SECTION 9.

5 THE SIMPLEX METHOD: MIXED CONSTRAINTS 557

9.5 THE SIMPLEX METHOD: MIXED CONSTRAINTS

In Sections 9.3 and 9.4, you looked at linear programming problems that occurred in stan-
dard form. The constraints for the maximization problems all involved ≤ inequalities, and
the constraints for the minimization problems all involved ≥ inequalities.
Linear programming problems for which the constraints involve both types of inequali-
ties are called mixed-constraint problems. For instance, consider the following linear
programming problem.
Mixed-Constraint Problem: Find the maximum value of
z
x1  x2  2x3 Objective function

subject to the constraints

2x1  x2  x3 ≤ 50
2x1  x2 ≥ 36 Constraints
x1  x3 ≥ 10
where x1 ≥ 0, x2 ≥ 0, and x3 ≥ 0. Because this is a maximization problem, you would
expect each of the inequalities in the set of constraints to involve ≤. Moreover, because the
first inequality does involve ≤, you can add a slack variable to form the following equation.
2x1  x2  x3  s1
50
For the other two inequalities, a new type of variable, called a surplus variable, is intro-
duced as follows.
2x1  x2  s2
36
x1  x3  s3
10
Notice that surplus variables are subtracted from (not added to) their inequalities. The vari-
ables s2 and s3 are called surplus variables because they represent the amount that the left
side of the inequality exceeds the right side. Surplus variables must be nonnegative.
Now, to solve the linear programming problem, form an initial simplex tableau as follows.
Basic
x1 x2 x3 s1 s2 s3 b Variables

2 1 1 1 0 0 50 s1

2 1 0 0 1 0 36 s2

1 0 1 0 0 1 10 s3 ← Departing

1 1 2 0 0 0 0
↑
Entering

You will soon discover that solving mixed-constraint problems can be difficult. One
reason for this is that there is no convenient feasible solution to begin the simplex method.
Note that the solution represented by the initial tableau above,

x1, x2, x3, s1, s2, s3

0, 0, 0, 50, 36, 10,
558 CHAPTER 9 LINEAR PROGRAMMING

is not a feasible solution because the values of the two surplus variables are negative. In fact,
the values x1
x2
x3
0 do not even satisfy the constraint equations. In order to elim-
inate the surplus variables from the current solution, “trial and error” is used. That is, in an
effort to find a feasible solution, arbitrarily choose new entering variables. For instance, in
this tableau, it seems reasonable to select x3 as the entering variable. After pivoting, the new
simplex tableau becomes the following.
Basic
x1 x2 x3 s1 s2 s3 b Variables

1 1 0 1 0 1 40 s1

2 1 0 0 1 0 36 s2 ← Departing

1 0 1 0 0 1 10 x3

1 1 0 0 0 2 20
↑
Entering

The current solution
x1, x2, x3, s1, s2, s3

0, 0, 10, 40, 36, 0 is still not feasible, so
choose x2 as the entering variable and pivot to obtain the following simplex tableau.
Basic
x1 x2 x3 s1 s2 s3 b Variables

1 0 0 1 1 1 4 s1 ← Departing

2 1 0 0 1 0 36 x2

1 0 1 0 0 1 10 x3

3 0 0 0 1 2 56
↑
Entering

At this point, the following feasible solution is finally obtained.

x1, x2, x3, s1, s2, s3

0, 36, 10, 4, 0, 0
From here on, you can apply the simplex method as usual. Note that the entering variable
here is s3 because its column has the most negative entry in the bottom row. After pivoting
one more time, you obtain the following final simplex tableau.
Basic
x1 x2 x3 s1 s2 s3 b Variables

1 0 0 1 1 1 4 s3

2 1 0 0 1 0 36 x2

0 0 1 1 1 0 14 x3

1 0 0 2 1 0 64
 SECTION 9.5 THE SIMPLEX METHOD: MIXED CONSTRAINTS 559

Note that this tableau is final because it represents a feasible solution and there are no
negative entries in the bottom row. So, you can conclude that the maximum value of the
objective function is
z
64 Maximum value

and this occurs when

x1
0, x2
36, and x3
14.

EXAMPLE 1 A Maximization Problem with Mixed Constraints

Find the maximum value of

z
3x1  2x2  4x3 Objective function

subject to the constraints

3x1  2x2  5x3 ≤ 18
4x1  2x2  3x3 ≤ 16 Constraints
2x1  x2  x3 ≥ 4
where x1 ≥ 0, x2 ≥ 0, and x3 ≥ 0.

Solution To begin, add a slack variable to each of the first two inequalities and subtract a surplus vari-
able from the third inequality to produce the following initial simplex tableau.
Basic
x1 x2 x3 s1 s2 s3 b Variables

3 2 5 1 0 0 18 s1

4 2 3 0 1 0 16 s2

2 1 1 0 0 1 4 s3 ← Departing

3 2 4 0 0 0 0
↑
Entering

As it stands, this tableau does not represent a feasible solution (because the value of s3 is
negative). So, s3 should be the departing variable. There are no real guidelines as to which
variable should enter the solution, but by trial and error, you will discover that using x2 as
the entering variable produces the following tableau (which does represent a feasible
solution).
Basic
x1 x2 x3 s1 s2 s3 b Variables

1 0 3 1 0 2 10 s1 ← Departing

0 0 1 0 1 2 8 s2

2 1 1 0 0 1 4 x2

1 0 2 0 0 2 8
560 CHAPTER 9 LINEAR PROGRAMMING

Now, because this simplex tableau does represent a feasible solution, you can proceed as
usual, choosing the most negative entry in the bottom row to be the entering variable. (In
this case, there is a tie, so arbitrarily choose x3 to be the entering variable.)
Basic
x1 x2 x3 s1 s2 s3 b Variables

1 0 3 1 0 2 10 s1 ← Departing

0 0 1 0 1 2 8 s2

2 1 1 0 0 1 4 x2

1 0 2 0 0 2 8
↑
Entering

Basic
x1 x2 x3 s1 s2 s3 b Variables

 13 0 1 1
3 0 2
3
10
3 x3
1
3 0 0  13 1 4
3
14
3 s2 ← Departing
7
 13  53
2
3 1 0 0 3 x2
1 2
 23
44
3 0 0 3 0 3
↑
Entering

Basic
x1 x2 x3 s1 s2 s3 b Variables

 12 0 1 1
2  12 0 1 x3
1
4 0 0  14 3
4 1 7
2 s3
11
 34 5 13
4 1 0 4 0 2 x2
1 1 1
2 0 0 2 2 0 17
So, the maximum value of the objective function is
z
17
and this occurs when

x1
0, x2
13
2 , and x3
1.

Mixed Constraints and Minimization

In Section 9.4, the solution of minimization problems in standard form was discussed.
Minimization problems that are not in standard form are more difficult to solve. One tech-
nique that can be used is to change a mixed-constraint minimization problem to a mixed-
constraint maximization problem by multiplying each coefficient in the objective function
by 1. This technique is demonstrated in the following example.
 SECTION 9.5 THE SIMPLEX METHOD: MIXED CONSTRAINTS 561

EXAMPLE 2 A Minimization Problem with Mixed Constraints

Find the minimum value of

w
4x1  2x2  x3 Objective function

subject to the constraints

2x1  3x2  4x3 ≤ 14
3x1  x2  5x3 ≥ 4 Constraints
x1  4x2  3x3 ≥ 6
where x1 ≥ 0, x2 ≥ 0, and x3 ≥ 0.

Solution First, rewrite the objective function by multiplying each of its coefficients by 1, as
follows.
z
4x1  2x2  x3 Revised objective function

Maximizing this revised objective function is equivalent to minimizing the original

objective function. Next, add a slack variable to the first inequality and subtract surplus
variables from the second and third inequalities to produce the following initial simplex
tableau.
Basic
x1 x2 x3 s1 s2 s3 b Variables

2 3 4 1 0 0 14 s1

3 1 5 0 1 0 4 s2 ← Departing

1 4 3 0 0 1 6 s3

4 2 1 0 0 0 0
↑
Entering

Note that the bottom row has the negatives of the coefficients of the revised objective func-
tion. Another way of looking at this is that for minimization problems (in nonstandard
form), the bottom row of the initial simplex consists of the coefficients of the original
objective function.
As with maximization problems with mixed constraints, this initial simplex tableau does
not represent a feasible solution. By trial and error, you will discover that you can choose
x2 as the entering variable and s2 as the departing variable. After pivoting, you obtain the
following tableau.
Basic
x1 x2 x3 s1 s2 s3 b Variables

7 0 11 1 3 0 2 s1

3 1 5 0 1 0 4 x2

11 0 17 0 4 1 10 s3

2 0 9 0 2 0 8
562 CHAPTER 9 LINEAR PROGRAMMING

From this tableau, you can see that the choice of x2 as the entering variable was a good one.
All you need to do to transform the tableau into one that represents a feasible solution is to
multiply the third row by 1, as follows.
Basic
x1 x2 x3 s1 s2 s3 b Variables

7 0 11 1 3 0 2 s1

3 1 5 0 1 0 4 x2

11 0 17 0 4 1 10 s3 ← Departing

2 0 9 0 2 0 8
↑
Entering

Now that you have obtained a simplex tableau that represents a feasible solution, continue
with the standard pivoting operations as follows.
Basic
x1 x2 x3 s1 s2 s3 b Variables
2 7 11 144
17 0 0 1 17 17 17 s1
4 3 5 18
 17 1 0 0 17  17 17 x2 ← Departing
11 4 1 10
17 0 1 0  17 17 17 x3
65 2 9
17 0 0 0  17 17  46
17
↑
Entering

Basic
x1 x2 x3 s1 s2 s3 b Variables
2
3  73 0 1 0 4
3 6 s1

 43 17
3 0 0 1  53 6 s2
1 4
3 3 1 0 0  13 2 x3
11 2 1
3 3 0 0 0 3 2

Finally, you can conclude that the maximization value of the revised objective function is
z
2, and so the minimum value of the original objective function is
w
2
(the negative of the entry in the lower-right corner), and this occurs when

x1
0, x2
0, and x3
2.
 SECTION 9.5 THE SIMPLEX METHOD: MIXED CONSTRAINTS 563

Applications

EXAMPLE 3 A Business Application: Minimum Shipment Cost

An automobile company has two factories. One factory has 400 cars (of a certain model) in
stock and the other factory has 300 cars (of the model) in stock. Two customers order this
car model. The first customer needs 200 cars, and the second customer needs 300 cars. The
cost of shipping cars from the two factories to the customers is shown in Table 9.3.
TABLE 9.3

Customer 1 Customer 2

Factory 1 $30 $25

Factory 2 $36 $30

How should the company ship the cars in order to minimize the shipping cost?

Solution To begin, let x1 and x2 represent the number of cars shipped from Factory 1 to the first and
second customers, respectively. (See Figure 9.20.) The total cost of shipping is then given by
C
30x1  25x2  36
200  x1  30
300  x2
16,200  6x1  5x2.
Figure 9.20
The constraints for this minimization problem are as follows.
Factory 1
x1  x2 ≤ 400
$30 $25
200  x1 
300  x2 ≤ 300 x1  x2 ≥ 200
x1 x2
x1 ≤ 200
x2 ≤ 300
Customer 1 Customer 2
The corresponding maximization problem is to maximize z
6x1  5x2  16,200. So, the
300 − x2
200 − x1
initial simplex tableau is as follows.
$36 $30
Basic
x1 x2 s1 s2 s3 s4 b Variables
Factory 2
1 1 1 0 0 0 400 s1

1 1 0 1 0 0 200 s2 ← Departing

1 0 0 0 1 0 200 s3

0 1 0 0 0 1 300 s4

6 5 0 0 0 0 16,200
↑
Entering
564 CHAPTER 9 LINEAR PROGRAMMING

Note that the current z-value is 16,200 because the initial solution is

x1, x2, s1, s2, s3, s4

0, 0, 400, 200, 200, 300.
Now, to this initial tableau, apply the simplex method as follows.
Basic
x1 x2 s1 s2 s3 s4 b Variables

0 0 1 1 0 0 200 s1

1 1 0 1 0 0 200 x1

0 1 0 1 1 0 0 s3 ← Departing

0 1 0 0 0 1 300 s4

0 1 0 6 0 0 15,000
↑
Entering
Basic
x1 x2 s1 s2 s3 s4 b Variables

0 1 1 0 1 0 200 s1 ← Departing

1 0 0 0 1 0 200 x1

0 1 0 1 1 0 0 s2

0 1 0 0 0 1 300 s4

0 5 0 0 6 0 15,000
↑
Entering
Basic
x1 x2 s1 s2 s3 s4 b Variables

0 1 1 0 1 0 200 x2

1 0 0 0 1 0 200 x1

0 0 1 1 0 0 200 s2

0 0 1 0 1 1 100 s4

0 0 5 0 1 0 14,000
From this tableau, you can see that the minimum shipping cost is $14,000. Because
x1
200 and x2
200, you can conclude that the number of cars that should be shipped
from each factory is as shown in Table 9.4.
TABLE 9.4

Customer 1 Customer 2

Factory 1 200 cars 200 cars

Factory 2 0 100 cars
 SECTION 9.5 EXERCISES 565

SECTION 9.5 ❑ EXERCISES

In Exercises 1–6, add the appropriate slack and surplus variables to 9. (Minimize) 10. (Minimize)
the system and form the initial simplex tableau. Objective function: Objective function:
1. (Maximize) 2. (Maximize) w
x1  2x2 w
3x1  2x2
Objective function: Objective function: Constraints: Constraints:
w
10x1  4x2 w
3x1  x2  x3 2x1  3x2 ≤ 25 x1  x2 ≥ 20
Constraints: Constraints: x1  2x2 ≥ 16 3x1  4x2 ≤ 70
2x1  x2 ≥ 4 x1  2x2  x3 ≤ 10 x1, x2 ≥ 0 x1, x2 ≥ 0
x1  x2 ≤ 8 x2  5x3 ≥ 6 Entering x2, departing s2. Entering x1, departing s1.
x1, x2 ≥ 0 4x1  x2  x3 ≥ 16 11. (Maximize) 12. (Maximize)
x1, x2, x3 ≥ 0 Objective function: Objective function:
3. (Minimize) 4. (Minimize) w
x1  x2 w
x1  2x2  2x3
Objective function: Objective function: Constraints: Constraints:
w
x1  x2 w
2x1  3x2 4x1  3x2  x3 ≤ 40 x1  x2 ≥ 50
Constraints: Constraints: 2x1  x2  x3 ≥ 10 2x1  x2  x3 ≤ 70
2x1  x2 ≤ 4 3x1  x2 ≥ 4 x2  x3 ≤ 20 x2  3x3 ≥ 40
x1  3x2 ≥ 2 4x1  2x2 ≤ 3 x1, x2, x3 ≥ 0 x1, x2, x3 ≥ 0
x1, x2 ≥ 0 x1, x2 ≥ 0 Entering x2, departing s2. Entering x2, departing s1.
5. (Maximize) 6. (Maximize) In Exercises 13–20, use the simplex method to solve the problem.
Objective function: Objective function:
13. (Maximize) 14. (Maximize)
w
x1  x3 w
4x1  x2  x3
Objective function: Objective function:
Constraints: Constraints:
w
2x1  5x2 w
x1  3x2
4x1  x2 ≥ 10 2x1  x2  4x3 ≤ 60
Constraints: Constraints:
x1  x2  3x3 ≤ 30 x2  x3 ≥ 40
x1  2x2 ≥ 4 2x1  x2 ≤ 4
2x1  x2  4x3 ≥ 16 x1, x2, x3 ≥ 0
x1  x2 ≤ 8 x1  5x2 ≥ 5
x1, x2, x3 ≥ 0
x1, x2 ≥ 0 x1, x2 ≥ 0
In Exercises 7–12, use the given entering and departing variables to
15. (Maximize) 16. (Maximize)
solve the mixed constraint problem.
Objective function: Objective function:
7. (Maximize) 8. (Maximize)
w
2x1  x2  3x3 w
3x1  5x2  2x3
Objective function: Objective function:
Constraints: Constraints:
w
x1  2x2 w
2x1  x2
x1  4x2  2x3 ≤ 85 9x1  4x2  x3 ≤ 70
Constraints: Constraints:
x2  5x3 ≥ 20 5x1  2x2  x3 ≤ 40
x1  x2 ≥ 3 x1  x2 ≥ 4
3x1  2x2  11x3 ≥ 49 4x1  x2 ≥ 16
x1  x2 ≤ 6 x1  x2 ≤ 8
x1, x2, x3 ≥ 0 x1, x2, x3 ≥ 0
x1, x2 ≥ 0 x1, x2 ≥ 0
Entering x2, departing s1. Entering x1, departing s1.
566 CHAPTER 9 LINEAR PROGRAMMING

17. (Minimize) 18. (Minimize) 29. 30.

C1 C2 C1 C2
Objective function: Objective function:
w
x1  x2 w
2x1  3x2 S1 0.60 1.20 S1 0.80 1.00
Constraints: Constraints: S2 1.00 1.80 S2 1.00 1.20
x1  2x2 ≥ 25 3x1  2x2 ≤ 22
2x1  5x2 ≤ 60 x1  x2 ≥ 10 31. 32.
C1 C2 C1 C2
x1, x2 ≥ 0 x1, x2 ≥ 0
19. (Minimize) 20. (Minimize) S1 1.20 1.00 S1 0.80 1.00
Objective function: Objective function: S2 1.00 1.20 S2 1.00 0.80
w
2x1  4x2  x3 w
x1  x2  x3
Constraints: Constraints: 33. An automobile company has two factories. One factory has
3x1  6x2  4x3 ≤ 30 x1  2x2  x3 ≥ 30 400 cars (of a certain model) in stock and the other factory
has 300 cars (of the model) in stock. Two customers order
2x1  8x2  10x3 ≥ 18 6x2  x3 ≤ 54 this car model. The first customer needs 200 cars, and the
x1, x2, x3 ≥ 0 x1  x2  3x3 ≥ 20 second customer needs 300 cars. The cost of shipping cars
x1, x2, x3 ≥ 0 from the two factories to the two customers is shown in the
table.
In Exercises 21–24, maximize the objective function subject to the
following constraints. Customer 1 Customer 2
x1  x2 ≤ 5
Factory 1 $36 $30
x1  x2 ≤ 3
Factory 2 $30 $25
x2 ≥ 1
x1, x2 ≥ 0 How should the company ship the cars in order to minimize
the shipping cost?
21. w
2x1  x2 22. w
x1  2x2
34. Suppose in Exercise 33 that the shipping costs for each of the
23. w
x2 24. w
x1  x2
two factories are shown in the table.
In Exercises 25–28, maximize the objective function subject to the
following constraints. Customer 1 Customer 2

3x1  2x2 ≥ 6 Factory 1 $25 $30

x1  x2 ≤ 2 Factory 2 $35 $30
x1  2x2 ≤ 6
x1 ≤ 4 How should the company ship the cars in order to minimize
the shipping cost?
x1, x2 ≥ 0
35. A company has budgeted a maximum of $600,000 for adver-
25. w
x1  x2 26. w
x1  2x2 tising a certain product nationally. Each minute of television
27. w
4x1  x2 28. w
4x1  x2 time costs $60,000 and each one-page newspaper ad costs
$15,000. Each television ad is expected to be viewed by 15
In Exercises 29–32, a tire company has two suppliers, S1 and S2. S1 million viewers, and each newspaper ad is expected to be seen
has 900 tires on hand and S2 has 800 tires on hand. Customer C1 by 3 million readers. The company’s market research depart-
needs 500 tires and customer C2 needs 600 tires. Minimize the cost ment advises the company to use at least 6 television ads and
of filling the orders subject to the given table (showing the shipping at least 4 newspaper ads. How should the advertising budget
cost per tire). be allocated to maximize the total audience?
 SECTION 9.5 EXERCISES 567

36. Rework Exercise 35 assuming that each one-page newspaper 38.

ad costs $30,000. Outlet I Outlet II

In Exercises 37 and 38, use the following information. A computer Plant A $4 $5

company has two assembly plants, Plant A and Plant B, and two Plant B $6 $4
distribution outlets, Outlet I and Outlet II. Plant A can assemble
5000 computers in a year and Plant B can assemble 4000 comput-
ers in a year. Outlet I must have 3000 computers per year and
Outlet II must have 5000 computers per year. The transportation
costs from each plant to each outlet are shown in the table. Find the
shipping schedule that will produce the minimum cost. What is the
minimum cost?

37.
Outlet I Outlet II

Plant A $4 $5
Plant B $5 $6