x1 = 30 , x2 = 40

2. After adding the slack variables, the standard LPP is given as


maximize P = 10x1

5x2

subject to 4x1 + x2 + x3

28

2x1 + 3x2 + x4

24

x1 , x2 , x3 , x4

Tableau 1:
Basic
x3
x4
P

x1
4
2
10

x2
1
3
5
1

x3
1
0
0

x4
0
1
0

R.H.S.
28
24
0

Tableau 2:
Basic
x1

x1
1

x4

Basic
x1
x2
P

x1
1
0
0

x2

x3

1
4
5
2
52

1
4
- 12
5
2

x4
0

R.H.S.
7

10

70

Tableau 3:
x2
0
1
0

x3

x4

3
10
- 15

1
- 10
2
5

R.H.S.
6
4
80

Thus, P = 80, x1 = 6 , x2 = 4

3. After adding the slack variables, the standard LPP is given as


maximize P = 70x1

50x2 + 35x3

subject to 4x1 + 3x2 + x3 + x4

240

2x1 + x2 + x3 + x5

100

x1 , x2 , x3 , x4 , x5

Tableau 1:
x1
4
2
70

x2
3
1
50

Basic
x4
x1
P

x1
0
1
0

x2
1

x3
-1

1
2

1
2

15

Basic
x2
x1
P

x1
0
1
0

x2
1
0
0

Basic
x4
x5
P

x3
1
1
-35

x4
1
0
0

x5
0
1
0

R.H.S.
240
100
0

Tableau 2:
x4
1
0
0

x5
-2

x4
1
1
2
15

x5
-2

1
2

35

R.H.S.
40
50
3500

Tableau 3:
x3
-1
1
-15

Tableau 4:
2

3
2

R.H.S.
40
30
4100

Basic
x2
x3
P

x1
1
1
0

Thus, P = 4550, x1 = 0 , x2 = 70,

x2
1
0
0

x3
0
1
0

x4

x5
12

1
2
12
15
2

R.H.S.
70
30
4550

3
2
55
5

x3 = 30

4. After adding the slack variables, the standard LPP is given as


maximize P = 2x1

+ x2

subject to 5x1 + x2 + x3

x1 + x2 + x4

x1 , x2 , x3 , x4

Tableau 1:
Basic
x3
x4
P

x1
5
1
2

x2
1
1
1

x3
1
0
0

x4
0
1
0

R.H.S.
9
5
0

Basic
x1

x1
1

x2

x3

x4

1
5
- 51
2
5

x4
0

R.H.S.

1
5
4
5
- 53

x1
1
0
0

x2
0
1
0

x3

Tableau 2:
9
5
16
5
18
5

1
0

Tableau 3:
Basic
x1
x3
P

1
4
- 14
1
4

x4
- 14

R.H.S.
1
4
6

5
4
3
4

Thus, P = 6, x1 = 1 , x2 = 4

5. After adding the slack variables, the standard LPP is given as


maximize P = 30x1

40x2

subject to 2x1 + x2 + x3

10

x1 + x2 + x4

x1 + 2x2 + x5

12

x1 , x2 , x3 , x4 , x5
Tableau 1:
3

Basic
x3
x4
x5
P

x1
2
1
1
30

x2
1
1
2
40

x3
1
0
0
0

x4
0
1
0
0

x5
0
0
1
0

R.H.S.
10
7
12
0

Tableau 2:
Basic
x3
x4
x2
P

x1
3
2
1
2
1
2

x2
0

x3
1

x4
0

x5
- 12

R.H.S.
4

- 12

0
0

1
2

1
0

10

0
0

20

6
240

Tableau 3:
Basic
x3
x1
x2
P
Thus, P = 260, x1 = 2 , x2 = 5,

x1
0
1
0
0

x2
0
0
1
0

x3
1
0
0
0

x4
-3
2
-1
20

x5
1
-1
1
10

R.H.S.
1
2
5
260

x3 = 1

6. After adding the slack variables, the standard LPP is given as


maximize P = x1

2x2

subject to x1 + x2 + x3

x1 + 3x2 + x4

12

x1 4x2 + x5

x1 , x2 , x3 , x4 , x5

Tableau 1:
Basic
x3
x4
x5
P

x1
-1
-1
1
1

x2
1
3
-4
2

x3
1
0
0
0

x4
0
1
0
0

x5
0
0
1
0

R.H.S.
2
12
4
0

Basic
x2
x4
x5
P

x1
-1
2
-3
1

x2
1
0
0
0

x3
1
-3
4
2

x4
0
1
0
0

x5
0
0
1
0

R.H.S.
2
6
12
4

Tableau 2:

Tableau 3:
Basic
x2
x1
x5
P
P = 7,

x1 = 3,

x1
0
1
0
0

x2
1
0
0
0

x3
- 12
- 32
- 12

x4
1
2
1
2
3
2
1
2

1
2

x5
0
0
1
0

R.H.S.
5
3
21
7

x2 = 5

Simplex Method: Dual Problem


1.
Minimize C = 40x1 + 12x2 + 40x3
Subject to
2x1 + x2 + 5x3 20
4x1 + x2 + x3 30
x1 , x2 , x3 = 0
2
A= 4
40

1
1
12

5
1
40

20
30

2
1
AT =
5
20

4
1
1
30

40
12
40

The Dual Maximization Problem is


Maximize P = 20y1 + 30y2
Subject to 2y1 + 4y2 40
y1 + y2 12
5y1 + y2 40
y1 , y2 0
We then add the slack variables y3 , y4 , y5 to obtain the following standard LPP.
Maximize
Subject to

P = 20y1 + 30y2
2y1 + 4y2 + y3 = 40
y1 + y2 + y4 = 12
5y1 + y2 + y5 = 40
y1 , y2 , y3 , y4 , y5 0

Tableau 1 is given below;


Basic
y3
y4
y5
P

y1
2
1
5
-20

y2
4
1
1
-30
5

y3
1
0
0
0

y4
0
1
0
0

y5
0
0
1
0

RHS
40
12
40
0

The pivot column is the one corresponding to -30 in the last row. Thus y2 enters the basic set.
Quotients are 40/1 = 40, 12/1 = 12, 40/4 = 10, thus the pivot row is the one corresponding
to the smallest quotients so y3 leaves the basic set. The number 4 is the pivot coefficient.
After performing the necessary row operations we get Tableau 2 shown below
Basic
y2

y1
1/2

y4

y2
1

y3
1/4

y4
0

y5
0

-1/4

0
0

-1/4
15/2

0
0

1
0

30
300

1/2

y5
P

9/2
-5

RHS
10

The entering variable is y1 . The quotients are 30/(9/2) = 6.667; 2/(1/2) = 4; 10/(1/2) = 20.
Thus y4 leaves the basic set and the pivot coefficient is 1/2.
After performing the necessary row operations we get Tableau 3 shown below
Basic
y2
y1
y5
P

y1
0
1
0
0

y2
1
0
0
0

y3
1/2
-1/2
2
5

y4
-1
2
-9
10

y5
0
0
1
0

RHS
8
4
12
320

Since all the coefficients in the last row are positive, the solution given in Tableau 3 is the
optimal solution.
C = P = 320,

x1 = 5,

x2 = 10,

x3 = 0.

2.
Minimize
C = 21x1 + 50x2
Subject to 2x1 + 5x2 12
3x1 + 7x2 17
x1 , x2 0
2
A= 3
21

5
7
50

12
17

2
A = 5
12
T

3 21
7 50
17

The Dual Maximization Problem is


Maximize P = 12y1 + 17y2
Subject to 2y1 + 3y2 21
5y1 + 7y2 50
y1 , y2 0
We then add the slack variables y3 , y4 to obtain the following standard LPP.
6

Maximize
Subject to

P = 12y1 + 17y2
2y1 + 3y2 + y3 = 21
5y1 + 7y2 + y4 = 50
y1 , y2 , y3 , y4 , y5 0

Tableau 1 is given below;


Basic
y3
y4
P

y1
2
5
-12

y2
3
7
-17

y3
1
0
0

y4
0
1
0

RHS
21
50
0

The pivot column is the one corresponding to -17 in the bottom row, so y2 is the entering
variable. The quotients are 50/5 = 10 and 21/3 = 7, so y3 is the leaving variable and the
number 3 is the pivot coefficient.
After performing the necessary row operations we get Tableau 2 shown below
Basic
y2

y1
2/3

y2
1

y3
1/3

y4
0

RHS
7

y4

1/3

-7/3

-2/3

17/3

119

The entering variable is y1 . The quotients are 1/(1/3) = 3; 7/(2/3) = 10.5 ;. Thus y4 leaves
the basic set and the pivot coefficient is 1/3.
After performing the necessary row operations we get Tableau 3 shown below
Basic
y2
y1
P

y1
0
1
0

y2
1
0
0

y3
5
-7
1

y4
2
3
2

RHS
5
3
121

Since all the coefficients in the last row are positive, the solution given in Tableau 3 is the
optimal solution.

C = P = 121,

x1 = 1,

x2 = 2

3.
Minimize
C = 2x1 + 10x2 + 8x3
Subject to
x1 + x2 + x3 6
x2 + 2x3 8
x1 + 2x2 + 2x3 4
x1 , x2 , x3 0
7

1
1 1 6
0
1 2 8
A=
1
2 2 4
2 10 8

1
1
AT =
1
6

0
1
2
8

1 2
2 10
2 8
4

The Dual Maximization Problem is


Maximize P = 6y1 + 8y2 + 4y3
Subject to
y1 y3 2
y1 + y2 + 2y3 10
y1 + 2y2 + 2y3 8
y1 , y2 , y3 0
We then add the slack variables y4 , y5 , y6 to obtain the following standard LPP.
Maximize
Subject to

P = 6y1 + 8y2 + 4y3


y1 y3 + y4 = 2
y1 + y2 + 2y3 + y5 = 10
y1 + 2y2 + 2y3 + y6 = 8
y1 , y2 , y3 0

Tableau 1 is given below;


Basic
y4
y5
y6
P

y1
1
1
1
-6

y2
0
1
2
-8

y3
-1
2
2
-4

y4
1
0
0
0

y5
0
1
0
0

y6
0
0
1
0

RHS
2
10
8
0

Pivot coefficient is 2, and y2 enters, whilst y6 leaves the basic set.


After performing the necessary row operations we get Tableau 2 shown below
Basic
y4
y5
y2
P

y1
1
1/2
1/2
-2

y2
0
0
1
0

y3
-1
1
1
4

y4
1
0
0
0

y5
0
1
0
0

y6
0
-1/2
1/2
4

RHS
2
6
4
32

Comparing the quotients obtained using the column corresponding to -2, we see that y4 leaves
and y1 enters the basic set.
After performing the necessary row operations we get Tableau 3 shown below;
8

Basic
y1
y5
y2
P

y1
1
0
0
0

y2
0
0
1
0

y3
-1
3/2
3/2
2

y4
1
-1/2
-1/2
2

y5
0
1
0
0

y6
0
-1/2
1/2
4

RHS
2
5
3
36

Since all the coefficients in the last row are positive, the solution given in Tableau 3 is the
optimal solution.
C = P = 36,

x1 = 2, x2 = 0, x3 = 4.

4.
Minimize C = 16x1 + 9x2 + 21x3
Subject to
x1 + x2 + 3x3 12
2x1 + x2 + x3 16
x1 , x2 , x3 0
1 1
A= 2 1
16 9

3
1
21

12
16

1
1
AT =
3
12

2 16
1 9
1 21
16

The Dual Maximization Problem is


Maximize P = 12y1 + 16y2
Subject to
y1 + 2y2 16
y1 + y2 9
3y1 + y2 21
y1 , y2 0
We then add the slack variables y3 , y4 , y5 to obtain the following standard LPP.
Maximize
P = 12y1 + 16y2
Subject to y1 + 2y2 + y3 = 16
y1 + y2 + y4 = 9
3y1 + y2 + y5 = 21
y1 , y2 0
Tableau 1 is given in the table below
Basic
y3
y4
y5
P

y1
1
1
3
-12

y2
2
1
1
-16
9

y3
1
0
0
0

y4
0
1
0
0

y5
0
0
1
0

RHS
16
9
21
0

Comparing the quotients obtained using the column corresponding to -16, we see that y3 leaves
and y2 enters the basic set. The number 2 is the pivot coefficient.
After performing the necessary row operations we get Tableau 2 shown below
Basic
y2
y4
y5
P

y1
1/2
1/2
5/2
-4

y2
1
0
0
0

y3
1/2
-1/2
-1/2
8

y4
0
1
0
0

y5
0
0
1
0

RHS
8
1
13
128

Comparing the quotients obtained using the column corresponding to -4, we see that y4 leaves
and y1 enters the basic set. The number 1/2 is the pivot coefficient.
After performing the necessary row operations we get Tableau 3 shown below
Basic
y2
y1
y5
P

y1
0
1
0
0

y2
1
0
0
0

y3
1
-1
2
4

y4
-1
2
-5
8

y5
0
0
1
0

RHS
7
2
8
136

Since all the coefficients in the last row are positive, the solution given in Tableau 3 is the
optimal solution.
C = P = 136, x1 = 4, x2 = 8, x3 = 0.

10

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