2. Example-2
Find solution using Two-Phase method MIN Z = 5x1 + 2x2 + 10x3 subject to x1 - x3 <= 10 x2 + x3 >= 10 and x1,x2,x3 >= 0
Solution: Problem is
Min `Z` | `=` | `` | `5` | `x_1` | ` + ` | `2` | `x_2` | ` + ` | `10` | `x_3` |
| subject to | `` | `` | `x_1` | | | | ` - ` | `` | `x_3` | ≤ | `10` | | | | `` | `` | `x_2` | ` + ` | `` | `x_3` | ≥ | `10` |
| and `x_1,x_2,x_3 >= 0; ` |
-->Phase-1<-- 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 subtract surplus variable `S_2` and add artificial variable `A_1`
After introducing slack,surplus,artificial variables
| subject to | `` | `` | `x_1` | | | | ` - ` | `` | `x_3` | ` + ` | `` | `S_1` | | | | | | | = | `10` | | | | `` | `` | `x_2` | ` + ` | `` | `x_3` | | | | ` - ` | `` | `S_2` | ` + ` | `` | `A_1` | = | `10` |
| and `x_1,x_2,x_3,S_1,S_2,A_1 >= 0` |
Iteration-1 | | `C_j` | `0` | `0` | `0` | `0` | `0` | `1` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` Entering variable | `x_3` | `S_1` | `S_2` | `A_1` | MinRatio `(X_B)/(x_2)` | `S_1` | `0` | `10` | `1` | `0` | `-1` | `1` | `0` | `0` | --- | `A_1` Leaving variable | `1` | `10` | `0` | `(1)` (pivot element) | `1` | `0` | `-1` | `1` | `(10)/(1)=10``->` | `Z=0` `0=` `Z_j=sum C_B X_B` | | `Z_j` `Z_j=sum C_B x_j` | `0` `0=0xx1+1xx0` `Z_j=sum C_B x_1` | `1` `1=0xx0+1xx1` `Z_j=sum C_B x_2` | `1` `1=0xx(-1)+1xx1` `Z_j=sum C_B x_3` | `0` `0=0xx1+1xx0` `Z_j=sum C_B S_1` | `-1` `-1=0xx0+1xx(-1)` `Z_j=sum C_B S_2` | `1` `1=0xx0+1xx1` `Z_j=sum C_B A_1` | | | | `C_j-Z_j` | `0` `0=0-0` | `-1` `-1=0-1``uarr` | `-1` `-1=0-1` | `0` `0=0-0` | `1` `1=0-(-1)` | `0` `0=1-1` | |
Negative minimum `C_j-Z_j` is `-1` and its column index is `2`. So, the entering variable is `x_2`.
Minimum ratio is `10` and its row index is `2`. So, the leaving basis variable is `A_1`.
`:.` The pivot element is `1`.
Entering `=x_2`, Departing `=A_1`, Key Element `=1`
`R_2`(new)`= R_2`(old)
`R_1`(new)`= R_1`(old)
Iteration-2 | | `C_j` | `0` | `0` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `x_3` | `S_1` | `S_2` | MinRatio | `S_1` | `0` | `10` `10=10` `R_1`(new)`= R_1`(old) | `1` `1=1` `R_1`(new)`= R_1`(old) | `0` `0=0` `R_1`(new)`= R_1`(old) | `-1` `-1=-1` `R_1`(new)`= R_1`(old) | `1` `1=1` `R_1`(new)`= R_1`(old) | `0` `0=0` `R_1`(new)`= R_1`(old) | | `x_2` | `0` | `10` `10=10` `R_2`(new)`= R_2`(old) | `0` `0=0` `R_2`(new)`= R_2`(old) | `1` `1=1` `R_2`(new)`= R_2`(old) | `1` `1=1` `R_2`(new)`= R_2`(old) | `0` `0=0` `R_2`(new)`= R_2`(old) | `-1` `-1=-1` `R_2`(new)`= R_2`(old) | | `Z=0` `0=0xx10` `Z_j=sum C_B X_B` | | `Z_j` `Z_j=sum C_B x_j` | `0` `0=0xx1+0xx0` `Z_j=sum C_B x_1` | `0` `0=0xx0+0xx1` `Z_j=sum C_B x_2` | `0` `0=0xx(-1)+0xx1` `Z_j=sum C_B x_3` | `0` `0=0xx1+0xx0` `Z_j=sum C_B S_1` | `0` `0=0xx0+0xx(-1)` `Z_j=sum C_B S_2` | | | | `C_j-Z_j` | `0` `0=0-0` | `0` `0=0-0` | `0` `0=0-0` | `0` `0=0-0` | `0` `0=0-0` | |
Since all `C_j-Z_j >= 0`
Hence, optimal solution is arrived with value of variables as : `x_1=0,x_2=10,x_3=0`
Min `Z = 0`
-->Phase-2<-- we eliminate the artificial variables and change the objective function for the original,
Iteration-1 | | `C_j` | `5` | `2` | `10` | `0` | `0` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `x_3` | `S_1` | `S_2` | MinRatio | `S_1` | `0` | `10` | `1` | `0` | `-1` | `1` | `0` | | `x_2` | `2` | `10` | `0` | `1` | `1` | `0` | `-1` | | `Z=20` `20=2xx10` `Z_j=sum C_B X_B` | | `Z_j` `Z_j=sum C_B x_j` | `0` `0=0xx1+2xx0` `Z_j=sum C_B x_1` | `2` `2=0xx0+2xx1` `Z_j=sum C_B x_2` | `2` `2=0xx(-1)+2xx1` `Z_j=sum C_B x_3` | `0` `0=0xx1+2xx0` `Z_j=sum C_B S_1` | `-2` `-2=0xx0+2xx(-1)` `Z_j=sum C_B S_2` | | | | `C_j-Z_j` | `5` `5=5-0` | `0` `0=2-2` | `8` `8=10-2` | `0` `0=0-0` | `2` `2=0-(-2)` | |
Since all `C_j-Z_j >= 0`
Hence, optimal solution is arrived with value of variables as : `x_1=0,x_2=10,x_3=0`
Min `Z = 20`
This material is intended as a summary. Use your textbook for detail explanation. Any bug, improvement, feedback then
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