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LP Simplex
Minimization
Budi Harsanto
blogs.unpad.ac.id/budiharsanto
2012
Add
Example:
6X1 + 7X2 < 150
Convert,
6X1 + 7X2 + S1 = 150
budi.harsanto@fe.unpad.ac.id
Reduce
Convert =
Add artificial variable (+A).
Artificial coefficient on objective function
Maximization: -M
Minimization: +M
When optimal solution found, all artificial variable must be
Example
Minimize cost Z = $5X1 + $9X2 + $7X3
Subject to:
5X1 + 10X2 + 8X3 210
25X1 + 30X2 = 900
Minimize cost Z =
$5X1 + $9X2 + $7X3 + $0S1 + $MA1 + $MA2
subject to:
5X1 + 10X2 + 8X3 - 1S1 + 1A1 + 0A2 = 210
25X1 + 30X2 + 0X3 + 0S1 + 0A1 + 1A2 = 900
budi.harsanto@fe.unpad.ac.id
Exercise 1
Convert into the proper form for use in the
simplex method.
Minimize cost Z= 4X1 + 1X2
Subject to:
3X1 + X2 = 3
4X1 + 3X2 > 6
X1 + 2X2 < 3
budi.harsanto@fe.unpad.ac.id
Exercise 2
Convert into the proper form for use in the simplex
method.
Maximize earnings Z= 0,80X1 + 0,40X2 + 1,20X3 - 0,10X4
Subject to:
X1 + 2X2 + X3 + 5X4 < 150
X2 - 4X3 + 8X4 = 70
6X1 + 7X2 + 2X3 - X4 > 120
budi.harsanto@fe.unpad.ac.id
Minimization Procedure
Maximization
i. Entering variable: C-Z biggest
positive.
ii. Leaving variable: smallest non
negative ratio.
iii. Calculate new pivot row.
iv. Calculate the other rows.
v. If still positive number in C-Z ,
repeat step i-v.
budi.harsanto@fe.unpad.ac.id
Minimization
i.
ii.
iii.
iv.
v.
EXAMPLE
Solve this Problem!
Minimize Cost Z = 5X1 + 6X2
Subject to:
X1 + X2 = 1000
X1
< 300
X2 > 150
budi.harsanto@fe.unpad.ac.id
budi.harsanto@fe.unpad.ac.id
Example: Iteration 1
C
Solution Mix
X1
X2
S1
S2
A1
A2
Quantity
A1
1000
S1
300
A2
-1
150
2M
-M
1150M
C-Z
-M+5
-2M+6
budi.harsanto@fe.unpad.ac.id
Example: Iteration 2
C
Solution Mix
X1
X2
S1
S2
A1
A2
Quantity
A1
-1
850
S1
300
X2
-1
150
M-6
-M+6
850M+900
C-Z
-M+5
-M+6
2M-6
budi.harsanto@fe.unpad.ac.id
Example: Iteration 3
C
Solution Mix
X1
X2
S1
S2
A1
A2
Quantity
A1
-1
-1
550
X1
300
X2
-1
150
-M+5
M-6
-M+6
550M+2400
C-Z
M-5
-M+6
2M-6
budi.harsanto@fe.unpad.ac.id
Example: Iteration 4
C
Solution Mix
X1
X2
S1
S2
A1
A2
Quantity
S2
-1
-1
550
X1
300
X2
-1
700
-1
5700
C-Z
M-6
budi.harsanto@fe.unpad.ac.id
Referensi Utama
1. Taylor III, Bernard W, Introduction to
Management Science, Latest Edition.
2. Render, Barry; Stair, Jr Ralph M & Hanna,
Michael E, Quantitative Analysis for
Management, Latest Edition.
3. Taha, Hamdy A., Operation Research An
Introduction, Latest Edition.
4. Internet
budi.harsanto@fe.unpad.ac.id