494 CHAPTER 9 LINEAR PROGRAMMING

9.3 THE SIMPLEX METHOD: MAXIMIZATION

For linear programming problems involving two variables, the graphical solution method
introduced in Section 9.2 is convenient. However, for problems involving more than two
variables or problems involving a large number of constraints, it is better to use solution
methods that are adaptable to computers. One such method is called the simplex method,
developed by George Dantzig in 1946. It provides us with a systematic way of examining
the vertices of the feasible region to determine the optimal value of the objective function.
We introduce this method with an example.
Suppose we want to find the maximum value of z 5 4x1 1 6x2, where x1 $ 0 and x2 $ 0,
subject to the following constraints.
2x1 1 5x2 # 11
2x1 1 5x2 # 27
2x1 1 5x2 # 90
Since the left-hand side of each inequality is less than or equal to the right-hand side, there
must exist nonnegative numbers s1, s2 and s3 that can be added to the left side of each equa-
tion to produce the following system of linear equations.
2x1 1 5x2 1 s1 1 s2 1 s3 5 11
2x1 1 5x2 1 s1 1 s2 1 s3 5 27
2x1 1 5x2 1 s1 1 s2 1 s3 5 90
The numbers s1, s2 and s3 are called slack variables because they take up the “slack” in
each inequality.

Standard Form of a A linear programming problem is in standard form if it seeks to maximize the objec-
tive function z 5 c1x1 1 c2 x2 1 . . . 1 cn xn subject to the constraints
Linear Programming
a11x1 1 a12x2 1 . . . 1 a1nxn # b1
Problem
a21x1 1 a22x2 1 . . . 1 a2nxn # b2
.
.
.
am1 x1 1 am2 x2 1 . . . 1 amn xn # bm
where xi $ 0 and bi $ 0. After adding slack variables, the corresponding system of
constraint equations is
a11x1 1 a12x2 1 . . . 1 a1nxn 1 s1 5 b1
a21x1 1 a22x2 1 . . . 1 a2nxn 1 s2 5 b2
.
.
.
am1x1 1 am2x2 1 . . . 1 amnxn 1 s m 5 bm
where si $ 0.
 SECTION 9.3 THE SIMPLEX METHOD: MAXIMIZATION 495

REMARK: Note that for a linear programming problem in standard form, the objective
function is to be maximized, not minimized. (Minimization problems will be discussed in
Sections 9.4 and 9.5.)

A basic solution of a linear programming problem in standard form is a solution

sx1, x2, . . . , xn, s1, s2, . . . , smd of the constraint equations in which at most m variables are
nonzero––the variables that are nonzero are called basic variables. A basic solution for
which all variables are nonnegative is called a basic feasible solution.

The Simplex Tableau

The simplex method is carried out by performing elementary row operations on a matrix
that we call the simplex tableau. This tableau consists of the augmented matrix corre-
sponding to the constraint equations together with the coefficients of the objective function
written in the form
2c1x1 2 c2x2 2 . . . 2 cnxn 1 s0ds1 1 s0ds2 1 . . . 1 s0d sm 1 z 5 0.
In the tableau, it is customary to omit the coefficient of z. For instance, the simplex tableau
for the linear programming problem

z 5 4x1 1 6x2 Objective function

2x1 1 5x2 1 s1 1 s2 1 s3 5 11
2x1 1 5x2 1 s1 1 s2 1 s3 5 27
2x1 1 5x2 1 s1 1 s2 1 s3 5 90
} Constraints

is as follows.
Basic
x1 x2 s1 s2 s3 b Variables
21 1 1 0 0 11 s1
1 1 0 1 0 27 s2
2 5 0 0 1 90 s3

24 26 0 0 0 0
↑
Current z–value

For this initial simplex tableau, the basic variables are s1, s2, and s3, and the nonbasic
variables (which have a value of zero) are x1 and x2. Hence, from the two columns that are
farthest to the right, we see that the current solution is
x1 5 0, x2 5 0, s1 5 11, s2 5 27, and s3 5 90.
This solution is a basic feasible solution and is often written as
sx1, x2, s1, s2, s3d 5 s0, 0, 11, 27, 90d.
496 CHAPTER 9 LINEAR PROGRAMMING

The entry in the lower–right corner of the simplex tableau is the current value of z. Note
that the bottom–row entries under x1 and x2 are the negatives of the coefficients of x1 and
x2 in the objective function
z 5 4x1 1 6x2.
To perform an optimality check for a solution represented by a simplex tableau, we look
at the entries in the bottom row of the tableau. If any of these entries are negative (as
above), then the current solution is not optimal.

Pivoting
Once we have set up the initial simplex tableau for a linear programming problem, the sim-
plex method consists of checking for optimality and then, if the current solution is not op-
timal, improving the current solution. (An improved solution is one that has a larger z-value
than the current solution.) To improve the current solution, we bring a new basic variable
into the solution––we call this variable the entering variable. This implies that one of the
current basic variables must leave, otherwise we would have too many variables for a basic
solution––we call this variable the departing variable. We choose the entering and
departing variables as follows.
1. The entering variable corresponds to the smallest (the most negative) entry in the
bottom row of the tableau.
2. The departing variable corresponds to the smallest nonnegative ratio of biyaij, in the
column determined by the entering variable.
3. The entry in the simplex tableau in the entering variable’s column and the departing
variable’s row is called the pivot.
Finally, to form the improved solution, we apply Gauss-Jordan elimination to the column
that contains the pivot, as illustrated in the following example. (This process is called
pivoting.)

EXAMPLE 1 Pivoting to Find an Improved Solution

Use the simplex method to find an improved solution for the linear programming problem
represented by the following tableau.
Basic
x1 x2 s1 s2 s3 b Variables

21 1 1 0 0 11 s1
1 1 0 1 0 27 s2
2 5 0 0 1 90 s3

24 26 0 0 0 0

The objective function for this problem is z 5 4x1 1 6x2.

 SECTION 9.3 THE SIMPLEX METHOD: MAXIMIZATION 497

Solution Note that the current solution sx1 5 0, x2 5 0, s1 5 11, s2 5 27, s3 5 90d corresponds to
a z–value of 0. To improve this solution, we determine that x2 is the entering variable,
because 26 is the smallest entry in the bottom row.
Basic
x1 x2 s1 s2 s3 b Variables

21 1 1 0 0 11 s1
1 1 0 1 0 27 s2
2 5 0 0 1 90 s3

24 26 0 0 0 0
↑
Entering

To see why we choose x2 as the entering variable, remember that z 5 4x1 1 6x2. Hence, it
appears that a unit change in x2 produces a change of 6 in z, whereas a unit change in x1
produces a change of only 4 in z.
To find the departing variable, we locate the bi’s that have corresponding positive elements
in the entering variables column and form the following ratios.
11 27 90
5 11, 5 27, 5 18
1 1 5
Here the smallest positive ratio is 11, so we choose s1 as the departing variable.
Basic
x1 x2 s1 s2 s3 b Variables

21 1 1 0 0 11 s1 ← Departing
1 1 0 1 0 27 s2
2 5 0 0 1 90 s3

24 26 0 0 0 0
↑
Entering

Note that the pivot is the entry in the first row and second column. Now, we use Gauss-
Jordan elimination to obtain the following improved solution.
Before Pivoting After Pivoting

21 21

3 4 3 4
1 1 0 0 11 1 1 0 0 11
1 1 0 1 0 27 2 0 21 1 0 16
2 5 0 0 1 90 7 0 25 0 1 35
24 26 0 0 0 0 210 0 6 0 0 66

The new tableau now appears as follows.

498 CHAPTER 9 LINEAR PROGRAMMING

Basic
x1 x2 s1 s2 s3 b Variables

21 1 1 0 0 11 x2
2 0 21 1 0 16 s2
7 0 25 0 1 35 s3

210 0 6 0 0 66

Note that x2 has replaced s1 in the basis column and the improved solution
sx1, x2, s1, s2, s3d 5 s0, 11, 0, 16, 35d
has a z-value of
z 5 4x1 1 6x2 5 4s0d 1 6s11d 5 66.

In Example 1 the improved solution is not yet optimal since the bottom row still has a
negative entry. Thus, we can apply another iteration of the simplex method to further im-
prove our solution as follows. We choose x1 as the entering variable. Moreover, the small-
est nonnegative ratio of 11ys21d, 16y2 5 8, and 35y7 5 5 is 5, so s3 is the departing
variable. Gauss-Jordan elimination produces the following.

21 21

3 4 3 4
1 1 0 0 11 1 1 0 0 11
2 0 21 1 0 16 2 0 21 1 0 16
257 1
7 0 25 0 1 35 1 0 0 7 5
210 0 6 0 0 66 210 0 6 0 0 66
2 1

3 4
0 1 7 0 7 16
3
0 0 7 1 227 6
257
1
1 0 0 7 5
287
10
0 0 0 7 116

Thus, the new simplex tableau is as follows.

Basic
x1 x2 s1 s2 s3 b Variables
2 1
0 1 7 0 7 16 x2
3
0 0 7 1 227 6 s2
1 0 257 0 1
7 5 x1

287 10
0 0 0 7 116

In this tableau, there is still a negative entry in the bottom row. Thus, we choose s1 as the
entering variable and s2 as the departing variable, as shown in the following tableau.
 SECTION 9.3 THE SIMPLEX METHOD: MAXIMIZATION 499

Basic
x1 x2 s1 s2 s3 b Variables
2 1
0 1 7 0 7 16 x2
3
0 0 7 1 227 6 s2 ← Departing
1 0 257 0 1
7 5 x1

287
10
0 0 0 7 116
↑
Entering

By performing one more iteration of the simplex method, we obtain the following tableau.
(Try checking this.)
Basic
x1 x2 s1 s2 s3 b Variables

0 1 0 223 1
3 12 x2
7
0 0 1 3 223 14 s1
5
1 0 0 3 213 15 x1

0 0 0 8
3
2
3 132 ← Maximum z-value

In this tableau, there are no negative elements in the bottom row. We have therefore deter-
mined the optimal solution to be

sx1, x2, s1, s2, s3d 5 s15, 12, 14, 0, 0d

with

z 5 4x1 1 6x2 5 4s15d 1 6s12d 5 132.

REMARK: Ties may occur in choosing entering and/or departing variables. Should this
happen, any choice among the tied variables may be made.

Because the linear programming problem in Example 1 involved only two decision vari-
Figure 9.18 ables, we could have used a graphical solution technique, as we did in Example 2, Section
x2 9.2. Notice in Figure 9.18 that each iteration in the simplex method corresponds to moving
from a given vertex to an adjacent vertex with an improved z-value.
25

20
(5, 16) s0, 0d s0, 11d s5, 16d s15, 12d
15 (15, 12) z50 z 5 66 z 5 116 z 5 132
10 (0, 11)
5
(0, 0) (27, 0)
The Simplex Method
x1
5 10 15 20 25 30 We summarize the steps involved in the simplex method as follows.
500 CHAPTER 9 LINEAR PROGRAMMING

The Simplex Method To solve a linear programming problem in standard form, use the following steps.
1. Convert each inequality in the set of constraints to an equation by adding slack
(Standard Form) variables.
2. Create the initial simplex tableau.
3. Locate the most negative entry in the bottom row. The column for this entry is called
the entering column. (If ties occur, any of the tied entries can be used to determine
the entering column.)
4. Form the ratios of the entries in the “b-column” with their corresponding positive
entries in the entering column. The departing row corresponds to the smallest non-
negative ratio biyaij . (If all entries in the entering column are 0 or negative, then there
is no maximum solution. For ties, choose either entry.) The entry in the departing row
and the entering column is called the pivot.
5. Use elementary row operations so that the pivot is 1, and all other entries in the
entering column are 0. This process is called pivoting.
6. If all entries in the bottom row are zero or positive, this is the final tableau. If not, go
back to Step 3.
7. If you obtain a final tableau, then the linear programming problem has a maximum
solution, which is given by the entry in the lower-right corner of the tableau.

Note that the basic feasible solution of an initial simplex tableau is

sx1, x2, . . . , xn, s1, s2, . . . , sm d 5 s0, 0, . . . , 0, b1, b2, . . . , bm d.
This solution is basic because at most m variables are nonzero (namely the slack variables).
It is feasible because each variable is nonnegative.
In the next two examples, we illustrate the use of the simplex method to solve a
problem involving three decision variables.

EXAMPLE 2 The Simplex Method with Three Decision Variables

Use the simplex method to find the maximum value of

z 5 2x1 2 x2 1 2x3 Objective function

subject to the constraints

2x1 1 2x2 2 2x3 # 10
2x1 1 2x2 2 2x3 # 20
2x1 1 2x2 1 2x3 # 25

where x1 $ 0, x2 $ 0, and x3 $ 0.

Solution Using the basic feasible solution

sx1, x2, x3, s1, s2, s3d 5 s0, 0, 0, 10, 20, 5d

the initial simplex tableau for this problem is as follows. (Try checking these computations,
and note the “tie” that occurs when choosing the first entering variable.)
 SECTION 9.3 THE SIMPLEX METHOD: MAXIMIZATION 501

Basic
x1 x2 x3 s1 s2 s3 b Variables

2 1 0 1 0 0 10 s1
1 2 22 0 1 0 20 s2
0 1 2 0 0 1 5 s3 ← Departing
22 1 22 0 0 0 0
↑
Entering

Basic
x1 x2 x3 s1 s2 s3 b Variables

2 1 0 1 0 0 10 s1 ← Departing
1 3 0 0 1 1 25 s2
1 1 5
0 2 1 0 0 2 2 x3

22 2 0 0 0 1 5
↑
Entering

Basic
x1 x2 x3 s1 s2 s3 b Variables
1 1
1 2 0 2 0 0 5 x1
5
0 2 0 212 1 1 20 s2
1 1 5
0 2 1 0 0 2 2 x3

0 3 0 1 0 1 15

This implies that the optimal solution is

sx1, x2, x3, s1, s2, s3d 5 s5, 0, 52 , 0, 20, 0d

and the maximum value of z is 15.

Occasionally, the constraints in a linear programming problem will include an equation.

In such cases, we still add a “slack variable” called an artificial variable to form the ini-
tial simplex tableau. Technically, this new variable is not a slack variable (because there is
no slack to be taken). Once you have determined an optimal solution in such a problem,
you should check to see that any equations given in the original constraints are satisfied.
Example 3 illustrates such a case.

EXAMPLE 3 The Simplex Method with Three Decision Variables

Use the simplex method to find the maximum value of

z 5 3x1 1 2x2 1 x3 Objective function

502 CHAPTER 9 LINEAR PROGRAMMING

subject to the constraints

4x1 1 3x2 1 3x3 5 30
2x1 1 3x2 1 3x3 # 60
2x1 1 2x2 1 3x3 # 40

where x1 $ 0, x2 $ 0, and x3 $ 0.

Solution Using the basic feasible solution

sx1, x2, x3, s1, s2, s3d 5 s0, 0, 0, 30, 60, 40d
the initial simplex tableau for this problem is as follows. (Note that s1 is an artificial vari-
able, rather than a slack variable.)
Basic
x1 x2 x3 s1 s2 s3 b Variables

4 1 1 1 0 0 30 s1 ← Departing
2 3 1 0 1 0 60 s2
1 2 3 0 0 1 40 s3

23 22 21 0 0 0 0
↑
Entering

Basic
x1 x2 x3 s1 s2 s3 b Variables
1 1 1 15
1 4 4 4 0 0 2 x1
5 1
0 2 2 212 1 0 45 s2 ← Departing
7 11
0 4 4 214 0 1
65
2 s3

254 214
3 45
0 4 0 0 2
↑
Entering

Basic
x1 x2 x3 s1 s2 s3 b Variables
1 3 1
1 0 5 10 210 0 3 x1
1
0 1 5 215 2
5 0 18 x2
12 1 7
0 0 5 10 210 1 1 s3
1 1
0 0 0 2 2 0 45
This implies that the optimal solution is
sx1, x2, x3, s1, s2, s3d 5 s3, 18, 0, 0, 0, 1d
and the maximum value of z is 45. (This solution satisfies the equation given in the con-
straints because 4s3d 1 1s18d 1 1s0d 5 30.d
 SECTION 9.3 THE SIMPLEX METHOD: MAXIMIZATION 503

Applications

EXAMPLE 4 A Business Application: Maximum Profit

A manufacturer produces three types of plastic fixtures. The time required for molding,
trimming, and packaging is given in Table 9.1. (Times are given in hours per dozen
fixtures.)
TABLE 9.1

Process Type A Type B Type C Total time available

3
Molding 1 2 2 12,000
2 2
Trimming 3 3 1 4,600
1 1 1
Packaging 2 3 2 2,400

Profit $11 $16 $15 —

How many dozen of each type of fixture should be produced to obtain a maximum profit?

Solution Letting x1, x2, and x3 represent the number of dozen units of Types A, B, and C, respec-
tively, the objective function is given by
Profit 5 P 5 11x1 1 16x2 1 15x3.
Moreover, using the information in the table, we construct the following constraints.
2
3 x1 1 2x2 1 32 x3 # 12,000
2
3 x1 1 23 x2 1 32 x3 # 14,600
1
2 x1 1 13 x2 1 12 x3 # 12,400
(We also assume that x1 $ 0, x2 $ 0, and x3 $ 0.) Now, applying the simplex method with
the basic feasible solution
sx1, x2, x3, s1, s2, s3d 5 s0, 0, 0, 12,000, 4,600, 2,400d
we obtain the following tableaus.
Basic
x1 x2 x3 s1 s2 s3 b Variables
3
1 2 2 1 0 0 12,000 s1 ← Departing
2 2
3 3 1 0 1 0 4,600 s2
1 1 1
2 3 2 0 0 1 2,400 s3

211 216 215 0 0 0 0

↑
Entering
504 CHAPTER 9 LINEAR PROGRAMMING

Basic
x1 x2 x3 s1 s2 s3 b Variables
1 3 1
2 1 4 2 0 0 6,000 x2
1 1
3 0 2 213 1 0 600 s2
1 1
3 0 4 216 0 1 400 s3 ← Departing
23 0 −3 8 0 0 96,000
↑
Entering

Basic
x1 x2 x3 s1 s2 s3 b Variables
3 3
0 1 8 4 0 232 5,400 x2
1
0 0 4 216 1 21 200 s2 ← Departing
3
1 0 4 212 0 3 1,200 x1

234
13
0 0 2 0 9 99,600
↑
Entering

Basic
x1 x2 x3 s1 s2 s3 b Variables

0 1 0 1 232 0 5,100 x2
0 0 1 223 4 24 800 x3
1 0 0 0 23 6 600 x1

0 0 0 6 3 6 100,200
From this final simplex tableau, we see that the maximum profit is $100,200, and this is
obtained by the following production levels.
Type A: 600 dozen units
Type B: 5,100 dozen units
Type C: 800 dozen units

REMARK: In Example 4, note that the second simplex tableau contains a “tie” for the
minimum entry in the bottom row. (Both the first and third entries in the bottom row are
23.) Although we chose the first column to represent the departing variable, we could have
chosen the third column. Try reworking the problem with this choice to see that you obtain
the same solution.

EXAMPLE 5 A Business Application: Media Selection

The advertising alternatives for a company include television, radio, and newspaper
advertisements. The costs and estimates for audience coverage are given in Table 9.2
 SECTION 9.3 THE SIMPLEX METHOD: MAXIMIZATION 505

TABLE 9.2

Television Newspaper Radio

Cost per advertisement $ 2,000 $ 600 $ 300

Audience per advertisement 100,000 40,000 18,000

The local newspaper limits the number of weekly advertisements from a single company to
ten. Moreover, in order to balance the advertising among the three types of media, no more
than half of the total number of advertisements should occur on the radio, and at least 10%
should occur on television. The weekly advertising budget is $18,200. How many adver-
tisements should be run in each of the three types of media to maximize the total audience?

Solution To begin, we let x1, x2, and x3 represent the number of advertisements in television, news-
paper, and radio, respectively. The objective function (to be maximized) is therefore

z 5 100,000x1 1 40,000x2 1 18,000x3 Objective function

where x1 $ 0, x2 $ 0, and x3 $ 0. The constraints for this problem are as follows.

2000x1 1 600x2 1 300x3 # 18,200
2000x1 1 600x2 1 300x3 # 10
2000x1 1 600x2 1 300x3 # 0.5sx1 1 x2 1 x3d
2000x1 1 600x2 1 300x3 $ 0.1sx1 1 x2 1 x3d

A more manageable form of this system of constraints is as follows.

20x1 1 6x2 1 3x3 # 182
20x1 1 6x2 1 3x3 # 110
2x1 2 6x2 1 3x3 # 180
29x1 1 6x2 1 3x3 # 180
} Constraints

Thus, the initial simplex tableau is as follows.

Basic
x1 x2 x3 s1 s2 s3 s4 b Variables

20 6 3 1 0 0 0 182 s1 ← Departing
0 1 0 0 1 0 0 10 s2
21 21 1 0 0 1 0 0 s3
29 1 1 0 0 0 1 0 s4

2100,000 240,000 218,000 0 0 0 0 0

↑
Entering
506 CHAPTER 9 LINEAR PROGRAMMING

Now, to this initial tableau, we apply the simplex method as follows.

Basic
x1 x2 x3 s1 s2 s3 s4 b Variables
3 3 1 91
1 10 20 20 0 0 0 10 x1
0 1 0 0 1 0 0 10 s2 ← Departing
7 23 1 91
0 210 20 20 0 1 0 10 s3
37 47 9 819
0 10 20 20 0 0 1 10 s4

0 210,000 23,000 5,000 0 0 0 910,000

↑
Entering

Basic
x1 x2 x3 s1 s2 s3 s4 b Variables
3 1 3 61
1 0 20 20 210 0 0 10 x1
0 1 0 0 1 0 0 10 x2
23 1 7 161
0 0 20 20 10 1 0 10 s3 ← Departing
47 9
237 449
0 0 20 20 10 0 1 10 s4

0 0 23,000 5,000 10,000 0 0 1,010,000

↑
Entering

Basic
x1 x2 x3 s1 s2 s3 s4 b Variables
1 9 3
1 0 0 23 223 223 0 4 x1
0 1 0 0 1 0 0 10 x2
1 14 20
0 0 1 23 23 23 0 14 x3
8 118
0 0 0 23 2 23 247
23 1 12 s4
118,000 272,000 60,000
0 0 0 23 23 23 0 1,052,000
From this tableau, we see that the maximum weekly audience for an advertising budget of
$18,200 is
z 5 1,052,000 Maximum weekly audience

and this occurs when x1 5 4, x2 5 10, and x3 5 14. We sum up the results here.

Number of
Media Advertisements Cost Audience
Television 4 $ 8,000 400,000
Newspaper 10 $ 6,000 400,000
Radio 14 $ 4,200 252,000
Total 28 $18,200 1,052,000
 SECTION 9.3 EXERCISES 507

SECTION 9.3 ❑ EXERCISES

In Exercises 1– 4, write the simplex tableau for the given linear pro- 11. Objective function: 12. Objective function:
gramming problem. You do not need to solve the problem. (In each z 5 5x1 1 2x2 1 8x3 z 5 x1 2 x2 1 2x3
case the objective function is to be maximized.) Constraints: Constraints:
1. Objective function: 2. Objective function: 2x1 2 4x2 1 3x3 # 42 2x1 1 2x2 # 8
z 5 x1 1 2x2 z 5 x1 1 3x2 2x1 1 3x2 2 3x3 # 42 2x1 1 2x3 # 5
Constraints: Constraints: 6x1 2 3x2 1 3x3 # 42 x1, x2, x3 $ 0
2x1 1 x2 # 8 x1 1 x2 # 4 x1, x2, x3 $ 40
2x1 1 x2 # 5 x1 2 x2 # 1 13. Objective function: 14. Objective function:
2x1, x2 $ 0 x1, x2 $ 0 z 5 4x1 1 5x2 z 5 x1 1 2x2
3. Objective function: 4. Objective function: Constraints: Constraints:
z 5 2x1 1 3x2 1 4x3 z 5 6x1 2 9x2 3x1 1 7x2 # 10 2x1 1 3x2 # 15
Constraints: Constraints: 3x1 1 7x2 # 42 2x1 2 3x2 # 12
x1 1 2x2 1 x3 # 12 2x1 2 3x2 # 26 x1, x2 $ 40 x1, x2 $ 10
x1 1 2x2 1 x3 # 18 2x1 1 3x2 # 20 15. Objective function: 16. Objective function:
x1, x2, x3 $ 10 x1, x2 $ 20 z 5 3x1 1 4x2 1 x3 1 7x4 z 5 x1
Constraints: Constraints:
In Exercises 5–8, explain why the linear programming problem is 8x1 1 3x2 1 4x3 1 5x4 # 7 3x1 1 2x2 # 60
not in standard form as given.
2x1 1 6x2 1 4x3 1 5x4 # 3 3x1 1 2x2 # 28
5. (Minimize) 6. (Maximize)
2x1 1 4x2 1 5x3 1 2x4 # 8 3x1 1 4x2 # 48
Objective function: Objective function:
x1, x2, x3, x4 $ 0 x1, x2 $ 40
z 5 x1 1 x2 z 5 x1 1 x2
Constraints: Constraints: 17. Objective function: 18. Objective function:
z 5 x1 2 x2 1 x3 z 5 2x1 1 x2 1 3x3
x1 1 2x2 # 4 2x1 1 2x2 # 26
x1, x2 $ 0 2x1 2 2x2 # 21 Constraints: Constraints:
x1, x2 $ 20 2x1 1 2x2 2 3x3 # 40 2x1 1 x2 1 3x3 # 59
2x1 1 2x2 1 3x3 # 25 2x1 1 x2 1 3x3 # 75
7. (Maximize) 8. (Maximize)
2x1 1 2x2 1 3x3 # 32 2x1 1 x2 1 6x3 # 54
Objective function: Objective function:
x1, x2, x3 $ 30 x1, x2, x3 $ 50
z 5 x1 1 x2 z 5 x1 1 x2
Constraints: Constraints: 19. Objective function:
z 5 x1 1 2x2 2 x4
2x1 1 x2 1 3x3 # 5 x1 1 x2 $ 4
Constraints:
2x1 1 x2 2 2x3 $ 1 2x1 1 x2 $ 6
x1 1 2x2 1 3x3 1 x4 # 24
2x1 1 x2 1 3x3 # 0 x1, x2 $ 0
x1 1 3x2 1 7x3 1 x4 # 42
x1, x2, x3 $ 0
x1, x2, x3, x4 $ 40
In Exercises 9–20, use the simplex method to solve the given
20. Objective function:
linear programming problem. (In each case the objective function
z 5 x1 1 2x2 1 x3 2 x4
is to be maximized.)
Constraints:
9. Objective function: 10. Objective function:
2x1 1 3x2 1 3x3 1 4x4 # 60
z 5 x1 1 2x2 z 5 x1 1 x2
2x1 1 3x2 1 2x3 1 5x4 # 50
Constraints: Constraints: 2x1 1 3x2 1 2x3 1 6x4 # 72
x1 1 4x2 # 18 3x1 1 2x2 # 16 x1, x2, x3, x4 $ 70
x1 1 4x2 # 12 3x1 1 2x2 # 12
x1, x2 $ 10 x1, x2 $ 10
508 CHAPTER 9 LINEAR PROGRAMMING

21. A merchant plans to sell two models of home computers at 26. Suppose in Exercise 25 the total time available for assem-
costs of $250 and $400, respectively. The $250 model yields a bling, painting, and packaging is 4000 hours, 2500 hours, and
profit of $45 and the $400 model yields a profit of $50. The 1500 hours, respectively, and that the profit per unit is $48
merchant estimates that the total monthly demand will not (Model A), $50 (Model B), and $52 (Model C). How many
exceed 250 units. Find the number of units of each model that of each type should be produced to obtain a maximum profit?
should be stocked in order to maximize profit. Assume that 27. A company has budgeted a maximum of $600,000 for adver-
the merchant does not want to invest more than $70,000 in tising a certain product nationally. Each minute of television
computer inventory. (See Exercise 21 in Section 9.2.) time costs $60,000 and each one-page newspaper ad costs
22. A fruit grower has 150 acres of land available to raise two $15,000. Each television ad is expected to be viewed by 15
crops, A and B. It takes one day to trim an acre of crop A and million viewers, and each newspaper ad is expected to be
two days to trim an acre of crop B, and there are 240 days per seen by 3 million readers. The company’s market research
year available for trimming. It takes 0.3 day to pick an acre of department advises the company to use at most 90% of the
crop A and 0.1 day to pick an acre of crop B, and there are 30 advertising budget on television ads. How should the
days per year available for picking. Find the number of acres advertising budget be allocated to maximize the total audi-
of each fruit that should be planted to maximize profit, as- ence?
suming that the profit is $140 per acre for crop A and $235 28. Rework Exercise 27 assuming that each one-page newspaper
per acre for B. (See Exercise 22 in Section 9.2.) ad costs $30,000.
23. A grower has 50 acres of land for which she plans to raise 29. An investor has up to $250,000 to invest in three types of in-
three crops. It costs $200 to produce an acre of carrots and vestments. Type A pays 8% annually and has a risk factor of
the profit is $60 per acre. It costs $80 to produce an acre of 0. Type B pays 10% annually and has a risk factor of 0.06.
celery and the profit is $20 per acre. Finally, it costs $140 to Type C pays 14% annually and has a risk factor of 0.10. To
produce an acre of lettuce and the profit is $30 per acre. Use have a well-balanced portfolio, the investor imposes the fol-
the simplex method to find the number of acres of each crop lowing conditions. The average risk factor should be no
she should plant in order to maximize her profit. Assume that greater than 0.05. Moreover, at least one-fourth of the total
her cost cannot exceed $10,000. portfolio is to be allocated to Type A investments and at least
24. A fruit juice company makes two special drinks by blending one-fourth of the portfolio is to be allocated to Type B invest-
apple and pineapple juices. The first drink uses 30% apple ments. How much should be allocated to each type of invest-
juice and 70% pineapple, while the second drink uses 60% ment to obtain a maximum return?
apple and 40% pineapple. There are 1000 liters of apple and 30. An investor has up to $450,000 to invest in three types of
1500 liters of pineapple juice available. If the profit for the investments. Type A pays 6% annually and has a risk factor
first drink is $0.60 per liter and that for the second drink is of 0. Type B pays 10% annually and has a risk factor of 0.06.
$0.50, use the simplex method to find the number of liters of Type C pays 12% annually and has a risk factor of 0.08. To
each drink that should be produced in order to maximize the have a well-balanced portfolio, the investor imposes the
profit. following conditions. The average risk factor should be no
25. A manufacturer produces three models of bicycles. The time greater than 0.05. Moreover, at least one-half of the total
(in hours) required for assembling, painting, and packaging portfolio is to be allocated to Type A investments and at least
each model is as follows. one-fourth of the portfolio is to be allocated to Type B invest-
ments. How much should be allocated to each type of
Model A Model B Model C investment to obtain a maximum return?
Assembling 2 2.5 3 31. An accounting firm has 900 hours of staff time and 100 hours
of reviewing time available each week. The firm charges
Painting 1.5 2 1 $2000 for an audit and $300 for a tax return. Each audit
Packaging 1 0.75 1.25 requires 100 hours of staff time and 10 hours of review time,
and each tax return requires 12.5 hours of staff time and 2.5
The total time available for assembling, painting, and packag- hours of review time. What number of audits and tax returns
ing is 4006 hours, 2495 hours and 1500 hours, respectively. will bring in a maximum revenue?
The profit per unit for each model is $45 (Model A), $50
(Model B), and $55 (Model C). How many of each type
should be produced to obtain a maximum profit?
 SECTION 9.4 THE SIMPLEX METHOD: MINIMIZATION 509

32. The accounting firm in Exercise 31 raises its charge for an 35. (Maximize) 36. (Maximize)
audit to $2500. What number of audits and tax returns will Objective function: Objective function:
bring in a maximum revenue? z 5 2.5x1 1 x2 z 5 x1 1 12 x2
In the simplex method, it may happen that in selecting the departing Constraints: Constraints:
variable all the calculated ratios are negative. This indicates an un- 3x1 1 5x2 # 15 2x1 1 3x2 # 20
bounded solution. Demonstrate this in Exercises 33 and 34. 5x1 1 2x2 # 10 2x1 1 3x2 # 35
x1, x2 $ 10 x1, x2 $ 30
33. (Maximize) 34. (Maximize)
C 37. Use a computer to maximize the objective function
Objective function: Objective function:
z 5 x1 1 2x2 z 5 x1 1 3x2 z 5 2x1 1 7x2 1 6x3 1 4x4
Constraints: Constraints: subject to the constraints
2x1 2 3x2 # 1 2x1 1 x2 # 20 1.2x1 1 0.7x2 1 0.83x3 1 0.5x4 # 65
2x1 1 2x2 # 4 22x1 1 x2 # 50 1.2x1 1 0.7x2 1 0.83x3 1 1.2x4 # 96
x1, x2 $ 0 x1, x2 $ 50 0.5x1 1 0.7x2 1 01.2x3 1 0.4x4 # 80
where x1, x2, x3, x4 $ 0.
If the simplex method terminates and one or more variables not in C 38. Use a computer to maximize the objective function
the final basis have bottom-row entries of zero, bringing these
variables into the basis will determine other optimal solutions. z 5 1.2x1 1 x2 1 x3 1 x4
Demonstrate this in Exercises 35 and 36. subject to the same set of constraints given in Exercise 37.

9.4 THE SIMPLEX METHOD: MINIMIZATION

In Section 9.3, we applied the simplex method only to linear programming problems in
standard form where the objective function was to be maximized. In this section, we extend
this procedure to linear programming problems in which the objective function is to be min-
imized.
A minimization problem is in standard form if the objective function w 5 c1x1 1 c2x2
1 . . . 1 cn xn is to be minimized, subject to the constraints

a11x1 1 a12x2 1 . . . 1 a1nxn $ b1

a21x1 1 a22x2 1 . . . 1 a2nxn $ b2

..
.
am1x1 1 am2x2 1 . . . 1 amnxn $ 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 dis-
cussed in Section 9.3.
In Example 5 in Section 9.2, we used geometric methods to solve the following
minimization problem.