Khaled Rageh Grade Four OR Ch 5 – class 2

Notes:
1. Each movement from tableau to the next makes an improvement of the objective function.

 The amount of improvement = No. of units from entering variable * Amount of improvement per unit

‫أقل قيمة موجبة فى عمود النتائج المستخدمة‬ ‫القيمة الموجودة فى صف اختبار مثالية الحل‬
‫لتحديد المتغير المرشح للخروج‬ ‫أسفل عمود المتغير الداخل‬

• So, moving from tableau 1 to tableau 2:

The amount of improvement = 15*8 = 120

• Moving from tableau 2 to tableau 3:

The amount of improvement = 6*2 = 12

• Z value = Z from tableau No. 2 + the amount of improvement

= 120 + 12 = 132

2. Matrix under the additional variables in the final tableau represent the basic inverse Matrix (whose
columns are represented by the columns of variables included in the optimal solution but in the initial
solution).

 Optimal solution included x1 and x2

• The Basic Matrix

4 2

2 4

• Basic inverse matrix

1 −1
3 6

−1 1
6 3

• To prove note No.2:

4 2 1 −1 1 0
3 6
* =
−1 1
2 4 6 3 0 1

3. Basic inverse matrix * Result to column in initial tableau produce the optimal values of decision variables.

1 −1 60 12
3 6
* =
−1 1
6 3 48 6
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Khaled Rageh Grade Four OR Ch 5 – class 2
4. Shadow prices:

•  (RHSx * shadow prices) = Z

5
#1 60 * = 100 Contribution of const.
3

2
#1 48 * = 32
3
132

• Shadow prices represent the opportunity cost for one unit from the limited resource.

• Shadow prices provide the logic to produce specific products or not.

• For product x1:

Economic cost of producing one unit = Economic cost of using limited resources
𝟓 𝟐
= 4 hours in department R * + 2 hours in department S *
𝟑 𝟑

20 4 24
= + = =𝟖
3 3 3

which equal CM per unit, so the optimal solution included x1

• For product x2:

𝟓 𝟐
= 2 hours in department R * + 4 hours in department S *
𝟑 𝟑

10 8 18
= + = =𝟔 = CM per unit
3 3 3

 Example 2:
Solve the following problem by the simplex method:

Max 12x1 + 18x2 + 10x3

S.T. 2x1 + 3x2 + 4x3 ≤ 50
x1 - x2 - x3 ≥ 0
x2 - 1.5x3 ≥ 0
x1, x2, x3 > 0

Standard Form

Max 12x1 + 18x2 + 10x3

S.T. 2x1 + 3x2 + 4x3 + s1 = 50
-x1 + x2 + x3 + s2 = 0
- x2 + 1.5x3 + s3 = 0
x1, x2, x3, s1, s2, s3 > 0

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Khaled Rageh Grade Four OR Ch 5 – class 2
Tableau Form

Max 12x1 + 18x2 + 10x3 + 0s1 + 0s2 + 0s3

S.T. 2x1 + 3x2 + 4x3 + s1 = 50
-x1 + x2 + x3 + s2 = 0
- x2 + 1.5x3 + s3 = 0
x1, x2, x3, s1, s2, s3 > 0

Sol:

Basic x1 x2 x3 s1 s2 s3 Results Division

Variables cB 12 18 10 0 0 0 output

s1 0 2 3 4 1 0 0 50 16.67

s2 0 -1 1 1 0 1 0 0 0

s3 0 0 -1 1.5 0 0 1 0

zj 0 0 0 0 0 0 0

cj - zj 12 18 10 0 0 0

s1 0 5 0 1 1 -3 0 50 10

x2 18 -1 1 1 0 1 0 0 (*row)

s3 0 -1 0 2.5 0 1 1 0

zj -18 18 18 0 18 0 0

cj - zj 30 0 -8 0 -18 0

x1 12 1 0 .2 .2 -.6 0 10 (*row)

x2 18 0 1 1.2 .2 .4 0 10

s3 0 0 0 2.7 .2 .4 1 10

zj 12 18 24 6 0 0 300

cj - zj 0 0 -14 -6 0 0

x1 = 10
x2 = 10
s3 = 10
z = 300

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Khaled Rageh Grade Four OR Ch 5 – class 2
Second Tableau
Row * x2 New s1 New s3
-1 ÷ 1 = -1 2 - (3 × -1) = 5 0 - (-1 × -1) = -1
1 ÷ 1 = 1 3 - (3 × 1) = 0 -1 - (-1 × 1) = 0
1 ÷ 1 = 1 4 - (3 × 1) = 1 1.5 - (-1 × 1) = 2.5
0 ÷ 1 = 0 1 - (3 × 0) = 1 0 - (-1 × 0) = 0
1 ÷ 1 = 1 0 - (3 × 1) = -3 0 - (-1 × 1) = 1
0 ÷ 1 = 0 0 - (3 × 0) = 0 1 - (-1 × 0) = 1
0 ÷ 1 = 0 50 - (3 × 0) = 50 0 - (-1 × 0) = 0

Third Tableau:
Row * x1 New x2 New s3
5 ÷ 5 = 1 -1 - (-1 × 1) = 0 -1 - (-1 × 1) = 0
0 ÷ 5 = 0 1 - (-1 × 0) = 1 0 - (-1 × 0) = 0
1 ÷ 5 = .2 1 - (-1 × .2) = 1.2 2.5 - (-1 × .2) = 2.7
1 ÷ 5 = .2 0 - (-1 × .2) = 0.2 0 - (-1 × .2) = .2
-3 ÷ 5 = -.6 1 - (-1 × -.6) = 0.4 1 - (-1 × -.6) = .4
0 ÷ 5 = 0 0 - (-1 × 0) = 0 1 - (-1 × 0) = 1
50 ÷ 5 = 10 0 - (-1 × 10) = 10 0 - (-1 × 10) = 10

 Example 3:
Max Z = 2x1 + 8x2
S.T. x1 ≤ 20
x2 ≥ 14
5x1 + 10x2 = 150
x1, x2 > 0

Standard Form

Max Z = 2x1 + 8x2

S.T. x1 + s1 = 20
x2 - s2 + a2 = 14
5x1 + 10x2 + a3 = 150
x1, x2, s1, s2, a2, a3 > 0

Tableau Form

Max Z = 2x1 + 8x2 + 0s1 + 0s2 - Ma2 - Ma3

S.T. x1 + s1 = 20
x2 - s2 + a2 = 14
5x1 + 10x2 + a3 = 150
x 1 , x 2 , s 1, s 2, a 2 , a 3 > 0

Sol:

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Khaled Rageh Grade Four OR Ch 5 – class 2

Basic x1 x2 s1 s2 a2 a3 Results Division

Variables cB 2 8 0 0 -M -M output

s1 0 1 0 1 0 0 0 20 X

a2 -M 0 1 0 -1 1 0 14 14

a3 -M 5 10 0 0 0 1 150 15

zj -5M -11M 0 +M -M -M -164M

cj - zj 5M+2 11M+8 0 -M 0 0

s1 0 1 0 1 0 0 0 20 X

x2 8 0 1 0 -1 1 0 14 X

a3 -M 5 0 0 10 -10 1 10 1

zj -5M 8 0 -10M-8 10M+8 -M -10M+112

cj - zj 5M+2 0 0 10M+8 -11M-8 0

s1 0 1 0 1 0 0 0 20

x2 8 .5 1 0 0 0 .1 15

s2 0 .5 0 0 1 -1 .1 1

zj 4 8 0 0 0 .8 120

cj - zj -2 0 0 0 -M -M-.8

s1 = 20
x2 = 15
s2 = 1
z = 120

Tableau 2:

Row * x2 New s1 New a3

0 ÷ 1 = 0 1 - (0 × 0) = 1 5 - (10 × 0) = 5
1 ÷ 1 = 1 0 - (0 × 1) = 0 10 - (10 × 1) = 0
0 ÷ 1 = 0 1 - (0 × 0) = 1 0 - (10 × 0) = 0
-1 ÷ 1 = -1 0 - (0 × -1) = 0 0 - (10 × -1) = 10
1 ÷ 1 = 1 0 - (0 × 1) = 0 0 - (10 × 1) = -10
0 ÷ 1 = 0 0 - (0 × 0) = 0 1 - (10 × 0) = 1
14 ÷ 1 = 14 20 - (0 × 14) = 20 150 - (10 × 14) = 10

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Khaled Rageh Grade Four OR Ch 5 – class 2
Tableau 3:

Row * s2 New s1 New x2

5 ÷ 10 = .5 1 - (0 × .5) = 1 0 - (-1 × .5) = .5
0 ÷ 10 = 0 0 - (0 × 0) = 0 1 - (-1 × 0) = 1
0 ÷ 10 = 0 1 - (0 × 0) = 1 0 - (-1 × 0) = 0
10 ÷ 10 = 1 0 - (0 × 1) = 0 -1 - (-1 × 1) = 0
-10 ÷ 10 = -1 0 - (0 × -1) = 0 1 - (-1 × -1) = 0
1 ÷ 10 = .1 0 - (0 × .1) = 0 0 - (-1 × .1) = .1
10 ÷ 10 = 1 20 - (0 × 1) = 20 14 - (-1 × 1) = 15

Example 4:

Min Z = 60x1 + 48x2

S.T.
4x1 + 2x2 ≥ 8
2x1 4x2 ≥ 6
x1, x2 > 0

Tableau Form

Min Z = 60x1 + 48x2 + 0s1 + Ma1 + 0s2 + Ma2

S.T.
4x1 + 2x2 - s1 + a1 = 8
2x1 + 4x2 - s2 + a2 = 6
x1, x2, s1, a1, s2, a2 > 0

Sol:

Tableau 2:

Row * New a1

2 ÷ 4 = 1 4 - (2 × 1) = 3
2 2
4 ÷ 4 = 1 2 - (2 × 1) = 0

0 ÷ 4 = 0 -1 - (2 × 0) = -1

0 ÷ 0 = 0 1 - (2 × 0) = 1

-1 ÷ 4 = −1 0 - (2 × −1) = 1
4 4 2
1 ÷ 4 = 1 0 - (2 × 1) = −1
4 4 2
6 ÷ 4 = 3 8 - (2 × 3) = 5
2 2

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Khaled Rageh Grade Four OR Ch 5 – class 2
Tableau 3:

Row * New x2

3 ÷ 3 = 1 1 - (1 × 1) = 0
2 2
0 ÷ 3 = 0 1 - (1 × 0) = 1
2
-1 ÷ 3 = −1 0 - (1 × −1) = 1
3 2 3 6
1 ÷ 3 = 1 0 - (1 × 1) = −1
3 2 3 6
1 ÷ 3 = 1 −1 - (1 × 1) = −1
2 6 4 2 6 3
−1 ÷ 3 = −1 1 - (1 × −1) = 1
2 6 4 2 6 3
5 ÷ 3 = 5 3 - (1 × 5) = 2
3 2 2 3 3

Basic x1 x2 s1 a1 s2 a2 Results Division

Variables cB 60 48 0 M 0 M output

a1 M 4 2 -1 1 0 0 8 4

a2 M 2 4 0 0 -1 1 6 1.5

zj 6M 6M -M M -M M 14M

zj - cj 6M-60 6M-48 -M 0 -M 0

a1 M 3 0 -1 1 1 −1 5 𝟓
= 1.7
𝟑
2 2

x2 48 1/2 1 0 0 −1 1 3/2 3
4 4

zj 3M+24 48 -M M 𝟏 𝟏 5M+72
M-12 - 𝟐
M+12
𝟐

zj - cj 3M-36 0 -M 0 𝟏 𝟑
M-12 - M+12
𝟐 𝟐

x1 60 1 0 −1 1 1 −1 5
3 3 6 6 3

x2 48 0 1 1 −1 −1 1 2
6 6 3 3 3

zj 60 48 -12 12 -6 6 132

zj - cj 0 0 -12 -M+12 -6 -M+6

x1 = 5/3
x2 = 2/3
z = 132

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