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Linear Programming 1

This document summarizes the steps taken to solve a linear programming problem to minimize the objective function Z = 3x1+8x2+5x3 using the simplex method. It begins with the initial basic feasible solution and proceeds through 4 iterations to arrive at the optimal solution of Z*=122.5, x1*=11.67, x2*=0, x3*=17.5, with all slack and artificial variables equal to 0. Key steps include choosing entering variables based on most positive coefficients, and leaving variables based on minimum ratio test, and performing pivot operations to transform the simplex tableau at each iteration.

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Özlem Yurtsever
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© Attribution Non-Commercial (BY-NC)
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Download as DOCX, PDF, TXT or read online on Scribd
60 views

Linear Programming 1

This document summarizes the steps taken to solve a linear programming problem to minimize the objective function Z = 3x1+8x2+5x3 using the simplex method. It begins with the initial basic feasible solution and proceeds through 4 iterations to arrive at the optimal solution of Z*=122.5, x1*=11.67, x2*=0, x3*=17.5, with all slack and artificial variables equal to 0. Key steps include choosing entering variables based on most positive coefficients, and leaving variables based on minimum ratio test, and performing pivot operations to transform the simplex tableau at each iteration.

Uploaded by

Özlem Yurtsever
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 4

4.6.

15
a) We have to choose the most positive coefficient in the Z row since this is a minimization
problem. Then everything will be same.
b)
Min Z = 3x1+8x2+5x3
st 3x2+4x370
3x1+5x2+2x370
x1,x2,x30
Min Z = 3x1+8x2+5x3+Ma1+Ma2 Min Z - 3x1-8x2-5x3-Ma1-Ma2
st

3x2+4x3-s1+a1=70
3x1+5x2+2x3-s2+a2=70
x1,x2,x3 ,s1 ,s2 ,a1 ,a20

Initial Basic Feasable Solution is;


Z= Ma1+Ma2
x1=0
x2=0
s1=0
s2=0
a1=70
a2=70
ITERATION 0 We should get rid of Ms in Z row:

x1
-3

x2
-8

x3
-5

s1
0

s2
0

a1
-M

a2
-M

RHS
0

a1
a2

0
3

3
5

4
2

-1
0

0
-1

1
0

0
1

70
70

x1
-3

x2
-8+3M

x3
-5+4M

s1
-M

s2
0

a1
0

a2
-M

RHS
70M

a1
a2

0
3

3
5

4
2

-1
0

0
-1

1
0

0
1

70
70

x1
-3+3M

x2
-8+8M

x3
-5+6M

s1
-M

s2
-M

a1
0

a2
0

RHS
140M

a1
a2

0
3

3
5

4
2

-1
0

0
-1

1
0

0
1

70
70

We should take the most positive coefficient in Z row, which is x2 as entering variable.After
minimum ratio test we define that a2 is leaving variable.(70/5 < 70/3)
ITERATION 1
x1
(9-9M)/5

x2
0

x3
(14M-9)/5

s1
-M

s2
(3M-8)/5

a1
0

a2
(8-8M)/5

RHS
28M+112

-9/5

14/5

-1

3/5

-3/5

28

3/5

2/5

- 1/5

1/5

14

Z
a1
x2

To find x2 row, pivot row, divide all row by 5


For a1 line: multiply pivot row by 3 and substract it from a1 row in iteration 0
0

-1

70

9/5

6/5

-3/5

3/5

42

-9/5

14/5

-1

3/5

-3/5

28

For Z line: multiply pivot row by (-8+8M) and substracy it from Z row in itertion 0
-3+3M

-8+8M

-5+6M

-M

3/5(-8+8M)

-8+8M

2/5(-8+8M)

(14M-9)/5

-M

(9-9M)/5

-M

140M

-1/5(-8+8M)

1/5(-8+8M) 14(-8+8M)

(3M-8)/5

(8-8M)/5 28M+112

We should take the most positive coefficient in Z row, which is x3 as entering variable.After
minimum ratio test we define that a1 is leaving variable.(28/5,2 < 14/0,4)
ITERATION 2
x1
9/14

x2
0

x3
0

s1
-9/14

s2
-17/14

a1
-(14M+9)/14

a2
(17-14M)/14

RHS
130

- 9/14

- 5/14

3/14

5/14

- 3/14

10

6/7

1/7

- 2/7

- 1/7

2/7

10

Z
x3
x2

To find x3 row, pivot row, divide all row by 14/5

For x2 line: multiply pivot row by 2/5 and substract it from x2 row in iteration 1
3/5

2/5

-1/5

1/5

-18/70 0

2/5

-1/7

6/70

1/7

-3/35 4

6/7

1/7

-2/7

-1/7

2/7

14

10

For Z line: multiply pivot row by (14M-9)/5 and substract it from Z row in interation 1
(9-9M)/5

0 (14M-9)/5

(-126M+81)/70 0
9/14

-M

(3M-8)/5

(8-8M)/5 28M+112

(14M-9)/5 (9-14M)/14 (42M-27)/70 (14M-9)/14 (-42M+27)/70 28M-18


0

-9/14

-17/14

(-14M+9)/14 (17-14M)/14

130

We should take the most positive coefficient in Z row, which is x1 as entering variable.We
define that x2 is leaving variable.
ITERATION 3
x1
0

x2
-3/4

x3
0

s1
-3/4

s2
-1

a1
(-4M+3)/4

a2
1-M

RHS
122,5

3/4

-1/4

1/4

17,5

7/6

1/6

-1/3

-1/6

1/3

35/3

Z
x3
x1

To find x1 row, pivot row, divide all row by 6/7


For x3 line: multiply pivot row by -9/14 and substract it from x2 row in iteration 2
- 9/14

-9/14

-3/4

3/4

-5/14
-3/28
-1/4

3/14

5/14 -3/14

3/14

3/28

1/4

-3/14
0

10
-15/2
17,5

For Z line: multiply pivot row by 9/14 and substract it from Z row in interation 2
9/14

-9/14

-17/14

9/14

3/4

3/28

-3/14

-3/4

-1

-3/4

(-14M+9)/14 (17-14M)/14
-3/28

3/14

(-4M+3)/4

1-M

130
15/2
122,5

Since all the values on Z row is negative, we stop the iteration. So the optimal solution is:
Z*=122,5
x1*=11,67
x2*=0
x3*=17,5
s1,s2,a1,a2=0

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