Determine all the constraints or limited resources in terms of the decision variables and in
form of linear inequalities. Write nonnegative constraints.
The constraints for the problem are as follows:
4x + 3y 120
3x + y 60
x 0
nonnegative contraints
y 0
(2)
(3)
Find the coordinates of all corner points, that is, find the vertices of the feasible set.
Vertices:
O (0, 0)
L (0, 40)
M (12, 24)
N (20, 0)
(4)
Find the value of the objective function at each vertex to determine the optimal solution.
Vertices
O (0, 0)
L (0, 40)
M (12, 24)
N (20, 0)
(5)
Select the optimal solution, that is, the greatest or smallest of those values are maximum or
minimum of the objective function. If two vertices have the same optimal value, then
optimum occurs at every point on the line segment joining the respective vertices.
Thus, a maximum profit of RM130.80 is realized by producing 12 tools
and 24 gadgets.
(3)
Example:
Select the column that contains the most negative entry in the objective row, which is known
Solvecolumn.
the following linear programming problem by using simplex method.
as the pivot
F x 2y
Maximize:
3 x y 15
to:
TableauSubject
1:
3 x 4 y 24
X
Y
S1
S2
Solution
Row
x 0, y 0
F
-1
-2
0
0
0
(1)
S1
3
1
1
0
15
(2)
F x 2y 0
Thus,
S2
3
4
0
1
24
(3)
3 x dividing
y s1 each
15 entry in the solution column by the corresponding
Conduct the ratio test by
3 x The
4 y row
s 2 that
24 contains the smallest ratio is pivot row. Locate the
entry in the pivot column.
Tableau
1:
pivot element,
which is the element common to both the pivot column and the pivot row.
X
Y
S1
S2
Solution
Row
15
24
F test:
-1
0
0
(1)
15 and -2 6 (smaller)0
The ratio
1 3
41
S1
1
0
15
(2)
S2
3
4
0
1
24
(3)
Tableau 1:
X
Y
S1
S2
Solution
Row
F
-1
-2
0
0
0
(1)
S1
3
1
1
0
15
(2)
S2
3
4
0
1
24
(3)
(4)
Divide all the elements in the pivot row by the pivot element.
Tableau 2:
X
-1
3
3
4
F
S1
Y
(5)
Y
-2
1
S1
0
1
S2
0
0
1
4
Solution
0
15
Row
(1)
(2)
(4) (3) 4
Row operations.
Add or subtract multiples of the pivot row to or from the other rows, so that the pivot element
is 1 and all other elements in the pivot column are zeros.
Tableau 2:
X
F
S1
Y
(6)
1
2
9
4
3
4
S1
S2
1
2
1
Solution
Row
12
5 1 2 4
(4) (3) 4
1
4
Optimal solution.
The operation stops here as there are no more negative entries in the objective row. If there are
one or more negative entries, the optimal solution has not reached. Repeat the process from
step (2).
Thus, the solution is x 0, y 6, s1 9, s 2 0 and F 12 .
The objective F is maximized at (0, 6) where F 12 .
Exercise 1:
Solve the following linear programming problems by using simplex method.
F 3x 4 y
(a) Maximize:
x 2 y 60
Subject to:
x y 40
x 0, y 0
(b) Maximize:
Subject to:
(c) Minimize:
Subject to:
Exercise 2:
F x 2 y 4z
x 2 y 3 z 50
x 3 y 5 z 60
x 0, y 0, z 0
F 6x 4 y
6 x y 60
2 x y 40
x y 30
x 0, y 0
Rose owns a jewels shop. She makes bracelets and necklaces from crystals and pearls. She has 9 grosses of
crystals and 15 grosses of pearls available. Each bracelet requires 1 gross of crystal and 2 grosses of pearls.
Each necklace requires 2 grosses of crystals and 3 grosses of pearls. A maximum of 6 bracelets can be sold.
The sale of a bracelet makes RM60 profit and the sale of a necklace makes RM100 profit. Rose whishes to
determine the number of bracelets and necklaces to make in order to maximize her profits. It may be assumed
that all she makes can be sold.
(i) Formulate this as a linear programming problem.
(ii) Solve the linear programming problem graphically.
[ans: (i) x + 2y 9, 2x + 3y 15, x 6, x 0, y 0; P = 60x + 100y
(ii) Maximum profit RM480 with 3 bracelets and 3 necklaces.]