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Linear Programming: The Simplex Method

9
C H A P T E R

TEACHING SUGGESTIONS 1st Iteration

Teaching Suggestion 9.1: Meaning of Slack Variables. Cj l Solution 3 9 0 0
Slack variables have an important physical interpretation and rep- b Mix X1 X2 S1 S2 Quantity
resent a valuable commodity, such as unused labor, machine time, 0 S1 1 4 1 0 24
money, space, and so forth. 0 S2 1 2 0 1 16
Teaching Suggestion 9.2: Initial Solutions to LP Problems. Zj 0 0 0 0 0
Explain that all initial solutions begin with X1  0, X2  0 (that is, Cj  Zj 3 9 0 0
the real variables set to zero), and the slacks are the variables with
nonzero values. Variables with values of zero are called nonbasic
and those with nonzero values are said to be basic. 2nd Iteration
Teaching Suggestion 9.3: Substitution Rates in a Simplex Tableau. Cj l Solution 3 9 0 0
b Mix X1 X2 S1 S2 Quantity
Perhaps the most confusing pieces of information to interpret in a
simplex tableau are substitution rates. These numbers should be 9 X2 1
4 1 4
1
0 6
explained very clearly for the first tableau because they will have a 0 S2 1
2 0 12 1 4
clear physical meaning. Warn the students that in subsequent Zj 9
4 9 9
4 0 54
tableaus the interpretation is the same but will not be as clear be- Cj  Zj 3
4 0 94 0
cause we are dealing with marginal rates of substitution.
Teaching Suggestion 9.4: Hand Calculations in a
This is not an optimum solution since the X1 column contains a
Simplex Tableau.
positive value. More profit remains ($C\v per #1).
It is almost impossible to walk through even a small simplex prob-
lem (two variables, two constraints) without making at least one
arithmetic error. This can be maddening for students who know 3rd/Final Iteration
what the correct solution should be but cant reach it. We suggest Cj l Solution 3 9 0 0
two tips: b Mix X1 X2 S1 S2 Quantity
1. Encourage students to also solve the assigned problem 9 X2 0 1 2
1
 2 1
4
by computer and to request the detailed simplex output. 3 X1 1 0 132 232 8
They can now check their work at each iteration. Zj 3 9 2
3
2 3
60
2. Stress the importance of interpreting the numbers in the Cj  Zj 0 0  2
3
32
tableau at each iteration. The 0s and 1s in the columns of
the variables in the solutions are arithmetic checks and
balances at each step. This is an optimum solution since there are no positive values in
the Cj  Zj row. This says to make 4 of item #2 and 8 of item #1 to
Teaching Suggestion 9.5: Infeasibility Is a Major Problem in
get a profit of $60.
Large LP Problems.
As we noted in Teaching Suggestion 7.6, students should be aware Alternative Example 9.2: Set up an initial simplex tableau,
that infeasibility commonly arises in large, real-world-sized prob- given the following two constraints and objective function:
lems. This chapter deals with how to spot the problem (and is very Minimize Z  8X1  6X2
straightforward), but the real issue is how to correct the improper Subject to: 2X1  4X2  8
formulation. This is often a management issue.
3X1  2X2  6
The constraints and objective function may be rewritten as:
ALTERNATIVE EXAMPLES
Minimize  8X1  6X2  0S1  0S2  MA1  MA2
Alternative Example 9.1: Simplex Solution to Alternative Ex-
ample 7.1 (see Chapter 7 of Solutions Manual for formulation and 2X1  4X2  1S1  0S2  1A1  0A2  8
graphical solution). 3X1  2X2  0S1  1S2  0A1  1A2  6

115
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116 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD

The first tableau would be:

Cj l Solution 8 6 0 0 M M
b Mix X1 X2 S1 S2 A1 A2 Quantity
M A1 2 4 1 0 1 0 8
M A2 3 2 0 1 0 1 6
Zj 5M 6M M M M M 14M
Cj  Zj 8  5M 6  6M M M 0 0

The second tableau:

Cj l Solution 8 6 0 0 M M
b Mix X1 X2 S1 S2 A1 A2 Quantity
6 X2 2
1
1 14 0 41
0 2
M A2 2 0 1
2 1 12 1 2
Zj 3  2M 6 32  12M M 2  12M
3
M 12  2M
Cj  Zj 5  2M 0 2  2M
3 1
M  2  2M
3 3
0

The third and final tableau:

Cj l Solution 8 6 0 0 M M
b Mix X1 X2 S1 S2 A1 A2 Quantity
6 X2 0 1 38 4
1
8
3
14 3
2
8 X1 1 0 1
4 12 14 1
2 1
Zj 8 6 14 52 1
4 2
5
17
Cj  Zj 0 0 1
4 5
2 M  4 1
M  2 5

Printout for Alternate Example 9-3

A minimal, optimum cost of 17 can be achieved by using 1 of a
Simplex Tableau : 2 type #1 and C\x of a type #2.
\Cj 3.000 9.000 0.000 0.000 Alternative Example 9.3: Referring back to Hal, in Alternative
Cb\ Basis Bi x1 x2 s1 s2 Example 7.1, we had a formulation of:
9.000 x2 4.000 0.000 1.000 0.500 0.500 Maximize Profit  $3X1  $9X2
3.000 x1 8.000 1.000 0.000 1.000 2.000 Subject to: 1X1  4X2  24 clay
Zj 60.000 3.000 9.000 1.500 1.500 1X1  2X2  16 glaze
Cj  Zj 0.000 0.000 1.500 1.500
where X1  small vases made
Final Optimal Solution X2  large vases made
Z  60.000
The optimal solution was X1  8, X2  4. Profit  $60.
Using software (see the printout to the left), we can perform a
Variable Value Reduced Cost
variety of sensitivity analyses on this solution.
x1 8.000 0.000
Alternative Example 9.4: Levine Micros assembles both laptop
x2 4.000 0.000
and desktop personal computers. Each laptop yields $160 in profit;
Constraint Slack/Surplus Shadow Price each desktop $200.
C1 0.000 1.500
The firms LP primal is:
C2 0.000 1.500 Maximize profit  $160X1  $200X2
Objective Coefficient Ranges
subject to: 1X1  2X2  20 labor hours
Lower Current Upper Allowable Allowable
9X1  9X2  108 RAM chips
Variables Limit Values Limit Increase Decrease 12X1  6X2  $120 royalty fees
x1 2.250 3.000 4.500 1.500 0.750 where X1  no. laptops assembled daily
x2 6.000 9.000 12.000 3.000 3.000
X2  no. desktops assembled daily
Right-Hand-Side Ranges

Lower Current Upper Allowable Allowable

Constraints Limit Values Limit Increase Decrease

C1 16.000 24.000 32.000 8.000 8.000

C2 12.000 16.000 24.000 8.000 4.000
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CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD 117

Here is the primal optimal solution and final simplex tableau. Artificial variables have no physical meaning but are used
with the constraints that are  or . They carry a high coefficient,
Cjl Solution $160 $200 0 0 0 so they are quickly removed from the initial solution.
b Mix X1 X2 S1 S2 S3 Quantity
9-4. The number of basic variables (i.e., variables in the
200 X2 0 1 1 19 0 8 solution) is always equal to the number of constraints. So in this
160 X1 1 0 1 2
9 0 4 case there will be eight basic variables. A nonbasic variable is one
0 S3 0 0 6 2 1 24
that is not currently in the solution, that is, not listed in the solu-
Zj 160 200 40 1313 0 $2,240
tion mix column of the tableau. It should be noted that while there
Cj  Zj 0 0 40 1313 0
will be eight basic variables, the values of some of them may
be zero.
or X1  4, X2  8, S3  $24 in slack royalty fees paid
9-5. Pivot column: Select the variable column with the largest
Profit  $2,240/day
positive Cj  Zj value (in a maximization problem) or smallest neg-
Here is the dual formulation:
ative Cj  Zj value (in a minimization problem).
Minimize Z  20y1  108y2  120y3 Pivot row: Select the row with the smallest quantity-to-
subject to: 1y1  9y2  12y3  160 column ratio that is a nonnegative number.
2y1  9y2  6y3  200 Pivot number: Defined to be at the intersection of the pivot
column and pivot row.
Here is the dual optimal solution and final tableau.
9-6. Maximization and minimization problems are quite similar
Cj l Solution 20 108 120 0 0 in the application of the simplex method. Minimization problems
b Mix y1 y2 y3 S1 S2 Quantity usually include constraints necessitating artificial and surplus vari-
108 y2 0 1 2 29 1
9 1313 ables. In terms of technique, the Cj  Zj row is the main differ-
20 y1 1 0 6 129 1 40 ence. In maximization problems, the greatest positive Cj  Zj indi-
Zj 20 108 96 429 8 $2,240 cates the new pivot column; in minimization problems, its the
Cj  Zj 0 0 24 429 8 smallest negative Cj  Zj. The Zj entry in the quantity column
stands for profit contribution or cost, in maximization and mini-
This means mization problems, respectively.

y1  marginal value of one more labor hour  $40
y2  marginal value of one more RAM chip  $13.33
y3  marginal value of one more $1 in royalty fees  $0
SOLUTIONS TO DISCUSSION QUESTIONS
AND PROBLEMS
9-1. The purpose of the simplex method is to find the optimal
solution to LP problems in a systematic and efficient manner. The
procedures are described in detail in Section 9.6.
9-2. Differences between graphical and simplex methods: (1)
Graphical method can be used only when two variables are in
model; simplex can handle any dimensions. (2) Graphical method
must evaluate all corner points (if the corner point method is
used); simplex checks a lesser number of corners. (3) Simplex
method can be automated and computerized. (4) Simplex method
involves use of surplus, slack, and artificial variables but provides
useful economic data as a by-product.
Similarities: (1) Both methods find the optimal solution at a
corner point. (2) Both methods require a feasible region and the
same problem structure, that is, objective function and constraints.
The graphical method is preferable when the problem has
two variables and only two or three constraints (and when no com-
puter is available).
9-3. Slack variables convert  constraints into equalities for
the simplex table. They represent a quantity of unused resource
and have a zero coefficient in the objective function.
Surplus variables convert  constraints into equalities and
represent a resource usage above the minimum required. They,
too, have a zero coefficient in the objective function.
9-7. The Zj values indicate the opportunity cost of bringing one
unit of a variable into the solution mix.
9-8. The Cj  Zj value is the net change in the value of the ob-
jective function that would result from bringing one unit of the
corresponding variable into the solution.
9-9. The minimum ratio criterion used to select the pivot row at
each iteration is important because it gives the maximum number
of units of the new variable that can enter the solution. By choos-
ing the minimum ratio, we ensure feasibility at the next iteration.
Without the rule, an infeasible solution may occur.
9-10. The variable with the largest objective function coefficient
should enter as the first decision variable into the second tableau
for a maximization problem. Hence X3 (with a value of $12) will
enter first. In the minimization problem, the least-cost coefficient is
X1, with a $2.5 objective coefficient. X1 will enter first.
9-11. If an artificial variable is in the final solution, the problem
is infeasible. The person formulating the problem should look for
the cause, usually conflicting constraints.
9-12. An optimal solution will still be reached if any positive
Cj  Zj value is chosen. This procedure will result in a better
(more profitable) solution at each iteration, but it may take more
iterations before the optimum is reached.
9-13. A shadow price is the value of one additional unit of a
scarce resource. The solutions to the Ui dual variables are the pri-
mals shadow prices. In the primal, the negatives of the Cj  Zj
values in the slack variable columns are the shadow prices.
9-14. The dual will have 8 constraints and 12 variables.
9-15. The right-hand-side values in the primal become the duals
objective function coefficients.
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118 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD

The primal objective function coefficients become the right- d. With the additional change, the optimal corner point in
hand-side values of dual constraints. part B is still the optimal corner point. Profit doesnt
The transpose of the primal constraint coefficients become change. Once the right-hand side went beyond 240,
the dual constraint coefficients, with constraint inequality signs another constraint prevented any additional profit, and
reversed. there is now slack for the first constraint.
9-16. The student is to write his or her own LP primal problem 9-18. a. See the table below.
of the form: b. 14X1  4X2  3,360
maximize profit  C1X1  C2X2 10X1  12X2  9,600
subject to A11X1  A12X2  B1 X1, X2  0
A21X1  A22X2  B2 c. Maximize profit  900X1  1,500X2
and for a dual of the nature: d. Basis is S1  3,360, S2  9,600.
minimize cost  B1U1  B2U2 e. X2 should enter basis next.
subject to A11U1  A21U2  C1 f. S2 will leave next.
A12U1  A22U2  C2 g. 800 units of X2 will be in the solution at the second
9-17. a. tableau.
X2 h. Profit will increase by (Cj  Zj)(units of variable en-
60 tering the solution)
 (1,500)(800)  1,200,000
Table for Problem 9-18
Cjl Solution $900 $1,500 $0 $0
b Mix X1 X2 S1 S2 Quantity
0 S1 14 4 1 0 3,360
0 S2 10 12 0 1 9,600
Zj 0 0 0 0 0
20 120 Cj  Zj 900 1,500 0 0
X1
b. The new optimal corner point is (0,60) and the profit is
7,200. 9-19. a. Maximize earnings  0.8X1  0.4X2  1.2X3 
c. The shadow price  (increase in profit)/(increase in 0.1X4  0S1  0S2  MA1  MA2
right-hand side value) subject to
 (7,200  2,400)/(240  80) X1  2X2  X3  5X4  S1  150
 4,800/160 X2  4X3  8X4  A1  70
 30 6X1  7X2  2X3  X4  S2  A2  120
c. S1  150, A1  70, A2  120, all other variables  0
Table for Problem 9-19b
Cj l Solution 0.8 0.4 1.2 0.1 0 0 M M
b Mix X1 X2 X3 X4 S1 S2 A1 A2 Quantity
0 S1 1 2 1 5 1 0 0 0 150
M A1 0 1 4 8 0 0 1 0 70
M A2 6 7 2 1 0 1 0 1 120
Zj 6M 8M 2M 7M 0 M M M 190M
Cj  Zj 0.8  6M 0.4  8M 1.2  2M 0.1  7M 0 M 0 0

9-20. First tableau:

Cj l Solution $3 $5 $0 $0
b Mix X1 X2 S1 S2 Quantity
$0 S1 0 1 1 0 6
$0 S2 3 2 0 1 18
Zj $0 $0 $0 $0 $0
Cj  Zj $3 $5 $0 $0
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CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD 119

Second tableau: b.

Cj l Solution $3 $5 $0 $0 Cj l Solution 10 8 0 0
b Mix X1 X2 S1 S2 Quantity b Mix X1 X2 S1 S2 Quantity

$5 X2 0 1 1 0 6 0 S1 4 2 1 0 80

$0 S2 3 0 2 1 6 0 S2 1 2 0 1 50

Zj $0 $5 $5 $0 $30 Zj 0 0 0 0 0

Cj  Zj $3 $0 $5 $0 Cj  Zj 10 8 0 0

Third and optimal tableau: This represents the corner point (0,0).
c. The pivot column is the X1 column. The entering vari-
Cj l Solution $3 $5 $0 $0 able is X1.
b Mix X1 X2 S1 S2 Quantity d. Ratios: Row 1: 80/4  20
$5 X2 0 1 1 0 6 Row 2: 50/1  50
$3 X1 1 0 23 3
1
2 These represent the points (20,0) and (50,0) on the graph.
Zj $3 $5 $3 $1 $36 e. The smallest ratio is 20, so 20 units of the entering
Cj  Zj $0 $0 $3 $1 variable (X1) will be brought into the solution. If the
largest ratio had been selected, the next tableau would
represent an infeasible solution since the point (50,0)
X1  2, X2  6, S1  0, S2  0, and profit  $36 is outside the feasible region.

Graphical solution to Problem 9-20: f. The leaving variable is the solution mix variable in row
with the smallest ratio. Thus, S1 is the leaving variable.
9 The value of this will be 0 in the next tableau.
Second Corner
Point of Simplex
g.
(Optimal Corner Point of Simplex) Second iteration
(X1 = 2, X2 = 6; Profit = $36)
Cj l Solution 10 8 0 0
6 b Mix X1 X2 S1 S2 Quantity
b c
10 X1 1 0.5 0.25 0 20
X2 0 S2 0 1.5 0.25 1 30
Zj 10 5 2.5 0 200

3 Cj  Zj 0 3 2.5 0

Third iteration
First Corner Point
of Simplex Cj l Solution 10 8 0 0
b Mix X1 X2 S1 S2 Quantity
a
0
0 3 6 9 10 X1 1 0 0.3333 0.3333 10
X1 8 X2 0 1 0.1667 0.6667 20
Zj 10 8 2 2 260
9-21. a.
Cj  Zj 0 0 2 2
X2
40
h. The second iteration represents the corner point (20,0).
Constraints
The third (and final) iteration represents the point
(10,20).
25
10, 20. 9-22. Basis for first tableau: A1  80
Isoprofit line A2  75
(X1  0, X2  0, S1  0, S2  0)
Second tableau: A1  55
X1  25
20 50 (X2  0, S1  0, S2  0, A2  0)
X1
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120 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD

Graphical solution to Problem 9-22: b. The variable X2 has a Cj  Zj value of $0, indicating an
80
alternative optimal solution exists by inserting X2 into the
basis.
(X1 = 0, X2 = 75) c. The alternative optimal solution is found in the tableau in
the next column to be X1  C\m  0.42, X2  ZX\m  1.7, ROI
 $6.
60 Tableau for Problem 9-25c

Cjl Solution 2 3 0 0 M
b Mix X1 X2 S1 S2 A1 Quantity
X2 40 (X1 = 14, X2 = 33) 3 X2 0 1 1
7 21
2
27 12
7
(Optimal Solution)
2 X1 1 0  21
1
 71 3
7 3
7
Zj 2 3 1
3 0 0 $6
20 Cj  Zj 0 0 13 0 M
(X1 = 80, X2 = 0)
d. The graphical solution is shown below.

3
0
0 20 40 60 80
X1
9X1 + 3X2 9
Third tableau: X1  14
X2  33
(S1  0, S2  0, A1  0, A2  0)
2
(X1 = 3/7, X2 = 12/7 )
Cost  221 at optimal solution a
X2
9-23. This problem is infeasible. All Cj  Zj are zero or nega- 6X1 + 9X2 18
tive, but an artificial variable remains in the basis.
9-24. At the second iteration, the following simplex tableau is 1
found:
(X1 = 3, X2 = 0)
Feasible
Cj l Solution 6 3 0 0 Region
b Mix X1 X2 S1 S2 Quantity
(X1 = 1, X2 = 0)
6 X1 1 1 2
1
0 1 c b
0
0 S2 0 0 2
1
1 2 0 1 2 3
X1
Zj 6 6 3 0 6
Cj  Zj 0 9 3 0
Alternative optimum at a and b, Z  $6.
9-26. This problem is degenerate. Variable X2 should enter the
At this point, X2 should enter the basis next. But the two ratios are
solution next. But the ratios are as follows:
1/1  negative and 2/0  undefined. Since there is no nonnega-
tive ratio, the problem is unbounded. 5
X 3 row  5
9-25. a. The optimal solution using simplex is X1  3, X2  0. 1
ROI  $6. This is illustrated in the problems final sim- 12
X 1 row  unacceptable
plex tableau: 3
Tableau for Problem 9-25a 10
S2 row 5
2
Cj l Solution 2 3 0 0 M
b Mix X1 X2 S1 S2 A1 Quantity
0 S1 0 2
7
2
3
1 1 6
2 X1 1 2
3
2
1
0 0 3
Zj 2 3 132 0 0 $6
Cj  Zj 0 0 132 0 M
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CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD 121

Since X3 and S2 are tied, we can select one at random, in this case
S2. The optimal solution is shown below. It is X1  27, X2  5,
X3  0, profit  $177.

Cj l Solution 6 3 5 0 0 0
b Mix X1 X2 X3 S1 S2 S3 Quantity
$5 X3 0 0 1 1
2  2
1 7
2 0
$6 X1 1 0 0 3
2 3
2  21
27
$3 X2 0 1 0 1
2 1
2 12 5
Zj 6 3 5 13 2 3
8 23
13 2 3
$177
Cj  Zj 0 0 0 13 2 8 2 13 2
3 3 3

9-27. Minimum cost  50X1  10X2  75X3  0S1  MA1 

MA2
subject to
1X1  1X2  0X3  0S1  1A1  0A2  1,000
0X1  2X2  2X3  0S1  0A1  1A2  2,000
1X1  0X2  0X3  1S1  0A1  0A2  1,500
First iteration:

Cj l Solution 50 10 75 0 M M
b Mix X1 X2 X3 S1 A1 A2 Quantity
M A1 1 1 0 0 1 0 1,000
M A2 0 2 2 0 0 1 2,000
0 S1 1 0 0 1 0 0 1,500
Zj M M 2M 0 M M 3,000M
Cj  Zj M  50 M  10 2M  75 0 0 0

Second iteration:

Cj l Solution 50 10 75 0 M M
b Mix X1 X2 X3 S1 A1 A2 Quantity
M A1 1 1 0 0 1 0 1,000
75 X3 0 1 1 0 0 1
2 1,000
0 S1 1 0 0 1 0 0 1,500
Zj M M  75 75 0 M 37 2
1
1,000M 
75,000
Cj  Zj M  50 M  65 0 0 0 M  3712

Third iteration:

Cj l Solution 50 10 75 0 M M
b Mix X1 X2 X3 S1 A1 A2 Quantity
50 X1 1 1 0 0 1 0 1,000
75 X3 0 1 1 0 0 1
2 1,000
0 S1 0 1 0 1 1 0 500
Zj 50 25 75 0 50 37 2
1
$125,000
Cj  Zj 0 15 0 0 M  50 M  3712
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122 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD

Fourth and final iteration:

Cj l Solution 50 10 75 0 M M
b Mix X1 X2 X3 S1 A1 A2 Quantity
50 X1 1 0 0 1 0 0 1,500
75 X3 0 0 1 1 1 1
2 500
10 X2 0 1 0 1 1 0 500
Zj 50 10 75 15 65 37 2 1
$117,500
Cj  Zj 0 0 0 15 M  65 M  37 2 1

X1  1,500, X2  500, X3  500, Z  $117,500

9-28. X1  number of kilograms of brand A added to each batch
X2  number of kilograms of brand B added to each batch
Minimize costs  9X1  15X2  0S1  0S2  MA1  MA2
subject to X1  2X2  S1  A1  30
X1  4X2  S2  A2  80

Cj l Solution $9 $15 $0 $0 M M
b Mix X1 X2 S1 S2 A1 A2 Quantity
M A1 1 2 1 0 1 0 30
M A2 1 4 0 1 0 1 80
Zj 2M 6M M M M M 110M
Cj  Zj 2M  9 6M  15 M M 0 0

First iteration:

Cj l Solution $9 $15 $0 $0 M M
b Mix X1 X2 S1 S2 A1 A2 Quantity
15 X2 1
2 1  2
1
0 2
1
0 15
M A2 1 0 2 1 2 1 20
Zj 15
2  M 15  2  2M
15
M 2  2M
15
M 225  20M
Cj  Zj 2  M
3
0 2  2M
15
M 3M  2 15
0

Second iteration:

Cj l Solution $9 $15 $0 $0 M M
b Mix X1 X2 S1 S2 A1 A2 Quantity
15 X2  4 1
1 0  41
0 1
4 20
0 S1 12 0 1 12 1 1
2 10
Zj  4 15
15 4  415
0 15
4 $300
Cj  Zj  4 21
0 0  415
M M  4 15

Third and final iteration:

X1  0 kg, X2  20 kg, cost  $300
9-29. X1  number of mattresses
X2  number of box springs
Minimize cost  20X1  24X2
subject to X1  X2  30
X1  2X3  40
X1, X2  0
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CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD 123

Initial tableau:

Cj l Solution $20 $24 $0 $0 M M

b Mix X1 X2 S1 S2 A1 A2 Quantity
M A1 1 1 1 0 1 0 30
M A2 1 2 0 1 0 1 40
Zj 2M 3M M M M M 70M
Cj  Zj 2M  20 3M  24 M M 0 0

Second tableau:

Cj l Solution $20 $24 $0 $0 M M

b Mix X1 X2 S1 S2 A1 A2 Quantity
M A1 2
1
0 1 1
2 1  2 1
10
$24 X2 2
1
1 0 12 0 2
1
20
Zj 2M  12
1
24 M 1
2M  12 0  2M  12
1
10M  480
Cj  Zj 12M  12 0 M 12M  12 0 3
2M  12

Final tableau:

Cj l Solution $20 $24 $0 $0 M M

b Mix X1 X2 S1 S2 A1 A2 Quantity
$20 X1 1 0 2 1 2 1 20
$24 X2 0 1  1 1 1 1 10
Zj 20 24 16 4 16 4 $640
Cj  Zj 0 0 16 4 M  16 M4

X1  20, X2  10, cost  $640

9-30. Maximize profit  9X1  12X2
subject to X1  X2  10
X1  2X2  12
X1, X2  0
Initial tableau:

Cj l Solution $9 $12 $0 $0
b Mix X1 X2 S1 S2 Quantity
Final tableau:
$0 S1 1 1 1 0 10
$0 S2 1 2 0 1 12 Cj l Solution $9 $12 $0 $0
Zj 0 0 0 0 $0 b Mix X1 X2 S1 S2 Quantity

Cj  Zj 9 12 0 0 $4 X1 1 0 2 1 8
$12 X2 0 1 1 1 2
Second tableau: Zj 9 12 6 3 $96
Cj  Zj 0 0 6 3
Cj l Solution $9 $12 $0 $0
b Mix X1 X2 S1 S2 Quantity
X1  8, X2  2, profit  $96
$0 S1 1
2 0 1 12 4
9-31. Maximize profit  8X1  6X2  14X3
$12 X2 1
2 1 0 12 6
subject to 2X1  X2  3X3  120
Zj 6 12 0 6 $72
2X1  6X2  4X3  240
Cj  Zj 3 0 0 6 X1, X2  0
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124 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD

Initial tableau:

Cj l Solution $8 $6 $14 0 M
b Mix X1 X2 X3 S1 A1 Quantity
0 S1 2 1 3 1 0 120
M A2 2 6 4 0 1 240
Zj 2M 6M 4M 0 M 240M
Cj  Zj 8  2M 6  6M 14  4M 0 0

Second tableau:

Cj l Solution $8 $6 $14 0 M
b Mix X1 X2 X3 S1 A1 Quantity
$0 S1 5
3 0 7
3 1 16 80
$6 X2 1
3 1 2
3 0  6
1
40
Zj 2 6 4 0 1 $240
Cj  Zj 6 0 10 0 M  1

Final tableau:

Cj l Solution $8 $6 $14 0 M
b Mix X1 X2 X3 S1 A1 Quantity
$14 X3  7 5
0 1  7
3
 14
1
7
240

$6 X2 1 7 1 0 2 7 314 7
120

Zj  7 64
6 14  7
30
 7
2
$582 7
6

Cj  Zj 1.1 0 0  7
30
M  7 2

b. Maximize profit  8,000X1  6,000X2  5,000X3 

120 240 3,500X4  0S1  0S2  0S3  0S4  0S5  0S6  0S7 
X 1  0, X 2  , X3 , profit = $582 N\m
7 7 0S8  MA1  MA2
(which is X1  0, X2  17.14, X3  34.29, profit  subject to
$582.86) 1,100X1  1,000X2  600X30,  500X4  S1  35,000
9-32. a. 700X10,  600X20,  400X30,  300X4  S2  28,000
X1  number of deluxe one-bedroom units converted 2,000X1  1,600X2  1,200X3  900X4  S3  45,000
X2  number of regular one-bedroom units converted 1,000X1  400X20,  900X30,  200X4  S4  19,000
X3  number of deluxe studios converted X1  X2  X3  X4  S5  50
X4  number of efficiencies converted X1  X2  X3  X4  S6  A1  25
Objective: maximum profit  8,000X1  6,000X2 0.6X1  0.6X2  0.4X3  0.4X4  S7  A2 0
 5,000X3  3,500X4
0.3X1  0.3X2  0.7X3  0.7X4  S8  A2 0
subject to
9-33. a. The initial formulation is
1,100X1  1,000X2  600X30,  500X4  $35,000
minimize cost  $12X1  18X2  10X3  20X4  7X5  8X6
700X10,  600X20,  400X30,  300X4  $28,000
subject to
2,000X1  1,600X2  1,200X3  900X4  $45,000
X1  3X3  100
1,000X1  400X20,  900X30,  200X4  $19,000
25X2  X3  2X4  8X5  900
X1  X2  X3  X4  50
2X1  X2  4X4  X6  250
X1  X2  X3  X4  25
18X1  15X2  2X3  X4  15X5  150
X1  X2  0.40(X1  X2  X3  X4)
25X6  300
X1  X2  0.70(X1  X2  X3  X4)
2X4  6X5  70
The above constraints can be rewritten as:
b. Variable X5 will enter the basis next. (Its Cj  Zj value is
0.6X1  0.6X2  0.4X3  0.4X4 0 the smallest negative number, that is, 21M  7.) Variable A3
0.3X1  0.3X2  0.7X3  0.7X4
0
a

will leave the basis because its ratio (150/15) is the smallest of
the three positive ratios.
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CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD 125

9-34. a. We change $10 (the Cj coefficient for X1) to $10  

and note the effect on the Cj  Zj row in the table below.

Simplex table for Problem 9-34

Cj l Solution $10 $30 $0 $0
b Mix X1 X2 S1 S2 Quantity
$10   X1 1 4 2 0 160
$0 S2 0 6 7 1 200
Zj 10   40  4 20  2 0 $1,600  160
Cj  Zj 0 10  4 20  2 0

From the X2 column, we require for optimality that d. Nothe profit added for each additional hour of
10  4  0 or   212 inspection time made available is only $1. Since this
shadow price is less than the $1.75 per hour cost, Clapper
From the S1 column, we require that
will lower his profit by hiring the part-timer.
20  2  0 or   10
9-37. a. The first shadow price (in the S1 column) is $5.00. The
Since the   2 2 is more binding, the range of optimality is
1
second shadow price (in the S2 column) is $15.00.
$712  Cj (for X1)
b. The first shadow price represents the value of one
b. The range of insignificance is more hour in the painting department. The second repre-
sents the value of one additional hour in the carpentry
  Cj (for X2)
$40
department.
c. One more unit of the first scarce resource is worth $20, c. The range of optimality for tables (X1) is established
which is the shadow price in the S1 column. from Table 9-37c on the next page.
d. Another unit of the second resource is worth $0 because
5  15  0 or   3.333 from S1 column
there are still 200 unused units (S2  200).
e. This change is within the range of insignificance, so the 15  5  0 or   30 from S2 column
optimal solution would not change. If the 30 in the Cj row Hence the Cj for X1 must decrease by at least $3.33 to change the
were changed to 35, the Cj  Zj would still be positive, and optimal solution. It must increase by $30 to alter the basis. The
the current solution would still be optimal. range of optimality is $66.67  Cj  $100.00 for X1.
f. The solution mix variables and their values would not d. The range of optimality for X2. See Table 9-37d.
change, because $12 is within the range of optimality found in
part a. The profit would increase by 160(2)  320, so the new 5  2  0 or   2.5 from S1 column
maximum profit would be 1,600  320  1,920. 15    0 or   5 from S2 column
g. The right-hand side could be decreased by 200 (the The range of optimality for profit coefficient on chairs is from
amount of the slack) and the profit would not change. $35 ( 50  15) to $52.50 ( 50  2.5).
9-35. a. The shadow prices are: 3.75 for constraint 1; 22.5 for e. Ranging for first resourcepainting department
constraint 2; and 0 for constraint 3. The shadow price is 0
for constraint 3 because there is slack for this constraint. Quantity S1 Ratio
This means there are units of this resource that are avail-
30 2
3
20
able but are not being utilized. Therefore, additional units
of this could not increase profits. 40 2 20
b. Dividing the RHS values by the coefficients in the S1
column, we have 37.5/0.125  300 so we can reduce the Thus the first resource can be reduced by 20 hours or increased by
right-hand-side by 300 units; and 12.5/(0.125)  100, 20 hours without affecting the solution. The range is from 80 to
so we can increase the right-hand-side by 100 units and the 120 hours.
same variables will remain in the solution mix.
f. Ranging for second resourcecarpentry time.
c. The right-hand-side of this constraint could be de-
creased by 10 units. The solution mix variable in this row
is slack variable S3. Thus, the right-hand-side can be de- Quantity S2 Ratio
creased by this amount without changing the solution mix. 30  2 1
60
9-36. a. Produce 18 of model 102 and four of model H23. 40 1 40
b. S1 represents slack time on the soldering machine; S2
represents available time in the inspection department.
c. Yesthe shadow price of the soldering machine time is Range is thus from 200 hours to 300 hours (or 240  40 to 240 
$4. Clapper will net $1.50 for every additional hour he rents. 60).
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126 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD

Table for Problem 9-37c

Cj l Solution 70 50 0 0
b Mix X1 X2 S1 S2 Quantity
70   X1 1 0 3
2 12 30
50 X2 0 1 2 1 40
Zj 70   50 5  2 3
15  21
$4,100  30
Cj  Zj 0 0 5  32 15  12

Table for Problem 9-37d

Cj l Solution 70 50 0 0
b Mix X1 X2 S1 S2 Quantity
70 X1 1 0 3
2  2 1
30
50   X2 0 1 2 1 40
Zj 70 50   5  2 15   $4,100  40
Cj  Zj 0 0 5  2 15  

9-38. Note that artificial variables may be omitted from the sen-
sitivity analysis since they have no physical meaning.
a. Range of optimality for X1 (phosphate):

Cj l Solution $5 $6 $0 $0
b Mix X1 X2 S1 S2 Quantity
$0 S2 0 0 1 1 550
$5   X1 1 0 1 0 300
$6 X2 0 1 1 0 700
Zj 5 6 1   0 $5,700  300
Cj  Zj 0 0 1   0

10 or 1
If the Cj value for X1 increases by $1, the basis will change. Hence
  Cj (for X1)  $6.
Range of optimality for X2 (potassium):

Cj l Solution 5 6 0 0
b Mix X1 X2 S1 S2 Quantity
0 S2 0 0 1 1 550
5 X1 1 0 1 0 300
6 X2 0 1 1 0 700
Zj 5 6 1   0 $5,700  700
Cj  Zj 0 0 1   0

10 or   1 This indicates that the limit may be reduced by 300 pounds (down
to zero pounds) without changing the solution.
If the Cj value for X2 decreases by $1, the basis will change. The
The question asks if the resources can be increased to 400
range is thus $5  Cj (for X2)  .
pounds without affecting the basis. The smallest negative ratio
b. This involves right-hand-side ranging on the slack vari-
(550) tells us that the limit can be raised to 850 pounds without
ables S1 (which represents number of pounds of phosphate
changing the solution mix. However, the values of X1, X2, and S2
under the 300-pound limit).
would change. X1 would now be 400, X2 would be 600, and S2
Quantity S2 Ratio would be 450. This is best seen graphically in Figure 9.3.
550 1 550
300 1 300
700 1 700
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CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD 127

9-39. Minimize cost  4U1  8U2 Thus $435.85 is the maximum the laboratory should be willing to
pay an outside resource to conduct the 120 test 1s, 115 test 2s,
subject to 1U1  2U2  80
and 116 test 3s per day.
3U1  5U2  75 8U1  4U2  9U3 is the value of 8, 4, and 9 of tests 1, 2, and
U1, U2  0 3, respectively, performed per hour by a biochemist. This means
The dual of the dual is the original primal. that the prices U1, U2, and U3 need to be such that their total value
does not exceed the cost per hour to the lab for using one of its
9-40. Maximize profit  50U1  4U2 own biochemists.
subject to 12U1  1U2  120 Similarly, 4U1  6U2  4U3 is the value of 4, 6, and 4 of
20U1  3U2  250 tests 1, 2, and 3, respectively, performed per hour by a biophysi-
cist. Again, the prices U1, U2, and U3 need to be such that the total
U1, U2  0
value does not exceed the cost per hour for the lab to use one of its
9-41. U1  $80, U2  $40, cost  $1,000 own biophysicists.
9-42. Primal objective function: 9-46. a. There are 8 variables (2 decision variables, 3 surplus
maximize profit  0.5X1  0.4X2 variables, and 3 artificial variables) and 3 constraints.
primal constraints: 2X1  1X2  120 b. The dual would have 2 constraints and 5 variables
(3 decision variables and 2 slack variables).
2X1  3X2  240
c. The dual problem would be smaller and easier to solve.
X1, X2  0
9-47. a. X1  27.38 tables, X2  37.18 chairs daily, profit 
primal solution: X1  30, X2  60, profit  $39 $3775.78.
9-43. Maximize profit  b. Not all resources are used. Shadow prices indicate that
10X1  5X2  31X3  28X4  17X5 carpentry hours and painting hours are not fully used.
Also, the 40-table maximum is not reached.
subject to X1  X2  12X5  28 c. The shadow prices relate to the five constraints: $0
2X2  2X3  53 value to making more carpentry and painting time avail-
X2  5X4  2X5  70 able; $63.38 is the value of additional inspection/rework
hours; $1.20 is the value of each additional foot of lumber
X1  5X3  X5  18
made available.
X1, X2, X3, X4, X5  0 d. More lumber should be purchased if it costs less than
9-44. a. Machine 3, as represented by slack variable S3, still the $1.20 shadow price. More carpenters are not needed at
has 62 hours of unused time. any price.
b. There is no unused time when the optimal solution is e. Flair has a slack (X4) of 8.056 hours available daily in
reached. All three slack variables have been removed from the painting department. It can spare this amount.
the basis and have zero values. f. Carpentry hours range: 221 to infinity.
c. The shadow price of the third machine is the value of Painting hours range: 92 to infinity.
the dual variable in column 6. Hence an extra hour of time Inspection/rework hours range: 19Z\x to 41.
on machine 3 is worth $0.265. g. Table profit range: $41.67 to $160
d. For each extra hour of time made available at no cost Chair profit range: $21.87 to $84.
on machine 2, profit will increase by $0.786. Thus 10 9-48. Printout 1 on the right illustrates the model formulation
hours of time will be worth $7.86. (see the next page).
9-45. The dual is a. Printout 2 provides the optimal solution of $9,683.
maximize Z  120U1  115U2  116U3 Only the first product (A158) is not produced.
b. Printout 2 also lists the shadow prices. The first, for
subject to 8U1  4U2  9U3  23
example, deals with steel alloy. The value of one more
4U1  6U2  4U3  18 pound is $2.71.
U1, U2, U3  0 c. There is no value to adding more workers, since all
U1  $2.07 is the price of each test 1 1,000 hours are not yet consumed.
d. Two tons of steel at a total cost of $8,000 implies a
U2  $1.63 is the price of each test 2 cost per pound of $2.00. It should be purchased since the
U3  $0 is the price of each test 3 shadow price is $2.71.
Using the dual objective function: e. Printout 3 (also on the next page) illustrates that profit
declines to $8,866 with the change to $8.88.
Z  120U1  115U2  116U3
f. Printout 4 (on page 129) shows the new constraints.
 120(2.07)  115(1.63)  116(0) Profit drops to $9,380, and none of the products remain.
 $248.4  $187.45  $0 Previously, only A158 was not produced.
 $435.85
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128 CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD

Printout 1 for Problem 9-48 Printout 2 for Problem 9-48

***** Program Output *****

Problem Title: DATASET PROBLEM 9-48
Final Optimal Solution at Simplex Tableau : 18
***** Input Data *****
Z  $9,683.228
Max. Z  18.79X1  6.31X2  8.19X3  45.88X4
 63.00X5  4.10X6  81.15X7 Variable Value Reduced Cost
 50.06X8  12.79X9  15.88X10 X1 0.000 0.000
 17.91X11  49.99X12  24.00X13 X2 20.000 0.000
 88.88X14  77.01X15 X3 10.000 0.000
X4 10.000 0.000
Subject to
X5 11.507 0.000
C1 4X2  6X3  10X4  12X5  10X7  5X8 X6 20.000 0.000
 1X9  1X10  2X12  10X14  10X15 X7 10.000 0.000
 980 X8 20.000 0.000
C2 .4X1  .5X2  .4X4  1.2X5  1.4X6 X9 50.000 0.000
 1.4X7  1.0X8  .4X9  .3X10  .2X11 X10 20.000 0.000
 1.8X12  2.7X13  1.1X14  400 X11 20.000 0.000
C3 .7X1  1.8X2  1.5X3  2.0X4  1.2X5 X12 54.946 0.000
 1.5X6  7.0X7  5.0X8  1.5X12  X13 20.000 0.000
5.0X13  5.8X14  6.2X15  600 X14 12.202 0.000
C4 5.8X1  10.3X2  1.1X3  8.1X5  7.1X6 X15 10.000 0.000
 6.2X7  7.3X8  10X9  11X10  12.5X11
 13.1X12  15X15  2500 Constraint Slack/Surplus Shadow Price
C5 10.9X1  2X2  2.3X3  4.9X5  10X6 C1 0.000 2.712
 11.1X7  12.4X8  5.2X9  6.1X10 C2 113.866 0.000
 7.7X11  5X12  2.1X13  1X15  1800 C3 0.000 10.649
C6 3.1X1  1X2  1.2X3  4.8X4  5.5X5 C4 0.000 2.183
 .8X6  9.1X7  4.8X8  1.9X9  1.4X10 C5 258.885 0.000
 1X11  5.1X12  3.1X13  7.7X14 C6 8.530 0.000
 6.6X15  1000 C7 0.000 1.324
C7 1X1  0 C8 0.000 46.187
C8 1X2  20 C9 0.000 26.455
C9 1X3  10 C10 0.000 2.535
C10 1X4  10 C11 11.507 0.000
C11 1X5  0 C12 0.000 27.370
C12 1X6  20 C13 0.000 34.041
C13 1X7  10 C14 0.000 32.676
C14 1X8  20 C15 0.000 11.749
C15 1X9  50 C16 0.000 10.842
C16 1X10  20 C17 0.000 9.374
C17 1X11  20 C18 44.946 0.000
C18 1X12  10 C19 0.000 29.243
C19 1X13  20 C20 2.202 0.000
C20 1X14  10 C21 0.000 48.870
C21 1X15  10

(d) Cost is $2.00/lb for more steel; we should do it. Cj l Solution 20 10 0 0

b Mix X1 X2 S1 S2 Quantity
SOLUTIONS TO INTERNET HOMEWORK PROBLEMS 0 S1 5 4 1 0 250
9-49. Maximize 20X1  10X2  0S1 0S2 0 S2 2 5 0 1 150
Subject to: 5X1  4X2  S1  250
Zj 0 0 0 0 0
2X1  5X2  S2  150
Cj  Zj 20 10 0 0
X1, X2  0
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CHAPTER 9 LINEAR PROGRAMMING: THE SIMPLEX METHOD 129

Printout 3 for Problem 9-48 9-50. The shadow prices are 3/10 for constraint 1; 0 for con-
straint 2; and 3 for constraint 3. A zero shadow price means that
additional units of that resource will not affect profit. This occurs
Problem Title: DATASET PROBLEM 9-48 because there is slack available. In this problem, constraint 2 has
425 units of slack (S2  425), so additional units of this resource
***** Input Data *****
would simply increase the slack.
Max. Z  18.79X1  6.31X2  8.19X3  45.88X4 9-51. a. Maximize 10X1  8X2
 63.00X5  4.10X6  81.15X7 Subject to: 2X1  1X2  24
 50.06X8  12.79X9  15.88X10
 17.91X11  49.99X12  24.00X13 2X1  4X2  36
 8.88X14  77.01X15 X1, X2  0
b. S1  24; S2  26; X1  0; X2  0. Profit  0.
***** Program Output *****
c.
Final Optimal Solution At Simplex Tableau
Cj l Solution 10 8 0 0
Z  $8865.500 b Mix X1 X2 S1 S2 Quantity
Variable Value 0 S1 2 1 1 0 24
X1 0.000 0 S2 2 4 0 1 36
X2 20.000 Zj 0 0 0 0 0
X3 10.000
X4 16.993 Cj  Zj 10 8 0 0
X5 7.056
X6 20.000 The pivot column is the X1 column.
X7 10.000 d. Variable X1 will enter the solution mix. Profit will in-
X8 20.000 crease $10 for each unit of this that is brought into the so-
X9 50.000 lution.
X10 20.000
e. ratio for row 1  24/2  12; ratio for row 2  36/2  18.
X11 20.000
X12 57.698
The pivot row is row 1 (it has the smallest ratio).
X13 20.000 f. The variable in the pivot row will leave the solution
X14 10.000 mix. This is S1.
X15 10.000 g. The ratio for the pivot row is 12, so 12 units of X1 will
be in the next solution.
h. The total profit will increase by ($10 per unit)
(12 units)  $120.
Printout 4 for Problem 9-48 9-52. a. Maximize profit  20X1  30X2  15X3  0S1  0S2 
MA2  MA3
Subject to: 3X1  5X2  2X3  S1  120
Final Optimal Solution at Simplex Tableau : 21
2X1  X2  2X3  S2  A2  250
Z  $9,380.234 X1  X2  X3  A3  180
Variable Value X1, X2, X3  0
X1 0.000
b. S1  120; A2  250; A3  180; all others  0.
X2 0.000 Profit  430M.
X3 0.000 9-53. a. S1  12; X2  16; X1  4; all others  0.
X4 0.000 b. The dual prices are 0 for constraint 1 (department A),
X5 28.723 3 for constraint 2 (department B), and 4.5 for constraint 3
X6 20.000 (department C).
X7 10.000
c. The company would be willing to pay up to the dual
X8 37.517
X9 50.000
price for additional hours. This is $0 for department A, $3
X10 20.000 for department B, and $4.50 for department C.
X11 33.941 d. The profit on product #3 would have to increase by $1
X12 37.485 (the negative of the Cj  Zj value).
X13 20.000
X14 10.000
X15 10.277