Worked Examples for Chapter 5

Example for Section 5.1

Consider the linear programming problem given in Table 6.1 as the dual problem for the Wyndor Glass Co. example. This problem is Minimize W = y1 ! 1" y" ! 1# y$% sub&e't to y1 ! $ y$ $ " y" ! " y$ ( and y1 )% y" )% y$ ). (a) Identify the 10 sets of defining e !ations for this pro"lem. #or each one$ sol%e (if a sol!tion exists) for the corresponding corner&point sol!tion$ and classify it as a C'# sol!tion or corner&point infeasi"le sol!tion. #or each corner&point sol!tion$ gi%e the corresponding "asic sol!tion and its set of non"asic %aria"les. This problem has five 'onstraints *t+o fun'tional 'onstraints and three nonnegativity 'onstraints,% +here the 'onstraint boundary e-uations for these 'onstraints are obtained by repla'ing ea'h . by =. /in'e there are three de'ision variables% ea'h 'orner0point solution lies at the interse'tion of three of the 'onstraint boundaries% so the 'orresponding three 'onstraint boundary e-uations be'ome the defining e-uations for that solution. There are 1) different sets of three 'onstraint boundary e-uations *defining e-uations,. The basi' solutions are obtained from the 'orner0point solutions by using the augmented form of the model. 1fter introdu'ing surplus variables y and y(% the augmented form is Minimize W = y1 ! 1" y" ! 1# y$% sub&e't to y1 ! $ y$ 0 y $ " y" ! " y$ 0 y( ( and y1 )% y" )% y$ )% y . )% y( . ).

2ollo+ing are the 1) different +ays of 'hoosing three defining e-uations from the five 'onstraint boundary e-uations. /olving these three defining e-uations gives the 'orner0point solution. The 'orresponding basi' solution is obtained by then using the augmented form of the model to 'al'ulate the values of the surplus variables. The three variables that e-ual zero in the basi' solution are the nonbasi' variables. *1, 3efining 4-uations5 y1 = )% y" = )% y$ = ) Corner0point solution5 *)% )% ), The 'orner0point solution *)% )% ), is infeasible. The 'orresponding basi' solution *y1% y"% y$% y % y(, = *)% )% )% 0$% 0(, 6onbasi' variables5 y1% y"% y$ *", 3efining 4-uations5 y1 = )% y" = )% y1 ! $ y$ = $ Corner0point solution5 *)% )% 1, The 'orner0point solution *)% )% 1, is infeasible. The 'orresponding basi' solution *y1% y"% y$% y % y(, = *)% )% 1% )% 0$, 6onbasi' variables5 y1% y"% y *$, 3efining 4-uations5 y1 = )% y" = )% " y" ! " y$ = ( Corner0point solution5 *)% )% ".(, The 'orner0point solution *)% )% ".(, is a C72. The 'orresponding basi' solution *y1% y"% y$% y % y(, = *)% )% ".(% .(% ), 6onbasi' variables5 y1% y"% y( * , 3efining 4-uations5 y1 = )% y1 ! $ y$ = $% y$ = ) 6o solution exists. *(, 3efining 4-uations5 y1 = )% " y" ! " y$ = (% y$ = ) Corner0point solution5 *)% ".(% ), The 'orner0point solution *)% ".(% ), is infeasible. The 'orresponding basi' solution *y1% y"% y$% y % y(, = *)% ".(% )% 0$% ), 6onbasi' variables5 y1% y$% y( *6, 3efining 4-uations5 y" = )% y1 ! $ y$ = $% y$ = ) Corner0point solution5 *$% )% ), The 'orner0point solution *$% )% ), is infeasible. The 'orresponding basi' solution *y1% y"% y$% y % y(, = *$% )% )% )% 0(,

6onbasi' variables5 y"% y$% y *8, 3efining 4-uations5 y" = )% " y" ! " y$ = (% y$ = ) 6o solution exists. *#, 3efining 4-uations5 y" = )% y1 ! $ y$ = $% " y" ! " y$ = ( Corner0point solution5 *0 .(% )% ".(, The 'orner0point solution *0 .(% )% ".(, is infeasible. The 'orresponding basi' solution *y1% y"% y$% y % y(, = *0 .(% )% ".(% )% ), 6onbasi' variables5 y"% y % y( *9, 3efining 4-uations5 y$ = )% y1 ! $ y$ = $% " y" ! " y$ = ( Corner0point solution5 *$% ".(% ), The 'orner0point solution *$% ".(% ), is a C72. The 'orresponding basi' solution *y1% y"% y$% y % y(, = *$% ".(% )% )% ), 6onbasi' variables5 y$% y % y( *1), 3efining 4-uations5 y1 = )% y1 ! $ y$ = $% " y" ! " y$ = ( Corner0point solution5 *)% 1.(% 1, The 'orner0point solution *)% 1.(% 1, is a C72. The 'orresponding basi' solution *y1% y"% y$% y % y(, = *)% 1.(% 1% )% ), 6onbasi' variables5 y1% y % y(

Example for Section 5.(

Consider the follo+ing model. Maximize : = x1 ! $ x" ! 6 x$%

sub&e't to $ x1 ! x" ! $ x$ ; $) " x1 ! " x" ! $ x$ ; ) and x1 . )% x" . )% x$ . ).

We introdu'e x and x( as sla'< variables for the respe'tive 'onstraints. The augmented form of the model then is Maximize : = x1 ! $ x" ! 6 x$%

sub&e't to $ x1 ! x" ! $ x$ ! x = $) " x1 ! " x" ! $ x$ ! x( = ) and x1 . )% x" . )% x$ . )% x . )% x( . ). =sing matrix notation% +e have

c =[

)]% ) = "

1 "

$ $

1 )

x1 x2 ) $) % " = % x = x3 . 1 ) x 4 x5

6o+ let us apply the revised simplex method step by step to solve this problem. Iteration 0* /in'e x and x( are the initial basi' variables%
x 1 % += x( ) ) = +01% so 1

x> =

x4 1 = +01" = x5 )

) $) $) = . 1 ) )

)% c> = [

)]

Iteration 1* The 'oeffi'ients in 4-. *), are c>+01) 0 c = ?0 c>+01 = ?) 0$ )@ 6@ for x1% x"% x$% for x % x(.

/in'e 06 is the most negative 'oeffi'ient% +e 'hoose x$ as the entering basi' variable. The 'oeffi'ients of x$ in 4-s. *1, and *", are
3 1 0 3 3 = . +01 = 3 0 1 3 3

The right0hand side of these e-uations +as identified in Ateration ) as

30 x4 . +01" , 40 % +here this gives the value of x> = x5

1pplying the minimum ratio test% sin'e *$)B$, C * )B$,% +e 'hoose x as the leaving basi' variable. Thus%
x3 . x> = x5 3 /in'e the 'oeffi'ients of x$ in 4-s. *1, and *", are and 4-. *1, yielded the leaving 3

basi' variable%

1 / 3 1 / 3 = 3 / 3 = 1 %

so

+01 be'omes

1 / 3 0 1 0 1 / 3 0 = . +01 = 1 1 0 1 1 1

Therefore%
x3 = +01" = x5
6% c> = [ )] .
1 B $ 1 ) 1 $) 1) ) = 1) .

Iteration (*

The 'oeffi'ients in 4-. *), no+ are c>+01) 0 c = ?" 01 )@ c>+01 = ?" )@ for x1% x"% x$% for x % x(.

/in'e only x" has a negative 'oeffi'ient% it be'omes the entering basi' variable. The 'oeffi'ients of x" in 4-s. *1, and *", are
1 1 / 3 0 1 1 / 3 = . +01 2 = 1 1 2 1

The right0hand side of these e-uations +as identified in Ateration 1 as

10 x3 . +01" = % +here this gives the value of x> = 10 x5

1pplying the minimum ratio test% sin'e

10 10 > % 1/ 3 1

+e 'hoose x( as the leaving basi' variable. Thus%

x3 . x> = x2 1 / 3 /in'e the 'oeffi'ients of x" in 4-s. *1, and *", are and 4-. *", yielded the 1

leaving basi' variable%

(1 / 3) / 1 1 / 3 = 1 / 1 = 1 %

so +01 be'omes

1 1 / 3 1 / 3 0 2 / 3 1 / 3 = . +01 = 1 1 1 1 0 1

Therefore%

 x3 " B $ 1 B $ = +01" , x2 1 1
6% c> = [ $].

$) ") B $ ) = 1) .

-ptimality .est* The 'oeffi'ients in 4-. *), no+ are

2 / 3 1 / 3 3 1 3 0? c>+01) 0 c = ?6 $@ 1 2 2 3 1

$ 6@

c>+

01

= ?1 ) )@ = ?1 1@

for x1% x"% x$% for x % x(.

/in'e all these 'oeffi'ients are nonnegative% the 'urrent solution is optimal. This solution is
x3 20 / 3 = +01" , % x> = 10 x2

as found in Ateration ". The other variables are nonbasi' variables% so x1 = )% x = )% and x( = ). : = *), ! $*1), ! 6*")B$, = 8).

Example for Section 5./

Consider the follo+ing problem. Maximize Z = x1 0 x" ! " x$% sub&e't to x1 ! x" ! $x$ ; 1( "x1 0 x" ! x$ ; " 0x 1 ! x " ! x $ ;

and x1 . )% x" . )% x$ . ). Det x % x(% and x6 denote the sla'< variables for the respe'tive 'onstraints. 1fter the simplex method is applied% a portion of the final simplex tableau is as follo+s5 Coefficient of* +asic 0aria"le : x x$ x" 1 E *), *1, *", *$, 1 ) ) ) x1 x( x/ x2 ) 1 ) ) x5
3 2

x3
1 2

4ight Side

01 1 2 0
1 2

0" 1 2
1 2

(a) 5se the f!ndamental insight presented in Sec. 5./ to identify the missing n!m"ers in the final simplex ta"lea!. Sho6 yo!r calc!lations. Identify the defining e !ations of the C'# sol!tion corresponding to the optimal +# sol!tion in the final simplex ta"lea!. 2rom the 'oeffi'ients for *x % x(% x6, in the final simplex tableau% +e observe that
1 SE = ) ) 1 1B " 1B " " 1 B " 1 B "

) $ B " 1 B "]. and y7 = [

Thus% by the fundamental insight presented in /e'. (.$% the 'onstraint 'oeffi'ients for *x1% x"% x$, in the final tableau are
1 SE) = ) ) 1 1B " 1B " " 1 B " 1 B " 1 " 1 1 1 1 $ 1 1 = 1B " 1 $ B " ) ) 1 ) 1 . )

The 'oeffi'ients in the ob&e'tive fun'tion for *x1% x"% x$, in the final tableau are

) $B " y) F c = [

1 1 B "] " 1

1 1 1

$ 1 1 0 [ 1 1 1B " 1B "

G1
" 1 B " 1 B "

"] = [ $B "

)] ..

1 The final right0hand side is S7" = ) )

1( 5 " 3 = % 1

and

15 :E = yE" = ?) $B" 1B"@ 2 = (. 4

Therefore% the 'omplete final simplex tableau is Coefficient of* +asic 0aria"le : x x$ x" 1 E *), *1, *", *$, 1 ) ) ) x1 $B" 1 1B" 0$B" x( ) ) ) 1 x/ ) ) 1 ) x2 ) 1 ) ) x5 $B" 01 1B" 01B" x3 1B" 0" 1B" 1B" 4ight Side ( ( $ 1

(") Identify the defining e !ations for the C'# sol!tion corresponding to the optimal +# sol!tion in the final simplex ta"lea!. /in'e the optimal >2 solution is *x1% x"% x$% x % x(% x6, = *)% 1% $% (% )% ),% the 'orresponding C72 solution is *x1% x"% x$, = *)% 1% $,. The nonbasi' variables are x1% x(% x6% and these are the indi'ating variables that indi'ate that the follo+ing 'onstraints hold +ith e-uality. x1 "x1 0 x" ! x$ 0x1 ! x" !x$ .) ;" ;

Therefore% the defining e-uations for this C72 solution are x1 = )%

"x1 0 x" ! x$ = "% 0x1 ! x" ! x$ = .