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OBJECTIVE
EXAMPLE 1
Instruction to begin
The initial tableau. SLK 2 is
LINDO SOLUTION
MAX
3 X1 + 4 X2
SUBJECT TO
2)
2 X1 + 4 X2 <=
3)
2 X1 + 2 X2 <=
END
120
80
: tabl
THE TABLEAU
ROW (BASIS)
1 ART
2 SLK
2
3 SLK
3
ART
3 ART
X1
-3.000
2.000
2.000
-3.000
X2
-4.000
4.000
2.000
-4.000
SLK
2
.000
1.000
.000
.000
SLK
3
.000
.000
1.000
.000
.000
120.000
80.000
.000
655
656
Appendix B
Instruction to pivot
The pivot element is in row 3,
column X1. X1 will become
a basic variable.
: piv
X1 ENTERS AT VALUE
: tabl
THE TABLEAU
ROW (BASIS)
1 ART
2 SLK
2
3
X1
40.000
X1
.000
.000
1.000
IN
X2
-1.000
2.000
1.000
ROW
OBJ. VALUE =
SLK
2
.000
1.000
.000
SLK
3
1.500
-1.000
.500
120.00
120.000
40.000
40.000
: piv
X2 ENTERS AT VALUE
: tabl
THE TABLEAU
ROW (BASIS)
1 ART
2
X2
3
X1
20.000
X1
.000
.000
1.000
IN
X2
.000
1.000
.000
: piv
LP OPTIMUM FOUND AT STEP
ROW
OBJ. VALUE =
SLK
2
.500
.500
-.500
SLK
3
1.000
-.500
1.000
140.00
140.000
20.000
20.000
VALUE
20.000000
20.000000
REDUCED COST
.000000
.000000
SLACK OR SURPLUS
.000000
.000000
NO. ITERATIONS =
DUAL PRICES
.500000
1.000000
Compare the steps in Example 1, using LINDO, with the steps given in Example 1,
Section 4.2.
EXAMPLE 2
Using LINDO
Use LINDO to maximize
P 20x1 15x2
subject to
x1 x2 7
9x 1 5x 2 45
2x 1 x 2 8
x1 0
x2 0
SOLUTION
MAX
20 X1 + 15 X2
SUBJECT TO
2)
X1 + X2 >=
7
3)
9 X1 + 5 X2 <=
45
4)
2 X1 + X2 >=
8
END
: tabl
THE TABLEAU
ROW (BASIS)
X1
X2
1 ART
-20.000
-15.000
2 SLK
2
-1.000
-1.000
3 SLK
3
9.000
5.000
4 SLK
4
-2.000
-1.000
ART
4 ART
-3.000
-2.000
SLK
2
.000
1.000
.000
.000
1.000
SLK
3
.000
.000
1.000
.000
.000
SLK
4
.000
.000
.000
1.000
1.000
.000
-7.000
45.000
-8.000
-15.000
657
: piv
X1 ENTERS AT VALUE
5.0000
IN ROW
3 OBJ. VALUE =
100.00
: tabl
THE TABLEAU
ART
ROW
1
2
3
4
4
(BASIS)
ART
SLK
2
X1
SLK
4
ART
X1
.000
.000
1.000
.000
.000
X2
-3.889
-.444
.556
.111
-.444
SLK
2
.000
1.000
.000
.000
1.000
SLK
3
2.222
.111
.111
.222
.111
SLK
4
.000
.000
.000
1.000
.000
100.000
-2.000
5.000
2.000
-2.000
: piv
X2 ENTERS AT VALUE
4.5000
IN ROW
2 OBJ. VALUE =
117.50
SLK
3
1.250
-.250
.250
.250
1.250
SLK
4
.000
.000
.000
1.000
3 OBJ. VALUE =
117.50
: tabl
THE TABLEAU
ART
ROW (BASIS)
1 ART
2
X2
3
X1
4 SLK
4
4 ART
: piv
SLK
X1
.000
.000
1.000
.000
.000
2 ENTERS AT VALUE
X2
.000
1.000
.000
.000
.000
2.0000
SLK
2
-8.750
-2.250
1.250
.250
-8.750
IN ROW
117.500
4.500
2.500
1.500
: tabl
THE TABLEAU
ROW (BASIS)
1 ART
2
X2
3 SLK
2
4 SLK
4
X1
7.000
1.800
.800
-.200
X2
.000
1.000
.000
.000
: piv
LP OPTIMUM FOUND AT STEP
SLK
2
.000
.000
1.000
.000
SLK
3
3.000
.200
.200
.200
SLK
4
.000
.000
.000
1.000
135.000
9.000
2.000
1.000
VALUE
.000000
9.000000
REDUCED COST
7.000000
.000000
SLACK OR SURPLUS
2.000000
.000000
1.000000
NO. ITERATIONS =
DUAL PRICES
.000000
3.000000
.000000
Compare the final tableau found using LINDO with the final tableau of Example 1,
Section 4.4, namely,
BV P
s1
x2
s3
P
0
0
0
1
x1 x2
4
0
5
9
1
5
1
0
5
7
0
s1
1
0
0
0
s2
1
5
1
5
1
5
3
s3 RHS
135
658
Appendix B
Using LINDO
Use LINDO to minimize
z 5x1 6x2
subject to
x 1 x 2 10
x 1 2x 2 12
2x 1 x 2 12
3
x1
x1 0
x2 0
SOLUTION
MIN
5 X1 + 6 X2
SUBJECT TO
2) X1 + X2 <= 10
3) X1 + 2 X2 >= 12
4) 2 X1 + X2 >= 12
5) X1 >= 3
END
: tabl
THE TABLEAU
ART
ROW
1
2
3
4
5
5
(BASIS)
ART
SLK
2
SLK
3
SLK
4
SLK
5
ART
X1
5.000
1.000
-1.000
-2.000
-1.000
-4.000
X2
6.000
1.000
-2.000
-1.000
.000
-3.000
SLK
2
.000
1.000
.000
.000
.000
.000
SLK
3
.000
.000
1.000
.000
.000
1.000
SLK
4
.000
.000
.000
1.000
.000
1.000
SLK
5
.000
.000
.000
.000
1.000
1.000
.000
10.000
-12.000
-12.000
-3.000
-27.000
SLK
5
.000
.000
.000
.000
1.000
.000
-30.000
4.000
-6.000
6.000
3.000
-6.000
SLK
5
.000
.000
.000
.000
1.000
-44.000
2.000
4.000
4.000
1.000
: piv
X1 ENTERS AT VALUE
6.0000
IN ROW
: tabl
THE TABLEAU
ART
ROW
1
2
3
4
5
5
(BASIS)
ART
SLK
2
SLK
3
X1
SLK
5
ART
X1
.000
.000
.000
1.000
.000
.000
X2
3.500
.500
-1.500
.500
.500
-1.500
SLK
2
.000
1.000
.000
.000
.000
.000
SLK
3
.000
.000
1.000
.000
.000
1.000
SLK
4
2.500
.500
-.500
-.500
-.500
-.500
: piv
X2 ENTERS AT VALUE
: tabl
THE TABLEAU
ART
ROW
1
2
3
4
5
5
(BASIS)
ART
SLK
2
X2
X1
SLK
5
ART
X1
.000
.000
.000
1.000
.000
.000
4.0000
X2
.000
.000
1.000
.000
.000
.000
IN ROW
SLK
2
.000
1.000
.000
.000
.000
.000
SLK
3
2.333
.333
-.667
.333
.333
2.333
SLK
4
1.333
.333
.333
-.667
-.667
1.333
: piv
LP OPTIMUM FOUND AT STEP
OBJECTIVE FUNCTION VALUE
1)
44.000000
VARIABLE
X1
X2
ROW
VALUE
4.000000
4.000000
SLACK OR SURPLUS
2)
3)
4)
5)
NO. ITERATIONS =
659
REDUCED COST
.000000
.000000
DUAL PRICES
2.000000
.000000
.000000
1.000000
.000000
-2.333333
-1.333333
.000000
Compare this result, using LINDO, to the result obtained in Example 2, Section 4.4.
Note again that the same solution is found: z 44, x1 4, x2 4, s1 SLK 2 2,
s2 SLK 3 0, s3 SLK 4 0, s4 SLK 5 1. Also, note again the different intermediate tableaus.
EXERCISE B.1
In Problems 1 24, use LINDO (or any other software package) to solve each linear programming problem.
1. Maximize
2. Maximize
P 3x1 2x2 x3
subject to
P x1 4x2 3x3 x4
subject to
3x1 x2 x3 30
2x1 x2
5x1 2x2 x3 24
3x1 x2 x3 2x4 18
x1 x2 4x3 20
x1 x2 x3 x4 14
x1 0
x2 0
x3 0
3. Maximize
x1 0
10
x2 0
x3 0
x4 0
4. Maximize
P 3x1 x2 x3
subject to
P 3x1 x2 x3
subject to
x1 x2 x3 6
x1 x2 x3 8
2x1 x2 4x3 6
x1 0
x2 0
x1 0
x3 0
5. Maximize
x2 0
6. Maximize
P 2x1 x2 3x3
subject to
x1 x2 x3 10
x2 x3 4
x1 0
x2 0
x1 x2 x3 6
x1
4
x3 0
7. Maximize
x1 0
x2 0
x3 0
8. Maximize
P x1 x2 x3
subject to
P 2x1 x2 3x3
subject to
x1 x2 x3 6
4x1 x2
x1 0
x2 0
12
x3 0
x1 x2 x3 6
2x1 3x2
x1 0
x2 0
12
x3 0
660
Appendix B
10. Maximize
9. Maximize
P 3x1 2x2 x3
P 2x1 x2 3x3
subject to
subject to
3x1 2x2 x3 10
5x1 2x2 x3 20
6x1 x2 4x3 24
x1 x2 3x3 12
x1 x2 4x3 16
2x1 x2 x3 6
x1 0
x2 0
x1 0
x3 0
11. Maximize
x2 0
x3 0
12. Maximize
P 2x1 3x2 x3
subject to
subject to
x1 x2 x3 50
3x1 x2 x3 10
3x1 2x2 x3 10
x1 0
x2 0
x1 x2 3x3 5
x3 0
13. Maximize
x1 0
x2 0
x3 0
14. Maximize
P 2x1 x2 x3
subject to
subject to
2x1 x2 2x3 4
x1 3x2 2x3 30
x1 2x2 x3 2
2x1 x2 3x3 12
x1 0
x2 0
x3 0
x1 0
x2 0
x3 0
16. Maximize
15. Maximize
P 2x1 x2 3x3
subject to
subject to
x1 2x2 x3 25
2x1 2x2 x3 12
x1 0
x2 0
x1 0
x3 0
x2 0
x3 0
18. Maximize
17. Maximize
P 2x1 4x2 x3
P 2x1 4x2 x3 x4
subject to
subject to
2x1 x2 2x3 3x4 12
2x2 x3 2x4 20
2x1 x2 4x3
x1 0
x2 0
16
x3 0
x1 0
x4 0
x2 0
x3 0
20. Maximize
19. Maximize
P x1 2x2 4x3
P 2x1 x2 x3
subject to
subject to
x1 2x2 4x3 20
2x1 6x2 x3 5
3x1 4x2 x3 90
x1 0
x2 0
x3 0
2x1 2x2 x3 15
x1 0
x2 0
x3 0
21. Maximize
22. Maximize
P x1 2x2 4x3 x4
P x1 2x2 x3 3x4
subject to
subject to
4x3 6x4 20
5x1
x2 0
x3 0
x4 0
23. Minimize
x1 0
x2 0
x3 0
x4 0
24. Minimize
z x1 x2 x3 x4 x5 x6 x7
z x1 x2 x3 x4 x5 x6 x7
subject to
subject to
4x1 2x2 x3
2x5 x6
75
x6
110
x2 2x3 3x4
4x1 x2 2x3
2x5
x7 180
x5 x6 2x7 50
x1 0
x2 0
x5 0
x3 0
x6 0
x4 0
x7 0
x7 75
2x2 x3 3x4
x5 2x6 x7 50
x1 0
x2 0
x5 0
x3 0
x6 0
x4 0
x7 0
661