546 CHAPTER 9 LINEAR PROGRAMMING

9.4 THE SIMPLEX METHOD: MINIMIZATION

In Section 9.3, the simplex method was applied only to linear programming problems in
standard form where the objective function was to be maximized. In this section, this pro-
cedure will be extended to linear programming problems in which the objective function is
to be minimized.
A minimization problem is in standard form if the objective function w  c1 x1
c2 x2

. . .
cn xn is to be minimized, subject to the constraints
a11x1
a12 x2
. . .
a1n xn ≥ b1
a21x1
a22 x2
. . .
a2n xn ≥ b2
..
.
am1x1
am2 x2
. . .
amn xn ≥ bm
where xi ≥ 0 and bi ≥ 0. The basic procedure used to solve such a problem is to convert
it to a maximization problem in standard form, and then apply the simplex method as
discussed in Section 9.3.
In Example 5 in Section 9.2, geometric methods were used to solve the following mini-
mization problem.
Minimization Problem: Find the minimum value of
w  0.12x1
0.15x2 Objective function

subject to the following constraints

60x1
60x2 ≥ 300
12x1
6x2 ≥ 36 Constraints
10x1
30x2 ≥ 90
where x1 ≥ 0 and x2 ≥ 0. The first step in converting this problem to a maximization prob-
lem is to form the augmented matrix for this system of inequalities. To this augmented
matrix, add a last row that represents the coefficients of the objective function, as follows.


60 60 300
12 6
36
10 30
90
... ... ... ...
0.12 0.15
0
Next, form the transpose of this matrix by interchanging its rows and columns.


60 12 10 0.12
60 6 30
0.15
... ... ... ... ...
300 36 90
0
Note that the rows of this matrix are the columns of the first matrix, and vice versa. Finally,
interpret the new matrix as a maximization problem as follows. (To do this, introduce new
variables, y1, y2, and y3.) This corresponding maximization problem is called the dual of the
original minimization problem.
 SECTION 9.4 THE SIMPLEX METHOD: MINIMIZATION 547

Dual Maximization Problem: Find the maximum value of

z  300y1
36y2
90y3 Dual objective function

subject to the constraints

60y1
12y2
10y3 ≤ 0.12
Constraints
60y1
6y2
30y3 ≤ 0.15
where y1 ≥ 0, y2 ≥ 0, and y3 ≥ 0.
As it turns out, the solution of the original minimization problem can be found by
applying the simplex method to the new dual problem, as follows.
Basic
y1 y2 y3 s1 s2 b Variables

60 12 10 1 0 0.12 s1 ← Departing
60 6 30 0 1 0.15 s2

300 36 90 0 0 0

↑
Entering

Basic
y1 y2 y3 s1 s2 b Variables
1 1 1 1
1 5 6 60 0 500 y1
3
0 –6 20 –1 1 100 s2 ← Departing
3
0 24 – 40 5 0 5
↑
Entering

Basic
y1 y2 y3 s1 s2 b Variables
1 1 1 7
1 4 0 40  120 4000 y1
3 1 1 3
0  10 1  20 20 2000 y3
33
0 12 0 3 2 50
↑ ↑
x1 x2

So, the solution of the dual maximization problem is z  33

50  0.66. This is the same value
that was obtained in the minimization problem given in Example 5, Section 9.2. The
x-values corresponding to this optimal solution are obtained from the entries in the bottom
row corresponding to slack variable columns. In other words, the optimal solution occurs
when x1  3 and x2  2.
The fact that a dual maximization problem has the same solution as its original
minimization problem is stated formally in a result called the von Neumann Duality
Principle, after the American mathematician John von Neumann (1903–1957).

Theorem 9.2 The objective value w of a minimization problem in standard form has a minimum value
if and only if the objective value z of the dual maximization problem has a maximum
The von Neumann value. Moreover, the minimum value of w is equal to the maximum value of z.
Duality Principle
548 CHAPTER 9 LINEAR PROGRAMMING

Solving a Minimization Problem

The steps used to solve a minimization problem can be summarized as follows.

Solving a Minimization A minimization problem is in standard form if the objective function w  c1x1
c 2x 2

. . .
cn x n is to be minimized, subject to the constraints
Problem
a11x1
a12 x2
. . .
a1n xn ≥ b1
a21 x1
a22 x2
. . .
a2n xn ≥ b2
..
.
am1x1
am2 x2
. . .
amn xn ≥ bm
where xi ≥ 0 and bi ≥ 0. To solve this problem, use the following steps.
1. Form the augmented matrix for the given system of inequalities, and add a bottom
row consisting of the coefficients of the objective function.


a11 a12 ... a1n b1
a21 a22 ... a2n
b2


am1 am2 ... amn
bm
... ... ... ...
...
c1 c2 ... cn
0

2. Form the transpose of this matrix.


a11 a12 ... am1 c1
a12 a22 ... am2
c2


a1n a2n ... amn
cn
... ... ... ...
...
b1 b2 ... bm
0

3. Form the dual maximization problem corresponding to this transposed matrix. That
is, find the maximum of the objective function given by z  b1y1
b2y2
. . .

bmym subject to the constraints
a11 y1
a21 y2
. . .
am1 ym ≤ c1
a12 y1
a22 y2
. . .
am2 ym ≤ c2
..
.
a y
a y

1n 1 2n 2
. . .
a y ≤ cmn m n

where y1 ≥ 0, y2 ≥ 0, . . . , and ym ≥ 0.
4. Apply the simplex method to the dual maximization problem. The maximum value
of z will be the minimum value of w. Moreover, the values of x1, x 2 , . . . , and xn will
occur in the bottom row of the final simplex tableau, in the columns corresponding
to the slack variables.
 SECTION 9.4 THE SIMPLEX METHOD: MINIMIZATION 549

The steps used to solve a minimization problem are illustrated in Examples 1 and 2.

EXAMPLE 1 Solving a Minimization Problem

Find the minimum value of

w  3x1
2x2 Objective function

subject to the constraints

2x1
x2 ≥ 6
Constraints
x1
x2 ≥ 4
where x1 ≥ 0 and x2 ≥ 0.

Solution The augmented matrix corresponding to this minimization problem is


2 1 6
1 1
4
... ...
... .
3 2
0
So, the matrix corresponding to the dual maximization problem is given by the following
transpose.


2 1 3
1 1
2
... ...
...
6 4
0
This implies that the dual maximization problem is as follows.
Dual Maximization Problem: Find the maximum value of
z  6y1
4y2 Dual objective function

subject to the constraints

2y1
y2 ≤ 3
Constraints
y1
y2 ≤ 2
where y1 ≥ 0 and y2 ≥ 0. Now apply the simplex method to the dual problem as follows.
Basic
y1 y2 s1 s2 b Variables

2 1 1 0 3 s1 ← Departing
1 1 0 1 2 s2

6 4 0 0 0
↑
Entering
550 CHAPTER 9 LINEAR PROGRAMMING

Basic
y1 y2 s1 s2 b Variables
1 1 3
1 2 2 0 2 y1

0 1
2  12 1 1
2 s2 ← Departing
0 1 3 0 9
↑
Entering

Basic
y1 y2 s1 s2 b Variables

1 0 1 1 1 y1
0 1 1 2 1 y2
0 0 2 2 10
↑ ↑
x1 x2

From this final simplex tableau, you can see that the maximum value of z is 10. So, the
solution of the original minimization problem is
w  10 Minimum Value

and this occurs when

x1  2 and x2  2.

Both the minimization and the maximization linear programming problems in Example
1 could have been solved with a graphical method, as indicated in Figure 9.19. Note in
Figure 9.19 (a) that the maximum value of z  6y1  4y2 is the same as the minimum
value of w  3x1
2x2, as shown in Figure 9.19 (b). (See page 551.)

EXAMPLE 2 Solving a Minimization Problem

Find the minimum value of

w  2x1
10x2
8x3 Objective function

subject to the constraints

x1
x2
x3 ≥ 6
x2
2x3 ≥ 8 Constraints
x1
2x2
2x3 ≥ 4
where x1 ≥ 0, x2 ≥ 0, and x3 ≥ 0.
 SECTION 9.4 THE SIMPLEX METHOD: MINIMIZATION 551

Solution The augmented matrix corresponding to this minimization problem is


1 1 1 6
0 1 2
8
1 2 2
4 .
... ... ...
...
2 10 8
0
So, the matrix corresponding to the dual maximization problem is given by the following
transpose.


1 0 1 2
1 1 2
10
1 2 2
8
... ... ...
...
6 8 4
0
This implies that the dual maximization problem is as follows.
Figure 9.19 Dual Maximization Problem: Find the maximum value of
y2
(a) z  6y1
8y2
4y3 Dual objective function
3 Maximum:
z = 6y1 + 4y2 = 10 subject to the constraints

(0, 2) y1  y3 ≤ 2
y1
y2
2y3 ≤ 10 Dual Constraints
1 (1, 1)
y1
2y2
2y3 ≤ 8
y1 where y1 ≥ 0, y2 ≥ 0, and y3 ≥ 0. Now apply the simplex method to the dual problem as
(0, 0) ( 32, 0( 2 3
follows.
Basic
y1 y2 y3 s1 s2 s3 b Variables
x2
(b) (0, 6) 1 0 1 1 0 0 2 s1
6
Minimum: 1 1 2 0 1 0 10 s2
5
w = 3x1 + 2x2 = 10 1 2 2 0 0 1 8 s3 ← Departing

3 6 8 4 0 0 0 0
2 (2, 2) ↑
Entering
1
(4, 0) Basic
x1 y1 y2 y3 s1 s2 s3 b Variables
1 2 4 5 6
1 0 1 1 0 0 2 s1 ← Departing
1
2 0 1 0 1  12 6 s2
1 1
2 1 1 0 0 2 4 y2

2 0 4 0 0 4 32
↑
Entering
552 CHAPTER 9 LINEAR PROGRAMMING

Basic
y1 y2 y3 s1 s2 s3 b Variables

1 0 1 1 0 0 2 y1
3
0 0 2  12 1  12 5 s2
3
 12 1
0 1 2 0 2 3 y2

0 0 2 2 0 4 36
↑ ↑ ↑
x1 x2 x3

From this final simplex tableau, you can see that the maximum value of z is 36. So, the
solution of the original minimization problem is
w  36 Minimum Value

and this occurs when

x1  2, x2  0, and x3  4.

Applications

EXAMPLE 3 A Business Application: Minimum Cost

A small petroleum company owns two refineries. Refinery 1 costs $20,000 per day to
operate, and it can produce 400 barrels of high-grade oil, 300 barrels of medium-grade oil,
and 200 barrels of low-grade oil each day. Refinery 2 is newer and more modern. It costs
$25,000 per day to operate, and it can produce 300 barrels of high-grade oil, 400 barrels of
medium-grade oil, and 500 barrels of low-grade oil each day.
The company has orders totaling 25,000 barrels of high-grade oil, 27,000 barrels of
medium-grade oil, and 30,000 barrels of low-grade oil. How many days should it run each
refinery to minimize its costs and still refine enough oil to meet its orders?

Solution To begin, let x1 and x2 represent the number of days the two refineries are operated. Then
the total cost is given by

C  20,000x1
25,000x2. Objective function

The constraints are given by

(High-grade) 400x1
300x2 ≥ 25,000
(Medium-grade) 300x1
400x2 ≥ 27,000 Constraints
(Low-grade) 200x1
500x2 ≥ 30,000
where x1 ≥ 0 and x2 ≥ 0. The augmented matrix corresponding to this minimization
problem is
 SECTION 9.4 THE SIMPLEX METHOD: MINIMIZATION 553


400 300 25,000
300 400
27,000
200 500
30,000 .
... ...
...
20,000 25,000
0
The matrix corresponding to the dual maximization problem is


400 300 200 20,000
300 400 500
25,000
... ... ...
... .
25,000 27,000 30,000
0
Now apply the simplex method to the dual problem as follows.
Basic
y1 y2 y3 s1 s2 b Variables

400 300 200 1 0 20,000 s1

300 400 500 0 1 25,000 s2 ← Departing

25,000 27,000 30,000 0 0 0

↑
Entering

Basic
y1 y2 y3 s1 s2 b Variables

280 140 0 1  25 10,000 s1 ← Departing

3 4 1
5 5 1 0 500 50 y3

7000 3000 0 0 60 1,500,000

↑
Entering

Basic
y1 y2 y3 s1 s2 b Variables
1 1 1 250
1 2 0 280  700 7 y1
1 3 1 200
0 2 1  1400 350 7 y3

0 500 0 25 50 1,750,000
↑ ↑
x1 x2

From the third simplex tableau, you can see that the solution to the original minimization
problem is

C  $1,750,000 Minimum cost

554 CHAPTER 9 LINEAR PROGRAMMING

and this occurs when x1  25 and x2  50. So, the two refineries should be operated for
the following number of days.
Refinery 1: 25 days
Refinery 2: 50 days
Note that by operating the two refineries for this number of days, the company will have
produced the following amounts of oil.

High-grade oil: 25400
50300  25,000 barrels

Medium-grade oil: 25300
50400  27,500 barrels
Low-grade oil: 25200
50500  30,000 barrels

So, the original production level has been met (with a surplus of 500 barrels of medium-
grade oil).

SECTION 9.4 ❑ EXERCISES

In Exercises 1–6, determine the dual of the minimization problem. In Exercises 7–12, (a) solve the minimization problem by the graph-
ical method, (b) formulate the dual problem, and (c) solve the dual
1. Objective function: 2. Objective function: problem by the graphical method.
w  3x1
3x2 w  2x1
x2
7. Objective function: 8. Objective function:
Constraints: Constraints:
w  2x1
2x2 w  14x1
20x2
2x1
x2 ≥ 4 5x1
x2 ≥ 9
Constraints: Constraints:
x1
2x2 ≥ 4 2x1
2x2 ≥ 10
x1
2x2 ≥ 3 x1
2x2 ≥ 4
x1, x2 ≥ 0 x1, x2 ≥ 0
3x1
2x2 ≥ 5 7x1
6x2 ≥ 20
3. Objective function: 4. Objective function:
x1, x2 ≥ 0 x1, x2 ≥ 0
w  4x1
x2
x3 w  9x1
6x2
x2 x2
Constraints: Constraints:
3x1
2x2
x3 ≥ 23 x1
2x2 ≥ 5
x1
x3 ≥ 10 2x1
2x2 ≥ 8
(0, 52 ( (0, 103(
3
2
8x1
x2
2x3 ≥ 40 2x1
x2 ≥ 6
(1, 1)
x1, x2, x3 ≥ 0 x1, x2 ≥ 0 1 (2, 1)
1
5. Objective function: 6. Objective function: (3, 0) (4, 0)
x1 x1
w  14x1
20x2
24x3 w  9x1
4x2
10x3 1 3 1 2 3 4
Constraints: Constraints:
x1
x2
2x3 ≥ 7 2x1
x2
3x3 ≥ 6
x1
2x2
x3 ≥ 4 6x1
x2
x3 ≥ 9
x1, x2, x3 ≥ 0 x1, x2, x3 ≥ 0
 SECTION 9.4 EXERCISES 555

9. Objective function: 10. Objective function: 15. Objective function: 16. Objective function:
w  x1
4x2 w  2x1
6x2 w  2x1
x2 w  2x1
2x2
Constraints: Constraints: Constraints: Constraints:
x1
x2 ≥ 3 2x1
3x2 ≥ 0 5x1
x2 ≥ 9 3x1
x2 ≥ 6
x1
2x2 ≥ 2 x1
3x2 ≥ 9 2x1
2x2 ≥ 10 4x1
2x2 ≥ 2
x1, x2 ≥ 0 x1, x2 ≥ 0 x1, x2 ≥ 0 x1, x2 ≥ 0
x2 x2 17. Objective function: 18. Objective function:
(0, 3) w  8x1
4x2
6x3 w  8x1
16x2
18x3
3 10
Constraints: Constraints:
8
2 3x1
2x2
x3 ≥ 6 2x1
2x2  2x3 ≥ 4
6
(43, 53( 4 (0, 3)
4x1
x2
3x3 ≥ 7 4x1
3x2  x3 ≥ 1
(3, 2) 2x1
x2
4x3 ≥ 8 x1  x2
3x3 ≥ 8
2
x1
x1 x1, x2, x3 ≥ 0 x1, x2, x3 ≥ 0
1 2 3
2 4 6 8 10 19. Objective function: 20. Objective function:
w  6x1
2x2
3x3 w  42x1
5x2
17x3
11. Objective function: 12. Objective function:
Constraints: Constraints:
w  6x1
3x2 w  x1
6x2
3x1
2x2
x3 ≥ 28 3x1  x2
7x3 ≥ 5
Constraints: Constraints:
6x1
x3 ≥ 24 3x1  x2
3x3 ≥ 8
4x1
x2 ≥ 4 2x1
3x2 ≥ 15
3x1
x2
2x3 ≥ 40 6x1
x2
x3 ≥ 16
x2 ≥ 2 x1
2x2 ≥ 3
x1, x2, x3 ≥ 0 x1, x2, x3 ≥ 0
x1, x2 ≥ 0 x1, x2 ≥ 0
In Exercises 21–24, two dietary drinks are used to supply protein
x2 x2
and carbohydrates. The first drink provides 1 unit of protein and 3
8 units of carbohydrates in each liter. The second drink supplies 2
(0, 4) units of protein and 2 units of carbohydrates in each liter. An ath-
4 6
(0, 5) lete requires 3 units of protein and 5 units of carbohydrates. Find
3 the amount of each drink the athlete should consume to minimize
4
(3, 3) the cost and still meet the minimum dietary requirements.
1 ( 2(
1
2
, 2
21. The first drink costs $2 per liter and the second costs $3 per
x1 x1 liter.
2 3 4 5 2 4 6
22. The first drink costs $4 per liter and the second costs $2 per
liter.
In Exercises 13–20, solve the minimization problem by solving the 23. The first drink costs $1 per liter and the second costs $3 per
dual maximization problem with the simplex method. liter.
24. The first drink costs $1 per liter and the second costs $2 per
13. Objective function: 14. Objective function:
liter.
w  x2 w  3x1
8x2
Constraints: Constraints:
x1
5x2 ≥ 10 2x1
7x2 ≥ 9
6x1
5x2 ≥ 3 x1
2x2 ≥ 4
x1, x2 ≥ 0 x1, x2 ≥ 0
556 CHAPTER 9 LINEAR PROGRAMMING

In Exercises 25–28, an athlete uses two dietary drinks that provide 31. A small petroleum company owns two refineries. Refinery 1
the nutritional elements shown in the table. costs $25,000 per day to operate, and it can produce 300 bar-
rels of high-grade oil, 200 barrels of medium-grade oil, and
Drink Protein Carbohydrates Vitamin D 150 barrels of low-grade oil each day. Refinery 2 is newer and
more modern. It costs $30,000 per day to operate, and it can
I 4 2 1 produce 300 barrels of high-grade oil, 250 barrels of medium-
grade oil, and 400 barrels of low-grade oil each day. The
II 1 5 1
company has orders totaling 35,000 barrels of high-grade oil,
30,000 barrels of medium-grade oil, and 40,000 barrels of
Find the combination of drinks of minimum cost that will meet low-grade oil. How many days should the company run each
the minimum requirements of 4 units of protein, 10 units of carbo- refinery to minimize its costs and still meet its orders?
hydrates, and 3 units of vitamin D. 32. A steel company has two mills. Mill 1 costs $70,000 per day
25. Drink I costs $5 per liter and drink II costs $8 per liter. to operate, and it can produce 400 tons of high-grade steel,
500 tons of medium-grade steel, and 450 tons of low-grade
26. Drink I costs $7 per liter and drink II costs $4 per liter.
steel each day. Mill 2 costs $60,000 per day to operate, and it
27. Drink I costs $1 per liter and drink II costs $5 per liter. can produce 350 tons of high-grade steel, 600 tons of
28. Drink I costs $8 per liter and drink II costs $1 per liter. medium-grade steel, and 400 tons of low-grade steel each day.
29. A company has three production plants, each of which pro- The company has orders totaling 100,000 tons of high-grade
duces three different models of a particular product. The daily steel, 150,000 tons of medium-grade steel, and 124,500 tons
capacities (in thousands of units) of the three plants are shown of low-grade steel. How many days should the company run
in the table. each mill to minimize its costs and still fill the orders?
33. Use a computer to minimize the objective function
Model 1 Model 2 Model 3 w  x1
0.5x2
2.5x3
3x4
Plant 1 8 4 8 subject to the constraints
1.5x1
x2
2x4 ≥ 35
Plant 2 6 6 3
2x2
6x3
4x4 ≥ 120
Plant 3 12 4 8 x1
x2
x3
x4 ≥ 50
0.5x1
2.5x3
1.5x4 ≥ 75
The total demand for Model 1 is 300,000 units, for Model 2 where x1, x2, x3, x4 ≥ 0.
is 172,000 units, and for Model 3 is 249,500 units. Moreover,
34. Use a computer to minimize the objective function
the daily operating cost for Plant 1 is $55,000, for Plant 2 is
$60,000, and for Plant 3 is $60,000. How many days should w  1.5x1
x2
0.5x3
2x4
each plant be operated in order to fill the total demand, and subject to the same set of constraints given in Exercise 33.
keep the operating cost at a minimum?
30. The company in Exercise 29 has lowered the daily operating
cost for Plant 3 to $50,000. How many days should each plant
be operated in order to fill the total demand, and keep the op-
erating cost at a minimum?