Find solution using Simplex method (BigM method)
MIN Z = 2000x1 + 1500x2
subject to
6x1 + 2x2 >= 8
2x1 + 4x2 >= 12
4x1 + 12x2 >= 24
and x1,x2 >= 0; Solution:Problem is | Min `Z` | `=` | `` | `2000` | `x_1` | ` + ` | `1500` | `x_2` |
|
| subject to |
| `` | `6` | `x_1` | ` + ` | `2` | `x_2` | ≥ | `8` | | `` | `2` | `x_1` | ` + ` | `4` | `x_2` | ≥ | `12` | | `` | `4` | `x_1` | ` + ` | `12` | `x_2` | ≥ | `24` |
|
| 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`
3. As the constraint-3 is of type '`>=`' we should subtract surplus variable `S_3` and add artificial variable `A_3`
After introducing surplus,artificial variables| Min `Z` | `=` | `` | `2000` | `x_1` | ` + ` | `1500` | `x_2` | ` + ` | `0` | `S_1` | ` + ` | `0` | `S_2` | ` + ` | `0` | `S_3` | ` + ` | `M` | `A_1` | ` + ` | `M` | `A_2` | ` + ` | `M` | `A_3` |
|
| subject to |
| `` | `6` | `x_1` | ` + ` | `2` | `x_2` | ` - ` | `` | `S_1` | | | | | | | ` + ` | `` | `A_1` | | | | | | | = | `8` | | `` | `2` | `x_1` | ` + ` | `4` | `x_2` | | | | ` - ` | `` | `S_2` | | | | | | | ` + ` | `` | `A_2` | | | | = | `12` | | `` | `4` | `x_1` | ` + ` | `12` | `x_2` | | | | | | | ` - ` | `` | `S_3` | | | | | | | ` + ` | `` | `A_3` | = | `24` |
|
| and `x_1,x_2,S_1,S_2,S_3,A_1,A_2,A_3 >= 0` |
| `Z` | ` - ` | `2000` | `x_1` | ` - ` | `1500` | `x_2` | | | | | | | | | | ` - ` | `M` | `A_1` | ` - ` | `M` | `A_2` | ` - ` | `M` | `A_3` | = | `0` |
|
| `` | `6` | `x_1` | ` + ` | `2` | `x_2` | ` - ` | `` | `S_1` | | | | | | | ` + ` | `` | `A_1` | | | | | | | = | `8` | | `` | `2` | `x_1` | ` + ` | `4` | `x_2` | | | | ` - ` | `` | `S_2` | | | | | | | ` + ` | `` | `A_2` | | | | = | `12` | | `` | `4` | `x_1` | ` + ` | `12` | `x_2` | | | | | | | ` - ` | `` | `S_3` | | | | | | | ` + ` | `` | `A_3` | = | `24` |
|
Simplex tableau is
Tableau-0
| `"Basis"` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` | |
| `R_1` `Z` | `-2000` | `-1500` | `0` | `0` | `0` | `-M` | `-M` | `-M` | `0` | |
| `R_2` `A_1` | `6` | `2` | `-1` | `0` | `0` | `1` | `0` | `0` | `8` | |
| `R_3` `A_2` | `2` | `4` | `0` | `-1` | `0` | `0` | `1` | `0` | `12` | |
| `R_4` `A_3` | `4` | `12` | `0` | `0` | `-1` | `0` | `0` | `1` | `24` | |
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` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` |
| `R_1`(old) = | `-2000` | `-1500` | `0` | `0` | `0` | `-M` | `-M` | `-M` | `0` |
| `R_2`(old) = | `6` | `2` | `-1` | `0` | `0` | `1` | `0` | `0` | `8` |
| `M xx R_2`(new) = | `6M` | `2M` | `-M` | `0` | `0` | `M` | `0` | `0` | `8M` |
| `R_1`(new)`= R_1`(old) + `M R_2`(old) | `6M-2000` | `2M-1500` | `-M` | `0` | `0` | `0` | `-M` | `-M` | `8M` |
`R_1`(new)`= R_1`(old) + `M R_3`(old)
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` |
| `R_1`(old) = | `6M-2000` | `2M-1500` | `-M` | `0` | `0` | `0` | `-M` | `-M` | `8M` |
| `R_3`(old) = | `2` | `4` | `0` | `-1` | `0` | `0` | `1` | `0` | `12` |
| `M xx R_3`(new) = | `2M` | `4M` | `0` | `-M` | `0` | `0` | `M` | `0` | `12M` |
| `R_1`(new)`= R_1`(old) + `M R_3`(old) | `8M-2000` | `6M-1500` | `-M` | `-M` | `0` | `0` | `0` | `-M` | `20M` |
`R_1`(new)`= R_1`(old) + `M R_4`(old)
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` |
| `R_1`(old) = | `8M-2000` | `6M-1500` | `-M` | `-M` | `0` | `0` | `0` | `-M` | `20M` |
| `R_4`(old) = | `4` | `12` | `0` | `0` | `-1` | `0` | `0` | `1` | `24` |
| `M xx R_4`(new) = | `4M` | `12M` | `0` | `0` | `-M` | `0` | `0` | `M` | `24M` |
| `R_1`(new)`= R_1`(old) + `M R_4`(old) | `12M-2000` | `18M-1500` | `-M` | `-M` | `-M` | `0` | `0` | `0` | `44M` |
Tableau-1
| `"Basis"` | `x_1` | `x_2``darr` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` | `"Ratio"=(RHS)/(x_2)` |
| `R_1` `Z` | `12M-2000` | `18M-1500` | `-M` | `-M` | `-M` | `0` | `0` | `0` | `44M` | |
| `R_2` `A_1` | `6` | `2` | `-1` | `0` | `0` | `1` | `0` | `0` | `8` | `(8)/(2)=4` |
| `R_3` `A_2` | `2` | `4` | `0` | `-1` | `0` | `0` | `1` | `0` | `12` | `(12)/(4)=3` |
| `R_4` `A_3` | `4` | `(12)` | `0` | `0` | `-1` | `0` | `0` | `1` | `24` | `(24)/(12)=2``->` |
Most Positive `Z` is `18M-1500`. So,
the entering variable is `x_2`.
Minimum ratio is `2`. So,
the leaving basis variable is `A_3`.
`:.`
The pivot element is `12`.
Entering `=x_2`, Departing `=A_3`, Key Element `=12`
`R_4`(new)`= R_4`(old) `-: 12`
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` |
| `R_4`(old) = | `4` | `12` | `0` | `0` | `-1` | `0` | `0` | `1` | `24` |
| `R_4`(new)`= R_4`(old) `-: 12` | `0.3333` | `1` | `0` | `0` | `-0.0833` | `0` | `0` | `0.0833` | `2` |
`R_2`(new)`= R_2`(old) - `2 R_4`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` |
| `R_2`(old) = | `6` | `2` | `-1` | `0` | `0` | `1` | `0` | `0` | `8` |
| `R_4`(new) = | `0.3333` | `1` | `0` | `0` | `-0.0833` | `0` | `0` | `0.0833` | `2` |
| `2 xx R_4`(new) = | `0.6667` | `2` | `0` | `0` | `-0.1667` | `0` | `0` | `0.1667` | `4` |
| `R_2`(new)`= R_2`(old) - `2 R_4`(new) | `5.3333` | `0` | `-1` | `0` | `0.1667` | `1` | `0` | `-0.1667` | `4` |
`R_3`(new)`= R_3`(old) - `4 R_4`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` |
| `R_3`(old) = | `2` | `4` | `0` | `-1` | `0` | `0` | `1` | `0` | `12` |
| `R_4`(new) = | `0.3333` | `1` | `0` | `0` | `-0.0833` | `0` | `0` | `0.0833` | `2` |
| `4 xx R_4`(new) = | `1.3333` | `4` | `0` | `0` | `-0.3333` | `0` | `0` | `0.3333` | `8` |
| `R_3`(new)`= R_3`(old) - `4 R_4`(new) | `0.6667` | `0` | `0` | `-1` | `0.3333` | `0` | `1` | `-0.3333` | `4` |
`R_1`(new)`= R_1`(old) - `(18M-1500) R_4`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` |
| `R_1`(old) = | `12M-2000` | `18M-1500` | `-M` | `-M` | `-M` | `0` | `0` | `0` | `44M` |
| `R_4`(new) = | `0.3333` | `1` | `0` | `0` | `-0.0833` | `0` | `0` | `0.0833` | `2` |
| `(18M-1500) xx R_4`(new) = | `6M-500` | `18M-1500` | `0` | `0` | `-1.5M+125` | `0` | `0` | `1.5M-125` | `36M-3000` |
| `R_1`(new)`= R_1`(old) - `(18M-1500) R_4`(new) | `6M-1500` | `0` | `-M` | `-M` | `0.5M-125` | `0` | `0` | `-1.5M+125` | `8M+3000` |
Tableau-2
| `"Basis"` | `x_1``darr` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` | `"Ratio"=(RHS)/(x_1)` |
| `R_1` `Z` | `6M-1500` | `0` | `-M` | `-M` | `0.5M-125` | `0` | `0` | `-1.5M+125` | `8M+3000` | |
| `R_2` `A_1` | `(5.3333)` | `0` | `-1` | `0` | `0.1667` | `1` | `0` | `-0.1667` | `4` | `(4)/(5.3333)=0.75``->` |
| `R_3` `A_2` | `0.6667` | `0` | `0` | `-1` | `0.3333` | `0` | `1` | `-0.3333` | `4` | `(4)/(0.6667)=6` |
| `R_4` `x_2` | `0.3333` | `1` | `0` | `0` | `-0.0833` | `0` | `0` | `0.0833` | `2` | `(2)/(0.3333)=6` |
Most Positive `Z` is `6M-1500`. So,
the entering variable is `x_1`.
Minimum ratio is `0.75`. So,
the leaving basis variable is `A_1`.
`:.`
The pivot element is `5.3333`.
Entering `=x_1`, Departing `=A_1`, Key Element `=5.3333`
`R_2`(new)`= R_2`(old) `-: 5.3333`
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` |
| `R_2`(old) = | `5.3333` | `0` | `-1` | `0` | `0.1667` | `1` | `0` | `-0.1667` | `4` |
| `R_2`(new)`= R_2`(old) `-: 5.3333` | `1` | `0` | `-0.1875` | `0` | `0.0312` | `0.1875` | `0` | `-0.0312` | `0.75` |
`R_3`(new)`= R_3`(old) - `0.6667 R_2`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` |
| `R_3`(old) = | `0.6667` | `0` | `0` | `-1` | `0.3333` | `0` | `1` | `-0.3333` | `4` |
| `R_2`(new) = | `1` | `0` | `-0.1875` | `0` | `0.0312` | `0.1875` | `0` | `-0.0312` | `0.75` |
| `0.6667 xx R_2`(new) = | `0.6667` | `0` | `-0.125` | `0` | `0.0208` | `0.125` | `0` | `-0.0208` | `0.5` |
| `R_3`(new)`= R_3`(old) - `0.6667 R_2`(new) | `0` | `0` | `0.125` | `-1` | `0.3125` | `-0.125` | `1` | `-0.3125` | `3.5` |
`R_4`(new)`= R_4`(old) - `0.3333 R_2`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` |
| `R_4`(old) = | `0.3333` | `1` | `0` | `0` | `-0.0833` | `0` | `0` | `0.0833` | `2` |
| `R_2`(new) = | `1` | `0` | `-0.1875` | `0` | `0.0312` | `0.1875` | `0` | `-0.0312` | `0.75` |
| `0.3333 xx R_2`(new) = | `0.3333` | `0` | `-0.0625` | `0` | `0.0104` | `0.0625` | `0` | `-0.0104` | `0.25` |
| `R_4`(new)`= R_4`(old) - `0.3333 R_2`(new) | `0` | `1` | `0.0625` | `0` | `-0.0938` | `-0.0625` | `0` | `0.0938` | `1.75` |
`R_1`(new)`= R_1`(old) - `(6M-1500) R_2`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` |
| `R_1`(old) = | `6M-1500` | `0` | `-M` | `-M` | `0.5M-125` | `0` | `0` | `-1.5M+125` | `8M+3000` |
| `R_2`(new) = | `1` | `0` | `-0.1875` | `0` | `0.0312` | `0.1875` | `0` | `-0.0312` | `0.75` |
| `(6M-1500) xx R_2`(new) = | `6M-1500` | `0` | `-1.125M+281.25` | `0` | `0.1875M-46.875` | `1.125M-281.25` | `0` | `-0.1875M+46.875` | `4.5M-1125` |
| `R_1`(new)`= R_1`(old) - `(6M-1500) R_2`(new) | `0` | `0` | `0.125M-281.25` | `-M` | `0.3125M-78.125` | `-1.125M+281.25` | `0` | `-1.3125M+78.125` | `3.5M+4125` |
Tableau-3
| `"Basis"` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3``darr` | `A_1` | `A_2` | `A_3` | `RHS` | `"Ratio"=(RHS)/(S_3)` |
| `R_1` `Z` | `0` | `0` | `0.125M-281.25` | `-M` | `0.3125M-78.125` | `-1.125M+281.25` | `0` | `-1.3125M+78.125` | `3.5M+4125` | |
| `R_2` `x_1` | `1` | `0` | `-0.1875` | `0` | `0.0312` | `0.1875` | `0` | `-0.0312` | `0.75` | `(0.75)/(0.0312)=24` |
| `R_3` `A_2` | `0` | `0` | `0.125` | `-1` | `(0.3125)` | `-0.125` | `1` | `-0.3125` | `3.5` | `(3.5)/(0.3125)=11.2``->` |
| `R_4` `x_2` | `0` | `1` | `0.0625` | `0` | `-0.0938` | `-0.0625` | `0` | `0.0938` | `1.75` | `(1.75)/(-0.0938)` (ignore, denominator is -ve) |
Most Positive `Z` is `0.3125M-78.125`. So,
the entering variable is `S_3`.
Minimum ratio is `11.2`. So,
the leaving basis variable is `A_2`.
`:.`
The pivot element is `0.3125`.
Entering `=S_3`, Departing `=A_2`, Key Element `=0.3125`
`R_3`(new)`= R_3`(old) `-: 0.3125`
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` |
| `R_3`(old) = | `0` | `0` | `0.125` | `-1` | `0.3125` | `-0.125` | `1` | `-0.3125` | `3.5` |
| `R_3`(new)`= R_3`(old) `-: 0.3125` | `0` | `0` | `0.4` | `-3.2` | `1` | `-0.4` | `3.2` | `-1` | `11.2` |
`R_2`(new)`= R_2`(old) - `0.0312 R_3`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` |
| `R_2`(old) = | `1` | `0` | `-0.1875` | `0` | `0.0312` | `0.1875` | `0` | `-0.0312` | `0.75` |
| `R_3`(new) = | `0` | `0` | `0.4` | `-3.2` | `1` | `-0.4` | `3.2` | `-1` | `11.2` |
| `0.0312 xx R_3`(new) = | `0` | `0` | `0.0125` | `-0.1` | `0.0312` | `-0.0125` | `0.1` | `-0.0312` | `0.35` |
| `R_2`(new)`= R_2`(old) - `0.0312 R_3`(new) | `1` | `0` | `-0.2` | `0.1` | `0` | `0.2` | `-0.1` | `0` | `0.4` |
`R_4`(new)`= R_4`(old) + `0.0938 R_3`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` |
| `R_4`(old) = | `0` | `1` | `0.0625` | `0` | `-0.0938` | `-0.0625` | `0` | `0.0938` | `1.75` |
| `R_3`(new) = | `0` | `0` | `0.4` | `-3.2` | `1` | `-0.4` | `3.2` | `-1` | `11.2` |
| `0.0938 xx R_3`(new) = | `0` | `0` | `0.0375` | `-0.3` | `0.0938` | `-0.0375` | `0.3` | `-0.0938` | `1.05` |
| `R_4`(new)`= R_4`(old) + `0.0938 R_3`(new) | `0` | `1` | `0.1` | `-0.3` | `0` | `-0.1` | `0.3` | `0` | `2.8` |
`R_1`(new)`= R_1`(old) - `(0.3125M-78.125) R_3`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` |
| `R_1`(old) = | `0` | `0` | `0.125M-281.25` | `-M` | `0.3125M-78.125` | `-1.125M+281.25` | `0` | `-1.3125M+78.125` | `3.5M+4125` |
| `R_3`(new) = | `0` | `0` | `0.4` | `-3.2` | `1` | `-0.4` | `3.2` | `-1` | `11.2` |
| `(0.3125M-78.125) xx R_3`(new) = | `0` | `0` | `0.125M-31.25` | `-M+250` | `0.3125M-78.125` | `-0.125M+31.25` | `M-250` | `-0.3125M+78.125` | `3.5M-875` |
| `R_1`(new)`= R_1`(old) - `(0.3125M-78.125) R_3`(new) | `0` | `0` | `-250` | `-250` | `0` | `-M+250` | `-M+250` | `-M` | `5000` |
Tableau-4
| `"Basis"` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | `RHS` | |
| `R_1` `Z` | `0` | `0` | `-250` | `-250` | `0` | `-M+250` | `-M+250` | `-M` | `5000` | |
| `R_2` `x_1` | `1` | `0` | `-0.2` | `0.1` | `0` | `0.2` | `-0.1` | `0` | `0.4` | |
| `R_3` `S_3` | `0` | `0` | `0.4` | `-3.2` | `1` | `-0.4` | `3.2` | `-1` | `11.2` | |
| `R_4` `x_2` | `0` | `1` | `0.1` | `-0.3` | `0` | `-0.1` | `0.3` | `0` | `2.8` | |
Since all `Z_j <= 0`
Hence, optimal solution is arrived with value of variables as :
`x_1=0.4,x_2=2.8`
Min `Z=5000`
This material is intended as a summary. Use your textbook for detail explanation.
Any bug, improvement, feedback then