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Simplex Method Exercises for Optimization

This document presents 4 solved exercises using the simplex method for linear programming problems. Each exercise describes an optimization problem subject to constraints and shows the iterative tables of the simplex process to reach the optimal solution.

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0% found this document useful (0 votes)
12 views10 pages

Simplex Method Exercises for Optimization

This document presents 4 solved exercises using the simplex method for linear programming problems. Each exercise describes an optimization problem subject to constraints and shows the iterative tables of the simplex process to reach the optimal solution.

Translated by

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

QUALIFIED PRACTICE

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

TABLE N° 3. ITERATION 2 VARIABLE S1 EXITS AND X2 ENTERS PIVOT NUMBER = 10


5 -4 6 8 0 0 0
Cj
Us Xb X1 X2 X3 X4 S1 S2 S3 bi ΘI
0 S1 8 10 0 1 1 -3 0 22 22/7
6 X3 3 -1 1 2 0 1 0 8 -
0 S3 5 2 0 3 0 1 1 18 9
Cj-Zj -13 2 0 -4 0 -6 0 48

OPERATE *S1/10=X2 * X3=X3+X2 *S3=S3-2*X2;


TABLE N° 4. Optimal board
5 -4 6 8 0 0 0
Cj
Yes Xb X1 X2 X3 X4 S1 S2 S3 bI ΘI
-4 X2 -4/5 1 0 1/10 1/10 -3/10 0 11/5
6 X3 11/5 0 1 21/10 1/10 7/10 0 51/5
0 S3 33/5 0 0 14/5 -1/5 8/5 1 68/5
Cj-Zj -57/5 0 0 -21/5 -1/5 -27/5 0 262/5

Optimal solution is z=262/5

X1= 0, X2= 11/5, X3= 51/5, X4= 0, S1= 0, S2= 0, S3= 68/5

EXERCISE No. 2

Maximize (Z) = 2X1- 4X2+ 5X3- 6X4


Subject to:
X1+ 4X2- 2X3+ 8X4≤ 2
-1+2 X2+ 3X3+ 4X4<= 1
X1X2X3X4≥ 0
SOLUTION:
Objective Function

Maximize: Z = 2X1 - 4X2 + 5X3 - 6X4 + 0S1 + 0S2

Subject to:

1X1 + 4X2 - 2X3 + 8X4 + 1S1 + 0S2 = 2

-1X1 + 2X2 + 3X3 + 4X4 + 0S1 + 1S2 = 1

X1, X2, X3, X4, S1, S2 ≥ 0

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

The optimal solution is Z = 31

X1= 8, X2= 0, X3= 3, X4= 0, S1= 0, S2= 0

EXERCISE NO. 3

Minimize (Z) = 4X1- 8X2+ 3X3


Subject to:
X1+ X2+ X37
2X1 - 5X2+ X3greater than or equal to 10
X1X2, X3≥ 0
SOLUTION:

DEPENDING ON THE RESTRICTIONS, WE ADD ARTIFICIAL VARIABLES

Minimize (Z) = 4X1- 8X2+ 3X3+MA1+0S1+MA2


Subject to:
X1+ X2+ X3+A17
2X15X2+ X3-1S1+A2= 10
X1X2, X3greater than or equal to 0
TABLE NUMBER 1

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

TABLE NUMBER 2 ITERATION NUMBER 1

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

TABLE NUMBER 3 ITERATION NUMBER 3

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

The optimal solution is Z = 148/7

X1= 45/7, X2= 4/7, X3= 0, S1= 0

EXERCISE NO. 4

Maximize (Z) = 3X1+ X2+ 0X3


Subject to:
X1+ 2X2≤ 5
X1+ X2X3≤ 2
7X1+ 3X25X3<= 20
X1, X2, X3 ≥ 0
SOLUTION:
Objective Function

Maximize: Z = 3X1 + 1X2 + 0X3 + 0S1 + 0S2 + 0S3

Subject to:

1X1 + 2X2 + 0X3 + 1S1 + 0S2 + 0S3 = 5

1X1 + 1X2 - 1X3 + 0S1 + 1S2 + 0S3 = 2

7X1 + 3X2 - 5X3 + 0S1 + 0S2 + 1S3 = 20

X1, X2, X3, S1, S2, S3 ≥ 0

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;

TABLE N° 2. ITERATION N°1


3 1 0 0 0 0
Cj
Yes Xb X1 X2 X3 S1 S2 S3 bI ΘI
0 S1 0 1 1 1 -1 0 3 3
3 X1 1 1 -1 0 1 0 2 -
0 S3 0 -4 2 0 -7 1 6 3
Cj-Zj 0 -2 3 0 0 0 6
Using the maximization criterion in the Cj-Zj, we take the largest and inΘIwe take the
lower value then enter the variableX3and goes out S1the pivot element is 1.
S1=X3; X1=X1+X3 S3=S3-2*X3;

TABLE NO. 3. ITERATION NO. 2


3 1 0 0 0 0
Cj
Yes Xb X1 X2 X3 S1 S2 S3 bi ΘI
0 X3 0 1 1 1 -1 0 3 3
3 X1 1 2 0 1 0 0 5 -
0 S3 0 -6 0 -2 -5 1 0 3
Cj-Zj 0 -5 0 -3 0 0 15

One of the solutions is:

X1= 5, X2= 0, X3= 3, S1= 0, S2= 0, S3= 0

EXERCISE N° 5

Maximize (Z) = 3X1+ 2X2+ 5X3

Subject to:
X1+ 2X2+ X3≤ 430
3X1+ 2X3≤ 460
X1+ 4X2 ≤ 420
X1, X2, X3greater than or equal to 0
SOLUTION:
Objective Function

Maximize: Z = 3X1 + 2X2 + 5X3 + 0S1 + 0S2 + 0S3

Subject to:

1X1 + 2X2 + 1X3 + 1S1 + 0S2 + 0S3 = 430

3X1 + 0X2 + 2X3 + 0S1 + 1S2 + 0S3 = 460

1X1 + 4X2 + 0X3 + 0S1 + 0S2 + 1S3 = 420

X1, X2, X3, S1, S2, S3 ≥ 0

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

The optimal solution is Z = 1350

X1= 0, X2= 100, X3= 230, S1= 0, S2= 0, S3= 20

EXERCISE No. 6

Maximize (Z) = X1+ 5X2+ 3X3


Subject to:
X1+ 2X2+ X3= 3
2X1– X2 4
X1, X2, X3greater than or equal to 0
SOLUTION:
We increased the artificial variables.
Maximize (Z) = X1+ 5X2+ 3X3-MA1 -MA2
Subject to:
X1+ 2X2+ X3+A1+0A2= 3
2X1– X2+0A1+1A2 = 4
X1, X2, X3greater than or equal to 0
WE BUILD THE BOARD TO CARRY OUT THE ANALYSIS.

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

THROUGH THE MAXIMIZATION CRITERION, THE LARGEST CJ-ZJ AND Θ IS [Link]

THE VARIABLE THAT EXITS IS A2 AND THE VARIABLE THAT ENTERS IS X1 AND THE PIVOT NUMBER IS 2;

LET X1=A2/2 LET A1=A1-X1.

TABLE N°2. INTERACTION N°1.


CJ 1 5 3 -M -M
CI Xb X1 X2 X3 A1 A2 bI ΘI
-M A1 0 5/2 1 1 -1/2 1 2/5
1 X1 1 -1/2 0 0 1/2 2 -
CJ-ZJ 0 (11+5M) /2 3+M 0 -(3M+1) /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

TABLE No. 3. ITERATION No. 2.


CJ 1 5 3 -M -M
CI Xb X1 X2 X3 A1 A2 bi ΘI
5 X2 0 1 2/5 2/5 -1/5 2/5 1
1 X1 1 0 1/5 1/5 2/5 7/5 7
CJ-ZJ 0 0 4/5 -M-11/5 -M+3/5 17/5

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;

X3 is operated as (X2) raised to 5/2 times X1 equals X1 minus X3 divided by 5;

TABLE N°3. ITERATION N°2.


CJ 1 5 3 -M -M
CI Xb X1 X2 X3 A1 A2 bI ΘI
3 X3 0 5/2 1 1 -1/2 1
1 X1 0 -1/2 0 0 3 out of 10 24/5
CJ-ZJ 0 -2 0 -M-3 -M+6/5 39 divided by 5

UNIQUE OPTIMAL SOLUTION: 39/5

X3=1; X1=24/5; X2=0;A1=0;A2=0.


Exercise No. 7 (Graphic Method)

Maximize (Z) = X1+ X2


Subject to:
X1+ X2 less than or equal to 4
5X1 + 4 X2≤ 15
7X1 + 6 X2≤ 35
X1X2 greater than or equal to 0
Solution: graph the lines on the Cartesian plane.
X1+ X2= 4 *X1=4 *X2=0 *X2=4 *X1=0
5X1 + 4 X215 *X1=3 *X2=0 *X2=15/4 *X1=0
7X1 + 6 X2 =35 *X1=5 *X2=0 *X2=35/6 *X1=0

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

Maximize (Z) = X1+ X2*(0;15/4) *(X1; X2)


POINT COORDINATED X (X1) COORDINATE Y (X2) VALUE OF THE FUNCTION
OBJETIVO (Z)
A 0 0 0
B 0 15/4 15/4
C 3 0 3
AT POINT B THE FUNCTION Z REACHES ITS MAXIMUM VALUE OR IS MAXIMIZED, AT THE POINTS
(0;15/4)
UNIQUE OPTIMAL SOLUTION.

Exercise No. 8 Graphic Method

Maximize (Z) = 3X1+ 2X2


Subject to:
X1+ 4X2 ≤ 15
3X1 + 2X2 ≤ 13
2X1 + 2X2 <= 10
3X1 - X2 ≤ 11
X1,X2 greater than or equal to 0

Graph the lines in the Cartesian plane


X1+ 4X2= 15 *X1=15; *X2=0 *X1=0; *X2=15/4
3X1 + 2X2 =13 *X1=13/3; *X2=0 *X1=0; *X2=13/2
2X1 + 2X2= 10 *X1=5; *X2=0 *X1=0; *X2=5
3X1 - X211 *X1=11/3; *X2=0 *X1=0; * X2=-11/3
X1X2greater than or equal to 0

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.

OPTIMAL ALTERNATIVE SOLUTION.

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