In: Operations Management
Consider the following linear program:
maximize z = x1 + 4x2 subject to: x1 + 2x2 <= 13 x1 - x2 <= 8
- x1 + x2 <= 2
-3 <= x1 <= 8 -5 <= x2 <= 4
Starting with x1 and x2 nonbasic at their lower bounds, perform ONE
iteration of the Bounded Variables Revised Simplex Method. (Tableau
or matrix form is acceptable). Show your work. Clearly identify the
entering and leaving variables. After the pivot, identify the
resulting basic feasible solution (if one exists).
MAX Z = x1 + 4x2
subject to
x1 + 2x2 <= 13
x1 - x2 <= 8
-x1 + x2 <= 2
-3<= x1 <= 8
-5<= x2 <= 4
Solution:
Problem is
Max Z =x1 +4x2
subject to
x1+2x2?13
x1-x2? 8
-x1+x2 ?2
and x1,x2?0;
The problem is converted to canonical form by adding slack, surplus and artificial variables as appropriate
1. As the constraint 1 is of type '?' we should add slack variable S1
2. As the constraint 2 is of type '?' we should add slack variable S2
3. As the constraint 3 is of type '?' we should add slack variable S3
After introducing slack variables
Max Z = x1+4 x2+0S1+0S2+ 0S3
subject to
x1+2x2+S1 = 13
x1-x2 +S2 = 8
-x1+x2 +S3 = 2
and x1,x2,S1,S2,S3?0
Iteration-1 Cj 14 0 0 0
B CB XB x1 x2 S1 S2 S3 MinRatio xb/x2
S1 0 13 1 2 1 0 0 13/2=6.5
S2 0 8 1 -1 0 1 0 ---
S3 0 2 -1 (1) 0 0 1 2/1=2?
Z=0 Z=0 0=
Zj=?CBXB Zj Zj=?CBxj 0 0=0×1+0×1+0×(-1)
Zj=?CBx1 0 0=0×2+0×(-1)+0×1
Zj=?CBx2 0 0=0×1+0×0+0×0
Zj=?CBS1 0 0=0×0+0×1+0×0
Zj=?CBS2 0
Positive maximum Cj-Zj is 4 and its column index is 2. So, the entering variable is x2.
Minimum ratio is 2 and its row index is 3. So, the leaving basis variable is S3.
? The pivot element is 1.
Entering =x2, Departing =S3, Key Element =1
R3(new)=R3(old)
R1(new)=R1(old)-2R3(new)
R2(new)=R2(old)+R3(new)
Iteration-2 Cj 1 4 0 0 0
B CB XB x1 Entering variable x2 S1 S2 S3 MinRatio
XB
x1
S1 Leaving variable 0 9 9=13-2×2
R1(new)=R1(old)-2R3(new) (3) 3=1-2×(-1) (pivot element)
R1(new)=R1(old)-2R3(new) 0 0=2-2×1
R1(new)=R1(old)-2R3(new) 1 1=1-2×0
R1(new)=R1(old)-2R3(new) 0 0=0-2×0
R1(new)=R1(old)-2R3(new) -2 -2=0-2×1
R1(new)=R1(old)-2R3(new)
9
3
=3?
S2 0 10 10=8+2
R2(new)=R2(old)+R3(new) 0 0=1+(-1)
R2(new)=R2(old)+R3(new) 0 0=(-1)+1
R2(new)=R2(old)+R3(new) 0 0=0+0
R2(new)=R2(old)+R3(new) 1 1=1+0
R2(new)=R2(old)+R3(new) 1 1=0+1
R2(new)=R2(old)+R3(new) ---
x2 4 2 2=2
R3(new)=R3(old) -1 -1=-1
R3(new)=R3(old) 1 1=1
R3(new)=R3(old) 0 0=0
R3(new)=R3(old) 0 0=0
R3(new)=R3(old) 1 1=1
R3(new)=R3(old) ---
Z=8 8=4×2
Zj=?CBXB Zj Zj=?CBxj -4 -4=0×3+0×0+4×(-1)
Zj=?CBx1 4 4=0×0+0×0+4×1
Zj=?CBx2 0 0=0×1+0×0+4×0
Zj=?CBS1 0 0=0×0+0×1+4×0
Zj=?CBS2 4 4=0×(-2)+0×1+4×1
Zj=?CBS3
Cj-Zj 5 5=1-(-4)? 0 0=4-4 0 0=0-0 0 0=0-0 -4 -4=0-4
Positive maximum Cj-Zj is 5 and its column index is 1. So, the entering variable is x1.
Minimum ratio is 3 and its row index is 1. So, the leaving basis variable is S1.
? The pivot element is 3.
Entering =x1, Departing =S1, Key Element =3
R1(new)=R1(old)÷3
R2(new)=R2(old)
R3(new)=R3(old)+R1(new
Iteration-3 Cj 1 4 0 0 0
B CB XB x1 x2 S1 S2 S3 MinRatio
x1 1 3 3=9÷3
R1(new)=R1(old)÷3 1 1=3÷3
R1(new)=R1(old)÷3 0 0=0÷3
R1(new)=R1(old)÷3
1
3
1
3
=1÷3
R1(new)=R1(old)÷3 0 0=0÷3
R1(new)=R1(old)÷3 -
2
3
-
2
3
=(-2)÷3
R1(new)=R1(old)÷3
S2 0 10 10=10
R2(new)=R2(old) 0 0=0
R2(new)=R2(old) 0 0=0
R2(new)=R2(old) 0 0=0
R2(new)=R2(old) 1 1=1
R2(new)=R2(old) 1 1=1
R2(new)=R2(old)
x2 4 5 5=2+3
R3(new)=R3(old)+R1(new) 0 0=(-1)+1
R3(new)=R3(old)+R1(new) 1 1=1+0
R3(new)=R3(old)+R1(new)
1
3
1
3
=0+
1
3
R3(new)=R3(old)+R1(new) 0 0=0+0
R3(new)=R3(old)+R1(new)
1
3
1
3
=1+(-
2
3
)
R3(new)=R3(old)+R1(new)
Z=23 23=1×3+4×5
Zj=?CBXB Zj Zj=?CBxj 1 1=1×1+0×0+4×0
Zj=?CBx1 4 4=1×0+0×0+4×1
Zj=?CBx2
5
3
5
3
=1×
1
3
+0×0+4×
1
3
Zj=?CBS1 0 0=1×0+0×1+4×0
Zj=?CBS2
2
3
2
3
=1×(-
2
3
)+0×1+4×
1
3
Zj=?CBS3
Cj-Zj 0 0=1-1 0 0=4-4 -
5
3
-
5
3
=0-
5
3
0 0=0-0 -
2
3
-
2
3
=0-
2
3
Since all Cj-Zj?0
Hence, optimal solution is arrived with value of variables as :
x1=3,x2=5
Max Z=23