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Simplex 2

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11 views2 pages

Simplex 2

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dtanh208
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Math 407 Linear Optimization

The Two Phase Simplex Algorithm


Solve the following LPs using the two phase simplex algorithm.
1.
maximize 3x1 + x2
subject to x1 − x2 ≤ −1
−x1 − x2 ≤ −3
2x1 + x2 ≤ 4
0 ≤ x1 , x 2
Solution: (1, 2)
2.
maximize 3x2 + x3

subject to x1 + 2x2 + x3 ≤ 2
2x1 + x2 − x3 ≤ −1
3x1 + 2x2 + x3 ≤ 3
0 ≤ x1 , x 2 , x3
Solution: (0, 1/3, 4/3)
3.
maximize −2x1 − 2x2 − x3

subject to x1 − 2x2 + x3 ≤ −2
2x1 − 2x3 ≤ 0
−x1 + x2 ≤ −1
0 ≤ x1 , x2 , x3 .
Solution: infeasible
4.
maximize x1 + x2 + x3

subject to −2x1 + 3x2 + x3 ≤ −1


x1 + 3x2 − x3 ≤ −1
2x1 − x2 − 3x3 ≤ −6
0 ≤ x1 , x2 , x3 .
Solution: This problem is feasible, but unbounded.
5.
maximize −x1 + x2 + x3 + 4x4

subject to 2x1 + x2 + x4 ≤ 3
−2x1 − x2 + x3 + 4x4 ≤ −2
2x1 − 2x2 + x3 + x4 ≤ −4
0 ≤ x1 , x2 , x3 , x4 .
Solution: (0, 3, 1, 0)

1
6.
maximize 2x1 − x3 + x4

subject to x1 + x2 − x4 ≤ 7
x1 − x2 + x3 + x4 ≤ −2
0 ≤ x1 , x 2 , x 3 , x 4 .
Solution: The LP is unbounded.
7.
maximize x1 + x2 + x3 + x4

subject to −x1 + 2x2 + x3 + x4 ≤ 3


x1 − 2x2 − x3 + 2x4 ≤ −1
2x1 + x2 − x3 ≤ −2
0 ≤ x1 , x2 , x3 , x4 .
Solution: (1, 0, 4, 0).

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