5. Maximization example-3
Find solution using Simplex method MAX Z = 22x1 + 6x2 + 2x3 subject to 10x1 + 2x2 + x3 <= 100 7x1 + 3x2 + 2x3 <= 72 2x1 + 4x2 + x3 <= 80 and x1,x2,x3 >= 0
Solution: Problem is
Max `Z` | `=` | `` | `22` | `x_1` | ` + ` | `6` | `x_2` | ` + ` | `2` | `x_3` |
| subject to | `` | `10` | `x_1` | ` + ` | `2` | `x_2` | ` + ` | `` | `x_3` | ≤ | `100` | `` | `7` | `x_1` | ` + ` | `3` | `x_2` | ` + ` | `2` | `x_3` | ≤ | `72` | `` | `2` | `x_1` | ` + ` | `4` | `x_2` | ` + ` | `` | `x_3` | ≤ | `80` |
| 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`
3. As the constraint-3 is of type '`<=`' we should add slack variable `S_3`
After introducing slack variables
Max `Z` | `=` | `` | `22` | `x_1` | ` + ` | `6` | `x_2` | ` + ` | `2` | `x_3` | ` + ` | `0` | `S_1` | ` + ` | `0` | `S_2` | ` + ` | `0` | `S_3` |
| subject to | `` | `10` | `x_1` | ` + ` | `2` | `x_2` | ` + ` | `` | `x_3` | ` + ` | `` | `S_1` | | | | | | | = | `100` | `` | `7` | `x_1` | ` + ` | `3` | `x_2` | ` + ` | `2` | `x_3` | | | | ` + ` | `` | `S_2` | | | | = | `72` | `` | `2` | `x_1` | ` + ` | `4` | `x_2` | ` + ` | `` | `x_3` | | | | | | | ` + ` | `` | `S_3` | = | `80` |
| and `x_1,x_2,x_3,S_1,S_2,S_3 >= 0` |
Iteration-1 | | `C_j` | `22` | `6` | `2` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `x_3` | `S_1` | `S_2` | `S_3` | MinRatio `(X_B)/(x_1)` | `S_1` | `0` | `100` | `(10)` | `2` | `1` | `1` | `0` | `0` | `(100)/(10)=10``->` | `S_2` | `0` | `72` | `7` | `3` | `2` | `0` | `1` | `0` | `(72)/(7)=10.2857` | `S_3` | `0` | `80` | `2` | `4` | `1` | `0` | `0` | `1` | `(80)/(2)=40` | `Z=0` | | `Z_j` | `0` | `0` | `0` | `0` | `0` | `0` | | | | `Z_j-C_j` | `-22``uarr` | `-6` | `-2` | `0` | `0` | `0` | |
Negative minimum `Z_j-C_j` is `-22` and its column index is `1`. So, the entering variable is `x_1`.
Minimum ratio is `10` and its row index is `1`. So, the leaving basis variable is `S_1`.
`:.` The pivot element is `10`.
Entering `=x_1`, Departing `=S_1`, Key Element `=10`
`R_1`(new)`= R_1`(old) `-: 10``R_1`(old) = | `100` | `10` | `2` | `1` | `1` | `0` | `0` | `R_1`(new)`= R_1`(old) `-: 10` | `10` | `1` | `1/5` | `1/10` | `1/10` | `0` | `0` |
`R_2`(new)`= R_2`(old) - `7 R_1`(new)`R_2`(old) = | `72` | `7` | `3` | `2` | `0` | `1` | `0` | `R_1`(new) = | `10` | `1` | `1/5` | `1/10` | `1/10` | `0` | `0` | `7 xx R_1`(new) = | `70` | `7` | `7/5` | `7/10` | `7/10` | `0` | `0` | `R_2`(new)`= R_2`(old) - `7 R_1`(new) | `2` | `0` | `8/5` | `13/10` | `-7/10` | `1` | `0` |
`R_3`(new)`= R_3`(old) - `2 R_1`(new)`R_3`(old) = | `80` | `2` | `4` | `1` | `0` | `0` | `1` | `R_1`(new) = | `10` | `1` | `1/5` | `1/10` | `1/10` | `0` | `0` | `2 xx R_1`(new) = | `20` | `2` | `2/5` | `1/5` | `1/5` | `0` | `0` | `R_3`(new)`= R_3`(old) - `2 R_1`(new) | `60` | `0` | `18/5` | `4/5` | `-1/5` | `0` | `1` |
Iteration-2 | | `C_j` | `22` | `6` | `2` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `x_3` | `S_1` | `S_2` | `S_3` | MinRatio `(X_B)/(x_2)` | `x_1` | `22` | `10` | `1` | `1/5` | `1/10` | `1/10` | `0` | `0` | `(10)/(1/5)=50` | `S_2` | `0` | `2` | `0` | `(8/5)` | `13/10` | `-7/10` | `1` | `0` | `(2)/(8/5)=5/4=1.25``->` | `S_3` | `0` | `60` | `0` | `18/5` | `4/5` | `-1/5` | `0` | `1` | `(60)/(18/5)=50/3=16.6667` | `Z=220` | | `Z_j` | `22` | `22/5` | `11/5` | `11/5` | `0` | `0` | | | | `Z_j-C_j` | `0` | `-8/5``uarr` | `1/5` | `11/5` | `0` | `0` | |
Negative minimum `Z_j-C_j` is `-8/5` and its column index is `2`. So, the entering variable is `x_2`.
Minimum ratio is `1.25` and its row index is `2`. So, the leaving basis variable is `S_2`.
`:.` The pivot element is `8/5`.
Entering `=x_2`, Departing `=S_2`, Key Element `=8/5`
`R_2`(new)`= R_2`(old) `xx5/8``R_2`(old) = | `2` | `0` | `8/5` | `13/10` | `-7/10` | `1` | `0` | `R_2`(new)`= R_2`(old) `xx5/8` | `5/4` | `0` | `1` | `13/16` | `-7/16` | `5/8` | `0` |
`R_1`(new)`= R_1`(old) - `1/5 R_2`(new)`R_1`(old) = | `10` | `1` | `1/5` | `1/10` | `1/10` | `0` | `0` | `R_2`(new) = | `5/4` | `0` | `1` | `13/16` | `-7/16` | `5/8` | `0` | `1/5 xx R_2`(new) = | `1/4` | `0` | `1/5` | `13/80` | `-7/80` | `1/8` | `0` | `R_1`(new)`= R_1`(old) - `1/5 R_2`(new) | `39/4` | `1` | `0` | `-1/16` | `3/16` | `-1/8` | `0` |
`R_3`(new)`= R_3`(old) - `18/5 R_2`(new)`R_3`(old) = | `60` | `0` | `18/5` | `4/5` | `-1/5` | `0` | `1` | `R_2`(new) = | `5/4` | `0` | `1` | `13/16` | `-7/16` | `5/8` | `0` | `18/5 xx R_2`(new) = | `9/2` | `0` | `18/5` | `117/40` | `-63/40` | `9/4` | `0` | `R_3`(new)`= R_3`(old) - `18/5 R_2`(new) | `111/2` | `0` | `0` | `-17/8` | `11/8` | `-9/4` | `1` |
Iteration-3 | | `C_j` | `22` | `6` | `2` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `x_3` | `S_1` | `S_2` | `S_3` | MinRatio | `x_1` | `22` | `39/4` | `1` | `0` | `-1/16` | `3/16` | `-1/8` | `0` | | `x_2` | `6` | `5/4` | `0` | `1` | `13/16` | `-7/16` | `5/8` | `0` | | `S_3` | `0` | `111/2` | `0` | `0` | `-17/8` | `11/8` | `-9/4` | `1` | | `Z=222` | | `Z_j` | `22` | `6` | `7/2` | `3/2` | `1` | `0` | | | | `Z_j-C_j` | `0` | `0` | `3/2` | `3/2` | `1` | `0` | |
Since all `Z_j-C_j >= 0`
Hence, optimal solution is arrived with value of variables as : `x_1=39/4,x_2=5/4,x_3=0`
Max `Z=222`
This material is intended as a summary. Use your textbook for detail explanation. Any bug, improvement, feedback then
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