GST 04111 Indices Logarithm Polynomial Matrix Linear Proramming
GST 04111 Indices Logarithm Polynomial Matrix Linear Proramming
4 3 1
− −
27 3 16 2 1 2
1. Evaluate (a) + − (b) 32 x − 3x +1 − 3x + 3 = 0 .
8 9 49
(c) log5 x = 16 log x 5 (d) log 3 x − 6 log x 3 = −1 (e) 4 x − 6(2 x ) − 16 = 0 (f) log25 log58
27 n + 2 − 6 3 3n +3
3. (a) Simplify
3n 9 n+2
(c) Solve for x and y for the following system of simultaneous equations
3 x+ y = 9
5 2 x −3 y
= 625
1
1. Matrix
Definition
A matrix is a rectangular array of numbers, letters or symbols. Matrices are always denoted
by upper cases and the entries inside the array are called elements that are uniquely
identified by their positions; such as i th row and j th column.
A matrix is said to be a column matrix (column vector) if it has only one column and several
row(s). While a matrix with only one row and several column(s) is called a row matrix (row
vector).
1
5 is a column matrix, while ( a11 a12 a1n ) is a row matrix.
−2
2 Matrix Operation
(a) Matrix addition (subtraction): The operation is defined if two or more matrices have
the same order or dimension.
Example
1 0 1 0 2 1 1 0
(i) Find the value of 2 3 4 5 + 2 − 7 0 5
1 4 8 4 4 5 3 9
5 0 4 1 5 − 2
(ii) −
1 − 3 2 7 2 5
(b) Matrix Multiplication
(i) Scalar Multiplication: Multiply each element in a matrix by a scalar
3 5 15 25
For example 5 =
1 4 5 20
2
(ii) Matrix Multiplication: Multiplication (product) of two matrices A and B is
defined if and only if the matrices are compatible, i.e., the number of columns
of first matrix should be equal to the number of rows of the second matrix.
1 −3 1 2
7
Example: 1. ( 2 − 3 4 ) 5 0 2. 3 4
−2 4 5 68
3 1 2 4 − 1 2
3.
5 1 7 3 1 3
3 5 1 0
4. If f ( x) = 2 x − 4 I , find f ( A) given A = , I =
1 4 0 1
2 7
3. Properties of Matrices
(i) Matrix addition is Commutative A + B = B + A
(ii) Matrix addition is Associative A + (B + C) = (A + B) + C
(iii) Matrix multiplication is not Commutative A B B A .
1 0
However, if I = , then AI = IA
0 1
3
(iii) A diagonal matrix is a square matrix A whose elements above and below the
leading (principal) diagonal are all zero, that is aij = 0 for all i j . [Hint:
Any identity matrix is a diagonal matrix]
3 0 0
For example, A = 0 9 0
0 0 7
−3 1 5 −3 1 5
Example A = 1 0 − 2 , AT = 1 0 − 2
5 −2 4 5 − 2 4
1 0 0
T1 = −2 3 0 → Lower Triangular Matrix
−1 5 2
Example
1 6 − 1
T2 = 0 2 3 → Upper Triangular Matrix
0 0 − 4
4
3 −6 2
1
Example A = 2 3 6
7
6 2 − 3
5. Trace of a matrix
If A is the square matrix, then the trace of A denoted by tr(A) is defined as the sum of
all entries in the main diagonal of A
3 − 6 2
Example A = 2 3 6 , tr ( A) = 3 + 3 + (−3) = 3
6 2 − 3
5 2
Example A = , det( A) = (5 4) − (1 2) = 18
1 4
1 4 − 2
Inverse of matrix A, A−1 =
18 −1 5
5
7. Determinant, Co-factor, and inverse of 3 x 3 Order of a Matrix
a11 a12 a13
Consider matrix A = a21 a22 a23
a31 a32 a33
Determinant of matrix A: This can be obtained by summing the products of aij Cij in any of
the rows or columns. For instance, using first row expansion, the determinant of A is:
3
det( A) = a11C11 + a12C12 + a13C13 = aij Cij
j =1
6
Adj ( A)
Inverse of a 3x3 Matrix: A−1 =
det( A)
Exercise
−1 − 1 2
1. Show that the matrix A = 1 3 − 4 is singular
1 2 − 3
1 1 1
2. Find the co-factor and adjoint matrix of A, where A = 2 1 − 1
3 − 1 − 2
x y x 6 4 x + y
3. (a) Find x, y, z and w if: 3 = + .
z w −1 2w z + w 3
(b) Use inverse matrix and Cramer’s methods to solve the system of linear equations:
1 2 3 x 6
2 1 1 y = 5
3 1 − 2 z 1
−5 10 8
(c) Evaluate the determinant of matrix A = 4 − 7 − 6
−3 6 5
2x − y = 3
(c) Use Cramer’s method to solve the following system of linear equations .
x + 3 y = 5
(d) Evaluate:
1 4 3
6 2 5 .
1 7 0
7
a11 = 1, a21 = 2, a31 = 3, a12 = 4, a22 = 5, a32 = 6 .
(c) Use Cramer’s rule to solve the following system of linear equations:
4 x − 2 y = 6
x + y = 3
(d) Use Inverse method to solve the following system of linear equations
4 x + 2 y + 3 z = 17
6 x + 5 y + 5 z = 31
x+ y+ z = 6
x ' 5 2 x
5. (a) The transformation = maps the triangle A(3, 2), B(7, 2), C(3, 8) onto
y ' 1 4 y
the triangle A ' B ' C ' . Find the coordinates of A ' , B ' , C ' and calculate the area of the
triangle A ' B ' C ' .
x ' 3 2 x
(b) The linear transformation is defined by = . (i) Find the image of (1, 0)
y ' 5 4 y
and (0, 1). (ii)Find the point whose image is (4, 6).
x −3 1 −1
(c) Solve the following equation − 7 x + 5 −1 = 0
−6 6 x−2
8
2. LINEAR SYSTEMS: GAUSSIAN ELIMINATION METHOD
An equation in n variables x1, x2, …, xn is said to a linear if it is in the form
a1 x1 + a2 x2 + ... + an xn = b , where a1, a2, …, an and b are constants. Two or more linear
equations that are to be solved simultaneously are said to form a system of linear equations
or more simply, a linear system. Thus, the linear equations of n variables is represented as:
a11 x1 + a12 x2 + + a1n xn = b1
a21 x1 + a22 x2 + + a2 n xn = b2
(1)
an1 x1 + an 2 x2 + + ann xn = bn
In matrix notation the system of linear equations is:
a11 a 12 a1n x1 b1
a21 a22 a2 n x2 b2
= ; (2)
an1 an 2 ann xn bn
x1
x
X = 2 is the column matrix of n variables
xn
b1
b
B = 2 is the column matrix of the n right-side constants.
bn
The augmented matrix of the linear system is a matrix formed by appending the right-side
constants to the coefficient matrix as an extra column. From equation (2) the augmented
matrix of the linear system is:
9
a11 a 12 a1n b1
a a22 a2 n b2
A | b = 21
an1 an 2 ann bn
(3)
Example-1
Use the Gaussian elimination method to solve the following linear system:
3x + 4y = 5
x + 9y = 17
10
Solution: The augmented matrix of the given linear system is
3 4 5
𝐴|𝑏 = ( | )
1 9 17
1 9 17
Put a 0 in a21 ( | )
3 4 5
−3R1 + R2 → R2
1 9 17
Put a 1 in a22 ( | )
0 −23 −46
1
− R2 → R2
23
1 9 17
Put a 0 in a12 ( | ) −9R2 + R1 → R1
0 1 2
1 0 −1
( | ),
0 1 2
which is the simple reduced augmented matrix, so x = -1 and y = 2
Example-2
Use the Gaussian elimination method to solve the following linear system:
2p + 4q = 30
2p + 2q +6r = 30
6p + 4q + 4r = 50
2 4 0 30
Solution: The augmented matrix of the given linear system is 𝐴|𝑏 = (2 2 6|30)
6 4 4 50
1 2 0 15 −2R1 + R2 → R2
Put a 0 in a21 and a31 (2 2 6 | 30)
6 4 4 50 −6R1 + R3 → R3
11
1 2 0 15 1
Put a 1 in a22 (0 −2 6| 0 ) − R2 → R2
0 −8 4 −40 2
1 2 0 15
Put a 0 in a32 (0 1 −3| 0 ) 8R2 + R3 → R3
0 −8 4 −40
1 2 0 15 1
Put a 1 in a33 (0 1 −3 | 0 ) − R3 → R3
0 0 −20 −40 20
1 2 0 15
Put a 0 in a23 (0 1 −3| 0 ) 3R3 + R2 → R2
0 0 1 2
1 2 0 15
Put a 0 in a12 (0 1 0| 6) −2R2 + R1 → R1
0 0 1 2
1 0 0 3
(0 1 0 | 6)
0 0 1 2
which is the simple reduced augmented matrix, so p = 3, q = 6 and r = 2
Exercise-1
1. Use the Gaussian elimination method to solve the following linear systems:
1 2 −2 x 1 4x + 9y + 2z = 21 x+y+z=4
(a) 2 5 1 y = 9 (b) -8x + 6y - 3z = 41 (c) 2x - 3y + 4z = 33
1 3 4 z 9
3x + y - 5z = -73 3x - 2y - 2z = 2
x - y + 3z = 8 2x1 + x 2 + x 3 = 5 2x1 - x 2 + x 3 = 3
(d) 2x - y + 4z = 11 (e) 4x1 - 6x 2 = -2 (f) 4x1 +x 2 +3x 3 = 15
-x + 2y - 4z = -11 -2x1 + 7x 2 + 2x 3 = 9 x1 -x 2 + 5x 3 = 14
x1 +2 x 2 + x 3 - x 4 = 5
3x1 +6x 2 +4x 3 + 4x 4 = 16
(g)
4x1 +4x 2 +3x 3 + 4x 4 = 22
2x1 + x 3 +5x 4 = 15
2. A d.c. circuit comprises three closed loops. Applying Kirchhoff’s laws to the closed loops
gives the following equations for current flow in milliamperes:
12
2l1 + 3l2 – 4l3 = 26 (1)
l1 – 5l2 – 3l3 = −87 (2)
−7l1 + 2l2 + 6l3 = 12 (3)
Use the Gaussian elimination method to solve for l1, l2 and l3.
13
3. LINEAR PROGRAMMING: SIMPLEX METHOD
The simplex method is the method used to solve linear programming model containing two or
more decision variables. The method is an iterative procedure for solving linear programming
problems expressed in the standard form. Or
The simplex method is an approach to solving linear programming models by hand using slack
variables, tableaus, and pivot variables as a means to finding the optimal solution of an
optimization problem. Simplex tableau is used to perform row operations on the linear
programming model as well as for checking optimality.
14
3.1 Definitions of some Terminologies when solving Linear Programming by Simplex
Method
1) Basic variable: is the one that appears with a unit coefficient in that equation and zeros in
other equations.
2) Non-basic variables: are those variables which are not basic.
3) Pivot operation: is a sequence of elementary row operation that reduces a given system to
an equivalent system in which a specified variable has a unit coefficient in one equation
and zeros elsewhere.
4) Basic solution: the solution obtained by setting all non-basic variables to zero and solving
for basic variables.
5) Slack variable: is the variable added to inequality of ≤ type to make an equation;
e.g. x1 ≤ m changed into equation x1 +s1 =m. Slack variable represent the difference (takes
up the slack) between the left and right sides of an inequality.
6) Equational form: is equation obtained by writing objective function and constraints of
the linear programming model into equation form.
7) Initial Table: is the augmented matrix of the equational form.
8) Indicators: the numbers in the bottom row in the initial table obtained from the objective
function.
7) Pivot column: is the column in the simplex table that corresponds to the most negative
indicator. The column is containing a non-basic variable that is chosen to entering variable
a basic variable at a particular step of the simplex method.
9) Pivot row: is found by dividing each positive entry of the pivot column into the
corresponding right-side constant and picking the smallest ratio.
10) Terminal Table: is the last table for obtaining optimal solution: for maximum objective
function, all indicators must be non-negative, while minimization problem the indicators
negative.
11) Optimal solution: is the solution set that produces the optimum value (maximize or
minimize) the objective function.
3.2 Steps for Simplex Method for a Standard Maximum Linear Programming
(1) Set up the initial tableau for the given standard maximum problem. Find the most
negative indicator. This determines the pivot column.
(2) Divide each positive entry of the pivot column into the corresponding right-side constant.
The positive entry that produces the smallest ratio determines the pivot row. The entry in the
pivot row and pivot column is the pivot.
(3) Use elementary row operation to replace the pivot entry aij to be a 1 and then to change
other entries of the pivot column to zero.
(4) If possible, repeat steps (1) through (3) until all indicators are non-negative.
15
Example-1
The basic variables associated with the initial tableau are s1 and s2 and the associated feasible
solution is x1 =0, x2 =0, s1 = 9, s2 =4
The most negative indicator is -5, therefore, column two of variable x2 is a pivot column. To
find a pivot row use minimum ratio rule:
Thus, variable x2 has to enter the basic variable to replace s1 by pivoting entry a12 =3 to be 1
and zero entries in the pivot column using elementary row operations to obtain the second
tableau.
Second Tableau
x1 x2 s1 s2 F Operation
1
2/3 1 1/3 0 0 3 R1 → R1
3
( 1/3 0 −1/3 1 0| 1 ) − R1 + R2 → R2
⋯ ⋯ ⋯ ⋯ ⋯ ⋯
−2/3 0 5/3 0 1 15 5R1 + R3 → R3
16
The basic variables are now x2 and s2, and the associated feasible solution is x1 =0, x2 =3, s1
= 0, s2 =1, and the objective function F = 15. The presence of the negative indicator -2/3
suggests that the solution is still not optimal, because we can increase the value of F by
increasing x1 from its present value of zero. Therefore, column 1 is the pivot column.
Thus, variable x1 has to enter the basic variable to replace s2 by pivoting entry a22 =1/3 to be
1 and zero entries in the pivot column using elementary row operations to obtain the third
tableau.
Third Tableau
x1 x2 s1 s2 F Operation
3R2 → R2
0 1 1 −2 0 1
1 0 −1 3 0 3 −2
(⋯ ⋯ ⋯ ⋯ ⋯ |⋯) R2 + R1 → R1
3
0 0 1 2 1 17
2
R2 + R3 → R3
3
The basic variables are now x1 and x2, and the associated feasible solution is x1 =3, x2 =1, s1
= 0, s2 =0, and the objective function F = 17. The corresponding corner point is (3, 1).
Example-2
17
Initial table
x1 x2 x3 u1 u2 u3 F
1 2 1 1 0 0 0 12
2 1 1 0 1 0 0 20
1 1 2 0 0 1 0 |20
|
⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯
(−2 −1 −3 0 0 0 1 0)
The basic variables associated with the initial tableau are u1, u2 and u3 and the associated
feasible solution is x1 =0, x2 =0, x3=0, u1= 12, u2 =20, and u3 =20
The most negative indicator is -3, therefore, column three of variable x3 is a pivot column. To
find a pivot row use minimum ratio rule:
Thus, variable x3 has to enter the basic variable to replace u3 by pivoting entry a33 =2 to be 1
and zero entries in the pivot column using elementary row operations to obtain the second
tableau.
Second Tableau
x1 x2 x3 u1 u2 u3 F Operations
1
1/2 3/2 0 1 0 −1/2 0 2 R3 → R3
3/2 1/2 0 0 1 −1/2 0 2
10
1/2 1/2 1 0 0 1/2 0
|10 − R3 + R1 → R1
|
⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ − R3 + R2 → R2
(−1/2 1/2 0 0 0 3/2 1 30)
3R3 + R4 → R4
The basic variables are now x3, u1, and u2 and the associated feasible solution is x1 =0, x2
=0, x3=10, u1= 2, u2 =10, and u3 =0, and the objective function F = 30. The presence of the
negative indicator -1/2 suggests that the solution is still not optimal, because we can increase
the value of F by increasing x1 from its present value of zero. Therefore, column 1 is the
pivot column. Minimum ratio table to find pivot row:
18
Thus, variable x1 has to enter the basic variable to replace u1 by pivoting entry a11 =1/2 to be
1 and zero entries in the pivot column using elementary row operations to obtain the third
tableau.
Third Tableau
x1 x2 x3 u1 u2 u3 F Operations
2 R1 → R1
1 3 0 2 0 −1 0 4 3
− R1 + R2 → R2
0 −4 0 −3 1 1 0 4 2
0 −1 1 −1 0 1 0 |8 1
| − R1 + R3 → R3
⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ 2
(0 2 0 1 0 1 1 32)
1
R1 + R4 → R4
2
Since all indicators in the third tableau are non-negative, this table is terminal. The basic
variables are now x1, x3 and u2, and the associated feasible solution is x1 =4, x2 =0, x3=8,
u1= 0, u2 =4, and u3 =0, and the objective function F = 17. Thu the required maximum value
of F occurs at the corner point (4, 0, 8) and the optimal value of the objective function F =32.
Exercise
In problems 1 through 5, solve the given linear programming in two variables by the simplex
method. Sketch the feasibility regions and indicate the corner points and state the optimal
solution of maximization objective function F
x1 + x2 6
1. Maximize the function F = x1 − 2 x2 Subject to 2 x1 + 3x2 15
x1 , x2 0
4 x1 + 3x2 24
2. Maximize the function F = 5 x1 + x2 Subject to x1 + 3x2 15
x1 , x2 0
x1 + x2 8
x1 + 2 x2 11
3. Maximize the function F = 20 x1 + 30 x2 Subject to
x1 + 3 x2 12
x1 , x2 0
19
3x1 + 4 x2 25
x1 + x2 7
4. Maximize the function F = x1 + 2 x2 Subject to
x1 + 2 x2 9
x1 , x2 0
4 x1 + 5 x2 37
x1 8
5. Maximize the function F = 11x1 − 4 x2 Subject to
x2 5
x1 , x2 0
In problems 6 through 10, solve the given linear programming in by the simplex method.
2 x1 + 3x2 + x3 80
6. Maximize the function F = x1 + x2 + 2 x3 Subject to x1 + x2 + x3 60
x1 , x2 , x3 0
x1 + 2 x2 + x3 20
5 x1 + x2 + 2 x3 50
7. Maximize the function F = 2 x1 + 3x2 + 4 x3 Subject to
− x1 + 3x2 + x3 30
x1 , x2 , x3 0
7 x1 + 12 x2 + 6 x3 50
18 x1 + 9 x2 + 4 x3 85
8. Maximize the function F = 5 x1 + 42 x2 + 26 x3 Subject to
−2 x1 + 14 x2 + x3 66
x1 , x2 , x3 0
4 x1 + 5 x3 + 6 x4 20
9. Maximize the function F = 4 x1 + 2 x2 + x3 − x4 Subject to x1 + x2 + 2 x3 + 4 x4 20
x1 , x2 , x3 , x4 0
− x1 + x2 + x3 + 3x4 20
3x1 − x2 + 3 x3 + 6 x4 30
10. Maximize the function F = 3x1 − x2 + 2 x3 − x4 Subject to
x1 + x2 + x3 − 3x4 15
x1 , x2 , x3 , x4 0
11. A manufacturer produces three types of electrical bulbs. The time required for molding,
trimming, and packaging is given in the Table below (times are given in hours per dozen of
bulbs).
20
Process Type A Type B Type C Total time available in hours
Molding 1 2 3/2 12,000
Trimming 2/3 2/3 1 4,600
Packaging 1/2 1/3 1/2 2,400
Profit in $ 11 16 15 -
How many dozen of each type of bulbs should be produced to obtain a maximum profit?
[Answers: Type A: 600 dozen units, Type B: 5,100 dozen units and Type C: 800 dozen units]
12. A company makes three kinds of machines; I, II and III. There are three stages in the
production of each machine: S1, S2 and S3. The number of worker-hours expended on each
machine in each stage of production is given in the following table.
Machines Stages
S1 S2 S3
I 0.2 0.1 0.2
II 0.2 0.2 0.3
III 0.1 0 0.1
Suppose the company makes $10 on each type I machine, $15 on each type II, and $6 on
each type III. The company has available a total of 14 worker-hours per day for stage S1, 8
worker-hours per day for stage S2 and 20 worker-hours per day for stage S3. How many
machines of each type should be made to maximize total profit?
21
a11 x1 + a12 x2 + ... + a1n xn b1
a21 x1 + a22 x2 + ... + a2 n xn b2
I: The Simplex Method for Minimization Problem to constraints of the form of ≥ and ≤
Types
Step 1: Change the objective function of minimize F = c1 x1 + c2 x2 + ... + cn xn to maximize
G = − F = −c1 x1 − c2 x2 − ... − cn xn
For instance, minimize F = 2 x1 + 5 x2 instead we maximize the function G = − F = −2 x1 − x2
Step 2: Convert the constraints of the ≥ type into ≤ type by multiplying by -1. For instance,
3x1 − 2 x2 + 7 x3 4 is equivalent to −3x1 + 2 x2 − 7 x3 −4
Step 3: Solving linear programming with one or more negative right-side constants. Two
phases are involved in eliminating the negative right-side constants.
Example 1:
x1 + x2 9
x1 + x2 3
Minimize F = 3x1 − 5 x2 Subject to
x1 + 2 x2 5
x1 , x2 0
Solution: The given problem is equivalent to:
22
x1 + x2 9
− x1 − x2 −3
Maximize G = − F = −3x1 + 5 x2 Subject to
− x1 − 2 x2 −5
x1 , x2 0
x1 x2 s1 s2 s3 constant
1 1 1 0 0 9
-1 -1 0 1 0 -3
-1 -2 0 0 1 -5
3 -5 0 0 0 0
We want to end up with positive terms in the last (right-most) column. The pivot entry is
chosen arbitrarily, but a reasonable strategy is to pivot on a negative entry in a row with a
negative right-side entry, say the -1 in the (2, 2) position. The result is displayed in second
table:
Second Table
x1 x2 s1 s2 s3 constant
− R2 → R2 0 0 1 1 0 6
− R2 + R1 → R1 1 1 0 −1 0 3
2 R2 + R3 → R3 1 0 0 −2 1 1
5R2 + R4 → R4
8 0 0 -5 0 15
Since the second table has all positive term in the last column, the corresponding basic
feasible solution is x1 =0, x2 = 3, S1 =6, S2 =0, S3 =1.
Phase II: Now we have a table with a basic feasible solution, we proceed with a standard
simplex method. We find that column 4 is the pivot column (the column with the most
negative indicator) and row 1 is the pivot row, thus 1 is the pivot entry in (1, 4) position.
Third table is
Third Table
23
x1 x2 s1 s2 s3 constant
0 0 1 1 0 6
R1 + R2 → R2
1 1 1 0 0 9
2 R1 + R3 → R3
1 0 2 0 1 13
5R1 + R4 → R4
8 0 5 0 0 45
Since the third table has no negative indicators, it is terminal and the corresponding basic
solution x1 =0, x2 = 9, S1 =0, S2 =6, S3 =13. The optimal value of Gmax =45, and it occurs at
the corner point (0, 9). The Fmin = -45.
Example 2:
3x1 + 2 x2 + 8 x3 144
Minimize F = x1 + 2 x2 + 4 x3 Subject to 3x1 + x2 + 6 x3 120
x1 , x2 , x3 0
Solution: The given problem is equivalent to:
−3x1 − 2 x2 − 8 x3 −144
Maximize G = − F = − x1 − 2 x2 − 4 x3 Subject to 3x1 + x2 + 6 x3 120
x1 , x2 , x3 0
x1 x2 x3 s1 s2 constant
-3 -2 -8 1 0 -144
3 1 6 0 1 120
1 2 4 0 0 0
Since there is a negative right-side constant in row 1, pivot arbitrarily on a negative entry in
that row with a negative right-side entry, say the -2 in the (1, 2) position. The Second Table
1 x1 x2 x3 s1 s2 constant
− R1 → R1 3/2 1
2 4 1/ 2 0 72
− R1 + R2 → R2 3 / 2 0 2 1/ 2 1 48
−2 R1 + R3 → R3
−2 0 − 4 1 0 − 144
Since the second table has all positive term in the last column, the corresponding basic
feasible solution is x1 =0, x2 = 72, x3 =0, S1 =0, S2 =48.
Phase II: Now we have a table with a basic feasible solution, we proceed with a standard
simplex method. We find that column 3 is the pivot column (the column with the most
24
negative indicator). Forming ratios with the positive entries in the pivot column [72/4 =18,
48/2 =24], thus row 1 is the pivot row (smallest ratio =18), and 4 is the pivot entry in (1, 3)
position. Third table is displayed below:
Third table:
1 x1 x2 x3 s1 s2 constant
R1 → R1 3/8 1/4
4 1 − 1/ 8 0 18
−2 R1 + R2 → R2 3 / 4 − 1/ 4 0 3 / 4 1 12
4 R1 + R3 → R3
−1/ 2 1 0 1 0 − 72
The third table is not the terminal since there is a negative indicator -1/2 in column 1.
Forming ratios with the positive entries in the pivot column [18/(3/8) =48, 12/(3/4) =16], thus
row 2 is the pivot row (smallest ratio =16), and 3/4 is the pivot entry in (2, 1) position. Fourth
table is displayed below:
Fourth table:
4 x1 x2 x3 s1 s2 constant
R2 → R2
3 0 1/2 1 − 1/ 2 − 1/ 2 12
3
− R2 + R1 → R1 1 −2/3 0 1 4 / 3 16
8
1
R2 + R3 → R3 0 2/3 0 1 2/3 − 64
2
This fourth table is terminal. The corresponding basic feasible solution x1 =16, x2 = 0, x3 =12,
S1 =0, S2 =0. The optimal value of Gmax = -64, the required Fmin = 64 and it occurs at the
corner point (16, 0, 12).
II: The Simplex Method for Minimization Problem to constraints of both =, ≥ and ≤
Types
Equality constraint is written into two inequalities of ≤ and ≥ types. Then we apply Phase I
and Phase II to solve minimum linear programming.
Example 1:
5 x1 + 4 x2 40
3x1 + 2 x2 48
Minimize F = 3x1 − 7 x2 Subject to
4 x1 + 5 x2 = 80
x1 , x2 , x3 0
25
Solution: Writing the equality constraint 4 x1 + 5 x2 = 80 as 4 x1 + 5 x2 80 and 4 x1 + 5 x2 80 ,
the problem becomes
5 x1 + 4 x2 40
3 x1 + 2 x2 48
Minimize F = 3x1 − 7 x2 Subject to 4 x1 + 5 x2 80 equivalent to
4 x1 + 5 x2 80
x1 , x2 0
−5 x1 − 4 x2 −40
3 x1 + 2 x2 48
Maximize G = − F = −3x1 + 7 x2 Subject to 4 x1 + 5 x2 80
−4 x1 − 5 x2 −80
x1 , x2 , x3 0
x1 x2 s1 s2 s3 s4 constant
-5 -4 1 0 0 0 -40
3 2 0 1 0 0 48
4 5 0 0 1 0 80
-4 -5 0 0 0 1 -80
3
-7 0 0 0 0 0
Arbitrarily, we chose the number -4 in the (1,2) position as the pivot entry in that row with a
negative right-side entry, say the -2 in the (1, 2) position. The result is displayed in second
table:
Second Table
26
x1 x2 s1 s2 s3 s4 constant
5 1
1 - 0 0 0 10
1 4 4
− R1 → R1 1 1
4 0 1 0 0 28
−2 R1 + R2 → R2 2 2
9 5
−5 R1 + R3 → R3 - 0 0 1 0 30
5 R1 + R4 → R4 4 4
9 5
7 R1 + R5 → R5 4 0 - 0 0 1 -30
4
47 7
0 - 0 0 0 70
4 4
Second table still has a negative right-side constant (-30) in the fourth row, so we remain in
Phase I and chose a second arbitrary pivot. This time we pick the entry -5/4 in the (4, 3)
position, and by pivoting on this entry we obtain the third table:
Third Table
x1 x2 s1 s2 s3 s4 constant
4
− R4 → R4 4 1
5 1 0 0 0 - 16
1 5 5
R4 + R1 → R1 7 2
4 0 0 1 0 16
1 5 5
− R4 + R2 → R2 0 0 0 0 1 1 0
2
5 -
9
0 1 0 0 -
4
24
− R4 + R3 → R3 4 5
4
7
R4 + R5 → R5 43 7
4 0 0 0 0 - 112
5 5
Since the third table has all nonnegative right-side constants, we are ready to enter Phase II.
Phase II: The only one indicator is the -7/5 in the s4 column (pivot column) and the
nonnegative ratios are 16/(2/5) =40, and 0/1 =0 (minimum ratio); thus, row 3 is the pivot row
and 1 is the pivot entry in the (3,6) position. The fourth table is displayed below:
27
Fourth Table
x1 x2 s1 s2 s3 s4 constant
4 1
1 1 0 0 0 16
R3 + R1 → R1 5 5
5 7
2
2 0 0 1 - 0 16
− R3 + R2 → R2 5 5
5
0 0 0 0 1 1 0
4
R3 + R4 → R4 -9 0 4
5 1 0 0 24
4 5
7
R3 + R5 → R5
5
43 7
0 0 0 0 112
5 5
Since all the indicators are nonnegative, the fourth table is terminal. The corresponding basic
feasible solution x1 =0, x2 = 16, S1 =24, S2 =16, S3 =0, S4 =0. The optimal value of Gmax =
112, the required Fmin = -112 and it occurs at the corner point (0, 16).
Just like a photograph can be analysed in both its positive and negative form, a linear
programming has both a primal formulation and a dual formulation, either of which can be
used to obtain an optimal solution. Primal formulation involving a minimization problem
with ≥ inequality constraints can be solved by analysing the dual formulation involving a
maximization problem with ≤ inequality constraints. Thus, minimization problem is referred
to primal formulation. Similarly, the objective function associated with this formulation is
called the primal the objective function and the inequality constraints are called primal
inequalities.
Minimize F = 7 x1 + 20 x2
x1 + 2 x2 2
Subject to x1 + 5 x2 3
x1 , x2 0
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Step I: Use the coefficients and right-side constants of the primal inequalities and the
coefficients of the primal objective function to form a matrix, say A.
1 2 2
A = 1 5 3 ,
7 20 0
where, row 1 and row 2 are the coefficients of primal inequalities and row 3 are coefficients
for primal objective function.
Step II: Form matrix B which is a transpose of matrix A (i.e., interchanging the rows and
columns of matrix A).
1 1 7
B = A = 2 5
T
20
2 3 0
Step III: Reverse Step I to obtain a maximization problem with ≤ inequalities from matrix B.
This is the dual formulation. Specifically, the first two rows of matrix B are used for the dual
inequalities and the third for the dual objective function. Therefore,
Dual Formulation is:
Maximize G = 2 y1 + 3 y2
y1 + y2 7
Subject to 2 y1 + 5 y2 20
y1 , y2 0
Note: In order to avoid any confusion between the two formulations, we use different
decision variables. If primal variables are x1, x2, …, xn, then the dual variables become y1, y2,
…, ym
Example 1: Use duality and the simplex method to solve following linear programming:
x1 + 2 x2 2
Minimize F = 7 x1 + 20 x2 Subject to x1 + 5 x2 3
x1 , x2 0
Solution:
The corresponding dual problem is:
29
y1 + y2 7
Maximize G = 2 y1 + 3 y2 Subject to 2 y1 + 5 y2 20
y1 , y2 0
30
The use of Duality to Solve Minimization Problem with ≥ Constraints
Step 1: Obtain dual formulation of the given primal problem. This will be a maximization
problem with ≤ constraints.
Step 2: Introduce slack variables in the dual problem and solve by simplex method.
Step 3: Read the optimal solution to the primal (minimization) problem from the terminal
table of the dual. The required minimum occurs in the right-hand corner, and the
components of the corresponding corner point occur as terminal slack indicators.
Example: Suppose that in solving a particular minimization problem, we apply the simplex
method to the initial table of the dual form of the problem (maximization problem) to
reach its terminal table. The table below is the terminal simplex table of the dual
problems.
y1 y2 y3 s1 s2 constant
2 5
4 1 0 23
3 2
4 2
−2 0 1 − 11
3 3
5 0 0 3 7 200
(a) What is the optimal solution of the dual (maximization) problem?
(b) What is the optimal solution of the primal (minimization) problem?
Solution: (a) The basic feasible solution that corresponds to the given table is y1 =0, y2 =23,
y3 =11, s1 =0, s2 =0. The maximum value of the dual objective function G, Gmax =200, and it
occurs at the corner point (0, 23, 11).
(b) The minimum of the primal objective function F is Fmin = 200, the terminal slack
indicators are at the point where x1 =3, x2 =7; that is the corner point (3, 7).
Exercise
1. Use simplex method to solve the minimum linear programming problems:
(a) Minimize F = 2 x1 − 7 x2 + 5 x3 (c) Minimize F = x1 + 5 x2 + 4 x3
4 x1 + 3 x2 + x3 125 5 x1 + 12 x2 + 8 x3 96
10 x1 + 5 x2 + 2 x3 295 5 x1 + 7 x2 + 5 x3 75
Subject to Subject to
x1 + x2 + 6 x3 90 −3x1 + 4 x2 + 4 x3 = 4
x1 , x2 , x3 0 x1 , x2 , x3 0
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(b) Minimize F = 3x1 + 2 x2
− x1 + x2 1
Subject to 3x1 + 2 x2 12
x1 , x2 0
2. State the dual problem of the given minimization problem. Hence, solve dual problem
using simplex method to determine the solution of the given primal problem:
(a) Minimize F = 5 x1 + 13x2 (d) Minimize F = 5 x1 − 13x2
x1 + 5 x2 15 x1 + 5 x2 15
2 x1 + 4 x2 24 2 x1 + 4 x2 24
Subject to Subject to
x1 + x2 7 x1 + x2 7
x1 , x2 0 x1 , x2 0
2 x1 + 4 x2 + x3 3 x1 + 3x2 + x3 6
Subject to x1 + 3x2 + 2 x3 4 Subject to x1 + x2 + 3x3 9
x1 , x2 , x3 0 x1 , x2 , x3 0
3x1 + 4 x2 + 6 x3 2 x1 + 4 x2 + 2 x3 8
−2 x1 − 5 x2 + x3 3 x1 + 3x2 + 4 x3 7
Subject to Subject to
9 x1 + x2 + 2 x3 8 2 x1 + x2 + 3x3 6
x1 , x2 , x3 0 x1 , x2 , x3 0
3. Suppose that in solving a particular minimization problem, we apply the simplex method
to the initial table of the dual form of the problem (maximization problem) to reach its
terminal table. Tables below are the terminal simplex table of the dual problems. In each
case find the optimal solution of the dual problem and the optimal solution of the
corresponding primal (minimization) problem.
32
y1 y2 y3 s1 s2 constant
3 1 0 5 2 15
(a) − 1 0 1 −1 1 9 (b)
2 0 0 1 3 173
y1 y2 y3 s1 s2 s3 constant
1 -3 0 0 7 9 21
0 1 0 1 −3 5 30
0 4 1 0 8 1 15
0 2 0 0 4 3 110
y1 y2 s1 s2 s3s4 constant
0 0 1 0 3 0 11
1 0 0 0 − 1 1 15
(c) 1 1 0 0 −2 0 7 (d)
0 0 0 1 5 0 3
2 7 0 124
0 0 0
y1 y2 s1 s3 constant
s2
3 0 1 − 3 0 17
−1 0 0 4 1 21
2 1 0 7 0 9
4 0 0 9 0 83
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