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Example 1

Maximise I = x + 0.8y

subject to x + y 1000

2x + y 1500

3x + 2y 2400

y

960

800

640

480

Initial solution:

320

I = 0

at (0, 0)

160

x

0

0

160

320

480

640

800

960

LINEAR PROGRAMMING

Maximise

subject to

Maximise

where

subject to

Example 1

I = x + 0.8y

x + y 1000

2x + y 1500

3x + 2y 2400

I

I - x - 0.8y

x + y + s1

2x + y

+ s2

3x + 2y

+ s3

=

=

=

=

0

1000

1500

2400

SIMPLEX TABLEAU

Initial solution

s1

s2

s3

RHS

-1

-0.8

1000

1500

2400

PIVOT 1

s1

s2

s3

RHS

-1

-0.8

1000

1500

2400

PIVOT 1

s1

s2

s3

RHS

-1

-0.8

1000 1000/1

1500 1500/2

2400 2400/3

PIVOT 1

s1

s2

s3

RHS

-1

-0.8

1000

0.5

0.5

750

2400

PIVOT 1

s1

s2

s3

RHS

-0.3

0.5

750

1000

0.5

0.5

750

2400

PIVOT 1

s1

s2

s3

RHS

-0.3

0.5

750

0.5

-0.5

250

0.5

0.5

750

2400

PIVOT 1

s1

s2

s3

RHS

-0.3

0.5

750

0.5

-0.5

250

0.5

0.5

750

0.5

-1.5

150

PIVOT 1

New solution

s1

s2

s3

RHS

-0.3

0.5

750

0.5

-0.5

250

0.5

0.5

750

0.5

-1.5

150

LINEAR PROGRAMMING

Example

Maximise I = x + 0.8y

subject to x + y 1000

2x + y 1500

3x + 2y 2400

y

960

800

640

480

Solution after

pivot 1:

320

I = 750

160

x

0

0

160

320

480

640

800

960

at (750, 0)

PIVOT 2

s1

s2

s3

RHS

-0.3

0.5

750

0.5

-0.5

250

0.5

0.5

750

0.5

-1.5

150

PIVOT 2

s1

s2

s3

RHS

-0.3

0.5

750

0.5

-0.5

250 250/0.5

0.5

0.5

750 750/0.5

0.5

-1.5

150 150/0.5

PIVOT 2

s1

s2

s3

RHS

-0.3

0.5

750

0.5

-0.5

250

0.5

0.5

750

-3

300

PIVOT 2

s1

s2

s3

RHS

-0.4

0.6

840

0.5

-0.5

250

0.5

0.5

750

-3

300

PIVOT 2

s1

s2

s3

RHS

-0.4

0.6

840

-1

100

0.5

0.5

750

-3

300

PIVOT 2

s1

s2

s3

RHS

-0.4

0.6

840

-1

100

-1

600

-3

300

PIVOT 2

New solution

s1

s2

s3

RHS

-0.4

0.6

840

-1

100

-1

600

-3

300

LINEAR PROGRAMMING

Example

Maximise I = x + 0.8y

subject to x + y 1000

2x + y 1500

3x + 2y 2400

y

960

800

640

480

Solution after

pivot 2:

320

I = 840

160

x

0

0

160

320

480

640

800

960

at (600, 300)

PIVOT 3

s1

s2

s3

RHS

-0.4

0.6

840

-1

100

-1

600

-3

300

PIVOT 3

s1

s2

s3

RHS

-0.4

0.6

840

-1

100

100/1

-1

600

600/2

-3

300

PIVOT 3

s1

s2

s3

RHS

-0.4

0.6

840

-1

100

-1

600

-3

300

PIVOT 3

s1

s2

s3

RHS

0.4

0.2

880

-1

100

-1

600

-3

300

PIVOT 3

s1

s2

s3

RHS

0.4

0.2

880

-1

100

-2

400

-3

300

PIVOT 3

s1

s2

s3

RHS

0.4

0.2

880

-1

100

-2

400

-1

600

PIVOT 3

Optimal solution

s1

s2

s3

RHS

0.4

0.2

880

-1

100

-2

400

-1

600

LINEAR PROGRAMMING

Example

Maximise I = x + 0.8y

subject to x + y 1000

2x + y 1500

3x + 2y 2400

y

960

800

640

Optimal solution

after pivot 3:

480

320

I = 880

160

x

0

0

160

320

480

640

800

960

at (400, 600)

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