Linear Programming: Simplex Method: Outline

CHAPTER
4
OUTLINE
4.1 The Simplex Tableau;
Linear Programming: Simplex Method
Pivoting 4.2 The Simplex Method: Solving Maximum Problems in Standard Form 4.3 Solving Minimum Problems in Standard Form Using the Duality Principle 4.4 The Simplex Method with Mixed Constraints
Chapter Review Chapter Project Mathematical Questions
from Professional Exams

what proportions these four ingredients should be mixed. And there remain the issues of carbohydrates, protein, calories, and fat. Fortunately, you also nished the simplex method before midterm, so you can handle the problem just ne. The Chapter Project at the end of the chapter will guide you.
hat hiking trip to Pinnacles is still going to happen. But when you told the others who are going about your trail mix of unsalted peanuts and raisins, they all said borrring. It was decided to use the unsalted peanuts and raisins mixed with M&Ms and salted mini-pretzels. Now its more complicated to determine in
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The Simplex Tableau; Pivoting
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A L O O K B AC K , A L O O K F O RWA R D
In Chapter 3 we described a geometric method (using graphs) for solving linear programming problems. Unfortunately, this method is useful only when there are no more than two variables and the number of constraints is small. Since most practical linear programming problems involve systems of several hundred linear inequalities containing several hundred variables, more sophisticated techniques need to be used. One of these methods is the simplex method, the subject of this chapter.
The simplex method is a way to solve linear programming problems involving many inequalities and variables. This method was developed by George Dantzig in 1946 and is particularly well suited for computerization. In 1984, Narendra Karmarkar of Bell Laboratories discovered a way of solving large linear programming problems that improves on the simplex method. A discussion of LINDO, a software package that closely mimics the simplex method, may be found in Appendix B.
4.1

Before getting started, review the following:
PREPARING FOR THIS SECTION
> Row Operations (Section 2.3, pp. 67 68)

OBJECTIVES 1 2 3 4
> Linear programming (Section 3.2, pp. 171 178)
Determine a maximum problem is in standard form Set up the initial simplex tableau Perform pivot operations Analyze a tableau
Introduction If we have a large number of either variables or constraints, it is still true that if an optimal solution exists, it will be found at a corner point of the set of feasible points. In fact, we could nd these corner points by writing all the equations corresponding to the inequalities of the problem and then proceeding to solve all possible combinations of these equations. We would, of course, have to discard any solutions that are not feasible (because they do not satisfy one or more of the constraints). Then we could evaluate the objective function at the remaining corner points. Just how difcult is this procedure? Well, if there were just 4 variables and 7 constraints, we would have to solve all possible combinations of 4 equations chosen from a set of 7 equations that would be 35 solutions in all. Each of these solutions would then have to be tested for feasibility. So even for this relatively small number of variables and constraints, the work would be quite tedious. In the real world of applications, it is fairly common to encounter problems with hundreds, even thousands, of variables and constraints. Of course, such problems must be solved by computer. Even so, choosing a more efcient problem-solving strategy might reduce the computers running time from hours to seconds, or, for very large problems, from years to hours. A more systematic approach would involve choosing a solution at one corner point of the feasible set, then moving from there to another corner point at which the objective function has a better value, and continuing in this way until the best possible value is found. The simplex method is a very efcient and popular way of doing this.
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Chapter 4
Determine a maximum problem is in standard form
Standard Form of a Maximum Problem A linear programming problem in which the objective function is to be maximized is referred to as a maximum problem. Such problems are said to be in standard form provided two conditions are met:
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EXAMPLE 1
Standard Form of a Maximum Problem
Condition 1 All the variables are nonnegative. Condition 2 Every other constraint is written as a linear expression that is less than or equal to a positive constant.
Determining Whether a Maximum Problem Is in Standard Form Determine which of the following maximum problems are in standard form.*
(a) Maximize
z subject to the constraints 3x1 4x1 x1

(b) Maximize
5x1
4x2
4x2 3x2 0,
120 20 x2 0
z subject to the constraints
8x1
2x2
3x3
4x1 + 8x2 3x2 x1

(c) Maximize
120 4x3 x2 120 0
0,
z subject to the constraints 3x1 4x1 x1 0,
6x1
8x2
x3
x1
x2 x2 x2 x2
x3 0,
10 5 3 x3
*Due to the nature of solving linear programming problems using the simplex method, we shall nd it convenient to use subscripted variables throughout this chapter.
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(d) Maximize
z subject to the constraints 3x1 x1 x1

SOLUTION
8x1
x2
4x2 x2 0, x2
2 6 0
(a) This is a maximum problem containing two variables x1 and x2. Since both vari-
ables are nonnegative and since the other constraints 3x1 4x1
Linear expressions
4x2 3x2
120 20
Less than or equal Positive
are each written as linear expressions less than or equal to a positive constant, we conclude the maximum problem is in standard form. (b) This is a maximum problem containing three variables x1, x2, and x3. Since the variable x3 is not given as nonnegative, the maximum problem is not in standard form. (c) This is a maximum problem containing three variables x1, x2, and x3. Each variable is nonnegative. The set of constraints 3x1 4x1 x1 x2 x2 x2 10 5 3
x3
contains x1 x2 x3 3, which is not a linear expression that is less than or equal to a positive constant. The maximum problem is not in standard form. Notice, however, that by multiplying this constraint by 1, we get x1 x2 x3 3
which is in the desired form. Although the maximum problem as stated is not in standard form, it can be modied to conform to the requirements of the standard form. (d) The maximum problem contains two variables x1 and x2, each of which is nonnegative. Of the other constraints, the rst one, 3x1 4x2 2 does not conform. The maximum problem is not in standard form. Notice that we cannot modify this problem to place it in standard form. Even though multiplying by 1 will change the to , in so doing the 2 will change to 2.
NOW WORK PROBLEMS 1 AND 11.
Set up the initial simplex tableau
Slack Variables and the Simplex Tableau In order to apply the simplex method to a maximum problem, we need to rst
1. Introduce slack variables. 2. Construct the initial simplex tableau.
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Chapter 4
We will show how these steps are done by working with a specic maximum problem in standard form. (This problem is the same as Example 1, Section 3.3, page xxx.) Maximize P subject to the constraints 2x1 4x2 120 2x1 2x2 80 x1 0, x2 0 First, observe that this maximum problem is in standard form. Next, recall that when we say that 2x1 4x2 120, we mean that there is a number greater than or equal to 0, which we designate by s1, such that 2x1 4x2 s1 120, s1 0 3x1 4x2
This number s1 is a variable. It must be nonnegative since it is the difference between 120 and a number that is less than or equal to 120. We call it a slack variable since it takes up the slack between the left and right sides of the inequality. Similarly, for the constraint 2x1 2x2 80, we introduce the slack variable s2: 2x1 2x2 s2 80, s2 3x1 4x2 0 0
Finally, we write the objective function P P 3x1
4x2 as
In effect, we have now replaced our original system of constraints and the objective function by a system of three equations containing ve variables, P, x1, x2, s1, and s2: 2x1 2x1 3x1 0 4x2 2x2 4x2 x2 0 s1 120 s2 80 0 s1 0 s2
Constraints Objective function
P where x1
To solve the maximum problem is to nd the particular solution (P, x1, x2, s1, s2) that gives the largest possible value for P. The augmented matrix for this system is given below: P 0 0 1 x1 2 2 3 x2 4 2 4 s1 1 0 0 s2 0 1 0 120 80 0
If we write the augmented matrix in the form given next, we have the initial simplex tableau for the maximum problem: BV s1 s2 P P 0 0 1 x1 2 2 3 x2 4 2 4 s1 1 0 0 s2 0 1 0 RHS 120 80 0
(1)
The bottom row of the initial simplex tableau represents the objective function and is called the objective row. The rows above it represent the constraints. We separate the
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objective row from these rows with a horizontal rule. Notice that we have written the symbol for each variable above the column in which its coefcients appear. The notation BV stands for basic variables. These are the variables that have a coefcient of 1 and 0 elsewhere in their column. The notation RHS stands for right-hand side, that is, the numbers to the right of the equal sign in each equation. So far, we have seen this much of the simplex method:
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EXAMPLE 2
SOLUTION
For a maximum problem in standard form:
1. The constraints are changed from inequalities to equations by the introduction of additional variables one for each constraint and all nonnegative called slack variables. 2. These equations, together with one that describes the objective function, are placed in the initial simplex tableau.
Setting Up the Initial Simplex Tableau The following maximum problems are in standard form. For each one introduce slack variables and set up the initial simplex tableau.
(a) Maximize
P subject to the constraints 3x1 5x1 x1

(b) Maximize
3x1
2x2
x3
x2 2x2 x2 x2
x3 x3 4x3 0
30 24 20 x3
x1 0
P subject to the constraints 2x1 3x1 x1 x1 0
x1
4x2
3x3
x4
x2 x2 x2 x2 0
x3 x3
2x4 x4 x3 0
10 18 14 x4 0
(a) We write the objective function in the form
3x1
2x2
x3
For each constraint we introduce a nonnegative slack variable to obtain the following system of equations:
200
Chapter 4
3x1 5x1 x1 where
x2 2x2 x2 x1 0 s1 0
x3 s1 x3 4x3 x2 0 s2 0
s2 s3 x3 s3 0 0
30 24 20
These equations, together with the objective function P, give the initial simplex tableau: BV s1 s2 s3 P P 0 0 0 1 x1 3 5 1 3 x2 1 2 1 2 x3 1 1 4 1 s1 1 0 0 0 s2 0 1 0 0 s3 0 0 1 0 RHS 30 24 20 0
(b) We write the objective function in the form
x1
4x2
3x3
x4
For each constraint we introduce a nonnegative slack variable to obtain the system of equations 2x1 where x2 x3 x3 x2 0 s1 2x4 x4 0 x3 s2 0 s2 0 s3 10 18 s3 14 x4 0 0
3x1 x2 x1 x2 x1 0 s1
These equations, together with the objective function P, give the initial simplex tableau: BV s1 s2 s3 P P 0 0 0 1 x1 2 3 1 1 x2 1 1 1 4 x3 0 1 1 3 x4 0 2 1 1 s1 1 0 0 0 s2 0 1 0 0 s3 0 0 1 0 RHS 10 18 14 0
Notice that in each initial simplex tableaux an identity matrix appears under the columns headed by P and the slack variables. Notice too that the right-hand column (RHS) always contains nonnegative constants.
NOW WORK PROBLEM 17.
Perform pivot operations
The Pivot Operation Before going any further in our discussion of the simplex method, we need to discuss the matrix operation known as pivoting. The rst thing one does in a pivot operation is to choose a pivot element. However, for now the pivot element will be specied in advance. The method of selecting pivot elements in the simplex tableau will be shown in the next section.
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L L L
EXAMPLE 3
SOLUTION
Pivoting
To pivot a matrix about a given element, called the pivot element, is to apply certain row operations so that the pivot element is replaced by a 1 and all other entries in the same column, called the pivot column, become 0s.
Steps for Pivoting
STEP 1 In the pivot row where the pivot element appears, divide each entry by the pivot element, which we assume is not 0. This causes the pivot element to become 1. STEP 2 Obtain 0s elsewhere in the pivot column by performing row operations using the revised pivot row.
The steps for pivoting utilize two variations of the three row operations for matrices, namely:
Row Operations Used in Pivoting
STEP 1 Replace the pivot row by a positive multiple of that same row. STEP 2 Replace a row by the sum of that row and a multiple of the pivot row.
Warning! Step 2 requires row operations that must involve the pivot row. We continue with the initial simplex tableau given in Display (1), page 198, to illustrate the pivot operation.
Performing a Pivot Operation Perform a pivot operation on the initial simplex tableau given in Display (1) and repeated below in Display (2), where the pivot element is circled, and the pivot row and pivot column are marked by arrows: BV s1 s2 P P 0 0 1 x1 2 2 3 x2 4 2 4 s1 1 0 0 s2 0 1 0 RHS 120 80 0
(2)
In this tableau the pivot column is column x2 and the pivot row is row s1. Step 1 of the pivoting procedure tells us to divide the pivot row by 4, so we use the row operation R1 1 r 4 1
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Chapter 4
P 0 0 1
x1 1 2 2 3
x2 1 2 4
s1 1 4 0 0
s2 0 1 0
RHS 30 80 0
For Step 2 the pivot row is row 1. To obtain 0s elsewhere in the pivot column, we multiply row 1 by 2 and add it to row 2; then we multiply row 1 by 4 and add it to row 3. The row operations specied are R2 The new tableau looks like this: BV x2 s2 P P 0 0 1 x1 1 2 1 1 x2 1 0 0 s1 1 4 1 2 1 s2 0 1 0 RHS 30 20 120 (3) 2r1 r2 R3 4r1 r3
This completes the pivot operation since the pivot column (column x2) has a 1 in the pivot row x2 and has 0s everywhere else. This process should look familiar. It is similar to the one used in Chapter 2 to obtain the reduced row-echelon form of a matrix. Analyzing a Tableau Just what has the pivot operation done? To see, look again at the initial simplex tableau, in Display (2). Observe that the entries in columns P, s1, and s2 form an identity matrix (I3, to be exact). This makes it easy to solve for P, s1, and s2 using the other variables as parameters: 2x1 2x1 3x1 4x2 2x2 4x2 s1 s2 120 80 0 or or or s1 s2 P 2x1 2x1 3x1 4x2 2x2 4x2 120 80
Analyze a tableau
The variables s1, s2, and P are the original basic variables (BV) listed in the tableau. After pivoting, we obtain the tableau given in Display (3). Notice that in this form, it is easy to solve for P, x2, and s2 in terms of x1 and s1. 1 1 x2 x s 30 2 1 4 1 1 s2 x1 s 20 (4) 2 1 P x1 s1 120 The variables x2, s2, and P are the new basic variables of the tableau. The variables x1 and s1 are the nonbasic variables. The result of pivoting is that x2 becomes a basic variable, while s1 becomes a nonbasic variable. Notice in Equations (4) that if we let the value of the nonbasic variables x1 and s1 equal 0, then the basic variables P, x2, and s2 equal the entries across from them in the right-hand side (RHS) of the tableau in Display (3). For the tableau in Display (3) the current value of the objective function is P 120, obtained for x1 0, s1 0. The values of x2 and s2 are x2 30, s2 20. Because P x1 s1 120, x1 0, and s1 0, the value of P can be increased beyond 120 when x1 0 and s1 0. So we have not maximized P yet.
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We summarize this discussion below.
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EXAMPLE 4
SOLUTION
Analyzing a Tableau
To obtain the current values of the objective function and the basic variables in a tableau, follow these steps:
STEP 1 From the tableau, write the equation corresponding to each row. STEP 2 Solve the bottom equation for P and the remaining equations for the basic variables. STEP 3 Set each nonbasic variable equal to zero to obtain the current values of P and the basic variables.
Performing a Pivot Operation; Analyzing a Tableau Perform another pivot operation on the tableau given in Display (3). Use the circled pivot element in the tableau below. Then analyze the new tableau. BV x2 s2 P P 0 0 1 x1 1 2 1 1 x2 1 0 0 s1 1 4 1 2 1 s2 0 1 0 RHS 30 20 120
Since the pivot element happens to be a 1 in this case, we skip Step 1. For Step 2 we perform the row operations R1 The result is BV x2 x1 P P 0 0 1 x1 0 1 1 x2 1 0 0 s1 1 2 1 2 1 2 s2 1 2 1 1 RHS 20 20 140 (5)
1 2 r2
r1
R3
r2
r3
In the tableau given in Display (5), the new basic variables are x2, x1, and P. The variables s1 and s2 are the nonbasic variables. The result of pivoting caused x1 to become a basic variable and s2 to become a nonbasic variable. Finally, the equations represented by Display (5) can be written as x2 x1 P 1 s 2 1 1 s 2 1 1 s 2 1 1 s 2 2 s2 s2 20 20 140
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Chapter 4
If we let the nonbasic variables s1 and s2 equal 0, then the current values of the basic variables are P 140, x2 20, and x1 20. The second pivot has improved the value of P from 120 to 140. 1 Because P s2 140 and s1 0 and s2 0, the value of P cannot increase 2 s1 beyond 140 (any values of s1 and s2, other than 0, reduce the value of P). So we have maximized P.
COMMENT:
The pivot operation can be done using a graphing utility such as the TI 83Plus. The augmented matrix contained in the initial tableau is entered into the calculator. Once the pivot element has been identied, the elementary row operations built into the graphing utility are used to obtain a new tableau with a pivot element of one and all other elements in the pivot column replaced with zeros. This is best seen using an example.
EXAMPLE 5
Performing a Pivot Operation Using a Graphing Utility The following maximum problem is in standard form, Maximize P subject to the constraints 3x1 2x2 200 x1 3x2 150 x1 0 x2 0 2x1 3x2
SOLUTION
By introducing nonnegative slack variables s1 and s2, and by rewriting the objective function in the form P we obtain the system of equations 3x1 2x2 x1 3x2 2x1 3x2 x2 0 s1 s2 s1 0 200 150 0 s2 2x1 3x2 0
where
x1
P 0
The initial simplex tableau is

BV P s1 0 s2 0 s2 1 x1 3 1 2 x2 2 3 3 s1 1 0 0 s2 0 1 0 RHS 200 150 0
(6)
The pivot element 3 is circled and the pivot row and pivot column are marked with an arrow. At this point we enter the initial tableau (6) into the graphing utility. See Figure 1. The matrix has 3 rows and 6 columns and has been named matrix [A]. Using the pivot element 3 as indicated above, we follow the steps below using the elementary row operations in the calculator to obtain the new tableau.
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FIGURE 1
The initial tableau.
STEP 1 Make the pivot element one by dividing the pivot row by 3. On a TI 83Plus, the
operation is: matrix math E: *row( (hit enter) *row(1/3, [A], 2)

STEP 2 Obtain 0s elsewhere in the pivot column by performing row operations using
the revised pivot row from Step 1. To obtain 0s elsewhere in the pivot column, we multiply row 2 by 2 and add it to row 1, then we multiply row 2 by 3 and add it to row 3. On a TI 83Plus, the operations are: matrix math F: *row ( (hit enter) *row ( 2, ANS, 2, 1) matrix math F: *row ( (hit enter) *row (3, ANS, 2, 3) Figure 2 shows the result. In Figure 2 the pivot column has a 1 in the pivot row and 0s everywhere else, as the pivot operation is complete.
FIGURE 2 The simplex tableau after one complete iteration.
EXERCISE 4.1
Answers to Odd-Numbered Problems Begin on Page AN-00.
In Problems 110, determine which maximum problems are in standard form. Do not attempt to solve them!
1. Maximize 2. Maximize 3. Maximize 4. Maximize
P x1 2x 1 x1 0
5. Maximize
2x1 x2 3x 2 x2
x2 5 2 0
P 3x 1 x1 0
3x1
4x2 x2 4x 2 x2 6 74 0
P x1 2x 1
3x1 x2 3x 2
x2 x3 4x 3 x1
x3 6 10 0
P 2x 1
2x1 x2
x2 x3 x2
4x3 10 0
subject to the constraints
x1
6. Maximize
7. Maximize
8. Maximize
P x1 2x 1 x1
3x1 x2 x2 0
x2 x3 4x 3 x2
x3 8 6 0
P 2x 1 x1
2x1 x2 0
x2 x3 x2
4x3 1 0 x1
P x1 2x 1 0
2x1 x2 x2 x2
x2 6 4 0
P x1 2x 1 x1 0
3x1 3x 2 x2 x2
x2 4 1 0
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Chapter 4
9. Maximize
10. Maximize
2x1 x1
x2 x2 x2 0
3x3 x3 x3 x3 10 4 0
2x1 x1
2x2 x2 0
3x3 x3 x1 x3 6 4 0
x1
x2
x1
x2
In Problems 11 16, each maximum problem is not in standard form. Determine if the problem can be modied so as to be in standard form. If it can, write the modied version.
11. Maximize 12. Maximize 13. Maximize
P 3x 1 x1 x1 0
14. Maximize
x1 4x 2 x2 x2
x2 6 4 0
P 4x 1 x1 x1 0
15. Maximize
2x1 2x 2 x2 x2
3x2 8 6 0
x1 x1 4x 1 x2
x2 x2 3x 2 0
x3 x3 x3 6 12 0
x1
16. Maximize
2x1 x1 x1 x2
x2 x2 x2 0
3x3 x3 x3 8 6 0 x1 0
2x1 x1 2x 1 x2
x2 x2 3x 2 0
3x3 x3 x3 x3 6 12 2 0
x1 2x 1 x1
x2 x2 x2 0
x3 3x 3 x3 x3 8 6 4 0
x1
x1
x2
In Problems 17 24, each maximum problem is in standard form. For each one introduce slack variables and set up the initial simplex tableau.
2x1
x2
3x3 20 24 16 0
3x1
2x2
x3 x3 3x 3 x3 x3 10 12 6 0
3x1
5x2 5 2.5 0.1 0
subject to the constraints 5x 1 2x 2 x 3 6x 1 x 2 4x 3 x 1 x 2 4x 3 0 x2 0 x3
subject to the constraints 3x 1 2x 2 x1 x2 2x 1 x2 0 x2 0
subject to the constraints 2.2x 1 1.8x 2 0.8x 1 1.2x 2 x1 x2 x1 0 x2

22. Maximize
x1
x1
20. Maximize
21. Maximize
2x1
3x2 0.5 1.5 0.7 0
2x1 x1 3x 1 x2
3x2 x2 2x 2 0
x3 x3 x3 x3 50 10 0
x1 3x 1 x1 x2
4x2 x2 x2 0
2x3 x3 3x 3 x3 10 5 0
subject to the constraints 1.2x 1 2.1x 2 0.3x 1 0.4x 2 x1 x2 x2 x1 0
x1
x1
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23. Maximize
24. Maximize
3x1
4x2
2x3 4x 3 x3 x3 5 5 6 0
P subject to the constraints
2x1 2x 1 x1 2x 1 x2
x2 x2 x2 x2 0
3x3 x3 x3 x3 2 4 5 0
subject to the constraints 3x 1 x 2 x1 x2 2x 1 x 2 0 x2 0
x1
x1
In Problems 25 28, each maximum problem can be modied so as to be in standard form. Write the modied version and, for each one, introduce slack variables and set up the initial simplex tableau.
25. Maximize 26. Maximize
x1
2x2
5x3 3x 3 x3 x3 10 12 0 x1
28. Maximize
2x1
4x2
x3 x3 2x 3 x3 x3 8 12 10 0
x1
27. Maximize
x 1 2x 2 3x 1 x2 0 x2 0
2x 1 3x 2 3x 1 x2 x2 2x 1 0 x2 0
2x1 x1 x1 x1 0
3x2
x3
6x4 x4 x4 x4 x4 10 8 9 0
x1
5x2
3x3
6x4 8 10 12 0
subject to the constraints x 2 2x 3 x2 x3 x2 x3 x3 0
subject to the constraints x 1 x 2 2x 3 2x 4 x3 x4 x1 x2 x1 x2 x3 x4 0 x3 0 x4
x1
x2
x1
x2
In Problems 29 33, perform a pivot operation on each tableau. The pivot element is circled. Using the new tableau obtained, write the corresponding system of equations. Indicate the current values of the objective function and the basic variables.
29. BV
P 0 0 1 P 0 0 0 1 P 0 0 0 0 1
x1 1 3 1 x1 1 2 3 1 x1 3 2 0 0 1
s1 s2 P
31. BV
x2 2 2 2 x2 2 1 2 2 x2 0 0 3 3 2
s1 1 0 0 x3 4 1 4 3 x3 1 0 1 0 3
s2 0 1 0 s1 1 0 0 0 x4 0 1 0 1 4
RHS 300 480 0 s2 0 1 0 0 s1 1 0 0 0 0 s3 0 0 1 0 s2 0 1 0 0 0 RHS 24 32 18 0 s3 0 0 1 0 0 s4 0 0 0 1 0 RHS 20 24 28 24 0
30. BV
P 0 0 1 P 0 0 0 1
x1 1 2 2 x1 1 2 1 1
x2 4 5 1 x2 2 3 2 2
s1 1 0 0 x3 1 1 3 3
s2 0 1 0 s1 1 0 0 0
RHS 100 50 0 s2 0 1 0 0 s3 0 0 1 0 RHS 6 12 0 0
s1 s2 P
32. BV
s1 s2 s3 P
33. BV
s1 s2 s3 P
s1 s2 s3 s4 P
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Chapter 4
4.2
The Simplex Method: Solving Maximum Problems in Standard Form

1 Solve maximum problems in standard form using the simplex method 2 Determine if a tableau is nal, requires additional pivoting, or indicates no solution
OBJECTIVES
Solve maximum problems in standard form using the simplex method
We are now ready to state the details of the simplex method for solving a maximum problem. This method requires that the problem be in standard form and that the problem be placed in an initial simplex tableau with slack variables.
The Simplex Method for Solving a Maximum Problem in Standard Form STEP 1 Begin with the initial simplex tableau of a maximum problem in standard form. STEP 2 Identify the smallest entry in the objective row. STEP 3
If it is nonnegative, STOP. A solution has been found.
If it is negative, the pivot column is found. (In case of ties, choose any one of the tied entries.) For each positive entry above the objective row in the pivot column, compute the value of the entry in the far right column (RHS) divided by the corresponding positive entry of the pivot column. (Note that the objective row is ignored)
STEP 4
If all the entries in the pivot column are zero or negative, STOP. The problem is unbounded and has no solution.
STEP 5
The pivot row is the one having the smallest nonnegative quotient. (In case of ties, choose any one of the tied entries.)
STEP 6 The pivot element is the entry in the pivot row and pivot column. (Note that the pivot element can never be in the objective row.) Pivot and repeat the process from Step 2 until a STOP is obtained.
Lets go through the process.
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EXAMPLE 1
Using the Simplex Method Maximize P subject to the constraints 2x 1 4x 2 120 2x 1 2x 2 80 x1 0 x2 0 3x1 4x2
SOLUTION
STEP 1 This is a maximum problem in standard form. To obtain the initial simplex
tableau, we proceed as follows: The objective function is written in the form

P 3x1 4x2 0
After introducing slack variables s1 and s2, the constraints take the form 2x1 2x1 where 4x2 2x2 x1 s1 0 0 s1 s2 x2 s2 0 0 120 80
The initial simplex tableau is BV s1 s2 P P 0 0 1 x1 2 2 3 x2 4 2 4 s1 1 0 0 4. s2 0 1 0 RHS 120 80 0
STEP 2 The smallest entry in the objective row is STEP 3 Since
4 is negative, the pivot column is column x2.
STEP 4 For each positive entry above the objective row in the pivot column, form the
quotient of the corresponding RHS entry divided by the positive entry. BV s1 s2 Positive entry, x2 4 2 RHS 120 80 Quotient 120 80 4 2 30 40
STEP 5 The smallest nonnegative value is 30, so the pivot row is row s1. The tableau
below shows the pivot element (circled) and the current values.
BV s1 s2 P
P 0 0 1
x1 2 2 3
x2 4 2 4
s1 1 0 0
s2 0 1 0
RHS 120 80 0
Current values s1 s2 P 120 80 0
(1)
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Chapter 4
STEP 6 The pivot element is 4. Next, we pivot by using the row operations: 1. R1 2. R2
1 4 r1
2r1 BV x2 s2 P
r2, P 0 0 1
R3 x1 1 2 1 1
4r1 x2 1 0 0
r3 s1 1 4 1 2 1 s2 0 1 0 RHS 30 20 120 120
After pivoting, we have this tableau:

Current values x2 s2 P 30 20 120
(2)
Notice that x2 is now a basic variable, replacing s1. The objective row is P x1 s1 P has a current value of 120. Because P x1 s1 120 and x1 0 and s1 0, the value of P can be increased beyond 120, when x1 0 and s1 0. So we have not maximized P yet. We continue with the simplex method at Step 2. STEP 2 The smallest entry in the objective row is 1. STEP 3 Since 1 is negative, the pivot column is column x1. STEP 4 For each positive entry above the objective row in the pivot column, form the quotient of the corresponding RHS entry by the positive entry. BV x2 s2 Positive entry, x2
1 2
RHS 30 20
Quotient 30 20
1 2
60 20
STEP 5 The smallest nonnegative value is 20, so the pivot row is row s2. The tableau
below shows the pivot element (circled). BV x2 s2 P P 0 0 1 x1 1 2 1 1 x2 1 0 0 1 r 2 2 x2 s1 1 4 1 2 1 s2 0 1 0 RHS 30 20 120

Current values x2 s2 P 30 20 120
STEP 6 The pivot element is 1. Next, we pivot by using the row operations:
R1 The result is this tableau: BV
r1
R3
r2
r3
Current values RHS s1 s2 1 1 1 0 0 x2 x2 20 20 2 2 1 0 1 0 1 x1 x1 20 20 2 1 0 1 1 1 P P 140 140 2 We continue with the simplex method at Step 2.
x1
(3)
211
STEP 2 The smallest entry in the objective row is 0. STEP 3 Since it is nonnegative, we STOP. To see why we STOP, write the equation
from the objective row, namely, P 1 s 2 1 s2 140
Since s1 0 and s2 0, any positive value of s1 or s2 would make the value of P smaller than 140. By choosing s1 0 and s2 0, we obtain the largest possible value for P, namely, 140. If we write the equations from the second and third rows, substituting 0 for s1 and s2, we have x2 x1 1 s 2 1 1 s 2 1 s2 1 s 2 2 20 20 so x2 so x1 20 if s1 20 if s1 0, s2 0, s2 0 0
The maximum value of P is P and it occurs at x1 20 x2 20 s1 0 s2 0 140
The tableau in Display (3) is called the nal tableau because with this tableau the maximum value is found. SUMMARY To summarize, each tableau obtained by applying the simplex method provides information about the current status of the solution:
1. The RHS entry in the objective row gives the current value of the objective function. 2. The remaining entries in the RHS column give the current values of the corre-
sponding basic variables. We can trace what happened each time we pivoted. The maximum problem just solved is the same as one we solved using geometrical methods in Section 3.3. Refer to Example 1, page 180, and look at Figure 21, the graph of the set of feasible solutions. Now look at Display (1), where the current values are s1 120, s2 80, and P 0. The values of x1 and x2 are each 0. So, we are at the origin of the set of feasible solutions. After the rst pivot, the current values are x2 30, s2 20, and P 120 [see Display (2)]. The values of the remaining variables are x1 0 and s1 0. Now we are at the point (x1, x2) (0, 30) of the set of feasible solutions. After the next pivot, the current values are x2 20, x1 20, and P 140. See Display (3). The remaining variables have the values s1 0 and s2 0. Now we are at the point (20, 20) of the set of feasible solutions. So the pivot process moves us from one corner point to another corner point, until we reach the corner point that maximizes P. Next, we discuss the analysis of a simplex tableau in more detail.
EXAMPLE 2
Analyzing Tableaus Determine whether each tableau

(1) is a nal tableau. [If it is, give the solution.] (2) requires additional pivoting. [If so, identify the pivot element.] (3) indicates no solution.
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Chapter 4
(a) BV s1 x1 P (b) BV x1 x2 P (c) BV x1 x2 P

SOLUTION
P 0 0 1 P 0 0 1 P 0 0 1
x1 0 1 0 x1 1 0 0 x1 1 0 4
x2 0 1 2 x2 0 1 0 x2 0 1 0
s1 1 0 0 s1 2 1 1 s1 1 0 0
s2 1 1 1 s2 1 1 2 s2 0.5 0.25 2
RHS 40 20 20 RHS 40 20 220 RHS 60 125 10
(a) The smallest entry in the objective row is
2, which is negative. The pivot column is column x2. Since all the entries in the pivot column are zero or negative, the problem is unbounded and has no solution. (b) The objective row contains no negative entries, so this is a nal tableau. The solution is P 220 when x1 40 x2 20 s1 0 s2 0
(c) The smallest entry in the objective row is
4, which is negative. The pivot column is column x1. Since both entries in the pivot column are positive, compute the quotients of the RHS divided by the corresponding entries in the pivot column 60 1 60 125 3 41 2 3
Since 41 2 3
60, x2 is the pivot row and 3 is the pivot element.
NOW WORK PROBLEM 1.
EXAMPLE 3
Solving a Maximum Problem Using the Simplex Method Maximize P subject to the constraints 3x1 x1 6x1 0 5x2 3x2 2x2 x2 3x3 2x3 5x3 0 20 9 30 x3 6x1 8x2 x3
x1
SOLUTION
Note that the problem is in standard form. By introducing slack variables s1, s2, and s3, the constraints take the form
213
3x1 x1 6x1 where Since
5x2 3x3 s1 20 3x2 2x3 s2 9 2x2 5x3 s3 30 x1 0 x2 0 x3 0 s1 0 s2 0 s3 0 P 6x1 8x2 x3 0
the initial simplex tableau is BV s1 s2 s3 P P 0 0 0 1 x1 3 1 6 6 x2 5 3 2 8 x3 3 2 5 1 s1 1 0 0 0 s2 0 1 0 0 s3 0 0 1 0 RHS 20 9 30 0

Current values s1 s2 s3 P 20 9 30 0 RHS 20 9 30 5 3 2 x2 4 3 15
The pivot column is found by locating the column containing the smallest entry in the objective row ( 8 in column x2). The pivot row is obtained by dividing each entry in the RHS column by the corresponding entry in the pivot column and selecting the smallest nonnegative quotient. The pivot row is row s2. The pivot element is 3, which is circled. After pivoting, the new tableau is BV s1 x2 s3 P P 0 0 0 1 x1 4 3 1 3 16 3 10 3 x2 0 1 0 0 x3 1 2 1 3 11 3 13 3 s1 1 0 0 0 s2 5 3 1 3 2 3 8 3 s3 0 0 1 0 RHS 5 3 24 24
Current values s1 x2 s3 P 5 3 24 24 5 3 24 RHS 4 3 1 3 16 3 x1 3.75 9 4.5
The value of P has improved to 24, but the negative entry, 10, in the objective row 3 indicates further improvement is possible. We determine the next pivot element to be 4 . 3 After pivoting, we obtain the tableau BV x1 x2 s3 P P 0 0 0 1 x1 1 0 0 0 x2 0 1 0 0 x3 1 4 3 4 5 7 2 s1 3 4 1 4 4 5 2 s2 5 4 3 4 6 3 2 s3 0 0 1 0 RHS 15 4 7 4 4 73 2
Current values s1 x2 s3 P 15 4 7 4 4 73 2 7 4 4 3 4 6 7 3 2 3 RHS s2
The value of P has improved to 73, but, since we still observe a negative entry in the 2 objective row, we pivot again. (Remember, in nding the pivot row, we ignore the objective row and any rows in which the pivot column contains a negative number or zeroin this case, row x1, containing 5 , is ignored.) The new tableau is 4
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Chapter 4
BV x1 x2 s2 P
P 0 0 0 1
x1 1 0 0 0
x2 0 1 0 0
x3 19 24 1 8 5 6 19 4
s1 1 12 1 4 2 3 3 2
s2 0 0 1 0
s3 5 24 1 8 1 6 1 4
RHS 55 12 5 4 2 3 75 2
Current values s1 x2 s3 P 55 12 5 4 2 3 75 2
This is a nal tableau since all the entries in the objective row are nonnegative. The objective (bottom) row yields the equation 19 3 1 75 P x s s 4 3 2 1 4 3 2 The maximum value of P is P = 75, obtained when x3 0, s1 = 0, and s3 = 0. From the 2 rows x1, x2, and s2 of the nal tableau we have the equations 19 1 5 55 x1 x s s 24 3 12 1 24 3 12 1 1 1 5 x2 x s s 8 3 4 1 8 3 4 5 2 1 2 s2 x s s 6 3 3 1 6 3 3 Using x3 0, s1 0, and s3 x1 0 in these equations, we nd 55 5 2 x2 s2 12 4 3
(4)
The solution of the maximum problem is P 75, obtained when x1 55, x2 5 , and 2 12 4 x3 0. Note: this solution may also be found by looking at the current values of the nal tableau.
NOW WORK PROBLEM 9.
EXAMPLE 4
Solving a Maximum Problem Using the Simplex Method Maximize P subject to the constraints 2x 1 x1 x1 x1 0 3x 2 2x 2 x2 x2 x3 3x 3 x3 0 6 6 5 x3 0 4x1 4x2 3x3
SOLUTION
The problem is in standard form. We introduce slack variables s1, s2, s3, and write the constraints as 2x 1 3x 2 x 3 s1 6 x 1 2x 2 3x 3 s2 6 x1 x2 x3 s3 5 where x1 0 x2 0 x3 0 s1 0 s2 0 s3 0
215
Since P
4x1 BV s1 s2 s3 P
4x2 P 0 0 0 1
3x3 x1 2 1 1 4
0, the initial simplex tableau is x2 3 2 1 4 x3 1 3 1 3 s1 1 0 0 0 s2 0 1 0 0 s3 0 0 1 0 RHS 6 6 5 0

RHS 6 6 5 2 1 1 x1 3 6 5
Since 4 is the smallest negative entry in the objective row, we have a tie for the pivot column between the columns x1 and x2. We choose (arbitrarily) as pivot column the column x1. The pivot row is row s1. (Do you see why?) The pivot element is 2, which is circled. After pivoting, we obtain the following tableau: s3 x2 x3 s1 s2 RHS Current values RHS x3 x1 BV P 1 3 1 1 0 0 3 1 0 x1 3 3 6 x1 2 2 2 2 1 5 1 5 6 1 0 3 0 0 s2 s2 3 3 2 5 2 2 2 1 1 1 1 0 1 2 0 0 s3 s3 2 2 4 2 2 2 2 P 1 0 2 2 2 0 0 12
P 12
The pivot element is 5 , which is circled. After pivoting, we obtain 2 BV x1 s2 s3 P P 0 0 0 1 x1 1 0 0 0 x2 7 5 1 5 3 5 11 5 x3 0 1 0 0 s1 3 5 1 5 2 5 9 5

66 5,
s2 1 5 2 5 1 5 2 5
s3 0 0 1 0
RHS 12 5 6 5 7 5 66 5
Current values x1 x3 s3 P
12 5,
12 5 6 5 7 5 66 5
This is a nal tableau. The solution is P
obtained when x1
x2
0, x3
6 5.
NOW WORK EXAMPLE 4 AGAIN, THIS TIME CHOOSING COLUMN X 2 AS THE PIVOT COLUMN FOR THE FIRST PIVOT.
EXAMPLE 5
Maximizing Profit Mikes Famous Toy Trucks specializes in making four kinds of toy trucks: a delivery truck, a dump truck, a garbage truck, and a gasoline truck. Three machines a metal casting machine, a paint spray machine, and a packaging machine are used in the production of these trucks. The time, in hours, each machine works to make each type of truck and the prot for each truck are given in Table 1. The maximum time available per week for each machine is given as: metal casting, 4000 hours; paint spray, 1800 hours; and packaging, 1000 hours. How many of each type truck should be produced to maximize prot? Assume that every truck made is sold.
SOLUTION
Let x1, x2, x3, and x4 denote the number of delivery trucks, dump trucks, garbage trucks, and gasoline trucks, respectively, to be made. If P denotes the prot to be maximized, we have this problem:
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Chapter 4
TABLE 1
Delivery Truck Metal Casting Paint Spray Packaging Prot 2 hours 1 hour 0.5 hour $0.50
Dump Truck 2.5 hours 1.5 hours 0.5 hour $1.00
Garbage Truck 2 hours 1 hour 1 hour $1.50
Gasoline Truck 2 hours 2 hours 1 hour $2.00
Maximum Time 4000 hours 1800 hours 1000 hours
Maximize P subject to the constraints 2x 1 x1 0.5x 1 x1 0 2.5x 2 1.5x 2 0.5x 2 x2 0 2x 3 x3 x3 x3 2x 4 2x 4 x4 0 4000 1800 1000 x4 0 0.5x1 x2 1.5x3 2x4
Since this problem is in standard form, we introduce slack variables s1, s2, and s3, write the initial simplex tableau, and solve: BV s1 s2 s3 P BV s1 x4 s3 P BV s1 x4 x3 P P 0 0 0 1 P 0 0 0 1 P 0 0 0 1 x1 2 1 0.5 0.5 x1 1 0.5 0 0.5 x1 1 0.5 0 0.5 x2 2.5 1.5 0.5 1 x2 1 0.75 0.25 0.5 x2 1.5 1 0.5 0.25 x3 2 1 1 1.5 x3 1 0.5 0.5 0.5 x3 0 0 1 0 x4 0 1 0 0 x4 2 2 1 2 x4 0 1 0 0 s1 1 0 0 0 s1 1 0 0 0 s1 1 0 0 0 s2 0 1 0 0 s2 1 0.5 0.5 1 s2 0 1 1 0.5 s3 2 1 2 1 s3 0 0 1 0 s3 0 0 1 0 RHS 4000 1800 1000 0 RHS 2200 900 100 1800 RHS 2000 800 200 1900
Current values s1 s2 s3 P 4000 1800 1000 0
Current values s1 x4 s3 P 2200 900 100 1800
Current values s1 x4 x3 P 2000 800 200 1900
This is a nal tableau. The maximum prot is P x1 0 x2 0 x3
$1900, and it is attained for 200 x4 800
The practical considerations of the situation described in Example 5 are that delivery trucks and dump trucks are too costly to produce or too little prot is being gained from their sale. Since the slack variable s1 has a value of 2000 for maximum P and, since s1 represents the number of hours the metal casting machine is idle, it may be possible to release this machine for other duties. Also note that both the paint spray and packaging machines are operating at full capacity. This means that to increase productivity, more paint spray and packaging capacity is required.
217
Use Excel to solve Example 5. Maximize P 0.5x1 x2 1.5x3 2x4 subject to the constraints 2x 1 2.5x 2 2x 3 2x 4 4000 x 1 1.5x 2 x 3 2x 4 1800 0.5x 1 0.5x 2 x3 x 4 1000 x1 0 x2 0 x3 0 x4 0
SOLUTION
STEP 1 Set up an Excel spreadsheet containing the variables, the objective function, and the constraints as follows:
A Variables Delivery Truck, x1 Dump Truck, x2 Garbage Truck, x3 Gasoline Truck, x4 7. Objective 9. Maximize Prot 11. Constraints
1. 2. 3. 4. 5. 12. 13. Metal Casting 14. Paint Spray 15. Packaging
B 0 0 0 0 0.5*B2 1*B3 1.5*B4 2*B5 Amount Used 2*B2 2.5*B3 2*B4 2*B5 B2 1.5*B3 1*B4 2*B5 0.5*B2 0.5*B3 B4 B5
Maximum 4000 1800 1000
You should obtain:
218
Chapter 4
STEP 2 Click on Tools and then Solver to get the screen below.
Set Target Cell: is the cell of the optimization function. Equal To: Allows you to maximize or minimize the objective function. By Changing Cells: The variable cells. Subject to the Constraints: The system of inequalities.
STEP 3 Input Set Target Cell, B9, Equal To, Max, By Changing Cells, B2 to B9. Just
click on the appropriate cells.
STEP 4 Add the constraints. Click cursor into Subject to the Constraints entry box. Press Add button. You should see:
Cell Reference is the cell containing the formula. Constraint is the cell containing the maximum. You must also enter the constraint that the variables must be greater than or equal to
zero.
To enter the Metal Casting constraint, put the cursor in the Cell Reference box and
click on cell B13; then put the cursor in the Constraint box and click on C13.
219
Click on Add button and repeat this for Paint Spray and Packaging constraints. To add the constraint that the variables are greater than or equal to zero: Click on the variable cells. Select in the middle box. Type in zero in the constraint box.
When you are nished, click on OK. STEP 5 Your Solver box should look like this:
STEP 6 Click on Options box and make sure Assume Linear Model is checked.
220
Chapter 4
STEP 7 Find the solution: Click on Solve and highlight Answer.
The solution is in the Excel spread sheet below. Variables Delivery Truck, x1 Dump Truck, x2 Garbage Truck, x3 Gasoline Truck, x4 Objective Maximize Prot Constraints 0 0 200 800 1900 Amount Used Metal Casting Paint Spray Packaging 2000 1800 1000
Maximum 4000 1800 1000
To get a maximum prot of $1900, you should produce 0 delivery trucks, 0 dump trucks, 200 garbage trucks, and 800 gasoline trucks. Only 2000 hours of metal casting are used. The other constraints are used at full capacity.
NOW WORK PROBLEM 25 USING EXCEL.
Analyzing the Simplex Method To justify some of the steps in the simplex method, we analyze more carefully what we did in Example 5. The reason we choose the most negative entry in the objective row is that it is the negative of the largest coefcient in the objective function: P 0.5x1 x2 1.5x3 2x4
In the initial tableau we set x1 x2 x3 x4 0, which results in a profit P 0. Of course, this profit can easily be improved by manufacturing some trucks. The profit per gasoline truck, x4, is $2.00, while the profit from the other trucks is $0.50, $1.00, and $1.50, respectively. So it is more effective to increase x4 than to increase x1, x2, or x3. But by how much can x4 be increased? That is determined by the constraints. Referring to Table 1, we see that each gasoline truck takes 2 hours to cast, 2 hours to paint, and 1 hour to package. The limited time available for each task restricts the number of trucks that can be made. So we look at the limits for producing x4:
221
metal casting constraint: 4000 hours available, 2 hours per truck; 2000 gasoline trucks can be manufactured. paint spraying constraint: 1800 hours available, 2 hours per truck; 900 gasoline trucks can be manufactured. packaging constraint: 1000 hours available, 1 hour per truck; 1000 gasoline trucks can be manufactured. The paint spraying constraint indicates that we can make at most 900 gasoline trucks. So we choose row s2 to be the pivot row. This will increase x4 to as large an amount as possible. After pivoting, the tableau indicates that if we make 900 gasoline trucks, but no other trucks (x1 x2 x3 0), we will make a prot P of $1800. However, the negative value in the objective row indicates that the prot can be improved if we increase x3. Increasing production of x3, while increasing prot, will also impact the amount of x4 that can be produced, since some painting time will need to be freed up to produce x3. This is illustrated in the nal tableau, which shows the maximum prot is obtained by producing x3 200 garbage trucks and x4 800 gasoline trucks. Each iteration of the simplex method consists in choosing an entering variable from the nonbasic variables and a leaving variable from the basic variables, using a selective criterion so that the value of the objective function is not decreased (sometimes the value may remain unchanged). The iterative procedure stops when no variable can enter from the nonbasic variables. The reasoning behind the simplex method for standard maximum problems is not too complicated, and the process of moving to a better solution is made quite easy simply by following the rules. Briey, the pivoting strategy works like this:
The choice of the pivot column forces us to pivot the variable that apparently improves the value of the objective function most effectively. The choice of the pivot row prevents us from making this variable too large to be feasible.
Geometry of the Simplex Method The maximum value (provided it exists) of the objective function will occur at one of the corner points of the set of feasible points. The simplex method is designed to move from corner point to corner point of the set of feasible points, at each stage improving the value of the objective function until a solution is found. More precisely, the geometry behind the simplex method is outlined below.
1. A given tableau corresponds to a corner point of the set of feasible points. 2. The operation of pivoting moves us to an adjacent corner point, where the objective
function has a value at least as large as it did at the previous corner point.
3. The process continues until the nal tableau is reached which produces a corner
point that maximizes the objective function. Though drawings depicting this process can be rendered in only two or three dimensions (that is, when the objective function has only two or three variables in it), the same interpretation can be shown to hold regardless of the number of variables involved. Lets look at an example.
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Chapter 4
EXAMPLE 6
The Geometry of the Simplex Method Maximize P subject to the constraints x1 x1 x1 0 x2 2x 2 x2 60 80 0 3x1 5x2
SOLUTION FIGURE 3
x2 80 60
The feasible region is shown in Figure 3. Below, we apply the simplex method, indicating the corner point corresponding to each tableau and the value of the objective function there. You should supply the details. Corner Point (x1, x2) s2 0 1 0 s2
1 2 1 2 5 2
(0, 40)
20
(40, 20)
x1 20 40
Tableau BV s1 s2 P BV s1 x2 P BV x1 x2 P P 0 0 1 P 0 0 1 P 0 0 1 x1 1 1 3 x1
1 2 1 2 1 2
Value of P 3x1 5x2 at the Corner Point
(0, 0)
x 1 + 2x 2 = 80 (60, 0) x 1 + x 2 = 60
80
x2 1 2 5 x2 0 1 0
s1 1 0 0 s1 1 0 0
RHS 60 80 0 RHS 20 40 200 RHS 40 20 220
(0, 0)
(0, 40)
200
x1 1 0 0
x2 0 1 0
s1 2 1 1
s2 1 1 2
(40, 20)
220 (Maximum value)
(Final tableau)
The Unbounded Case So far in our discussion, it has always been possible to continue to choose pivot elements until the problem has been solved. But it may turn out that all the entries in a column of a tableau are 0 or negative at some stage. If this happens, it means that the problem is unbounded and a maximum solution does not exist. For example, consider the tableau BV s1 s2 P P 0 0 1 x1 1 1 2 x2 1 1 1 s1 1 0 0 s2 0 1 0 RHS 2 2 0
223
The pivot element is in column x1 row s2. After pivoting, the tableau becomes
FIGURE 4
x2 7 6 5 4 (0, 2) 3 2 1
x 1 + x 2 = 2 x1 x2 = 2
x1
BV s1 x1 P
P 0 0 1
x1 0 1 0
x2 0 1 3
s1 1 0 0
s2 1 1 2
RHS 4 2 4
1 2 3 4 5 6 7 8 9 10
Now the only negative entry in the objective (bottom) row is in column x2, and it is impossible to choose a pivot element in that column. To see why, notice that the constraints are x1 x2 2, x1 x2 2, x1 0, and x2 0. The set of feasible points shown in Figure 4, is unbounded, so the maximum problem has no solution. Summary of the Simplex Method The general procedure for solving a maximum problem in standard form using the simplex method can be outlined as follows:
1. The maximum problem is stated in standard form as
(2, 0)
Maximize P subject to the constraints a 11x 1 a 21x 1 a m1x 1 x1 where b1 a 12x 2 a 22x 2 a m2x 2 0, x 2 0, b2 a 1nx n a 2nx n b1 b2 c1x1 c2x2 . . . cn x n
a mnx n bm 0, . . . , x n 0 0, . . . , bm 0.
2. Introduce slack variables s1, s2, . . . , sm so that the constraints take the form of equalities:
a 11x 1 a 21x 1 a m1x 1
a 12x 2 a 22x 2 a m2x 2 0, x 2 0, s2 c1x1 c2x2
a 1nx n a 2nx n a mnx n 0, . . . , x n 0, . . . , sm ...
s1 s2 sm 0 0 0
b1 b2 bm
x1 s1 P
3. Write the objective function in the form
cn xn
4. Set up the initial simplex tableau
BV s1 s2 ... sm P
P 0 0 ...
x1 a11 a21 ... am1 c1
x2 . . . xn a12 . . . a1n a22 . . . a2n ... ... am2 . . . amn c2 . . . cn
s1 1 0 ...
sm s2 0...0 1...0 ... ... 0...1 0...0
RHS b1 b2 ... bm 0
0 1
0 0
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Chapter 4
5. Pivot until (a) All the entries in the objective row are nonnegative. This is a nal tableau from
which a solution can be read. Or until (b) The pivot column is a column whose entries are negative or zero. In this case the problem is unbounded and there is no solution. The owchart in Figure 5 illustrates the steps to be used in solving standard maximum linear programming problems.
FIGURE 5 Is the maximum linear programming problem in standard form? YES Introduce slack variables; set up simplex tableau
NO
Can the problem be modified so as to be in standard form? YES
NO
STOP See Section 4.4
Modify it
Are there negative entries in the objective row ? YES Are there positive entries in the pivot column ? YES Select pivot element and pivot.
NO
STOP This is a final tableau.
NO
STOP Unbounded; no solution.
EXERCISE 4.2
In Problems 1 8, determine which of the following statements is true about each tableau: (a) It is the nal tableau. (b) It requires additional pivoting. (c) It indicates no solution to the problem. If the answer is (a), write down the solution; if the answer is (b), indicate the pivot element.
1. BV
P 0 0 1
x1 1 1 2 1
x2 0 1 0
s1 1 0 1
s1 x2 P
s2 1 2 1 4 1
RHS 20 30 120
2.
BV x1 x2 P
P 0 0 1
x1 1 0 0
x2 0 1 0
s1 1 1 2 1
s2 1 2 1 2 1 2
RHS 20 20 140
225
3.
BV s1 x1 P
P 0 0 1
P 0 0 1 P 0 0 0 1
x1 0 1 0
x1 1 0 5 x1 0 0 1 0
x2 1 14 12 7 12 7
x2 2 2 10 x2 1 0 0 0
s1 1 0 0
s1 0 1 12 s1 2 1 1 10
s2 1 7 4 7 32 7
s2 4 4 4 s2 0 1 0 0
RHS 186 21 32 7 256 7

RHS 24 36 20 s3 1 4 1 5 RHS 6 6 1 110
4. BV
P 0 0 1
P 0 0 1 P 0 0 0 1
s1 s2 P
6.
x1 1 4 7 4 8
x1 1 2 2 x1 2 1 1 10
x2 1 2 3
12 x2 3 1 5 x2 1 0 0 0
s1 1 0 0
s1 1 0 0 s1 0 0 1 0
s2 0 1 0
s2 0 1 0 s2 0 1 0 0
RHS 10 8 0
RHS 30 12 0 s3 1 5 1 15 RHS 8 5 1 120
5. BV
BV s1 s2 P
x1 s1 P
7. BV
8. BV
x2 s2 x1 P
x2 s2 s1 P
In Problems 9 24, use the simplex method to solve each maximum problem.
P subject to 2x 1 3x 1 x1 0
12. Maximize
5x1 3x 2 x2 x2
7x2 subject to 12 12 0
P 2x 1 x1 x1 0
13. Maximize
x1
5x2 subject to x2 2x 2 x2 10 10 0
5x1
7x2 2x 2 x2 x2 2 2 0
x1 2x 1 x1 0
14. Maximize
P subject to
5x1
4x2 subject to x2 3x 2 x2 2 6 0
P x1 2x 1 3x 1 x1 0
16. Maximize
3x1 x2 3x 2 x2 x2
x2 subject to 2 12 12 0
3x1
5x2 x2 2x 2 x2 4 6 0
x1 2x 1 x1 0
15. Maximize
2x 1 x1 x1 0
17. Maximize
P subject to
2x1
x2
x3 2x 3 x3 x3 4 2 0
P subject to
4x1
2x2
5x3 2x 3 3x 3 x3 30 12 0
P subject to
2x1 x1 3x 1
x2
3x3 x3 3x 3 x3 25 30 0
x1
2x 1 x2 x 1 2x 2 0 x2 0
x1
x 1 3x 2 2x 1 x2 0 x2 0
x1
2x 2 2x 2 x2 0
18. Maximize
19. Maximize
20. Maximize
P subject to
6x1 2x 1 2x 1
3x2
2x3 3x 3 x3 x3 30 12 0 x1
P subject to 2x 1
2x1
4x2
x3
x4 12 20 16 0
P subject to
2x1
4x2
x3 3x 3 5x 3 7x 3 x3 6 5 7 0
x1
2x 2 2x 2 x 0
x 2 2x 3 3x 4 2x 2 x 3 2x 4 x 2 4x 3 2x 1 0 x2 0 x3 0 x4
x1
x 1 2x 2 x 1 4x 2 x 1 5x 2 x2 0
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Chapter 4
21. Maximize
22. Maximize
P subject to
2x1 x1 2x 1 3x 1
x2
x3 subject to 4x 3 4x 3 x3 x3 20 60 90 0
24. Maximize
x1 8x 1 2x 1 2x 1
2x2
4x3 4x 3 x3 x3 x3 30 5 15 0
x1
23. Maximize
2x 2 4x 2 4x 2 x2 0
x1
5x 2 6x 2 2x 2 x2 0
P subject to
x1
2x2
4x3
x4 subject to 20 40 0
x1 2x 1 4x 1
2x2
x3
3x4 6x 4 2x 4 x4 24 4 0
x1
4x 3 6x 4 5x 1 4x 1 2x 2 2x 3 8x 4 0 x2 0 x3 0 x4
x1
x2
4x 2 5x 3 4x 2 2x 3 0 x3 0
25. Process Utilization A jean manufacturer makes three types
27. Scheduling Products A, B, and C are sold door-to-door.
of jeans, each of which goes through three manufacturing phases cutting, sewing, and nishing. The number of minutes each type of product requires in each of the three phases is given below:
Jean I II III
Cutting 8 12 18
Sewing 12 18 24
Finishing 4 8 12
Product A costs $3 per unit, takes 10 minutes to sell (on the average), and costs $0.50 to deliver to the customer. Product B costs $5, takes 15 minutes to sell, and is left with the customer at the time of sale. Product C costs $4, takes 12 minutes to sell, and costs $1.00 to deliver. During any week a salesperson is allowed to draw up to $500 worth of A, B, and C (at cost) and is allowed delivery expenses not to exceed $75. If a salespersons selling time is not expected to exceed 30 hours (1800 minutes) in a week, and if the salespersons prot (net after all expenses) is $1 each on a unit of A or B and $2 on a unit of C, what combination of sales of A, B, and C will lead to maximum prot and what is this maximum prot?
28. Resource Allocations Suppose that a large hospital classi-
There are 5200 minutes of cutting time, 6000 minutes of sewing time, and 2200 minutes of nishing time each day. The company can sell all the jeans it makes and make a prot of $3 on each Jean I, $4.50 on each Jean II, and $6 on each Jean III. Determine the number of jeans in each category that should be made each day to maximize prots.
26. Process Utilization A company manufactures three types of
toys A, B, and C. Each requires rubber, plastic, and aluminum as listed below:
es its surgical operations into three categories according to their length and charges a fee of $600, $900, and $1200, respectively, for each of the categories. The average time of the operations in the three categories is 30 minutes, 1 hour, and 2 hours, respectively; the hospital has four operating rooms, each of which can be used for 10 hours per day. If the total number of operations cannot exceed 60, how many of each type should the hospital schedule to maximize its revenues?
29. Mixture The Lee renery blends high and low octane gaso-
Toy A B C
Rubber 2 1 1
Plastic 2 2 2
Aluminum 4 2 4
The company has available 600 units of rubber, 800 units of plastic, and 1400 units of aluminum. The company makes a prot of $4, $3, and $2 on toys A, B, and C, respectively. Assuming all toys manufactured can be sold, determine a production order so that prot is maximum.
line into three intermediate grades: regular, premium, and super premium. The regular grade consists of 60% high octane and 40% low octane, the premium consists of 70% high octane and 30% low octane, and the super premium consists of 80% high octane and 20% low octane. The company has available 140,000 gallons of high octane and 120,000 gallons of low octane, but can mix only 225,000 gallons. Regular gas sells for $1.20 per gallon, premium sells for $1.30 per gallon, and super premium sells for $1.40 per gallon. How many gallons of each grade should the company mix in order to maximize revenues?
227
30. Mixture Repeat Problem 29 under the additional assump-
tion that the combined total number of gallons produced by the renery cannot exceed 200,000 gallons.
31. Investment A nancial consultant has at most $90,000 to
invest in stocks, corporate bonds, and municipal bonds. The average yields for stocks, corporate bonds, and municipal bonds is 10%, 8%, and 6%, respectively. Determine how much she should invest in each security to maximize the return on her investments, if she has decided that her investment in stocks should not exceed half her funds, and that twice her investment in corporate bonds should not exceed her investment in municipal bonds.
32. Investment Repeat Problem 31 under the additional assump-
of copper; 2, 3, and 1 hour, respectively, to produce 1 unit of lead; and 1, 1, and 3 hours, respectively, to produce 1 unit of zinc. The oiling and separation phases of the process can be in operation for a maximum of 10 hours a day, while the mixing phase can be in operation for a maximum of 11 hours a day. The Alexander Company makes a prot of $45 per unit of copper, $30 per unit of lead, and $35 per unit of zinc. The demand for these metals is unlimited. How many units of each metal should be produced daily by use of the otation process to achieve the highest prot?
37. Maximizing Prot A wood cabinet manufacturer produces
tion that no more than $25,000 can be invested in stocks.

33. Crop Planning A farmer has at most 200 acres of farmland
suitable for cultivating crops A, B, and C. The costs for cultivating crops A, B, and C are $40, $50, and $30 per acre, respectively. The farmer has a maximum of $18,000 available for land cultivation. Crops A, B, and C require 20, 30, and 15 hours per acre of labor, respectively, and there is a maximum of 4200 hours of labor available. If the farmer expects to make a prot of $70, $90, and $50 per acre on crops A, B, and C, respectively, how many acres of each crop should he plant in order to maximize his prot?
34. Crop Planning Repeat Problem 33 if the farmer modied his
cabinets for television consoles, stereo systems, and radios, each of which must be assembled, decorated, and crated. Each television console requires 3 hours to assemble, 5 hours to decorate, and 0.1 hour to crate, and returns a prot of $10. Each stereo system requires 10 hours to assemble, 8 hours to decorate, and 0.6 hour to crate, and returns a prot of $25. Each radio requires 1 hour to assemble, 1 hour to decorate, and 0.1 hour to crate, and returns a prot of $3. The manufacturer has 30,000, 40,000, and 120 hours available weekly for assembling, decorating, and crating, respectively. How many units of each product should be manufactured to maximize prot?
38. Maximizing Prot The nishing process in the manufacture
allocations as follows:
of cocktail tables and end tables requires sanding, staining, and varnishing. The time in minutes required for each nishing process is given below:
Cost of Cultivating Crop A Cost Hours Prot $30 10 $50 Crop B $40 20 $60
Maximum Crop C Available $20 18 $40 $12,000 3,600
Sanding End table Cocktail table 8 4
Staining 10 4
Varnishing 4 8
35. Mixture Problem Nutts Nut Company has 500 pounds of
peanuts, 100 pounds of pecans, and 50 pounds of cashews on hand. They package three types of 5-pound cans of nuts: can I contains 3 pounds of peanuts, 1 pound of pecans, and 1 pound of cashews; can II contains 4 pounds of peanuts, 1 1 2 pound of pecans, and 2 pound of cashews; and can III contains 5 pounds of peanuts. The selling price is $28 for can I, $24 for can II, and $20 for can III. How many cans of each kind should be made to maximize revenue?
36. Maximizing Prot One of the methods used by the
The equipment required for each process is used on one table at a time and is available for 6 hours each day. If the prot on each cocktail table is $20 and on each end table is $15, how many of each should be manufactured each day in order to maximize prot?
39. Maximizing Prot A large TV manufacturer has warehouse
Alexander Company to separate copper, lead, and zinc from ores is the otation separation process. This process consists of three steps: oiling, mixing, and separation. These steps must be applied for 2, 2, and 1 hour, respectively, to produce 1 unit
facilities for storing its 52-inch color TVs in Chicago, New York, and Denver. Each month the city of Atlanta is shipped at most four hundred 52-inch TVs. The cost of transporting each TV to Atlanta from Chicago, New York, and Denver averages $20, $20, and $40, respectively, while the cost of labor required for packing averages $6, $8, and $4, respectively. Suppose $10,000 is allocated each month for transportation costs and $3000 is allocated for labor costs. If the prot on each TV made in Chicago is $50, in New York is $80, and in Denver is $40, how should monthly shipping arrangements be scheduled to maximize prot?
228
Chapter 4
4.3
Solving Minimum Problems in Standard Form Using the Duality Principle*

Before getting started, review the following:
PREPARING FOR THIS SECTION
> Matrix Algebra (Section 2.4, pp. xx xx)

OBJECTIVES 1 Determine a minimum problem is in standard form 2 Obtain the dual problem of a minimum problem in standard form 3 Solve a minimum problem in standard form using the duality principle
Determine a minimum problem is in standard form
Standard Form of a Minimum Problem A linear programming problem in which the objective function is to be minimized is referred to as a minimum problem. Such problems are said to be in standard form provided the following three conditions are met:
L
EXAMPLE 1
Standard Form of a Minimum Problem
CONDITION 1 All the variables are nonnegative. CONDITION 2 All other constraints are written as linear expressions that are greater than or equal to a constant. CONDITION 3 The objective function is expressed as a linear expression with nonnegative coefcients.
Determining a Minimum Problem Is in Standard Form Determine which of the following minimum problems are in standard form.
(a) Minimize
SOLUTION
C 2x1 3x2 subject to the constraints x 1 3x 2 24 x 2 18 2x 1 x1 0 x2 0

(b) Minimize
(a) Since all three conditions are met, this
minimum problem is in standard form.
(b) Conditions 1 and 2 are met, but
C 3x1 x2 4x3 subject to the constraints 3x 1 x 2 x 3 12 x1 x2 x3 8 x1 0 x2 0 x3
Condition 3 is not, since the coefcient of x2 in the objective function is negative. This minimum problem is not in standard form. 0
*The solution of general minimum problems is discussed in Section 4.4. If you plan to cover Section 4.4, this section may be omitted without loss of continuity.
Solving Minimum Problems in Standard Form Using the Duality Principle
229
(c) Minimize
SOLUTION
C 2x1 x2 x3 subject to the constraints x 1 3x 2 x 3 12 x1 x1 0 x2 x2 x3 0 1 x3 0
(c) Conditions 1 and 3 are met, but
Condition 2 is not, since the rst constraint x1 3x2 x3 12 is not written with a sign. The minimum problem as stated is not in standard form. Notice, however, that by multiplying by 1, we can write this constraint as x1 3x2 x3 12 Written in this way, the minimum problem is in standard form.
(d) Minimize
(d) Conditions 1, 2, and 3 are each met,
C 2x1 x2 3x3 subject to the constraints x 1 2x 2 x 3 2 x1 x1 0 x2 x2 x3 0 6 x3 0
so this minimum problem is in standard form.
NOW WORK PROBLEM 1.
Obtain the dual 2 problem of a minimum problem in standard form
The Duality Principle One technique for solving a minimum problem in standard form was developed by John von Neumann and others. The solution (if it exists) is found by solving a related maximum problem, called the dual problem. The next example illustrates how to obtain the dual problem. Obtaining the Dual Problem of a Minimum Problem in Standard Form Obtain the dual problem of the following minimum problem: Minimize C subject to the constraints 300x1 480x2 0.25 0.45 x2 0
EXAMPLE 2
x 1 3x 2 2x 1 2x 2 x1 0
SOLUTION
First notice that the minimum problem is in standard form. We begin by writing a matrix that represents the constraints and the objective function: x1 x2 1 3 0.25 Constraint: x 1 3x 2 0.25 2 2 0.45 Constraint: 2x 1 2x 2 0.45 300 480 0 Objective function: C 300x 1 480x 2
230
Chapter 4
Now form the matrix that has as columns the rows of the above matrix by taking column 1 above and writing it as row 1 below, taking column 2 above and writing it as row 2 below, and taking column 3 above and writing it as row 3 below. 1 2 3 2 0.25 0.45 300 480 0
This matrix is called the transpose of the rst matrix. From this matrix, create the following maximum problem: Maximize P subject to the conditions y1 2y2 300 3y1 2y2 480 y1 0 y2 0 The maximum problem is the dual of the given minimum problem. 0.25y1 0.45y2
Notice that the dual of a minimum problem in standard form is a maximum problem in standard form so it can be solved by using techniques discussed in the previous section. The signicance of this is expressed in the following principle:
L L
Von Neumann Duality Principle
Suppose a minimum problem in standard form has a solution. The minimum value of the objective function of the minimum problem in standard form equals the maximum value of the objective function of the dual problem, a maximum problem in standard form.
So, one way to solve a minimum problem in standard form is to form the dual problem and solve it. Another way to solve minimum problems (even those not in standard form) is given in Section 4.4. The steps to use for obtaining the dual problem are listed below.
Steps for Obtaining the Dual Problem

Write the minimum problem in standard form. Construct a matrix that represents the constraints and the objective function. Interchange the rows and columns to form the matrix of the dual problem. Translate this matrix into a maximum problem in standard form.
STEP 1 STEP 2 STEP 3 STEP 4
231
EXAMPLE 3
Obtaining the Dual Problem of a Minimum Problem in Standard Form Find the dual of the following minimum problem: Minimize C subject to 2x 1 x1 x1 x1 0 x2 2x 2 x2 x2 6 4 5 0 2x1 3x2
SOLUTION
STEP 1 The minimum problem is in standard form. STEP 2 The matrix that represents the constraints and the objective function is
2 1 1 2
1 2 1 3
6 4 5 0
Constraint: 2x 1 x 2 6 Constraint: x 1 2x 2 4 Constraint: x 1 x 2 5 Objective function: C 2x 1
3x 2
STEP 3 Interchanging rows and columns, we obtain the matrix
2 1 6
1 2 4
1 1 5
2 3 0
Constraint: 2y1 y2 Constraint: y1 2y2 Objective function: P
y3 2 y3 3 6y1 4y2
5y3
STEP 4 This matrix represents the following maximum problem:
Maximize P subject to y2 y3 2 2y1 y1 2y2 y3 3 0 y2 0 y3 0 6y1 4y2 5y3
y1
This maximum problem is in standard form and is the dual problem of the minimum problem. Some observations about Example 3:
1. The variables (x1, x2) of the minimum problem are different from the variables of its
dual problem (y1, y2, y3).

2. The minimum problem has three constraints and two variables, while the dual
problem has two constraints and three variables. (In general, if a minimum problem has m constraints and n variables, its dual problem will have n constraints and m variables.)
232
Chapter 4
3. The inequalities dening the constraints are
for the minimum problem and for the maximum problem. 4. Since the coefcients in the objective function to be minimized are positive, the dual problem has nonnegative numbers to the right of the signs. 5. We follow the custom of denoting an objective function by C (for Cost), if it is to be minimized; and P (for Prot), if it is to be maximized.
NOW WORK PROBLEM 7.
EXAMPLE 4
Solving a Minimum Problem in Standard Form by Using the Duality Principle Solve the maximum problem of Example 3 by the simplex method, and thereby obtain the solution for the minimum problem.
SOLUTION
We introduce slack variables s1 and s2 to obtain 2y1 y1 The initial simplex tableau is BV s1 s2 P P 0 0 1 y1 2 1 6 y2 1 2 4 y3 1 1 5 s1 1 0 0 s2 0 1 0 RHS 2 3 0 y2 2y2 y3 y3 s1 s2 2, s1 3, s2 0 0
The pivot element, 2, is circled. After pivoting, we obtain this tableau: BV y1 s2 P P 0 0 1 y1 1 0 0 y2 1 2 3 2 1 y3 1 2 1 2 2 s1 1 2 1 2 3 s2 0 1 0 RHS 1 2 6
Current value y1 s2 P 1 2 6
The pivot element, 1, is circled. After pivoting, we obtain this tableau: 2 BV y3 s2 P P 0 0 1 y1 2 1 4 y2 1 1 1 y3 1 0 0 s1 1 1 5 s2 0 1 0 RHS 2 1 10
Current value y3 s2 P 2 1 10
This is a nal tableau, so an optimal solution has been found. We read from it that the solution to the maximum problem is P 10 y1 0 y2 0 y3 2 The duality principle states that the minimum value of the objective function in the original problem is the same as the maximum value in the dual; that is, C 10
233
But which values of x1 and x2 will yield this minimum value? As it turns out, the value of x1 is found in the objective row in column s1(x1 5) and x2 is found in the objective row in column s2(x2 0). As a consequence, the solution to the minimum problem can be read from the right end of the objective row of the nal tableau of the maximum problem: x1 5 x2 0 C 10
We summarize how to solve a minimum linear programming problem below.
L
EXAMPLE 5
SOLUTION
Solving a Minimum Problem in Standard Form Using the Duality Principle
STEP 1 Write the dual (maximum) problem. STEP 2 Solve this maximum problem by the simplex method. STEP 3 The minimum value of the objective function (C) will appear in the lower right corner of the nal tableau; it is equal to the maximum value of the dual objective function (P). The values of the variables that give rise to the minimum value are located in the objective row in the slack variable columns.
Solving a Minimum Problem in Standard Form Using the Duality Principle Minimize C subject to 3x 1 x1 6x 1 x1 0 5x 2 3x 2 2x 2 x2 3x 3 2x 3 20 9 6x1 8x2 x3
5x 3 30 0 x3 0
This minimum problem is in standard form. The matrix representing this problem is 3 1 6 6 5 3 2 8 3 2 5 1 20 9 30 0
Constraint: 3x1 5x2 3x3 20 Constraint: x1 3x2 2x3 9 Constraint: 6x1 2x2 5x3 30 Objective function: C 6x1 8x2
x3
We interchange rows and columns to get 3 5 3 20 1 6 3 2 2 5 9 30 6 8 1 0

Constraint: 3y1 y2 6y3 6 Constraint: 5y1 3y2 2y3 8 Constraint: 3y1 2y2 5y3 1 Objective function: P 20y1 9y2
30y3
234
Chapter 4
The dual problem is: Maximize P subject to 3y1 5y1 3y1 0 y2 6y3 6 3y2 2y3 8 2y2 5y3 1 y2 0 y3 0 20y1 9y2 30y3
y1
We introduce nonnegative slack variables s1, s2, and s3. The initial tableau for this problem is BV s1 s2 s3 P P 0 0 0 1 y1 3 5 3 20 y2 1 3 2 9 y3 6 2 5 30 s1 1 0 0 0 s2 0 1 0 0 s3 0 0 1 0 RHS 6 8 1 0
The nal tableau (as you should verify is) BV s1 s2 y1 P P 0 0 0 1 x1 0 0 1 0 x2 1 1 3 2 3 7 2 x3 1 19 3 5 3 10 3 s1 1 0 0 0 s2 0 1 0 0 s3 1 5 3 1 3 20 3 RHS 5 19 3 1 3 20 3

Current value s1 x2 s3 P 5 19 3 1 3 20 3
The solution to the maximum problem is P 20 3 y1 1 3 y2 0 y3 0
For the minimum problem, the values of x1, x2, and x3 are read as the entries in the objective row in the columns under s1, s2, and s3, respectively. The solution to the minimum problem is x1 and the minimum value is C 0 20 . 3 x2 0 x3 20 3
Use Excel to solve Example 5.

SOLUTION
STEP 1 Set up the Excel spreadsheet. The spreadsheet below is presented with the for-
mulas revealed.
235
STEP 2 Set up Solver. Solver can be found under the toolbar command Tools.
The only differences between maximize and minimize problems are

(a) Equal To: must be min. (b) Subject to the Constraints: must be STEP 3 Click on Solve. The solution is given below.
Variables x1 x2 x3
0 0 6.666666667
236
Chapter 4
Objective Minimize Constraints
6.666666667 Amount Used 20 13.33333333 33.33333333 6.6667 with a minimum value of C
1 2 3 So x1 0, x2 0, x3
Minimum 20 9 30 6.6667.
EXERCISE 4.3
In Problems 1 6, determine which of the following minimum problems are in standard form.
1. Minimize 2. Minimize 3. Minimize
2x1
3x2
C 3x 1 x1 x1
5. Minimize
3x1
5x2
C 2x 1 x1
6. Minimize
2x1 x2 2x 1 0 x2
x2 1 3 0
subject to the constraints 4x 1 x 2 2 x1 x2 1 x1 0 x2 0

4. Minimize
subject to the constraints x2 4 2x 2 3 0 x2 0
C x1 2x 1 x1
2x1
3x2
3x1 x1 2x 1
7x2 x3 x2 6 4 0
x3
x1 x1 2x 1
x2 x2 x3 x2 0
x3 6 4 x3 0
subject to the constraints x2 3 3x 2 4 0 x2 0
x1
x2
x3
x1
In Problems 7 12, write the dual problem of each minimum problem.

7. Minimize 8. Minimize 9. Minimize
C subject to x1 2x 1 x1
10. Minimize
2x1
3x2 subject to
3x1
4x2
C subject to x1 x1 0
3x1 x2 2x 1 x2
x2 x3 x2 0
x3 5 4 x3
x2 2 3x 2 6 0 x2 0
2x 1 x 2 2 2x 1 x 2 6 x1 0 x2 0
11. Minimize
12. Minimize
C subject to 2x 1 x1 0
2x1
x2
x3 4 6 x3
3x1
4x2
x3
2x4
2x1
x2
4x3
x4
subject to x2 x3 2x 2 x 3 x2 0 x1 x 2 x 3 2x 4 60 3x 1 2x 2 x 3 2x 4 90 x1 0 x2 0 x3 0 x4 0
subject to 2x 1 x2 x3 x 4 80 2x 1 3x 2 x 3 2x 4 100 x1 0 x2 0 x3 0 x4 0
x1

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CHAPTER

Linear Programming: Simplex Method

from Professional Exams

The Simplex Tableau; Pivoting

The Simplex Tableau; Pivoting

PREPARING FOR THIS SECTION

> Row Operations (Section 2.3, pp. 67 68)

> Linear programming (Section 3.2, pp. 171 178)

Linear Programming: Simplex Method

Determine a maximum problem is in standard form

Standard Form of a Maximum Problem

z subject to the constraints 3x1 4x1 x1

z subject to the constraints

4x1 + 8x2 3x2 x1

120 4x3 x2 120 0

z subject to the constraints 3x1 4x1 x1 0,

The Simplex Tableau; Pivoting

z subject to the constraints 3x1 x1 x1

Set up the initial simplex tableau

Linear Programming: Simplex Method

Finally, we write the objective function P P 3x1

The Simplex Tableau; Pivoting

For a maximum problem in standard form:

P subject to the constraints 3x1 5x1 x1

P subject to the constraints 2x1 3x1 x1 x1 0

(a) We write the objective function in the form

Linear Programming: Simplex Method

3x1 5x1 x1 where

(b) We write the objective function in the form

Perform pivot operations

The Simplex Tableau; Pivoting

Steps for Pivoting

Row Operations Used in Pivoting

Linear Programming: Simplex Method

The Simplex Tableau; Pivoting

We summarize this discussion below.

NOW WORK PROBLEM 29.

Linear Programming: Simplex Method

The initial simplex tableau is

The Simplex Tableau; Pivoting

The initial tableau.

operation is: matrix math E: *row( (hit enter) *row(1/3, [A], 2)

Answers to Odd-Numbered Problems Begin on Page AN-00.

subject to the constraints

subject to the constraints

subject to the constraints

subject to the constraints

subject to the constraints

subject to the constraints

subject to the constraints

subject to the constraints

Linear Programming: Simplex Method

subject to the constraints

subject to the constraints

subject to the constraints

subject to the constraints

subject to the constraints

subject to the constraints

operation is: matrix math E: row( (hit enter) row(1/3, [A], 2)