7. Minimization example-1
Find solution using Simplex(BigM) method MIN Z = x1 + x2 subject to 2x1 + 4x2 >= 4 x1 + 7x2 >= 7 and x1,x2 >= 0
Solution: Problem is
Min `Z` | `=` | `` | `` | `x_1` | ` + ` | `` | `x_2` |
| subject to | `` | `2` | `x_1` | ` + ` | `4` | `x_2` | ≥ | `4` | `` | `` | `x_1` | ` + ` | `7` | `x_2` | ≥ | `7` |
| 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 subtract surplus variable `S_1` and add artificial variable `A_1`
2. As the constraint-2 is of type '`>=`' we should subtract surplus variable `S_2` and add artificial variable `A_2`
After introducing surplus,artificial variables
Min `Z` | `=` | `` | `` | `x_1` | ` + ` | `` | `x_2` | ` + ` | `0` | `S_1` | ` + ` | `0` | `S_2` | ` + ` | `M` | `A_1` | ` + ` | `M` | `A_2` |
| subject to | `` | `2` | `x_1` | ` + ` | `4` | `x_2` | ` - ` | `` | `S_1` | | | | ` + ` | `` | `A_1` | | | | = | `4` | `` | `` | `x_1` | ` + ` | `7` | `x_2` | | | | ` - ` | `` | `S_2` | | | | ` + ` | `` | `A_2` | = | `7` |
| and `x_1,x_2,S_1,S_2,A_1,A_2 >= 0` |
Iteration-1 | | `C_j` | `1` | `1` | `0` | `0` | `M` | `M` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` Entering variable | `S_1` | `S_2` | `A_1` | `A_2` | MinRatio `(X_B)/(x_2)` | `A_1` | `M` | `4` | `2` | `4` | `-1` | `0` | `1` | `0` | `(4)/(4)=1` | `A_2` Leaving variable | `M` | `7` | `1` | `(7)` (pivot element) | `0` | `-1` | `0` | `1` | `(7)/(7)=1``->` | `Z=0` `0=` `Z_j=sum C_B X_B` | | `Z_j` `Z_j=sum C_B x_j` | `3M` `3M=Mxx2+Mxx1` `Z_j=sum C_B x_1` | `11M` `11M=Mxx4+Mxx7` `Z_j=sum C_B x_2` | `-M` `-M=Mxx(-1)+Mxx0` `Z_j=sum C_B S_1` | `-M` `-M=Mxx0+Mxx(-1)` `Z_j=sum C_B S_2` | `M` `M=Mxx1+Mxx0` `Z_j=sum C_B A_1` | `M` `M=Mxx0+Mxx1` `Z_j=sum C_B A_2` | | | | `C_j-Z_j` | `-3M+1` `-3M+1=1-3M` | `-11M+1` `-11M+1=1-11M``uarr` | `M` `M=0-(-M)` | `M` `M=0-(-M)` | `0` `0=M-M` | `0` `0=M-M` | |
Negative minimum `C_j-Z_j` is `-11M+1` and its column index is `2`. So, the entering variable is `x_2`.
Minimum ratio is `1` and its row index is `2`. So, the leaving basis variable is `A_2`.
`:.` The pivot element is `7`.
Entering `=x_2`, Departing `=A_2`, Key Element `=7`
`R_2`(new)`= R_2`(old)`-: 7`
`R_1`(new)`= R_1`(old)`- 4 R_2`(new)
Iteration-2 | | `C_j` | `1` | `1` | `0` | `0` | `M` | | `B` | `C_B` | `X_B` | `x_1` Entering variable | `x_2` | `S_1` | `S_2` | `A_1` | MinRatio `(X_B)/(x_1)` | `A_1` Leaving variable | `M` | `0` `0=4-4xx1` `R_1`(new)`= R_1`(old)`- 4 R_2`(new) | `(10/7)` `10/7=2-4xx1/7` (pivot element) `R_1`(new)`= R_1`(old)`- 4 R_2`(new) | `0` `0=4-4xx1` `R_1`(new)`= R_1`(old)`- 4 R_2`(new) | `-1` `-1=(-1)-4xx0` `R_1`(new)`= R_1`(old)`- 4 R_2`(new) | `4/7` `4/7=0-4xx(-1/7)` `R_1`(new)`= R_1`(old)`- 4 R_2`(new) | `1` `1=1-4xx0` `R_1`(new)`= R_1`(old)`- 4 R_2`(new) | `(0)/(10/7)=0``->` | `x_2` | `1` | `1` `1=7-:7` `R_2`(new)`= R_2`(old)`-: 7` | `1/7` `1/7=1-:7` `R_2`(new)`= R_2`(old)`-: 7` | `1` `1=7-:7` `R_2`(new)`= R_2`(old)`-: 7` | `0` `0=0-:7` `R_2`(new)`= R_2`(old)`-: 7` | `-1/7` `-1/7=(-1)-:7` `R_2`(new)`= R_2`(old)`-: 7` | `0` `0=0-:7` `R_2`(new)`= R_2`(old)`-: 7` | `(1)/(1/7)=7` | `Z=1` `1=1xx1` `Z_j=sum C_B X_B` | | `Z_j` `Z_j=sum C_B x_j` | `(10M)/(7)+1/7` `(10M)/(7)+1/7=Mxx10/7+1xx1/7` `Z_j=sum C_B x_1` | `1` `1=Mxx0+1xx1` `Z_j=sum C_B x_2` | `-M` `-M=Mxx(-1)+1xx0` `Z_j=sum C_B S_1` | `(4M)/(7)-1/7` `(4M)/(7)-1/7=Mxx4/7+1xx(-1/7)` `Z_j=sum C_B S_2` | `M` `M=Mxx1+1xx0` `Z_j=sum C_B A_1` | | | | `C_j-Z_j` | `-(10M)/(7)+6/7` `-(10M)/(7)+6/7=1-((10M)/(7)+1/7)``uarr` | `0` `0=1-1` | `M` `M=0-(-M)` | `-(4M)/(7)+1/7` `-(4M)/(7)+1/7=0-((4M)/(7)-1/7)` | `0` `0=M-M` | |
Negative minimum `C_j-Z_j` is `-(10M)/(7)+6/7` and its column index is `1`. So, the entering variable is `x_1`.
Minimum ratio is `0` and its row index is `1`. So, the leaving basis variable is `A_1`.
`:.` The pivot element is `10/7`.
Entering `=x_1`, Departing `=A_1`, Key Element `=10/7`
`R_1`(new)`= R_1`(old)`xx7/10`
`R_2`(new)`= R_2`(old)`- 1/7 R_1`(new)
Iteration-3 | | `C_j` | `1` | `1` | `0` | `0` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` Entering variable | MinRatio `(X_B)/(S_2)` | `x_1` Leaving variable | `1` | `0` `0=0xx7/10` `R_1`(new)`= R_1`(old)`xx7/10` | `1` `1=10/7xx7/10` `R_1`(new)`= R_1`(old)`xx7/10` | `0` `0=0xx7/10` `R_1`(new)`= R_1`(old)`xx7/10` | `-7/10` `-7/10=(-1)xx7/10` `R_1`(new)`= R_1`(old)`xx7/10` | `(2/5)` `2/5=4/7xx7/10` (pivot element) `R_1`(new)`= R_1`(old)`xx7/10` | `(0)/(2/5)=0``->` | `x_2` | `1` | `1` `1=1-1/7xx0` `R_2`(new)`= R_2`(old)`- 1/7 R_1`(new) | `0` `0=1/7-1/7xx1` `R_2`(new)`= R_2`(old)`- 1/7 R_1`(new) | `1` `1=1-1/7xx0` `R_2`(new)`= R_2`(old)`- 1/7 R_1`(new) | `1/10` `1/10=0-1/7xx(-7/10)` `R_2`(new)`= R_2`(old)`- 1/7 R_1`(new) | `-1/5` `-1/5=(-1/7)-1/7xx2/5` `R_2`(new)`= R_2`(old)`- 1/7 R_1`(new) | --- | `Z=1` `1=1xx0+1xx1` `Z_j=sum C_B X_B` | | `Z_j` `Z_j=sum C_B x_j` | `1` `1=1xx1+1xx0` `Z_j=sum C_B x_1` | `1` `1=1xx0+1xx1` `Z_j=sum C_B x_2` | `-3/5` `-3/5=1xx(-7/10)+1xx1/10` `Z_j=sum C_B S_1` | `1/5` `1/5=1xx2/5+1xx(-1/5)` `Z_j=sum C_B S_2` | | | | `C_j-Z_j` | `0` `0=1-1` | `0` `0=1-1` | `3/5` `3/5=0-(-3/5)` | `-1/5` `-1/5=0-(1/5)``uarr` | |
Negative minimum `C_j-Z_j` is `-1/5` and its column index is `4`. So, the entering variable is `S_2`.
Minimum ratio is `0` and its row index is `1`. So, the leaving basis variable is `x_1`.
`:.` The pivot element is `2/5`.
Entering `=S_2`, Departing `=x_1`, Key Element `=2/5`
`R_1`(new)`= R_1`(old)`xx5/2`
`R_2`(new)`= R_2`(old)`+ 1/5 R_1`(new)
Iteration-4 | | `C_j` | `1` | `1` | `0` | `0` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` | MinRatio | `S_2` | `0` | `0` `0=0xx5/2` `R_1`(new)`= R_1`(old)`xx5/2` | `5/2` `5/2=1xx5/2` `R_1`(new)`= R_1`(old)`xx5/2` | `0` `0=0xx5/2` `R_1`(new)`= R_1`(old)`xx5/2` | `-7/4` `-7/4=(-7/10)xx5/2` `R_1`(new)`= R_1`(old)`xx5/2` | `1` `1=2/5xx5/2` `R_1`(new)`= R_1`(old)`xx5/2` | | `x_2` | `1` | `1` `1=1+1/5xx0` `R_2`(new)`= R_2`(old)`+ 1/5 R_1`(new) | `1/2` `1/2=0+1/5xx5/2` `R_2`(new)`= R_2`(old)`+ 1/5 R_1`(new) | `1` `1=1+1/5xx0` `R_2`(new)`= R_2`(old)`+ 1/5 R_1`(new) | `-1/4` `-1/4=1/10+1/5xx(-7/4)` `R_2`(new)`= R_2`(old)`+ 1/5 R_1`(new) | `0` `0=(-1/5)+1/5xx1` `R_2`(new)`= R_2`(old)`+ 1/5 R_1`(new) | | `Z=1` `1=1xx1` `Z_j=sum C_B X_B` | | `Z_j` `Z_j=sum C_B x_j` | `1/2` `1/2=0xx5/2+1xx1/2` `Z_j=sum C_B x_1` | `1` `1=0xx0+1xx1` `Z_j=sum C_B x_2` | `-1/4` `-1/4=0xx(-7/4)+1xx(-1/4)` `Z_j=sum C_B S_1` | `0` `0=0xx1+1xx0` `Z_j=sum C_B S_2` | | | | `C_j-Z_j` | `1/2` `1/2=1-(1/2)` | `0` `0=1-1` | `1/4` `1/4=0-(-1/4)` | `0` `0=0-0` | |
Since all `C_j-Z_j >= 0`
Hence, optimal solution is arrived with value of variables as : `x_1=0,x_2=1`
Min `Z = 1`
This material is intended as a summary. Use your textbook for detail explanation. Any bug, improvement, feedback then
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