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2A5 Linear Programming - Simplex Method - Maximization Case 3RD FILE Try This SC

The document describes solving a linear programming problem with 2 variables (x1 and x2) to maximize an objective function (P=30x1+70x2) subject to 2 constraints, using the simplex method. It provides the initial simplex table and shows the first iteration, including calculating a new basic feasible solution and updating the table. The goal is to iteratively improve the objective function value until an optimal solution is reached.

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Renz Argarin
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81 views21 pages

2A5 Linear Programming - Simplex Method - Maximization Case 3RD FILE Try This SC

The document describes solving a linear programming problem with 2 variables (x1 and x2) to maximize an objective function (P=30x1+70x2) subject to 2 constraints, using the simplex method. It provides the initial simplex table and shows the first iteration, including calculating a new basic feasible solution and updating the table. The goal is to iteratively improve the objective function value until an optimal solution is reached.

Uploaded by

Renz Argarin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd

LINEAR PROGRAMMING - SIMPLEX METHOD - MAXIMIZATION CASE: 2 VARIABLES

TRY THIS!
Case:

Solve:
Max.: P= 30x1 + 70x2
S.t.: x1 + 2x2 ≤ 20
x1 +5x2 ≤ 35
x1 and x2 ≥ 0

Solve:
Max.: P= 30x1 + 70x2 + 0S1 + 0S2
S.t.: x1 + 2x2 +S1 = 20
x1 +5x2 + S2 = 35
x1, x2, S1, S2 = 0

Table 0 (Initial simplex Table)

Cj 30 70 0 0
Cbi BV X1 X2 S1 S2 SOLUTION RATIO
0 S1 1 2 1 0 20
0 S2 1 5 0 1 35
Zj 0 0 0 0 0
Cj-Zj 30 70 0 0

Formula to find the values for Zj: should be zero or negative number

Zj = ∑ row1(CBi) (aij) + row2(CBi) (aij)

(1) Zj = 0 1 + 0 1 =
(2) Zj = 0 2 + 0 5 =
(3) Zj = 0 1 + 0 0 =
(4) Zj = 0 0 + 0 1 =
(5) Zj = 0 20 + 0 35 =
TABLE 0 (Initial Simplex Table)

Cj 12 16
CBi BV x1 x2
0 SI 1 2
0 S2 1 5
Zj 0 0
Cj - Zj 12 16

OV KCV KRV KE
1 2 1 5
2 2 5 5
1 2 0 5
0 2 1 5
20 2 35 5
Cj 30 70 0 0
Cbi BV X1 X2 S1 S2
0 S1 1 2 1 0
0 S2 1 5 0 1
Zj 0 0 0 0
Cj-Zj 30 70 0 0

TABLE 1 (Iteration 1)

Cbi Cj 30 70 0 0
0 BV X1 X2 S1 S2
0 70 x2 1/5 1 0 1/5
0 0 S2 3/5 4 1/5 3/5 1
0 Zj 14 70 - 14
0 Cj-Zj 16 0 0 0

To find the NEW values for x2, divide by the key element all other values
(1) 1 / 5 = 1/5
(2) 5 / 5 = 1
(3) 0 / 5 = 0
(4) 1 / 5 = 1/5
(5) 35 / 5 = 7

To find the NEW values for S2, the formula is:

Corr. key column value * Corr. key row value


New Value = Old Value - -----------------------------------------------------------------------
Key element
Corr. key column value * Corr. key row value
New Value = Old Value - -----------------------------------------------------------------------
Key element

(1) 1 - (2x 1) / 5 = 1- 2/5 =


(2) 5 - (2 x 2) / 5 = 5- 4/5 =
(3) 0 - (2 x 1)/ 5 = 0- 2/5 =
(4) 1 - (2 x 0) /5 = 1- 0 =
(5) 35 - (2 x 20) /5 = 35 - 8 =

To find Zj, (CBi * x1) in row 1 + (CBi * x2)in row 2

(1) 70 1/5 + 0 3/5


(2) 70 1 + 0 4 1/5
(3) 70 0 + 0 3/5
(4) 70 1/5 + 0 1

0 0
S1 S2 Solution Ratio Ratio
1 0 20 (20/2) 10
0 1 35 (35/5) 7
0 0 0
0 0

OV NV
1 0.4 0.6
2 2 0
1 0.0 1
0 0.4 0
20 14 6
SOLUTION RATIO
20 (20/2) 10
35 (35/5) 7
0

TABLE 1 (Iteration 1)

Cj 30
SOLUTION RATIO Cbi BV X1
7 70 x2 1/5
27 0 S2 0.6
Zj 14
Cj-Zj 16

nt all other values TABLE 1 (Iteration 1)


Cbi Cj 30
BV X1
70 x2 1/2
0 S2 -1.5
Zj 35
Cj-Zj -5

row value
--------------------------------------
row value
--------------------------------------

3/5 (1) 1 - (2x 1) / 5 = 1- 2/5 = 3/5


4 1/5 (2) 5 - (2 x 5) / 5 = 5- 2 = 3
3/5 (3) 0 - (2 x 0)/ 5 = 0- 0 = 1
1 (4) 1 - (2 x 1) /5 = 1- 2/5 = 3/5
27 (5) 35 - (2 x 35) /5 = 35 - 14 = 21

= 14 0 = 14
= 70 0 = 70
= 0 0 = -
= 14 0 = 14
70 0 0 0 0 Cj 30
X2 S1 S2 SOLUTION RATIO Cbi BV X1
1 0 0.2 7 20 70 x2
4.2 0.6 1 27 45.00 0 x12 1
70 0 14 0 0 Zj
0 0 0 0 0 Cj-Zj -5

Find the value of x1:


70 0 0
X2 S1 S2 SOLUTION RATIO (1) 0.6 /
1 1/2 0 10 (2) 4.2 /
-45 -2.5 1 -265 (3) 0.6 /
70 35 0 0 (4) 1 /
0 -35 0 0 (5) 27 /

Find the value of x2:


OV KCV
(1) 1/2 1/2
(2) 1 1/2
(3) 1/2 1/2
(4) 0 1/2
(5) 10 1/2

Find the value of Zj:

(1) 0 0
(2) 0 0
(3) 0 Dec 30
(4) 0 0
(5) 0 0
70 0 0 0 0
X2 S1 S2 SOLUTION RATIO
20
7 1 1.67 45.00 176.67
0
0 0 0 0 0

0.6 = 1 57
0.6 = 7 58
0.6 = 1 59
0.6 = 1.67 60
0.6 = 45.00 61
KRV KE OV NV
-1 1/2 -1.5 1/2 1/2 -44562.5 63
-45 -1.5 1 0 1 64
-2 1/2 -1.5 1/2 -4/40 1 / 10 65
1 -1.5 0 1/8 -1 / 8 66
-265 -1.5 10 4/1 2 67

+ 0 - = 0 0 = - 69
+ 0 0 = 16 0 = 16 70
+ 0 - = 8/5 -6/5 = 2/5 71
+ 0 - = -2 3 = 1 72
+ 0 - = 32 - = 32 73
LINEAR PROGRAMMING - SIMPLEX METHOD - MAXIMIZATION CASE: 2 VARIABLES
TRY THIS!
Case:
Solve:
Max.: P= 30x1 + 70x2
S.t.: x1 + 2x2 ≤ 20
x1 +5x2 ≤ 35
x1 and x2 ≥ 0

Solve:
Max.: P= 30x1 + 70x2 + 0S1 + 0S2
S.t.: x1 + 2x2 +S1 = 20
x1 +5x2 + S2 = 35
x1, x2, S1, S2 = 0

STEP 1
Table 0 (Initial simplex Table)

Cj 30 70 0 0
Cbi BV X1 X2 S1 S2 SOLUTION RATIO
0 S1 1 2 1 0 20
0 S2 1 5 0 1 35
Zj 0 0 0 0 0
Cj-Zj 30 70 0 0

Formula to find the values for Zj: should be zero or negative number

Zj = ∑ row1(CBi) (aij) + row2(CBi) (aij)

(1) Zj = 0 1 + 0 1 = 0
(2) Zj = 0 2 + 0 5 = 0
(3) Zj = 0 1 + 0 0 = 0
(4) Zj = 0 0 + 0 1 = 0
(5) Zj = 0 20 + 0 35 = 0

TABLE 0 (Initial Simplex Table)

Cj 30 70 0 0
CBi BV x1 x2 S1 S2 Solution Ratio Ratio
0 SI 1 2 1 0 20 (20 / 2)
0 S2 1 5 0 1 35 (35/ 5)
Zj 0 0 0 0 0
Cj - Zj 30 70 0 0

OV KCV KRV KE OV NV
1 2 1 5 1 0.4 0.6
2 2 5 5 2 2 0
1 2 0 5 1 0.0 1.0
0 2 1 5 0 0.4 -0.4
20 2 35 5 20 14 6
x2 is the ENTERING VARIABLE

Cj 30 70 0 0
CBi BV x1 x2 S1 S2 Solution Ratio
0 SI 1 2 1 0 20
0 S2 1 5 0 1 35
Zj 0 0 0 0 0
Cj - Zj 30 70 0 0

KEY Column 70
KEY Row 7
KEY Value 5

TABLE 1 (Iteration 1)

Cj 30 70 0 0
CBi BV x1 x2 S1 S2 Solution Ratio
70 X2 1/5 1 0 1/5 7
0 S2 3/5 0 1 - 2/5 6
Zj 14 70 - 14
Cj - Zj 16 0 0 -14

To find the NEW values for x2, divide by the key element all other values
Ratio (1) 1 / 5 = 1/5
10 (2) 5 / 5 = 1
7 (3) 0 / 5 = 0
(4) 1 / 5 = 1/5
(5) 35 / 5 = 7

To find the NEW values for S2, the formula is:

Corr. key column value * Corr. key row value


New Value = Old Value - -----------------------------------------------------------------------
Key element

(1) 1 - (2 x 1) / 5 = 1 0.4 = 3/5


(2) 2 - (2x 5) / 5 = 2 2 = 0
(3) 1 - (2 x 0)/ 5 = 1 0 = 1 8/20
(4) 0 - (2 x 1) /5 = 0 0.4 = - 2/5
(5) 20 - (2 x 35) /5 = 20 14 = 6

To find Zj, (CBi * x1) in row 1 + (CBi * x2)in row 2

(1) 70 1/5 + 0 3/5 = 14


(2) 70 1 + 0 0 = 70
(3) 70 0 + 0 1 = 0
(4) 70 1/5 + 0 - 2/5 = 14
x1 is ENTERING VARIABLE

Cj 30 70 0
Ratio CBi BV x1 x2 S1
(20 / 2) 10 70 X2 1/5 1 0
(35/ 5) 7 0 S2 3/5 0 1
Zj 14 70 -
Cj - Zj 16 0 0

KEY Column 16
KEY Row 10
KEY Value 3/5

Cj 30 70 1
CBi BV x1 x2 S1
70 X2 1/5 1 0
70 S2 3/5 0 1
Zj 14 70 -
Cj - Zj 16 - 1
---------

4/10 2/5

0 = 14
0 = 70
0 = -
-0 = 14
0 Cj 30 70
S2 Solution Ratio CBi BV x1 x2
1/5 7 35 70 X2 0 1
- 2/5 6 10 30 x1 1 0
14 Zj 30 70
-14 Cj - Zj - -

Find the value of x1:

(1) 0.60 / 3/5


(2) 0 / 3/5
(3) 1 / 3/5
- 2/5 (4) - 2/5 / 3/5
S2 Solution Ratio (5) 6 / 3/5
1/5 7 35
- 2/5 6 10 Find the value of x2:
14 OV KCV KRV
(14.40) (1) 1/5 1/5 3/5
(2) 1 1/5 0
(3) 0 1/5 1
(4) 1/5 1/5 - 2/5
(5) 7 1/5 6
Find the value of Zj:

(1) 70 0 +
(2) 70 1 +
(3) 70 - 1/3 +
(4) 70 0 +
(5) 70 5 +
0 0
S1 S2 Solution Ratio
- 1/3 1/3 5 OPTIMALITY REACHED!!!
1 2/3 - 2/3 10
2/5 3 650 Values: x1 = 10
2/5 3 x2 = 5

= 1
= 0
= 1 2/3
= - 2/3
= 10

KE OV NV
3/5 1/5 1/5 0
3/5 1 0 1
3/5 0 0.3 - 1/3
3/5 1/5 - 1/8 1/3
3/5 7 2 5
30 1 = 0 30 = 30
30 0 = 70 0 = 70
30 1 2/3 = (23) 50 = 2/5
30 - 2/3 = 23 -20 = 3
30 10 = 350 300 = 650
x 30 = 300 Optimum Solution = 650
x 70 = 350
650

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