Assignment on Simplex Method

Course Name: Operations Research (F-409)

Submitted to:
Shabnaz Amin Auditi
Associate Professor
Department of Finance
University of Dhaka

Submitted by:
Shaikh Saifullah Khalid
Section: B
ID No: 23-160
Department of Finance
University of Dhaka

Date of Submission: 12/12/2020

 Simplex Method
Solution 6.2:
a) Max Z = 4X1 + 22X2 + 28X3 + 0S1 + 0S2 + 0S3
S.T.: 2X1 + X2 + 0X3 + S1 + 0S2 + 0S3 = 38
0X1 + 3X2 + X3 + 0S1 + S2 + 0S3 = 32
3X1 + 0X2 – 1X3 + 0S1 + 0S2 + 1S3 = 16
All variables ≥ 0

b) Table:

Cj 4 22 28 0 0 0

Basic S3
Value X1 X2 X3 S1 S2
variables
S1 38 2 1 0 1 0 0
0
S2 32 0 3 1 0 1 0
0
S3 16 3 0 -1 0 0 1
0
Zj 0 0 0 0 0 0 0

Cj-Zj 4 22 28 0 0 0

c) The initial set of basic variables are S1, S2 and S3.

d) The initial set of non-basic variables are X1, X2 and X3.
e) The coordinates of the corner of the feasible region is (X1, X2, X3) = (0, 0,0)
that corresponds to the initial basic feasible solution.
f) The enter variable is X3 as it has the highest value in (Cj-Zj) row.
g) The exit variable is S2. If we get the ratio of value and optimal column (X3), we’ll find
that the lowest non-negative value corresponds to S2.

(i) First pivot

Cj 4 22 28 0 0 0

Basic
S3
variables Value X1 X2 X3 S1 S2
0
0 S1 38 2 1 0 1 0
0
28 X3 32 0 3 1 0 1
1
0 S3 48 3 3 -2 0 1
0
Zj 896 0 84 28 0 28 0
 0
Cj-Zj 4 -62 0 0 -28 0

Third pivot

4 22 28 0 0 0
Cj
Basic S3
Value X1 X2 X3 S1 S2
variables
-0.67
0 S1 6 0 -1 0 1 -0.67
0
28 X3 32 0 3 1 0 1
0.33
4 X1 16 1 1 0 0 0.33
1.33
Zj 960 4 88 28 0 29.33
-1.33
Cj-Zj 0 -66 0 0 -29.33

We failed to find any positive value in (Cj-Zj) column, as a result, further improvement will not be
feasible.

Solution: 6.4
Max: 3X1 + 4X2 + 0S1 + 0S2
S.T: 2X1+4X2+S1+0S2=12
6X1+4X2+0S1+S2=24
First solution:

0
Cj 3 4 0
Basic
S2
variables Value X1 X2 S1
0
0 S1 12 2 4 1
1
0 S2 24 6 4 0
0
Zj 0 0 0 0
28
Cj-Zj 0 84 28 0

The second solution: Replacing S1 by X2

0
Cj 3 4 0
Basic
S2
variables Value X1 X2 S1
 0
4 X2 3 0.5 1 0.25
1
0 S2 12 4 0 -1
0
Zj 12 2 4 1
1
Cj-Zj 1 0 -1 0
The third solution: Replacing S2 by X1
0
Cj 3 4 0
Basic
S2
variables Value X1 X2 S1
-0.125
4 X2 1.5 0 1 0.375
0.25
3 X1 3 1 0 -0.25
0.25
Zj 15 3 4 0.75
0
Cj-Zj 0 0 -0.75 -0.25
We did not get any positive value in Cj-Zj column. The optimal solution is 3 units of X1 and 1.5
units of X2.

Solution: 6.5:
Max 5X1 + 6X2 + 0S1 + 0S2
Subject to; 3X1+5X2+S1+0S2=8
6X1+4X2+0S1+S2=24
First solution:

Cj 5 6 0 0

Basic
variables Value X1 X2 S1 S2

0 S1 8 3 6 1 0

0 S2 24 6 4 0 1

Zj 0 0 0 0 0

Cj-Zj 5 6 0 0
Second solution: Replacing S2 by X2

Cj 5 6 0 0

Basic
variables Value X1 X2 S1 S2

6 X2 1.33 0.5 1 0.17 0

0 S2 18.67 4 0 -0.67 1

Zj 8 3 6 1 0

Cj-Zj 2 0 -1 0

Third solution: by replacing X2 by X1

Cj 5 6 0 0

Basic
variables Value X1 X2 S1 S2

5 X1 2.67 1.00 2.00 0.33 0.00

0 S2 8.00 0.00 -8.00 -2.00 1.00

Zj 13.33 5 10 1.67 0

Cj-Zj 0 -4 -1.67 0

The optimal solution is 2.7 units of X1. The profit is 13.33.

Solution 6.13:
Min 6X1 + 8X2 + 16X3 + MA1 + MA2 + 0S1 + 0S2

S.T.:
2X1+X2+A1+0A2-S1+0S2=5
X2+2X3+0A1+A2+0S1-S2=4
 X1, X2, X3, A1, A2, S1, S2 ≥ 0

First solution is given below:

Cj 6 8 16 M M 0 0
Basic
variables Value X1 X2 X3 A1 A2 S1 S2
M A1 5 2 1 0 1 0 -1 0
M A2 4 0 1 2 0 1 0 -1
Zj 9M 2M 2M 2M M M -M -M Zj
Cj-Zj 6-2M 8-2M 16-2M 0 0 -M -M

2nd solution: By replacing A1 by X1

Cj 6 8 16 M M 0 0
Basic
variables Value X1 X2 X3 A1 A2 S1 S2
M X1 2.5 1 0.5 0 0.5 0 -0.5 0
M A2 4 0 1 2 0 1 0 -1
Zj 15+4M 6 3+M 2M 3 M -3 -M
Cj-Zj 0 5+M 16-2M M-3 0 -3 -M

3rd solution: By replacing A2 by X3

Cj 6 8 16 M M 0 0
Basic
variables Value X1 X2 X3 A1 A2 S1 S2
6 X1 2.5 1 0.5 0 0.5 0 -0.5 0
16 X3 2 0 0.5 1 0 0.5 0 -0.5
Zj 47 6 11 16 3 8 -3 -8
Cj-Zj 0 -3 0 M M 3 8

4th solution: By replacing X3 by X2

 Cj 6 8 16 M M 0 0
Basic
variables Value X1 X2 X3 A1 A2 S1 S2
6 X1 0.5 1 0 -1 0.5 -0.5 -0.5 0.5
8 X2 4 0 1 2 0 1 0 -1

Zj 35 6 8 10 3 5 -3 -5
Cj-Zj 0 0 6 M-3 M-5 3 5

Optimal solutions are ½ unit for X1 and 4 units for X2.