Simplex Method Exercises for Optimization
Simplex Method Exercises for Optimization
SIMPLEX METHOD
EXERCISE NO. 1
Maximize (Z) = 5X1- 4X2+ 6X3+ 8X4
Subject to: X1+ 7X2+ 3X3 + 7X4≤ 46
3X1– X2+ X3+ 2X4less than or equal to 8
2X1+ 3X2X3+ X4<= 10
X1X2X3X4greater than or equal to 0
Solution of problem number 1, WE BRING THE INEQUALITIES (>= 0 <=) TO THE FORM (=)
increasing slack variables.
Maximize (Z) = 5X1- 4X2+ 6X3+ 8X4+0S1+0S2+0S3
X1+ 7X2+ 3X3 + 7X4+1S1+0S2+0S3=46
3X1– X2+ X3+ 2X4+0S1+1S2+0S3=8
2X1+ 3X2X3+ X4+0S1+0S2+1S3=10
X1,X2X3X4greater than or equal to 0
Next, the board is built to carry out the iterations and reach the optimal board.
TABLE No. 1.
5 -4 6 8 0 0 0
Cj
Yes Xb X1 X2 X3 X4 S1 S2 S3 bI ΘI
0 S1 1 7 3 7 1 0 0 46 46/7
0 S2 3 -1 1 2 0 1 0 8 4
0 S3 2 3 -1 1 0 0 1 10 10
Cj-Zj 5 -4 6 8 0 0 0
Through the maximization criterion in the Cj-Zj, we take the largest and inΘIwe take the
smallest POSITIVE value then enter the variableX4and S comes out2,the pivot element is 2.
They perform *S2/2 =X4 S3 - X4 = S3 S1 = S1 - 7 * X4: X4 leaves and X3 enters
PIVOT NUMBER = 1/2
TABLE N° 2. ITERATION 1
5 -4 6 8 0 0 0
Cj
Yes Xb X1 X2 X3 X4 S1 S2 S3 bi ΘI
0 S1 -19/2 21/2 -1/2 0 1 -7/2 0 18 -
8 X4 3/2 -1/2 1/2 1 0 1/2 0 4 8
0 S3 2 3 -1 1 0 0 1 6 -
Cj-Zj -7 -0 2 0 0 -4 0 32
Se realizan *X3=2*X4 *S3+X4=S3 *S1=S1-7*4
X1= 0, X2= 11/5, X3= 51/5, X4= 0, S1= 0, S2= 0, S3= 68/5
EXERCISE No. 2
Subject to:
Next, the board is built to perform the iterations and reach the optimal board.
TABLE No. 1.
2 -4 5 -6 0 0
Cj
Yes Xb X1 X2 X3 X4 S1 S2 bi ΘI
0 S1 1 4 -2 8 1 0 2 -
0 S2 -1 2 3 4 0 1 1 1/3
Cj-Zj 2 -4 5 -6 0 0 0
Using the maximization criterion in the Cj-Zj, we take the largest and inΘIwe take the
minimum POSITIVE value then enter the variableX3and S goes out2the pivot element is 3.
X3 = S2 / 3 S1=2*X3+S1;
TABLE N° 2. ITERATION 1
2 -4 5 -6 0 0
Cj
Yes Xb X1 X2 X3 X4 S1 S2 bI ΘI
0 S1 1/3 16/3 0 32/3 1 2/3 8/3 -
5 X3 -1/3 2/3 1 4/3 0 1/3 1/3 1/3
Cj-Zj March 11-22/3 0 -38/3 0 -5/3 5/3
Using the maximization criterion in the Cj-Zj, we take the largest and inΘIwe take the
smallest POSITIVE value then enter the variableX3and goes out S2the pivot element is 1.
LET X1=3*S1, X3=(3*X3+X1)3;
TABLA N° 3. ITERACCION 2
2 -4 5 -6 0 0
Cj
Yes Xb X1 X2 X3 X4 S1 S2 bi ΘI
2 X1 1 16 0 32 3 2 8
5 X3 0 6 1 12 1 1 3
Cj-Zj 0 -66 0 -130 -11 -9 31
By applying the maximization criterion on the Cj-Zj, we take the largest and inΘIwe take the
minimum value then enter the variableX1and S leaves1WE REACHED THE OPTIMAL BOARD
EXERCISE NO. 3
CJ 2 -5 1 M 0 M
CI XB X1 X2 X3 A1 S1 A2 bi ΘI
M A1 1 1 1 1 0 0 7 7
M A2 2 -5 1 0 -1 1 10 5
CJ-ZJ 2-3M -5+4M 1-2M 0 M 0 -
THROUGH THE MINIMIZATION CRITERION WE TAKE THE MOST NEGATIVE CJ-ZJ ANDΘILESS AND
POSITIVE
THEN THE INPUT VARIABLE IS X1 AND THE OUTPUT VARIABLE IS A2 AND THE PIVOT NUMBER
ES2. OPERATE *A2/2=X1 AND *A1-X1=A1
CJ 2 -5 1 M 0 M
CI XB X1 X2 X3 A1 S1 A2 bi ΘI
M A1 0 7/2 1/2 1 1/2 -1/2 2 4/7
2 X1 1 -5/2 1/2 0 -1/2 1/2 5 -
CJ-ZJ 0 -7M/2 -M/2 0 1-M/2 (3M/2)+ -
1
BY MEANS OF THE MINIMIZATION CRITERION WE TAKE THE MOST NEGATIVE CJ-ZJ ANDΘILESS THAN
POSITIVE
THEN THE INPUT VARIABLE IS X2 AND THE OUTPUT VARIABLE IS A1 AND THE PIVOT NUMBER
ES7/2. The operation *X2=A1*2/7 and * X1=5/2(X1)+X2
CJ 2 -5 1 M 0 M
CI XB X1 X2 X3 A1 S1 A2 bi ΘI
-5 X2 0 1 1/7 2/7 1/7 -1/7 4/7
2 X1 1 0 6/7 5/7 -1/7 1/7 45/7
CJ-ZJ 0 0 0 M 1 M-1 148/7
EXERCISE NO. 4
Subject to:
Next, the board is constructed to carry out the iterations and reach the optimal board.
TABLE No. 1.
3 1 0 0 0 0
Cj
Yes Xb X1 X2 X3 S1 S2 S3 bi ΘI
0 S1 1 2 0 1 0 0 5 5
0 S2 1 1 -1 0 1 0 2 2
0 S3 7 3 -5 0 0 1 20 20/7
Cj-Zj 3 1 0 0 0 0 0
Through the maximization criterion in the Cj-Zj we take the largest and inΘIwe take the
lower value then enter the variableX1and it leaves S2the pivot element is 1.
S2=X1; S1=S1-X1; S3=S3-7*S1;
EXERCISE N° 5
Subject to:
X1+ 2X2+ X3≤ 430
3X1+ 2X3≤ 460
X1+ 4X2 ≤ 420
X1, X2, X3greater than or equal to 0
SOLUTION:
Objective Function
Subject to:
En seguida se construye el tablero para realizar las iteraciones y llegar al tablero óptmo.
TABLE No. 1.
3 2 5 0 0 0
Cj
Here Xb X1 X2 X3 S1 S2 S3 bI ΘI
0 S1 1 2 1 1 0 0 430 430
0 S2 3 0 2 0 1 0 460 230
0 S3 1 4 0 0 0 1 420 0
Cj-Zj 3 2 5 0 0 0 0
By the maximization criterion in the Cj-Zj, we take the largest and inΘIwe take the
lower value then enter the variableX3and S goes out2the pivot element is 2.
X3 is calculated as S2/2; S1 equals S1 minus X3; S3 equals S3;
Next, the board is built to perform the iterations and reach the optimal board.
TABLE No. 2. ITERATION 1.
3 2 5 0 0 0
Cj
Yes Xb X1 X2 X3 S1 S2 S3 bI ΘI
0 S1 -1/2 2 0 1 -1/2 0 200 100
5 X3 3/2 0 1 0 1/2 0 230 0
0 S3 1 4 0 0 0 1 420 240
Cj-Zj -9/2 2 0 0 -5/2 0 1150
Through the maximization criterion in the Cj-Zj, we take the largest and inΘIwe take the
lower value then enter the variableX3and S goes out2the pivot element is 2.
X3 = S2 / 2; S1 = S1 - X1; S3 = S3 - 7 * S1;
Next, the board is built to perform the iterations and reach the optimal board.
TABLE N° 3. ITERATION 2.
3 2 5 0 0 0
Cj
Yes Xb X1 X2 X3 S1 S2 S3 bI ΘI
2 X2 -1/4 1 0 1/2 -1/4 0 100
5 X3 3/2 0 1 0 1/2 0 230
0 S3 2 0 0 -2 1 1 20
Cj-Zj -4 0 0 -1 -2 0 1350
EXERCISE No. 6
TABLE N°1.
CJ 1 5 3 -M -M
CI Xb X1 X2 X3 A1 A2 bi ΘI
A1 -M 1 2 1 1 0 3 3
A2 -M 2 -1 0 0 1 4 2
CJ-ZJ 1+3M 5+M 3+M 0 0
THE VARIABLE THAT EXITS IS A2 AND THE VARIABLE THAT ENTERS IS X1 AND THE PIVOT NUMBER IS 2;
BY THE MAXIMIZATION CRITERION, THE LARGER CJ-ZJ IS CHOSEN AND THE SMALLER ΘI
THE VARIABLE THAT EXITS IS A1 AND THE VARIABLE THAT ENTERS IS X2 AND THE PIVOT NUMBER IS 5/2;
X2 = (A1)2/5 *X1=(X2/2)+X1
BY MEANS OF THE MAXIMIZATION CRITERION, THE CJ-ZJ GREATER AND ΘI LOWER ARE CHOSEN
THE VARIABLE THAT EXITS IS X2 AND THE VARIABLE THAT ENTERS IS X3 AND THE PIVOT NUMBER IS 2/5;
Region
factable
A
C
By graphing the equations and using the maximization criterion, we find the points x1 and x2 that make the objective function
reach the maximum value required by the exercise
C
B
D
Region
factable
E
A
F
Graphing the equations and using the maximization criterion, we find the points x1 and x2 that make the objective function.
reach the maximum value required by the exercise
Maximize (Z) = 3X1+ 2X2 (3;2) Y(35/9;2/3) MAXIMIZE THE OBJECTIVE FUNCTION.
POINT X COORDINATE COORDINATE Y VALUE OF THE
(X1) (X2) OBJECTIVE FUNCTION(Z)
A 0 0 0
B 0 15/4 15/2
C 5/3 10/3 35/3
D 3 2 13
E 35/9 2/3 13
F 11/3 0 11
AT POINTS D AND E, THE VALUE OF Z REACHES THE MAXIMUM VALUE OF 13.