Find solution using Simplex method (BigM method)
MIN Z = 5x1 + 3x2
subject to
2x1 + 4x2 <= 12
2x1 + 2x2 = 10
5x1 + 2x2 >= 10
and x1,x2 >= 0; Solution:Problem is | Min `Z` | `=` | `` | `5` | `x_1` | ` + ` | `3` | `x_2` |
|
| subject to |
| `` | `2` | `x_1` | ` + ` | `4` | `x_2` | ≤ | `12` | | `` | `2` | `x_1` | ` + ` | `2` | `x_2` | = | `10` | | `` | `5` | `x_1` | ` + ` | `2` | `x_2` | ≥ | `10` |
|
| 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 artificial variable `A_1`
3. As the constraint-3 is of type '`>=`' we should subtract surplus variable `S_2` and add artificial variable `A_2`
After introducing slack,surplus,artificial variables| Min `Z` | `=` | `` | `5` | `x_1` | ` + ` | `3` | `x_2` | ` + ` | `0` | `S_1` | ` + ` | `0` | `S_2` | ` + ` | `M` | `A_1` | ` + ` | `M` | `A_2` |
|
| subject to |
| `` | `2` | `x_1` | ` + ` | `4` | `x_2` | ` + ` | `` | `S_1` | | | | | | | | | | = | `12` | | `` | `2` | `x_1` | ` + ` | `2` | `x_2` | | | | | | | ` + ` | `` | `A_1` | | | | = | `10` | | `` | `5` | `x_1` | ` + ` | `2` | `x_2` | | | | ` - ` | `` | `S_2` | | | | ` + ` | `` | `A_2` | = | `10` |
|
| and `x_1,x_2,S_1,S_2,A_1,A_2 >= 0` |
| `Z` | ` - ` | `5` | `x_1` | ` - ` | `3` | `x_2` | | | | | | | ` - ` | `M` | `A_1` | ` - ` | `M` | `A_2` | = | `0` |
|
| `` | `2` | `x_1` | ` + ` | `4` | `x_2` | ` + ` | `` | `S_1` | | | | | | | | | | = | `12` | | `` | `2` | `x_1` | ` + ` | `2` | `x_2` | | | | | | | ` + ` | `` | `A_1` | | | | = | `10` | | `` | `5` | `x_1` | ` + ` | `2` | `x_2` | | | | ` - ` | `` | `S_2` | | | | ` + ` | `` | `A_2` | = | `10` |
|
Simplex tableau is
Tableau-0
| `"Basis"` | `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` | |
| `R_1` `Z` | `-5` | `-3` | `0` | `0` | `-M` | `-M` | `0` | |
| `R_2` `S_1` | `2` | `4` | `1` | `0` | `0` | `0` | `12` | |
| `R_3` `A_1` | `2` | `2` | `0` | `0` | `1` | `0` | `10` | |
| `R_4` `A_2` | `5` | `2` | `0` | `-1` | `0` | `1` | `10` | |
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_3`(old)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_1`(old) = | `-5` | `-3` | `0` | `0` | `-M` | `-M` | `0` |
| `R_3`(old) = | `2` | `2` | `0` | `0` | `1` | `0` | `10` |
| `M xx R_3`(new) = | `2M` | `2M` | `0` | `0` | `M` | `0` | `10M` |
| `R_1`(new)`= R_1`(old) + `M R_3`(old) | `2M-5` | `2M-3` | `0` | `0` | `0` | `-M` | `10M` |
`R_1`(new)`= R_1`(old) + `M R_4`(old)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_1`(old) = | `2M-5` | `2M-3` | `0` | `0` | `0` | `-M` | `10M` |
| `R_4`(old) = | `5` | `2` | `0` | `-1` | `0` | `1` | `10` |
| `M xx R_4`(new) = | `5M` | `2M` | `0` | `-M` | `0` | `M` | `10M` |
| `R_1`(new)`= R_1`(old) + `M R_4`(old) | `7M-5` | `4M-3` | `0` | `-M` | `0` | `0` | `20M` |
Tableau-1
| `"Basis"` | `x_1``darr` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` | `"Ratio"=(RHS)/(x_1)` |
| `R_1` `Z` | `7M-5` | `4M-3` | `0` | `-M` | `0` | `0` | `20M` | |
| `R_2` `S_1` | `2` | `4` | `1` | `0` | `0` | `0` | `12` | `(12)/(2)=6` |
| `R_3` `A_1` | `2` | `2` | `0` | `0` | `1` | `0` | `10` | `(10)/(2)=5` |
| `R_4` `A_2` | `(5)` | `2` | `0` | `-1` | `0` | `1` | `10` | `(10)/(5)=2``->` |
Most Positive `Z` is `7M-5`. So,
the entering variable is `x_1`.
Minimum ratio is `2`. So,
the leaving basis variable is `A_2`.
`:.`
The pivot element is `5`.
Entering `=x_1`, Departing `=A_2`, Key Element `=5`
`R_4`(new)`= R_4`(old) `-: 5`
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_4`(old) = | `5` | `2` | `0` | `-1` | `0` | `1` | `10` |
| `R_4`(new)`= R_4`(old) `-: 5` | `1` | `0.4` | `0` | `-0.2` | `0` | `0.2` | `2` |
`R_2`(new)`= R_2`(old) - `2 R_4`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_2`(old) = | `2` | `4` | `1` | `0` | `0` | `0` | `12` |
| `R_4`(new) = | `1` | `0.4` | `0` | `-0.2` | `0` | `0.2` | `2` |
| `2 xx R_4`(new) = | `2` | `0.8` | `0` | `-0.4` | `0` | `0.4` | `4` |
| `R_2`(new)`= R_2`(old) - `2 R_4`(new) | `0` | `3.2` | `1` | `0.4` | `0` | `-0.4` | `8` |
`R_3`(new)`= R_3`(old) - `2 R_4`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_3`(old) = | `2` | `2` | `0` | `0` | `1` | `0` | `10` |
| `R_4`(new) = | `1` | `0.4` | `0` | `-0.2` | `0` | `0.2` | `2` |
| `2 xx R_4`(new) = | `2` | `0.8` | `0` | `-0.4` | `0` | `0.4` | `4` |
| `R_3`(new)`= R_3`(old) - `2 R_4`(new) | `0` | `1.2` | `0` | `0.4` | `1` | `-0.4` | `6` |
`R_1`(new)`= R_1`(old) - `(7M-5) R_4`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_1`(old) = | `7M-5` | `4M-3` | `0` | `-M` | `0` | `0` | `20M` |
| `R_4`(new) = | `1` | `0.4` | `0` | `-0.2` | `0` | `0.2` | `2` |
| `(7M-5) xx R_4`(new) = | `7M-5` | `2.8M-2` | `0` | `-1.4M+1` | `0` | `1.4M-1` | `14M-10` |
| `R_1`(new)`= R_1`(old) - `(7M-5) R_4`(new) | `0` | `1.2M-1` | `0` | `0.4M-1` | `0` | `-1.4M+1` | `6M+10` |
Tableau-2
| `"Basis"` | `x_1` | `x_2``darr` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` | `"Ratio"=(RHS)/(x_2)` |
| `R_1` `Z` | `0` | `1.2M-1` | `0` | `0.4M-1` | `0` | `-1.4M+1` | `6M+10` | |
| `R_2` `S_1` | `0` | `(3.2)` | `1` | `0.4` | `0` | `-0.4` | `8` | `(8)/(3.2)=2.5``->` |
| `R_3` `A_1` | `0` | `1.2` | `0` | `0.4` | `1` | `-0.4` | `6` | `(6)/(1.2)=5` |
| `R_4` `x_1` | `1` | `0.4` | `0` | `-0.2` | `0` | `0.2` | `2` | `(2)/(0.4)=5` |
Most Positive `Z` is `1.2M-1`. So,
the entering variable is `x_2`.
Minimum ratio is `2.5`. So,
the leaving basis variable is `S_1`.
`:.`
The pivot element is `3.2`.
Entering `=x_2`, Departing `=S_1`, Key Element `=3.2`
`R_2`(new)`= R_2`(old) `-: 3.2`
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_2`(old) = | `0` | `3.2` | `1` | `0.4` | `0` | `-0.4` | `8` |
| `R_2`(new)`= R_2`(old) `-: 3.2` | `0` | `1` | `0.3125` | `0.125` | `0` | `-0.125` | `2.5` |
`R_3`(new)`= R_3`(old) - `1.2 R_2`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_3`(old) = | `0` | `1.2` | `0` | `0.4` | `1` | `-0.4` | `6` |
| `R_2`(new) = | `0` | `1` | `0.3125` | `0.125` | `0` | `-0.125` | `2.5` |
| `1.2 xx R_2`(new) = | `0` | `1.2` | `0.375` | `0.15` | `0` | `-0.15` | `3` |
| `R_3`(new)`= R_3`(old) - `1.2 R_2`(new) | `0` | `0` | `-0.375` | `0.25` | `1` | `-0.25` | `3` |
`R_4`(new)`= R_4`(old) - `0.4 R_2`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_4`(old) = | `1` | `0.4` | `0` | `-0.2` | `0` | `0.2` | `2` |
| `R_2`(new) = | `0` | `1` | `0.3125` | `0.125` | `0` | `-0.125` | `2.5` |
| `0.4 xx R_2`(new) = | `0` | `0.4` | `0.125` | `0.05` | `0` | `-0.05` | `1` |
| `R_4`(new)`= R_4`(old) - `0.4 R_2`(new) | `1` | `0` | `-0.125` | `-0.25` | `0` | `0.25` | `1` |
`R_1`(new)`= R_1`(old) - `(1.2M-1) R_2`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_1`(old) = | `0` | `1.2M-1` | `0` | `0.4M-1` | `0` | `-1.4M+1` | `6M+10` |
| `R_2`(new) = | `0` | `1` | `0.3125` | `0.125` | `0` | `-0.125` | `2.5` |
| `(1.2M-1) xx R_2`(new) = | `0` | `1.2M-1` | `0.375M-0.3125` | `0.15M-0.125` | `0` | `-0.15M+0.125` | `3M-2.5` |
| `R_1`(new)`= R_1`(old) - `(1.2M-1) R_2`(new) | `0` | `0` | `-0.375M+0.3125` | `0.25M-0.875` | `0` | `-1.25M+0.875` | `3M+12.5` |
Tableau-3
| `"Basis"` | `x_1` | `x_2` | `S_1` | `S_2``darr` | `A_1` | `A_2` | `RHS` | `"Ratio"=(RHS)/(S_2)` |
| `R_1` `Z` | `0` | `0` | `-0.375M+0.3125` | `0.25M-0.875` | `0` | `-1.25M+0.875` | `3M+12.5` | |
| `R_2` `x_2` | `0` | `1` | `0.3125` | `0.125` | `0` | `-0.125` | `2.5` | `(2.5)/(0.125)=20` |
| `R_3` `A_1` | `0` | `0` | `-0.375` | `(0.25)` | `1` | `-0.25` | `3` | `(3)/(0.25)=12``->` |
| `R_4` `x_1` | `1` | `0` | `-0.125` | `-0.25` | `0` | `0.25` | `1` | `(1)/(-0.25)` (ignore, denominator is -ve) |
Most Positive `Z` is `0.25M-0.875`. So,
the entering variable is `S_2`.
Minimum ratio is `12`. So,
the leaving basis variable is `A_1`.
`:.`
The pivot element is `0.25`.
Entering `=S_2`, Departing `=A_1`, Key Element `=0.25`
`R_3`(new)`= R_3`(old) `-: 0.25`
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_3`(old) = | `0` | `0` | `-0.375` | `0.25` | `1` | `-0.25` | `3` |
| `R_3`(new)`= R_3`(old) `-: 0.25` | `0` | `0` | `-1.5` | `1` | `4` | `-1` | `12` |
`R_2`(new)`= R_2`(old) - `0.125 R_3`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_2`(old) = | `0` | `1` | `0.3125` | `0.125` | `0` | `-0.125` | `2.5` |
| `R_3`(new) = | `0` | `0` | `-1.5` | `1` | `4` | `-1` | `12` |
| `0.125 xx R_3`(new) = | `0` | `0` | `-0.1875` | `0.125` | `0.5` | `-0.125` | `1.5` |
| `R_2`(new)`= R_2`(old) - `0.125 R_3`(new) | `0` | `1` | `0.5` | `0` | `-0.5` | `0` | `1` |
`R_4`(new)`= R_4`(old) + `0.25 R_3`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_4`(old) = | `1` | `0` | `-0.125` | `-0.25` | `0` | `0.25` | `1` |
| `R_3`(new) = | `0` | `0` | `-1.5` | `1` | `4` | `-1` | `12` |
| `0.25 xx R_3`(new) = | `0` | `0` | `-0.375` | `0.25` | `1` | `-0.25` | `3` |
| `R_4`(new)`= R_4`(old) + `0.25 R_3`(new) | `1` | `0` | `-0.5` | `0` | `1` | `0` | `4` |
`R_1`(new)`= R_1`(old) - `(0.25M-0.875) R_3`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` |
| `R_1`(old) = | `0` | `0` | `-0.375M+0.3125` | `0.25M-0.875` | `0` | `-1.25M+0.875` | `3M+12.5` |
| `R_3`(new) = | `0` | `0` | `-1.5` | `1` | `4` | `-1` | `12` |
| `(0.25M-0.875) xx R_3`(new) = | `0` | `0` | `-0.375M+1.3125` | `0.25M-0.875` | `M-3.5` | `-0.25M+0.875` | `3M-10.5` |
| `R_1`(new)`= R_1`(old) - `(0.25M-0.875) R_3`(new) | `0` | `0` | `-1` | `0` | `-M+3.5` | `-M` | `23` |
Tableau-4
| `"Basis"` | `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | `RHS` | |
| `R_1` `Z` | `0` | `0` | `-1` | `0` | `-M+3.5` | `-M` | `23` | |
| `R_2` `x_2` | `0` | `1` | `0.5` | `0` | `-0.5` | `0` | `1` | |
| `R_3` `S_2` | `0` | `0` | `-1.5` | `1` | `4` | `-1` | `12` | |
| `R_4` `x_1` | `1` | `0` | `-0.5` | `0` | `1` | `0` | `4` | |
Since all `Z_j <= 0`
Hence, optimal solution is arrived with value of variables as :
`x_1=4,x_2=1`
Min `Z=23`
This material is intended as a summary. Use your textbook for detail explanation.
Any bug, improvement, feedback then