3. Example-3
Find solution using Two-Phase method MAX Z = 5x1 + 8x2 subject to 3x1 + 2x2 >= 3 x1 + 4x2 >= 4 x1 + x2 <= 5 and x1,x2 >= 0
Solution: Problem is
Max `Z` | `=` | `` | `5` | `x_1` | ` + ` | `8` | `x_2` |
| subject to | `` | `3` | `x_1` | ` + ` | `2` | `x_2` | ≥ | `3` | `` | `` | `x_1` | ` + ` | `4` | `x_2` | ≥ | `4` | `` | `` | `x_1` | ` + ` | `` | `x_2` | ≤ | `5` |
| and `x_1,x_2 >= 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 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 add slack variable `S_3`
After introducing slack,surplus,artificial variables
Max `Z` | `=` | | | | | | | | | | | | | | | | ` - ` | `` | `A_1` | ` - ` | `` | `A_2` |
| subject to | `` | `3` | `x_1` | ` + ` | `2` | `x_2` | ` - ` | `` | `S_1` | | | | | | | ` + ` | `` | `A_1` | | | | = | `3` | `` | `` | `x_1` | ` + ` | `4` | `x_2` | | | | ` - ` | `` | `S_2` | | | | | | | ` + ` | `` | `A_2` | = | `4` | `` | `` | `x_1` | ` + ` | `` | `x_2` | | | | | | | ` + ` | `` | `S_3` | | | | | | | = | `5` |
| and `x_1,x_2,S_1,S_2,S_3,A_1,A_2 >= 0` |
Iteration-1 | | `C_j` | `0` | `0` | `0` | `0` | `0` | `-1` | `-1` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | `A_2` | MinRatio `(X_B)/(x_2)` | `A_1` | `-1` | `3` | `3` | `2` | `-1` | `0` | `0` | `1` | `0` | `(3)/(2)=1.5` | `A_2` | `-1` | `4` | `1` | `(4)` | `0` | `-1` | `0` | `0` | `1` | `(4)/(4)=1``->` | `S_3` | `0` | `5` | `1` | `1` | `0` | `0` | `1` | `0` | `0` | `(5)/(1)=5` | `Z=-7` | | `Z_j` | `-4` | `-6` | `1` | `1` | `0` | `-1` | `-1` | | | | `Z_j-C_j` | `-4` | `-6``uarr` | `1` | `1` | `0` | `0` | `0` | |
Negative minimum `Z_j-C_j` is `-6` and its column index is `2`. So, the entering variable is `x_2`.
Minimum ratio is `1` and its row index is `2`. So, the leaving basis variable is `A_2`.
`:.` The pivot element is `4`.
Entering `=x_2`, Departing `=A_2`, Key Element `=4`
`R_2`(new)`= R_2`(old) `-: 4``R_2`(old) = | `4` | `1` | `4` | `0` | `-1` | `0` | `0` | `R_2`(new)`= R_2`(old) `-: 4` | `1` | `1/4` | `1` | `0` | `-1/4` | `0` | `0` |
`R_1`(new)`= R_1`(old) - `2 R_2`(new)`R_1`(old) = | `3` | `3` | `2` | `-1` | `0` | `0` | `1` | `R_2`(new) = | `1` | `1/4` | `1` | `0` | `-1/4` | `0` | `0` | `2 xx R_2`(new) = | `2` | `1/2` | `2` | `0` | `-1/2` | `0` | `0` | `R_1`(new)`= R_1`(old) - `2 R_2`(new) | `1` | `5/2` | `0` | `-1` | `1/2` | `0` | `1` |
`R_3`(new)`= R_3`(old) - `R_2`(new)`R_3`(old) = | `5` | `1` | `1` | `0` | `0` | `1` | `0` | `R_2`(new) = | `1` | `1/4` | `1` | `0` | `-1/4` | `0` | `0` | `R_3`(new)`= R_3`(old) - `R_2`(new) | `4` | `3/4` | `0` | `0` | `1/4` | `1` | `0` |
Iteration-2 | | `C_j` | `0` | `0` | `0` | `0` | `0` | `-1` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | `A_1` | MinRatio `(X_B)/(x_1)` | `A_1` | `-1` | `1` | `(5/2)` | `0` | `-1` | `1/2` | `0` | `1` | `(1)/(5/2)=2/5=0.4``->` | `x_2` | `0` | `1` | `1/4` | `1` | `0` | `-1/4` | `0` | `0` | `(1)/(1/4)=4` | `S_3` | `0` | `4` | `3/4` | `0` | `0` | `1/4` | `1` | `0` | `(4)/(3/4)=16/3=5.3333` | `Z=-1` | | `Z_j` | `-5/2` | `0` | `1` | `-1/2` | `0` | `-1` | | | | `Z_j-C_j` | `-5/2``uarr` | `0` | `1` | `-1/2` | `0` | `0` | |
Negative minimum `Z_j-C_j` is `-5/2` and its column index is `1`. So, the entering variable is `x_1`.
Minimum ratio is `0.4` and its row index is `1`. So, the leaving basis variable is `A_1`.
`:.` The pivot element is `5/2`.
Entering `=x_1`, Departing `=A_1`, Key Element `=5/2`
`R_1`(new)`= R_1`(old) `xx2/5``R_1`(old) = | `1` | `5/2` | `0` | `-1` | `1/2` | `0` | `R_1`(new)`= R_1`(old) `xx2/5` | `2/5` | `1` | `0` | `-2/5` | `1/5` | `0` |
`R_2`(new)`= R_2`(old) - `1/4 R_1`(new)`R_2`(old) = | `1` | `1/4` | `1` | `0` | `-1/4` | `0` | `R_1`(new) = | `2/5` | `1` | `0` | `-2/5` | `1/5` | `0` | `1/4 xx R_1`(new) = | `1/10` | `1/4` | `0` | `-1/10` | `1/20` | `0` | `R_2`(new)`= R_2`(old) - `1/4 R_1`(new) | `9/10` | `0` | `1` | `1/10` | `-3/10` | `0` |
`R_3`(new)`= R_3`(old) - `3/4 R_1`(new)`R_3`(old) = | `4` | `3/4` | `0` | `0` | `1/4` | `1` | `R_1`(new) = | `2/5` | `1` | `0` | `-2/5` | `1/5` | `0` | `3/4 xx R_1`(new) = | `3/10` | `3/4` | `0` | `-3/10` | `3/20` | `0` | `R_3`(new)`= R_3`(old) - `3/4 R_1`(new) | `37/10` | `0` | `0` | `3/10` | `1/10` | `1` |
Iteration-3 | | `C_j` | `0` | `0` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | MinRatio | `x_1` | `0` | `2/5` | `1` | `0` | `-2/5` | `1/5` | `0` | | `x_2` | `0` | `9/10` | `0` | `1` | `1/10` | `-3/10` | `0` | | `S_3` | `0` | `37/10` | `0` | `0` | `3/10` | `1/10` | `1` | | `Z=0` | | `Z_j` | `0` | `0` | `0` | `0` | `0` | | | | `Z_j-C_j` | `0` | `0` | `0` | `0` | `0` | |
Since all `Z_j-C_j >= 0`
Hence, optimal solution is arrived with value of variables as : `x_1=2/5,x_2=9/10`
Max `Z=0`
-->Phase-2<-- we eliminate the artificial variables and change the objective function for the original, Max `Z=5x_1 + 8x_2 + 0S_1 + 0S_2 + 0S_3`
Iteration-1 | | `C_j` | `5` | `8` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | MinRatio `(X_B)/(S_2)` | `x_1` | `5` | `2/5` | `1` | `0` | `-2/5` | `(1/5)` | `0` | `(2/5)/(1/5)=2``->` | `x_2` | `8` | `9/10` | `0` | `1` | `1/10` | `-3/10` | `0` | --- | `S_3` | `0` | `37/10` | `0` | `0` | `3/10` | `1/10` | `1` | `(37/10)/(1/10)=37` | `Z=46/5` | | `Z_j` | `5` | `8` | `-6/5` | `-7/5` | `0` | | | | `Z_j-C_j` | `0` | `0` | `-6/5` | `-7/5``uarr` | `0` | |
Negative minimum `Z_j-C_j` is `-7/5` and its column index is `4`. So, the entering variable is `S_2`.
Minimum ratio is `2` and its row index is `1`. So, the leaving basis variable is `x_1`.
`:.` The pivot element is `1/5`.
Entering `=S_2`, Departing `=x_1`, Key Element `=1/5`
`R_1`(new)`= R_1`(old) `xx5``R_1`(old) = | `2/5` | `1` | `0` | `-2/5` | `1/5` | `0` | `R_1`(new)`= R_1`(old) `xx5` | `2` | `5` | `0` | `-2` | `1` | `0` |
`R_2`(new)`= R_2`(old) + `3/10 R_1`(new)`R_2`(old) = | `9/10` | `0` | `1` | `1/10` | `-3/10` | `0` | `R_1`(new) = | `2` | `5` | `0` | `-2` | `1` | `0` | `3/10 xx R_1`(new) = | `3/5` | `3/2` | `0` | `-3/5` | `3/10` | `0` | `R_2`(new)`= R_2`(old) + `3/10 R_1`(new) | `3/2` | `3/2` | `1` | `-1/2` | `0` | `0` |
`R_3`(new)`= R_3`(old) - `1/10 R_1`(new)`R_3`(old) = | `37/10` | `0` | `0` | `3/10` | `1/10` | `1` | `R_1`(new) = | `2` | `5` | `0` | `-2` | `1` | `0` | `1/10 xx R_1`(new) = | `1/5` | `1/2` | `0` | `-1/5` | `1/10` | `0` | `R_3`(new)`= R_3`(old) - `1/10 R_1`(new) | `7/2` | `-1/2` | `0` | `1/2` | `0` | `1` |
Iteration-2 | | `C_j` | `5` | `8` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | MinRatio `(X_B)/(S_1)` | `S_2` | `0` | `2` | `5` | `0` | `-2` | `1` | `0` | --- | `x_2` | `8` | `3/2` | `3/2` | `1` | `-1/2` | `0` | `0` | --- | `S_3` | `0` | `7/2` | `-1/2` | `0` | `(1/2)` | `0` | `1` | `(7/2)/(1/2)=7``->` | `Z=12` | | `Z_j` | `12` | `8` | `-4` | `0` | `0` | | | | `Z_j-C_j` | `7` | `0` | `-4``uarr` | `0` | `0` | |
Negative minimum `Z_j-C_j` is `-4` and its column index is `3`. So, the entering variable is `S_1`.
Minimum ratio is `7` and its row index is `3`. So, the leaving basis variable is `S_3`.
`:.` The pivot element is `1/2`.
Entering `=S_1`, Departing `=S_3`, Key Element `=1/2`
`R_3`(new)`= R_3`(old) `xx2``R_3`(old) = | `7/2` | `-1/2` | `0` | `1/2` | `0` | `1` | `R_3`(new)`= R_3`(old) `xx2` | `7` | `-1` | `0` | `1` | `0` | `2` |
`R_1`(new)`= R_1`(old) + `2 R_3`(new)`R_1`(old) = | `2` | `5` | `0` | `-2` | `1` | `0` | `R_3`(new) = | `7` | `-1` | `0` | `1` | `0` | `2` | `2 xx R_3`(new) = | `14` | `-2` | `0` | `2` | `0` | `4` | `R_1`(new)`= R_1`(old) + `2 R_3`(new) | `16` | `3` | `0` | `0` | `1` | `4` |
`R_2`(new)`= R_2`(old) + `1/2 R_3`(new)`R_2`(old) = | `3/2` | `3/2` | `1` | `-1/2` | `0` | `0` | `R_3`(new) = | `7` | `-1` | `0` | `1` | `0` | `2` | `1/2 xx R_3`(new) = | `7/2` | `-1/2` | `0` | `1/2` | `0` | `1` | `R_2`(new)`= R_2`(old) + `1/2 R_3`(new) | `5` | `1` | `1` | `0` | `0` | `1` |
Iteration-3 | | `C_j` | `5` | `8` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3` | MinRatio | `S_2` | `0` | `16` | `3` | `0` | `0` | `1` | `4` | | `x_2` | `8` | `5` | `1` | `1` | `0` | `0` | `1` | | `S_1` | `0` | `7` | `-1` | `0` | `1` | `0` | `2` | | `Z=40` | | `Z_j` | `8` | `8` | `0` | `0` | `8` | | | | `Z_j-C_j` | `3` | `0` | `0` | `0` | `8` | |
Since all `Z_j-C_j >= 0`
Hence, optimal solution is arrived with value of variables as : `x_1=0,x_2=5`
Max `Z=40`
This material is intended as a summary. Use your textbook for detail explanation. Any bug, improvement, feedback then
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