MHB Optimal Solution for Linear Programming Problem

  • Thread starter Thread starter evinda
  • Start date Start date
Click For Summary
The discussion focuses on finding the optimal solution for a linear programming problem using the simplex method. The initial tableau indicates a basic feasible solution, and through iterations, the optimal solution is determined to be -19/2 at the vertex (21/2, 1/2, 0, 0, 15/2). Participants clarify the meaning of the tableau's bottom row, specifically the value next to z, which represents the right-hand side of the equation after transformations. The final confirmation of the calculations and the understanding of the tableau structure is acknowledged.
evinda
Gold Member
MHB
Messages
3,741
Reaction score
0
Hello! (Wave)
I want to find the optimal solution using the simplex method of the following linear programming problem:

$$ \max (-x_1+2x_2-3x_3) \\ x_1-x_2+x_3+2x_4=10 \\ 2x_2-x_3 \leq 1 \\ x_2+ 2x_4 \leq 8 \\ x_i \geq 0, i=1,2,3,4$$

$A=\begin{bmatrix}
1 & -1 & 1 & 2 & 0 & 0\\
0 & 2 & -1 & 0 & 1 & 0\\
0 & 1 & 0 & 2 & 0 & 1
\end{bmatrix}$

A basic feasible non degenerate solution is $(10,0,0,0,1,8)$.

$\begin{bmatrix}
B & c_B & b & P_1 & P_2 & P_3 & P_4 & P_5 & P_6 & \theta & \\
P_1 & -1 & 10 & 1 & -1 & 1 & 2 & 0 & 0 & - & L_1\\
P_5 & 0 & 1 & 0 & 2 & -1 & 0 & 1 & 0 & \frac{1}{2} & L_2\\
P_6 & 0 & 8 & 0 & 1 & 0 & 2 & 0 & 1 & \frac{8}{1} & L_3 \\
& z & 0 & 1 & -2 & 3 & 0 & 0 & 0 & & L_4
\end{bmatrix}$Since $z_2-c_2<0$, $P_2$ will get in the basis and $P_5$ gets out of the basis.

So we get the following tableau:$\begin{bmatrix}
B & c_B & b & P_1 & P_2 & P_3 & P_4 & P_5 & P_6 & \theta & \\
P_1 & -1 & \frac{21}{2} & 1 & 0 & \frac{1}{2} & 2 & \frac{1}{2} & 0 & & L_1'=L_1+L_2'\\
P_2 & 2 & \frac{1}{2} & 0 & 1 & -\frac{1}{2} & 0 & \frac{1}{2} & 0 & & L_2'=\frac{L_2}{2}\\
P_6 & 0 & \frac{15}{2} & 0 & 0 & \frac{1}{2} & 2 & -\frac{1}{2} & 1 & & L_3'=L_3-L_2' \\
& z & 1 & 1 & 0 & 2 & 0 & 1 & 0 & & L_4'=L_4+2L_2'
\end{bmatrix}$

Thus , $-\frac{19}{2}$ is the optimal solution and is achieved at the vertex $\left( \frac{21}{2}, \frac{1}{2}, 0,0, ,0, \frac{15}{2}\right)$.

Is it right or have I done something wrong? (Thinking)
 
Physics news on Phys.org
Hey evinda! (Smile)

It looks fine to me. (Mmm)
 
I like Serena said:
Hey evinda! (Smile)

It looks fine to me. (Mmm)

Nice! What does the bottom row mean in this case and specifically the 1 next to z? (Thinking)
 
evinda said:
Nice! What does the bottom row mean in this case and specifically the 1 next to z? (Thinking)

The original objective function is:
$$z=-x_1+2x_3-3x_3= -\frac {21} 2 + 2\cdot \frac 12 = -\frac {19}2$$
It is inserted into the original tableau as:
$$z+x_1-2x_2+3x_3 = 0$$
After the transformations it is:
$$z+x_1+2x_3+x_5=1 \Rightarrow z = 1 - x_1 -2x_3-x_5 = 1 - \frac {21}2 = -\frac{19}2$$
The $1$ next to the $z$ corresponds with the right hand side, just like it does for the other equations. (Mmm)
 
I like Serena said:
The original objective function is:
$$z=-x_1+2x_3-3x_3= -\frac {21} 2 + 2\cdot \frac 12 = -\frac {19}2$$
It is inserted into the original tableau as:
$$z+x_1-2x_2+3x_3 = 0$$
After the transformations it is:
$$z+x_1+2x_3+x_5=1 \Rightarrow z = 1 - x_1 -2x_3-x_5 = 1 - \frac {21}2 = -\frac{19}2$$
The $1$ next to the $z$ corresponds with the right hand side, just like it does for the other equations. (Mmm)

I see... Thanks a lot! (Nod)
 
There is a nice little variation of the problem. The host says, after you have chosen the door, that you can change your guess, but to sweeten the deal, he says you can choose the two other doors, if you wish. This proposition is a no brainer, however before you are quick enough to accept it, the host opens one of the two doors and it is empty. In this version you really want to change your pick, but at the same time ask yourself is the host impartial and does that change anything. The host...

Similar threads

  • · Replies 21 ·
Replies
21
Views
4K
  • · Replies 25 ·
Replies
25
Views
4K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 32 ·
2
Replies
32
Views
5K
  • · Replies 1 ·
Replies
1
Views
1K
  • · Replies 11 ·
Replies
11
Views
1K
  • · Replies 6 ·
Replies
6
Views
2K
Replies
28
Views
5K
Replies
1
Views
3K
  • · Replies 3 ·
Replies
3
Views
2K