In this lecture we shall look at some

miscellaneous LPPs. Each problem will

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

Problem 6 Problem set 3.4A Page 97

Maximize

z 2 x1 4 x2 4 x3 3 x4

Subject to the constraints

x1 x2 x3
x1 4 x2

x4 8

x1 , x2 , x3 , x4 0

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

x2

x3

x4

Sol

-12
-4

0
-4

0
3

-8
0

-1
-2

x3
x4

0
0

1
1

1
4

1
0

0
1

4
8

16

x3

3/4

-1/4

x2

1/4

1/4

This is the Optimal tableau.

Optimal Soln: x1=0, x2=2, x3=2, x4=0

Max z = 16

Problem 7 Problem set 3.4A Pages 97-98

Minimize

z 3 x1 5 x2 3x3

Subject to the constraints

x1 4 x2 x3
2 x1 x2

x4 10

x1 , x2 , x3 , x4 0

Introducing surplus variables, the problem is:

Minimize

z 3 x1 5 x2 3 x3

Subject to the constraints

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

x2

x3

x4

s1

s2

Sol.

0
-3

7
-5

0
-3

0
0

-3
0

0
0

21
0

x3
x4

0
0

1
2

4
1

1
0

0
1

-1
0

0
-1

7
10

-7/4

-7/4

0 -5/4

35/4

x2
x4

0
0

1/4
7/4

1
0

1/4
-1/4

0
1

0
-1

7/4
33/4

-1/4
1/4

This is the Optimal tableau.

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

Problem 8 Problem set 3.4A Page 98

Maximize

z x1 5 x2 3 x3

Subject to the constraints

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

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 3 x3 MR2

Subject to the constraints

x1 2 x2 x3
2 x1 x2

3
R2 4

x1 , x2 , x3 , R2 0

Basic z

x1

x2

x3

R2

Sol

-1-2M -5+M 0
-1
-5
-3

0
M

-4M
0

0
1

3
4

x3
R2

0
0

1
2

2
-1

1
0

-11/2

+M

x3

5/2

-1/2

x1

-1/2

1/2

Basic z

x1

x2

x3

R2

Sol

-11/2

+M

x3
x1

0
0

0
1

5/2
-1/2

1
0

-1/2
1/2

1
2

11/5

x2

x1

-3/5 +M

21/5

2/5

-1/5

2/5

1/5

2/5

11/5

This is the Optimal tableau.

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

Max z = 21/5

Problem 9 Problem set 3.4A Page 98

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

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

Using surplus, artificial and slack variables,

the problem becomes:
Maximize

z 2 x1 5 x2 M R1

Subject to the constraints

3 x1 2 x2 s1 R1
2 x1 x2

6
s2 2

x1 , x2 , s1 , s2 , R1 0
We now start the Simplex algorithm.

Basic z

x1

x2

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

s1

R1

s2

Sol.

M
0

0
M

0
0

- 6M
0

1
0

0
1

6
2

R1
s2

0
0

3
2

2
1

-1
0

-4- M/2

0 1+3M/2 2-3M

R1

1/2

-1

-3/2

x1

1/2

1/2

Basic z

x1

x2

s1

-4- M/2

R1

s2

Sol.

R1
x1

0
0

0
1

1/2
1/2

-1
0

1
0

8+M

0 5+ 4M 10-2M

R1

-1

-1

-2

x2

0 1+3M/2 2-3M
-3/2
1/2

3
1

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

One Artificial Variable is

enough?

Problem 8 Problem Set 3.4B Page 103

Consider the LPP
Minimize

z 2 x1 4 x2 3x3

Subject to the constraints

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

Adding surplus and slack variables, the

problem becomes:
Minimize

z 2 x1 4 x2 3x3

Subject to the constraints

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

s2

s3 9

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

Subject to the constraints

6 x1 9 x2 3 x3 s1 s2

x1 3 x2 5 x3

2 x1 5 x2 4 x3

s2

s3 9

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

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

s3 9

We shall solve this by two phase method.

Phase I
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

s3 9

Basic r

x1

x2

x3

s1

s2

R2

s3 Sol.

-1
0

3
0

5
0

0
0

-1
0

0
-1

0
0

8
0

s1
R2

0
0

-6
-1

9
3

3
5

1
0

-1
-1

0
1

0
0

3
8

s3

-4

-12

-5/3

2/3

x3

-2

1/3

-1/3

R2

-12

-5/3

2/3

s3

-6

17

4/3

-4/3

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

-6

17

4/3

-4/3

13

-1

x3

1/3

-1/27 -5/27 2/9 0

5/3

x1

-4/3

-5/27 2/27 1/9 0

1/3

s3

2/9 -8/9

2/3

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

x2

x3

s1

s2

7/3
4
1/3

0 -11/27 -13/27
-3
0
0
1 -1/27 -5/27

R2

s3 Sol.

z
x3

1
0

0
-2
0

x1
s3

0
0

1
0

-4/3
9

0
0

-5/27 2/27
2/9 -8/9

231
243

43
243

-7/27 16/9

x3

11
243

37
243

-1/27 10/9

x1

37
243

14
243

4/27 23/9

x2

2/81 -8/81

0
0
0
0
1

1/9

17/3
0
5/3
1/3
15

5/3

This is the optimal tableau.

And the optimal solution is

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.