Find solution using dual simplex method
MIN Z = 2x1 + 3x2 + 0x3
subject to
2x1 - x2 - x3 >= 3
x1 - x2 + x3 >= 2
and x1,x2,x3 >= 0; Solution:Note: This is dual simplex method, which is different from primal problem to dual problem conversion method
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Problem is | Min `Z` | `=` | `` | `2` | `x_1` | ` + ` | `3` | `x_2` | | | |
|
| subject to |
| `` | `2` | `x_1` | ` - ` | `` | `x_2` | ` - ` | `` | `x_3` | ≥ | `3` | | `` | `` | `x_1` | ` - ` | `` | `x_2` | ` + ` | `` | `x_3` | ≥ | `2` |
|
| and `x_1,x_2,x_3 >= 0; ` |
In order to apply the dual simplex method, convert all `>=` constraint to `<=` constraint by multiply -1.
Problem is | Min `Z` | `=` | `` | `2` | `x_1` | ` + ` | `3` | `x_2` | | | |
|
| subject to |
| ` - ` | `2` | `x_1` | ` + ` | `` | `x_2` | ` + ` | `` | `x_3` | ≤ | `-3` | | ` - ` | `` | `x_1` | ` + ` | `` | `x_2` | ` - ` | `` | `x_3` | ≤ | `-2` |
|
| and `x_1,x_2,x_3 >= 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`
After introducing slack variables| Min `Z` | `=` | `` | `2` | `x_1` | ` + ` | `3` | `x_2` | ` + ` | `0` | `x_3` | ` + ` | `0` | `S_1` | ` + ` | `0` | `S_2` |
|
| subject to |
| ` - ` | `2` | `x_1` | ` + ` | `` | `x_2` | ` + ` | `` | `x_3` | ` + ` | `` | `S_1` | | | | = | `-3` | | ` - ` | `` | `x_1` | ` + ` | `` | `x_2` | ` - ` | `` | `x_3` | | | | ` + ` | `` | `S_2` | = | `-2` |
|
| and `x_1,x_2,x_3,S_1,S_2 >= 0` |
| Tableau-1 | `C_j` | `2` | `3` | `0` | `0` | `0` | |
| `C_B` | `"Basis"` | `x_1` | `x_2` | `x_3` | `S_1` | `S_2` | `RHS` |
| `R_1` `0` | `S_1` | `(-2)` | `1` | `1` | `1` | `0` | `-3``->` |
| `R_2` `0` | `S_2` | `-1` | `1` | `-1` | `0` | `1` | `-2` |
| | `Z_j` | `0` | `0` | `0` | `0` | `0` | `Z=0` |
| | `C_j-Z_j` | `2` | `3` | `0` | `0` | `0` | |
| | `"Ratio"=(C_j-Z_j)/(S_1,j)` and `S_1,j<0` | `(2)/(-2)` `=-1``uarr` | `(3)/(1)` `=`--- | `(0)/(1)` `=`--- | `(0)/(1)` `=`--- | `(0)/(0)` `=`--- | |
Most negative `RHS` is `-3` and its row index is `1`. So,
the leaving basis variable is `S_1`.
Least negative ratio is `-1` and its column index is `1`. So,
the entering variable is `x_1`.
`:.`
The pivot element is `-2`.
Entering `=x_1`, Departing `=S_1`, Key Element `=-2`
`R_1`(new)`= R_1`(old) `-: -2`
| `x_1` | `x_2` | `x_3` | `S_1` | `S_2` | `RHS` |
| `R_1`(old) = | `-2` | `1` | `1` | `1` | `0` | `-3` |
| `R_1`(new)`= R_1`(old) `-: -2` | `1` | `-0.5` | `-0.5` | `-0.5` | `0` | `1.5` |
`R_2`(new)`= R_2`(old) + `R_1`(new)
| `x_1` | `x_2` | `x_3` | `S_1` | `S_2` | `RHS` |
| `R_2`(old) = | `-1` | `1` | `-1` | `0` | `1` | `-2` |
| `R_1`(new) = | `1` | `-0.5` | `-0.5` | `-0.5` | `0` | `1.5` |
| `R_2`(new)`= R_2`(old) + `R_1`(new) | `0` | `0.5` | `-1.5` | `-0.5` | `1` | `-0.5` |
| Tableau-2 | `C_j` | `2` | `3` | `0` | `0` | `0` | |
| `C_B` | `"Basis"` | `x_1` | `x_2` | `x_3` | `S_1` | `S_2` | `RHS` |
| `R_1` `2` | `x_1` | `1` | `-0.5` | `-0.5` | `-0.5` | `0` | `1.5` |
| `R_2` `0` | `S_2` | `0` | `0.5` | `(-1.5)` | `-0.5` | `1` | `-0.5``->` |
| | `Z_j` | `2` | `-1` | `-1` | `-1` | `0` | `Z=3` |
| | `C_j-Z_j` | `0` | `4` | `1` | `1` | `0` | |
| | `"Ratio"=(C_j-Z_j)/(S_2,j)` and `S_2,j<0` | `(0)/(0)` `=`--- | `(4)/(0.5)` `=`--- | `(1)/(-1.5)` `=-0.6667``uarr` | `(1)/(-0.5)` `=-2` | `(0)/(1)` `=`--- | |
Most negative `RHS` is `-0.5` and its row index is `2`. So,
the leaving basis variable is `S_2`.
Least negative ratio is `-0.6667` and its column index is `3`. So,
the entering variable is `x_3`.
`:.`
The pivot element is `-1.5`.
Entering `=x_3`, Departing `=S_2`, Key Element `=-1.5`
`R_2`(new)`= R_2`(old) `-: -1.5`
| `x_1` | `x_2` | `x_3` | `S_1` | `S_2` | `RHS` |
| `R_2`(old) = | `0` | `0.5` | `-1.5` | `-0.5` | `1` | `-0.5` |
| `R_2`(new)`= R_2`(old) `-: -1.5` | `0` | `-0.3333` | `1` | `0.3333` | `-0.6667` | `0.3333` |
`R_1`(new)`= R_1`(old) + `0.5 R_2`(new)
| `x_1` | `x_2` | `x_3` | `S_1` | `S_2` | `RHS` |
| `R_1`(old) = | `1` | `-0.5` | `-0.5` | `-0.5` | `0` | `1.5` |
| `R_2`(new) = | `0` | `-0.3333` | `1` | `0.3333` | `-0.6667` | `0.3333` |
| `0.5 xx R_2`(new) = | `0` | `-0.1667` | `0.5` | `0.1667` | `-0.3333` | `0.1667` |
| `R_1`(new)`= R_1`(old) + `0.5 R_2`(new) | `1` | `-0.6667` | `0` | `-0.3333` | `-0.3333` | `1.6667` |
| Tableau-3 | `C_j` | `2` | `3` | `0` | `0` | `0` | |
| `C_B` | `"Basis"` | `x_1` | `x_2` | `x_3` | `S_1` | `S_2` | `RHS` |
| `R_1` `2` | `x_1` | `1` | `-0.6667` | `0` | `-0.3333` | `-0.3333` | `1.6667` |
| `R_2` `0` | `x_3` | `0` | `-0.3333` | `1` | `0.3333` | `-0.6667` | `0.3333` |
| | `Z_j` | `2` | `-1.3333` | `0` | `-0.6667` | `-0.6667` | `Z=3.3333` |
| | `C_j-Z_j` | `0` | `4.3333` | `0` | `0.6667` | `0.6667` | |
| | 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=1.6667,x_2=0,x_3=0.3333`
Min `Z=3.3333`
This material is intended as a summary. Use your textbook for detail explanation.
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