In: Operations Management
Situation:
Construct the Dual and solve the Dual by the graphical and simplex method. The values of the variables are in the table.
Minimize Z = Ax1 + Bx2 + Cx3
Subject to: Dx1 + Ex2 + Fx3 >= J
Gx1 + Hx3 + Ix3 >= K
x1, x2, and x3 >= 0
Student |
Coefficients |
||||||||||||
Numbers |
A |
B |
C |
D |
E |
F |
G |
H |
I |
J |
K |
||
Objective Function |
Equations |
Constant recursor |
|||||||||||
1 |
2 |
1 |
1 |
3 |
5 |
2 |
3 |
5 |
19 |
15 |
Primal:
Min Z = 1x1 + 2x2 + 1x3
s.t.
1x1 + 3x2 + 5x3 >= 19
2x1 + 3x3 + 5x3 >= 15
x1, x2, x3 >= 0
Dual:
Max W = 19y1 + 15y2
s.t.
1y1 + 2y2 <= 1
3y1 + 3y2 <= 2
5y1 + 5y2 <= 1
y1, y2 >= 0
Graphical solution:
As we can see the first two constraints are redundant and the feasibility region is formed only by the third constraint with three corner points - the origin, (0, 0.2), and (0.2, 0).
Corner point | y1 | y2 | W = 19y1 + 15y2 |
(0, 0) | 0 | 0 | 0 |
(0, 0.2) | 0 | 0.2 | 3 |
(0.2, 0) | 0.2 | 0 | 3.8 (max) |
So,
the optimal solution of the dual is y1=0.2, y2=0, and max W = 3.8
Simplex method:
Standard form:
Max W =
19 y1 + 15
y2 + 0 S1
+ 0 S2 +
0 S3
subject to
y1 + 2 y2
+ S1
= 1
3 y1 + 3
y2
+ S2
= 2
5 y1 + 5
y2
+ S3
= 1
y1,y2,S1,S2,S3 ≥ 0
Iteration-1 | Cj | 19 | 15 | 0 | 0 | 0 | ||
B | CB | RHS | y1 | y2 | S1 | S2 | S3 | Min Ratio RHS / y1 |
S1 | 0 | 1 | 1 | 2 | 1 | 0 | 0 | 1 / 1=1 |
S2 | 0 | 2 | 3 | 3 | 0 | 1 | 0 | 2 / 3=0.667 |
S3 | 0 | 1 | (5) | 5 | 0 | 0 | 1 | 1 / 5=0.2→ |
W = 0 | Zj | 0 | 0 | 0 | 0 | 0 | ||
Zj-Cj | -19↑ | -15 | 0 | 0 | 0 |
Negative minimum Zj-Cj is
-19 and its column index is 1. So, the entering variable is
y1.
The minimum ratio is 0.2 and its row index is 3. So, the leaving
basis variable is S3.
So, the pivot element is 5.
Entering =y1, Departing =S3, Key Element =5
Row operations:
Iteration-2 | Cj | 19 | 15 | 0 | 0 | 0 | |
B | CB | RHS | y1 | y2 | S1 | S2 | S3 |
S1 | 0 | 0.8 | 0 | 1 | 1 | 0 | -0.2 |
S2 | 0 | 1.4 | 0 | 0 | 0 | 1 | -0.6 |
y1 | 19 | 0.2 | 1 | 1 | 0 | 0 | 0.2 |
W = 3.8 | Zj | 19 | 19 | 0 | 0 | 3.8 | |
Zj-Cj | 0 | 4 | 0 | 0 | 3.8 |
Since all Zj-Cj ≥ 0, we have reached the optimal solution which is as follows:
y1 = 0.2
y2 = 0
max W = 3.8