In: Statistics and Probability
What's the optimal solution to this linear programming problem?
| Max | 2X + 3Y |
| s.t. | 4X + 9Y ≤ 72 |
| 10X + 11Y ≤ 110 | |
| 17X + 9Y ≤ 153 | |
| X, Y ≥ 0 |
We have,
| Max | 2X + 3Y |
| s.t. | 4X + 9Y ≤ 72 |
| 10X + 11Y ≤ 110 | |
| 17X + 9Y ≤ 153 | |
| X, Y ≥ 0 |
To convert the problem to canonical form we will add adding
slack variable to each constraint as all constraints are
of type '≤'
After introducing slack variables
| Max | 2X + 3Y+0S1 +0S2 + 0S3 |
| s.t. | 4X + 9Y + S1≤ 72 |
| 10X + 11Y + S2 ≤ 110 | |
| 17X + 9Y +S3 ≤ 153 | |
| X, Y ≥ 0 |
| Iteration-1 | Cj | 2 | 3 | 0 | 0 | 0 | ||
| B | CB | XB | X | Y | S1 | S2 | S3 | Min Ratio XB / Y |
| S1 | 0 | 72 | 4 | (9) | 1 | 0 | 0 | 72 /9=8→ |
| S2 | 0 | 110 | 10 | 11 | 0 | 1 | 0 | 110 /11=10 |
| S3 | 0 | 153 | 17 | 9 | 0 | 0 | 1 | 153 /9=17 |
| Z=0 | Zj | 0 | 0 | 0 | 0 | 0 | ||
| Zj-Cj | -2 | -3↑ | 0 | 0 | 0 |
Negative minimum Zj-Cj is -3 and its column
index is 2. So, the entering variable is Y.
Minimum ratio is 8 and its row index is 1. So, the leaving basis
variable is S1.
∴ The pivot element is 9.
| Iteration-2 | Cj | 2 | 3 | 0 | 0 | 0 | ||
| B | CB | XB | X | Y | S1 | S2 | S3 | Min Ratio XB / X |
| Y | 3 | 8 | 0.4444 | 1 | 0.1111 | 0 | 0 | 8 / 0.4444 = 18 |
| S2 | 0 | 22 | (5.1111) | 0 | -1.2222 | 1 | 0 | 22 / 5.1111 = 4.3043→ |
| S3 | 0 | 81 | 13 | 0 | -1 | 0 | 1 | 81 / 13 = 6.2308 |
| Z=24 | Zj | 1.3333 | 3 | 0.3333 | 0 | 0 | ||
| Zj-Cj | -0.6667↑ | 0 | 0.3333 | 0 | 0 |
Negative minimum Zj-Cj is -0.6667 and its
column index is 1. So, the entering variable is X.
Minimum ratio is 4.3043 and its row index is 2. So, the leaving
basis variable is S2.
∴ The pivot element is 5.1111.
| Iteration-3 | Cj | 2 | 3 | 0 | 0 | 0 | ||
| B | CB | XB | X | Y | S1 | S2 | S3 | Min Ratio |
| Y | 3 | 6.087 | 0 | 1 | 0.2174 | -0.087 | 0 | |
| X | 2 | 4.3043 | 1 | 0 | -0.2391 | 0.1957 | 0 | |
| S3 | 0 | 25.0435 | 0 | 0 | 2.1087 | -2.5435 | 1 | |
| Z=26.8696 | Zj | 2 | 3 | 0.1739 | 0.1304 | 0 | ||
| Zj-Cj | 0 | 0 | 0.1739 | 0.1304 | 0 |
Since all Zj-Cj≥0
Hence, the optimal solution is:
X=4.3043,
Y=6.087
Max Z=26.8696