Optimal Solution for Linear Programming Problem

  • Context: MHB 
  • Thread starter Thread starter evinda
  • Start date Start date
Click For Summary

Discussion Overview

The discussion revolves around finding the optimal solution to a linear programming problem using the simplex method. Participants analyze the formulation of the problem, the tableau representation, and the interpretation of results, focusing on both the mathematical process and the meaning of specific elements in the tableau.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant presents a linear programming problem and provides a basic feasible solution along with the initial tableau for the simplex method.
  • Another participant expresses agreement with the initial solution and tableau, indicating that it appears correct.
  • A question is raised about the meaning of the bottom row of the tableau and the significance of the coefficient next to z.
  • Further clarification is provided regarding the original objective function and how it is represented in the tableau, including the transformations leading to the optimal value.
  • Participants discuss the relationship between the tableau entries and the original problem, particularly focusing on how the value of z is derived from the tableau.

Areas of Agreement / Disagreement

Participants generally agree on the correctness of the initial solution and the tableau representation, though there are questions regarding specific interpretations of the tableau elements. The discussion remains open to further clarification and exploration of the simplex method.

Contextual Notes

Some assumptions regarding the transformations and interpretations of the tableau entries may not be fully articulated, and there are unresolved aspects related to the mathematical steps taken in the simplex method.

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)
 

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
2K
  • · 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