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Faculty of Economics and Business Administration
Lebanese University
Chapter 2: Simplex Method
(Minimization Case M-Method)
Dr. Kamel ATTAR
attar.kamel@gmail.com
Lecture #3 F Monday 8/Mar/2021 F
2Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
H Minimization Case M-Method H
Example (¶)
A patient visits the doctor to get treatment for ill health. The doctor examines
the patient and advises him to consume at least 40 units of vitamin A and 50
units of vitamin B daily for a specified time period. He also advises the patient
that to get vitamin A and vitamin B he has to drink tonic X and tonic Y that
have both vitamin A and vitamin B in a proportion. One unit of tonic X consists
2 units of vitamin A and 3 units of vitamin B and one unit of tonic Y consists of
4 units of vitamin A and 2 units of vitamin B. These tonics are available in
medical shops at a cost of 3$ and 2.5$ per unit of X and Y respectively. Now
the problem of patient is how much of X and how much of Y is to be purchased
from the shop to minimise the total cost and at the same time he can get
required amounts of vitamins A and B.
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
3Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Solution
First we shall enter all the data in the form of a table.
Vitamin Tonic Requirement
X Y
A 2 4 40
B 3 2 50
Cost in $ 3 2.5
Let the patient purchase x1 units of X and x2 units of Y then the inequalities
are:
Min : Z = 3x1 + 2.5x2
Subject to 


2x1 + 4x2 ≥ 40
3x1 + 2x2 ≥ 50
x1, x2 ≥ 0
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
4Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
As we do not know the values of x1 and x2 to transform the inequalities to
equalities we have to subtract a SURPLUS VARIABLE, generally represented
by S1, S2, · · · etc. If we do this then we obtain



2x1 + 4x2 − 1S1 = 40
3x1 + 2x2 − 1S2 = 50
x1, x2, S1, S2 ≥ 0
Now if we allocate value zero to x1 and x2 then S1 = −40. Which is against to
the rules of l.p.p. as every l.p.problem the values of variables must be positive.
Hence in minimization problem, we introduce one more Surplus variable,
known as ARTIFICIAL SURPLUS VARIABLE generally represented by A1, A2,
A3 · · · etc. Now by introducing artificial surplus variable, we can write



2x1 + 4x2 − 1S1 + 1A1 = 40
3x1 + 2x2 − 1S2 + 1A2 = 50
x1, x2, S1, S2, A1, A2 ≥ 0
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
5Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
However, because the artificial variables are not part of the original LP
model, they are assigned a very high penalty in the objective function, thus
forcing them (eventually) to equal zero in the optimum solution. This will always
be the case if the problem has a feasible solution. Thus the cost coefficient of
A1 is represented by a very high value represented by M (M → +∞). As we
are introducing CAPITAL ‘M’, THIS METHOD IS KNOWN AS BIG ‘M’ METHOD.
Min : Z = 3x1 + 2.5x2 + 0S1 + 0S2 + MA1 + MA2



À 2x1 + 4x2 − 1S1 + 0S2 + 1A1 + 0A2 = 40
Á 3x1 + 2x2 + 0S1 − 1S2 + 0A1 + 1A2 = 50
x1, x2, S1, S2, A1, A2 ≥ 0
Now let’s write the objective function:
Z0
= Z − M

À + Á

= (3 − 5M)x1 + (2.5 − 6M)x2 + MS1 + MS2 + 0A1 + 0A2
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
6Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
First - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
A1 40 2 4 − 1 0 1 0
A2 50 3 2 0 −1 0 1
Z 3 − 5M 5
2
− 6M M M 0 0
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
7Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
First - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
A1 40 2 4 − 1 0 1 0
A2 50 3 2 0 −1 0 1
Z 3 − 5M 5
2
− 6M  M M 0 0
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
8Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
First - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
A1 40 2 4 − 1 0 1 0 40
4
= 10
A2 50 3 2 0 −1 0 1 50
2
= 25
Z 3 − 5M 5
2
− 6M  M M 0 0
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
9Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
First - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
A1 40 2 4 − 1 0 1 0 40
4
= 10 
A2 50 3 2 0 −1 0 1 50
2
= 25
Z 3 − 5M 5
2
− 6M  M M 0 0
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
10Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
First - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
A1 40 2 4 − 1 0 1 0 40
4
= 10  R0
1 ↔ 1
4
R1
A2 50 3 2 0 −1 0 1 50
2
= 25
Z 3 − 5M 5
2
− 6M  M M 0 0
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
11Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
First - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
A1 40 2 4 − 1 0 1 0 40
4
= 10  R0
1 ↔ 1
4
R1
A2 50 3 2 0 −1 0 1 50
2
= 25
Z 3 − 5M 5
2
− 6M  M M 0 0
x2 10 1
2
1 − 1
4
0 1
4
0
A2 50 3 2 0 −1 0 1
Z 3 − 5M 2.5 − 6M M M 0 0
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
12Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
First - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
A1 40 2 4 − 1 0 1 0 40
4
= 10  R0
1 ↔ 1
4
R1
A2 50 3 2 0 −1 0 1 50
2
= 25
Z 3 − 5M 5
2
− 6M  M M 0 0
x2 10 1
2
1 − 1
4
0 1
4
0
A2 50 3 2 0 −1 0 1 R2 → R2 − 2R0
1
Z 3 − 5M 2.5 − 6M M M 0 0 R3 → R3 −

5
2
− 6M

R0
1
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
13Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
First - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
A1 40 2 4 − 1 0 1 0 40
4
= 10  R0
1 ↔ 1
4
R1
A2 50 3 2 0 −1 0 1 50
2
= 25
Z 3 − 5M 5
2
− 6M  M M 0 0
x2 10 1
2
1 − 1
4
0 1
4
0
A2 50 3 2 0 −1 0 1 R2 → R2 − 2R0
1
Z 3 − 5M 2.5 − 6M M M 0 0 R3 → R3 −

5
2
− 6M

R0
1
x2 10 1
2
1 − 1
4
0 0
A2 30 2 0 1
2
−1 1
Z 7
4
− 2M 0 5
8
− 3
2
M M 0
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
14Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Second - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
x2 10 1
2
1 − 1
4
0 0
A2 30 2 0 1
2
− 1 1
Z 7
4
− 2M  0 5
8
− 3
2
M M 0
.
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
15Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Second - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
x2 10 1
2
1 − 1
4
0 0 10
0.5
= 20
A2 30 2 0 1
2
− 1 1 30
2
= 15
Z 7
4
− 2M  0 5
8
− 3
2
M M 0
.
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
16Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Second - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
x2 10 1
2
1 − 1
4
0 0 10
0.5
= 20
A2 30 2 0 1
2
− 1 1 30
2
= 15 
Z 7
4
− 2M  0 5
8
− 3
2
M M 0
.
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
17Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Second - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
x2 10 1
2
1 − 1
4
0 0 10
0.5
= 20
A2 30 2 0 1
2
− 1 1 30
2
= 15  R0
2 ↔ 1
2
R2
Z 7
4
− 2M  0 5
8
− 3
2
M M 0
.
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
18Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Second - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
x2 10 1
2
1 − 1
4
0 0 10
0.5
= 20
A2 30 2 0 1
2
− 1 1 30
2
= 15  R0
2 ↔ 1
2
R2
Z 7
4
− 2M  0 5
8
− 3
2
M M 0
x2 10 1
2
1 − 1
4
0
x1 15 1 0 1
4
− 1
2
Z 7
4
− 2M 0 5
8
− 3
2
M M
.
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
19Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Second - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
x2 10 1
2
1 − 1
4
0 0 10
0.5
= 20
A2 30 2 0 1
2
− 1 1 30
2
= 15  R0
2 ↔ 1
2
R2
Z 7
4
− 2M  0 5
8
− 3
2
M M 0
x2 10 1
2
1 − 1
4
0 R1 → R1 − 1
2
R0
2
x1 15 1 0 1
4
− 1
2
Z 7
4
− 2M 0 5
8
− 3
2
M M R3 → R3 −

7
4
− 2M

R0
2
.
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
20Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Second - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
x2 10 1
2
1 − 1
4
0 0 10
0.5
= 20
A2 30 2 0 1
2
− 1 1 30
2
= 15  R0
2 ↔ 1
2
R2
Z 7
4
− 2M  0 5
8
− 3
2
M M 0
x2 10 1
2
1 − 1
4
0 R1 → R1 − 1
2
R0
2
x1 15 1 0 1
4
− 1
2
Z 7
4
− 2M 0 5
8
− 3
2
M M R3 → R3 −

7
4
− 2M

R0
2
x2 2.5 0 1 − 3
8
1
4
x1 15 1 0 1
4
− 1
2
Z 0 0 3
16
7
8
.
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
21Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Second - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
x2 10 1
2
1 − 1
4
0 0 10
0.5
= 20
A2 30 2 0 1
2
− 1 1 30
2
= 15  R0
2 ↔ 1
2
R2
Z 7
4
− 2M  0 5
8
− 3
2
M M 0
x2 10 1
2
1 − 1
4
0 R1 → R1 − 1
2
R0
2
x1 15 1 0 1
4
− 1
2
Z 7
4
− 2M 0 5
8
− 3
2
M M R3 → R3 −

7
4
− 2M

R0
2
x2 2.5 0 1 − 3
8
1
4
x1 15 1 0 1
4
− 1
2
Z 0 0 3
16
7
8
.
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
22Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Second - iteration
B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations
x2 10 1
2
1 − 1
4
0 0 10
0.5
= 20
A2 30 2 0 1
2
− 1 1 30
2
= 15  R0
2 ↔ 1
2
R2
Z 7
4
− 2M  0 5
8
− 3
2
M M 0
x2 10 1
2
1 − 1
4
0 R1 → R1 − 1
2
R0
2
x1 15 1 0 1
4
− 1
2
Z 7
4
− 2M 0 5
8
− 3
2
M M R3 → R3 −

7
4
− 2M

R0
2
x2 2.5 0 1 − 3
8
1
4
x1 15 1 0 1
4
− 1
2
Z 0 0 3
16
7
8
Hence, optimal solution is arrived with value of variables as x1 = 15 and x2 = 2.5.
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
23Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Example (·)
Find the optimal solution
Min : Z = 2x1 + 10x2 + 8x3







2x1 + 4x2 + 6x3 ≥ 24
4x2 + 2x3 ≥ 8
2x1 + 4x2 + 8x3 ≥ 4
x1, x2, x3 ≥ 0
Solution
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
24Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Example (·)
Find the optimal solution
Min : Z = 2x1 + 10x2 + 8x3







2x1 + 4x2 + 6x3 ≥ 24
4x2 + 2x3 ≥ 8
2x1 + 4x2 + 8x3 ≥ 4
x1, x2, x3 ≥ 0
Solution
Min : Z = 2x1 + 10x2 + 8x3 + 0S1 + 0S2 + 0S3 + MA1 + MA2 + MA3
Subject to







2x1 + 4x2 + 6x3 − 1S1 + 0S2 + 0S3 + 1A1 + 0A2 + 0A3 = 24
0x1 + 4x2 + 2x3 + 0S1 − 1S2 + 0S3 + 0A1 + 1A2 + 0A3 = 8
2x1 + 4x2 + 8x3 + 0S1 + 0S2 − 1S3 + 0A1 + 0A2 + 1A3 = 4
x1, x2, x3, S1, S2, S3, A1, A2, A3 ≥ 0
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
25Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
First - iteration
BV CP x1 x2 x3 S1 S2 S3 A1 A2 A3 M.R. Row Operations
A1 24 2 4 6 −1 0 0 1 0 0 24
6
= 4
A2 8 0 4 2 0 −1 0 0 1 0 8
2
= 4
A3 4 2 4 8 0 0 −1 0 0 1 4
8
= 1/2 R0
3 ↔ 1
8
R3
Z 2 − 4M 10 − 12M 8 − 16M M M M 0 0 0 R4 − (8 − 16M)R0
3
A1 24 2 4 6 −1 0 0 1 0 24
6
= 4 R1 − 6R0
3
A2 8 0 4 2 0 −1 0 0 1 8
2
= 4 R2 − 2R0
3
x3 1/2 1/4 1/2 1 0 0 −1/8 0 0
Z 2 − 4M 10 − 12M 8 − 16M M M M 0 0 R4 − (8 − 16M)R0
3
A1 21 1/2 1 0 −1 0 3/4 1 0
A2 7 −1/2 3 0 0 −1 1/4 0 1
x3 1/2 1/4 1/2 1 0 0 −1/8 0 0
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
26Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Second - iteration
BV CP x1 x2 x3 S1 S2 S3 A1 A2 A3 M.R. Row Operations
A1 21 1/2 1 0 −1 0 3/4 1 0 21
1
= 21
A2 7 −1/2 3 0 0 −1 1/4 0 1 7
3
x3 1/2 1/4 1/2 1 0 0 −1/8 0 0
1/2
1/2
= 1 R0
3 ↔ 2R3
Z 0 6 − 4M 0 M M 1 − M 0 0
A1 21 1/2 1 0 −1 0 3/4 1 0 21
1
= 21 R1 − R0
3
A2 7 −1/2 3 0 0 −1 1/4 0 1 7
3
R2 − 3R0
3
x2 1 1/2 1 2 0 0 −1/4 0 0
Z 0 6 − 4M 0 M M 1 − M 0 0 R4 − (6 − 4M)R0
3
Z 0 6 − 4M 0 M M 1 − M 0 0
A1 20 0 0 −2 −1 0 1 1 0
A2 4 −2 0 −6 0 −1 1 0 1
x2 1 1/2 1 2 0 0 −1/4 0 0
Z −3 + 2M 0 −12 + 8M M M 5
2
− 2M 0 0
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
27Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Third - iteration
BV CP x1 x2 x3 S1 S2 S3 A1 A2 A3 M.R. Row Operations
A1 20 0 0 −2 −1 0 1 1 0 20
1
= 20 R1 − R3
A2 4 −2 0 −6 0 −1 1 0 1 4
1
= 4
x2 1 1/2 1 2 0 0 −1/4 0 0 · · · R3 + 1
4
R2
Z −3 + 2M 0 −12 + 8M M M 5
2
− 2M 0 0 R4 −

5
2
− 2M

R3
A1 16 2 0 4 −1 1 0 1
S3 4 −2 0 −6 0 −1 1 0
x2 2 0 1 1/2 0 −1/4 0 0
Z 2 − 2M 0 3 − 4M M 5
2
− M 0 0
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
28Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Forth - iteration
BV CP x1 x2 x3 S1 S2 S3 A1 A2 A3 M.R. Row Operations
A1 16 2 0 4 −1 1 0 1 16
4
= 4 R0
1 ↔ 1
4
R1
S3 4 −2 0 −6 0 −1 1 0 · · ·
x2 2 0 1 1/2 0 −1/4 0 0 2
1/2
= 4
Z 2 − 2M 0 3 − 4M M 5
2
− M 0 0
x3 4 1/2 0 1 −1/4 1/4 0 16
4
= 4
S3 4 −2 0 −6 0 −1 1 0 · · · R2 → R2 + 6R0
1
x2 2 0 1 1/2 0 −1/4 0 0 2
1/2
= 4 R3 → R3 − 1
2
R0
1
Z 2 − 2M 0 3 − 4M M 5
2
− M 0 0 R4 → R4 − (3 − 4M) R0
1
x3 4 1/2 0 1 −1/4 1/4 0
S3 28 1 0 0 −3/2 1/2 1
x2 0 −1/4 1 0 1/8 −3/8 0
Z 1/2 0 0 3/4 7/4 0
Hence, optimal solution is arrived with value of variables as :
x1 = 0, x2 = 0, x3 = 4 and Z = 32
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
29Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Example (¸)
Find the optimal solution for
Min : Z = 20T + 8C
Subject to 






4T + 2C ≤ 60 Modeling
2T + 4C ≤ 48 Finishing
T ≥ 2
C ≥ 4
Here T indicate the unit number of Table and C number unit of Chair.
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
30Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Solution
The standard form
Min : Z = 20T + 8C + 0S1 + 0S2 + 0S3 + 0S4 + MA1 + MA2
Subject to









À 4T + 2C + 1S1 + 0S2 + 0S3 + 0S4 + 0A1 + 0A2 = 60
Á 2T + 4C + 0S1 + 1S2 + 0S3 + 0S4 + 0A1 + 0A2 = 48
 T + 0C + 0S1 + 0S2 − 1S3 + 0S4 + 1A1 + 0A2 = 2
à 0T + C + 0S1 + 0S2 + 0S3 − 1S4 + 0A1 + 1A2 = 4
Let us enter the data in the Initial table of Simplex method. We have
Min : Z0
= Z − M(Â + Ã)
= T(20 − M) + C(8 − M) + MS3 + MS4
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
31Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
First - iteration
B. V. Cp. T C S1 S2 S3 S4 A1 A2 Repl. Ratio Row Operations
S1 60 4 2 1 0 0 0 0 0 60
2
= 30 R1 → R1 − 2R4
S2 48 2 4 0 1 0 0 0 0 48
4
= 12 R2 → R2 − 4R4
A1 2 1 0 0 0 −1 0 1 0 2
0
= ∞
A2 4 0 1 0 0 0 −1 0 1 4
1
= 4 
Z 20 − M 8 − M  0 0 M M 0 0 R5 → R5 − (8 − M)R4
Second - iteration
B. V. Cp. T C S1 S2 S3 S4 A1 A2 Repl. Ratio Row Operations
S1 52 4 0 1 0 0 2 0 −2 52
4
= 13 R1 → R1 − 4R3
S2 32 2 0 0 1 0 4 0 −4 32
3
= 16 R2 → R2 − 2R3
A1 2 1 0 0 0 −1 0 1 0 2
1
= 2 
C 4 0 1 0 0 0 −1 0 1 4
0
= ∞
Z 20 − M  0 0 0 M 8 0 M − 8 R5 → R5 − (20 − M)R3
S1 44 0 0 1 0 4 2 −4 −2
S2 28 0 0 0 1 2 4 −2 −4
T 2 1 0 0 0 −1 0 1 0
C 4 0 1 0 0 0 −1 0 1
Z 0 0 0 0 20 8 M − 20 M − 8
We reach the optimal solution. Then the answer is T = 2 and C = 4.
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
32Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Example (¹)
Find the optimal solution for
Min : Z = 2x1 − 3x2 − 4x3 Subject to







x1 + x2 + x3 ≤ 30
2x1 + x2 + 3x3 ≥ 60
−x1 + x2 − 2x3 = −20
x1, x2, x3 ≥ 0
Solution
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
33Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
Example (¹)
Find the optimal solution for
Min : Z = 2x1 − 3x2 − 4x3 Subject to







x1 + x2 + x3 ≤ 30
2x1 + x2 + 3x3 ≥ 60
−x1 + x2 − 2x3 = −20
x1, x2, x3 ≥ 0
Solution
Min : Z = 2x1 − 3x2 − 4x3 + 0S1 + 0S2 + MA1 + MA2









À x1 + x2 + x3 + 1S1 + 0S2 + 0A1 + 0A2 = 30
Á 2x1 + x2 + 3x3 + 0S1 − 1S2 + 1A1 + 0A2 = 60
 x1 − x2 + 2x3 + 0S1 + 0S2 + 0A1 + 1A2 = 20
x1, x2, x3, S1, S2, A1, A2 ≥ 0
Min : Z0
= Z − M(Á + Â)
= (2 − M)x1 − 3x2 − (4 + 5M)x3 + 0S1 + MS2 + 0A1 + 0A2
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
34Ú35
Minimization Case M-Method Example ¶
Example ·
Example ¸
Example ¹
First - iteration
B. V. Cp. x1 x2 x3 S1 S2 A1 A2 Repl. Ratio Row Operations
S1 30 1 1 1 1 0 0 0 30
1
= 30 R1 − R0
3
A1 60 2 1 3 0 −1 1 0 60
3
= 20 R2 − 3R0
3
A2 20
↓
1
↓
−1
↓
2
↓
0
↓
0
↓
0
↓
1
↓
20
2
= 10 R0
3 ↔ 1
2
R3
10 1/2 −1/2 1 0 0 0 1/2 New third row
Z 2 − 3M −3 −4 − 5M 0 M 0 0 R4 + (4 + 5M)R0
3
Second - iteration
B. V. Cp. x1 x2 x3 S1 S2 A1 A2 Repl. Ratio Row Operations
S1 20 1
2
3
2
0 1 0 0 − 1
2
20
3/2
= 13.3 R1 − 3
2
R0
2
A1 30
↓
1/2
↓
5/2
↓
0
↓
0
↓
−1
↓
1
↓
−3/2
↓
30
5/2
= 12 R0
2 ↔ 5
2
R2
12 1/5 1 0 0 −2/5 2/5 −3/5 New second row
x3 10 1
2
− 1
2
1 0 0 0 1
2
10
1/2
= 20 R3 + 1
2
R0
2
Z 4 − 1/2M −5 − 5/2M 0 0 M 0 2 + 5/2M R5 + (5 + 5/2M)R0
2
Third - iteration
B. V. Cp. x1 x2 x3 S1 S2 A1 A2 Repl. Ratio Row Operations
S1 2
↓
1/5
↓
0
↓
0
↓
1
↓
3/5
↓
−3/5
↓
2/5
↓
2
3/5
= 10
3
R0
1 ↔ 5
3
R1
10/3 1/3 0 0 5/3 1 −1 2/3 New first row
x2 12 1/5 1 0 0 −2/5 2/5 −3/5 12
2/5
= 30 R2 + 2
5
R0
1
x3 16 3/5 0 1 0 −1/5 1/5 1/5 16
1/5
= 80 R3 + 1
5
R0
1
Z 5 0 0 0 −2 M + 2 −1 + M R4 + 2R0
1
S2 10/3 1/3 0 0 5/3 1 −1 2/3
x2 40/3 1/3 1 0 2/3 0 0 −1/3
x3 50/3 10/15 0 0 1/5 0 0 7/25
Z 14/3 0 0 4/3 0 M 1/3 + M
Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
Thank you! Questions?

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Simplex method (minimization)

  • 1. Faculty of Economics and Business Administration Lebanese University Chapter 2: Simplex Method (Minimization Case M-Method) Dr. Kamel ATTAR attar.kamel@gmail.com Lecture #3 F Monday 8/Mar/2021 F
  • 2. 2Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ H Minimization Case M-Method H Example (¶) A patient visits the doctor to get treatment for ill health. The doctor examines the patient and advises him to consume at least 40 units of vitamin A and 50 units of vitamin B daily for a specified time period. He also advises the patient that to get vitamin A and vitamin B he has to drink tonic X and tonic Y that have both vitamin A and vitamin B in a proportion. One unit of tonic X consists 2 units of vitamin A and 3 units of vitamin B and one unit of tonic Y consists of 4 units of vitamin A and 2 units of vitamin B. These tonics are available in medical shops at a cost of 3$ and 2.5$ per unit of X and Y respectively. Now the problem of patient is how much of X and how much of Y is to be purchased from the shop to minimise the total cost and at the same time he can get required amounts of vitamins A and B. Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 3. 3Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Solution First we shall enter all the data in the form of a table. Vitamin Tonic Requirement X Y A 2 4 40 B 3 2 50 Cost in $ 3 2.5 Let the patient purchase x1 units of X and x2 units of Y then the inequalities are: Min : Z = 3x1 + 2.5x2 Subject to    2x1 + 4x2 ≥ 40 3x1 + 2x2 ≥ 50 x1, x2 ≥ 0 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 4. 4Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ As we do not know the values of x1 and x2 to transform the inequalities to equalities we have to subtract a SURPLUS VARIABLE, generally represented by S1, S2, · · · etc. If we do this then we obtain    2x1 + 4x2 − 1S1 = 40 3x1 + 2x2 − 1S2 = 50 x1, x2, S1, S2 ≥ 0 Now if we allocate value zero to x1 and x2 then S1 = −40. Which is against to the rules of l.p.p. as every l.p.problem the values of variables must be positive. Hence in minimization problem, we introduce one more Surplus variable, known as ARTIFICIAL SURPLUS VARIABLE generally represented by A1, A2, A3 · · · etc. Now by introducing artificial surplus variable, we can write    2x1 + 4x2 − 1S1 + 1A1 = 40 3x1 + 2x2 − 1S2 + 1A2 = 50 x1, x2, S1, S2, A1, A2 ≥ 0 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 5. 5Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ However, because the artificial variables are not part of the original LP model, they are assigned a very high penalty in the objective function, thus forcing them (eventually) to equal zero in the optimum solution. This will always be the case if the problem has a feasible solution. Thus the cost coefficient of A1 is represented by a very high value represented by M (M → +∞). As we are introducing CAPITAL ‘M’, THIS METHOD IS KNOWN AS BIG ‘M’ METHOD. Min : Z = 3x1 + 2.5x2 + 0S1 + 0S2 + MA1 + MA2    À 2x1 + 4x2 − 1S1 + 0S2 + 1A1 + 0A2 = 40 Á 3x1 + 2x2 + 0S1 − 1S2 + 0A1 + 1A2 = 50 x1, x2, S1, S2, A1, A2 ≥ 0 Now let’s write the objective function: Z0 = Z − M À + Á = (3 − 5M)x1 + (2.5 − 6M)x2 + MS1 + MS2 + 0A1 + 0A2 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 6. 6Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ First - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations A1 40 2 4 − 1 0 1 0 A2 50 3 2 0 −1 0 1 Z 3 − 5M 5 2 − 6M M M 0 0 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 7. 7Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ First - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations A1 40 2 4 − 1 0 1 0 A2 50 3 2 0 −1 0 1 Z 3 − 5M 5 2 − 6M M M 0 0 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 8. 8Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ First - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations A1 40 2 4 − 1 0 1 0 40 4 = 10 A2 50 3 2 0 −1 0 1 50 2 = 25 Z 3 − 5M 5 2 − 6M M M 0 0 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 9. 9Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ First - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations A1 40 2 4 − 1 0 1 0 40 4 = 10 A2 50 3 2 0 −1 0 1 50 2 = 25 Z 3 − 5M 5 2 − 6M M M 0 0 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 10. 10Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ First - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations A1 40 2 4 − 1 0 1 0 40 4 = 10 R0 1 ↔ 1 4 R1 A2 50 3 2 0 −1 0 1 50 2 = 25 Z 3 − 5M 5 2 − 6M M M 0 0 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 11. 11Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ First - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations A1 40 2 4 − 1 0 1 0 40 4 = 10 R0 1 ↔ 1 4 R1 A2 50 3 2 0 −1 0 1 50 2 = 25 Z 3 − 5M 5 2 − 6M M M 0 0 x2 10 1 2 1 − 1 4 0 1 4 0 A2 50 3 2 0 −1 0 1 Z 3 − 5M 2.5 − 6M M M 0 0 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 12. 12Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ First - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations A1 40 2 4 − 1 0 1 0 40 4 = 10 R0 1 ↔ 1 4 R1 A2 50 3 2 0 −1 0 1 50 2 = 25 Z 3 − 5M 5 2 − 6M M M 0 0 x2 10 1 2 1 − 1 4 0 1 4 0 A2 50 3 2 0 −1 0 1 R2 → R2 − 2R0 1 Z 3 − 5M 2.5 − 6M M M 0 0 R3 → R3 − 5 2 − 6M R0 1 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 13. 13Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ First - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations A1 40 2 4 − 1 0 1 0 40 4 = 10 R0 1 ↔ 1 4 R1 A2 50 3 2 0 −1 0 1 50 2 = 25 Z 3 − 5M 5 2 − 6M M M 0 0 x2 10 1 2 1 − 1 4 0 1 4 0 A2 50 3 2 0 −1 0 1 R2 → R2 − 2R0 1 Z 3 − 5M 2.5 − 6M M M 0 0 R3 → R3 − 5 2 − 6M R0 1 x2 10 1 2 1 − 1 4 0 0 A2 30 2 0 1 2 −1 1 Z 7 4 − 2M 0 5 8 − 3 2 M M 0 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 14. 14Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Second - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations x2 10 1 2 1 − 1 4 0 0 A2 30 2 0 1 2 − 1 1 Z 7 4 − 2M 0 5 8 − 3 2 M M 0 . Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 15. 15Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Second - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations x2 10 1 2 1 − 1 4 0 0 10 0.5 = 20 A2 30 2 0 1 2 − 1 1 30 2 = 15 Z 7 4 − 2M 0 5 8 − 3 2 M M 0 . Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 16. 16Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Second - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations x2 10 1 2 1 − 1 4 0 0 10 0.5 = 20 A2 30 2 0 1 2 − 1 1 30 2 = 15 Z 7 4 − 2M 0 5 8 − 3 2 M M 0 . Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 17. 17Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Second - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations x2 10 1 2 1 − 1 4 0 0 10 0.5 = 20 A2 30 2 0 1 2 − 1 1 30 2 = 15 R0 2 ↔ 1 2 R2 Z 7 4 − 2M 0 5 8 − 3 2 M M 0 . Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 18. 18Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Second - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations x2 10 1 2 1 − 1 4 0 0 10 0.5 = 20 A2 30 2 0 1 2 − 1 1 30 2 = 15 R0 2 ↔ 1 2 R2 Z 7 4 − 2M 0 5 8 − 3 2 M M 0 x2 10 1 2 1 − 1 4 0 x1 15 1 0 1 4 − 1 2 Z 7 4 − 2M 0 5 8 − 3 2 M M . Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 19. 19Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Second - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations x2 10 1 2 1 − 1 4 0 0 10 0.5 = 20 A2 30 2 0 1 2 − 1 1 30 2 = 15 R0 2 ↔ 1 2 R2 Z 7 4 − 2M 0 5 8 − 3 2 M M 0 x2 10 1 2 1 − 1 4 0 R1 → R1 − 1 2 R0 2 x1 15 1 0 1 4 − 1 2 Z 7 4 − 2M 0 5 8 − 3 2 M M R3 → R3 − 7 4 − 2M R0 2 . Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 20. 20Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Second - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations x2 10 1 2 1 − 1 4 0 0 10 0.5 = 20 A2 30 2 0 1 2 − 1 1 30 2 = 15 R0 2 ↔ 1 2 R2 Z 7 4 − 2M 0 5 8 − 3 2 M M 0 x2 10 1 2 1 − 1 4 0 R1 → R1 − 1 2 R0 2 x1 15 1 0 1 4 − 1 2 Z 7 4 − 2M 0 5 8 − 3 2 M M R3 → R3 − 7 4 − 2M R0 2 x2 2.5 0 1 − 3 8 1 4 x1 15 1 0 1 4 − 1 2 Z 0 0 3 16 7 8 . Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 21. 21Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Second - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations x2 10 1 2 1 − 1 4 0 0 10 0.5 = 20 A2 30 2 0 1 2 − 1 1 30 2 = 15 R0 2 ↔ 1 2 R2 Z 7 4 − 2M 0 5 8 − 3 2 M M 0 x2 10 1 2 1 − 1 4 0 R1 → R1 − 1 2 R0 2 x1 15 1 0 1 4 − 1 2 Z 7 4 − 2M 0 5 8 − 3 2 M M R3 → R3 − 7 4 − 2M R0 2 x2 2.5 0 1 − 3 8 1 4 x1 15 1 0 1 4 − 1 2 Z 0 0 3 16 7 8 . Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 22. 22Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Second - iteration B. V. Cp. x1 x2 S1 S2 A1 A2 Repl. Ratio Row Operations x2 10 1 2 1 − 1 4 0 0 10 0.5 = 20 A2 30 2 0 1 2 − 1 1 30 2 = 15 R0 2 ↔ 1 2 R2 Z 7 4 − 2M 0 5 8 − 3 2 M M 0 x2 10 1 2 1 − 1 4 0 R1 → R1 − 1 2 R0 2 x1 15 1 0 1 4 − 1 2 Z 7 4 − 2M 0 5 8 − 3 2 M M R3 → R3 − 7 4 − 2M R0 2 x2 2.5 0 1 − 3 8 1 4 x1 15 1 0 1 4 − 1 2 Z 0 0 3 16 7 8 Hence, optimal solution is arrived with value of variables as x1 = 15 and x2 = 2.5. Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 23. 23Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Example (·) Find the optimal solution Min : Z = 2x1 + 10x2 + 8x3        2x1 + 4x2 + 6x3 ≥ 24 4x2 + 2x3 ≥ 8 2x1 + 4x2 + 8x3 ≥ 4 x1, x2, x3 ≥ 0 Solution Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 24. 24Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Example (·) Find the optimal solution Min : Z = 2x1 + 10x2 + 8x3        2x1 + 4x2 + 6x3 ≥ 24 4x2 + 2x3 ≥ 8 2x1 + 4x2 + 8x3 ≥ 4 x1, x2, x3 ≥ 0 Solution Min : Z = 2x1 + 10x2 + 8x3 + 0S1 + 0S2 + 0S3 + MA1 + MA2 + MA3 Subject to        2x1 + 4x2 + 6x3 − 1S1 + 0S2 + 0S3 + 1A1 + 0A2 + 0A3 = 24 0x1 + 4x2 + 2x3 + 0S1 − 1S2 + 0S3 + 0A1 + 1A2 + 0A3 = 8 2x1 + 4x2 + 8x3 + 0S1 + 0S2 − 1S3 + 0A1 + 0A2 + 1A3 = 4 x1, x2, x3, S1, S2, S3, A1, A2, A3 ≥ 0 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 25. 25Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ First - iteration BV CP x1 x2 x3 S1 S2 S3 A1 A2 A3 M.R. Row Operations A1 24 2 4 6 −1 0 0 1 0 0 24 6 = 4 A2 8 0 4 2 0 −1 0 0 1 0 8 2 = 4 A3 4 2 4 8 0 0 −1 0 0 1 4 8 = 1/2 R0 3 ↔ 1 8 R3 Z 2 − 4M 10 − 12M 8 − 16M M M M 0 0 0 R4 − (8 − 16M)R0 3 A1 24 2 4 6 −1 0 0 1 0 24 6 = 4 R1 − 6R0 3 A2 8 0 4 2 0 −1 0 0 1 8 2 = 4 R2 − 2R0 3 x3 1/2 1/4 1/2 1 0 0 −1/8 0 0 Z 2 − 4M 10 − 12M 8 − 16M M M M 0 0 R4 − (8 − 16M)R0 3 A1 21 1/2 1 0 −1 0 3/4 1 0 A2 7 −1/2 3 0 0 −1 1/4 0 1 x3 1/2 1/4 1/2 1 0 0 −1/8 0 0 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 26. 26Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Second - iteration BV CP x1 x2 x3 S1 S2 S3 A1 A2 A3 M.R. Row Operations A1 21 1/2 1 0 −1 0 3/4 1 0 21 1 = 21 A2 7 −1/2 3 0 0 −1 1/4 0 1 7 3 x3 1/2 1/4 1/2 1 0 0 −1/8 0 0 1/2 1/2 = 1 R0 3 ↔ 2R3 Z 0 6 − 4M 0 M M 1 − M 0 0 A1 21 1/2 1 0 −1 0 3/4 1 0 21 1 = 21 R1 − R0 3 A2 7 −1/2 3 0 0 −1 1/4 0 1 7 3 R2 − 3R0 3 x2 1 1/2 1 2 0 0 −1/4 0 0 Z 0 6 − 4M 0 M M 1 − M 0 0 R4 − (6 − 4M)R0 3 Z 0 6 − 4M 0 M M 1 − M 0 0 A1 20 0 0 −2 −1 0 1 1 0 A2 4 −2 0 −6 0 −1 1 0 1 x2 1 1/2 1 2 0 0 −1/4 0 0 Z −3 + 2M 0 −12 + 8M M M 5 2 − 2M 0 0 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 27. 27Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Third - iteration BV CP x1 x2 x3 S1 S2 S3 A1 A2 A3 M.R. Row Operations A1 20 0 0 −2 −1 0 1 1 0 20 1 = 20 R1 − R3 A2 4 −2 0 −6 0 −1 1 0 1 4 1 = 4 x2 1 1/2 1 2 0 0 −1/4 0 0 · · · R3 + 1 4 R2 Z −3 + 2M 0 −12 + 8M M M 5 2 − 2M 0 0 R4 − 5 2 − 2M R3 A1 16 2 0 4 −1 1 0 1 S3 4 −2 0 −6 0 −1 1 0 x2 2 0 1 1/2 0 −1/4 0 0 Z 2 − 2M 0 3 − 4M M 5 2 − M 0 0 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 28. 28Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Forth - iteration BV CP x1 x2 x3 S1 S2 S3 A1 A2 A3 M.R. Row Operations A1 16 2 0 4 −1 1 0 1 16 4 = 4 R0 1 ↔ 1 4 R1 S3 4 −2 0 −6 0 −1 1 0 · · · x2 2 0 1 1/2 0 −1/4 0 0 2 1/2 = 4 Z 2 − 2M 0 3 − 4M M 5 2 − M 0 0 x3 4 1/2 0 1 −1/4 1/4 0 16 4 = 4 S3 4 −2 0 −6 0 −1 1 0 · · · R2 → R2 + 6R0 1 x2 2 0 1 1/2 0 −1/4 0 0 2 1/2 = 4 R3 → R3 − 1 2 R0 1 Z 2 − 2M 0 3 − 4M M 5 2 − M 0 0 R4 → R4 − (3 − 4M) R0 1 x3 4 1/2 0 1 −1/4 1/4 0 S3 28 1 0 0 −3/2 1/2 1 x2 0 −1/4 1 0 1/8 −3/8 0 Z 1/2 0 0 3/4 7/4 0 Hence, optimal solution is arrived with value of variables as : x1 = 0, x2 = 0, x3 = 4 and Z = 32 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 29. 29Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Example (¸) Find the optimal solution for Min : Z = 20T + 8C Subject to        4T + 2C ≤ 60 Modeling 2T + 4C ≤ 48 Finishing T ≥ 2 C ≥ 4 Here T indicate the unit number of Table and C number unit of Chair. Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 30. 30Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Solution The standard form Min : Z = 20T + 8C + 0S1 + 0S2 + 0S3 + 0S4 + MA1 + MA2 Subject to          À 4T + 2C + 1S1 + 0S2 + 0S3 + 0S4 + 0A1 + 0A2 = 60 Á 2T + 4C + 0S1 + 1S2 + 0S3 + 0S4 + 0A1 + 0A2 = 48 Â T + 0C + 0S1 + 0S2 − 1S3 + 0S4 + 1A1 + 0A2 = 2 Ã 0T + C + 0S1 + 0S2 + 0S3 − 1S4 + 0A1 + 1A2 = 4 Let us enter the data in the Initial table of Simplex method. We have Min : Z0 = Z − M(Â + Ã) = T(20 − M) + C(8 − M) + MS3 + MS4 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 31. 31Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ First - iteration B. V. Cp. T C S1 S2 S3 S4 A1 A2 Repl. Ratio Row Operations S1 60 4 2 1 0 0 0 0 0 60 2 = 30 R1 → R1 − 2R4 S2 48 2 4 0 1 0 0 0 0 48 4 = 12 R2 → R2 − 4R4 A1 2 1 0 0 0 −1 0 1 0 2 0 = ∞ A2 4 0 1 0 0 0 −1 0 1 4 1 = 4 Z 20 − M 8 − M 0 0 M M 0 0 R5 → R5 − (8 − M)R4 Second - iteration B. V. Cp. T C S1 S2 S3 S4 A1 A2 Repl. Ratio Row Operations S1 52 4 0 1 0 0 2 0 −2 52 4 = 13 R1 → R1 − 4R3 S2 32 2 0 0 1 0 4 0 −4 32 3 = 16 R2 → R2 − 2R3 A1 2 1 0 0 0 −1 0 1 0 2 1 = 2 C 4 0 1 0 0 0 −1 0 1 4 0 = ∞ Z 20 − M 0 0 0 M 8 0 M − 8 R5 → R5 − (20 − M)R3 S1 44 0 0 1 0 4 2 −4 −2 S2 28 0 0 0 1 2 4 −2 −4 T 2 1 0 0 0 −1 0 1 0 C 4 0 1 0 0 0 −1 0 1 Z 0 0 0 0 20 8 M − 20 M − 8 We reach the optimal solution. Then the answer is T = 2 and C = 4. Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 32. 32Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Example (¹) Find the optimal solution for Min : Z = 2x1 − 3x2 − 4x3 Subject to        x1 + x2 + x3 ≤ 30 2x1 + x2 + 3x3 ≥ 60 −x1 + x2 − 2x3 = −20 x1, x2, x3 ≥ 0 Solution Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 33. 33Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ Example (¹) Find the optimal solution for Min : Z = 2x1 − 3x2 − 4x3 Subject to        x1 + x2 + x3 ≤ 30 2x1 + x2 + 3x3 ≥ 60 −x1 + x2 − 2x3 = −20 x1, x2, x3 ≥ 0 Solution Min : Z = 2x1 − 3x2 − 4x3 + 0S1 + 0S2 + MA1 + MA2          À x1 + x2 + x3 + 1S1 + 0S2 + 0A1 + 0A2 = 30 Á 2x1 + x2 + 3x3 + 0S1 − 1S2 + 1A1 + 0A2 = 60 Â x1 − x2 + 2x3 + 0S1 + 0S2 + 0A1 + 1A2 = 20 x1, x2, x3, S1, S2, A1, A2 ≥ 0 Min : Z0 = Z − M(Á + Â) = (2 − M)x1 − 3x2 − (4 + 5M)x3 + 0S1 + MS2 + 0A1 + 0A2 Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization
  • 34. 34Ú35 Minimization Case M-Method Example ¶ Example · Example ¸ Example ¹ First - iteration B. V. Cp. x1 x2 x3 S1 S2 A1 A2 Repl. Ratio Row Operations S1 30 1 1 1 1 0 0 0 30 1 = 30 R1 − R0 3 A1 60 2 1 3 0 −1 1 0 60 3 = 20 R2 − 3R0 3 A2 20 ↓ 1 ↓ −1 ↓ 2 ↓ 0 ↓ 0 ↓ 0 ↓ 1 ↓ 20 2 = 10 R0 3 ↔ 1 2 R3 10 1/2 −1/2 1 0 0 0 1/2 New third row Z 2 − 3M −3 −4 − 5M 0 M 0 0 R4 + (4 + 5M)R0 3 Second - iteration B. V. Cp. x1 x2 x3 S1 S2 A1 A2 Repl. Ratio Row Operations S1 20 1 2 3 2 0 1 0 0 − 1 2 20 3/2 = 13.3 R1 − 3 2 R0 2 A1 30 ↓ 1/2 ↓ 5/2 ↓ 0 ↓ 0 ↓ −1 ↓ 1 ↓ −3/2 ↓ 30 5/2 = 12 R0 2 ↔ 5 2 R2 12 1/5 1 0 0 −2/5 2/5 −3/5 New second row x3 10 1 2 − 1 2 1 0 0 0 1 2 10 1/2 = 20 R3 + 1 2 R0 2 Z 4 − 1/2M −5 − 5/2M 0 0 M 0 2 + 5/2M R5 + (5 + 5/2M)R0 2 Third - iteration B. V. Cp. x1 x2 x3 S1 S2 A1 A2 Repl. Ratio Row Operations S1 2 ↓ 1/5 ↓ 0 ↓ 0 ↓ 1 ↓ 3/5 ↓ −3/5 ↓ 2/5 ↓ 2 3/5 = 10 3 R0 1 ↔ 5 3 R1 10/3 1/3 0 0 5/3 1 −1 2/3 New first row x2 12 1/5 1 0 0 −2/5 2/5 −3/5 12 2/5 = 30 R2 + 2 5 R0 1 x3 16 3/5 0 1 0 −1/5 1/5 1/5 16 1/5 = 80 R3 + 1 5 R0 1 Z 5 0 0 0 −2 M + 2 −1 + M R4 + 2R0 1 S2 10/3 1/3 0 0 5/3 1 −1 2/3 x2 40/3 1/3 1 0 2/3 0 0 −1/3 x3 50/3 10/15 0 0 1/5 0 0 7/25 Z 14/3 0 0 4/3 0 M 1/3 + M Dr. Kamel ATTAR | Chapter 2: Simplex Method | Minimization