In: Advanced Math
MAXIMIZATION BY THE SIMPLEX METHOD
Maximize z = x1 + 2x2 + x3
subject to
x1 + x2 ≤ 3
x2 + x3 ≤ 4
x1 + x3 ≤ 5
x1, x2, x3 ≥0
Maximize Z = X1 + 2X2 + 3X3
subject to
X1 + X2 <= 3
X2 + X3 <= 4
X1 + X3 <= 5
X1 , X2 , X3 >= 0
So this is a standard linear programming and we can add slack variables S1 ,S2 and S3 to get equations from inequalities.
X1 + X2 + S1 = 3
X2 + X3 + S2 = 4
X1 + X3 + S3 = 5
And -X1 - 2X2 - 3X3 + Z = 0
So the initial tableau for above linear programming
X1 X2 X3 S1 S2 S3 Z
1 1 0 1 0 0 0 3
0 1 1 0 1 0 0 4
1 0 1 0 0 1 0 5
-1 -2 -3 0 0 0 1 0
Here the most negative element in the bottom row will indicates the pivot element so here -3 ,so I am taking 3rd column as a pivot column and for pivot row the least positive result when last column divided by pivot column will indicates
i.e. +min (3/0 , 4/1, 5/1) = 4/1 so 2nd row as a pivot row.
R3-> R3 - R2 R4-> R4 + 3 R2
X1 X2 X3 S1 S2 S3 Z
1 1 0 1 0 0 0 3
0 1 1 0 1 0 0 4
1 -1 0 0 -1 1 0 1
-1 1 0 0 3 0 1 12
Here the most negative element in the bottom row will indicates the pivot element so here -1 ,so I am taking 1st column as a pivot column and for pivot row the least positive result when last column divided by pivot column will indicates
i.e. +min (3/1 , 4/0, 1/1) = 1/1 so 3rd row as a pivot row.
R1-> R1 - R3 R4-> R4 + R3
X1 X2 X3 S1 S2 S3 Z
0 2 0 1 1 -1 0 2
0 1 1 0 1 0 0 4
1 -1 0 0 -1 1 0 1
0 0 0 0 2 1 1 13
So now we did not have any negative elements in bottom row so we can stop the iterations. Now the optimum solution is Maximum Z = 13 At X1 = 1 , X2= 0 ,X3 =4