4.
3-7
a) We are given the information that x1 > 0, x2 = 0, and x3 > 0 in the optimal solution so the problem can be
rewrite:
Maximize Z = 2x1 + 3x3
subject to x1 + 2x3 ≤ 30
x1 + x3 ≤ 24
3x1 + 3x3 ≤ 60
x1 ≥ 0, x3 ≥ 0
Or:
Maximize Z = 2x1 + 3x3
subject to x1 + 2x3 ≤ 30
x1 + x3 ≤ 20
x1 ≥ 0, x3 ≥ 0
Simplex method → Maximize Z = 2x1 + 3x3
subject to x1 + 2x3 + s1 = 30
x1 + x3 + s2 = 20
x1 ≥ 0, x3 ≥ 0
x1 > 0 and x3 > 0 and in the optimal solution -> They are two entering basic variables will lead to an optimal
solution. The leaving basic variables are s1 and s2 will be determined by the minimum ratio test at each
iteration. So after two iteration, we will have optimal solution with x1, x3 are basis variables.
b)
Basic
Iteration x1 x3 s1 s2 RHS Ratio
variable
Z -2 -3 0 0 0
0 s1 1 2 1 0 30 15
s2 1 1 0 1 20 20
Z -0.5 0 1.5 0 45
1 x3 0.5 1 0.5 0 15 30
s2 0.5 0 -0.5 1 5 10
Z 0 0 1 1 50
2 x3 0 1 1 -1 10
x1 1 0 -1 2 10
-> Optimal solution: x1 = 10, x2 = 0, x3 = 10, Z = 50
4.4 – 1
Maximize Z = 4500x1+4500x2
Subject to: x1 ≤ 1
x2 ≤ 1
5000x1 + 4000x2 ≤ 6000
400x1 + 500x2 ≤ 600
And x1 ≥ 0, x2 ≥ 0
Standard From Maximize Z = 4500x1+4500x2
Subject to: x1 + s3 = 1
x2 + s4 = 1
5000x1 + 4000x2 + s1 = 6000
400x1 + 500x2 + s2 = 600
And s1 ≥ 0, s2 ≥ 0, s3 ≥ 0, s4 ≥ 0, x1 ≥ 0, x2 ≥ 0
Basic s3 s4
Iteration x1 x2 s1 s2 RHS Ratio
variable
Z - - 0 0 0 0 0
0 4500 4500
s1 5000 4000 1 0 0 0 6000 6/5
s2 400 500 0 1 0 0 600 3/2
s3 1 0 0 0 1 0 1 1
s4 0 1 0 0 0 1 1
Z 0 - 0 0 4500 0 4500
1 4500
s1 0 4000 1 0 -5000 0 1000 1/4
s2 0 500 0 1 -400 0 200 2/5
x1 1 0 0 0 1 0 1
s4 0 1 0 0 0 1 1 1
Z 0 0 1.125 0 -1125 0 5625
2 x2 0 1 1/4000 0 -1.25 0 0.25
s2 0 0 -0.125 1 225 0 75 75/225
x1 0 0 0 0 1 0 1 1
s4 1 0 - 0 1.25 1 0.75 3/5
1/4000
Z 0 0 0.5 5 0 0 6000
3 x2 0 1 - 1/180 0 0 2/3
1/2250
s3 0 0 - 1/225 1 0 1/3
1/1800
x1 0 0 1/1800 -1/225 0 0 2/3
s4 1 0 1/2250 -1/180 0 1 1/3
2 2
-> Optimal solution: x1 = 3, x2 = 3, Z = 6000
4.4 – 2
Maximize 𝑍 = 𝑥1 + 2𝑥2 Standard form Maximize 𝑍 = 𝑥1 + 2𝑥2
Subject to: 𝑥1 + 3𝑥2 ≤ 8 Subject to: 𝑥1 + 3𝑥2 + 𝑠1 = 8
𝑥1 + 𝑥2 ≤ 4 𝑥1 + 𝑥2 + 𝑠2 = 4
and: 𝑥1 ≥ 0, 𝑥2 ≥ 0 and: 𝑥1 ≥ 0, 𝑥2 ≥ 0, 𝑠1 ≥ 0, 𝑠2 ≥
0
Basic
Iteration x1 x2 s1 s2 RHS Ratio
variable
Z -1 -2 0 0 0
0 s1 1 3 1 0 8 8/3
s2 1 1 0 1 4 4/1
Z -1/3 0 2/3 0 16/3
1 s1 1/3 1 1/3 0 8/3 8/3 ÷ 1/3
x2 2/3 0 -1/3 1 4/3 4/3 ÷ 2/3
Z 0 0 1/2 1/2 6
x1 0 1 1/2 -1/2 2
2 x2 1 0 -1/2 3/2 2
All number in the Z-equation are non-negative, reach optimal solution: x1=2, x2=2, Z=6
4.4-3.
Standard form
Objective Function:
Maximize: Z = 2X1 + X2
Subject to:
X1 + X2 + S1 = 40
4X1 + X2 + S2 = 100
X1, X2, S1, S2 ≥ 0
a) Graphical method
• CPF solutions:
o (0,0) → z = 2x0 + 0 = 0
o (0,40) → z= 2x0 + 40 = 40
o (20,20) → z= 2x20 +20 = 60
o (25,0) → z= 2x25 + 0 = 50
→ Optimal solution is X1 = 20 and X2 = 20 then z = 60
C) simplex method in algebraic form.
Non-basic variables Basic variables
X1 = 0 S1 = 40
X2 = 0 S2 = 100
➔ Z=0
X2 = 0 X1 = 25
S2 = 0 S1 = 15
➔ Z = 50
S1 = 0 X1 = 20
S2 = 0 X2 = 20
➔ Z= 60
e) simplex method in tabular form.
Initial Table
B as e X1 X2 S1 S2 RHS
Z -2 -1 0 0 0
S1 1 1 1 0 40
S2 4 1 0 1 100
Iteration 1
B as e X1 X2 S1 S2 R
Z 0 -1/2 0 1/2 50
S1 0 3/4 1 -1/4 15
X1 1 1/4 0 1/4 25
Iteration 2
B as e X1 X2 S1 S2 R
Z 0 0 2/3 1/3 60
X2 0 1 4/3 -1/3 20
X1 1 0 -1/3 1/3 20
→ The optimal solution is Z = 60 when X1= 20, X2= 20
4.4.4
STANDARD FORM:
Objective Function:
Max Z= 2*X1 + 3*X2
Subject to X1 + 2*X2 + S1 = 30
X1 + X2 + S2 = 20
X1, X2 >=0
Iteration X1 X2 S1 S2 RHS
Z -2 -3 0 0 0
0
S1 1 2 1 0 30
S2 1 1 0 1 20
Z -0.5 0 1.5 0 45
1
X2 0.5 1 0.5 0 15
S2 0.5 0 -0.5 1 5
Z 0 0 1 1 50
2
X2 0 1 1 -1 10
X1 1 0 -1 2 10
-> Optimal solution: x1 = 10, x2 = 10, Z = 50
c) We have
Max Z= 2*X1 + 3*X2
Subject to X1 + 2*X2 + S1 = 30
X1 + X2 + S2 = 20
X1, X2 >=0
Iteration 1:
First, x2 is an entering variable and s1 is a leaving variable:
So, Max Z = 0.5x1 – 1.5s1 + 45
x1 + 2x2 + s1 = 30
Iteration 2:
Then, x1 is an entering variable and s2 is a leaving variable:
Max Z = -s2 – s1 + 50
2x2 + 2s1 + -2s2 = 20
So, s1=0 and s2=0 → x1=10 and x2=10
Since all the coeeficient greater and equal to zero we obtain the optimal solution with Z=50.
Problem 1: 4.6-3:
a) Big M method
Minimize 𝑍 = 2𝑥1 + 3𝑥2 + 𝑥3 Convert Maximize -𝑍 + 2𝑥1 + 3𝑥2 + 𝑥3 + 𝑀𝐴1 + 𝑀𝐴2 = 0(0)
Subject to: 𝑥1 + 4𝑥2 + 2𝑥3 ≥ 8 Subject to: 𝑥1 + 4𝑥2 + 2𝑥3 − 𝑠1 + 𝐴1 = 8(1)
3𝑥1 + 2𝑥2 − 𝑠2 + 𝐴2 = 6(2)
3𝑥1 + 2𝑥2 ≥ 6
and: 𝑥1 ≥ 0, 𝑥2 ≥ 0, 𝑥3 ≥ 0, 𝑠1 ≥ 0, 𝐴1 ≥ 0, 𝐴2 ≥ 0
and: 𝑥1 ≥ 0, 𝑥2 ≥ 0, 𝑥3 ≥ 0
Let 𝑠1 be the surplus variable and 𝐴1 , 𝐴2 is artificial variables
-Z 2x1 5x2 3x3 0 0 MA1 MA2 0
-M(x1) -M(4x2) -M(2x3) +Ms1 0 -MA1 0 -8M
+
-M(3x1) +M(2x2) 0 0 +Ms2 0 -MA2 -6M
-Z (+2-4M)x1 (+3-6M)x2 (+1-2M)x3 +Ms1 Ms2 0 0 -14M
Big M tableau
Basic
Iteration -Z x1 x2 x3 s1 S2 A1 A2 RHS
var.
Z 1 -4M+2 -6M+3 -2M+1 M M 0 0 -14M
0 A1 0 1 4 2 -1 0 1 0 8
A2 0 3 2 0 0 -1 0 1 6
Z 1 (-10M+5)/ 4 0 (M-1)/2 (-2M+3) /4 M (6M-3)/4 0 -2M-6
1 X2 0 1/4 1 1/2 -1/4 0 1/4 0 2
A2 0 5/2 0 -1 1/2 -1 -1/2 1 2
2 Z (0) 0 0 1/2 1/2 (M-1)/2 -7
x1 (1) 1 3/5 -3/10 1/10 3/10 -1/10 9/5
x2 (2) 0 -2/5 1/5 -2/5 -1/5 2/5 4/5
The optimal solution is x2=9/5, x1=4/5, x3=0, Z=7.
c) Two-phase method
Maximize -𝑍 + 2𝑥1 + 3𝑥2 + 𝑥3 + 𝑀𝐴1 + 𝑀𝐴2 = 0(0)
Subject to: 𝑥1 + 4𝑥2 + 2𝑥3 − 𝑠1 + 𝐴1 = 8(1)
3𝑥1 + 2𝑥2 − 𝑠2 + 𝐴2 = 6(2)
and: 𝑥1 ≥ 0, 𝑥2 ≥ 0, 𝑥3 ≥ 0, 𝑠1 ≥ 0, 𝐴1 ≥ 0, 𝐴2 ≥ 0
Phase 1: Phase 2:
Maximize -Z = -A1 - A2 Minimize Z = 2𝑥1 + 3𝑥2 + 𝑥3
Subject to: x1 +4x2 + 2x3 - s1 + A1 = 8 Subject to: x1 + 4x2 + 2x3 – s1 = 8
3x1 + 2x2 + -s2 + A2 = 6 3x1 + 2x2 – s2 = 6
X1, x2, x3, s1, A1, A2 ≥ 0 x1, x2, x3, s1 ≥ 0
d. Phase 1:
Basic
Iteration -Z x1 x2 x3 s1 s2 A1 A2 RHS
Var
Z 1 0 0 0 0 0 1 1 0
0.0 A1 0 1 4 2 -1 0 1 0 8
A2 0 3 2 0 0 -1 0 1 6
Z 1 -1 -4 -2 1 0 0 1 -8
0.1 A1 0 1 -2 1 -1 0 1 0 8
A2 0 3 2 0 0 -1 0 1 6
Z 1 -4 -6 -2 1 1 0 0 -14
0.2 A1 0 1 -2 1 -1 0 1 0 8
A2 0 3 2 0 0 -1 0 1 6
Phase 1:
Basic
Iteration -Z x1 x2 x3 s1 s2 A1 A2 RHS
Var
Z 1 -4 -6 -2 1 1 0 0 -14
0 A1 0 1 4 2 -1 0 1 0 8
A2 0 3 2 0 0 -1 0 1 6
1
Basic
Iter -Z x1 x2 x3 s1 s2 A1 A2 RHS
Var
Z 1 -5/2 0 1 -1/2 1 3/2 0 -2
1 x2 0 1/4 1 1/2 -1/4 0 1/4 0 2
A2 0 5/2 0 -1 1/2 -1 -1/2 1 2
Z 1 0 0 0 0 0 1 1 0
2 x2 0 0 1 3/5 -3/10 1/10 3/10 -1/10 9/5
x1 0 1 0 -2/5 1/5 -2/5 -1/5 2/5 4/5
Phase 2 Preparation:
Basic
Iter Z x1 x2 x3 s1 s2 RHS
Var
Z 0 0 0 0 0 0 0
Drop A1, A2 x2 0 1 3/5 -3/10 1/10 0 9/5
x1 1 0 -2/5 1/5 -2/5 1 4/5
Basic
Iter.1 -Z x1 x2 x3 s1 A1 RHS
Var
Z 1 0 0 6/5 1/2 1/2 -7
Gaussian
x2 0 1 3/5 -3/10 1/10 0 9/5
Elimination
x1 1 0 -2/5 1/5 -2/5 1 4/5
The optimal solution has been reached: X2 = 9/5, x1 = 4/5, Z = 7
d.
The sequence of BF solutions obtain in part (b) and (c) are the same. Also, except the final BF
solution, all of the remaining area feasible only for artificial problem. In the contract, the final
BF solutions is feasible solutions for the real problem.
4.6-4
Artificial variables is expected to be equal 0, so when all artificial variables are nonbasic
which means equal 0 we do not need to choose an artificial variable to be an entering basic
variable.
Problem 4.6-6:
a)
b) Big M method
Minimize 𝑍 = 5000𝑥1 + 7000𝑥2 Convert Maximize -𝑍 + 5000𝑥1 + 7000𝑥2 𝑀𝐴1 + 𝑀𝐴2 = 0(0)
Subject to: −2𝑥1 + 𝑥2 ≥ 1 Subject to: −2𝑥1 + 𝑥2 − 𝑠1 + 𝐴1 = 1(1)
3𝑥1 + 2𝑥2 − 𝑠2 + 𝐴2 = 1(2)
𝑥1 − 2𝑥2 ≥ 1
and: 𝑥1 ≥ 0, 𝑥2 ≥ 0, 𝑥3 ≥ 0, 𝑠1 ≥ 0, 𝐴1 ≥ 0, 𝐴2 ≥ 0
and: 𝑥1 ≥ 0, 𝑥2 ≥ 0, 𝑥3 ≥ 0
Let 𝑠1 𝑠2 be the surplus variable and 𝐴1 , 𝐴2 is artificial variables
-Z 5000x1 2000x2 0 0 MA1 MA2 0
M(2x1) -M(1x2) +Ms1 0 -MA1 0 -M
+
-M(x1) +M(2x2) 0 +Ms2 0 -MA2 -M
-Z (5000+M)x1 (2000+M)x2 +Ms1 Ms2 0 0 -2M
Big M tableau
Basic
Iteration -Z x1 x2 x3 s1 A1 A2 RHS
var.
Z 1 5000+M 2000+M M M 0 0 -2M
0 A1 0 1 4 2 -1 1 0 1
A2 0 3 2 0 0 0 1 1
At the optimal solution A1 and A2 are still positive, so the problem is infeasible.
d) Phase 1:
Maximize -Z = -A1 -A2
Subject to: −2𝑥1 + 𝑥2 − 𝑠1 + 𝐴1 = 1(1)
𝑥1 − 2𝑥2 − 𝑠2 + 𝐴2 = 1(2)
Eliminating A1 and A2:
-Z 0 0 0 0 A1 A2 0
2x1 -x2 s1 0 -A1 0 -1
+
-x1 2x2 0 s2 0 -A2 -1
-Z x1 x2 s1 s2 0 0 -2
Phase1 :
Basic
Iteration -Z x1 x2 s1 s2 A1 A2 RHS
Var
Z 1 1 1 1 1 0 0 -2
0 A1 1 4 2 -1 1 0 -M 1
A2 0 3 2 0 -1 0 1 1
At the end of phase 1, A1 and A2 are still positive so this problem have infeasible solution.
4.6-7:
a) Big M method
Maximize 𝑍 = 2 x1 + 5x2 + 3x3 Convert Maximize
Z − 2 x1 − 5x2 − 3x3 + MA1 + MA2 = 0(0)
x1 − 2 x2 + x3 20 x1 − 2 x2 + x3 − s1 + A1 = 20(1)
Subject to: 2 x1 + 4 x2 + x3 = 50 2 x1 + 4 x2 + x3 + A2 = 50(2)
Subject to:
x1 0, x2 0, x3 0, s1 0, A1 0, A2 0
and: 𝑥1 ≥ 0, 𝑥2 ≥ 0, 𝑥3 ≥ 0 and:
Let s1 be the surplus variable and A1 , A2 is artificial variables
Z -2x1 -5x2 -3x3 0 MA1 MA2 0
-M(2x1) -M(4x2) -M(x3) +Ms1 -MA1 0 -20M
+
-M(x1) +M(2x2) -M(x3) 0 0 -MA2 -50M
Z (-2-3M)x1 (-5-2M)x2 (-3-2M)x3 +Ms1 0 0 -70M
Basic Eq
Iteration x1 x2 x3 s1 A1 A2 RHS
var. .
Z (0) -3M-2 -2M-5 -2M-3 M 0 0 -70M
0 A1 (1) 1 -2 1 -1 1 0 20
A2 (2) 2 4 1 0 0 1 50
The initial artificial BF solution is (0,0,0,0,20,50)
Basic
Iteration Eq. x1 x2 x3 s1 A1 A2 RHS
var.
Z (0) 0 -8M-9 M-1 -2M-2 3M+2 0 -10M+40
1 x1 (1) 1 -2 1 -1 1 0 20
A2 (2) 0 8 -1 2 -2 1 10
Z (0) 0 0 -17/2 1/4 M-1/4 M+3/8 51.25
2 x1 (1) 1 0 3/4 -1/2 1/2 1/4 22.5
x2 (2) 0 1 -1/8 1/4 -1/4 1/8 1.25
Z (0) 17/6 0 0 -7/6 M+7/6 M+11/6 115
3 x3 (1) 4/3 0 1 -2/3 2/3 1/3 30
x2 (2) 1/6 1 0 1/6 -1/6 1/6 5
Z (0) 4 7 0 0 M M+3 150
4 x3 (1) 2 4 1 0 0 1 50
s1 (2) 1 6 0 1 -1 1 30
The optimal solution is x1= x2=0, x3=50, Z=150.
c) Two-phase method
Maximize: Z = 2x1 + 5x2 + 3x3 + MA1 + MA2
Subject to: x1 – 2x1 + x3 – s1 +A1 = 20
2x1 + 4x2 +x3 + A2 = 50
X1, x2, x3, s1, A1, A2 ≥ 0
Phase 1: Phase 2:
Maximize Z = A1 + A2 Maximize Z = 2x1 + 5x2 + 3x3
Subject to: x1 – 2x2 + x3 - s1 + A1 = 20 Subject to: x1 – 2x2 + x3 – s1 = 20
2x1 + 4x2 +x3 + A2 = 50 2x1 + 4x2 + x3 = 50
X1, x2, x3, s1, A1, A2 ≥ 0 x1, x2, x3, s1 ≥ 0
d. Phase 1:
Basic
Iter Z x1 x2 x3 s1 A1 A2 RHS
Var
Z 1 0 0 0 0 1 1 0
0.0
A1 0 1 -2 1 -1 1 0 20
A2 0 2 4 1 0 0 1 50
Basic
Iter Z x1 x2 x3 s1 A1 A2 RHS
Var
Z 1 -1 2 -1 1 0 1 -20
0.1 A1 0 1 -2 1 -1 1 0 20
A2 0 2 4 1 0 0 1 50
Basic
Iter Z x1 x2 x3 s1 A1 A2 RHS
Var
Z 1 -3 -2 -2 1 0 0 -70
0.2 A1 0 1 -2 1 -1 1 0 20
A2 0 2 4 1 0 0 1 50
Phase 1:
Basic
Iter Z x1 x2 x3 s1 A1 A2 RHS
Var
Z 1 -3 -2 -2 1 0 0 -70
0 A1 0 1 -2 1 -1 1 0 20
A2 0 2 4 1 0 0 1 50
Initial BF solution is (0,0,0,0,20,50)
Basic
Iter Z x1 x2 x3 s1 A1 A2 RHS
Var
Z 1 0 -8 1 -2 3 0 -10
1 x1 0 1 -2 1 -1 1 0 20
A2 0 0 8 -1 2 -2 1 10
Basic
Iter Z x1 x2 x3 s1 A1 A2 RHS
Var
Z 1 0 0 0 0 1 1 0
2 x1 0 1 0 0.75 -0.5 0.5 0.25 22.5
x2 0 0 1 -0.125 0.25 -0.25 0.125 1.25
e-f. Phase 2 Preparation:
Basic
Iter Z x1 x2 x3 s1 A1 A2 RHS
Var
Z 1 0 0 0 0 1 1 0
Final Phase 1 x1 0 1 0 0.75 -0.5 0.5 0.25 22.5
x2 0 0 1 -0.125 0.25 -0.25 0.125 1.25
Basic
Iter Z x1 x2 x3 s1 A1 A2 RHS
Var
Z 1 0 0 0 0 0
Drop A1, A2 x1 0 1 0 0.75 -0.5 22.5
x2 0 0 1 -0.125 0.25 1.25
Basic
Iter Z x1 x2 x3 s1 A1 A2 RHS
Var
Obj. fct Z 1 -2 -5 -3 0 0
x1 0 1 0 0.75 -0.5 22.5
x2 0 0 1 -0.125 0.25 1.25
Basic
Iter.1 Z x1 x2 x3 s1 A1 A2 RHS
Var
Z 1 0 0 -2.125 0.25 51.25
Gaussian
X1 0 1 0 0.75 -0.5 22.5
Elimination
x2 0 0 1 -0.125 0.25 1.25
Basic
Iter Z x1 x2 x3 s1 A1 A2 RHS
Var
Z 1 17/6 0 0 -1.17 115
0 x3 0 1/6 0 1 -0.67 30
x2 0 1/6 1 0 1/6 5
Basic
Iter Z x1 x2 x3 s1 A1 A2 RHS
Var
Z 1 4 7 0 0 150
1 x3 0 2 4 1 0 50
s1 0 1 6 0 1 30
The optimal solution has been reached: X3 = 50, s1 = 30, Z = 150
g.
When the Big M still exists in Z row of part (b), the coefficient of M in tableau of part (b) equal
to the value in tableau of in phase 1 of part (d)
When the Big M disappear in Z row of part (b), finish phase 1. Turn into phase 2 of part (f). The
value in tableau of two part are equal
4.6-10.
a) Big M method
Standard form:
Minimize: Z = 3X1 + 2X2 + 7X3 + MA1 + MA2
-X1 + X2 + A1 = 10
2X1 - X2 + X3 - S1 + A2 = 10
X1, X2, X3, S1, A1, A2 ≥ 0
Iteration 0
Base X1 X2 X3 S1 A1 A2 R
Z M-3 -2 M-7 -M 0 0 20M
A1 -1 1 0 0 1 0 10
A2 2 -1 1 -1 0 1 10
Iteration 1
Base X1 X2 X3 S1 A1 A2 R
Z 0 1/2M-7/2 1/2M-11/2 -1/2M-3/2 0 -1/2M+3/2 15M+15
A1 0 1/2 1/2 -1/2 1 1/2 15
X1 1 -1/2 1/2 -1/2 0 1/2 5
Iteration 2
Base X1 X2 X3 S1 A1 A2 R
Z 0 0 -2 -5 -M+7 -M+5 120
X2 0 1 1 -1 2 1 30
X1 1 0 1 -1 1 1 20
b) Two-phase method
Minimize: Z = 3X1 + 2X2 + 7X3 + A1 + A2
-X1 + X2 + A1 = 10
2X1 - X2 + X3 - S1 + A2 = 10
X1, X2, X3, S1, A1, A2 ≥ 0
Phase 1:
Minimize: Z = A1 + A2
-X1 + X2 + A1 = 10
2X1 - X2 + X3 - S1 + A2 = 10
X1, X2, X3, S1, A1, A2 ≥ 0
Iteration 0
Base X1 X2 X3 S1 A1 A2 R
Z 1 0 1 -1 0 0 20
A1 -1 1 0 0 1 0 10
A2 2 -1 1 -1 0 1 10
Iteration 1
Base X1 X2 X3 S1 A1 A2 R
Z 0 1/2 1/2 -1/2 0 -1/2 15
A1 0 1/2 1/2 -1/2 1 1/2 15
X1 1 -1/2 1/2 -1/2 0 1/2 5
Iteration 2
Base X1 X2 X3 S1 A1 A2 R
Z 0 0 0 0 -1 -1 0
X2 0 1 1 -1 2 1 30
X1 1 0 1 -1 1 1 20
Phase 2:
Minimize: Z = 3X1 + 2X2 + 7X3
-X1 + X2 = 10
2X1 - X2 + X3 - S1 = 10
X1, X2, X3, S1, A1, A2 ≥ 0
Base X1 X2 X3 S1 R
Z 0 0 0 0 0
X2 0 1 1 -1 30
X1 1 0 1 -1 20
Base X1 X2 X3 S1 R
Z -3 -2 -7 0 0
X2 0 1 1 -1 30
X1 1 0 1 -1 20
Iteration 0
Base X1 X2 X3 S1 R
Z 0 0 -2 -5 120
X2 0 1 1 -1 30
X1 1 0 1 -1 20
c)
the first two BF solution of part (a) which A1 is basic variable are only feasible for artificial
problem.
the last two BF solutions part (a) which A1 is non-basic variable and BF obtained in phase 1 of
part (b) are feasible for real problem.
4.7-4
a)
Maximize: Z = X1 - 7X2 + 3X3
Subject to: 2X1 + X2 - X3 + S1 = 4
4X1 - 3X2 + S2 = 2
-3X1 + 2X2 + X3 + S3 = 3
Initial Table
B as e X1 X2 X3 S1 S2 S3 R
Z -1 7 -3 0 0 0 0
S1 2 1 -1 1 0 0 4
S2 4 -3 0 0 1 0 2
S3 -3 2 1 0 0 1 3
Iteration 1
B as e X1 X2 X3 S1 S2 S3 R
Z -10 13 0 0 0 3 9
S1 -1 3 0 1 0 1 7
S2 4 -3 0 0 1 0 2
X3 -3 2 1 0 0 1 3
Iteration 2
B as e X1 X2 X3 S1 S2 S3 R
Z 0 11/2 0 0 5/2 3 14
S1 0 9/4 0 1 1/4 1 15/2
X1 1 -3/4 0 0 1/4 0 1/2
X3 0 -1/4 1 0 3/4 1 9/2
b)
Shadow price of S 1 is 0. It means that when increase S1 by 1 unit Z will increase 0 unit.
Shadow price of S 2 is 5/2. It means that when increase S1 by 1 unit Z will increase 5/2 units.
Shadow price of S 3 is 3. It means that when increase S1 by 1 unit Z will increase 3 units.
5. 1-7
Maximize Z = 2x1 + x2
Subject to x2 ≤ 10
2x1 + 5x2 ≤ 60
x1 + x2 ≤ 18
3x1 + x2 ≤ 44
x1 ≥ 0, x2 ≥ 0
➔ Maximize Z = 2x1 + x2
Subject to x2 + s1 = 10
2x1 + 5x2 + s2 = 60
x1 + x2 + s3 = 18
3x1 + x2 + s4 = 44
x1 ≥ 0, x2 ≥ 0
Defining Equations Coner Feasible Basic Solution Nonbasic
Point Region (x1,x2,s1,s2,s3,s4) variable
x1 = 0, x2 = 0 0,0 Yes 0,0,10,60,18,44 x1, x2
x1 = 0, x2 = 10 0,10 Yes 0,10,0,10,8,34 x1, s1
x1 = 0, 2x1 + 5x2 = 60 0,12 No 0,12,-2,0,6,32 x1, s2
x1 = 0, x1 + x2 = 18 0,18 No 0,18,-8,-30,0,26 x1, s3
x1 = 0, 3x1 + x2 = 44 0,44 No 0,44,-34,-160,-26,0 x1, s4
x2 = 0, x2 = 10 No solution x2, s1
x2 = 0, 2x1 + 5x2 = 60 30,0 No 30,0,10,0,-12,-46 x2, s2
x2 = 0, x1 + x2 = 18 18,0 No 18,0,10,24,0,-10 x2, s3
x2 = 0, 3x1 + x2 = 44 14.67,0 Yes 14.67,0,10,30.67,3.33,0 x2, s4
x2 = 10, 2x1 + 5x2 = 60 5,10 Yes 5,10,0,0,3,19 s1, s2
x2 = 10, x1 + x2 = 18 8,10 No 8,10,0,-6,0,10 s1, s3
x2 = 10, 3x1 + x2 = 44 11.33,10 No 11.33,10,0,-12.67,-3.33,0 s1, s4
2x1 + 5x2 = 60, x1 + x2 = 18 10,8 Yes 10,8,2,0,0,6 s2, s3
2x1 + 5x2 = 60, 3x1 + x2 = 44 12.31,7.08 No 12.31,7.08,2.92,0,-1.38,0 s2, s4
x1 + x2 = 18, 3x1 + x2 = 44 13,5 Yes 13,5,5,9,0,0 s3, s4
5.2-1
5.2-2
Work through the matrix form of the simplex method step by step to solve the following
problem.
Maximize Z = 5x1 + 8x2 + 7x3 + 4x4 + 6x5,
subject to
2x1+ 3x2 + 3x3 + 2x4 + 2x5 ≤ 20
3x1 + 5x2 + 4x3 + 2x4 + 4x5 ≤ 30
and
xj ≥ 0, j = 1, 2, 3, 4, 5.
Original form After converting
Maximize Z = 5x1 + 8x2 + 7x3 + 4x4 + 6x5 Maximize Z = 5x1 + 8x2 + 7x3 + 4x4 + 6x5
subject to subject to
2x1+ 3x2 + 3x3 + 2x4 + 2x5 ≤ 20 2x1+ 3x2 + 3x3 + 2x4 + 2x5 + s1 = 20
3x1 + 5x2 + 4x3 + 2x4 + 4x5 ≤ 30 3x1 + 5x2 + 4x3 + 2x4 + 4x5 + s2 = 30
xj ≥ 0, j = 1, 2, 3, 4, 5 xj ≥ 0, j = 1, 2, 3, 4, 5
In this case:
Iteration 0
Iteration 1
Iteration 2
5
➔ (𝑥1 𝑥2 𝑥3 𝑥4 𝑥5 ) = (0 5 0 0)
2
Z = 50
5.3-6
5.3-7
a. Use the columns corresponding to artificial variables in exactly the same way as a slack variable would
have been used. Note that the shadow price of this column may be positive or negative.
b. For the reversed inequalities, use the negative of the column corresponding to the slack variable in
exactly the same formula. The artificial column may be discarded.
c. Same as (b).
d. No change, use slack and artificial variables as above.