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Question 5 (Simplex Method) PDF

The document describes solving a linear programming problem using the simplex method. The problem is to maximize the objective function Z = 5x1 + 7x2 subject to four constraints, including non-negativity constraints on x1 and x2. Slack variables are introduced to convert the constraints into equalities. The simplex method is applied in three iterations to arrive at the optimal solution with a maximum Z value of 124/5 and optimal values of x1 = 8/5 and x2 = 12/5.

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Adil Rashid
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0% found this document useful (0 votes)
524 views3 pages

Question 5 (Simplex Method) PDF

The document describes solving a linear programming problem using the simplex method. The problem is to maximize the objective function Z = 5x1 + 7x2 subject to four constraints, including non-negativity constraints on x1 and x2. Slack variables are introduced to convert the constraints into equalities. The simplex method is applied in three iterations to arrive at the optimal solution with a maximum Z value of 124/5 and optimal values of x1 = 8/5 and x2 = 12/5.

Uploaded by

Adil Rashid
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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12/24/2017 Simplex method

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Find solution using Simplex(BigM) method


MAX Z = 5x1 + 7x2
subject to
x1 + x2 <= 4
3x1 + 8x2 <= 24
10x1 + 7x2 <= 35
and x1,x2 >= 0

Solution:
Problem is
Max Z = 5 x 1 + 7 x 2
subject to
x1 + x2 ≤ 4
3 x 1 + 8 x 2 ≤ 24
10 x 1 + 7 x 2 ≤ 35
and x 1, x 2 ≥ 0;

The problem is converted to canonical form by adding slack, surplus and artificial variables as appropiate

1. As the constraint 1 is of type ' ≤ ' we should add slack variable S 1

2. As the constraint 2 is of type ' ≤ ' we should add slack variable S 2

3. As the constraint 3 is of type ' ≤ ' we should add slack variable S 3

After introducing slack variables


Max Z = 5 x 1 + 7 x 2 + 0 S 1 + 0 S 2 + 0 S 3
subject to
x1 + x2 + S1 =4
3 x1 + 8 x2 + S2 = 24
10 x 1 + 7 x 2 + S 3 = 35
and x 1, x 2, S 1, S 2, S 3 ≥ 0

Iteration-1 Cj 5 7 0 0 0

MinRatio
B CB XB x1 x2 S1 S2 S3 XB
x2

4
S1 0 4 1 1 1 0 0 =4
1
24
S2 0 24 3 (8) 0 1 0 =3→
8
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12/24/2017 Simplex method

S3 0 35 10 7 0 0 1 35
=5
7

Z=0 Zj 0 0 0 0 0

Cj - Zj 5 7 ↑ 0 0 0

Positive maximum C j - Z j is 7 and its column index is 2. So, the entering variable is x 2.

Minimum ratio is 3 and its row index is 2. So, the leaving basis variable is S 2.

∴ The pivot element is 8.

Entering = x 2, Departing = S 2, Key Element = 8

R 2(new) = R 2(old) ÷ 8

R 1(new) = R 1(old)- R 2(new)

R 3(new) = R 3(old)- 7R 2(new)

Iteration-2 Cj 5 7 0 0 0

MinRatio
B CB XB x1 x2 S1 S2 S3 XB
x1

1 8
S1 0 1
() 5
8
0 1 -
1
8
0 5
8
=
5

3 1 3
x2 7 3 1 0 0 3
=8
8 8 8

59 7 14 112
S3 0 14 0 0 - 1 59
=
8 8 59
8

21 7
Z = 21 Zj 7 0 0
8 8
19 7
Cj - Zj ↑ 0 0 - 0
8 8

19
Positive maximum C j - Z j is and its column index is 1. So, the entering variable is x 1.
8

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12/24/2017 Simplex method

8
Minimum ratio is and its row index is 1. So, the leaving basis variable is S 1.
5

5
∴ The pivot element is .
8

5
Entering = x 1, Departing = S 1, Key Element =
8

8
R 1(new) = R 1(old) ×
5

3
R 2(new) = R 2(old)- R 1(new)
8

59
R 3(new) = R 3(old)- R (new)
8 1

Iteration-3 Cj 5 7 0 0 0

B CB XB x1 x2 S1 S2 S3 MinRatio

8 8 1
x1 5 1 0 - 0
5 5 5
12 3 1
x2 7 0 1 - 0
5 5 5
11 59 3
S3 0 0 0 - 1
5 5 5
124 19 2
Z= Zj 5 7 0
5 5 5
19 2
Cj - Zj 0 0 - - 0
5 5

Since all C j - Z j ≤ 0

Hence, optimal solution is arrived with value of variables as :


8 12
x1 = , x2 =
5 5

124
Max Z =
5

Solution is provided by AtoZmath.com

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