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No. 4 Find Solution Using Simplex (Bigm) Method Max Z 3X - 4Y + 3Z Subject To - X + Y + Z 0 and X, Y, Z 0 Solution: Problem Is

The document provides the steps to solve an optimization problem using the Simplex method. The problem is to maximize the objective function Z = 3x - 4y + 3z subject to 4 constraints. The solution involves: 1) Converting the problem to canonical form by introducing slack, surplus and artificial variables. 2) Performing 5 iterations of the Simplex method by choosing entering and leaving variables based on minimum ratios. 3) Obtaining the final optimal solution at iteration 5.
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0% found this document useful (0 votes)
83 views5 pages

No. 4 Find Solution Using Simplex (Bigm) Method Max Z 3X - 4Y + 3Z Subject To - X + Y + Z 0 and X, Y, Z 0 Solution: Problem Is

The document provides the steps to solve an optimization problem using the Simplex method. The problem is to maximize the objective function Z = 3x - 4y + 3z subject to 4 constraints. The solution involves: 1) Converting the problem to canonical form by introducing slack, surplus and artificial variables. 2) Performing 5 iterations of the Simplex method by choosing entering and leaving variables based on minimum ratios. 3) Obtaining the final optimal solution at iteration 5.
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© © All Rights Reserved
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No.

Find solution using Simplex(BigM) method

MAX Z = 3x - 4y + 3z
subject to
-x + y + z <= -3
-2x - 3y + 4z <= -5
-3x + 2y - z <= -3
z >= 0
and x,y,z >= 0

Solution:
Problem is
Max Z = 3 x - 4 y + 3 z
subject to
- x + y + z ≤ -3
Here b1 = -3 < 0,
so multiply this constraint by -1 to make b1 > 0.
x - y - z ≥ 3
- 2 x - 3 y + 4 z ≤ -5
Here b2 = -5 < 0,
so multiply this constraint by -1 to make b2 > 0.
2 x + 3 y - 4 z ≥ 5
- 3 x + 2 y - z ≤ -3
Here b3 = -3 < 0,
so multiply this constraint by -1 to make b3 > 0.
3 x - 2 y + z ≥ 3
z ≥ 0
and x,y,z≥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 subtract surplus variable S1 and


add artificial variable A1

2. As the constraint-2 is of type '≥' we should subtract surplus variable S2 and


add artificial variable A2

3. As the constraint-3 is of type '≥' we should subtract surplus variable S3 and


add artificial variable A3

4. As the constraint-4 is of type '≥' we should subtract surplus variable S4 and


add artificial variable A4

After introducing surplus,artificial variables


Max Z = 3 x - 4 y + 3 z + 0 S1 + 0 S2 + 0 S3 + 0 S4 - M A1 - M A2 - M A3 - M A4
subject to
x - y - z - S1 + A1 =3
2x+3y- 4z - S2 + A2 =5
3x- 2y+ z - S3 + A3 =3
z - S4 + A4 = 0
and x,y,z,S1,S2,S3,S4,A1,A2,A3,A4≥0

Iteration-1 Cj 3 -4 3 0 0 0 0 -M -M -M -M

MinRatio
B CB XB x y z S1 S2 S3 S4 A1 A2 A3 A4
XBx

A1 -M 3 1 -1 -1 -1 0 0 0 1 0 0 0 31=3

A2 -M 5 2 3 -4 0 -1 0 0 0 1 0 0 52=2.5

A3 -M 3 (3) -2 1 0 0 -1 0 0 0 1 0 33=1→

A4 -M 0 0 0 1 0 0 0 -1 0 0 0 1 ---

Z=-11M Zj -6M 0 3M M M M M -M -M -M -M

Zj-Cj -6M-3↑ 4 3M-3 M M M M 0 0 0 0

Negative minimum Zj-Cj is -6M-3 and its column index is 1. So, the entering variable is x.

Minimum ratio is 1 and its row index is 3. So, the leaving basis variable is A3.

∴ The pivot element is 3.

Entering =x, Departing =A3, Key Element =3

R3(new)=R3(old)÷3

R1(new)=R1(old) - R3(new)

R2(new)=R2(old) - 2R3(new)

R4(new)=R4(old)

Iteration-2 Cj 3 -4 3 0 0 0 0 -M -M -M

MinRatio
B CB XB x y z S1 S2 S3 S4 A 1 A2 A4
XBy

A1 -M 2 0 -13 -43 -1 0 13 0 1 0 0 ---

A2 -M 3 0
( )
133
-143 0 -1 23 0 0 1 0 3133=913=0.6923→

x 3 1 1 -23 13 0 0 -13 0 0 0 0 ---

A4 -M 0 0 0 1 0 0 0 -1 0 0 1 ---

Z=-5M+3 Zj 3 -4M-2 5M+1 M M -M-1 M -M -M -M


Zj-Cj 0 -4M+2↑ 5M-2 M M -M-1 M 0 0 0

Negative minimum Zj-Cj is -4M+2 and its column index is 2. So, the entering variable is y.

Minimum ratio is 0.6923 and its row index is 2. So, the leaving basis variable is A2.

∴ The pivot element is 133.

Entering =y, Departing =A2, Key Element =133

R2(new)=R2(old) ×313

R1(new)=R1(old) + 13R2(new)

R3(new)=R3(old) + 23R2(new)

R4(new)=R4(old)

- - -
Iteration-3 Cj 3 3 0 0 0 0
4 M M

C S S A A MinRatio
B XB x y z S2 S3
B 1 4 1 4 XBS3

- 291 - 2913513=295=
A1 0 0 -2213 -113 513 0 1 0
M 3 1 5.8

y -4 913 0 1 -1413 0 -313


( )213
0 0 0
913213=92=4.5

191
x 3 1 0 -513 0 -213 -313 0 0 0 ---
3

- -
A4 0 0 0 1 0 0 0 0 1 ---
M 1

Z=- - 9M13+41 M13+6 -5M13- - -


Zj 3 M M
29M13+2113 4 13 13 1713 M M

Zj- 9M13+21 M13+61 -5M13-


0 0 M M 0 0
Cj 3 3 1713↑

Negative minimum Zj-Cj is -5M13-1713 and its column index is 6. So, the entering variable is S3.

Minimum ratio is 4.5 and its row index is 2. So, the leaving basis variable is y.

∴ The pivot element is 213.

Entering =S3, Departing =y, Key Element =213

R2(new)=R2(old) ×132

R1(new)=R1(old) - 513R2(new)
R3(new)=R3(old) + 313R2(new)

R4(new)=R4(old)

Iteration-4 Cj 3 -4 3 0 0 0 0 -M -M

MinRatio
B CB XB x y z S1 S2 S3 S4 A1 A4
XBz

A1 -M 12 0 -52 1 -1 12 0 0 1 0 121=12=0.5

S3 0 92 0 132 -7 0 -32 1 0 0 0 ---

x 3 52 1 32 -2 0 -12 0 0 0 0 ---

A4 -M 0 0 0 (1) 0 0 0 -1 0 1 01=0→

Z=-M2+152 Zj 3 5M2+92 -2M-6 M -M2-32 0 M -M -M

Zj-Cj 0 5M2+172 -2M-9↑ M -M2-32 0 M 0 0

Negative minimum Zj-Cj is -2M-9 and its column index is 3. So, the entering variable is z.

Minimum ratio is 0 and its row index is 4. So, the leaving basis variable is A4.

∴ The pivot element is 1.

Entering =z, Departing =A4, Key Element =1

R4(new)=R4(old)

R1(new)=R1(old) - R4(new)

R2(new)=R2(old) + 7R4(new)

R3(new)=R3(old) + 2R4(new)

Iteration-5 Cj 3 -4 3 0 0 0 0 -M

MinRatio
B CB XB x y z S1 S2 S3 S4 A1
XBS4

A1 -M 12 0 -52 0 -1 12 0 (1) 1 121=12=0.5→

S3 0 92 0 132 0 0 -32 1 -7 0 ---

x 3 52 1 32 0 0 -12 0 -2 0 ---

z 3 0 0 0 1 0 0 0 -1 0 ---

Z=-M2+152 Zj 3 5M2+92 3 M -M2-32 0 -M-9 -M

Zj-Cj 0 5M2+172 0 M -M2-32 0 -M-9↑ 0


Negative minimum Zj-Cj is -M-9 and its column index is 7. So, the entering variable is S4.

Minimum ratio is 0.5 and its row index is 1. So, the leaving basis variable is A1.

∴ The pivot element is 1.

Entering =S4, Departing =A1, Key Element =1

R1(new)=R1(old)

R2(new)=R2(old) + 7R1(new)

R3(new)=R3(old) + 2R1(new)

R4(new)=R4(old) + R1(new)

Iteration-6 Cj 3 -4 3 0 0 0 0

MinRatio
B CB XB x y z S1 S2 S3 S4
XBy

S4 0 12 0 -52 0 -1 12 0 1 ---

S3 0 8 0 -11 0 -7 2 1 0 ---

x 3 72 1 -72 0 -2 12 0 0 ---

z 3 12 0 -52 1 -1 12 0 0 ---

Z=12 Zj 3 -18 3 -9 3 0 0

Zj-Cj 0 -14↑ 0 -9 3 0 0

Variable y should enter into the basis, but all the coefficients in the y column are negative
or zero. So y can not be entered into the basis.

Hence, the solution to the given problem is unbounded.

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