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  • 2A5 Linear Programming - Simplex Method - Maximization Case 3RD FILE Try This SC

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    Renz Argarin
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    The document describes solving a linear programming problem with 2 variables (x1 and x2) to maximize an objective function (P=30x1+70x2) subject to 2 constraints, using the simplex method. It provides the initial simplex table and shows the first iteration, including calculating a new basic feasible solution and updating the table. The goal is to iteratively improve the objective function value until an optimal solution is reached.

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    2A5 Linear Programming - Simplex Method - Maximization Case 3RD FILE try this SC

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    The document describes solving a linear programming problem with 2 variables (x1 and x2) to maximize an objective function (P=30x1+70x2) subject to 2 constraints, using the simplex method. It provides the initial simplex table and shows the first iteration, including calculating a new basic feasible solution and updating the table. The goal is to iteratively improve the objective function value until an optimal solution is reached.

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    © All Rights Reserved
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    19 views21 pages

    2A5 Linear Programming - Simplex Method - Maximization Case 3RD FILE Try This SC

    Uploaded by

    Renz Argarin
    The document describes solving a linear programming problem with 2 variables (x1 and x2) to maximize an objective function (P=30x1+70x2) subject to 2 constraints, using the simplex method. It provides the initial simplex table and shows the first iteration, including calculating a new basic feasible solution and updating the table. The goal is to iteratively improve the objective function value until an optimal solution is reached.

    Copyright:

    © All Rights Reserved
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 21

    LINEAR PROGRAMMING - SIMPLEX METHOD - MAXIMIZATION CASE: 2 VARIABLES

    TRY THIS!
    Case:

    Solve:
    Max.: P= 30x1 + 70x2
    S.t.: x1 + 2x2 ≤ 20
    x1 +5x2 ≤ 35
    x1 and x2 ≥ 0

    Solve:
    Max.: P= 30x1 + 70x2 + 0S1 + 0S2
    S.t.: x1 + 2x2 +S1 = 20
    x1 +5x2 + S2 = 35
    x1, x2, S1, S2 = 0

    Table 0 (Initial simplex Table)

    Cj 30 70 0 0
    Cbi BV X1 X2 S1 S2 SOLUTION RATIO
    0 S1 1 2 1 0 20
    0 S2 1 5 0 1 35
    Zj 0 0 0 0 0
    Cj-Zj 30 70 0 0

    Formula to find the values for Zj: should be zero or negative number

    Zj = ∑ row1(CBi) (aij) + row2(CBi) (aij)

    (1) Zj = 0 1 + 0 1 =
    (2) Zj = 0 2 + 0 5 =
    (3) Zj = 0 1 + 0 0 =
    (4) Zj = 0 0 + 0 1 =
    (5) Zj = 0 20 + 0 35 =
    TABLE 0 (Initial Simplex Table)

    Cj 12 16
    CBi BV x1 x2
    0 SI 1 2
    0 S2 1 5
    Zj 0 0
    Cj - Zj 12 16

    OV KCV KRV KE
    1 2 1 5
    2 2 5 5
    1 2 0 5
    0 2 1 5
    20 2 35 5
    Cj 30 70 0 0
    Cbi BV X1 X2 S1 S2
    0 S1 1 2 1 0
    0 S2 1 5 0 1
    Zj 0 0 0 0
    Cj-Zj 30 70 0 0

    TABLE 1 (Iteration 1)

    Cbi Cj 30 70 0 0
    0 BV X1 X2 S1 S2
    0 70 x2 1/5 1 0 1/5
    0 0 S2 3/5 4 1/5 3/5 1
    0 Zj 14 70 - 14
    0 Cj-Zj 16 0 0 0

    To find the NEW values for x2, divide by the key element all other values
    (1) 1 / 5 = 1/5
    (2) 5 / 5 = 1
    (3) 0 / 5 = 0
    (4) 1 / 5 = 1/5
    (5) 35 / 5 = 7

    To find the NEW values for S2, the formula is:

    Corr. key column value * Corr. key row value


    New Value = Old Value - -----------------------------------------------------------------------
    Key element
    Corr. key column value * Corr. key row value
    New Value = Old Value - -----------------------------------------------------------------------
    Key element

    (1) 1 - (2x 1) / 5 = 1- 2/5 =


    (2) 5 - (2 x 2) / 5 = 5- 4/5 =
    (3) 0 - (2 x 1)/ 5 = 0- 2/5 =
    (4) 1 - (2 x 0) /5 = 1- 0 =
    (5) 35 - (2 x 20) /5 = 35 - 8 =

    To find Zj, (CBi * x1) in row 1 + (CBi * x2)in row 2

    (1) 70 1/5 + 0 3/5


    (2) 70 1 + 0 4 1/5
    (3) 70 0 + 0 3/5
    (4) 70 1/5 + 0 1

    0 0
    S1 S2 Solution Ratio Ratio
    1 0 20 (20/2) 10
    0 1 35 (35/5) 7
    0 0 0
    0 0

    OV NV
    1 0.4 0.6
    2 2 0
    1 0.0 1
    0 0.4 0
    20 14 6
    SOLUTION RATIO
    20 (20/2) 10
    35 (35/5) 7
    0

    TABLE 1 (Iteration 1)

    Cj 30
    SOLUTION RATIO Cbi BV X1
    7 70 x2 1/5
    27 0 S2 0.6
    Zj 14
    Cj-Zj 16

    nt all other values TABLE 1 (Iteration 1)


    Cbi Cj 30
    BV X1
    70 x2 1/2
    0 S2 -1.5
    Zj 35
    Cj-Zj -5

    row value
    --------------------------------------
    row value
    --------------------------------------

    3/5 (1) 1 - (2x 1) / 5 = 1- 2/5 = 3/5


    4 1/5 (2) 5 - (2 x 5) / 5 = 5- 2 = 3
    3/5 (3) 0 - (2 x 0)/ 5 = 0- 0 = 1
    1 (4) 1 - (2 x 1) /5 = 1- 2/5 = 3/5
    27 (5) 35 - (2 x 35) /5 = 35 - 14 = 21

    = 14 0 = 14
    = 70 0 = 70
    = 0 0 = -
    = 14 0 = 14
    70 0 0 0 0 Cj 30
    X2 S1 S2 SOLUTION RATIO Cbi BV X1
    1 0 0.2 7 20 70 x2
    4.2 0.6 1 27 45.00 0 x12 1
    70 0 14 0 0 Zj
    0 0 0 0 0 Cj-Zj -5

    Find the value of x1:


    70 0 0
    X2 S1 S2 SOLUTION RATIO (1) 0.6 /
    1 1/2 0 10 (2) 4.2 /
    -45 -2.5 1 -265 (3) 0.6 /
    70 35 0 0 (4) 1 /
    0 -35 0 0 (5) 27 /

    Find the value of x2:


    OV KCV
    (1) 1/2 1/2
    (2) 1 1/2
    (3) 1/2 1/2
    (4) 0 1/2
    (5) 10 1/2

    Find the value of Zj:

    (1) 0 0
    (2) 0 0
    (3) 0 Dec 30
    (4) 0 0
    (5) 0 0
    70 0 0 0 0
    X2 S1 S2 SOLUTION RATIO
    20
    7 1 1.67 45.00 176.67
    0
    0 0 0 0 0

    0.6 = 1 57
    0.6 = 7 58
    0.6 = 1 59
    0.6 = 1.67 60
    0.6 = 45.00 61
    KRV KE OV NV
    -1 1/2 -1.5 1/2 1/2 -44562.5 63
    -45 -1.5 1 0 1 64
    -2 1/2 -1.5 1/2 -4/40 1 / 10 65
    1 -1.5 0 1/8 -1 / 8 66
    -265 -1.5 10 4/1 2 67

    + 0 - = 0 0 = - 69
    + 0 0 = 16 0 = 16 70
    + 0 - = 8/5 -6/5 = 2/5 71
    + 0 - = -2 3 = 1 72
    + 0 - = 32 - = 32 73
    LINEAR PROGRAMMING - SIMPLEX METHOD - MAXIMIZATION CASE: 2 VARIABLES
    TRY THIS!
    Case:
    Solve:
    Max.: P= 30x1 + 70x2
    S.t.: x1 + 2x2 ≤ 20
    x1 +5x2 ≤ 35
    x1 and x2 ≥ 0

    Solve:
    Max.: P= 30x1 + 70x2 + 0S1 + 0S2
    S.t.: x1 + 2x2 +S1 = 20
    x1 +5x2 + S2 = 35
    x1, x2, S1, S2 = 0

    STEP 1
    Table 0 (Initial simplex Table)

    Cj 30 70 0 0
    Cbi BV X1 X2 S1 S2 SOLUTION RATIO
    0 S1 1 2 1 0 20
    0 S2 1 5 0 1 35
    Zj 0 0 0 0 0
    Cj-Zj 30 70 0 0

    Formula to find the values for Zj: should be zero or negative number

    Zj = ∑ row1(CBi) (aij) + row2(CBi) (aij)

    (1) Zj = 0 1 + 0 1 = 0
    (2) Zj = 0 2 + 0 5 = 0
    (3) Zj = 0 1 + 0 0 = 0
    (4) Zj = 0 0 + 0 1 = 0
    (5) Zj = 0 20 + 0 35 = 0

    TABLE 0 (Initial Simplex Table)

    Cj 30 70 0 0
    CBi BV x1 x2 S1 S2 Solution Ratio Ratio
    0 SI 1 2 1 0 20 (20 / 2)
    0 S2 1 5 0 1 35 (35/ 5)
    Zj 0 0 0 0 0
    Cj - Zj 30 70 0 0

    OV KCV KRV KE OV NV
    1 2 1 5 1 0.4 0.6
    2 2 5 5 2 2 0
    1 2 0 5 1 0.0 1.0
    0 2 1 5 0 0.4 -0.4
    20 2 35 5 20 14 6
    x2 is the ENTERING VARIABLE

    Cj 30 70 0 0
    CBi BV x1 x2 S1 S2 Solution Ratio
    0 SI 1 2 1 0 20
    0 S2 1 5 0 1 35
    Zj 0 0 0 0 0
    Cj - Zj 30 70 0 0

    KEY Column 70
    KEY Row 7
    KEY Value 5

    TABLE 1 (Iteration 1)

    Cj 30 70 0 0
    CBi BV x1 x2 S1 S2 Solution Ratio
    70 X2 1/5 1 0 1/5 7
    0 S2 3/5 0 1 - 2/5 6
    Zj 14 70 - 14
    Cj - Zj 16 0 0 -14

    To find the NEW values for x2, divide by the key element all other values
    Ratio (1) 1 / 5 = 1/5
    10 (2) 5 / 5 = 1
    7 (3) 0 / 5 = 0
    (4) 1 / 5 = 1/5
    (5) 35 / 5 = 7

    To find the NEW values for S2, the formula is:

    Corr. key column value * Corr. key row value


    New Value = Old Value - -----------------------------------------------------------------------
    Key element

    (1) 1 - (2 x 1) / 5 = 1 0.4 = 3/5


    (2) 2 - (2x 5) / 5 = 2 2 = 0
    (3) 1 - (2 x 0)/ 5 = 1 0 = 1 8/20
    (4) 0 - (2 x 1) /5 = 0 0.4 = - 2/5
    (5) 20 - (2 x 35) /5 = 20 14 = 6

    To find Zj, (CBi * x1) in row 1 + (CBi * x2)in row 2

    (1) 70 1/5 + 0 3/5 = 14


    (2) 70 1 + 0 0 = 70
    (3) 70 0 + 0 1 = 0
    (4) 70 1/5 + 0 - 2/5 = 14
    x1 is ENTERING VARIABLE

    Cj 30 70 0
    Ratio CBi BV x1 x2 S1
    (20 / 2) 10 70 X2 1/5 1 0
    (35/ 5) 7 0 S2 3/5 0 1
    Zj 14 70 -
    Cj - Zj 16 0 0

    KEY Column 16
    KEY Row 10
    KEY Value 3/5

    Cj 30 70 1
    CBi BV x1 x2 S1
    70 X2 1/5 1 0
    70 S2 3/5 0 1
    Zj 14 70 -
    Cj - Zj 16 - 1
    ---------

    4/10 2/5

    0 = 14
    0 = 70
    0 = -
    -0 = 14
    0 Cj 30 70
    S2 Solution Ratio CBi BV x1 x2
    1/5 7 35 70 X2 0 1
    - 2/5 6 10 30 x1 1 0
    14 Zj 30 70
    -14 Cj - Zj - -

    Find the value of x1:

    (1) 0.60 / 3/5


    (2) 0 / 3/5
    (3) 1 / 3/5
    - 2/5 (4) - 2/5 / 3/5
    S2 Solution Ratio (5) 6 / 3/5
    1/5 7 35
    - 2/5 6 10 Find the value of x2:
    14 OV KCV KRV
    (14.40) (1) 1/5 1/5 3/5
    (2) 1 1/5 0
    (3) 0 1/5 1
    (4) 1/5 1/5 - 2/5
    (5) 7 1/5 6
    Find the value of Zj:

    (1) 70 0 +
    (2) 70 1 +
    (3) 70 - 1/3 +
    (4) 70 0 +
    (5) 70 5 +
    0 0
    S1 S2 Solution Ratio
    - 1/3 1/3 5 OPTIMALITY REACHED!!!
    1 2/3 - 2/3 10
    2/5 3 650 Values: x1 = 10
    2/5 3 x2 = 5

    = 1
    = 0
    = 1 2/3
    = - 2/3
    = 10

    KE OV NV
    3/5 1/5 1/5 0
    3/5 1 0 1
    3/5 0 0.3 - 1/3
    3/5 1/5 - 1/8 1/3
    3/5 7 2 5
    30 1 = 0 30 = 30
    30 0 = 70 0 = 70
    30 1 2/3 = (23) 50 = 2/5
    30 - 2/3 = 23 -20 = 3
    30 10 = 350 300 = 650
    x 30 = 300 Optimum Solution = 650
    x 70 = 350
    650

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