Simplex Method Iteration Example
(a) Set x1 = x2 = x3 = 0.
(0) Z - 5x1 - 9x2 - 7x3 = 0
(1) x1 + 3x2 + 2x3 + x4 = 10 ⇒ x4 = 10
(2) 3x1 + 4x2 + 2x3 + x5 = 12 ⇒ x5 = 12
(3) 2x1 + x2 + 2x3 + x6 = 8 ⇒ x6 = 8
Optimality Test: The coefficients of all nonbasic variables are positive, so the solution (0, 0,
0, 10, 12, 8) is not optimal.
Choose x2 as the entering basic variable, since it has the largest coefficient.
(1) x1 + 3x2 + 2x3 + x4 = 10 ⇒ x4 = 10 - 3x2 ⇒ x2 ≤ 10/3
(2) 3x1 + 4x2 + 2x3 + x5 = 12 ⇒ x5 = 12 - 4x2 ⇒ x2 ≤ 3 ← minimum
(3) 2x1 + x2 + 2x3 + x6 = 8 ⇒ x6 = 8 - x2 ⇒ x2 ≤ 8
We choose x5 as the leaving basic variable. Set x1 = x5 = x3 = 0.
(0) Z + 1.75x1 - 2.5x3 + 2.25x5 = 27
(1) -1.25x1 + 0.5x3 + x4 - 0.75x5 = 1 ⇒ x4 = 1
(2) 0.75x1 + x2 + 0.25x5 = 3 ⇒ x2 = 3
(3) 1.25x1 + 1.5x3 - 0.25x5 + x6 = 5 ⇒ x6 = 5
Optimality Test: The coefficient of x3 is positive, so the solution (0, 3, 0, 1, 0, 5) is not
optimal.
Let x3 be the entering basic variable.