08 Simplex 3 C

In this lecture we shall look at some miscellaneous LPPs.
Each problem will illustrate a certain idea which will be explained when the problem is discussed.
Problem 6 Problem set 3.4A Page 97

Maximize
z 2 x1 4 x2 4 x3 3x4
Subject to the constraints
x1 x2 x3 x1 4 x2 x1 , x2 , x3 , x4 0
x4 8
Normally, when there are equality constraints, we add artificial variables and use either Big M method or two phase method. But in this problem we already have a 2x2 identity submatrix in the coefficient matrix of the constraint equations. Hence there is no need to add artificial variables. We can start the Simplex algorithm with x3, x4 as basic variables.
Basic z
x1 -1 -2
x2 -12 -4
x3 0 -4
x4 0 3
Sol -8 0
x3
x4 z x3 x2
0
0 1 0 0
1
1 2 3/4 1/4
1
4 0 0 1
1
0 0 1 0
0
1 3 -1/4 1/4
4
8 16 2 2
This is the Optimal tableau.

Optimal Soln: x1=0, x2=2, x3=2, x4=0 Max z = 16
Problem 7 Problem set 3.4A Pages 97-98

Minimize
z 3x1 5 x2 3x3
x1 4 x2 x3 2 x1 x2 x1 , x2 , x3 , x4 0
x4 10
Introducing surplus variables, the problem is:

Minimize
z 3x1 5 x2 3x3
x1 4 x2 x3 2 x1 x2 x4
s1
s2 10
x1 , x2 , x3 , x4 , s1 , s2 0
Since in this problem as we already have a 2x2 identity submatrix below the variables x3, x4 in the coefficient matrix of the constraint equations, there is no need to add artificial variables. We can start the Simplex algorithm with x3, x4 as basic variables.
Basic z
x1 0 -3
x2 7 -5
x3 0 -3
x4 0 0
s1 -3 0
s2 0 0
Sol. 21 0
x3
x4
0
0
1
2
4
1
1
0
0
1
-1
0
0
-1
7
10
z x2 x4
1 0 0
-7/4 1/4 7/4
0 1 0
-7/4 1/4 -1/4
0 0 1
-5/4 -1/4 1/4
0 0 -1
35/4 7/4 33/4

Optimal Soln: x1=0, x2=7/4, x3=0, x4=33/4 Min z = 35/4

Maximize
z x1 5 x2 3 x3
x1 2 x2 x3 3 2 x1 x2 x1 , x2 , x3 0 4
There is a unit vector column (coefficients of x3); so we will not add an artificial variable to the first constraint equation. However, to get a starting BFS (= for getting a 2x2 identity submatrix) we have to add an artificial variable to the second constraint equation. And then we solve it by big M method.
Thus we have to
Maximize
z x1 5 x2 3x3 MR2
x1 2 x2 x3 2 x1 x2 x1 , x2 , x3 , R2 0
3 R2 4
Basic z
x1
x2
x3 0 -3
R2 0 M
Sol -4M 0
-1-2M -5+M -1 -5
x3
R2 z x3 x1
0
0 1 0 0
1
2 0 0 1
2
-1 -11/2 5/2 -1/2
1
0 0 1 0
0
1 +M -1/2 1/2
3
4 2 1 2
Basic z
x1
x2
x3
R2
Sol
-11/2
+M
x3
x1 z x2 x1
0
0 1 0 0
0
1 0 0 1
5/2
-1/2 0 1 0
1
0 11/5 2/5 1/5
-1/2
1/2 -3/5 +M -1/5 2/5
1
2 21/5 2/5 11/5

Optimal Soln: x1=11/5, x2=2/5, x3=0 Max z = 21/5

Use the big M method to show that the following problem has no feasible solution: Maximize z 2 x1 5 x2
3x1 2 x2 6 2 x1 x2 2 x1 , x2 0
Using surplus, artificial and slack variables, the problem becomes:

Maximize
z 2 x1 5 x2 M R1
3x1 2 x2 s1 R1 2 x1 x2 x1 , x2 , s1 , s2 , R1 0
We now start the Simplex algorithm.
6 s2 2
Basic z
x1
x2
s1 M 0
R1 0 M
s2 0 0
Sol. - 6M 0
-2-3M -5-2M -2 -5
R1
s2
0
0
3
2
2
1
-1
0
1
0
0
1
6
2
z R1 x1
1 0 0
0 0 1
-4- M/2 1/2 1/2
M -1 0
0 1+3M/2 2-3M 1 0 -3/2 1/2 3 1
Basic z
x1
x2
s1
R1
s2
Sol.
-4- M/2
1+3M/2 2-3M
R1
x1
0
0
0
1
1/2
1/2
-1
0
1
0
-3/2
1/2
3
1
z R1 x2
1 0 0
8+M -1 2
0 0 1
M -1 0
0 1 0
5+ 4M 10-2M -2 1 2 2
Thus we have reached the optimal tableau but the artificial variable R1 is present at non-zero level. This means the original LPP has no feasible solution. This can be checked graphically also as the next slide shows.
(0,3) (0,2)
3x1 2 x2 6
(1,0) (2,0)
2 x1 x2 2
One Artificial Variable is enough?
Problem 8 Problem Set 3.4B Page 103
Consider the LPP

Minimize
z 2 x1 4 x2 3x3
5 x1 6 x2 2 x3 5 x1 3 x2 5 x3 8 2 x1 5 x2 4 x3 9 x1 , x2 , x3 0
Adding surplus and slack variables, the problem becomes: Minimize
z 2 x1 4 x2 3x3
5 8 s3 9
5 x1 6 x2 2 x3 s1 x1 3 x2 5 x3 2 x1 5 x2 4 x3 s2
x1 , x2 , x3 , s1 , s2 , s3 0
Normally we have to add two artificial variables, one to each of the first two constraint equations to get a starting BFS.
But by subtracting the first constraint from the second constraint equation, we get the equivalent LPP:
Minimize
z 2 x1 4 x2 3x3
3 8
6 x1 9 x2 3 x3 s1 s2 x1 3 x2 5 x3 2 x1 5 x2 4 x3 x1 , x2 , x3 , s1 , s2 , s3 0 s2
s3 9
Thus we need to add only one artificial variable to the second constraint equation
to get a starting BFS (= to get a 3x3 identity submatrix). Doing this , the LPP is Minimize
z 2 x1 4 x2 3x3
3 8 s3 9
6 x1 9 x2 3 x3 s1 s2 x1 3 x2 5 x3 2 x1 5 x2 4 x3 x1 , x2 , x3 , s1 , s2 , s3 0 s2 R2
We shall solve this by two phase method. Phase I
Minimize r R2
6 x1 9 x2 3 x3 s1 s2 x1 3 x2 5 x3 2 x1 5 x2 4 x3 x1 , x2 , x3 , s1 , s2 , s3 0 s2 R2
3 8 s3 9
Basic r
x1 -1 0
x2 3 0
x3 5 0
s1 0 0
s2 -1 0
R2 0 -1
s3 0 0
Sol. 8 0
s1
R2
0
0
-6
-1
9
3
3
5
1
0
-1
-1
0
1
0
0
3
8
s3
r x3 R2 s3
0
1 0 0 0
2
9 -2 9 -6
5
-12 3 -12 17
-4
0 1 0 0
0
-5/3 1/3 -5/3 4/3
0
2/3 -1/3 2/3 -4/3
0
0 0 1 0
1
0 0 0 1
9
3 1 3 13
Basic r
x1
x2
x3
s1
s2
R2
s3
Sol.
-12
-5/3
2/3
x3
R2
0
0
-2
9
3
-12
1
0
1/3
-5/3
-1/3
2/3
0
1
0
0
1
3
s3
r x3 x1 s3
0
1 0 0 0
-6
0 0 1 0
17
0 1/3 -4/3 9
0
0 1 0 0
4/3
0
-4/3
0
0
-1
1
0 0 0 1
13
0 5/3 1/3 15
-1/27 -5/27 2/9 -5/27 2/27 1/9 2/9 -8/9 2/3
Phase I has ended. And we now start Phase II with the starting BFS obtained in the optimal tableau of Phase I. Also we do not carry the R2 column as it has served its purpose.
Basic z
x1 0 -2 0 1
x2 7/3 4 1/3 -4/3
x3
s1
s2
R2
s3 0 0 0 0
Sol. 17/3 0 5/3 1/3
z x3
x1
1 0
0
0 -11/27 -13/27 -3 0 0 1 -1/27 -5/27 0 -5/27 2/27
s3
z x3 x1 x2
0
1 0 0 0
0
0 0 1 0
9
0 0 0 1
0
0 1 0 0

2/9
231 243 11 243 37 243
-8/9
43 243 37 243 14 243
15
-7/27 16/9 -1/27 10/9 4/27 23/9 1/9 5/3
2/81 -8/81
This is the optimal tableau. And the optimal solution is
23 15 10 x1 , x2 , x3 9 9 9
16 Optimum z = Minimum z = . 9
It is clear that the same procedure can be applied to more than two constraints.

08 Simplex 3 C

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In this lecture we shall look at some miscellaneous LPPs.

Problem 6 Problem set 3.4A Page 97

Subject to the constraints

This is the Optimal tableau.

Problem 7 Problem set 3.4A Pages 97-98

Subject to the constraints

Introducing surplus variables, the problem is:

Subject to the constraints

-7/4 1/4 7/4

-7/4 1/4 -1/4

-5/4 -1/4 1/4

35/4 7/4 33/4

This is the Optimal tableau.

Problem 8 Problem set 3.4A Page 98

Subject to the constraints

Subject to the constraints

This is the Optimal tableau.

Problem 9 Problem set 3.4A Page 98

Subject to the constraints

Using surplus, artificial and slack variables, the problem becomes:

Subject to the constraints

-4- M/2 1/2 1/2

0 1+3M/2 2-3M 1 0 -3/2 1/2 3 1

One Artificial Variable is enough?

Problem 8 Problem Set 3.4B Page 103

Consider the LPP

Subject to the constraints

Adding surplus and slack variables, the problem becomes: Minimize

Subject to the constraints

Subject to the constraints

Subject to the constraints

We shall solve this by two phase method. Phase I

-1/27 -5/27 2/9 -5/27 2/27 1/9 2/9 -8/9 2/3

x2 7/3 4 1/3 -4/3

Sol. 17/3 0 5/3 1/3

0 -11/27 -13/27 -3 0 0 1 -1/27 -5/27 0 -5/27 2/27

-7/27 16/9 -1/27 10/9 4/27 23/9 1/9 5/3

This is the optimal tableau. And the optimal solution is

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