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Problem 1

The document describes solving four linear programming problems using the simplex method. Each problem involves maximizing or minimizing an objective function subject to constraints. The problems are solved by introducing slack variables, finding pivot elements, and iterating to reach an optimal solution. The optimal solutions found were x1=18.3333, x2=0, x3=6.6667 for problem 1; x1=0, x2=10, x3=10 for problem 2; and x1=0, x2=12, x3=16 for problem 4, maximizing the objective function in each case.

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0% found this document useful (0 votes)
110 views17 pages

Problem 1

The document describes solving four linear programming problems using the simplex method. Each problem involves maximizing or minimizing an objective function subject to constraints. The problems are solved by introducing slack variables, finding pivot elements, and iterating to reach an optimal solution. The optimal solutions found were x1=18.3333, x2=0, x3=6.6667 for problem 1; x1=0, x2=10, x3=10 for problem 2; and x1=0, x2=12, x3=16 for problem 4, maximizing the objective function in each case.

Uploaded by

Roqaia Alwan
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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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Download as DOCX, PDF, TXT or read online on Scribd
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Problem 1:

Question 1:

MAX Z = 5x1 + 7x2 + 4x3


subject to
2x1 + 4x2 + 2x3 <= 50
2x1 + 3x2 - x3 <= 30
x1 + 2x2 + 2x3 <= 75
and x1,x2,x3 >= 0

Solution:

Max  x
= 5 + 7 x2 + 4 x3
Z 1

subject to

2 x1 + 4 x2 + 2 x3 ≤ 50

2 x1 + 3 x2 - x3 ≤ 30

x1 + 2 x2 + 2 x3 ≤ 75

and x1,x2,x3≥0;

After introducing slack variables

Max  x S
= 5 x1 + 7 + 4 x3 + 0 + 0 S2 + 0 S3
Z 2 1

subject to

S
2 x1 + 4 x2 + 2 x3 + = 50
1

S
2 x1 + 3 x2 - x3 + = 30
2

x1 + 2 x2 + 2 x3 + S = 75
3

and x1,x2,x3,S1,S2,S3≥0

pivot element is 3


minimum  is -6.3333 and its column index is 3. So, the entering variable is x3.

Minimum ratio is 3 and its row index is 1. So, the leaving basis variable is S1.

pivot element is 3.3333.


optimal solution
x1=18.3333,x2=0,x3=6.6667

Max =118.3333
Problem 2:

Min  x
= 5 + 3 x2 + 8 x3
Z 1

subject to

2 x1 + x2 + 3 x3 ≥ 40

x1 + x2 + x3 ≥ 20

3 x1 + 4 x2 + 2 x3 ≤ 60

and x1,x2,x3≥0;

Phase-1:

After introducing slack,surplus,artificial variables

Min 
= A1 + A2
Z

subject to

x
2 + x2 + 3 x3 - S1 + A1 = 40
1

x
+ x2 + x3 - S2 + A2 = 20
1

x
3 + 4 x2 + 2 x3 + S3 = 60
1

and x1,x2,x3,S1,S2,S3,A1,A2≥0
Zj-Cj≤0

optimal soultion is
x1=0,x2=10,x3=10
min Z=0

Phase-2:

Min Z=5x1+3x2+8x3+0S1+0S2+0S3

Maximuization Zj-Cj is 0.5 and its column index is 1. So, the entering variable is x1.

 Minimum ratio is 20 

The pivot element is 0.5

Entering =x1, Departing =x2, Key Element =0.5


pivot element is 5.

Zj-Cj≤0

optimal :x1=20,x2=0,x3=0

Min Z=100
Problem 3:

x1 x2 x3 s1 s2 s3
s1 0 -2 0 1 -1.25 -0.25
x3 0 1 1 0 0.5 -0.5
x1 1 1 0 0 0.25 0.25
z 0 7 0 0 4.25 0.25
cj 20 10 10 10 -2.5 -2.5
∆j = cj -z 20 3 10 10 -6.75 -2.75

so , in ∆J row ( non basis variable have non zero value so solution is finite or optimum

sensitivity analysis of Z
From the table the coefficient of Z are 0,7

Problem 4::

Min  x
= 7 + 4 x2 + 9 x3
Z 1

subject to

2 x1 + x2 + 3 x3 ≥ 60
x1 + 2 x2 + x3 ≥ 40

3 x1 + 4 x2 + x3 ≤ 80

and x1,x2,x3≥0;

Problem is

Max  x
= - 7 x1 - 4 - 9 x3
Z 2

subject to

x
- 2 x1 - x2 - 3 ≤ -60
3

x
- x1 - 2 x2 - ≤ -40
3

x
3 x1 + 4 x2 + ≤ 80
3

and x1,x2,x3≥0;

After introducing slack variables


 

Max  S
= - 7 x1 - 4 x2 - 9 x3 + 0 + 0 S2 + 0 S3
Z 1

subject to

x x
- 2 x1 - -3 + S1 = -60
2 3

x x
- x1 - 2 - + S2 = -40
2 3

x x
3 x1 + 4 + + S3 = 80
2 3

and x1,x2,x3,S1,S2,S3≥0
pivot element is -3.
Find solution using dual-simplex method
MIN Z = 7x1 + 4x2 + 9x3
subject to
02x1 + x2 + 3x3 >= 60
x1 + 2x2 + x3 >= 40
3x1 + 04x2 + x3 <= 80
and x1,x2,x3 >= 0
Min 
= 7 x1 + 4 x2 + 9 x3
Z
subject to
2 x1 + x2 + 3 x3 ≥ 60
x1 + 2 x2 + x3 ≥ 40
3 x1 + 4 x2 + x3 ≤ 80
and x1,x2,x3≥0;

Max 
= - 7 x1 - 4 x2 - 9 x3
Z
subject to
- 2 x1 - x2 - 3 x ≤ -60
3

- x1 - 2 x2 - x3 ≤ -40

3 x1 + 4 x2 + x3 ≤ 80
and x1,x2,x3≥0;

After introducing slack variables


Max 
= - 7 x1 - 4 x2 - 9 x3 + 0 S1 + 0 S2 + 0 S3
Z
subject to
- 2 x1 - x - 3 x + S1 = -60
2 3

- x1 - 2 x2 - x3 + S2 = -40

3 x1 + 4 x2 + x3 + S3 = 80
and x1,x2,x3,S1,S2,S3≥0

Iteration-1 Cj -7 -4 -9 0 0 0

B CB XB x1 x2 x3 S1 S2 S3

S1 0 -60 -2 -1 (-3) 1 0 0

S2 0 -40 -1 -2 -1 0 1 0
S3 0 80 3 4 1 0 0 1

Z=0 Zj 0 0 0 0 0 0

Zj-Cj 7 4 9 0 0 0

Ratio=Zj-CjS1,j
-3.5 -4 -3↑ --- --- ---
and S1,j<0

Entering =x3, Departing =S1, Key Element =-3

R1(new)=R1(old)÷(-3)

R2(new)=R2(old) + R1(new)

R3(new)=R3(old) - R1(new)
Iteration-2 Cj -7 -4 -9 0 0 0

B CB XB x1 x2 x3 S1 S2 S3

x3 -9 20 0.6667 0.3333 1 -0.3333 0 0

S2 0 -20 -0.3333 (-1.6667) 0 -0.3333 1 0

S3 0 60 2.3333 3.6667 0 0.3333 0 1

Z=-180 Zj -6 -3 -9 3 0 0

Zj-Cj 1 1 0 3 0 0

Ratio=Zj-CjS2,j
-3 -0.6↑ --- -9 --- ---
and S2,j<0

pivot element is -1.6667.


Zj-Cj≥0 , XBi≥0 
optimal solution x1=0,x2=12,x3=16
Max Z=-192 Min Z=192

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