2. Example-2
Data envelopment analysis (DEA method)
Inupt | Outupt | 10,2 | 100 | 8,4 | 80 | 12,1.5 | 120 |
Solution:
DMU-1 Max z `= (100u1)/(10v1+2v2)`
`(100u1)/(10v1+2v2)<=1`
`(80u1)/(8v1+4v2)<=1`
`(120u1)/(12v1+1.5v2)<=1`
A fraction with decision variables in the numerator and denominator is nonlinear. Since we are using a linear programming technique, we need to linearize the formulation, such that the denominator of the objective function is 1, then maximize the numerator. The new formulation would be: Max z `= 100u1`
Denominator of nonlinear ` 10v1+2v2=1`
`(100u1)-(10v1+2v2)<=0`
`(80u1)-(8v1+4v2)<=0`
`(120u1)-(12v1+1.5v2)<=0`
and `u,v>=0`
DMU-1 solution using simplex method Problem is | subject to | ` - ` | `10` | `v_1` | ` - ` | `2` | `v_2` | ` + ` | `100` | `u_1` | ≤ | `0` | ` - ` | `8` | `v_1` | ` - ` | `4` | `v_2` | ` + ` | `80` | `u_1` | ≤ | `0` | ` - ` | `12` | `v_1` | ` - ` | `1.5` | `v_2` | ` + ` | `120` | `u_1` | ≤ | `0` | `` | `10` | `v_1` | ` + ` | `2` | `v_2` | | | | = | `1` |
| and `v_1,v_2,u_1 >= 0; ` |
The problem is converted to canonical form by adding slack, surplus and artificial variables as appropiate 1. As the constraint-1 is of type '`<=`' we should add slack variable `S_1` 2. As the constraint-2 is of type '`<=`' we should add slack variable `S_2` 3. As the constraint-3 is of type '`<=`' we should add slack variable `S_3` 4. As the constraint-4 is of type '`=`' we should add artificial variable `A_1` After introducing slack,artificial variablesMax `Z` | `=` | `` | `0` | `v_1` | ` + ` | `0` | `v_2` | ` + ` | `100` | `u_1` | ` + ` | `0` | `S_1` | ` + ` | `0` | `S_2` | ` + ` | `0` | `S_3` | ` - ` | `M` | `A_1` |
| subject to | ` - ` | `10` | `v_1` | ` - ` | `2` | `v_2` | ` + ` | `100` | `u_1` | ` + ` | `` | `S_1` | | | | | | | | | | = | `0` | ` - ` | `8` | `v_1` | ` - ` | `4` | `v_2` | ` + ` | `80` | `u_1` | | | | ` + ` | `` | `S_2` | | | | | | | = | `0` | ` - ` | `12` | `v_1` | ` - ` | `1.5` | `v_2` | ` + ` | `120` | `u_1` | | | | | | | ` + ` | `` | `S_3` | | | | = | `0` | `` | `10` | `v_1` | ` + ` | `2` | `v_2` | | | | | | | | | | | | | ` + ` | `` | `A_1` | = | `1` |
| and `v_1,v_2,u_1,S_1,S_2,S_3,A_1 >= 0` |
Iteration-1 | | `C_j` | `0` | `0` | `100` | `0` | `0` | `0` | `-M` | | `B` | `C_B` | `X_B` | `v_1` | `v_2` | `u_1` | `S_1` | `S_2` | `S_3` | `A_1` | MinRatio `(X_B)/(v_1)` | `S_1` | `0` | `0` | `-10` | `-2` | `100` | `1` | `0` | `0` | `0` | --- | `S_2` | `0` | `0` | `-8` | `-4` | `80` | `0` | `1` | `0` | `0` | --- | `S_3` | `0` | `0` | `-12` | `-1.5` | `120` | `0` | `0` | `1` | `0` | --- | `A_1` | `-M` | `1` | `(10)` | `2` | `0` | `0` | `0` | `0` | `1` | `(1)/(10)=0.1``->` | `Z=-M` | | `Z_j` | `-10M` | `-2M` | `0` | `0` | `0` | `0` | `-M` | | | | `C_j-Z_j` | `10M``uarr` | `2M` | `100` | `0` | `0` | `0` | `0` | |
Positive maximum `C_j-Z_j` is `10M` and its column index is `1`. So, the entering variable is `v_1`. Minimum ratio is `0.1` and its row index is `4`. So, the leaving basis variable is `A_1`. `:.` The pivot element is `10`. Entering `=v_1`, Departing `=A_1`, Key Element `=10` `R_4`(new)`= R_4`(old)` -: 10``R_4`(old) = | `1` | `10` | `2` | `0` | `0` | `0` | `0` | `R_4`(new)`= R_4`(old)` -: 10` | `0.1` | `1` | `0.2` | `0` | `0` | `0` | `0` |
`R_1`(new)`= R_1`(old) + `10 R_4`(new)`R_1`(old) = | `0` | `-10` | `-2` | `100` | `1` | `0` | `0` | `R_4`(new) = | `0.1` | `1` | `0.2` | `0` | `0` | `0` | `0` | `10 xx R_4`(new) = | `1` | `10` | `2` | `0` | `0` | `0` | `0` | `R_1`(new)`= R_1`(old) + `10 R_4`(new) | `1` | `0` | `0` | `100` | `1` | `0` | `0` |
`R_2`(new)`= R_2`(old) + `8 R_4`(new)`R_2`(old) = | `0` | `-8` | `-4` | `80` | `0` | `1` | `0` | `R_4`(new) = | `0.1` | `1` | `0.2` | `0` | `0` | `0` | `0` | `8 xx R_4`(new) = | `0.8` | `8` | `1.6` | `0` | `0` | `0` | `0` | `R_2`(new)`= R_2`(old) + `8 R_4`(new) | `0.8` | `0` | `-2.4` | `80` | `0` | `1` | `0` |
`R_3`(new)`= R_3`(old) + `12 R_4`(new)`R_3`(old) = | `0` | `-12` | `-1.5` | `120` | `0` | `0` | `1` | `R_4`(new) = | `0.1` | `1` | `0.2` | `0` | `0` | `0` | `0` | `12 xx R_4`(new) = | `1.2` | `12` | `2.4` | `0` | `0` | `0` | `0` | `R_3`(new)`= R_3`(old) + `12 R_4`(new) | `1.2` | `0` | `0.9` | `120` | `0` | `0` | `1` |
Iteration-2 | | `C_j` | `0` | `0` | `100` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `v_1` | `v_2` | `u_1` | `S_1` | `S_2` | `S_3` | MinRatio `(X_B)/(u_1)` | `S_1` | `0` | `1` | `0` | `0` | `100` | `1` | `0` | `0` | `(1)/(100)=0.01` | `S_2` | `0` | `0.8` | `0` | `-2.4` | `(80)` | `0` | `1` | `0` | `(0.8)/(80)=0.01``->` | `S_3` | `0` | `1.2` | `0` | `0.9` | `120` | `0` | `0` | `1` | `(1.2)/(120)=0.01` | `v_1` | `0` | `0.1` | `1` | `0.2` | `0` | `0` | `0` | `0` | --- | `Z=0` | | `Z_j` | `0` | `0` | `0` | `0` | `0` | `0` | | | | `C_j-Z_j` | `0` | `0` | `100``uarr` | `0` | `0` | `0` | |
Positive maximum `C_j-Z_j` is `100` and its column index is `3`. So, the entering variable is `u_1`. Minimum ratio is `0.01` and its row index is `2`. So, the leaving basis variable is `S_2`. `:.` The pivot element is `80`. Entering `=u_1`, Departing `=S_2`, Key Element `=80` `R_2`(new)`= R_2`(old)` -: 80``R_2`(old) = | `0.8` | `0` | `-2.4` | `80` | `0` | `1` | `0` | `R_2`(new)`= R_2`(old)` -: 80` | `0.01` | `0` | `-0.03` | `1` | `0` | `0.0125` | `0` |
`R_1`(new)`= R_1`(old) - `100 R_2`(new)`R_1`(old) = | `1` | `0` | `0` | `100` | `1` | `0` | `0` | `R_2`(new) = | `0.01` | `0` | `-0.03` | `1` | `0` | `0.0125` | `0` | `100 xx R_2`(new) = | `1` | `0` | `-3` | `100` | `0` | `1.25` | `0` | `R_1`(new)`= R_1`(old) - `100 R_2`(new) | `0` | `0` | `3` | `0` | `1` | `-1.25` | `0` |
`R_3`(new)`= R_3`(old) - `120 R_2`(new)`R_3`(old) = | `1.2` | `0` | `0.9` | `120` | `0` | `0` | `1` | `R_2`(new) = | `0.01` | `0` | `-0.03` | `1` | `0` | `0.0125` | `0` | `120 xx R_2`(new) = | `1.2` | `0` | `-3.6` | `120` | `0` | `1.5` | `0` | `R_3`(new)`= R_3`(old) - `120 R_2`(new) | `0` | `0` | `4.5` | `0` | `0` | `-1.5` | `1` |
`R_4`(new)`= R_4`(old)`R_4`(old) = | `0.1` | `1` | `0.2` | `0` | `0` | `0` | `0` | `R_4`(new)`= R_4`(old) | `0.1` | `1` | `0.2` | `0` | `0` | `0` | `0` |
Iteration-3 | | `C_j` | `0` | `0` | `100` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `v_1` | `v_2` | `u_1` | `S_1` | `S_2` | `S_3` | MinRatio `(X_B)/(v_2)` | `S_1` | `0` | `0` | `0` | `(3)` | `0` | `1` | `-1.25` | `0` | `(0)/(3)=0``->` | `u_1` | `100` | `0.01` | `0` | `-0.03` | `1` | `0` | `0.0125` | `0` | --- | `S_3` | `0` | `0` | `0` | `4.5` | `0` | `0` | `-1.5` | `1` | `(0)/(4.5)=0` | `v_1` | `0` | `0.1` | `1` | `0.2` | `0` | `0` | `0` | `0` | `(0.1)/(0.2)=0.5` | `Z=1` | | `Z_j` | `0` | `-3` | `100` | `0` | `1.25` | `0` | | | | `C_j-Z_j` | `0` | `3``uarr` | `0` | `0` | `-1.25` | `0` | |
Positive maximum `C_j-Z_j` is `3` and its column index is `2`. So, the entering variable is `v_2`. Minimum ratio is `0` and its row index is `1`. So, the leaving basis variable is `S_1`. `:.` The pivot element is `3`. Entering `=v_2`, Departing `=S_1`, Key Element `=3` `R_1`(new)`= R_1`(old)` -: 3``R_1`(old) = | `0` | `0` | `3` | `0` | `1` | `-1.25` | `0` | `R_1`(new)`= R_1`(old)` -: 3` | `0` | `0` | `1` | `0` | `0.3333` | `-0.4167` | `0` |
`R_2`(new)`= R_2`(old) + `0.03 R_1`(new)`R_2`(old) = | `0.01` | `0` | `-0.03` | `1` | `0` | `0.0125` | `0` | `R_1`(new) = | `0` | `0` | `1` | `0` | `0.3333` | `-0.4167` | `0` | `0.03 xx R_1`(new) = | `0` | `0` | `0.03` | `0` | `0.01` | `-0.0125` | `0` | `R_2`(new)`= R_2`(old) + `0.03 R_1`(new) | `0.01` | `0` | `0` | `1` | `0.01` | `0` | `0` |
`R_3`(new)`= R_3`(old) - `4.5 R_1`(new)`R_3`(old) = | `0` | `0` | `4.5` | `0` | `0` | `-1.5` | `1` | `R_1`(new) = | `0` | `0` | `1` | `0` | `0.3333` | `-0.4167` | `0` | `4.5 xx R_1`(new) = | `0` | `0` | `4.5` | `0` | `1.5` | `-1.875` | `0` | `R_3`(new)`= R_3`(old) - `4.5 R_1`(new) | `0` | `0` | `0` | `0` | `-1.5` | `0.375` | `1` |
`R_4`(new)`= R_4`(old) - `0.2 R_1`(new)`R_4`(old) = | `0.1` | `1` | `0.2` | `0` | `0` | `0` | `0` | `R_1`(new) = | `0` | `0` | `1` | `0` | `0.3333` | `-0.4167` | `0` | `0.2 xx R_1`(new) = | `0` | `0` | `0.2` | `0` | `0.0667` | `-0.0833` | `0` | `R_4`(new)`= R_4`(old) - `0.2 R_1`(new) | `0.1` | `1` | `0` | `0` | `-0.0667` | `0.0833` | `0` |
Iteration-4 | | `C_j` | `0` | `0` | `100` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `v_1` | `v_2` | `u_1` | `S_1` | `S_2` | `S_3` | MinRatio | `v_2` | `0` | `0` | `0` | `1` | `0` | `0.3333` | `-0.4167` | `0` | | `u_1` | `100` | `0.01` | `0` | `0` | `1` | `0.01` | `0` | `0` | | `S_3` | `0` | `0` | `0` | `0` | `0` | `-1.5` | `0.375` | `1` | | `v_1` | `0` | `0.1` | `1` | `0` | `0` | `-0.0667` | `0.0833` | `0` | | `Z=1` | | `Z_j` | `0` | `0` | `100` | `1` | `0` | `0` | | | | `C_j-Z_j` | `0` | `0` | `0` | `-1` | `0` | `0` | |
Since all `C_j-Z_j <= 0` Hence, optimal solution is arrived with value of variables as : `v_1=0.1,v_2=0,u_1=0.01` Max `Z = 1` Solution steps by BigM method
Answer is `v_1=0.1,v_2=0.0,u_1=0.01,`
DMU-2 Max z `= (80u1)/(8v1+4v2)`
`(100u1)/(10v1+2v2)<=1`
`(80u1)/(8v1+4v2)<=1`
`(120u1)/(12v1+1.5v2)<=1`
A fraction with decision variables in the numerator and denominator is nonlinear. Since we are using a linear programming technique, we need to linearize the formulation, such that the denominator of the objective function is 1, then maximize the numerator. The new formulation would be: Max z `= 80u1`
Denominator of nonlinear ` 8v1+4v2=1`
`(100u1)-(10v1+2v2)<=0`
`(80u1)-(8v1+4v2)<=0`
`(120u1)-(12v1+1.5v2)<=0`
and `u,v>=0`
DMU-2 solution using simplex method Problem is | subject to | ` - ` | `10` | `v_1` | ` - ` | `2` | `v_2` | ` + ` | `100` | `u_1` | ≤ | `0` | ` - ` | `8` | `v_1` | ` - ` | `4` | `v_2` | ` + ` | `80` | `u_1` | ≤ | `0` | ` - ` | `12` | `v_1` | ` - ` | `1.5` | `v_2` | ` + ` | `120` | `u_1` | ≤ | `0` | `` | `8` | `v_1` | ` + ` | `4` | `v_2` | | | | = | `1` |
| and `v_1,v_2,u_1 >= 0; ` |
The problem is converted to canonical form by adding slack, surplus and artificial variables as appropiate 1. As the constraint-1 is of type '`<=`' we should add slack variable `S_1` 2. As the constraint-2 is of type '`<=`' we should add slack variable `S_2` 3. As the constraint-3 is of type '`<=`' we should add slack variable `S_3` 4. As the constraint-4 is of type '`=`' we should add artificial variable `A_1` After introducing slack,artificial variablesMax `Z` | `=` | `` | `0` | `v_1` | ` + ` | `0` | `v_2` | ` + ` | `80` | `u_1` | ` + ` | `0` | `S_1` | ` + ` | `0` | `S_2` | ` + ` | `0` | `S_3` | ` - ` | `M` | `A_1` |
| subject to | ` - ` | `10` | `v_1` | ` - ` | `2` | `v_2` | ` + ` | `100` | `u_1` | ` + ` | `` | `S_1` | | | | | | | | | | = | `0` | ` - ` | `8` | `v_1` | ` - ` | `4` | `v_2` | ` + ` | `80` | `u_1` | | | | ` + ` | `` | `S_2` | | | | | | | = | `0` | ` - ` | `12` | `v_1` | ` - ` | `1.5` | `v_2` | ` + ` | `120` | `u_1` | | | | | | | ` + ` | `` | `S_3` | | | | = | `0` | `` | `8` | `v_1` | ` + ` | `4` | `v_2` | | | | | | | | | | | | | ` + ` | `` | `A_1` | = | `1` |
| and `v_1,v_2,u_1,S_1,S_2,S_3,A_1 >= 0` |
Iteration-1 | | `C_j` | `0` | `0` | `80` | `0` | `0` | `0` | `-M` | | `B` | `C_B` | `X_B` | `v_1` | `v_2` | `u_1` | `S_1` | `S_2` | `S_3` | `A_1` | MinRatio `(X_B)/(v_1)` | `S_1` | `0` | `0` | `-10` | `-2` | `100` | `1` | `0` | `0` | `0` | --- | `S_2` | `0` | `0` | `-8` | `-4` | `80` | `0` | `1` | `0` | `0` | --- | `S_3` | `0` | `0` | `-12` | `-1.5` | `120` | `0` | `0` | `1` | `0` | --- | `A_1` | `-M` | `1` | `(8)` | `4` | `0` | `0` | `0` | `0` | `1` | `(1)/(8)=0.125``->` | `Z=-M` | | `Z_j` | `-8M` | `-4M` | `0` | `0` | `0` | `0` | `-M` | | | | `C_j-Z_j` | `8M``uarr` | `4M` | `80` | `0` | `0` | `0` | `0` | |
Positive maximum `C_j-Z_j` is `8M` and its column index is `1`. So, the entering variable is `v_1`. Minimum ratio is `0.125` and its row index is `4`. So, the leaving basis variable is `A_1`. `:.` The pivot element is `8`. Entering `=v_1`, Departing `=A_1`, Key Element `=8` `R_4`(new)`= R_4`(old)` -: 8``R_4`(old) = | `1` | `8` | `4` | `0` | `0` | `0` | `0` | `R_4`(new)`= R_4`(old)` -: 8` | `0.125` | `1` | `0.5` | `0` | `0` | `0` | `0` |
`R_1`(new)`= R_1`(old) + `10 R_4`(new)`R_1`(old) = | `0` | `-10` | `-2` | `100` | `1` | `0` | `0` | `R_4`(new) = | `0.125` | `1` | `0.5` | `0` | `0` | `0` | `0` | `10 xx R_4`(new) = | `1.25` | `10` | `5` | `0` | `0` | `0` | `0` | `R_1`(new)`= R_1`(old) + `10 R_4`(new) | `1.25` | `0` | `3` | `100` | `1` | `0` | `0` |
`R_2`(new)`= R_2`(old) + `8 R_4`(new)`R_2`(old) = | `0` | `-8` | `-4` | `80` | `0` | `1` | `0` | `R_4`(new) = | `0.125` | `1` | `0.5` | `0` | `0` | `0` | `0` | `8 xx R_4`(new) = | `1` | `8` | `4` | `0` | `0` | `0` | `0` | `R_2`(new)`= R_2`(old) + `8 R_4`(new) | `1` | `0` | `0` | `80` | `0` | `1` | `0` |
`R_3`(new)`= R_3`(old) + `12 R_4`(new)`R_3`(old) = | `0` | `-12` | `-1.5` | `120` | `0` | `0` | `1` | `R_4`(new) = | `0.125` | `1` | `0.5` | `0` | `0` | `0` | `0` | `12 xx R_4`(new) = | `1.5` | `12` | `6` | `0` | `0` | `0` | `0` | `R_3`(new)`= R_3`(old) + `12 R_4`(new) | `1.5` | `0` | `4.5` | `120` | `0` | `0` | `1` |
Iteration-2 | | `C_j` | `0` | `0` | `80` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `v_1` | `v_2` | `u_1` | `S_1` | `S_2` | `S_3` | MinRatio `(X_B)/(u_1)` | `S_1` | `0` | `1.25` | `0` | `3` | `100` | `1` | `0` | `0` | `(1.25)/(100)=0.0125` | `S_2` | `0` | `1` | `0` | `0` | `(80)` | `0` | `1` | `0` | `(1)/(80)=0.0125``->` | `S_3` | `0` | `1.5` | `0` | `4.5` | `120` | `0` | `0` | `1` | `(1.5)/(120)=0.0125` | `v_1` | `0` | `0.125` | `1` | `0.5` | `0` | `0` | `0` | `0` | --- | `Z=0` | | `Z_j` | `0` | `0` | `0` | `0` | `0` | `0` | | | | `C_j-Z_j` | `0` | `0` | `80``uarr` | `0` | `0` | `0` | |
Positive maximum `C_j-Z_j` is `80` and its column index is `3`. So, the entering variable is `u_1`. Minimum ratio is `0.0125` and its row index is `2`. So, the leaving basis variable is `S_2`. `:.` The pivot element is `80`. Entering `=u_1`, Departing `=S_2`, Key Element `=80` `R_2`(new)`= R_2`(old)` -: 80``R_2`(old) = | `1` | `0` | `0` | `80` | `0` | `1` | `0` | `R_2`(new)`= R_2`(old)` -: 80` | `0.0125` | `0` | `0` | `1` | `0` | `0.0125` | `0` |
`R_1`(new)`= R_1`(old) - `100 R_2`(new)`R_1`(old) = | `1.25` | `0` | `3` | `100` | `1` | `0` | `0` | `R_2`(new) = | `0.0125` | `0` | `0` | `1` | `0` | `0.0125` | `0` | `100 xx R_2`(new) = | `1.25` | `0` | `0` | `100` | `0` | `1.25` | `0` | `R_1`(new)`= R_1`(old) - `100 R_2`(new) | `0` | `0` | `3` | `0` | `1` | `-1.25` | `0` |
`R_3`(new)`= R_3`(old) - `120 R_2`(new)`R_3`(old) = | `1.5` | `0` | `4.5` | `120` | `0` | `0` | `1` | `R_2`(new) = | `0.0125` | `0` | `0` | `1` | `0` | `0.0125` | `0` | `120 xx R_2`(new) = | `1.5` | `0` | `0` | `120` | `0` | `1.5` | `0` | `R_3`(new)`= R_3`(old) - `120 R_2`(new) | `0` | `0` | `4.5` | `0` | `0` | `-1.5` | `1` |
`R_4`(new)`= R_4`(old)`R_4`(old) = | `0.125` | `1` | `0.5` | `0` | `0` | `0` | `0` | `R_4`(new)`= R_4`(old) | `0.125` | `1` | `0.5` | `0` | `0` | `0` | `0` |
Iteration-3 | | `C_j` | `0` | `0` | `80` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `v_1` | `v_2` | `u_1` | `S_1` | `S_2` | `S_3` | MinRatio | `S_1` | `0` | `0` | `0` | `3` | `0` | `1` | `-1.25` | `0` | | `u_1` | `80` | `0.0125` | `0` | `0` | `1` | `0` | `0.0125` | `0` | | `S_3` | `0` | `0` | `0` | `4.5` | `0` | `0` | `-1.5` | `1` | | `v_1` | `0` | `0.125` | `1` | `0.5` | `0` | `0` | `0` | `0` | | `Z=1` | | `Z_j` | `0` | `0` | `80` | `0` | `1` | `0` | | | | `C_j-Z_j` | `0` | `0` | `0` | `0` | `-1` | `0` | |
Since all `C_j-Z_j <= 0` Hence, optimal solution is arrived with value of variables as : `v_1=0.125,v_2=0,u_1=0.0125` Max `Z = 1` Solution steps by BigM method
Answer is `v_1=0.125,v_2=0.0,u_1=0.0125,`
DMU-3 Max z `= (120u1)/(12v1+1.5v2)`
`(100u1)/(10v1+2v2)<=1`
`(80u1)/(8v1+4v2)<=1`
`(120u1)/(12v1+1.5v2)<=1`
A fraction with decision variables in the numerator and denominator is nonlinear. Since we are using a linear programming technique, we need to linearize the formulation, such that the denominator of the objective function is 1, then maximize the numerator. The new formulation would be: Max z `= 120u1`
Denominator of nonlinear ` 12v1+1.5v2=1`
`(100u1)-(10v1+2v2)<=0`
`(80u1)-(8v1+4v2)<=0`
`(120u1)-(12v1+1.5v2)<=0`
and `u,v>=0`
DMU-3 solution using simplex method Problem is | subject to | ` - ` | `10` | `v_1` | ` - ` | `2` | `v_2` | ` + ` | `100` | `u_1` | ≤ | `0` | ` - ` | `8` | `v_1` | ` - ` | `4` | `v_2` | ` + ` | `80` | `u_1` | ≤ | `0` | ` - ` | `12` | `v_1` | ` - ` | `1.5` | `v_2` | ` + ` | `120` | `u_1` | ≤ | `0` | `` | `12` | `v_1` | ` + ` | `1.5` | `v_2` | | | | = | `1` |
| and `v_1,v_2,u_1 >= 0; ` |
The problem is converted to canonical form by adding slack, surplus and artificial variables as appropiate 1. As the constraint-1 is of type '`<=`' we should add slack variable `S_1` 2. As the constraint-2 is of type '`<=`' we should add slack variable `S_2` 3. As the constraint-3 is of type '`<=`' we should add slack variable `S_3` 4. As the constraint-4 is of type '`=`' we should add artificial variable `A_1` After introducing slack,artificial variablesMax `Z` | `=` | `` | `0` | `v_1` | ` + ` | `0` | `v_2` | ` + ` | `120` | `u_1` | ` + ` | `0` | `S_1` | ` + ` | `0` | `S_2` | ` + ` | `0` | `S_3` | ` - ` | `M` | `A_1` |
| subject to | ` - ` | `10` | `v_1` | ` - ` | `2` | `v_2` | ` + ` | `100` | `u_1` | ` + ` | `` | `S_1` | | | | | | | | | | = | `0` | ` - ` | `8` | `v_1` | ` - ` | `4` | `v_2` | ` + ` | `80` | `u_1` | | | | ` + ` | `` | `S_2` | | | | | | | = | `0` | ` - ` | `12` | `v_1` | ` - ` | `1.5` | `v_2` | ` + ` | `120` | `u_1` | | | | | | | ` + ` | `` | `S_3` | | | | = | `0` | `` | `12` | `v_1` | ` + ` | `1.5` | `v_2` | | | | | | | | | | | | | ` + ` | `` | `A_1` | = | `1` |
| and `v_1,v_2,u_1,S_1,S_2,S_3,A_1 >= 0` |
Iteration-1 | | `C_j` | `0` | `0` | `120` | `0` | `0` | `0` | `-M` | | `B` | `C_B` | `X_B` | `v_1` | `v_2` | `u_1` | `S_1` | `S_2` | `S_3` | `A_1` | MinRatio `(X_B)/(v_1)` | `S_1` | `0` | `0` | `-10` | `-2` | `100` | `1` | `0` | `0` | `0` | --- | `S_2` | `0` | `0` | `-8` | `-4` | `80` | `0` | `1` | `0` | `0` | --- | `S_3` | `0` | `0` | `-12` | `-1.5` | `120` | `0` | `0` | `1` | `0` | --- | `A_1` | `-M` | `1` | `(12)` | `1.5` | `0` | `0` | `0` | `0` | `1` | `(1)/(12)=0.0833``->` | `Z=-M` | | `Z_j` | `-12M` | `-1.5M` | `0` | `0` | `0` | `0` | `-M` | | | | `C_j-Z_j` | `12M``uarr` | `1.5M` | `120` | `0` | `0` | `0` | `0` | |
Positive maximum `C_j-Z_j` is `12M` and its column index is `1`. So, the entering variable is `v_1`. Minimum ratio is `0.0833` and its row index is `4`. So, the leaving basis variable is `A_1`. `:.` The pivot element is `12`. Entering `=v_1`, Departing `=A_1`, Key Element `=12` `R_4`(new)`= R_4`(old)` -: 12``R_4`(old) = | `1` | `12` | `1.5` | `0` | `0` | `0` | `0` | `R_4`(new)`= R_4`(old)` -: 12` | `0.0833` | `1` | `0.125` | `0` | `0` | `0` | `0` |
`R_1`(new)`= R_1`(old) + `10 R_4`(new)`R_1`(old) = | `0` | `-10` | `-2` | `100` | `1` | `0` | `0` | `R_4`(new) = | `0.0833` | `1` | `0.125` | `0` | `0` | `0` | `0` | `10 xx R_4`(new) = | `0.8333` | `10` | `1.25` | `0` | `0` | `0` | `0` | `R_1`(new)`= R_1`(old) + `10 R_4`(new) | `0.8333` | `0` | `-0.75` | `100` | `1` | `0` | `0` |
`R_2`(new)`= R_2`(old) + `8 R_4`(new)`R_2`(old) = | `0` | `-8` | `-4` | `80` | `0` | `1` | `0` | `R_4`(new) = | `0.0833` | `1` | `0.125` | `0` | `0` | `0` | `0` | `8 xx R_4`(new) = | `0.6667` | `8` | `1` | `0` | `0` | `0` | `0` | `R_2`(new)`= R_2`(old) + `8 R_4`(new) | `0.6667` | `0` | `-3` | `80` | `0` | `1` | `0` |
`R_3`(new)`= R_3`(old) + `12 R_4`(new)`R_3`(old) = | `0` | `-12` | `-1.5` | `120` | `0` | `0` | `1` | `R_4`(new) = | `0.0833` | `1` | `0.125` | `0` | `0` | `0` | `0` | `12 xx R_4`(new) = | `1` | `12` | `1.5` | `0` | `0` | `0` | `0` | `R_3`(new)`= R_3`(old) + `12 R_4`(new) | `1` | `0` | `0` | `120` | `0` | `0` | `1` |
Iteration-2 | | `C_j` | `0` | `0` | `120` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `v_1` | `v_2` | `u_1` | `S_1` | `S_2` | `S_3` | MinRatio `(X_B)/(u_1)` | `S_1` | `0` | `0.8333` | `0` | `-0.75` | `100` | `1` | `0` | `0` | `(0.8333)/(100)=0.0083` | `S_2` | `0` | `0.6667` | `0` | `-3` | `(80)` | `0` | `1` | `0` | `(0.6667)/(80)=0.0083``->` | `S_3` | `0` | `1` | `0` | `0` | `120` | `0` | `0` | `1` | `(1)/(120)=0.0083` | `v_1` | `0` | `0.0833` | `1` | `0.125` | `0` | `0` | `0` | `0` | --- | `Z=0` | | `Z_j` | `0` | `0` | `0` | `0` | `0` | `0` | | | | `C_j-Z_j` | `0` | `0` | `120``uarr` | `0` | `0` | `0` | |
Positive maximum `C_j-Z_j` is `120` and its column index is `3`. So, the entering variable is `u_1`. Minimum ratio is `0.0083` and its row index is `2`. So, the leaving basis variable is `S_2`. `:.` The pivot element is `80`. Entering `=u_1`, Departing `=S_2`, Key Element `=80` `R_2`(new)`= R_2`(old)` -: 80``R_2`(old) = | `0.6667` | `0` | `-3` | `80` | `0` | `1` | `0` | `R_2`(new)`= R_2`(old)` -: 80` | `0.0083` | `0` | `-0.0375` | `1` | `0` | `0.0125` | `0` |
`R_1`(new)`= R_1`(old) - `100 R_2`(new)`R_1`(old) = | `0.8333` | `0` | `-0.75` | `100` | `1` | `0` | `0` | `R_2`(new) = | `0.0083` | `0` | `-0.0375` | `1` | `0` | `0.0125` | `0` | `100 xx R_2`(new) = | `0.8333` | `0` | `-3.75` | `100` | `0` | `1.25` | `0` | `R_1`(new)`= R_1`(old) - `100 R_2`(new) | `0` | `0` | `3` | `0` | `1` | `-1.25` | `0` |
`R_3`(new)`= R_3`(old) - `120 R_2`(new)`R_3`(old) = | `1` | `0` | `0` | `120` | `0` | `0` | `1` | `R_2`(new) = | `0.0083` | `0` | `-0.0375` | `1` | `0` | `0.0125` | `0` | `120 xx R_2`(new) = | `1` | `0` | `-4.5` | `120` | `0` | `1.5` | `0` | `R_3`(new)`= R_3`(old) - `120 R_2`(new) | `0` | `0` | `4.5` | `0` | `0` | `-1.5` | `1` |
`R_4`(new)`= R_4`(old)`R_4`(old) = | `0.0833` | `1` | `0.125` | `0` | `0` | `0` | `0` | `R_4`(new)`= R_4`(old) | `0.0833` | `1` | `0.125` | `0` | `0` | `0` | `0` |
Iteration-3 | | `C_j` | `0` | `0` | `120` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `v_1` | `v_2` | `u_1` | `S_1` | `S_2` | `S_3` | MinRatio `(X_B)/(v_2)` | `S_1` | `0` | `0` | `0` | `(3)` | `0` | `1` | `-1.25` | `0` | `(0)/(3)=0``->` | `u_1` | `120` | `0.0083` | `0` | `-0.0375` | `1` | `0` | `0.0125` | `0` | --- | `S_3` | `0` | `0` | `0` | `4.5` | `0` | `0` | `-1.5` | `1` | `(0)/(4.5)=0` | `v_1` | `0` | `0.0833` | `1` | `0.125` | `0` | `0` | `0` | `0` | `(0.0833)/(0.125)=0.6667` | `Z=1` | | `Z_j` | `0` | `-4.5` | `120` | `0` | `1.5` | `0` | | | | `C_j-Z_j` | `0` | `4.5``uarr` | `0` | `0` | `-1.5` | `0` | |
Positive maximum `C_j-Z_j` is `4.5` and its column index is `2`. So, the entering variable is `v_2`. Minimum ratio is `0` and its row index is `1`. So, the leaving basis variable is `S_1`. `:.` The pivot element is `3`. Entering `=v_2`, Departing `=S_1`, Key Element `=3` `R_1`(new)`= R_1`(old)` -: 3``R_1`(old) = | `0` | `0` | `3` | `0` | `1` | `-1.25` | `0` | `R_1`(new)`= R_1`(old)` -: 3` | `0` | `0` | `1` | `0` | `0.3333` | `-0.4167` | `0` |
`R_2`(new)`= R_2`(old) + `0.0375 R_1`(new)`R_2`(old) = | `0.0083` | `0` | `-0.0375` | `1` | `0` | `0.0125` | `0` | `R_1`(new) = | `0` | `0` | `1` | `0` | `0.3333` | `-0.4167` | `0` | `0.0375 xx R_1`(new) = | `0` | `0` | `0.0375` | `0` | `0.0125` | `-0.0156` | `0` | `R_2`(new)`= R_2`(old) + `0.0375 R_1`(new) | `0.0083` | `0` | `0` | `1` | `0.0125` | `-0.0031` | `0` |
`R_3`(new)`= R_3`(old) - `4.5 R_1`(new)`R_3`(old) = | `0` | `0` | `4.5` | `0` | `0` | `-1.5` | `1` | `R_1`(new) = | `0` | `0` | `1` | `0` | `0.3333` | `-0.4167` | `0` | `4.5 xx R_1`(new) = | `0` | `0` | `4.5` | `0` | `1.5` | `-1.875` | `0` | `R_3`(new)`= R_3`(old) - `4.5 R_1`(new) | `0` | `0` | `0` | `0` | `-1.5` | `0.375` | `1` |
`R_4`(new)`= R_4`(old) - `0.125 R_1`(new)`R_4`(old) = | `0.0833` | `1` | `0.125` | `0` | `0` | `0` | `0` | `R_1`(new) = | `0` | `0` | `1` | `0` | `0.3333` | `-0.4167` | `0` | `0.125 xx R_1`(new) = | `0` | `0` | `0.125` | `0` | `0.0417` | `-0.0521` | `0` | `R_4`(new)`= R_4`(old) - `0.125 R_1`(new) | `0.0833` | `1` | `0` | `0` | `-0.0417` | `0.0521` | `0` |
Iteration-4 | | `C_j` | `0` | `0` | `120` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `v_1` | `v_2` | `u_1` | `S_1` | `S_2` | `S_3` | MinRatio `(X_B)/(S_2)` | `v_2` | `0` | `0` | `0` | `1` | `0` | `0.3333` | `-0.4167` | `0` | --- | `u_1` | `120` | `0.0083` | `0` | `0` | `1` | `0.0125` | `-0.0031` | `0` | --- | `S_3` | `0` | `0` | `0` | `0` | `0` | `-1.5` | `(0.375)` | `1` | `(0)/(0.375)=0``->` | `v_1` | `0` | `0.0833` | `1` | `0` | `0` | `-0.0417` | `0.0521` | `0` | `(0.0833)/(0.0521)=1.6` | `Z=1` | | `Z_j` | `0` | `0` | `120` | `1.5` | `-0.375` | `0` | | | | `C_j-Z_j` | `0` | `0` | `0` | `-1.5` | `0.375``uarr` | `0` | |
Positive maximum `C_j-Z_j` is `0.375` and its column index is `5`. So, the entering variable is `S_2`. Minimum ratio is `0` and its row index is `3`. So, the leaving basis variable is `S_3`. `:.` The pivot element is `0.375`. Entering `=S_2`, Departing `=S_3`, Key Element `=0.375` `R_3`(new)`= R_3`(old)` -: 0.375``R_3`(old) = | `0` | `0` | `0` | `0` | `-1.5` | `0.375` | `1` | `R_3`(new)`= R_3`(old)` -: 0.375` | `0` | `0` | `0` | `0` | `-4` | `1` | `2.6667` |
`R_1`(new)`= R_1`(old) + `0.4167 R_3`(new)`R_1`(old) = | `0` | `0` | `1` | `0` | `0.3333` | `-0.4167` | `0` | `R_3`(new) = | `0` | `0` | `0` | `0` | `-4` | `1` | `2.6667` | `0.4167 xx R_3`(new) = | `0` | `0` | `0` | `0` | `-1.6667` | `0.4167` | `1.1111` | `R_1`(new)`= R_1`(old) + `0.4167 R_3`(new) | `0` | `0` | `1` | `0` | `-1.3333` | `0` | `1.1111` |
`R_2`(new)`= R_2`(old) + `0.0031 R_3`(new)`R_2`(old) = | `0.0083` | `0` | `0` | `1` | `0.0125` | `-0.0031` | `0` | `R_3`(new) = | `0` | `0` | `0` | `0` | `-4` | `1` | `2.6667` | `0.0031 xx R_3`(new) = | `0` | `0` | `0` | `0` | `-0.0125` | `0.0031` | `0.0083` | `R_2`(new)`= R_2`(old) + `0.0031 R_3`(new) | `0.0083` | `0` | `0` | `1` | `0` | `0` | `0.0083` |
`R_4`(new)`= R_4`(old) - `0.0521 R_3`(new)`R_4`(old) = | `0.0833` | `1` | `0` | `0` | `-0.0417` | `0.0521` | `0` | `R_3`(new) = | `0` | `0` | `0` | `0` | `-4` | `1` | `2.6667` | `0.0521 xx R_3`(new) = | `0` | `0` | `0` | `0` | `-0.2083` | `0.0521` | `0.1389` | `R_4`(new)`= R_4`(old) - `0.0521 R_3`(new) | `0.0833` | `1` | `0` | `0` | `0.1667` | `0` | `-0.1389` |
Iteration-5 | | `C_j` | `0` | `0` | `120` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `v_1` | `v_2` | `u_1` | `S_1` | `S_2` | `S_3` | MinRatio | `v_2` | `0` | `0` | `0` | `1` | `0` | `-1.3333` | `0` | `1.1111` | | `u_1` | `120` | `0.0083` | `0` | `0` | `1` | `0` | `0` | `0.0083` | | `S_2` | `0` | `0` | `0` | `0` | `0` | `-4` | `1` | `2.6667` | | `v_1` | `0` | `0.0833` | `1` | `0` | `0` | `0.1667` | `0` | `-0.1389` | | `Z=1` | | `Z_j` | `0` | `0` | `120` | `0` | `0` | `1` | | | | `C_j-Z_j` | `0` | `0` | `0` | `0` | `0` | `-1` | |
Since all `C_j-Z_j <= 0` Hence, optimal solution is arrived with value of variables as : `v_1=0.0833,v_2=0,u_1=0.0083` Max `Z = 1` Solution steps by BigM method
Answer is `v_1=0.0833333333333333,v_2=1.4802973661668756E-16,u_1=0.0083333333333333332,`
Final Score, weight and WeightedData table is
No | Score | Rank | v1 | v2 | u1 | (v1) | (v2) | (u1) | v1 * (v1) | v2 * (v2) | u1 * (u1) | `sum v_i * (v_i)` | 1 | 1 | 1 | 10 | 2 | 100 | 0.1 | 0 | 0.01 | 1 | 0 | 1 | 1 | 2 | 1 | 1 | 8 | 4 | 80 | 0.125 | 0 | 0.0125 | 1 | 0 | 1 | 1 | 3 | 1 | 1 | 12 | 1.5 | 120 | 0.08333333 | 0 | 0.00833333 | 1 | 0 | 1 | 1 |
Final Projection table is
No | Score | Rank | v1 | Projection = v1 * Score | Diff (%) = (Projection - v1)/v1 * 100 | v2 | Projection = v2 * Score | Diff (%) = (Projection - v2)/v2 * 100 | u1 | Projection = u1 * `sum v_i * (v_i)` | Diff (%) = (Projection - u1)/u1 * 100 | 1 | 1 | 1 | 10 | 10 | 0 | 2 | 2 | 0 | 100 | 100 | 0 | 2 | 1 | 1 | 8 | 8 | 0 | 4 | 4 | 0 | 80 | 80 | 0 | 3 | 1 | 1 | 12 | 12 | 0 | 1.5 | 1.5 | 0 | 120 | 120 | 0 |
Final Slack table is
No | Score | Rank | slack v1 | slack v2 | slack u1 | 1 | 1 | 1 | 0 | 0 | 0 | 2 | 1 | 1 | 0 | 0 | 0 | 3 | 1 | 1 | 0 | 0 | 0 |
This material is intended as a summary. Use your textbook for detail explanation. Any bug, improvement, feedback then
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