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Ejercicio 1

This document provides a step-by-step solution to a linear programming problem using the Simplex method. The problem is to minimize the objective function Z = 4x1 - 8x2 + 3x3 subject to the constraints x1 + x2 + x3 = 7 and 2x1 - 5x2 + x1 >= 10 with non-negativity conditions. The solution proceeds by converting the problem to canonical form, performing three iterations of the Simplex method by choosing entering and leaving variables, and arriving at an optimal solution with objective value 1487.

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59 views3 pages

Ejercicio 1

This document provides a step-by-step solution to a linear programming problem using the Simplex method. The problem is to minimize the objective function Z = 4x1 - 8x2 + 3x3 subject to the constraints x1 + x2 + x3 = 7 and 2x1 - 5x2 + x1 >= 10 with non-negativity conditions. The solution proceeds by converting the problem to canonical form, performing three iterations of the Simplex method by choosing entering and leaving variables, and arriving at an optimal solution with objective value 1487.

Uploaded by

Anonymous OaEJ8L4Tf
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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You are on page 1/ 3

Solution will be displayed step by step (In 2 parts)

Solution

Find solution using Simplex(BigM) method


MIN Z = 4x1 - 8x2 + 3x3
subject to
x1 + x2 + x3 = 7
2x1 - 5x2 + x3 >= 10
and x1,x2,x3 >= 0

Solution:
Problem is
Min Z = 4 x1 - 8 x2 + 3 x3
subject to
x1 + x2 + x3 = 7
2 x1 - 5 x2 + x3 ≥ 10
and x1,x2,x3≥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 artificial variable A1

2. As the constraint-2 is of type '≥' we should subtract surplus variable S1 and add artificial
variable A2

After introducing surplus,artificial variables


Min Z = 4 x1 - 8 x2 + 3 x3 + 0 S1 + M A1 + M A2
subject to
x1 + x2 + x3 + A1 =7
2 x1 - 5 x2 + x3 - S1 + A2 = 10
and x1,x2,x3,S1,A1,A2≥0

Iteration-1 Cj 4 -8 3 0 M M
MinRatio
B CB XB x1 x2 x3 S1 A1 A2
XBx1
A1 M 7 1 1 1 0 1 0 71=7
A2 M 10 (2) -5 1 -1 0 1 102=5→
Z=17M Zj 3M -4M 2M -M M M
Zj-Cj 3M-4↑ -4M+8 2M-3 -M 0 0

Positive maximum Zj-Cj is 3M-4 and its column index is 1. So, the entering variable is x1.

Minimum ratio is 5 and its row index is 2. So, the leaving basis variable is A2.
∴ The pivot element is 2.

Entering =x1, Departing =A2, Key Element =2

R2(new)=R2(old)÷2
R2(old) = 10 2 -5 1 -1 0
R2(new)=R2(old)÷2 5 1 -52 12 -12 0

R1(new)=R1(old) - R2(new)
R1(old) = 7 1 1 1 0 1
R2(new) = 5 1 -52 12 -12 0
R1(new)=R1(old) - R2(new) 2 0 72 12 12 1

Iteration-2 Cj 4 -8 3 0 M
MinRatio
B CB XB x1 x2 x3 S1 A1
XBx2
A1 M 2 0 (72) 12 12 1 272=47=0.5714→
x1 4 5 1 -52 12 -12 0 ---
Z=2M+20 Zj 4 7M2-10 M2+2 M2-2 M
Zj-Cj 0 7M2-2↑ M2-1 M2-2 0

Positive maximum Zj-Cj is 7M2-2 and its column index is 2. So, the entering variable is x2.

Minimum ratio is 0.5714 and its row index is 1. So, the leaving basis variable is A1.

∴ The pivot element is 72.

Entering =x2, Departing =A1, Key Element =72

R1(new)=R1(old) ×27
R1(old) = 2 0 72 12 12
R1(new)=R1(old) ×27 47 0 1 17 17

R2(new)=R2(old) + 52R1(new)
R2(old) = 5 1 -52 12 -12
R1(new) = 47 0 1 17 17
52×R1(new) = 107 0 52 514 514
R2(new)=R2(old) + 52R1(new) 457 1 0 67 -17
Iteration-3 Cj 4 -8 3 0
B CB XB x1 x2 x3 S1 MinRatio
x2 -8 47 0 1 17 17
x1 4 457 1 0 67 -17
Z=1487 Zj 4 -8 167 -127
Zj-Cj 0 0 -57 -127

Since all Zj-Cj≤0

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


x1=457,x2=47,x3=0

Min Z=1487

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