9. Minimization example-3
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` |
Iteration-1 | | `C_j` | `2000` | `1500` | `0` | `0` | `0` | `M` | `M` | `M` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | `A_3` | MinRatio `(X_B)/(x_2)` | `A_1` | `M` | `8` | `6` | `2` | `-1` | `0` | `0` | `1` | `0` | `0` | `(8)/(2)=4` | `A_2` | `M` | `12` | `2` | `4` | `0` | `-1` | `0` | `0` | `1` | `0` | `(12)/(4)=3` | `A_3` | `M` | `24` | `4` | `(12)` | `0` | `0` | `-1` | `0` | `0` | `1` | `(24)/(12)=2``->` | `Z=44M` | | `Z_j` | `12M` | `18M` | `-M` | `-M` | `-M` | `M` | `M` | `M` | | | | `Z_j-C_j` | `12M-2000` | `18M-1500``uarr` | `-M` | `-M` | `-M` | `0` | `0` | `0` | |
Positive maximum `Z_j-C_j` is `18M-1500` and its column index is `2`. So, the entering variable is `x_2`.
Minimum ratio is `2` and its row index is `3`. So, the leaving basis variable is `A_3`.
`:.` The pivot element is `12`.
Entering `=x_2`, Departing `=A_3`, Key Element `=12`
`R_3`(new)`= R_3`(old) `-: 12``R_3`(old) = | `24` | `4` | `12` | `0` | `0` | `-1` | `0` | `0` | `R_3`(new)`= R_3`(old) `-: 12` | `2` | `1/3` | `1` | `0` | `0` | `-1/12` | `0` | `0` |
`R_1`(new)`= R_1`(old) - `2 R_3`(new)`R_1`(old) = | `8` | `6` | `2` | `-1` | `0` | `0` | `1` | `0` | `R_3`(new) = | `2` | `1/3` | `1` | `0` | `0` | `-1/12` | `0` | `0` | `2 xx R_3`(new) = | `4` | `2/3` | `2` | `0` | `0` | `-1/6` | `0` | `0` | `R_1`(new)`= R_1`(old) - `2 R_3`(new) | `4` | `16/3` | `0` | `-1` | `0` | `1/6` | `1` | `0` |
`R_2`(new)`= R_2`(old) - `4 R_3`(new)`R_2`(old) = | `12` | `2` | `4` | `0` | `-1` | `0` | `0` | `1` | `R_3`(new) = | `2` | `1/3` | `1` | `0` | `0` | `-1/12` | `0` | `0` | `4 xx R_3`(new) = | `8` | `4/3` | `4` | `0` | `0` | `-1/3` | `0` | `0` | `R_2`(new)`= R_2`(old) - `4 R_3`(new) | `4` | `2/3` | `0` | `0` | `-1` | `1/3` | `0` | `1` |
Iteration-2 | | `C_j` | `2000` | `1500` | `0` | `0` | `0` | `M` | `M` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | MinRatio `(X_B)/(x_1)` | `A_1` | `M` | `4` | `(16/3)` | `0` | `-1` | `0` | `1/6` | `1` | `0` | `(4)/(16/3)=3/4=0.75``->` | `A_2` | `M` | `4` | `2/3` | `0` | `0` | `-1` | `1/3` | `0` | `1` | `(4)/(2/3)=6` | `x_2` | `1500` | `2` | `1/3` | `1` | `0` | `0` | `-1/12` | `0` | `0` | `(2)/(1/3)=6` | `Z=8M+3000` | | `Z_j` | `6M+500` | `1500` | `-M` | `-M` | `(M)/(2)-125` | `M` | `M` | | | | `Z_j-C_j` | `6M-1500``uarr` | `0` | `-M` | `-M` | `(M)/(2)-125` | `0` | `0` | |
Positive maximum `Z_j-C_j` is `6M-1500` and its column index is `1`. So, the entering variable is `x_1`.
Minimum ratio is `0.75` and its row index is `1`. So, the leaving basis variable is `A_1`.
`:.` The pivot element is `16/3`.
Entering `=x_1`, Departing `=A_1`, Key Element `=16/3`
`R_1`(new)`= R_1`(old) `xx3/16``R_1`(old) = | `4` | `16/3` | `0` | `-1` | `0` | `1/6` | `0` | `R_1`(new)`= R_1`(old) `xx3/16` | `3/4` | `1` | `0` | `-3/16` | `0` | `1/32` | `0` |
`R_2`(new)`= R_2`(old) - `2/3 R_1`(new)`R_2`(old) = | `4` | `2/3` | `0` | `0` | `-1` | `1/3` | `1` | `R_1`(new) = | `3/4` | `1` | `0` | `-3/16` | `0` | `1/32` | `0` | `2/3 xx R_1`(new) = | `1/2` | `2/3` | `0` | `-1/8` | `0` | `1/48` | `0` | `R_2`(new)`= R_2`(old) - `2/3 R_1`(new) | `7/2` | `0` | `0` | `1/8` | `-1` | `5/16` | `1` |
`R_3`(new)`= R_3`(old) - `1/3 R_1`(new)`R_3`(old) = | `2` | `1/3` | `1` | `0` | `0` | `-1/12` | `0` | `R_1`(new) = | `3/4` | `1` | `0` | `-3/16` | `0` | `1/32` | `0` | `1/3 xx R_1`(new) = | `1/4` | `1/3` | `0` | `-1/16` | `0` | `1/96` | `0` | `R_3`(new)`= R_3`(old) - `1/3 R_1`(new) | `7/4` | `0` | `1` | `1/16` | `0` | `-3/32` | `0` |
Iteration-3 | | `C_j` | `2000` | `1500` | `0` | `0` | `0` | `M` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_2` | MinRatio `(X_B)/(S_3)` | `x_1` | `2000` | `3/4` | `1` | `0` | `-3/16` | `0` | `1/32` | `0` | `(3/4)/(1/32)=24` | `A_2` | `M` | `7/2` | `0` | `0` | `1/8` | `-1` | `(5/16)` | `1` | `(7/2)/(5/16)=56/5=11.2``->` | `x_2` | `1500` | `7/4` | `0` | `1` | `1/16` | `0` | `-3/32` | `0` | --- | `Z=(7M)/(2)+4125` | | `Z_j` | `2000` | `1500` | `(M)/(8)-1125/4` | `-M` | `(5M)/(16)-625/8` | `M` | | | | `Z_j-C_j` | `0` | `0` | `(M)/(8)-1125/4` | `-M` | `(5M)/(16)-625/8``uarr` | `0` | |
Positive maximum `Z_j-C_j` is `(5M)/(16)-625/8` and its column index is `5`. So, the entering variable is `S_3`.
Minimum ratio is `11.2` and its row index is `2`. So, the leaving basis variable is `A_2`.
`:.` The pivot element is `5/16`.
Entering `=S_3`, Departing `=A_2`, Key Element `=5/16`
`R_2`(new)`= R_2`(old) `xx16/5``R_2`(old) = | `7/2` | `0` | `0` | `1/8` | `-1` | `5/16` | `R_2`(new)`= R_2`(old) `xx16/5` | `56/5` | `0` | `0` | `2/5` | `-16/5` | `1` |
`R_1`(new)`= R_1`(old) - `1/32 R_2`(new)`R_1`(old) = | `3/4` | `1` | `0` | `-3/16` | `0` | `1/32` | `R_2`(new) = | `56/5` | `0` | `0` | `2/5` | `-16/5` | `1` | `1/32 xx R_2`(new) = | `7/20` | `0` | `0` | `1/80` | `-1/10` | `1/32` | `R_1`(new)`= R_1`(old) - `1/32 R_2`(new) | `2/5` | `1` | `0` | `-1/5` | `1/10` | `0` |
`R_3`(new)`= R_3`(old) + `3/32 R_2`(new)`R_3`(old) = | `7/4` | `0` | `1` | `1/16` | `0` | `-3/32` | `R_2`(new) = | `56/5` | `0` | `0` | `2/5` | `-16/5` | `1` | `3/32 xx R_2`(new) = | `21/20` | `0` | `0` | `3/80` | `-3/10` | `3/32` | `R_3`(new)`= R_3`(old) + `3/32 R_2`(new) | `14/5` | `0` | `1` | `1/10` | `-3/10` | `0` |
Iteration-4 | | `C_j` | `2000` | `1500` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | MinRatio | `x_1` | `2000` | `2/5` | `1` | `0` | `-1/5` | `1/10` | `0` | | `S_3` | `0` | `56/5` | `0` | `0` | `2/5` | `-16/5` | `1` | | `x_2` | `1500` | `14/5` | `0` | `1` | `1/10` | `-3/10` | `0` | | `Z=5000` | | `Z_j` | `2000` | `1500` | `-250` | `-250` | `0` | | | | `Z_j-C_j` | `0` | `0` | `-250` | `-250` | `0` | |
Since all `Z_j-C_j <= 0`
Hence, optimal solution is arrived with value of variables as : `x_1=2/5,x_2=14/5`
Min `Z=5000`
This material is intended as a summary. Use your textbook for detail explanation. Any bug, improvement, feedback then
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