8. Minimization example-2
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` |
Iteration-1 | | `C_j` | `5` | `3` | `0` | `0` | `M` | `M` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | `A_2` | MinRatio `(X_B)/(x_1)` | `S_1` | `0` | `12` | `2` | `4` | `1` | `0` | `0` | `0` | `(12)/(2)=6` | `A_1` | `M` | `10` | `2` | `2` | `0` | `0` | `1` | `0` | `(10)/(2)=5` | `A_2` | `M` | `10` | `(5)` | `2` | `0` | `-1` | `0` | `1` | `(10)/(5)=2``->` | `Z=20M` | | `Z_j` | `7M` | `4M` | `0` | `-M` | `M` | `M` | | | | `Z_j-C_j` | `7M-5``uarr` | `4M-3` | `0` | `-M` | `0` | `0` | |
Positive maximum `Z_j-C_j` is `7M-5` and its column index is `1`. So, the entering variable is `x_1`.
Minimum ratio is `2` and its row index is `3`. So, the leaving basis variable is `A_2`.
`:.` The pivot element is `5`.
Entering `=x_1`, Departing `=A_2`, Key Element `=5`
`R_3`(new)`= R_3`(old) `-: 5``R_3`(old) = | `10` | `5` | `2` | `0` | `-1` | `0` | `R_3`(new)`= R_3`(old) `-: 5` | `2` | `1` | `2/5` | `0` | `-1/5` | `0` |
`R_1`(new)`= R_1`(old) - `2 R_3`(new)`R_1`(old) = | `12` | `2` | `4` | `1` | `0` | `0` | `R_3`(new) = | `2` | `1` | `2/5` | `0` | `-1/5` | `0` | `2 xx R_3`(new) = | `4` | `2` | `4/5` | `0` | `-2/5` | `0` | `R_1`(new)`= R_1`(old) - `2 R_3`(new) | `8` | `0` | `16/5` | `1` | `2/5` | `0` |
`R_2`(new)`= R_2`(old) - `2 R_3`(new)`R_2`(old) = | `10` | `2` | `2` | `0` | `0` | `1` | `R_3`(new) = | `2` | `1` | `2/5` | `0` | `-1/5` | `0` | `2 xx R_3`(new) = | `4` | `2` | `4/5` | `0` | `-2/5` | `0` | `R_2`(new)`= R_2`(old) - `2 R_3`(new) | `6` | `0` | `6/5` | `0` | `2/5` | `1` |
Iteration-2 | | `C_j` | `5` | `3` | `0` | `0` | `M` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | MinRatio `(X_B)/(x_2)` | `S_1` | `0` | `8` | `0` | `(16/5)` | `1` | `2/5` | `0` | `(8)/(16/5)=5/2=2.5``->` | `A_1` | `M` | `6` | `0` | `6/5` | `0` | `2/5` | `1` | `(6)/(6/5)=5` | `x_1` | `5` | `2` | `1` | `2/5` | `0` | `-1/5` | `0` | `(2)/(2/5)=5` | `Z=6M+10` | | `Z_j` | `5` | `(6M)/(5)+2` | `0` | `(2M)/(5)-1` | `M` | | | | `Z_j-C_j` | `0` | `(6M)/(5)-1``uarr` | `0` | `(2M)/(5)-1` | `0` | |
Positive maximum `Z_j-C_j` is `(6M)/(5)-1` and its column index is `2`. So, the entering variable is `x_2`.
Minimum ratio is `2.5` and its row index is `1`. So, the leaving basis variable is `S_1`.
`:.` The pivot element is `16/5`.
Entering `=x_2`, Departing `=S_1`, Key Element `=16/5`
`R_1`(new)`= R_1`(old) `xx5/16``R_1`(old) = | `8` | `0` | `16/5` | `1` | `2/5` | `0` | `R_1`(new)`= R_1`(old) `xx5/16` | `5/2` | `0` | `1` | `5/16` | `1/8` | `0` |
`R_2`(new)`= R_2`(old) - `6/5 R_1`(new)`R_2`(old) = | `6` | `0` | `6/5` | `0` | `2/5` | `1` | `R_1`(new) = | `5/2` | `0` | `1` | `5/16` | `1/8` | `0` | `6/5 xx R_1`(new) = | `3` | `0` | `6/5` | `3/8` | `3/20` | `0` | `R_2`(new)`= R_2`(old) - `6/5 R_1`(new) | `3` | `0` | `0` | `-3/8` | `1/4` | `1` |
`R_3`(new)`= R_3`(old) - `2/5 R_1`(new)`R_3`(old) = | `2` | `1` | `2/5` | `0` | `-1/5` | `0` | `R_1`(new) = | `5/2` | `0` | `1` | `5/16` | `1/8` | `0` | `2/5 xx R_1`(new) = | `1` | `0` | `2/5` | `1/8` | `1/20` | `0` | `R_3`(new)`= R_3`(old) - `2/5 R_1`(new) | `1` | `1` | `0` | `-1/8` | `-1/4` | `0` |
Iteration-3 | | `C_j` | `5` | `3` | `0` | `0` | `M` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` | `A_1` | MinRatio `(X_B)/(S_2)` | `x_2` | `3` | `5/2` | `0` | `1` | `5/16` | `1/8` | `0` | `(5/2)/(1/8)=20` | `A_1` | `M` | `3` | `0` | `0` | `-3/8` | `(1/4)` | `1` | `(3)/(1/4)=12``->` | `x_1` | `5` | `1` | `1` | `0` | `-1/8` | `-1/4` | `0` | --- | `Z=3M+25/2` | | `Z_j` | `5` | `3` | `-(3M)/(8)+5/16` | `(M)/(4)-7/8` | `M` | | | | `Z_j-C_j` | `0` | `0` | `-(3M)/(8)+5/16` | `(M)/(4)-7/8``uarr` | `0` | |
Positive maximum `Z_j-C_j` is `(M)/(4)-7/8` and its column index is `4`. So, the entering variable is `S_2`.
Minimum ratio is `12` and its row index is `2`. So, the leaving basis variable is `A_1`.
`:.` The pivot element is `1/4`.
Entering `=S_2`, Departing `=A_1`, Key Element `=1/4`
`R_2`(new)`= R_2`(old) `xx4``R_2`(old) = | `3` | `0` | `0` | `-3/8` | `1/4` | `R_2`(new)`= R_2`(old) `xx4` | `12` | `0` | `0` | `-3/2` | `1` |
`R_1`(new)`= R_1`(old) - `1/8 R_2`(new)`R_1`(old) = | `5/2` | `0` | `1` | `5/16` | `1/8` | `R_2`(new) = | `12` | `0` | `0` | `-3/2` | `1` | `1/8 xx R_2`(new) = | `3/2` | `0` | `0` | `-3/16` | `1/8` | `R_1`(new)`= R_1`(old) - `1/8 R_2`(new) | `1` | `0` | `1` | `1/2` | `0` |
`R_3`(new)`= R_3`(old) + `1/4 R_2`(new)`R_3`(old) = | `1` | `1` | `0` | `-1/8` | `-1/4` | `R_2`(new) = | `12` | `0` | `0` | `-3/2` | `1` | `1/4 xx R_2`(new) = | `3` | `0` | `0` | `-3/8` | `1/4` | `R_3`(new)`= R_3`(old) + `1/4 R_2`(new) | `4` | `1` | `0` | `-1/2` | `0` |
Iteration-4 | | `C_j` | `5` | `3` | `0` | `0` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` | MinRatio | `x_2` | `3` | `1` | `0` | `1` | `1/2` | `0` | | `S_2` | `0` | `12` | `0` | `0` | `-3/2` | `1` | | `x_1` | `5` | `4` | `1` | `0` | `-1/2` | `0` | | `Z=23` | | `Z_j` | `5` | `3` | `-1` | `0` | | | | `Z_j-C_j` | `0` | `0` | `-1` | `0` | |
Since all `Z_j-C_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
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