Chapter 5.

1 Systems of
linear inequalities in two
variables.

In this section, we will learn how to graph linear

inequalities in two variables and then apply this
procedure to practical application problems.
Graphing a linear inequality
„ Our first example is to graph the linear
equality 3
y < x −1
4
The following is the procedure to graph a linear
inequality in two variables:
1. Replace the inequality symbol with an equal
sign 3
y= x −1
4
2. Construct the graph of the line. If the original
inequality is a > or < sign, the graph of the line
should be dotted. Otherwise, the graph of the
line is solid.
Continuation of Procedure
„ Since the original problem contained the inequality symbol (<)
the line that is graphed should be dotted.
3
y = x −1
For our problem, the equation of our line 4
is already in slope-intercept form,(y=mx+b) so we
easily sketch the line by first starting at the y-intercept of -1, then
moving vertically 3 units and over to the right of 4 units
corresponding to our slope of ¾. After locating the second point,
we sketch the dotted line passing through these two points.
Continuation of Procedure
„ 3. Now, we have to decide which
half plane to shade. The solution set
will either be (a) the half-plane
above the line or (b) the half-plane „ Substituting the origin in the
below the graph of the line. To inequality 3
determine which half-plane to y< x −1
shade, we choose a test point that 4
is not on the line. Usually, a good „ produces the statement
test point to pick is the origin (0,0),
„ 0 < 0 – 1 or 0 < -1. Since this is a
unless the origin happens to lie on
false statement, we shade the
the line. In this case, we choose the
region on the side of the line NOT
origin as a test point to see if this
containing the origin. Had the
point satisfies the original inequality. origin satisfied the inequality, we
would have shaded the region on
the side of the line CONTAINING
THE ORIGIN.
Graph of Example 1
„ Here is the complete graph of the
first inequality:
Example 2
„ For our second example, we will graph the
inequality
3 x − 5 y ≥ 15
1. Step 1. Replace inequality symbol with
equals sign: 3x – 5y = 15
2. Step 2. Graph the line
3x – 5y = 15 Since 3 and -5 are divisors
of 15, we will graph the line using the x and
y intercepts: When x = 0 , y = -3 and y = 0 ,
x = 5. Plot these points and draw a solid
line since the original inequality symbol is
less than or equal to which means that
the graph of the line itself is included.
Example 2 continued:
„ Step 3. Choose a point not on the line. Again, the origin is a
good test point since it is not part of the line itself. We have the
following statement which is clearly false.
3(0) − 5(0) ≥ 15
„ Therefore, we shade the region on the side of the line that does
not include the origin.
Graph of Example 2
Example 3 : 2x > 8
„ Our third example is unusual in that there is no y-variable
present. The inequality 2x>8 is equivalent to the inequality x > 4.
How shall we proceed to graph this inequality? The answer is
the same way we graphed previous inequalities:
„ Step 1: Replace the inequality symbol with an equals sign.
„ x = 4.
„ Step 2: Graph the line x = 4. Is the line solid or dotted? The
original inequality is > (strictly greater than- not equal to).
Therefore, the line is dotted.
„ Step 3. Choose the origin as a test point. Is 2(0)>8? Clearly not.
„ Shade the side of the line that does not include the origin. The
graph is displayed on the next slide.
Graph of 2x>8
Example 4: y ≤ − 2

„ This example illustrates the type of problem in which the x-

variable is missing. We will proceed the same way.
„ Step 1. Replace the inequality symbol with an equal sign
„ y=2
„ Step 2. Graph the equation y = 2 . The line is solid since the
original inequality symbol is less than or equal to.
„ Step 3. Shade the appropriate region. Choosing again the origin
as the test point, we find that 0 ≤ −2 is a false
statement so we shade the side of the line that does not include
the origin.
„ Graph is shown in next slide.
Graph of Example 4.
Graphing a system of linear
inequalities- Example 5
„ To graph a system of linear inequalities such as
−1
y< x+2
2
x−4≤ y

„ we proceed as follows:
„ Step 1. Graph each inequality on the same axes. The solution is
the set of points whose coordinates satisfy all the inequalities of
the system. In other words, the solution is the intersection of
the regions determined by each separate inequality.
Graph of example 5
„ The graph is the region
which is colored both blue
and yellow. The graph of
the first inequality consists
of the region shaded yellow
and lies below the dotted
line determined by the
inequality −1
y< x+2
2
„ The blue shaded region is
determined by the graph of
the inequality x − 4 ≤ y

„ and is the region above the

line x – 4 = y
Graph of more than two linear
inequalities
„ To graph more than two linear inequalities, the same procedure is
used. Graph each inequality separately. The graph of a system of linear
inequalities is the area that is common to all graphs, or the
intersection of the graphs of the individual inequalities.

x≥0
y≥0
x ≤ 15
8 x + 8 y ≤ 160
4 x + 12 y ≤ 180
Application
„ Before we graph this system of linear inequalities, we will
present an application problem. Suppose a manufacturer
makes two types of skis: a trick ski and a slalom ski. Suppose
each trick ski requires 8 hours of design work and 4 hours of
finishing. Each slalom ski 8 hours of design and 12 hours of
finishing. Furthermore, the total number of hours allocated for
design work is 160 and the total available hours for finishing
work is 180 hours. Finally, the number of trick skis produced
must be less than or equal to 15. How many trick skis and how
many slalom skis can be made under these conditions? How
many possible answers? Construct a set of linear inequalities
that can be used for this problem.
Application
„ Remarks:
„ Let x represent the number of trick
skis and y represent the number o x≥0 x and y must both be
slalom skis. Then the following positive
system of linear inequalities y≥0 Number of trick skis has to
describes our problem be less than or equal to 15
mathematically. The graph of this x ≤ 15 Constraint on the total
region gives the set of ordered pairs
8 x + 8 y ≤ 160 Constraint on the
number of design hours

corresponding to the number of

each type of ski that can be 4 x + 12 y ≤ 180 hours
number of finishing

manufactured. Actually, only whole

numbers for x and y should be
used, but we will assume, for the
moment that x and y can be any See next slide for graph of
positive real number. solution set.
 5.2 Linear Programming in
two dimensions: a geometric
approach

In this section, we will explore applications

which utilize the graph of a system of
linear inequalities.
A familiar example
„ We have seen this problem before. An extra condition will be
added to make the example more interesting. Suppose a
manufacturer makes two types of skis: a trick ski and a slalom
ski. Suppose each trick ski requires 8 hours of design work and
4 hours of finishing. Each slalom ski 8 hours of design and 12
hours of finishing. Furthermore, the total number of hours
allocated for design work is 160 and the total available hours for
finishing work is 180 hours. Finally, the number of trick skis
produced must be less than or equal to 15. How many trick skis
and how many slalom skis can be made under these
conditions? Now, here is the twist: Suppose the profit on each
trick ski is $5 and the profit for each slalom ski is $10. How
many each of each type of ski should the manufacturer produce
to earn the greatest profit?
Linear Programming problem
„ This is an example of a linear programming problem. Every linear
programming problem has two components:
„ 1. A linear objective function is to be maximized or minimized. In
our case the objective function is Profit = 5x + 10y (5 dollars profit
for each trick ski manufactured and $10 for every slalom ski produced).
„ 2. A collection of linear inequalities that must be satisfied
simultaneously. These are called the constraints of the problem
because these inequalities give limitations on the values of x and y. In
our case, the linear inequalities x≥0 x and y have to be positive
„ are the constraints. y≥0 The number of trick skis must

Profit = 5x + 10y x ≤ 15 be less than or equal to 15

8 x + 8 y ≤ 160 Design constraint: 8 hours to

design each trick ski and 8
4 x + 12 y ≤ 180 hours to design each slalom
ski. Total design hours must
Finishing constraint: Four hours
be less than or equal to 160
for each trick ski and 12 hours for
each slalom ski.
Linear programming
„ 3. The feasible set is the set of all points that are possible for the
solution. In this case, we want to determine the value(s) of x, the
number of trick skis and y, the number of slalom skis that will yield the
maximum profit. Only certain points are eligible. Those are the points
within the common region of intersection of the graphs of the
constraining inequalities. Let’s return to the graph of the system of
linear inequalities. Notice that the feasible set is the yellow shaded
region.
„ Our task is to maximize the profit function
„ P = 5x + 10y by producing x trick skis and y slalom
skis, but use only values of x and y that are within the
yellow region graphed in the next slide.
Maximizing the profit
„ Profit = 5x + 10y Suppose profit equals a constant value, say k .
Then the equation
„ k = 5x + 10y represents a family of parallel lines each with
slope of one-half. For each value of k (a given profit) , there is a
unique line. What we are attempting to do is to find the largest
value of k possible. The graph on the next slide shows a few
iso-profit lines. Every point on this profit line represents a
production schedule of x and y that gives a constant profit of k
dollars. As the profit k increases, the line shifts upward by the
amount of increase while remaining parallel. The maximum
value of profit occurs at what is called a corner point- a point of
intersection of two lines. The exact point of intersection of the
two lines is (7.5,12.5). Since x and y must be whole numbers,
we round the answer down to (7,12). See the graph in the next
slide.
Maximizing the Profit
„ Thus, the manufacturer should produce 7 trick skis and 12
slalom skis to achieve maximum profit. What is the maximum
profit?

„ P = 5x + 10y P=5(7)+10(12)=35 + 120 = 155

General Result
„ If a linear programming problem has a solution, it is located at a
vertex of the set of feasible solutions. If a linear programming
problem has more than one solution, at least one of them is
located at a vertex of the set of feasible solutions.
„ If the set of feasible solutions is bounded, as in our example,
then it can be enclosed within a circle of a given radius. In these
cases, the solutions of the linear programming problems will be
unique.
„ If the set of feasible solutions is not bounded, then the solution
may or may not exist. Use the graph to determine whether a
solution exists or not.
General Procedure for Solving Linear
Programming Problems
„ 1. Write an expression for the quantity that is to be maximized or
minimized. This quantity is called the objective function and
will be of the form z = Ax + By. In our case z = 5x + 10y.

„ 2. Determine all the constraints and graph them

„ 3. Determine the feasible set of solutions- the set of points
which satisfy all the constraints simultaneously.
„ 4. Determine the vertices of the feasible set. Each vertex will
correspond to the point of intersection of two linear equations.
So, to determine all the vertices, find these points of
intersection.
„ 5. Determine the value of the objective function at each vertex.
Linear programming problem with no
solution
„ Maximize the quantity z =x +2y subject to the constraints
„ x+y ≥ 1,x ≥ 0,y ≥ 0
„ 1. The objective function is z = x + 2y is to be maximized.
„ 2. Graph the constraints: (see next slide)
„ 3. Determine the feasible set (see next slide)
„ 4. Determine the vertices of the feasible set. There are two vertices
from our graph. (1,0) and (0,1)
„ 5. Determine the value of the objective function at each vertex.
„ 6. at (1,0): z = (1) + 2(0) = 1
„ at (0, 1) : z = 0 + 2(1) = 2 .
„ We can see from the graph there is no feasible point that makes z
largest. We conclude that the linear programming problem has no
solution.
 5.3 Geometric Introduction
to the Simplex Method

The geometric method of the previous section is limited in that it is only

useful for problems involving two decision variables and cannot be used
for applications involving three or more decision variables. It is for this
reason, that a more sophisticated method be developed for such
situations. A man by the name George B. Dantzig developed such a
method in 1947 while being assigned to the U.S. military.
An interview with George Dantzig,
inventor of the simplex method
http://www.e-optimization.com/directory/trailblazers/dantzig/interview_opt.cfm
„ How do you explain optimization to people who haven't heard of it?
„ GEORGE
I would illustrate the concept using simple examples such as the diet
problem or the blending of crude oils to make high-octane gasoline.
„ IRV
What do you think has held optimization back from becoming more
popular?
„ GEORGE
It is a technical idea that needs to be demonstrated over and over
again. We need to show that firms that use it make more money than
those who don't.
„ IRV
Can you recall when optimization started to become used as a word in
the field?
„ GEORGE
From the very beginning of linear programming in 1947, terms like
maximizing, minimizing, extremizing, optimizing a linear form and
optimizing a linear program were used.
An interview with George Dantzig,
inventor of the simplex method
„ The whole idea of objective function, which of course optimization applies, was
not known prior to linear programming. In other words, the idea of optimizing
something was something that nobody could do, because nobody tried to
optimize. So while you are very happy with it and say it's a very familiar term,
optimization just meant doing it better than somebody else. And the whole
concept of getting the optimum solution just didn't exist. So my introducing the
whole idea of optimization in the early days was novel.
„ IRV
I understand that while programming the war effort in World War II was done on
a vast scale, the term optimization as a word was never used. What was used
instead?
„ GEORGE
A program can be thought of as a set of blocks, or activities, of different shapes
that can to be fitted together according to certain rules, or mass balance
constraints. Usually these can be combined in many different ways, some more,
some less desirable than other combinations. Before linear programming and
the simplex method were invented, it was not possible to computationally
determine the best combination such as finding the program that maximizes the
number of sorties flown. Instead, all kinds of ground rules were invented
deemed by those in charge to be desirable characteristics for a program to
have. A typical example of a ground rule that might have been used was: "Go
ask General Arnold which alternative he prefers." A big program might contain
hundreds of such highly subjective rules.
An interview with George Dantzig,
inventor of the simplex method
„ And I said to myself: "Well, we can't work with all these rules."
Because what it meant was that you set up a plan. Then you
have so many rules that you have to get some resolution of
these rules and statements of what they were. To do this, you
had to be running to the general, and to his assistants and
asking them all kinds of questions.
„ IRV
Name some of your most important early contributions.
„ GEORGE
The first was the recognition that most practical planning
problems could be reformulated mathematically as finding a
solution to a system of linear inequalities. My second
contribution was recognizing that the plethora of ground rules
could be eliminated and replaced by a general objective function
to be optimized. My third contribution was the invention of the
simplex method of solution.
An interview with George Dantzig,
inventor of the simplex method
„ IRV
And these were great ideas that worked and still do.
„ GEORGE
Yes, I was very lucky.
„ IRV
What would you say is the most invalid criticism of optimization?
„ GEORGE
Saying: "It's a waste of time to optimize because one does not
really know what are the exact values of the input data for the
program."
„ IRV
Ok, let's turn this around. What would you say is the greatest
potential of optimization?
„ GEORGE
It has the potential to change the world.
George Dantzig
An example
„ To see how this method works, we will use a modified form of a
previous example. Consider the linear programming problem of
maximizing z under the constraints. The problem constraints
involve ≤ inequalities with positive constants to the right of the
inequality symbol. Optimization problems that satisfy this
condition are called standard maximization problems.
z = 5 x + 10 y

8 x + 8 y ≤ 160
4 x + 12 y ≤ 180
x ≥ 0; y ≥ 0
Slack Variable
„ To use the simplex method of the next section, the constraint
inequalities must be converted to a system of linear equations
by using what are called slack variables. In particular, consider
the two constraint inequalities 8 x + 8 y ≤ 160 To make this into a
4 x + 12 y ≤ 180
„ a system of two equations, two unknowns, we use the slack variables,

„ s1 s2 as follows. They are called slack variables because

they take up the slack between the left and right hand sides of the
inequalities.
8 x + 8 y + s1 = 160
4 x + 12 y + s2 = 180
Slack variables
„ We now have two equations, but four unknowns, x , y , s1 s2
„ The system has an infinite number of solutions since there are
more unknowns than equations. We can make the system be
consistent by assigning two of the variables a value of zero and
then solving for the remaining two variables. This is
accomplished by dividing the four variables into two groups:
„ 1. Basic variables
„ 2. Non-basic variables.
„ We are free to select any two of the four variables as basic
variables while the remaining two variables automatically
become non-basic variables. The non-basic variables are
always assigned a value of zero. Then, solve the equations for
the two basic solutions.
Basic Solutions and the Feasible
Region
„ There is a association between the basic solutions and the
intersection points of the boundary lines of the feasible region.
This is best illustrated by an example: Consider the feasible set
determined by the constraints The graph of the feasible set is
shown on the next slide along with the feasible region.

z = 5 x + 10 y

8 x + 8 y ≤ 160
4 x + 12 y ≤ 180
x ≥ 0; y ≥ 0
Basic Solutions and the Feasible
Region
„ We will start with our linear equations containing the two slack
variables. We will systematically assign two of these variables a zero
(non-basic variables) value and then solve for the remaining two
variables (basic variables). The result is displayed in a table. To
illustrate how the table is constructed, study the example: Assign x = 0
and y = 0 as our non-basic variables. Then 8(0) + 8(0) + s1 = 160 so
s1 = 160. Substitute x = 0 and y = 0 in the second equation to obtain
„ 4(0) + 12(0) + s2 = 180 . This implies that s2 = 180
„ x y s1 s2 point feasible?
„ 0 0 160 180 (0,0) yes
„ There are six different rows of the table corresponding to six
different ways you can 2 variables a value of zero out of four
possible variables. The rest of the table is displayed in the next
slide. 8 x + 8 y + s = 160
1

4 x + 12 y + s2 = 180
Table: Basic Solutions
x y s1 s2 Point Feasible
?

0 0 160 180 (0,0) yes

0 20 0 -60 (0,20) No

0 15 40 0 (0,15) Yes

20 0 0 100 (20,0) Yes

45 0 -200 0 (45,0) no

7.5 12.5 0 0 (7.5,12.5) Yes-

solution
Discovery!
„ In the previous table, you may observe that a basic solution that is not
feasible includes at least one negative value and that a basic
feasible solution does not include any negative values.

„ That is, we can determine the feasibility of a basic solution simply

by examining the signs of all the variables in the solution.

„ Observe that basic feasible solutions correspond to corner points

(vertices) of the feasible region, which also include the optimum
solution of the linear programming problem, which in this case is
(7.5, 12.5)
Generalization:
„ Given a system of linear equations associated with a linear
programming problem in which there will always be more variables than
equations, the variables are separated into two mutually exclusive
groups called basic variables and non-basic variables.

„ Basic variables are selected arbitrarily with the restriction that there are
as many basic variables as there are equations. The remaining
variables are called non-basic variables.

„ We obtain a solution by assigning the non-basic variables a value of

zero and solving for the basic variables. If a basic solution has no
negative values, it is a basic feasible solution.

„ Theorem: If the optimal value of the objective function in a linear

programming problem exists, then that value must occur at one
„ ( or more ) of the basic feasible solutions.
Conclusion:
„ This is simply the first step in developing a procedure for solving
a more complicated linear programming problem. But it is an
important step in that we have been able to identify all the
corner points (vertices) of the feasible set without drawing its
graph since the graphical method will not work for systems
having 3 or more variables.
5.4 Simplex method:
maximization with problem
constraints of the form ≤

The procedures for the simplex method will

be illustrated through an example. Be sure
to read the textbook to fully understand all
the concepts involved.
Example:
† We will solve the same problem that was presented earlier, but this
time we will use the simplex method. We wish to maximize the Profit
function subject to the constraints below. The method introduced here
can be used to solve larger systems that are more complicated.

P = 5 x + 10 y
8 x + 8 y ≤ 160
4 x + 12 y ≤ 180
x ≥ 0; y ≥ 0
Introduce slack variables; rewrite
objective function
† First step is to rewrite the system without the inequality
s
symbols and introduce the slack variables, 1 and s 2

8 x + 8 y + s1 = 160
4 x + 12 y + s2 = 180
−5 x − 10 y + P = 0
x, y, s1 , s2 ≥ 0
Represent linear system using
matrix
† The variable y was replaced the
x
variable 2

x1 x2 s1 s2 P
s1 8 8 1 0 0 160
s2 4 12 0 1 0 180
P −5 −10 0 0 1 0
Determine the pivot element
x1 x2 s1 s2 P
s1 8 8 1 0 0 160
s2 4 12 0 1 0 180
P −5 −10 0 0 1 0

† In the last row, we see the most negative element is -10.

Therefore, the column containing -10 is the pivot column.
† To determine the pivot row, we divide the coefficients above
the -10 into the numbers in the rightmost column and
determine the smallest quotient. Since 160 divided by 8 is 20
and 180 divided by 12 is 15, the constant 12 becomes the
pivot element.
Using the pivot element and
elementary row operations
† 1.Divide row 2 by 12 to get a 1 in the position of the pivot element.
† 2. Obtain zeros in the other two positions of the pivot column.
† 3. x2 becomes the entering variable and s2 exits.
x1 x2 s1 s2 P x1 x2 s1 s2 P
s1 8 8 1 0 0 160
16 −2
s2 4 12 0 1 0 180 s1 0 1 0 40
3 3
P −5 −10 0 0 1 0
1 1
x1 x2 s1 s2 P x2 1 0 0 15
3 12
s1 8 8 1 0 0 160
−5 5
1 1 P 0 0 1 150
x2 1 0 0 15 3 6
3 12
P −5 −10 0 0 1 0
Find the next pivot element and
repeat the process
† The process must continue since the last row of the matrix
contains a negative value ( -5/3) We use the same procedure
to find the next pivot element. Divide 15 by 1/3 to obtain 45.
Divide 7.5 by 1 to obtain 7.5. Since 7.5 is less than 45, our
next pivot element is 1. The entering variable of x1replaces the
exiting variable s1. x1 x2 s1 s2 P
3 −1
x1 1 0 0 7.5
x1 enters, and 16 8
s1 exits 1 1
x2 1 0 0 15
3 12
−5 5
P 0 0 1 150
3 6
 Obtain zeros in the remaining two
entries of the pivot column:
† 1. Multiply row 1 by 5/3 and add the result to row 3. Replace row 3 by
that sum.
† 2. Multiply row 1 by -1/3 and add result to row 2. Replace row 2.

x1 x2 s1 s2 P
−1
s
3
x1 1 0 0 7.5
16 8
−1 1
x2 0 1 0 12.5
16 8
5 5 275
P 0 0 1
16 8 2
Find the solution
† Since the last row of the matrix contains no negative numbers, we can
stop the procedure and find the solution. IF the slack variables are
assigned a value of zero, then we have x= 7.5 and y = x2=12.5. This
is the same solution we obtained geometrically.

x1 x2 s1 s2 P
3 −1
x1 1 0 0 7.5
16 8
−1 1
x2 0 1 0 12.5
16 8
5 5 275
P 0 0 1
16 8 2
5.5 Dual problem: minimization with
problem constraints of the form ≥
„Associated with each minimization problem with ≥ constraints is
a maximization problem called the dual problem. The dual problem
will be illustrated through an example. Read the textbook carefully
to learn the details of this method. We wish to minimize the
objective function subject to certain constraints:

C = 16 x1 + 9 x2 + 21x3
x1 + x2 + 3 x3 ≥ 12
2 x1 + x2 + x3 ≥ 16
x1 , x2 , x3 ≥ 0
 Initial matrix
„ We start with an initial matrix , A, corresponds to the problem constraints:

⎡ 1 1 3 12 ⎤
⎢ 2 1 1 16 ⎥
A=⎢ ⎥
⎢16 9 21 1 ⎥
⎢ ⎥
⎣ ⎦
 Transpose of matrix A
„ To find the transpose of matrix A, interchange the rows and columns
so that the first row of A is now the first column of A transpose.

⎡ 1 2 16 ⎤
A =T ⎢1 1 9 ⎥
⎢ ⎥
⎢ 3 1 21 ⎥
⎢ ⎥
⎣12 16 1 ⎦
Dual of the minimization problem is
the following maximization
problem:
„ Maximize P under the following constraints.

P = 12 y1 + 16 y2
y1 + 2 y2 ≤ 16
y1 + y2 ≤ 9
3 y1 + y2 ≤ 21
y1 , y2 ≥ 0
Theorem 1: Fundamental principle
of Duality
„ A minimization problem has a solution if
and only if its dual problem has a solution.
If a solution exists, then the optimal value
of the minimization problem is the same
as the optimum value of the dual problem.
 Forming the Dual problem with
slack variables x1, x x 2, 3

„ result:
y1 + 2 y2 + x1 = 16
y1 + y2 + x2 =9
3 y1 + y2 + x3 = 21
−12 y1 − 16 y2 + p = 0
 Form the simplex tableau for the
dual problem and determine the
pivot element
„ The first pivot element is 2 (in red) because it is located in the column with
the smallest negative number at the bottom(-16) and when divided into the
rightmost constants, yields the smallest quotient (16 divided by 2 is 8)

y1 y2 x1 x2 x3 P
x1 1 2 1 0 0 16
x2 1 1 0 1 0 9
x3 3 1 0 0 1 21
P − 12 − 16 0 0 0 0
 Divide row 1 by the pivot element
(2) and change the exiting variable
to y2 (in red)
„ Result:
y1 y2 x1 x2 x3 P
y2 .5 1 .5 0 0 8
x2 1 1 0 1 0 9
x3 3 1 0 0 1 21
P −12 −16 0 0 0 0
 Perform row operations to get zeros in the column containing the pivot
element. Identify the next pivot element (0.5) (in red)

-1*row 1 + R2=R2
-1*row1+r3 =r3 y1 y2 x1 x2 x3 P
16*r1+r4 = r4
y2 .5 1 .5 0 0 8
x2 .5 0 −.5 1 0 1
x3 2.5 0 −.5 0 1 13
P −4 0
New pivot element
8 0 0 128
Pivot element
located in this
column
 Variable y1 becomes new entering variable

„ Divide row 2 by 0.5 to obtain a 1 in the pivot position.

y1 y2 x1 x2 x3 P
y2 .5 1 .5 0 0 8
y1 1 0 −1 2 0 2
x3 2.5 0 −.5 0 1 13
P −4 0 8 0 0 128
 More row operations
„ -0.5*row2 + row1=Row1
„ -2.5*row 2 + row3=row3
„ 4*row2+row4=row4

y1 y2 x1 x2 x3 P
y2 0 1 1 −1 0 8
y1 1 0 −1 2 0 2
x3 0 0 2 −5 1 8
P 0 0 4 8 0 136
Solution: An optimal solution to a minimization problem can always be
obtained from the bottom row of the final simplex tableau for the dual

problem.

„ Minimum of P is 136. It occurs at x 1 = 4 , x 2 =8, x 3 =0

y1 y2 x1 x2 x3 P
y2 0 1 1 −1 0 8
y1 1 0 −1 2 0 2
x3 0 0 2 −5 1 8
P 0 0 4 8 0 136
 5.6 Maximization and
Minimization with Mixed
Problem Constraints
Introduction to the Big M
Method
„ In this section, a generalized version of
the simplex method that will solve both
maximization and minimization
problems with any combination of
„ ≤ ≥ = constraints will be
presented.
Definition: Initial Simplex
Tableau
„ For a system tableau to be considered an initial
simplex tableau, it must satisfy the following two
requirements:
z 1. A variable can be selected as a basic variable only
if it corresponds to a column in the tableau that has
exactly one nonzero element and the nonzero
element in the column is not in the same row as the
nonzero element in the column of another basic
variable.
z 2. The remaining variables are then selected as non-
basic variables to be set equal to zero in determining
a basic solution.
z 3. The basic solution found by setting the non-basic
variables equal to zero is feasible.
Key Steps of the big M
method
„ Big M Method: Introducing slack, surplus, and artificial
variables to form the modified problem
z 1. If any problem constraints have negative constants on the
right side, multiply both sides by -1 to obtain a constraint with
a nonnegative constant. (remember to reverse the direction of
the inequality if the constraint is an inequality).
z 2. Introduce a slack variable for each constraint of the form

z
≤
3. Introduce a surplus variable and an artificial variable in
each
≥ constraint.

z 4. Introduce an artificial variable in each = constraint.

z 5. For each artificial variable a, add –Ma to the objective
function. Use the same constant M for all artificial variables.
An example:

„ Maximize P = 3 x1 − 2 x2 + x3
„ subject to :
x1 − 2 x2 + x3 ≥ 5
− x1 − 3 x2 + 4 x3 ≤ −10
2 x1 + 4 x2 + 5 x3 ≤ 20
3 x1 − x2 − x3 = −15
x1, x2 , x3 ≥ 0
Solution:
1) Notice that the second constraint has a
negative number on the right hand
side. To make that number positive,
multiply both sides by -1 and reverse
the direction of the inequality:

x1 + 3 x2 − 4 x3 ≥ 10
2. The fourth constraint has a negative number
on the right hand side so multiply both sides
of this equation by -1 to change the sign of -
5 to + 15:

−3 x1 + x2 + x3 = 15
Solution continued:

3) Introduce a surplus variable and

an artificial variable for the
constraint:

x1 − 2 x2 + x3 ≥ 5 →
x1 − 2 x2 + x3 − s1 + a1 = 5
Solution continued:
„ 4) Do the same procedure for the other
„ constraint:≥
x1 + 3 x2 − 4 x3 − s2 + a2 = 10
5) Introduce surplus variable for less
than or equal to constraint:

2 x1 + 4 x2 + 5 x3 + s3 = 20
Solution continued:
„ 6) Introduce the third artificial variable for the
equation constraint:

−3 x1 + x2 + x3 + a3 = 15

7) For each of the three artificial

variables, we will add –Ma to the
objective function:

P = 3 x1 − 2 x2 + x3 − Ma1 − Ma2 − Ma3

Final result
„ The modified problem
is:
Maximize
P = 3 x1 − 2 x2 + x3 − Ma1 − Ma2 − Ma3

subject to the constraints:

x1 − 2 x2 + x3 − s1 + a1 = 5
x1 + 3 x2 − 4 x3 − s2 + a2 = 10
2 x1 + 4 x2 + 5 x3 + s3 = 20
−3 x1 + x2 + x3 + a3 = 15
Key steps for solving a problem
using the big M method
„ Now that we have learned the procedure
for finding the modified problem for a linear
programming problem, we will turn our
attention to the procedure for actually
solving such problems. The procedure is
called the Big M Method.
Big M Method: solving the
problem
„ 1. Form the preliminary simplex tableau for
the modified problem.
„ 2. Use row operations to eliminate the M’s
in the bottom row of the preliminary
simplex tableau in the columns
corresponding to the artificial variables.
The resulting tableau is the initial simplex
tableau.
„ 3. Solve the modified problem by applying
the simplex method to the initial simplex
tableau found in the second step.
Big M method: continued:

„ 4. Relate the optimal solution of the

modified problem to the original problem.
z A) if the modified problem has no optimal
solution, the original problem has no optimal
solution.
z B) if all artificial variables are 0 in the optimal
solution to the modified problem, delete the
artificial variables to find an optimal solution to
the original problem
z C) if any artificial variables are nonzero in the
optimal solution, the original problem has no
optimal solution.
An example to illustrate the
Big M method:
„ Maximize

P = x1 + 4 x 2 + 2 x 3
Subject to
x 2 + x3 ≤ 4
x1 − x 3 = 6
x1 − x 2 − x 3 ≥ 1
Solution:
„ Form the preliminary simplex tableau for the
modified problem: Introduce slack variables,
.
artificial variables and variable M

x2 + x3 + s1 = 4
x1 − x3 + a1 = 6
x1 − x2 − x3 − s 2 + a 2 = 1
− x1 − 4 x2 − 2 x3 + Ma1 + Ma2 + P = 0
Solution:

„ Use row operations to eliminate M’s in

the bottom row of the preliminary simplex
tableau.
z (-M) R2 + R4 = R4
z (-M)R3 + R4 = R4
Solution:

„ Solve the modified problem by

applying the simplex method:

The basic variables

are
s ,a ,a , P
1 1 2

The basic solution is

feasible:
Solution:

„ Use the following operations to solve

the problem:
− 1R2 + R3 → R3
( 2 M + 1 )R2 + R4 → R4
3R1 + R4 → R4
MR3 + R4 → R4
( 1 )R1 + R4 → R4
Solution:

„ .
x1 x2 x3 s1 a1 s2 a2 P
0 1 1 1 0 0 0 0 4
1 0 −1 0 1 0 0 0 6
0 −1 0 0 −1 −1 1 0 − 5
0 0 1 4 ( M +1) 0 M 1 22
Solution:

x2 = 4
x1 = 6
P = 22
x3 = 0