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08Simplex3C

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Each problem will illustrate a certain idea which will be explained when the problem is discussed.

Maximize

z 2 x1 4 x2 4 x3 3x4

x1 x2 x3 x1 4 x2 x1 , x2 , x3 , x4 0

x4 8

Normally, when there are equality constraints, we add artificial variables and use either Big M method or two phase method. But in this problem we already have a 2x2 identity submatrix in the coefficient matrix of the constraint equations. Hence there is no need to add artificial variables. We can start the Simplex algorithm with x3, x4 as basic variables.

Basic z

x1 -1 -2

x2 -12 -4

x3 0 -4

x4 0 3

Sol -8 0

x3

x4 z x3 x2

0

0 1 0 0

1

1 2 3/4 1/4

1

4 0 0 1

1

0 0 1 0

0

1 3 -1/4 1/4

4

8 16 2 2

Optimal Soln: x1=0, x2=2, x3=2, x4=0 Max z = 16

Minimize

z 3x1 5 x2 3x3

x1 4 x2 x3 2 x1 x2 x1 , x2 , x3 , x4 0

x4 10

Minimize

z 3x1 5 x2 3x3

x1 4 x2 x3 2 x1 x2 x4

s1

s2 10

x1 , x2 , x3 , x4 , s1 , s2 0

Since in this problem as we already have a 2x2 identity submatrix below the variables x3, x4 in the coefficient matrix of the constraint equations, there is no need to add artificial variables. We can start the Simplex algorithm with x3, x4 as basic variables.

Basic z

x1 0 -3

x2 7 -5

x3 0 -3

x4 0 0

s1 -3 0

s2 0 0

Sol. 21 0

x3

x4

0

0

1

2

4

1

1

0

0

1

-1

0

0

-1

7

10

z x2 x4

1 0 0

0 1 0

0 0 1

0 0 -1

Optimal Soln: x1=0, x2=7/4, x3=0, x4=33/4 Min z = 35/4

Maximize

z x1 5 x2 3 x3

x1 2 x2 x3 3 2 x1 x2 x1 , x2 , x3 0 4

There is a unit vector column (coefficients of x3); so we will not add an artificial variable to the first constraint equation. However, to get a starting BFS (= for getting a 2x2 identity submatrix) we have to add an artificial variable to the second constraint equation. And then we solve it by big M method.

Thus we have to

Maximize

z x1 5 x2 3x3 MR2

x1 2 x2 x3 2 x1 x2 x1 , x2 , x3 , R2 0

3 R2 4

Basic z

x1

x2

x3 0 -3

R2 0 M

Sol -4M 0

-1-2M -5+M -1 -5

x3

R2 z x3 x1

0

0 1 0 0

1

2 0 0 1

2

-1 -11/2 5/2 -1/2

1

0 0 1 0

0

1 +M -1/2 1/2

3

4 2 1 2

Basic z

x1

x2

x3

R2

Sol

-11/2

+M

x3

x1 z x2 x1

0

0 1 0 0

0

1 0 0 1

5/2

-1/2 0 1 0

1

0 11/5 2/5 1/5

-1/2

1/2 -3/5 +M -1/5 2/5

1

2 21/5 2/5 11/5

Optimal Soln: x1=11/5, x2=2/5, x3=0 Max z = 21/5

Use the big M method to show that the following problem has no feasible solution: Maximize z 2 x1 5 x2

3x1 2 x2 6 2 x1 x2 2 x1 , x2 0

Maximize

z 2 x1 5 x2 M R1

3x1 2 x2 s1 R1 2 x1 x2 x1 , x2 , s1 , s2 , R1 0

We now start the Simplex algorithm.

6 s2 2

Basic z

x1

x2

s1 M 0

R1 0 M

s2 0 0

Sol. - 6M 0

-2-3M -5-2M -2 -5

R1

s2

0

0

3

2

2

1

-1

0

1

0

0

1

6

2

z R1 x1

1 0 0

0 0 1

M -1 0

Basic z

x1

x2

s1

R1

s2

Sol.

-4- M/2

1+3M/2 2-3M

R1

x1

0

0

0

1

1/2

1/2

-1

0

1

0

-3/2

1/2

3

1

z R1 x2

1 0 0

8+M -1 2

0 0 1

M -1 0

0 1 0

5+ 4M 10-2M -2 1 2 2

Thus we have reached the optimal tableau but the artificial variable R1 is present at non-zero level. This means the original LPP has no feasible solution. This can be checked graphically also as the next slide shows.

(0,3) (0,2)

3x1 2 x2 6

(1,0) (2,0)

2 x1 x2 2

Minimize

z 2 x1 4 x2 3x3

5 x1 6 x2 2 x3 5 x1 3 x2 5 x3 8 2 x1 5 x2 4 x3 9 x1 , x2 , x3 0

z 2 x1 4 x2 3x3

5 8 s3 9

5 x1 6 x2 2 x3 s1 x1 3 x2 5 x3 2 x1 5 x2 4 x3 s2

x1 , x2 , x3 , s1 , s2 , s3 0

Normally we have to add two artificial variables, one to each of the first two constraint equations to get a starting BFS.

But by subtracting the first constraint from the second constraint equation, we get the equivalent LPP:

Minimize

z 2 x1 4 x2 3x3

3 8

6 x1 9 x2 3 x3 s1 s2 x1 3 x2 5 x3 2 x1 5 x2 4 x3 x1 , x2 , x3 , s1 , s2 , s3 0 s2

s3 9

Thus we need to add only one artificial variable to the second constraint equation

to get a starting BFS (= to get a 3x3 identity submatrix). Doing this , the LPP is Minimize

z 2 x1 4 x2 3x3

3 8 s3 9

6 x1 9 x2 3 x3 s1 s2 x1 3 x2 5 x3 2 x1 5 x2 4 x3 x1 , x2 , x3 , s1 , s2 , s3 0 s2 R2

Minimize r R2

Subject to the constraints

6 x1 9 x2 3 x3 s1 s2 x1 3 x2 5 x3 2 x1 5 x2 4 x3 x1 , x2 , x3 , s1 , s2 , s3 0 s2 R2

3 8 s3 9

Basic r

x1 -1 0

x2 3 0

x3 5 0

s1 0 0

s2 -1 0

R2 0 -1

s3 0 0

Sol. 8 0

s1

R2

0

0

-6

-1

9

3

3

5

1

0

-1

-1

0

1

0

0

3

8

s3

r x3 R2 s3

0

1 0 0 0

2

9 -2 9 -6

5

-12 3 -12 17

-4

0 1 0 0

0

-5/3 1/3 -5/3 4/3

0

2/3 -1/3 2/3 -4/3

0

0 0 1 0

1

0 0 0 1

9

3 1 3 13

Basic r

x1

x2

x3

s1

s2

R2

s3

Sol.

-12

-5/3

2/3

x3

R2

0

0

-2

9

3

-12

1

0

1/3

-5/3

-1/3

2/3

0

1

0

0

1

3

s3

r x3 x1 s3

0

1 0 0 0

-6

0 0 1 0

17

0 1/3 -4/3 9

0

0 1 0 0

4/3

0

-4/3

0

0

-1

1

0 0 0 1

13

0 5/3 1/3 15

Phase I has ended. And we now start Phase II with the starting BFS obtained in the optimal tableau of Phase I. Also we do not carry the R2 column as it has served its purpose.

Basic z

x1 0 -2 0 1

x3

s1

s2

R2

s3 0 0 0 0

z x3

x1

1 0

0

s3

z x3 x1 x2

0

1 0 0 0

0

0 0 1 0

9

0 0 0 1

0

0 1 0 0

2/9

231 243 11 243 37 243

-8/9

43 243 37 243 14 243

15

2/81 -8/81

23 15 10 x1 , x2 , x3 9 9 9

16 Optimum z = Minimum z = . 9

It is clear that the same procedure can be applied to more than two constraints.

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