Find solution using dual simplex method
MAX Z = -2x1 - x2
subject to
-3x1 - x2 <= -3
-4x1 - 3x2 <= -6
-x1 - 2x2 <= -3
and x1,x2 >= 0; Solution:Note: This is dual simplex method, which is different from primal problem to dual problem conversion method
Calculator link to
Problem is | Max `Z` | `=` | ` - ` | `2` | `x_1` | ` - ` | `` | `x_2` |
|
| subject to |
| ` - ` | `3` | `x_1` | ` - ` | `` | `x_2` | ≤ | `-3` | | ` - ` | `4` | `x_1` | ` - ` | `3` | `x_2` | ≤ | `-6` | | ` - ` | `` | `x_1` | ` - ` | `2` | `x_2` | ≤ | `-3` |
|
| and `x_1,x_2 >= 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`
After introducing slack variables| Max `Z` | `=` | ` - ` | `2` | `x_1` | ` - ` | `` | `x_2` | ` + ` | `0` | `S_1` | ` + ` | `0` | `S_2` | ` + ` | `0` | `S_3` |
|
| subject to |
| ` - ` | `3` | `x_1` | ` - ` | `` | `x_2` | ` + ` | `` | `S_1` | | | | | | | = | `-3` | | ` - ` | `4` | `x_1` | ` - ` | `3` | `x_2` | | | | ` + ` | `` | `S_2` | | | | = | `-6` | | ` - ` | `` | `x_1` | ` - ` | `2` | `x_2` | | | | | | | ` + ` | `` | `S_3` | = | `-3` |
|
| and `x_1,x_2,S_1,S_2,S_3 >= 0` |
| Tableau-1 | `C_j` | `-2` | `-1` | `0` | `0` | `0` | |
| `C_B` | `"Basis"` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `RHS` |
| `R_1` `0` | `S_1` | `-3` | `-1` | `1` | `0` | `0` | `-3` |
| `R_2` `0` | `S_2` | `-4` | `(-3)` | `0` | `1` | `0` | `-6``->` |
| `R_3` `0` | `S_3` | `-1` | `-2` | `0` | `0` | `1` | `-3` |
| | `Z_j` | `0` | `0` | `0` | `0` | `0` | `Z=0` |
| | `C_j-Z_j` | `-2` | `-1` | `0` | `0` | `0` | |
| | `"Ratio"=(C_j-Z_j)/(S_2,j)` and `S_2,j<0` | `(-2)/(-4)` `=0.5` | `(-1)/(-3)` `=0.3333``uarr` | `(0)/(0)` `=`--- | `(0)/(1)` `=`--- | `(0)/(0)` `=`--- | |
Most negative `RHS` is `-6` and its row index is `2`. So,
the leaving basis variable is `S_2`.
Least positive ratio is `0.3333` and its column index is `2`. So,
the entering variable is `x_2`.
`:.`
The pivot element is `-3`.
Entering `=x_2`, Departing `=S_2`, Key Element `=-3`
`R_2`(new)`= R_2`(old) `-: -3`
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `RHS` |
| `R_2`(old) = | `-4` | `-3` | `0` | `1` | `0` | `-6` |
| `R_2`(new)`= R_2`(old) `-: -3` | `1.3333` | `1` | `0` | `-0.3333` | `0` | `2` |
`R_1`(new)`= R_1`(old) + `R_2`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `RHS` |
| `R_1`(old) = | `-3` | `-1` | `1` | `0` | `0` | `-3` |
| `R_2`(new) = | `1.3333` | `1` | `0` | `-0.3333` | `0` | `2` |
| `R_1`(new)`= R_1`(old) + `R_2`(new) | `-1.6667` | `0` | `1` | `-0.3333` | `0` | `-1` |
`R_3`(new)`= R_3`(old) + `2 R_2`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `RHS` |
| `R_3`(old) = | `-1` | `-2` | `0` | `0` | `1` | `-3` |
| `R_2`(new) = | `1.3333` | `1` | `0` | `-0.3333` | `0` | `2` |
| `2 xx R_2`(new) = | `2.6667` | `2` | `0` | `-0.6667` | `0` | `4` |
| `R_3`(new)`= R_3`(old) + `2 R_2`(new) | `1.6667` | `0` | `0` | `-0.6667` | `1` | `1` |
| Tableau-2 | `C_j` | `-2` | `-1` | `0` | `0` | `0` | |
| `C_B` | `"Basis"` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `RHS` |
| `R_1` `0` | `S_1` | `(-1.6667)` | `0` | `1` | `-0.3333` | `0` | `-1``->` |
| `R_2` `-1` | `x_2` | `1.3333` | `1` | `0` | `-0.3333` | `0` | `2` |
| `R_3` `0` | `S_3` | `1.6667` | `0` | `0` | `-0.6667` | `1` | `1` |
| | `Z_j` | `-1.3333` | `-1` | `0` | `0.3333` | `0` | `Z=-2` |
| | `C_j-Z_j` | `-0.6667` | `0` | `0` | `-0.3333` | `0` | |
| | `"Ratio"=(C_j-Z_j)/(S_1,j)` and `S_1,j<0` | `(-0.6667)/(-1.6667)` `=0.4``uarr` | `(0)/(0)` `=`--- | `(0)/(1)` `=`--- | `(-0.3333)/(-0.3333)` `=1` | `(0)/(0)` `=`--- | |
Most negative `RHS` is `-1` and its row index is `1`. So,
the leaving basis variable is `S_1`.
Least positive ratio is `0.4` and its column index is `1`. So,
the entering variable is `x_1`.
`:.`
The pivot element is `-1.6667`.
Entering `=x_1`, Departing `=S_1`, Key Element `=-1.6667`
`R_1`(new)`= R_1`(old) `-: -1.6667`
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `RHS` |
| `R_1`(old) = | `-1.6667` | `0` | `1` | `-0.3333` | `0` | `-1` |
| `R_1`(new)`= R_1`(old) `-: -1.6667` | `1` | `0` | `-0.6` | `0.2` | `0` | `0.6` |
`R_2`(new)`= R_2`(old) - `1.3333 R_1`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `RHS` |
| `R_2`(old) = | `1.3333` | `1` | `0` | `-0.3333` | `0` | `2` |
| `R_1`(new) = | `1` | `0` | `-0.6` | `0.2` | `0` | `0.6` |
| `1.3333 xx R_1`(new) = | `1.3333` | `0` | `-0.8` | `0.2667` | `0` | `0.8` |
| `R_2`(new)`= R_2`(old) - `1.3333 R_1`(new) | `0` | `1` | `0.8` | `-0.6` | `0` | `1.2` |
`R_3`(new)`= R_3`(old) - `1.6667 R_1`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `RHS` |
| `R_3`(old) = | `1.6667` | `0` | `0` | `-0.6667` | `1` | `1` |
| `R_1`(new) = | `1` | `0` | `-0.6` | `0.2` | `0` | `0.6` |
| `1.6667 xx R_1`(new) = | `1.6667` | `0` | `-1` | `0.3333` | `0` | `1` |
| `R_3`(new)`= R_3`(old) - `1.6667 R_1`(new) | `0` | `0` | `1` | `-1` | `1` | `0` |
| Tableau-3 | `C_j` | `-2` | `-1` | `0` | `0` | `0` | |
| `C_B` | `"Basis"` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `RHS` |
| `R_1` `-2` | `x_1` | `1` | `0` | `-0.6` | `0.2` | `0` | `0.6` |
| `R_2` `-1` | `x_2` | `0` | `1` | `0.8` | `-0.6` | `0` | `1.2` |
| `R_3` `0` | `S_3` | `0` | `0` | `1` | `-1` | `1` | `0` |
| | `Z_j` | `-2` | `-1` | `0.4` | `0.2` | `0` | `Z=-2.4` |
| | `C_j-Z_j` | `0` | `0` | `-0.4` | `-0.2` | `0` | |
| | Ratio | | | | | | |
Since all `C_j-Z_j <= 0` and all `RHS >= 0`, thus the current solution is the optimal solution.
Hence, optimal solution is arrived with value of variables as :
`x_1=0.6,x_2=1.2`
Max `Z=-2.4`
This material is intended as a summary. Use your textbook for detail explanation.
Any bug, improvement, feedback then