# SECTION 9.4 32. The accounting firm in Exercise 31 raises its charge for an audit to \$2500.

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

509

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

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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.