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Simplex Method Additional Activity

This document summarizes the steps to solve a linear programming problem to maximize an objective function subject to constraints, using the simplex method. It provides the initial formulation, standard form with slack variables, initial simplex tableau, and the steps of the simplex method including pivot elements chosen based on maximum ratio test. Over 3 iterations, it arrives at an optimal solution with a maximum profit of $400.

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Ira Grace De Castro
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
389 views

Simplex Method Additional Activity

This document summarizes the steps to solve a linear programming problem to maximize an objective function subject to constraints, using the simplex method. It provides the initial formulation, standard form with slack variables, initial simplex tableau, and the steps of the simplex method including pivot elements chosen based on maximum ratio test. Over 3 iterations, it arrives at an optimal solution with a maximum profit of $400.

Uploaded by

Ira Grace De Castro
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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IRA GRACE B.

DE CASTRO ACN1 | CAED101

What is the value of the objective function?


Max 4x1 + 6x2 + 3x3 + 1x4
3
s.t. x1 + 2x2 + 4x3 + 3x4 ≤ 550
2
4x1 + 1x2 + 2x3 + 1x4 ≤ 700
2x1 + 3x2 + 1x3 + 2x4 ≤ 200
x1, x2, x3, x4 ≥ 0

Problem in standard form – adding slack variables


Max 4x1 + 6x2 + 3x3 + 1x4 + 0s1 + 0s2 + 0s3
3
s.t. x1 + 2x2 + 4x3 + 3x4 + 1s1 = 550
2
4x1 + 1x2 + 2x3 + 1x4 + 1s2 = 700
2x1 + 3x2 + 1x3 + 2x4 + 1s3 = 200
x1, x2, x3, x4, s1, s2, s3 ≥ 0
Simplex Tableau
x1 x2 x3 x4 s1 s2 s3 𝑏𝑖
Basis cB 4 6 3 1 0 0 0 𝑎𝑖2
s1 0 3⁄2 2 4 3 1 0 0 550 550⁄ = 225
2
s2 0 4 1 2 1 0 1 0 700 700⁄ = 700
1
s3 0 2 3 1 2 0 0 1 200 200⁄ = 200⁄
3 3
zj 0 0 0 0 0 0 0 0
cj - zj 4 6 3 1 0 0 0

z1 = 0 (3/2) + 0 (4) + 0 (2) = 0 c1 – z1 = 4 – 0 = 4 Value of Objective Function New Variable into Basis: x2
z2 = 0 (2) + 0 (1) + 0 (3) = 0 c2 – z2 = 6 – 0 = 6 Largest per unit improvement in the value
of the objective function as per (cj - zj)
z3 = 0 (4) + 0 (2) + 0 (1) = 0 c3 – z3 = 3 – 0 = 3 0 (550) = 0
z4 = 0 (3) + 0 (1) + 0 (2) = 0 c4 – z4 = 1 – 0 = 1 0 (700) = 0 Removed Variable: s3
z5 = 0 (1) + 0 (0) + 0 (0) = 0 c5 – z5 = 0 – 0 = 0 0 (200) = 0 Minimum ratio
z6 = 0 (0) + 0 (1) + 0 (0) = 0 c6 – z6 = 0 – 0 = 0 Profit 0
Pivot Element: 3
z7 = 0 (0) + 0 (0) + 0 (1) = 0 c7 – z7 = 0 – 0 = 0

Making column corresponding to x2 appear as: a12 = 0, a22 = 0, a32 = 1


1. a32 = 1
1 1
(2x1 + 3x2 + 1x3 + 2x4 +1s3) = (200) 3
3
2 1 2 1 200
x1 + 1x2 + 3x3 + 3x4 + 0s1 + 0s2 + 3s3 =
3 3
2. a12 = 0
2 1 2 1 200
2 ( 3x1 + 1x2 + 3x3 + 3x4 + 0s1 + 0s2 + 3s3 ) = ( )2
3
4 2 4 2 400
x1 + 2x2 + 3x3 + 3x4 + 0s1 + 0s2 + 3s3 =
3 3
3 4 2 4 2 400
( 2 x1 + 2x2 + 4x3 + 3x4 + 1s1 ) – ( 3x1 + 2x2 + 3x3 + 3x4 + 3s3 )= 550 – 3
1 10 5 2 1250
x1 + 0x2 + x3 + 3x4 + 1s1 - 3s3 =
6 3 3
3. a22 = 0
2 1 2 1 200
( 4x1 + 1x2 + 2x3 + 1x4 + 1s2 ) – ( 3x1 + 1x2 + 3x3 + 3x4 + 3s3 ) = 700 – 3
10 5 1 1 1900
x1 + 0x2 + 3x3 + 3x4 + 1s2 – 3s3 =
3 3

x1 x2 x3 x4 s1 s2 s3 𝑏𝑖
Basis cB 4 6 3 1 0 0 0 𝑎𝑖2
s1 0 1⁄ 0 10⁄ 5⁄ 1 0 −2⁄ 1250⁄ 1250 3
6 3 3 3 3 𝑥 = 125
3 10
s2 0 10⁄ 0 5⁄ 1⁄ 0 1 −1⁄ 1900⁄ 1900 3
𝑥 = 380
3 3 3 3 3 3 5
x2 6 2⁄ 1 1⁄ 2⁄ 0 0 1⁄ 200⁄ 200 3
3 3 3 3 3 𝑥 = 200
3 1
zj 4 6 2 4 0 0 2 400
cj - zj 0 0 1 -3 0 0 -2

z1 = 0 (1/6) + 0 (10/3) + 6 (2/3) = 4 c1 – z1 = 4 – 4 = 0 Value of Objective New Variable into Basis: x3


z2 = 0 (0) + 0 (0) + 6 (1) = 6 c2 – z2 = 6 – 6 = 0 Function Largest per unit improvement in the value of the
objective function as per (cj - zj)
z3 = 0 (10/3) + 0 (5/3) + 6 (1/3) = 2 c3 – z3 = 3 – 2 = 1
z4 = 0 (5/3) + 0 (1/3) + 6 (2/3) = 4 c4 – z4 = 1 – 4 = -3 0 (1250/3) = 0 Removed Variable: s1
z5 = 0 (1) + 0 (0) + 6 (0) = 0 c5 – z5 = 0 – 0 = 0 0 (1900/3) = 0 Minimum ratio
z6 = 0 (0) + 0 (1) + 6 (0) = 0 c6 – z6 = 0 – 0 = 0 6 (200/3) = 400
Profit 400 Pivot Element: 10/3
z7 = 0 (-2/3) + 0 (-1/3) + 6 (1/3) = 2 c7 – z7 = 0 – 2 = -2

Making column corresponding to x3 appear as: a12 = 1, a22 = 0, a32 = 0


1. a12 = 1
3 1 10 5 2 1250 3
( 6x1 + 0x2 + 3 x3 + 3x4 + 1s1 - 3s3 ) = ( 3 ) 10
10
1 1 3 1
x1 + 0x2 + 1x3 + 2x4 + 10s1 - 5s3 = 125
20
2. a22 = 0
5 1 1 3 1 5
( x1 + 0x2 + 1x3 + 2x4 + 10s1 - 5s3 ) = ( 125 ) 3
3 20
1 5 5 1 1 625
12
x1 + 0x2 + 3x3 + 6x4 + 2s1 - 3s3 = 3
10 5 1 1 1 5 5 1 1 1900 625
( 3
x1 + 0x2 + 3x3 + 3x4 + 1s2 – 3s3 ) – ( 12x1 + 0x2 + 3x3 + 6x4 + 2s1 - 3s3 ) = 3
- 3
13 1 1
x1 + 0x2 + 0x3 – x4 – s1 + 1s2 - 0s3 = 425
4 2 2
3. a32 = 0
1 1 1 3 1 1
( x1 + 0x2 + 1x3 + 2x4 + 10s1 - 5s3 ) = ( 125 ) 3
3 20
1 1 1 1 1 125
x1 + 0x2 + 3x3 + 6x4 + 10s1 - 15s3 =
60 3
2 1 2 1 1 1 1 1 1 200 125
( 3x1 + 1x2 + 3x3 + 3x4 + 0s1 + 0s2 + 3s3 ) – ( 60x1 + 0x2 + 3x3 + 6x4 + 10s1 - 15s3 ) = -
3 3
13 1 1 2
x1 + 1x2 + 0x3 + 2x4 – 10s1 + 0s2 + 5s3 = 25
20

x1 x2 x3 x4 s1 s2 s3
Basis cB 4 6 3 1 0 0 0
x3 3 1⁄ 0 1 1⁄ 3⁄ 0 −1⁄ 125
20 2 10 5
s2 0 13⁄ 0 0 −1⁄ −1⁄ 1 0 425
4 2 2
x2 6 13⁄ 1 0 1⁄ −1⁄ 0 2⁄ 25
20 2 10 5
zj 81⁄ 6 3 9⁄ 3⁄ 0 9⁄ 525
20 2 10 5
cj - zj −1⁄ 0 0 −7⁄ −3⁄ 0 −9⁄
20 2 10 5
z1 = 3 (1/20) + 0 (13/4) + 6 (13/20) = 81/20 c1 – z1 = 4 – 4 = 0 Value of Objective New Variable into Basis: x3
z2 = 3 (0) + 0 (0) + 6 (1) = 6 c2 – z2 = 6 – 6 = 0 Function Largest per unit improvement in the value of the
objective function as per (cj - zj)
z3 = 3 (1) + 0 (0) + 6 (0) = 3 c3 – z3 = 3 – 2 = 1
z4 = 3 (1/2) + 0 (-1/2) + 6 (1/2) = 9/2 c4 – z4 = 1 – 4 = -3 3 (125) = 375 Removed Variable: s1
z5 = 3 (3/10) + 0 (-1/2) + 6 (-1/10) = 3/10 c5 – z5 = 0 – 0 = 0 0 (425) = 0 Minimum ratio
z6 = 3 (0) + 0 (1) + 6 (0) = 0 c6 – z6 = 0 – 0 = 0 6 (25) = 150
Profit 525 Pivot Element: 10/3
z7 = 3 (-1/5) + 0 (0) + 6 (2/5) = 9/5 c7 – z7 = 0 – 2 = -2
cj - zj ≤ 0

Optimal Solution: basic variables x2, x3, and s2 and nonbasic variables x1, x4, s1 and s3
x1 = 0
x2 = 25
x3 = 125
x4 = 0
s1 = 0
s2 = 425
s3 = 0

Value of the objective function:


P = 4x1 + 6x2 + 3x3 + 1x4
P = 4(0) + 6(25) + 3(125) + 1(0)
P = 4 + 150 + 375 + 0
P = 525

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