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What number of audits and tax returns will bring in a maximum revenue? In the simplex method, it may happen that in selecting the departing variable all the calculated ratios are negative. This indicates an unbounded solution. Demonstrate this in Exercises 33 and 34. 33. (Maximize) Objective function: z x1 2x2 Constraints: x1 3x2 1 x1 2x2 4 x1, x2 0 34. (Maximize) Objective function: z x1 3x2 Constraints: x1 x2 20 2x1 x2 50 x1, x2 50

THE SIMPLEX METHOD: MINIMIZATION 36. (Maximize) Objective function: z x1 1 x2 2 Constraints: 2x1 3x2 20 2x1 3x2 35 x1, x2 30

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35. (Maximize) Objective function: z 2.5x1 x2 Constraints: 3x1 5x2 15 5x1 2x2 10 x1, x2 10 z 2x1 7x2 6x3 4x4 subject to the constraints 1.2x1 0.7x2 0.83x3 0.5x4 1.2x1 0.7x2 0.83x3 1.2x4 0.5x1 0.7x2 01.2x3 0.4x4 where x1, x2, x3, x4 0.

C 37. Use a computer to maximize the objective function

65 96 80

If the simplex method terminates and one or more variables not in the final basis have bottom-row entries of zero, bringing these variables into the basis will determine other optimal solutions. Demonstrate this in Exercises 35 and 36.

**C 38. Use a computer to maximize the objective function
**

z 1.2x1 x2 x3 x4 subject to the same set of constraints given in Exercise 37.

**9.4 THE SIMPLEX METHOD: MINIMIZATION
**

In Section 9.3, we applied the simplex method only to linear programming problems in standard form where the objective function was to be maximized. In this section, we extend this procedure to linear programming problems in which the objective function is to be minimized. A minimization problem is in standard form if the objective function w c1x1 c2x2 . . . cn xn is to be minimized, subject to the constraints a11x1 a21x1 a12x2 a22x2 ... ... a1nxn a2nxn . . . am1x1 am2x2 ... amnxn bm b1 b2

where xi 0 and bi 0. The basic procedure used to solve such a problem is to convert it to a maximization problem in standard form, and then apply the simplex method as discussed in Section 9.3. In Example 5 in Section 9.2, we used geometric methods to solve the following minimization problem.

. as follows. .. .. we interpret the new matrix as a maximization problem as follows.. ... As it turns out. 36 10 30 . y1. . y2. 36 12 6 . 0 . . ....12x1 0... .15 . 300 12 6 .12 .. .. we form the transpose of this matrix by interchanging its rows and columns. we introduce new variables. 0. .510 CHAPTER 9 LINEAR PROGRAMMING Minimization Problem: Find the minimum value of w 0..) We call this corresponding maximization problem the dual of the original minimization problem.12 0. .15 . . y2 0. 90 10 30 .12 0. and y3 0. the solution of the original minimization problem can be found by applying the simplex method to the new dual problem..15x2 Objective function subject to the following constraints 60x1 12x1 10x1 60x2 66x2 30x2 300 336 390 } Constraints where x1 0 and x2 0. and y3. . . 0. .15 } Dual constraints where y1 0. To this augmented matrix we add a last row that represents the coefficients of the objective function. as follows.. . and vice versa. . Finally. Note that the rows of this matrix are the columns of the first matrix. .. 0.. (To do this. 300 60 60 . 60 60 . The first step in converting this problem to a maximization problem is to form the augmented matrix for this system of inequalities. 90 . .. . 0 Next. Dual Maximization Problem: Find the maximum value of z 300y1 36y2 90y3 Dual objective function subject to the constraints 60y1 60y1 12y2 16y2 10y3 30y3 0.

4 THE SIMPLEX METHOD: MINIMIZATION Basic Variables s1 s2 ← Departing 511 y1 y2 y3 s1 s2 b 60 60 300 ↑ Entering y1 12 6 36 10 30 90 1 0 0 0 1 0 0. the minimum value of w is equal to the maximum value of z. Moreover.12 0.66. Theorem 9.2. This is the same 50 value we obtained in the minimization problem given in Example 5. after the American mathematician John von Neumann (1903–1957). the optimal solution occurs when x1 3 and x2 2. Solving a Minimization Problem We summarize the steps used to solve a minimization problem as follows. the solution of the dual maximization problem is z 33 0. in Section 9.SECTION 9. .15 0 y2 1 5 y3 1 6 s1 1 60 s2 b 1 500 3 100 3 5 Basic Variables y1 s2 ← Departing 1 0 1 0 0 –6 0 20 ↑ Entering –1 5 24 – 40 y1 y2 y3 s1 1 40 1 20 s2 1 120 1 20 b 7 4000 3 2000 33 50 Basic Variables y1 y3 1 0 0 1 4 3 10 0 1 0 12 3 ↑ x1 2 ↑ x2 Thus. The x-values corresponding to this optimal solution are obtained from the entries in the bottom row corresponding to slack variable columns. In other words. The fact that a dual maximization problem has the same solution as its original minimization problem is stated formally in a result called the von Neumann Duality Principle.2 The von Neumann Duality Principle The objective value w of a minimization problem in standard form has a minimum value if and only if the objective value z of the dual maximization problem has a maximum value.

... . a1n b1 .. . . a1n a2n . a21 a22 . . . . . am1x1 am2 x 2 . amn cn . . . ... . y2 . .. . .. and ym 4. . . . .. a1ny1 where y1 a2n y2 0.. . the values of x1. am1 am 2 .. To solve this problem we use the following steps... . . cn x n is to be minimized... . ..512 CHAPTER 9 LINEAR PROGRAMMING Solving a Minimization Problem A minimization problem is in standard form if the objective function w .. . a11 a21 . find the maximum of the objective function given by z b1y1 b2y2 . . .. . . .. . bmym subject to the constraints a11y1 a12 y1 a21y2 a22 y2 . Apply the simplex method to the dual maximization problem. .. am1 c1 . . . . The maximum value of z will be the minimum value of w.. . . in the columns corresponding to the slack variables. . .. . . . . . subject to the constraints a11x1 a21x1 a12 x 2 a22 x 2 . .. amnym 0. cn c1 c2 0. . am2 c2 . . . That is.. a11 a12 ... b 0 . . . 1 2 m 3. . a2n b2 .. . a1n x n a2n x n . and xn will occur in the bottom row of the final simplex tableau. . . . Form the transpose of this matrix. b b . ... am1ym am2 ym ... . . . c c .. Form the augmented matrix for the given system of inequalities.. . c 0 . Form the dual maximization problem corresponding to this transposed matrix. . amn xn bm b1 b2 c1x1 c 2x 2 where xi 0 and bi 0. . . 1 2 n 2. .. a12 a22 . . amn bm . . x 2 .. . Moreover. 1. .. and add a bottom row consisting of the coefficients of the objective function.. .

. 2 1 . . y1 y2 y2 3 2 } s2 b Dual constraints 0 and y2 0. EXAMPLE 1 Solving a Minimization Problem Find the minimum value of w 3x1 2x2 Objective function subject to the constraints 2x1 2x1 where x1 Solution x2 x2 6 4 } 0. Constraints 0 and x2 The augmented matrix corresponding to this minimization problem is . Dual Maximization Problem: Find the maximum value of z 6y1 4y2 Dual objective function subject to the constraints 2y1 2y1 where y1 follows. 6 . .4 THE SIMPLEX METHOD: MINIMIZATION 513 We illustrate the steps used to solve a minimization problem in Examples 1 and 2. . . . 4 ... Thus. 3 2 . .. 3 . . 1 1 . . . . We now apply the simplex method to the dual problem as Basic Variables s1 s2 y2 s1 2 1 6 ↑ Entering 1 1 4 1 0 0 0 1 0 3 2 0 ← Departing . . . . . . . 2 . . . .. 2 1 .. 1 1 ...SECTION 9.... This implies that the dual maximization problem is as follows. 0 . 0 6 4 . . the matrix corresponding to the dual maximization problem is given by the following transpose..

514 CHAPTER 9 LINEAR PROGRAMMING Basic Variables y1 s2 y1 y2 1 2 1 2 s1 1 2 1 2 s2 b 3 2 1 2 1 0 0 0 1 0 ← Departing 1 ↑ Entering 3 9 y1 y2 s1 s2 b Basic Variables y1 y2 1 0 0 0 1 0 1 1 2 ↑ x1 1 2 2 ↑ x2 1 1 10 From this final simplex tableau. Note in Figure 9.19. Constraints 0. the solution of the original minimization problem is w 10 Minimum Value and this occurs when x1 2 and x2 2. Therefore. as shown in Figure 9.19 (b). Both the minimization and the maximization linear programming problems in Example 1 could have been solved with a graphical method. as indicated in Figure 9.) EXAMPLE 2 Solving a Minimization Problem Find the minimum value of w 2x1 10x2 8x3 Objective function subject to the constraints x1 x1 x1 where x1 2x2 2x2 2x2 0.19 (a) that the maximum value of z 6y1 4y2 is the same as the minimum value of w 3x1 2x2. we see that the maximum value of z is 10. x2 2x3 2x3 2x3 6 8 4 } 0. and x3 . (See page 515.

. . 2 10 8 0 . . y2 0. . 6) Minimum: 5 w = 3x1 + 2x2 = 10 6 3 2 1 1 2 1 1 1 6 0 1 2 ↑ Entering y2 1 2 2 4 1 0 0 0 0 1 0 0 0 0 1 0 2 10 8 0 ← Departing (2.. . . . . 2) 1 (1.. 0( 2 2 3 where y1 0. 0) ( 3..... . . . and y3 problem as follows. 1 2 2 8 .. 6 8 4 0 . . We now apply the simplex method to the dual Basic Variables s1 s2 s3 (b) x2 s3 b (0. . 0 1 2 8 . . .. . This implies that the dual maximization problem is as follows. ... . . Dual Maximization Problem: Find the maximum value of Figure 9.. .. Thus. . 1 2 2 4 . . y1 y2 y3 s1 0. . 1 0 1 2 . .19 y2 (a) 3 Maximum: z = 6y1 + 4y2 = 10 z y1 y1 y1 y1 6y1 2x2 2y2 2y2 8y2 2y3 2y3 2y3 4y3 12 10 18 Dual objective function subject to the constraints (0. 1 1 1 6 .. . .. the matrix corresponding to the dual maximization problem is given by the following transpose. . 0) 4 5 6 x1 8 y1 y3 s1 s2 s3 b Basic Variables s1 s2 y2 ← Departing 1 1 2 1 2 0 0 1 0 1 1 1 4 1 0 0 0 0 1 0 0 0 1 2 1 2 2 6 4 32 2 ↑ Entering 4 .4 THE SIMPLEX METHOD: MINIMIZATION 515 Solution The augmented matrix corresponding to this minimization problem is . . 1) } s2 Dual constraints (0.SECTION 9... . . 1 1 2 10 . 2) (4.

300 barrels of medium-grade oil. and 200 barrels of low-grade oil each day. Then the total cost is given by C 20.000 27.516 CHAPTER 9 LINEAR PROGRAMMING Basic Variables y1 s2 y2 y1 y2 y3 s1 s2 s3 b 1 0 0 0 0 0 1 0 1 3 2 3 2 1 1 2 1 2 0 1 0 0 ↑ x2 0 1 2 1 2 2 5 3 36 2 2 ↑ x1 4 ↑ x3 From this final simplex tableau. we see that the maximum value of z is 36. and 500 barrels of low-grade oil each day. Refinery 1 costs $20. Applications EXAMPLE 3 A Business Application: Minimum Cost A small petroleum company owns two refineries. Objective function The constraints are given by (High-grade) (Medium-grade) (Low-grade) where x1 0 and x2 problem is 400x1 300x1 200x1 300x2 400x2 500x2 25. x2 0. 400 barrels of medium-grade oil. and it can produce 400 barrels of high-grade oil.000 barrels of high-grade oil.000x2. Refinery 2 is newer and more modern. and x3 4.000 barrels of medium-grade oil. the solution of the original minimization problem is w 36 Minimum Value and this occurs when x1 2. It costs $25.000 per day to operate. The company has orders totaling 25.000x1 25. How many days should it run each refinery to minimize its costs and still refine enough oil to meet its orders? Solution To begin. 27. and it can produce 300 barrels of high-grade oil.000 barrels of low-grade oil. and 30.000 30. we let x1 and x2 represent the number of days the two refineries are operated. Therefore.000 per day to operate.000 } Constraints 0. The augmented matrix corresponding to this minimization .

. .000 60 y1 y2 1 2 1 2 y3 s1 1 280 3 1400 s2 1 700 1 350 b 250 7 200 7 Basic Variables y1 y3 1 0 0 0 1 0 500 25 ↑ x1 50 ↑ x2 1. .000 300 400 27. 20. . . . y1 y2 y3 s1 s2 b Basic Variables s1 s2 ← Departing 400 300 25.. . .000 7.000 20..000 30. we see that the solution to the original minimization problem is . . . 0 We now apply the simplex method to the dual problem as follows. .. 25.750.000 ↑ Entering 1 0 0 0 1 0 20. ..000 ↑ Entering 3.000 50 1... 25. . . .000 0 y1 y2 y3 s1 s2 2 5 1 500 b Basic Variables s1 y3 ← Departing 280 3 5 140 4 5 0 1 0 1 0 0 10.000 27.000 . .4 THE SIMPLEX METHOD: MINIMIZATION 517 400 300 300 400 200 500 .500. . .000 30. . .000 25. .000 200 500 30... ..SECTION 9. . .000 27.000 25. . .000 25.. . . The matrix corresponding to the dual maximization problem is 400 300 200 300 400 500 . . 0 .000 From the third simplex tableau...000 . . ..000 .

the two refineries should be operated for Note that by operating the two refineries for this number of days. 7. x3 7 4 0 6. (a) solve the given minimization problem by the graphical method. 1. the original production level has been met (with a surplus of 500 barrels of mediumgrade oil). x2 00 4. (b) formulate the dual problem.500 barrels 30.000 Minimum cost and this occurs when x1 25 and x2 the following number of days. Objective function: w 4x1 x2 x3 Constraints: 3x1 2x2 2x3 3x1 8x1 8x1 2x2 2x2 2x3 2x3 23 10 40 40 2. 1) (4.4 u EXERCISES In Exercises 7–12. 0) 2 3 4 x1 2x1. x2. SECTION 9. x2. Thus. Objective function: w 14x1 20x2 24x3 Constraints: x1 2x2 2x3 x1 2x2 2x3 x1. High-grade oil: Medium-grade oil: Low-grade oil: 25 400 25 300 25 200 50 300 50 400 50 500 25. Objective function: w 3x1 3x2 Constraints: 2x1 2x2 4 2x1 2x2 4 2x1. Objective function: w 9x1 4x2 10x3 Constraints: 2x1 x2 3x3 6x1 x2 3x3 x1. x2 0 3.518 CHAPTER 9 LINEAR PROGRAMMING C $1. x2 8 6 0 8. Objective function: w 2x1 2x2 Constraints: 3x1 2x2 3 3x1 2x2 5 x1. 1) (3. x3 6 9 0 . the company will have produced the following amounts of oil. determine the dual of the given minimization problem.000 barrels 27. and (c) solve the dual problem by the graphical method.000 barrels Thus. Objective function: w 14x1 20x2 Constraints: 3x1 2x2 04 7x1 6x2 20 x1. x2 0 x2 In Exercises 1–6. x2 00 x2 (0. x3 5. 10( 3 3 (1. Objective function: w 2x1 x2 Constraints: 5x1 3x2 09 2x1 2x2 10 2x1. Objective function: w 9x1 6x2 Constraints: 3x1 2x2 5 2x1 2x1 2x2 2x2 x1. Refinery 1: 25 days Refinery 2: 50 days 50. 0) 1 3 x1 1 1 (2. x2. 5 ( 2 2 1 (0.750.

21. The first drink provides 1 unit of protein and 3 units of carbohydrates in each liter. Objective function: w x1 4x2 Constraints: x1 2x2 3 x1 2x2 2 x1. 13. 5) (3. Objective function: w 2x1 2x2 Constraints: 3x1 2x2 4x1 2x2 x1. Objective function: w 3x1 8x2 Constraints: 2x1 7x2 9 2x1 2x2 4 x1. Objective function: w 8x1 4x2 6x3 Constraints: 3x1 2x2 3x3 4x1 2x2 3x3 2x1 2x2 4x3 x1. 2 2 x1 3 4 5 x1 2 4 6 2 In Exercises 13–20. two dietary drinks are used to supply protein and carbohydrates. The first drink costs $1 per liter and the second costs $2 per liter. Objective function: w 2x1 6x2 Constraints: 2x1 3x2 2x1 3x2 x1. Objective function: w x1 6x2 Constraints: 2x1 3x2 15 x1 2x2 03 x1. 3) In Exercises 21–24. x2 10 03 00 14. Find the amount of each drink the athlete should consume to minimize the cost and still meet the minimum dietary requirements. Objective function: w x2 Constraints: 6x1 5x2 6x1 5x2 x1. Objective function: w 2x1 x2 Constraints: 5x1 2x2 09 2x1 2x2 10 x1. x2 0 x2 12. Objective function: w 8x1 16x2 18x3 Constraints: 2x1 2x2 2x3 4x1 3x2 3x3 4x1 3x2 3x3 x1. x2 00 x2 8 4 3 (0. The first drink costs $2 per liter and the second costs $3 per liter. Objective function: w 6x1 2x2 3x3 Constraints: 3x1 2x2 3x3 6x1 2x2 3x3 3x1 2x2 2x3 x1. The first drink costs $4 per liter and the second costs $2 per liter. x2. The second drink supplies 2 units of protein and 2 units of carbohydrates in each liter. x2. x2 00 17. 22. x3 28 24 40 40 20. 3) (3. x2 6 2 0 0 9 0 (0.4 9. An athlete requires 3 units of protein and 5 units of carbohydrates. 3) 18. an athlete uses two dietary drinks that provide the nutritional elements listed in the following table. x2. 23. x2 0 x2 3 2 EXERCISES 519 10. 24. Objective function: w 42x1 5x2 17x3 Constraints: 3x1 x2 7x3 3x1 x2 3x3 6x1 x2 3x3 x1. x3 05 08 16 00 11. x3 6 7 8 0 16. x3 4 1 8 0 ( ( 4. x2. Objective function: w 6x1 3x2 Constraints: 4x1 x2 4 4x1 x2 2 x1. The first drink costs $1 per liter and the second costs $3 per liter. Drink I II Protein 4 1 Carbohydrates 2 5 Vitamin D 1 1 1 ( 2( 1 . solve the given minimization problem by solving the dual maximization problem with the simplex method.SECTION 9. 2) x1 1 2 3 19. x2 x2 10 8 15. In Exercises 25–28. 4) 6 4 (0. x2 0 . 5 3 3 6 4 2 x1 2 4 6 8 10 (0.

How many days should the company run each mill to minimize its costs and still fill the orders? C 33. and 400 tons of low-grade steel each day. How many days should each plant be operated in order to fill the total demand. Drink I costs $5 per liter and drink II costs $8 per liter. and 124.5x3 1.500 tons of low-grade steel. and it can produce 350 tons of high-grade steel.000. Find the combination of drinks of minimum cost that will meet the minimum requirements of 4 units of protein. 500 tons of medium-grade steel. Use a computer to minimize the objective function w 1.4x4 120 1. and 150 barrels of low-grade oil each day. 150. 25.000 units. Mill 2 costs $60. 26.000 per day to operate.5x3 1.000 barrels of low-grade oil.500 units.5x1 2x2 2.000 barrels of medium-grade oil.5x4 075 where x1. C 34. How many days should each plant be operated in order to fill the total demand. Use a computer to minimize the objective function w x1 0. and for Plant 3 is $60. and 450 tons of low-grade steel each day.520 CHAPTER 9 LINEAR PROGRAMMING 32. 27.000 per day to operate. and keep the operating cost at a minimum? 31. 30.000 units. The daily capacities (in thousands of units) of the three plants are as follows. each of which produces three different models of a particular product. 600 tons of medium-grade steel.2x4 050 0. and 400 barrels of low-grade oil each day. Mill 1 costs $70.5x3 3x4 subject to the constraints 1. 28.5x1 x2 0.000 per day to operate. and it can produce 300 barrels of high-grade oil. How many days should the company run each refinery to minimize its costs and still meet its orders? . A small petroleum company owns two refineries. The company in Exercise 29 has lowered the daily operating cost for Plant 3 to $50.000 barrels of high-grade oil. for Plant 2 is $60. and it can produce 400 tons of high-grade steel. and for Model 3 is 249. Drink I costs $1 per liter and drink II costs $5 per liter. and keep the operating cost at a minimum? 30. and it can produce 300 barrels of high-grade oil.5x1 2x2 2. The company has orders totaling 35. x4 0.5x3 2x4 subject to the same set of constraints given in Exercise 33.000 per day to operate. Model 1 Plant 1 Plant 2 Plant 3 8 6 12 Model 2 4 6 4 Model 3 8 3 8 The total demand for Model 1 is 300. Refinery 2 is newer and more modern. Refinery 1 costs $25.5x1 2x2 2.6x3 1.000 tons of high-grade steel. Drink I costs $7 per liter and drink II costs $4 per liter.5x2 2. 200 barrels of medium-grade oil. 29.5x3 1. for Model 2 is 172.000. Moreover. and 3 units of vitamin D. A company has three production plants. the daily operating cost for Plant 1 is $55.2x4 035 1. x3. and 40. x2. It costs $30.5x1 2x2 2.000. The company has orders totaling 100.000. 250 barrels of medium-grade oil. Drink I costs $8 per liter and drink II costs $1 per liter.000 tons of medium-grade steel. 10 units of carbohydrates. A steel company has two mills.

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