Discrete Math B: Chapter 4, Linear Programming: The Simplex Method
|Chapter 4: Linear Programming!
Uhe Simplex MethodHHf
Day 1:
4.1 Slack Variables and the Pivot (text pgl69-176)
In chapter 3, we solved linear programming problems graphically. Since we can only easily graph with two
variables (x and y), this approach is not practical for problems where there are more than two variables
involved. To solve linear programming problems in three or more variables, we will use something called "The
Simplex Method."
Getting Started:
Variables:
Use Xi, x2, x3(... instead of x, y, z,...
Problems look like:
Maximize z- 3x,+2x2+x3
A Standard Maximum Problem
4.1 Setup!
4.2 Solving!
2x, + x2 + x3 <150
Subject to
4.3/4.4
Look Different
with
2x, + 2x2 + 8x3 < 200
2x, + 3x2 + x3 < 320
1. z is to be maximized
2. All variables, x1,x2,x3,...>0
3. All constraints are "less than or equal to" (i.e.
x, > 0, x2 > 0, x3 > 0
To Use Simplex Method:
Convert constraints (linear inequalities) into linear equations using SLACK VARIABLES.
si, s2, s3, etc.
Example 1: Convert each inequality into an equation by adding a slack
variable.
For example:
a)
Slack variables:
If
then
x, > 0
x,+x2<10
x, +x2 +x, = 10
and "takes up any slack"
2X,+4.5X2<8
ZX,
b)
tS, = g
x, + 3x2 + 2.5X3 <100
X, + JXI<-2.5)<3
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Discrete Math B: Chapter 4, Linear Programming: The Simplex Method
Example 2:
Maximize z 3x]+2x2+x3
a) Determine the number of slack variables needed
b) Name them
c) Use slack variables to convert each constraint into a linear equation
(one per constraint)
oi) 3
VT) Si,
Subject to
S3
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2y 2. i-
2x1
i-
z- 3x, +
#x3 + S2. - 200
By 3. i- )c3
rewr|TE the
x, >0,x2 >0,x3 >0
with
2x, +x2+x3 <150
2x, + lx2 + 8x3 < 200
2xt + 3x2 + x3 < 320
+ S3 = 32o
objective function so all the variables are on the left and the constants are on the right.
2x2 +X3
-3*,-
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- 2-Xi
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VPirvstlofi*-
ih. ctlpKo.
order
5230
WRITE the modified constraints (frSm step 1) and the objective function (from step 2) as an
augmented matrix. This is called the "simplex tableau."
There should be a row for each constraint.
The last row is the objective function.
EVERY variable used gets a column.
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Discrete Math B: Chapter 4, Linear Programming: The Simplex Method
Example: Introduce slack variables as necessary, then write the initial simplex tableau for each linear
programming problem.
Ex 3)
Find
and
lOv, -X-2. -X3 f Sr '3?
I3*i
-7x3 * S2- - 2- 5
I4-VC, +- Vi. '2*3 4- S3 - 3H:5
x, > 0, x2 > 0, and x3 > 0 such that
10x, -x2 -x3 <138
13x, +6X2+7X3 < 205
14x, +x2 -2x3 <345
z = 7x, + 3x2 + x3 is maximized.
*1
lx, -3xz
NL*.
10
Ex. 4)
Find
-I
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20 5
345
-2
-7
-3
-1
2x 1 +
4xt
4*
and z = 8x, +5x2 is maximized.
y 2.
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S,
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s,
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2x, + 12x2 < 20
4x, +x2 <50
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Discrete Math B: Chapter 4, Linear Programming: The Simplex Method
Example 5:
A businesswoman can travel to city A, city B, or city C. It is 122 miles to city A, 237 miles to city
B, and 307 miles to city C. She can travel up to 3000 miles. Dining and other expenses are $95 in city A, $130 in
city B, and $180 in city C. Her expense account allows her to spend $2000. A trip to city A will generate $800 in
sales, while a trip to city B will generate $1300 and a trip to city C will generate $1800. How many trips should
she make to each city to maximize sales? Write the initial simplex tableau.
U4 X, = #|rips Ci+V A
trip*
v- Son x } + S, ~ Bo oo
l 2 2 X| <-Z2>7 X z
\5X, +- V36 X2
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4.1 Day 1Homework
Pg 175 #1-8, 19-24, 26
Day 2:
|4.1 Slack Variables and the Pivot (continued)!
When you are looking at a simplex tableau, you may be able to spot basic variables.
A basic variable is a variable that only has all zeros except one number in its column in the tableau.
What are the basic variables in this simplex tableau?
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s, s2 z
X,
x2
0
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0 12
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Discrete Math B: Chapter 4, Linear Programming: The Simplex Method
One basic feasible solution can be found by finding the value of any basic variables and then setting all
remaining variables equal to zero.
Example 6: Read a solution from the given simplex tableau.
X,
x2
0
(T)
X,
a)
-2
x,
5
s2
1
X,
0/12
002
0
0
b)
X3 S1
/Ijh -2
S2
10
0
0
0
1 16
2X2212.
*6 = 12
xi
H\-o
so
y 22s-
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no
0
0 -30
0
2o
2
i
sr-b
Sz'2-
5-2-
i X3- 3 S3-0
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Tz =4(p
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S3
2.-- 13
Unfortunately, solutions read off of the initial simplex tableau are seldom optimal.
We are going to alter our matrix using some restricted row operations using one of the entries in the tableau as
a pivot. The goal is to make all other elements in the column with the pivot equal to zero.,
O
0
Remember from Ch 2:
(Wf use rHS one Kert.
1. interchange two rows
O
2. multiply the elements in a row by a nonzero constant
0
3. add a multiple of one row to the elements of a multiple of any other row.
I-IT mwhi. bt| A negv use
fWe+
result.
Example 7: Pivot once as indicated in each simplex tableau. Read the solutiomfrom the
X,
a)
'Zb-
Y*.
5i
-5
-3
7.0
0 12
12.
c>
3(P
x3
4
s2
10
0 56
-1 -6 -2
S 2_
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16
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Discrete Math B: Chapter 4, Linear Programming: The Simplex Method
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pg 175 # 9-12, 13-16
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Discrete Math B: Chapter 4, Linear Programming: The Simplex Method
Day 3:
4.2 Maximization Problems (text pgl77-190)
Day 1: Learn to set up a linear programming problem with many variables and create a "simplex tableau.
Day 2: Learn to identify basic variables, read feasible solutions from a tableau, and "pivot" to manipulate your
data.
Today - Learn to identify which variable to use as the pivot so your feasible solution gives the maximum value of
the objective function.
Simplex Method Maximization Problems
Step 1: Set up simplex tableau using slack variables (Lesson 4.1, day 1)
Step 2: Locate Pivot Value
Look for most negative indicator in last row.
For the values in this column, divide the far right column by each value to find a "test ratio."
ANSWER
The value with the smallest non-negative "test ratio" is your pivot.
CoETFlCiertT
Step 3: Pivot to find a new tableau. (Lesson 4.1, day 2)
Step 4: Repeat Steps 2 & 3 if necessary Goal: no negative indicators in the bottom row.
Repeat steps 2 & 3 until all numbers on the bottom row are positive.
Step 5: Read the solution (Lesson 4.1, day 2)
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2x1 + 3x2 +X3 <320
with
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subject to
2Xj + x2 + x3 < 150
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Maximize z = 24x1+36x2
subject to
40xj + 80x2 < 560
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Discrete Math B: Chapter 4, Linear Programming: The Simplex Method
10
Day 4:
4.2 Maximization Problems (Continued)
Example 4: Solve using the Simplex Method
Kool T-Dogg is ready to hit the road and go on tour. He has a posse consisting of 150 dancers, 90 back-up
singers, and 150 different musicians and due to union regulations each performer can only appear once during
the tour. A small club tour requires 1dancer, 1back-up singer and 2 musicians for each show while a larger
arena tour requires 5 dancers, 2 back-up singer and 1 musician each night. If a club concert nets T-Dogg $175 a
night while an arena show nets him $400 a night, how many of each show should he schedule so that his income
is a maximum and what is that maximum income?
cUb
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Discrete Math B: Chapter 4, Linear Programming: The Simplex Method
11
Example 5: Solve using the Simplex Method
The Cut-Right Knife Company sells sets of kitchen knives. The Basic Set consists of 2 utility knives and 1chefs
knife. The Regular Set consists of 2 utility knives and 1chef's knife and 1bread knife. The Deluxe Set consists of
3 utility knives, 1chefs knife, and 1bread knife. Their profit is $30 on a Basic Set, $40 on a Regular Set, and $60
on a Deluxe Set. The factory has on hand 800 utility knives, 400 chefs knives, and 200 bread knives. Assuming
all sets are sold, how many of set should be sold to maximize the profit. What is the maximum profit?
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Discrete Math B: Chapter 4, Linear Programming: The Simplex Method
12
Day 5:
|4.3 Minimization Problems & Duality! (text pg 191-202)
New Matrix Term:
The transpose of a matrix A is found by exchanging the rows and columns. The transpose of an m x n matrix A is
written AT, is an n x m matrix.
[i 2]
1 3 5
A=
2 4 6
AT =
3 4
Notice the 1st row becomes the 1st column and the 2nd row
becomes the 2nd column.
5 6
Example 1: Find the transpose of the given matrix.
a)
b)
-4 1
2.
-4
5 3"
5 6 0 2
2 0 7 7
1 8
"2 5"
1
0
5 o l
3 t 1
Getting Started:
If we are going to minimize an objective function, we have to approach the problem a little differently.
Minimize
Subject to
w-Sy]+l6y2
y,+5y2>9
2yl+2y2 > 10
A Standard Minimum Form
1. The objective function is to be minimized
2. All variables >0
3. All constraints are "greater than or equal to"
(i.e. >)
with
> 0, y2 > 0
Notice:
We use "w" instead of "z" for the objective function and we use "y" as our variable instead of x.
This is just to remind us we are doing a minimization problem, which needs to be approached differently.
Discrete Math B: Chapter 4, Linear Programming: The Simplex Method
13
Minimize w = 8y)+16y2
There is a relationship between maximum and minimum problems.
Step 1: (For the problem at right)
Subject to
Without considering slack variables, write the constraints and the
objective function (as is, not with negative coefficients) as an
augmented matrix.
with
JI+52>9
2y] +2y2 >10
_y]>0,-y2>0
Cansttmts
Objective function
2
W 8
2
16
10
0
Step 2: Find the transpose of the matrix.
Use this to rewrite as a maximization problem.
Mayi MI teS
The maximization problem is called the "DUAL"
Objective function -
Constants
*1
5
9
2
10
16
Su-VecV" Vo
Yt
6v.,rZy-z.llp
ft
y,> o
vjqtHn
Graphically, what's going on (think chapter 3)
Maxtiwim Problem
Minimum Problem
4 (0,4)'
(2.3)
(ft 5
K'
=4+ 1
-1F
(9,0)
w = 8y, 4*
-.....
(0.5)
80
I6y2*
Corner Point
9x
CTti)
(9,0)
*1
*
Corner Point
-+2
(O.O)
ft
(f 0)
Ki'Vy- <0-0)
7,
72
Tfw miriirtium Is 48 whim yt * 4 ati j>, 1 *
M>
f<a>3)__
IjKoj
/a#
-V'A
0
40
, + lftr2 .
mm
48
ffeirmm)
28.8
'
Tfce maxiraiiffl is 48 when x, = 2 mi x2 = 3
Discrete Math B: Chapter 4, Linear Programming: The Simplex Method
14
So, the solution to the minimization problem
Minimum = 48 wheny 4andy2 =l
The solution to the dual problem is
Maximum = 48 when xa=2 and x2 = 3
Simplex Method
If you solve the maximization problem using simplex method:
*1 *2 Z
0 0
2 0 10
10 0 0
X2
I
*2
1 2
-R, + Rr"*Kj
.-4
problem.
h S2 Z
0 0
*j
i+R*
The maximum for the dual
problem is the same as the
minimum for the original
8
16
0
l 0
0 1
8
a
40
z
5 -1 0
But the solution xa and x2 is not
the correct answer to the
minimization problem.
WllMMM*
'ir'L XT*
Do you see the correct solution
(4, 1) anywhere in the tableau?
s2
0
4
-Rl
Rt + Ra
1 0
i
-1.
ova On
R*
24
8
(4sj)
1
AS LONG AS THE COEFFICIENT FOR Z IN THE LAST ROW OF THE MATRIX IS
MINIMIZATION PROBLEM IS GIVEN BY THE COEFFICIENTS OF THE
las\r.
slack
, THE SOLUTION TO THE
varCaipl-e S
IN THE
LINE OF THE MATRIX.
Example 2: State the dual problem for the linear programming problem.
Minimize
SwckHv-
3, + 62+9 > -5
Subject to:
when
+7J3
w~y\
+9
IsXi
3Xa ~
_y, > 0,_y2 > 0,_p3 > 0
1C|
\l
l
k>
3x,-
5-5
l l5
?> 1
r*
] io
n
f:\-5
*2>
,1 13
15
\0
vuUwrt-
OC, V-j. Z-Q
Discrete Math B: Chapter 4, Linear Programming: The Simplex Method
15
Example 3: Use the simplex method to solve.
Minimize
Such that
w = 2yi+y2+3y3
y+y2+y3
5y,+y2 >47
2 \
15
l
3
o 41
2.
3_
T\0
k>0,y2>0,y3>0
with
0 MAjoMie
(?)
1-
Suck
+ 5 y 2. 1-
X,
*2.
3
wifk
%ld>) ?%IC>
>1 4- 5**. VSi=Z
X,
t-
+- S3 - 3
Xi
o.4
><
-1
S v
*o
2.
l
o
I
o
(3
-4H
S*
- 1R.I +*5R2.
4W + 5Rt
*2.
S,
?z
*t
Hi
'A
2,
<?
<2
2-
&
<?
hi
fT5
Si
\
"l
0.4
7.
3
3
18. %
(55__ii
18.8
g,--W
y*v- 0
Discrete Math B: Chapter 4, Linear Programming: The Simplex Method
ATr7tcHD) fyjm
16
Example 4: One gram of soybean meal provides at least 2.5 units of vitamins and 5 calories. One gram of meat
provides at least 4.5 units of vitamins and 3 calories. One gram of grain provides at least 5 units of vitamins and
10 calories. If a gram of soybean meal costs 7 cents, a gram of meat costs 9 cents, and a gram of grain costs 11
cents, what mixture of these three ingredients will provide at least 60 units of vitamins and 66 calories per
serving at a minimum cost? What will be the minimum cost?
wml
So j
vr+o.<wtr\5
HSx,
Iff t>
&r
wSw tk
4.\3
T-
o'H
>1]
c>
5
tofe
-bb
2-6? (o
&
,0
32-
2.5
s,
g,
* y-t
.o3*
fkct-k
+
-0
-tooy.,
M )U
vSx
SY.I v \ov. x + S3
,07
dost-
H- 5
5
B
2y
&.oAsrri e$
* Sfi + S, - 'OH
2,5*i
y'a.'vn
o7
*
wijUO
\C>p,3, -3 R3
-3R3+-
&
2,5
o.n
4-5
3
bo
2.5 5
10
(0 to
.oi .11
10
bo tow
33 4-5p.1t
6,N
0.07
r*
0. ll
,oii
- too
xOV-
+-W(oXx-
V 2.
S,
2-
IUcoci
'53
5
)0
-13S
Sx S* "Zr
O
jc?
~3
<?
35
.03
.SI
It
3. 0 3
,0 3
,51
,0l
Suck+'k*1-'
aSy,
y,
,0
t- 3
(\\2.a.v
30
+ lOy.ll
Wku.
fL>10
s,
Si S 3
7,
o
-\
10 3
C|
-10
60
bO O
y\ l>3r
par
0
1 S.f)
1.23
HWK: 4.3 pg 199-200 #1, 2, 8, 9, 14
Follow Book Instructions Exactly
#16a, 17a, 23, 24 Set UP and State the DUAL Problem... Do not actually solve.
0 Sotj
/[A IN
J'l-ZV
n lU?
Qj
"5
-\
-i
2*5
-B
'23S
2-
47
+ S PL4
HH
(4)
{23.
-1RI +. $
- 2-
o o
45
000B0
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-ID
1D
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o -\
W.
'3
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O
-Hi
5 l4
15
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45
3o
C?
10
Bo
l<5 33o
- 300 "5 30
O. f
S7
-3 12-4
o33
O
o
o
o
>
-.5 3
CJ
010-3
33 13 + .4
-135
-3
3,3
5*
13 "*3
5" "7
<* (
C?
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-3d
Gs 0
(0
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C?
5>
6>
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6s 4
0|{2.g
a.70
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0
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Discrete Math B: Chapter 4, Linear Programming: The Simplex Method
17
4.4 Discrete Math B
Non Standard Problems - Mixture of Maximum and Minimum
Example 1:
Consider:
*3 + s, 100
+ 1X3+2 -500
Xi
lOX,
Maximize
y 2, v- y
X\
z = 120x, + 40:x:2 + 60x3
X| +
When
x,,x2,x3 > 0
'V-T.
t>/\ =[00
etfo - So
H3l
to
S3 ~U>o
U>c>x 3 +-2--0
-lao-*
For
+ x3 100
lOx, + 4x2 + 7X3 <500
x, + x2 + x3 > 60
-1
*5 1
1\
o
\
o
0
0-
--
\---lio HO -IcO o
p,Vc)f
$.
=2o 10 o
50 o
o
O
bo
0
US.iv Column1
To solve a "non standard problem"
If "Minimize", convert to "Maximize" by letting w = -z
1.
You do not need to solve using the "dual" from 4.3
2.
Add slack variables as needed to convert to simplex tableau.
if>#,use-sl
if<#, use + si
Remember:
3.
Check all "basic variables", if any are negative, locate a pivot.
-identify the negative basic variable coefficient
-identify the positive element in that row farthest left, this tells you which column to
choose for your pivot variable.
- calculate the "test ratio" for each row in that column and choose the smallest
corresponding coefficient for your pivot.
4.
Check all "basic variables", if any are negative, repeat step 3.
If none are negative, move on to step 5.
Solve the problem using simplex method. If there are negative #'s in your bottom row, use the most
5.
once.
negative column & calculate the test ratio. Use the test ratio to identify the pivot. Pivot
If all numbers in the bottom row are positive, read the solution from the tableau. If any numbers are
6.
negative, repeat step 5.
7.
If you changed the minimum to a maximum, change it back using w = -z
Discrete Math B: Chapter 4, Linear Programming: The Simplex Method
18
VJO&*.
Solve:
Example 2 -
Maximize z = 3x3 + 2x2 + 2x3
su bject to
x3 + x2 + 2X3 < 38
2X3 + x2 + x3 > 24
x1 > 0, x2 > 0, x3 > 0
with
i -I
t
I
7fc
52_
3P.-Z- n R-3 -* 3
U
*>?>
-'So
-4-H o
-3y, -Zv2 -z* j+i-o
* +
V2sc3
<
4-
o-
&
\7-
- 2.
-3
o 3S
o 2H
*.
z.
>4
#-*>
3VZ.\
T_
*2"
-IRZ t
Kfv fff
3z
Coll
0*
TTT o
-I
2_
2-
2_
Oj
t V7
X3
3
Si
5i
SwiUe$V
2-H
+es+!
[ft
ra,
Sx
S,
-I
4-73- JZ-3
U.V-
7-
t '2U
-2u
*> '2-
-i
7-m
o o 76,
IP
11
/y, ' 3
oV.
Sz.
\
c?
0
Oy
p-
0'S
o -| -1 o -3 i 11.
Oj
-Z
EC
71
7-
5*-
3>
i
6V.
7 2.
{2\ 4 B.Z-9 C-7-
7-X i +
Vi Vs
-'0 '3
t s38
V,
- ZH
-z.
<
+ 2~<Z\
5x
7CP
2/ 2-ZS
%iK'
'0
SI
ST"
3. ""
6,
2. z2.
Discrete Math B: Chapters Linear Programming:
The Simplex Method
19
Solve
Example 3:
Minimize
w = 3yi+2y2
Such that
>',+3J2<6
2j,+j2>3
+ ~>
V " 5% ' 3>
and
0,'
a M.
I'
0-4
2.
\o/ \
/ \ l
-\(?Z+
-z
2RI -3 **l
A3
-802. + 2-A3
S,
\ s
a.
St
I
I -\*
(*
o
\i
\
l.s
'o
Si"
-VvJ
SiT-a
V
VJ ~
4-V
M.*C
J\MN-4-S"
HOMEWORK: 4.4 Day 1
-t
P209 #1,3,9,15
ei
-2_
<P
o 3
tr
12O
P-3
-3fcz <-ze3
-U
&
o
irtv
-nz.2 +
4?
0
o
3 o
- f
z>
2-?