Find solution using Simplex method (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` |
| `Z` | ` - ` | `` | `x_1` | ` - ` | `` | `x_2` | | | | | | | ` - ` | `M` | `A_1` | ` - ` | `M` | `A_2` | = | `0` |
|
| `` | `2` | `x_1` | ` + ` | `4` | `x_2` | ` - ` | `` | `S_1` | | | | ` + ` | `` | `A_1` | | | | = | `4` | | `` | `` | `x_1` | ` + ` | `7` | `x_2` | | | | ` - ` | `` | `S_2` | | | | ` + ` | `` | `A_2` | = | `7` |
|
Simplex tableau is
Tableau-0
| `"Basis"` | `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` | |
| `R_1` `Z` | `-1` | `-1` | `0` | `0` | `-M` | `-M` | `0` | |
| `R_2` `A_1` | `2` | `4` | `-1` | `0` | `1` | `0` | `4` | |
| `R_3` `A_2` | `1` | `7` | `0` | `-1` | `0` | `1` | `7` | |
Make the Z-row consistent with the rest of the table (set coefficient of basis variables to 0 in Z-row)
`R_1`(new)`= R_1`(old) + `M R_2`(old)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_1`(old) = | `-1` | `-1` | `0` | `0` | `-M` | `-M` | `0` |
| `R_2`(old) = | `2` | `4` | `-1` | `0` | `1` | `0` | `4` |
| `M xx R_2`(new) = | `2M` | `4M` | `-M` | `0` | `M` | `0` | `4M` |
| `R_1`(new)`= R_1`(old) + `M R_2`(old) | `2M-1` | `4M-1` | `-M` | `0` | `0` | `-M` | `4M` |
`R_1`(new)`= R_1`(old) + `M R_3`(old)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_1`(old) = | `2M-1` | `4M-1` | `-M` | `0` | `0` | `-M` | `4M` |
| `R_3`(old) = | `1` | `7` | `0` | `-1` | `0` | `1` | `7` |
| `M xx R_3`(new) = | `M` | `7M` | `0` | `-M` | `0` | `M` | `7M` |
| `R_1`(new)`= R_1`(old) + `M R_3`(old) | `3M-1` | `11M-1` | `-M` | `-M` | `0` | `0` | `11M` |
Tableau-1
| `"Basis"` | `x_1` | `x_2``darr` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` | `"Ratio"=(RHS)/(x_2)` |
| `R_1` `Z` | `3M-1` | `11M-1` | `-M` | `-M` | `0` | `0` | `11M` | |
| `R_2` `A_1` | `2` | `(4)` | `-1` | `0` | `1` | `0` | `4` | `(4)/(4)=1``->` |
| `R_3` `A_2` | `1` | `7` | `0` | `-1` | `0` | `1` | `7` | `(7)/(7)=1` |
Most Positive `Z` is `11M-1`. So,
the entering variable is `x_2`.
Minimum ratio is `1`. So,
the leaving basis variable is `A_1`.
`:.`
The pivot element is `4`.
Entering `=x_2`, Departing `=A_1`, Key Element `=4`
`R_2`(new)`= R_2`(old) `-: 4`
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_2`(old) = | `2` | `4` | `-1` | `0` | `1` | `0` | `4` |
| `R_2`(new)`= R_2`(old) `-: 4` | `0.5` | `1` | `-0.25` | `0` | `0.25` | `0` | `1` |
`R_3`(new)`= R_3`(old) - `7 R_2`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_3`(old) = | `1` | `7` | `0` | `-1` | `0` | `1` | `7` |
| `R_2`(new) = | `0.5` | `1` | `-0.25` | `0` | `0.25` | `0` | `1` |
| `7 xx R_2`(new) = | `3.5` | `7` | `-1.75` | `0` | `1.75` | `0` | `7` |
| `R_3`(new)`= R_3`(old) - `7 R_2`(new) | `-2.5` | `0` | `1.75` | `-1` | `-1.75` | `1` | `0` |
`R_1`(new)`= R_1`(old) - `(11M-1) R_2`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_1`(old) = | `3M-1` | `11M-1` | `-M` | `-M` | `0` | `0` | `11M` |
| `R_2`(new) = | `0.5` | `1` | `-0.25` | `0` | `0.25` | `0` | `1` |
| `(11M-1) xx R_2`(new) = | `5.5M-0.5` | `11M-1` | `-2.75M+0.25` | `0` | `2.75M-0.25` | `0` | `11M-1` |
| `R_1`(new)`= R_1`(old) - `(11M-1) R_2`(new) | `-2.5M-0.5` | `0` | `1.75M-0.25` | `-M` | `-2.75M+0.25` | `0` | `1` |
Tableau-2
| `"Basis"` | `x_1` | `x_2` | `S_1``darr` | `S_2` | `A_1` | `A_2` | `RHS` | `"Ratio"=(RHS)/(S_1)` |
| `R_1` `Z` | `-2.5M-0.5` | `0` | `1.75M-0.25` | `-M` | `-2.75M+0.25` | `0` | `1` | |
| `R_2` `x_2` | `0.5` | `1` | `-0.25` | `0` | `0.25` | `0` | `1` | `(1)/(-0.25)` (ignore, denominator is -ve) |
| `R_3` `A_2` | `-2.5` | `0` | `(1.75)` | `-1` | `-1.75` | `1` | `0` | `(0)/(1.75)=0``->` |
Most Positive `Z` is `1.75M-0.25`. So,
the entering variable is `S_1`.
Minimum ratio is `0`. So,
the leaving basis variable is `A_2`.
`:.`
The pivot element is `1.75`.
Entering `=S_1`, Departing `=A_2`, Key Element `=1.75`
`R_3`(new)`= R_3`(old) `-: 1.75`
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_3`(old) = | `-2.5` | `0` | `1.75` | `-1` | `-1.75` | `1` | `0` |
| `R_3`(new)`= R_3`(old) `-: 1.75` | `-1.4286` | `0` | `1` | `-0.5714` | `-1` | `0.5714` | `0` |
`R_2`(new)`= R_2`(old) + `0.25 R_3`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_2`(old) = | `0.5` | `1` | `-0.25` | `0` | `0.25` | `0` | `1` |
| `R_3`(new) = | `-1.4286` | `0` | `1` | `-0.5714` | `-1` | `0.5714` | `0` |
| `0.25 xx R_3`(new) = | `-0.3571` | `0` | `0.25` | `-0.1429` | `-0.25` | `0.1429` | `0` |
| `R_2`(new)`= R_2`(old) + `0.25 R_3`(new) | `0.1429` | `1` | `0` | `-0.1429` | `0` | `0.1429` | `1` |
`R_1`(new)`= R_1`(old) - `(1.75M-0.25) R_3`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_1`(old) = | `-2.5M-0.5` | `0` | `1.75M-0.25` | `-M` | `-2.75M+0.25` | `0` | `1` |
| `R_3`(new) = | `-1.4286` | `0` | `1` | `-0.5714` | `-1` | `0.5714` | `0` |
| `(1.75M-0.25) xx R_3`(new) = | `-2.5M+0.3571` | `0` | `1.75M-0.25` | `-M+0.1429` | `-1.75M+0.25` | `M-0.1429` | `0` |
| `R_1`(new)`= R_1`(old) - `(1.75M-0.25) R_3`(new) | `-0.8571` | `0` | `0` | `-0.1429` | `-M` | `-M+0.1429` | `1` |
Tableau-3
| `"Basis"` | `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` | |
| `R_1` `Z` | `-0.8571` | `0` | `0` | `-0.1429` | `-M` | `-M+0.1429` | `1` | |
| `R_2` `x_2` | `0.1429` | `1` | `0` | `-0.1429` | `0` | `0.1429` | `1` | |
| `R_3` `S_1` | `-1.4286` | `0` | `1` | `-0.5714` | `-1` | `0.5714` | `0` | |
Since all `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