Linear Programming Solver PDF
Linear Programming Solver PDF
Linear Programming Solver PDF
Programming
9.1 Systems of Linear Inequalities
9.2 Linear Programming Involving Two Variables
9.3 The Simplex Method: Maximization
9.4 The Simplex Method: Minimization
9.5 The Simplex Method: Mixed Constraints
In this section, you will work with linear inequalities of the forms listed below.
ax + by < c
ax + by ≤ c
ax + by > c
ax + by ≥ c
The graph of each of these linear inequalities is a half-plane lying on one side of the
line ax + by = c. When the line is dashed, the points on the line are not solutions
of the inequality; when the line is solid, the points on the line are solutions of the
inequality. The simplest linear inequalities are those corresponding to horizontal or
vertical lines, as shown in Example 1 on the next page.
a. b. y
x = −2 y
3
2 y=3
2
1
1
x
x −3 −2 −1 1 2 3
−3 −1 1 2 3
−2
−2
−3
−3
Figure 9.1
1
(0, 0)
x
−3 −2 −1 1 2 3
−2
x− y=2
−3
For a linear inequality in two variables, you can sometimes simplify the graphing
procedure by writing the inequality in slope-intercept form. For example, by writing
x − y < 2 in the form
y > x−2
you can see that the solution points lie above the line y = x − 2.
Sketch the graph (and label the vertices) of the solution set of the system shown below.
x−y < 2
x > −2
y ≤ 3
solution
You have already sketched the graph of each of these inequalities in Examples 1 and 2.
The region common to all three graphs can be found by superimposing the graphs on
the same coordinate plane, as shown below. To find the vertices of the region, find the
points of intersection of the boundaries of the region.
Vertex A: (−2, −4) Vertex B: (5, 3) Vertex C: (−2, 3)
Obtained by finding Obtained by finding Obtained by finding
the point of the point of the point of
intersection of intersection of intersection of
x−y= 2 x−y=2 x = −2
x = −2. y = 3. y = 3.
y y
x−y<2 6 6
x > −2
4 C(−2, 3) B(5, 3)
2 2
x x
−4 2 4 6 8 −6 −4 2 4 6
−2 −2
−4
A(−2, −4)
−6 −6
y≤3
1
x+y>3
x
−1 1 2 3
x + y < −1
No Solution
3
x+y=3
2
x + 2y = 3 1
(3, 0)
x
−1 1 2 3
Unbounded Region
The liquid portion of a diet is to provide at least 300 calories, 36 units of vitamin A,
and 90 units of vitamin C daily. A cup of dietary drink X provides 60 calories, 12 units
of vitamin A, and 10 units of vitamin C. A cup of dietary drink Y provides 60 calories,
6 units of vitamin A, and 30 units of vitamin C. Set up a system of linear inequalities
that describes the minimum daily requirements for calories and vitamins.
solution
Let
x = number of cups of dietary drink X and
y = number of cups of dietary drink Y.
To meet the minimum daily requirements, the inequalities listed below must be satisfied.
For calories: 60x + 60y ≥ 300
REMARK For vitamin A: 12x + 6y ≥ 36
Any point inside the shaded For vitamin C: 10x + 30y ≥ 90
region (or on its boundary) x ≥ 0
meets the minimum daily
requirements for calories and
y ≥ 0
vitamins. For example, 3 cups The last two inequalities are included y
of dietary drink X and 2 cups because x and y cannot be negative.
of dietary drink Y supply The graph of this system of linear 10
300 calories, 48 units of
inequalities is shown at the right. 8
vitamin A, and 90 units of
vitamin C. (0, 6)
6
(1, 4)
4
(3, 2)
2
(9, 0)
x
2 4 6 8 10
ic /H
as the one shown at the igh
Inte
nsit
right, to help determine y
Targ
whether a person’s e t He
art R
ate
exercise heart rate is in a
healthy range. In Exercise Fat Bu
rning
60, you are asked to write Warm-Up/Co
ol Down
a system of inequalities for
a person’s target heart Age (years)
rates during exercise.
Daxiao Productions/Shutterstock.com
9.1 Exercises
Identifying the Graph of a Linear Inequality In Solving a System of Inequalities In Exercises 29–32,
Exercises 1– 6, match the linear inequality with its determine whether each ordered pair is a solution of the
graph. [The graphs are labeled (a)–(f).] system of linear inequalities.
1. x > 3 2. y ≤ 2 29. x ≥ −4 30. −2x + 5y ≥ 3
3. 2x + 3y ≤ 6 4. 2x − y ≥ −2 y > −3 y < 4
y y ≤ −8x − 3 −4x − 2y < 7
5. x ≥ 6. y > 3x (a) (0, 0) (a) (0, 2)
2
(b) (−1, −3) (b) (−6, 4)
(a) y (b) y
(c) (−4, 0) (c) (−8, −2)
2
(d) (−3, 11) (d) (−3, 2)
1
1 31. x ≥ 1 32. x ≥ 0
x
−2 −1 1 2
y ≥ 0 y ≥ 0
x
1 2 3 y ≤ 2x + 1 y ≤ 4x − 2
−2 (a) (0, 1) (a) (0, −2)
(1, 3) (b)
(b) (2, 0)
(c) y (d) y (2, 2) (c)
(c) (3, 1)
4 (2, 1) (d)
(d) (0, −1)
2
3
Solving a System of Inequalities In Exercises 33–48,
1 sketch the graph (and label any vertices) of the solution
1 set of the system of linear inequalities.
x
x
−2 33. x ≥ 0 34. x ≥ −1
−2 −1 1 2
y ≥ 0 y ≥ −1
(e) y (f ) y x ≤ 2 x ≤ 1
2 y ≤ 4 y ≤ 2
2
1
35. x + y ≤ 1 36. 3x + 2y < 6
1
−x + y ≤ 1 x > 0
x x
−2 −1 1 2 1 2 4
y ≥ 0 y > 0
−1 37. x + y ≤ 5 38. 2x + y ≥ 2
−2 −2 x ≥ 2 x ≤ 2
y ≥ 0 y ≤ 1
Sketching the Graph of a Linear Inequality In 39. −3x + 2y < 6 40. x − 7y > −36
Exercises 7–28, sketch the graph of the linear inequality.
x + 4y > −2 5x + 10y > 20
7. x ≥ 2 8. x ≤ 4 2x + y < 3 6x − 5y > 6
9. y ≤ 7 10. y ≥ −1 41. x ≥ 1 42. x + y < 10
11. y < 2 − x 12. y > 2x − 4 x − 2y ≤ 3 2x + y > 10
13. 2y − x ≥ 4 14. 5x + 3y ≥ −15 3x + 2y ≥ 9 x−y > 2
15. y ≤ x 16. 3x > y x+y ≤ 6
17. y ≥ 4 − 2x 18. y ≤ 3 + x 43. −3x + 2y < 6 44. −x + 3y ≤ 12
19. 3y + 4 ≥ x 20. 6 − 2y < x x − 4y > −2 5x + 2y > 5
x + 4y < 4 x − 3y < −3
21. 4x − 2y ≤ 12 22. y + 3x > 6
45. 2x + y > 2 46. x − 2y < −6
23. 5x − 2y > 10 24. 2x + 7y ≤ 28
6x + 3y < 2 5x − 3y > −9
25. y + 13 x ≥ 6 26. y − 12 x < 12
47. 3x − 6y ≤ 5 48. 12x + 15y ≥ 60
x y x y
27. + < 1 28. − ≥ 1 x − 2y ≥ −3 y ≤ − 45x + 4
3 2 6 5
Writing a System of Inequalities In Exercises 49–52, 61. Furniture Production A furniture company produces
write a system of inequalities that describes the region. tables and chairs. Each table requires 1 hour in the
49. y 50. y assembly center and 113 hours in the finishing center.
4 6 Each chair requires 112 hours in the assembly center and
4 112 hours in the finishing center. The assembly center is
3
available 12 hours per day, and the finishing center is
2 2
available 15 hours per day. Let x and y be the numbers of
x
1
4 6
tables and chairs produced per day, respectively. Write
1
x −2 a system of inequalities describing all possible
1 2 3 4 production levels, and sketch the graph of the system.
51. y 52. y 62. Tablet Inventory A store sells two models of
tablet computers. Due to demand levels, it is necessary
8
8 to stock at least twice as many units of the Pro Series
6
6 as units of the Deluxe Series. The costs to the store of
4
4 the two models are $200 and $300, respectively.
2
2
The management does not want more than $5000 in
x
2 4 6 8 laptop inventory at any one time, and it wants at least
x −2
−2 2 4 6 four Pro Series models and two Deluxe Series models
in inventory at all times. Write a system of inequalities
Writing a System of Inequalities In Exercises 53–58, describing all possible inventory levels, and sketch the
write a system of inequalities that describes the region. graph of the system.
53. Rectangle with vertices at (2, 1), (5, 1), (5, 7), and (2, 7) 63. Diet Supplement A dietitian prescribes a special
54. Rectangle with vertices at (1, 3), (3, 1), (4, 6), and (6, 4) dietary supplement using two different foods. Each ounce
of food X contains 20 units of calcium, 15 units of iron,
55. Parallelogram with vertices at (−6, −2), (1, 8), (6, 5),
and 10 units of vitamin B. Each ounce of food Y contains
and (−1, −5)
10 units of calcium, 10 units of iron, and 20 units of
56. Parallelogram with vertices at (0, 0), (4, 0), (1, 4), and vitamin B. The minimum daily requirements for the diet
(5, 4) are 300 units of calcium, 150 units of iron, and 200 units
57. Triangle with vertices at (0, 0), (5, 0), and (2, 3) of vitamin B. Write a system of inequalities describing
58. Triangle with vertices at (−1, 0), (1, 0), and (0, 1) the different amounts of food X and food Y that the
dietitian can prescribe. Sketch the graph of the system.
59. Investment A person plans to invest no more than 64. Rework Exercise 63 using minimum daily requirements
$20,000 in two different interest-bearing accounts. Each of 280 units of calcium, 160 units of iron, and 180 units
account is to contain at least $5000. Moreover, one of vitamin B.
account should have at least twice the amount that is
65. Reasoning Consider the inequality 8x − 2y < 5.
in the other account. Write a system of inequalities
Without graphing, determine whether the solution
describing the various amounts that can be deposited in
points lie in the half-plane above or below the boundary
each account, and sketch the graph of the system.
line. Explain.
60. Target Heart Rate One formula for a person’s
maximum heart rate is 220 − x, where x is the person’s
age in years for 20 ≤ x ≤ 70. When a person 66. C APSTONE Consider the system of
exercises, it is recommended that the person strive for inequalities
a heart rate that is at least 50% of the maximum and ax + by ≤ c
at most 85% of the maximum. (Source: American Heart x ≥ d
Association) y > e
(a) Write a system of inequalities that describes the region where a > 0 and b > 0. Find values of a, b, c, d,
corresponding to these heart rate recommendations. and e such that (a) the origin is a solution of the
(b) Sketch a graph of the region in part (a). system and (b) the origin is not a solution of the
(c) Find two solutions of the system and interpret their system.
meanings in the context of the problem.
67. Changing the Inequality Symbol Sketch the graph
of x + 2y < 6. Then describe how the graph of each
inequality is different from your graph.
(a) x + 2y ≤ 6 (b) x + 2y > 6
subject to the set of constraints that determines the region in Figure 9.3, every point in
the region satisfies each constraint. So, it is not clear how to go about finding the point
x
that yields a maximum or minimum value of z. Fortunately, it can be shown that when
there is an optimal solution, it must occur at one of the vertices of the region. This
Figure 9.3 means that you can find the optimal value by testing z at each of the vertices.
To see why the maximum value of the objective function in Example 1 must occur
at a vertex, write the objective function in the form
3 z
y=− x+ .
2 2
This equation represents a family of lines, each of slope −32. Of these infinitely many
lines, you want the one that has the largest z-value, while still intersecting the region
determined by the constraints. In other words, of all the lines whose slope is −32,
you want the one that has the largest y-intercept and intersects the specified region, as
shown below. Such a line will pass through one (or more) of the vertices of the region.
3 z
3 y=− x+
2 2
x
1 2
z=
z=
z=
z=
2
4
6
8
The graphical method for solving a linear programming problem works whether the
objective function is to be maximized or minimized. The steps used are precisely the
same in either case. After you have evaluated the objective function at the vertices of
the set of feasible solutions, simply choose the largest value as the maximum and the
smallest value as the minimum. For instance, the same test used in Example 1 to find
the maximum value of z can be used to conclude that the minimum value of z is 0, and
that this occurs at the vertex (0, 0).
− x + y ≤ 11
x + y ≤ 27 Constraints
2x + 5y ≤ 90.
y solution
−x + y = 11
25 The region bounded by the constraints is shown in Figure 9.5. By testing the objective
2x + 5y = 90 function at each vertex, you obtain
20
(5, 16)
At (0, 0): z = 4(0) + 6(0) = 0
15 (15, 12)
At (0, 11): z = 4(0) + 6(11) = 66
10 (0, 11) x + y = 27
At (5, 16): z = 4(5) + 6(16) = 116 (Maximum value of z)
5
(0, 0) (27, 0) At (15, 12): z = 4(15) + 6(12) = 132
x
5 10 15 20 25 30 At (27, 0): z = 4(27) + 6(0) = 108.
Figure 9.5 So, the maximum value of z is 132, and this occurs when x = 15 and y = 12.
1
At (6, 3): z = 5(6) + 7(3) = 51
x
At (5, 0): z = 5(5) + 7(0) = 25
1 2 (3, 0) 4 (5, 0) 6 At (3, 0): z = 5(3) + 7(0) = 15.
Figure 9.6 So, the minimum value of z is 14, and this occurs when x = 0 and y = 2.
y When solving a linear programming problem, it is possible that the maximum (or
(0, 4) (2, 4) minimum) value occurs at two different vertices. For example, at the vertices of the
4
region shown in Figure 9.7, the objective function
3 z = 12 for any
point along z = 2x + 2y Objective function
2 this line. has the values below.
1 (5, 1)
(0, 0) At (0, 0): z = 2(0) + 2(0) = 0
x
1 2 3 4 (5, 0) At (0, 4): z = 2(0) + 2(4) = 8
Figure 9.7 At (2, 4): z = 2(2) + 2(4) = 12 (Maximum value of z)
At (5, 1): z = 2(5) + 2(1) = 12 (Maximum value of z)
At (5, 0): z = 2(5) + 2(0) = 10
In this case, the objective function has a maximum value of 12 not only at the vertices
(2, 4) and (5, 1), but at any point on the line segment connecting these two vertices.
Some linear programming problems have no optimal solution. This can occur
when the region determined by the constraints is unbounded. Example 4 illustrates such
a problem.
An Unbounded Region
5
(1, 4)
4
1 (2, 1)
x
1 2 3 (4, 0) 5
For this unbounded region, there is no maximum value of z. To see this, note that the
REMARK point (x, 0) lies in the region for all values of x ≥ 4. By choosing large values of x, you
can obtain values of
For this problem, the objective
function does have a minimum z = 4(x) + 2(0)
value, z = 10, which occurs at
= 4x
the vertex (2, 1).
that are large. So, there is no maximum value of z.
Application
An Application: Optimal Cost
Example 4 in Section 9.1 set up a system of linear equations for the problem below.
The liquid portion of a diet is to provide at least 300 calories, 36 units of vitamin A,
and 90 units of vitamin C daily. A cup of dietary drink X provides 60 calories, 12 units
of vitamin A, and 10 units of vitamin C. A cup of dietary drink Y provides 60 calories,
6 units of vitamin A, and 30 units of vitamin C. Now, assume that dietary drink X costs
$0.12 per cup and drink Y costs $0.15 per cup. How many cups of each drink should be
consumed each day to minimize the cost and still meet the daily requirements?
solution
Begin by letting x be the number of cups of dietary drink X and y be the number of cups
of dietary drink Y. Moreover, to meet the minimum daily requirements, the inequalities
listed below must be satisfied.
For calories: 60x + 60y ≥ 300
For vitamin A: 12x + 6y ≥ 36
For vitamin C: 10x + 30y ≥ 90 Constraints
x ≥ 0
y ≥ 0
y
The cost C is
10 C = 0.12x + 0.15y. Objective function
8 The graph of the region corresponding to the constraints is shown in Figure 9.8.
(0, 6) To determine the minimum cost, test C at each vertex of the region, as shown below.
6
(1, 4) At (0, 6): C = 0.12(0) + 0.15(6) = 0.90
4
At (1, 4): C = 0.12(1) + 0.15(4) = 0.72
(3, 2)
2 At (3, 2): C = 0.12(3) + 0.15(2) = 0.66 (Minimum value of C)
(9, 0) At (9, 0): C = 0.12(9) + 0.15(0) = 1.08
x
2 4 6 8 10
So, the minimum cost is $0.66 per day, and this occurs when three cups of drink X and
Figure 9.8 two cups of drink Y are consumed each day.
9.2 Exercises
Solving a Linear Programming Problem In Exercises 1 7. Objective function: 8. Objective function:
and 2, find the minimum and maximum values of each (a) z = x (a) z = 4x + y
objective function and where they occur, subject to the
(b) z = y (b) z = x + 4y
constraints.
(c) z = x + y (c) z = 4x + 4y
1. Objective function: 2. Objective function:
Constraints: Constraints:
(a) z = 3x + 8y (a) z = 4x + 3y
x ≥ 0 x ≥ 0
(b) z = 5x + 0.5y (b)
z = x + 6y
y ≥ 0 y ≥ 0
Constraints: Constraints: 2x + 3y ≤ 60 x + 2y ≤ 40
x ≥ 0 x ≥ 0 2x + y ≤ 28 x+ y ≥ 30
y ≥ 0 y ≥ 0 4x + y ≤ 48 2x + 3y ≥ 72
x + 3y ≤ 15 2x + 3y ≥ 6
4x + y ≤ 16 3x − 2y ≤ 9 Finding Minimum and Maximum Values In Exercises
x + 5y ≤ 20 9–14, find the minimum and maximum values of the
objective function and the points ( x1, x2 ) where they
y y
occur, subject to the constraints 3x1 + x2 ≤ 15 and
5
(0, 5)
5 4x1 + 3x2 ≤ 30, where x1, x2 ≥ 0.
(3, 4) (0, 4)
4 4 9. z = 2x1 + x2 10. z = 5x1 + x2
(5, 3)
3 3 11. z = x1 + x2 12. z = 3x1 + x2
(0, 2)
2 2 13. z = x1 + 5x2 14. z = 4x1 + 5x2
1
(0, 0) (4, 0)
1 (3, 0)
x x Describing an Unusual Characteristic In Exercises
1 2 3 4 5 1 2 3 4 5 15–20, the linear programming problem has an unusual
characteristic. Sketch a graph of the solution region for
Solving a Linear Programming Problem In Exercises the problem and describe the unusual characteristic. (In
3–8, sketch the region determined by the constraints. each problem, the objective function is to be maximized.)
Then find the minimum and maximum values of each
objective function (if possible) and where they occur, 15. Objective function: 16. Objective function:
subject to the constraints. z = 2.5x + y z=x+y
3. Objective function: 4. Objective function: Constraints: Constraints:
(a) z = 10z + 7y (a) z = 50x + 35y x ≥ 0 x ≥ 0
(b) z = 25x + 30y (b) z = 16x + 18y y ≥ 0 y ≥ 0
3x + 5y ≤ 15 −x + y ≤ 1
Constraints: Constraints:
5x + 2y ≤ 10 −x + 2y ≤ 4
x ≥ 0 x ≥ 0
17. Objective function: 18. Objective function:
x ≤ 60 y ≥ 0
y ≥ 0 8x + 9y ≤ 7200 z = −x + 2y z=x+y
y ≤ 45 8x + 9y ≥ 5400 Constraints: Constraints:
5x + 6y ≤ 420 x ≥ 0 x ≥ 0
5. Objective function: 6. Objective function: y ≥ 0 y ≥ 0
(a) z = 4x + 5y (a) z = 4x + 5y x ≤ 10 −x + y ≤ 0
x+y ≤ 7 −3x + y ≥ 3
(b) z = 2x − y (b) z = 2x + 7y
19. Objective function: 20. Objective function:
(c) z = −5x + y (c) z = −x − 3y
z = 3x + 4y z = x + 2y
Constraints: Constraints:
Constraints: Constraints:
x ≥ 0 x ≥ 0
y ≥ 0 y ≥ 0 x ≥ 0 x ≥ 0
2x + 2y ≤ 10 4x + 3y ≥ 27 y ≥ 0 y ≥ 0
x + 2y ≤ 6 x+ y ≥ 8 x+y ≤ 1 x + 2y ≤ 4
3x + 5y ≥ 30 2x + y ≥ 4 2x + y ≥ 4
21. Optimal Profit The costs to a store for two models of 26. Optimal Revenue The accounting firm in Exercise 25
Global Positioning System (GPS) receivers are $80 and lowers its charge for an audit to $2000. What numbers
$100. The $80 model yields a profit of $25 and the $100 of audits and tax returns will bring in an optimal
model yields a profit of $30. Market tests and available revenue?
resources determined the constraints below. 27. Determine, for each vertex, values of t such that the
(a) The merchant estimates that the total monthly objective function has a maximum value at the vertex
demand will not exceed 200 units. (if possible).
(b) The merchant does not want to invest more than Objective function:
$18,000 in GPS receiver inventory. z = 3x + ty
What is the optimal inventory level for each model? Constraints:
What is the optimal profit?
≥ 0
x
22. Optimal Profit A fruit grower has 150 acres of land ≥ 0
y
for raising crops A and B. The profit is $185 per acre ≤ 84
7x + 14y
for crop A and $245 per acre for crop B. Research and
≤ 30
5x + 4y
available resources determined the constraints below.
(0, 6) (b) (2, 5) (c) (6, 0) (d) (0, 0)
(a)
(a) It takes 1 day to trim an acre of crop A and 2 days
to trim an acre of crop B, and there are 240 days per
year available for trimming. 28. CAPSTONE A company determining an
(b) It takes 0.3 day to pick an acre of crop A and 0.1 day optimal profit finds that the objective function
to pick an acre of crop B, and there are 30 days per has a maximum value at the vertices shown in the
year available for picking. graph.
What is the optimal acreage for each fruit? What is the y
optimal profit? 14
23. Optimal Cost A farming cooperative mixes two 12 (0, 12)
brands of cattle feed. Brand X costs $30 per bag, and 10
brand Y costs $25 per bag. Research and available 8
(5, 7)
resources determined the constraints below. 6
(a) Brand X contains two units of nutritional element A, 4
two units of element B, and two units of element C. 2
x
(b) Brand Y contains one unit of nutritional element A, 2 4 6 8 10
nine units of element B, and three units of element C.
(a) Can you conclude that it also has a maximum value
(c) The minimum requirements for nutrients A, B, and C
at the point (3, 9)? Explain.
are 12 units, 36 units, and 24 units, respectively.
(b) Can you conclude that it also has a maximum value
What is the optimal number of bags of each brand that
at the point (6, 6)? Explain.
should be mixed? What is the optimal cost?
(c) Find two additional points that maximize the
24. Optimal Cost Rework Exercise 23 assuming that
objective function.
brand Y now costs $32 per bag, and it now contains one
unit of nutritional element A, twelve units of element B,
and four units of element C.
Finding an Objective Function In Exercises 29–32,
25. Optimal Revenue An accounting firm charges find an objective function that has a maximum or
$2500 for an audit and $350 for a tax return. The table minimum value at the specified vertex of the constraint
shows the times (in hours) required for staffing and region shown below. (There are many correct answers.)
reviewing.
29. Maximum at vertex A y
− x1 + x2 ≤ 11
x1 + x2 ≤ 27
2x1 + 5x2 ≤ 90.
The left-hand side of each inequality is less than or equal to the right-hand side, so there
must exist nonnegative numbers s1, s2, and s3 that can be added to the left side of each
equation to produce the system of linear equations
− x1 + x2 + s1 = 11
x1 + x2 + s2 = 27
REMARK
2x1 + 5x2 + s3 = 90.
Note that for a linear
programming problem in The numbers s1, s2, and s3 are called slack variables because they represent the “slack”
standard form, the objective in each inequality.
function is to be maximized,
not minimized. (Minimization
problems are discussed in Standard Form of a Linear Programming Problem
Sections 9.4 and 9.5.)
A linear programming problem is in standard form when it seeks to maximize
the objective function z = c1x1 + c2 x2 + . . . + cn xn subject to the constraints
a11x1 + a12x2 + . . . + a1n xn ≤ b1
a21x1 + a22x2 + . . . + a2n xn ≤ b2
⋮
am1x1 + am2x2 + . . . + amn xn ≤ bm
where xi ≥ 0 and bi ≥ 0. After adding slack variables, the corresponding system
of constraint equations is
a11x1 + a12x2 + . . . + a1n xn + s1 = b1
a21x1 + a22x2 + . . . + a2n xn + s2 = b2
⋮
am1x1 + am2x2 + . . . + amn xn + sm = bm
where si ≥ 0.
→
Current z-value
For this initial simplex tableau, the basic variables are s1, s2, and s3, and the nonbasic
variables are x1 and x2. Note that the basic variables are labeled to the right of the
simplex tableau next to the appropriate rows. This technique is important as you
proceed through the simplex method. It helps keep track of the changing basic
variables, as shown in Example 1.
x1 and x2 are the nonbasic variables in this initial tableau, so they have an initial
value of zero, yielding a current z-value of zero. From the columns that are farthest to
the right, the basic variables have initial values of s1 = 11, s2 = 27, and s3 = 90. So
the current solution is
x1 = 0
x2 = 0
s1 = 11
s2 = 27
s3 = 90.
This solution is a basic feasible solution and is often written as
(x1, x2, s1, s2, s3 ) = (0, 0, 11, 27, 90).
The entry in the lower right corner of the simplex tableau is the current value of z. Note
that the bottom-row entries under x1 and x2 are the negatives of the coefficients of x1
and x2 in the objective function
z = 4x1 + 6x2.
To perform an optimality check for a solution represented by a simplex tableau,
look at the entries in the bottom row of the tableau. If any of these entries are negative
(as above), then the current solution is not optimal.
Pivoting
After you have set up the initial simplex tableau for a linear programming problem, the
simplex method consists of checking for optimality and then, when the current solution
is not optimal, improving the current solution. (An improved solution is one that has a
larger z-value than the current solution.) To improve the current solution, bring a new
basic variable into the solution, the entering variable. This implies that one of the
current basic variables (the departing variable) must leave, otherwise you would have
too many variables for a basic solution. Choose the entering and departing variables
as listed below.
1. The entering variable corresponds to the least (the most negative) entry in the
bottom row of the tableau, excluding the “b-column.”
2. The departing variable corresponds to the least nonnegative ratio bi aij in the
column determined by the entering variable, when aij > 0.
3. The entry in the simplex tableau in the entering variable’s column and the departing
variable’s row is the pivot.
Finally, to form the improved solution, apply Gauss-Jordan elimination to the column
that contains the pivot, as illustrated in Example 1. (This process is called pivoting.)
Use the simplex method to find an improved solution for the linear programming
problem represented by the tableau shown below.
Basic
x1 x2 s1 s2 s3 b Variables
−1 1 1 0 0 11 s1
1 1 0 1 0 27 s2
2 5 0 0 1 90 s3
−4 −6 0 0 0 0
solution
The objective function for this problem is
z = 4x1 + 6x2.
Note that the current solution
(x1 = 0, x2 = 0, s1 = 11, s2 = 27, s3 = 90)
corresponds to a z-value of 0. To improve this solution, choose x2 as the entering
variable, because −6 is the least entry in the bottom row.
Basic
x1 x2 s1 s2 s3 b Variables
−1 1 1 0 0 11 s1
1 1 0 1 0 27 s2
2 5 0 0 1 90 s3
−4 −6 0 0 0 0
→
Entering
To see why you choose x2 as the entering variable, remember that z = 4x1 + 6x2. So, it
appears that a unit change in x2 produces a change of 6 in z, whereas a unit change in
x1 produces a change of only 4 in z.
REMARK To find the departing variable, locate the bi’s that have corresponding positive
In the event of a tie when elements in the entering variable’s column and form the ratios
choosing entering and/or 11 27 90
departing variables, any of the = 11, = 27, and = 18.
1 1 5
tied variables may be chosen.
Here the least nonnegative ratio is 11, so choose s1 as the departing variable.
Basic
x1 x2 s1 s2 s3 b Variables
−1 1 1 0 0 11 s1 → Departing
1 1 0 1 0 27 s2
2 5 0 0 1 90 s3
−4 −6 0 0 0 0
→
Entering
Note that the pivot is the entry in the first row and second column. Now, use
Gauss-Jordan elimination to obtain the improved solution shown below.
Before Pivoting After Pivoting
[ ] [ ]
−1 1 1 0 0 11 −1 1 1 0 0 11
1 1 0 1 0 27 2 0 −1 1 0 16 − R1 + R2
2 5 0 0 1 90 7 0 −5 0 1 35 −5R1 + R3
−4 −6 0 0 0 0 −10 0 6 0 0 66 6R1 + R4
The new tableau is shown below.
Basic
x1 x2 s1 s2 s3 b Variables
−1 1 1 0 0 11 x2
2 0 −1 1 0 16 s2
7 0 −5 0 1 35 s3
−10 0 6 0 0 66
Note that x2 has replaced s1 in the basic variables column and the improved solution
(x1, x2, s1, s2, s3) = (0, 11, 0, 16, 35)
has a z-value of
z = 4x1 + 6x2 = 4(0) + 6(11) = 66.
In Example 1, the improved solution is not optimal because the bottom row has
a negative entry. So, apply another iteration of the simplex method to improve the
solution further. Choose x1 as the entering variable. Moreover, the lesser of the ratios
162 = 8 and 357 = 5 is 5, so s3 is the departing variable. Gauss-Jordan elimination
produces the matrices shown below.
[ ] [ ]
−1 1 1 0 0 11 −1 1 1 0 0 11
2 0 −1 1 0 16 2 0 −1 1 0 16
5 1
7 0 −5 0 1 35 1 0 −7 0 7 5 17R3
−10 0 6 0 0 66 −10 0 6 0 0 66
2 1
[ ]
0 1 7 0 7 16 R1 + R3
3 2
0 0 7 1 7 6 R2 − 2R3
0 − 57
1
1 0 7 5
0 − 87
10
−10 0 7 116 R4 + 10R3
Entering
One more iteration of the simplex method gives the tableau below. (Check this.)
Basic
x1 x2 s1 s2 s3 b Variables
− 23 1
0 1 0 3 12 x2
7
0 0 1 3 − 23 14 s1
1 0 0 5
3 − 13 15 x1
0 0 0 8
3
2
3 132 → Maximum z-value
In this tableau, there are no negative elements in the bottom row. So, the optimal
solution is
(x1, x2, s1, s2, s3) = (15, 12, 14, 0, 0)
with
z = 4x1 + 6x2 = 4(15) + 6(12) = 132.
The linear programming problem in Example 1 involved only two decision variables,
x1 and x2, so you could have used a graphical solution technique, as in Section 9.2,
Example 2. Notice in the figure below that each iteration in the simplex method
corresponds to moving from one vertex to an adjacent vertex with an improved z-value.
(0, 0) (0, 11) (5, 16) (15, 12)
z = 0 z = 66 z = 116 z = 132
x2
25
20
(5, 16)
15 (15, 12)
10 (0, 11)
5
(0, 0) (27, 0)
x1
5 10 15 20 25 30
Entering
Basic
x1 x2 x3 s1 s2 s3 b Variables
2 1 0 1 0 0 10 s1 → Departing
1 3 0 0 1 1 25 s2
1 1 5
0 2 1 0 0 2 2 x3
−2 2 0 0 0 1 5
→
Entering
Basic
x1 x2 x3 s1 s2 s3 b Variables
1 1
1 2 0 2 0 0 5 x1
0 5
2 0 − 12 1 1 20 s2
1 1 5
0 2 1 0 0 2 2 x3
0 3 0 1 0 1 15
This implies that the optimal solution is
(x1, x2, x3, s1, s2, s3) = (5, 0, 52, 0, 20, 0)
and the maximum value of z is 15.
Note that s2 = 20. The optimal solution yields a maximum value of z = 15 provided
that x1 = 5, x2 = 0, and x3 = 52. Check that these values satisfy the constraints giving
equality in the first and third constraints, yet the second constraint has a slack of 20.
T
he Simplex Method with
Three Decision Variables
Use the simplex method to find the maximum value of
z = 3x1 + 2x2 + x3 Objective function
Entering
Basic
x1 x2 x3 s1 s2 s3 b Variables
1 1 1 15
1 4 4 4 0 0 2 x1
1
0 5
2 2 − 12 1 0 45 s2 → Departing
7 11
0 4 4 − 14 0 1
65
2 s3
− 14 3
− 54 45
0 4
0 0 2
→
Entering
Basic
x1 x2 x3 s1 s2 s3 b Variables
1 3 1
1 0 5 10 − 10 0 3 x1
1
− 15 2
0 1 5 5 0 18 x2
12 1 7
0 0 5 10 − 10 1 1 s3
1 1
0 0 0 2 2
0 45
So the optimal solution is (x1, x2, x3, s1, s2, s3) = (3, 18, 0, 0, 0, 1) and the maximum
value of z is 45. This solution satisfies the equation provided in the constraints, because
4(3) + 1(18) + 1(0) = 30.
Applications
Example 4 shows how to use the simplex method to maximize profits in a business
application.
A manufacturer produces three types of plastic fixtures. The table below shows the
times required for molding, trimming, and packaging. (Times are in hours per dozen
fixtures, and profits are in dollars per dozen fixtures.)
The maximum amounts of production time that the manufacturer can allocate to each
component are listed below.
Molding: 12,000 hours
Trimming: 4600 hours
Packaging: 2400 hours
How many dozen units of each type of fixture should the manufacturer produce to
obtain a maximum profit?
solution
Let x1, x2, and x3 represent the numbers of dozens of types A, B, and C fixtures,
respectively. The objective function to be maximized is
Profit = 11x1 + 16x2 + 15x3
where x1 ≥ 0, x2 ≥ 0, and x3 ≥ 0. Moreover, using the information in the table, you
can write the constraints below.
x1 + 2x2 + 32x3 ≤ 12,000
2 2
3 x1 + 3 x2 + x3 ≤ 4600
1 1 1
2 x1 + 3 x2 + 2 x3 ≤ 2400
So, the initial simplex tableau with the basic feasible solution
(x1, x2, x3, s1, s2, s3) = (0, 0, 0, 12,000, 4600, 2400)
is as shown below.
Basic
x1 x2 x3 s1 s2 s3 b Variables
3
1 2 2 1 0 0 12,000 s1 → Departing
2 2
3 3 1 0 1 0 4600 s2
1 1 1
2 3 2 0 0 1 2400 s3
−11 −16 −15 0 0 0 0
→
Entering
Now, to this initial tableau, apply the simplex method as shown on the next page.
Basic
x1 x2 x3 s1 s2 s3 b Variables
1 3 1
2 1 4 2 0 0 6000 x2
1 1
3 0 2 − 13 1 0 600 s2
1 1
3 0 4 − 16 0 1 400 s3 → Departing
−3 0 −3 8 0 0 96,000
→
Entering
Basic
x1 x2 x3 s1 s2 s3 b Variables
3 3
0 1 8 4 0 − 32 5400 x2
1
0 0 4 − 16 1 −1 200 s2 → Departing
3
1 0 4 − 12 0 3 1200 x1
− 34 13
0 0 2 0 9 99,600
→
Entering
Basic
x1 x2 x3 s1 s2 s3 b Variables
0 1 0 1 − 32 0 5100 x2
0 0 1 − 23 4 −4 800 x3
1 0 0 0 −3 6 600 x1
0 0 0 6 3 6 100,200
So the maximum profit is $100,200, obtained by producing 600 dozen units of Type A,
5100 dozen units of Type B, and 800 dozen units of Type C.
In Example 4, note the “tie” that occurs when choosing the second entering
variable. Verify that choosing x3 instead of x1 as the second entering variable results in
the two intermediate simplex tableaus below, and the same final tableau (and optimal
solution) shown in Example 4.
Basic
x1 x2 x3 s1 s2 s3 b Variables
1 3 1
2 1 4 2 0 0 6000 x2
1 1 1
3 0 2 −3 1 0 600 s2 → Departing
1 1
3 0 4 − 16 0 1 400 s3
−3 0 −3 8 0 0 96,000
→
Entering
Basic
x1 x2 x3 s1 s2 s3 b Variables
0 1 0 1 − 32 0 5100 x2
2
3 0 1 − 23 2 0 1200 x3
1
6 0 0 0 − 12 1 100 s3 → Departing
−1 0 0 6 6 0 99,600
→
Entering
Example 5 shows how to use the simplex method to maximize the audience in an
advertising campaign.
Advertising alternatives for a company include television, radio, and newspaper. The
table below shows the costs and estimates of audience coverage for each type of media.
The newspaper limits the number of weekly advertisements from a single company
to ten. Moreover, to balance the advertising among the three types of media, no more
than half of the total number of advertisements should occur on the radio, and at least
10% should occur on television. The weekly advertising budget is $18,200. How many
advertisements should run in each of the three types of media to maximize the total
audience?
solution
Let x1, x2, and x3 represent the numbers of advertisements on television, in the
newspaper, and on the radio, respectively. The objective function to be maximized is
z = 100,000x1 + 40,000x2 + 18,000x3 Objective function
where x1 ≥ 0, x2 ≥ 0, and x3 ≥ 0. The constraints for this problem are shown below.
2000x1 + 600x2 + 300x3 ≤ 18,200
x2 ≤ 10
x3 ≤ 0.5(x1 + x2 + x3)
x1 ≥ 0.1(x1 + x2 + x3)
Here is a more manageable form of this system of constraints.
20x1 + 6x2 + 3x3 ≤ 182
x2 ≤ 10
Constraints
−x1 − x2 + x3 ≤ 0
−9x1 + x2 + x3 ≤ 0
So, the initial simplex tableau is below.
Basic
x1 x2 x3 s1 s2 s3 s4 b Variables
20 6 3 1 0 0 0 182 s1 → Departing
0 1 0 0 1 0 0 10 s2
−1 −1 1 0 0 1 0 0 s3
−9 1 1 0 0 0 1 0 s4
−100,000 −40,000 −18,000 0 0 0 0 0
→
Entering
Now, to this initial tableau, apply the simplex method, as shown below.
Basic
x1 x2 x3 s1 s2 s3 s4 b Variables
3 3 1 91
1 10 20 20 0 0 0 10 x1
0 1 0 0 1 0 0 10 s2 → Departing
7 23 1 91
0 − 10 20 20 0 1 0 10 s3
37 47 9 819
0 10 20 20 0 0 1 10 s4
0 −10,000 −3000 5000 0 0 0 910,000
→
Entering
Basic
x1 x2 x3 s1 s2 s3 s4 b Variables
3 1 3 61
1 0 20 20 − 10 0 0 10 x1
0 1 0 0 1 0 0 10 x2
23 1 7 161
0 0 20 20 10 1 0 10 s3 → Departing
47 9
− 37 449
0 0 20 20 10 0 1 10 s4
0 0 −3000 5000 10,000 0 0 1,010,000
→
Entering
Basic
x1 x2 x3 s1 s2 s3 s4 b Variables
1 9 3
1 0 0 23 − 23 − 23 0 4 x1
0 1 0 0 1 0 0 10 x2
1 14 20
0 0 1 23 23 23 0 14 x3
8
0 0 0 23 − 118
23 − 47
23 1 12 s4
118,000 272,000 60,000
0 0 0 23 23 23
0 1,052,000
From this final simplex tableau, the maximum weekly audience for an advertising
budget of $18,200 is
z = 1,052,000 Maximum weekly audience
which occurs when
x1 = 4
x2 = 10
x3 = 14.
The table below summarizes the results.
Number of
Media advertisements Cost Audience
Television 4 $8000 400,000
Newspaper 10 $6000 400,000
Radio 14 $4200 252,000
Total 28 $18,200 1,052,000
9.3 Exercises
Standard Form In Exercises 1–4, explain why the 10. Basic
linear programming problem is not in standard form. x1 x2 s1 s2 s3 b Variables
32. Optimal Profit Rework Exercise 31 assuming that Unbounded Solutions In the simplex method, it may
the total times available for assembling, painting, and happen that in selecting the departing variable, all
packaging are 4000 hours, 2500 hours, and 1500 hours, the calculated ratios are negative. This signifies an
respectively, and that the profits per unit are $48 for unbounded solution. Demonstrate this in Exercises 37
model A, $50 for model B, and $52 for model C. and 38.
33. Optimal Profit A grower raises crops X, Y, and 37. (Maximize) 38. (Maximize)
Z. The profit is $60 per acre for crop X, $20 per acre Objective function: Objective function:
for crop Y, and $30 per acre for crop Z. Research and z = x1 + 2x2 z = x1 + 3x2
available resources determined the constraints below.
Constraints: Constraints:
(a) The grower has 50 acres of land available. x1 − 3x2 ≤ 1 −x1 + x2 ≤ 20
(b) The costs per acre of producing crops X, Y, and Z −x1 + 2x2 ≤ 4 −2x1 + x2 ≤ 50
are $200, $80, and $140, respectively. x1, x2 ≥ 0 x1, x2 ≥ 0
(c) The grower’s total cost cannot exceed $10,000. Other Optimal Solutions If the simplex method
Use the simplex method to find the optimal number of terminates and one or more decision variables are
acres of land for each crop. What is the maximum profit? nonbasic and have bottom-row entries of zero, then
34. Investment An investor has up to $450,000 to invest bringing these variables into the solution will determine
in three types of investments. Type A investments other optimal solutions. Demonstrate this in Exercises
pay 6% annually and have a risk factor of 0. Type B 39 and 40.
investments pay 10% annually and have a risk factor of 39. (Maximize) 40. (Maximize)
0.06. Type C investments pay 12% annually and have Objective function: Objective function:
a risk factor of 0.08. To have a well-balanced portfolio, z = 2.5x1 + x2 z = x1 + 12x2
the investor imposes some conditions. The average risk
factor should be no greater than 0.05. Moreover, at least Constraints: Constraints:
one-half of the total portfolio is to be allocated to type 3x1 + 5x2 ≤ 15 2x1 + x2 ≤ 20
A investments and at least one-fourth of the portfolio 5x1 + 2x2 ≤ 10 x1 + 3x2 ≤ 35
is to be allocated to type B investments. How much x1, x2 ≥ 0 x1 x2 ≥ 0
should the investor allocate to each type of investment
to obtain a maximum return? Maximizing a Function In Exercises 41–44, use a
software program or a graphing utility to maximize the
35. Use the simplex method to find the value(s) of t such
objective function subject to the constraints
that the objective function z = 2x1 − tx2 + x3 has a
maximum value at (x1, x2, x3) = (8, 0, 6) using the x1 + x2 + 0.83x3 + 0.5x4 ≤ 65
constraints 1.2x1 + x2 + x3 + 1.2x4 ≤ 96
2x1 − 3x2 ≤ 16 0.5x1 + 0.7x2 + 1.2x3 + 0.4x4 ≤ 80
x2 + 2x3 ≤ 12 where x1, x2, x3, x4 ≥ 0.
x1, x2, x3 ≥ 0. 41. z = 2x1 + 7x2 + 6x3 + 4x4
42. z = 1.2x1 + x2 + x3 + x4
36. C
APSTONE Consider the initial simplex 43. z = 3x1 − 0.1x2 + 5x3 − 0.9x4
tableau below.
44. z = 2.8x1 + 2.7x2 + 2.2x3 + 2.3x4
Basic
x1 x2 x3 s1 s2 s3 b Variables True or False? In Exercises 45 and 46, determine
−1 1 3 1 0 0 15 s1 whether each statement is true or false. If a statement
1 1 −2 0 1 0 5 s2 is true, give a reason or cite an appropriate statement
from the text. If a statement is false, provide an example
9 3 12 0 0 1 48 s3
that shows the statement is not true in all cases or cite an
−1 0 −2 0 0 0 0 appropriate statement from the text.
(a) List the objective function and constraints 45. After creating the initial simplex tableau, the entering
corresponding to the tableau. column is chosen by locating the most positive entry in
(b) What solution does the tableau represent? Is it the bottom row.
optimal? Explain. 46. If all entries in the entering column are 0 or negative,
(c) To find an improved solution using an iteration of then there is no maximum solution.
the simplex method, which entering and departing
variables would you select? Explain.
[ ]
60 60 300
12 6 36
10 30 90
0.12 0.15 0
Next, form the transpose of this matrix.
[ ]
60 12 10 0.12
60 6 30 0.15
300 36 90 0
Now, interpret this transposed matrix as a maximization problem, as shown on the next
page.
Entering
Basic
y1 y2 y3 s1 s2 b Variables
1 1 1 1
1 5 6 60 0 500 y1
3
0 −6 20 −1 1 100 s2 → Departing
3
0 24 −40 5 0 5
→
Entering
Basic
y1 y2 y3 s1 s2 b Variables
1 1 1 7
1 4 0 40 − 120 4000 y1
3 1 1 3
0 − 10 1 − 20 20 2000 y3
33
0 12 0 3 2 50
→
x12 x
So, the solution of the dual maximization problem is z = 33
50 = 0.66. This is the
same value obtained in the minimization problem in Example 5 in Section 9.2. The
x-values corresponding to this optimal solution are the entries in the bottom row
corresponding to slack variable columns. In other words, the optimal solution occurs
when x1 = 3 and x2 = 2.
The fact that a dual maximization problem has the same solution as its original
minimization problem is stated formally below without proof in the von Neumann
Duality Principle, named after American mathematician John von Neumann
(1903–1957).
[ ]
a11 a12 . . . a1n b1
a21 a22 . . . a2n b2
⋮ ⋮ ⋮ ⋮
am1 am2 . . . amn bm
c1 c2 . . . cn 0
2. Form the transpose of this matrix.
[ ]
a11 a21 . . . am1 c1
a12 a22 . . . am2 c2
⋮ ⋮ ⋮ ⋮
a1n a2n . . . amn cn
b1 b2 . . . bm 0
3. Form the dual maximization problem corresponding to this transposed
matrix. That is, find the maximum of the objective function
z = b1y1 + b2 y2 + . . . + bm ym
subject to the constraints
a11y1 + a21y2 + . . . + am1 ym ≤ c1
a12 y1 + a22 y2 + . . . + am2 ym ≤ c2
⋮
a1n y1 + a2n y2 + . . . + amn ym ≤ cn
where
y1 ≥ 0, y2 ≥ 0, . . . , and ym ≥ 0.
4. Apply the simplex method to the dual maximization problem. The
maximum value of z will be the minimum value of w. Moreover, the values
of x1, x2, . . . , xn will occur in the bottom row of the final simplex tableau,
in the columns corresponding to the slack variables.
[ ] [ ]
2 1 6 2 1 3
1 1 4 1 1 2
3 2 0 6 4 0
Minimization Problem Dual Maximization Problem
Entering
3 Maximum:
z = 6y1 + 4y2 = 10 Basic
y1 y2 s1 s2 b Variables
(0, 2) 1 1 3
1 2 2 0 2 y1
(1, 1) 1
− 12
1 1
0 2 1 2 s2 → Departing
y1
0 −1 3 0 9
(0, 0) ( 32, 0( 2 3
→
Entering
b. x2
(0, 6) Basic
6 y1 y2 s1 s2 b Variables
5 Minimum:
w = 3x1 + 2x2 = 10 1 0 1 −1 1 y1
3
0 1 −1 2 1 y2
2 (2, 2) 0 0 2 2 10
1
→
(4, 0)
x1 1 x
2 x
1 2 3 4 5 6
From this final simplex tableau, the maximum value of z is 10. So, the minimum value
of w is 10, and this occurs when x1 = 2 and x2 = 2.
Find the minimum value of w = 2x1 + 10x2 + 8x3 subject to the constraints
x1 + x2 + x3 ≥ 6
x2 + 2x3 ≥ 8 Constraints
−x1 + 2x2 + 2x3 ≥ 4
where x1 ≥ 0, x2 ≥ 0, and x3 ≥ 0.
solution
The augmented matrices corresponding to this problem are shown below.
[ ]
1 1 1 6
0 1 2 8
−1 2 2 4
2 10 8 0
Minimization Problem
[ ]
1 0 −1 2
1 1 2 10
1 2 2 8
6 8 4 0
Dual Maximization Problem
Dual Maximization Problem: Find the maximum value of
z = 6y1 + 8y2 + 4y3 Dual objective function
Entering
Basic
y1 y2 y3 s1 s2 s3 b Variables
1 0 −1 1 0 0 2 s1 → Departing
1
2
0 1 0 1 − 12 6 s2
1 1
2
1 1 0 0 2 4 y2
−2 0 4 0 0 4 32
→
Entering
Basic
y1 y2 y3 s1 s2 s3 b Variables
1 0 −1 1 0 0 2 y1
3
0 0 2 − 12 1 − 12 5 s2
3
− 12 1
0 1 2 0 2 3 y2
0 0 2 2 0 4 36
→
1 2 x 3x x
From this final simplex tableau, the maximum value of z is 36. So, the minmum value
of w is 36, and this occurs when x1 = 2, x2 = 0, and x3 = 4.
The company has orders totaling 25,000 barrels of high-grade oil, 27,000 barrels of
medium-grade oil, and 30,000 barrels of low-grade oil. How many days should it run
each refinery to minimize its costs and still refine enough oil to meet its orders?
solution
Let x1 and x2 represent the numbers of days the two refineries operate. Then the total
cost is
C = 20,000x1 + 25,000x2. Objective function
The constraints are
(High-grade) 400x1 + 300x2 ≥ 25,000
(Medium-grade) 300x1 + 400x2 ≥ 27,000 Constraints
(Low-grade) 200x1 + 500x2 ≥ 30,000
where x1 ≥ 0 and x2 ≥ 0. The augmented matrices corresponding to this problem are
shown below.
[ ]
400 300 25,000
300 400 27,000
200 500 30,000
20,000 25,000 0
Minimization Problem
[ ]
400 300 200 20,000
300 400 500 25,000
25,000 27,000 30,000 0
Dual Maximization Problem
Basic
y1 y2 y3 s1 s2 b Variables
400 300 200 1 0 20,000 s1
300 400 500 0 1 25,000 s2 → Departing
−25,000 −27,000 −30,000 0 0 0
→
Entering
Basic
y1 y2 y3 s1 s2 b Variables
280 140 0 1 − 25 10,000 s1 → Departing
3 4 1
5 5 1 0 500 50 y3
−7000 −3000 0 0 60 1,500,000
→
Entering
Basic
y1 y2 y3 s1 s2 b Variables
1 1 1 250
1 2 0 280 − 700 7 y1
1 3 1 200
0 2 1 − 1400 350 7 y3
0 500 0 25 50 1,750,000
→
1x 2 x
From this final simplex tableau, the minimum cost is
C = $1,750,000 Minimum cost
9.4 Exercises
Finding the Dual In Exercises 1–6, determine the dual 11. Objective function: 12. Objective function:
of the minimization problem. w = x1 + 4x2 w = 2x1 + 6x2
1. Objective function: 2. Objective function: Constraints: Constraints:
w = 2x1 + 2x2 w = 2x1 + x2 x1 + x2 ≥ 3 − 2x + 3x2 ≥ 0
Constraints: Constraints: 1
−x1 + 2x2 ≥ 2 x1 + 3x2 ≥ 9
2x1 + x2 ≥ 6 5x1 + x2 ≥ 9 x1, x2 ≥ 0 x1, x2 ≥ 0
x1 + 2x2 ≥ 6 2x1 + 2x2 ≥ 10 x 2 x2
x1, x2 ≥ 0 x1, x2 ≥ 0
3 (0, 3) 10
3. Objective function: 4. Objective function: 8
2
w = 9x1 + 6x2 w = 4x1 + x2 + x3 ( (
4, 5 6
3 3
Constraints: Constraints: 4 (0, 3)
x1 + 2x2 ≥ 5 3x1 + 2x2 + x3 ≥ 23 x1 2 (3, 2)
1 2 3
2x1 + 2x2 ≥ 8 x1 + x3 ≥ 10 x1
2 4 6 8 10
2x1 + x2 ≥ 6 8x1 + x2 + 2x3 ≥ 40
13. Objective function: 14. Objective function:
x1, x2 ≥ 0 x1, x2, x3 ≥ 0
w = 6x1 + 3x2 w = x1 + 6x2
5. Objective function: 6. Objective function:
Constraints: Constraints:
w = 14x1 + 20x2 + 24x3 w = 9x1 + 4x2 + 10x3
4x1 + x2 ≥ 4 2x1 + 3x2 ≥ 15
Constraints: Constraints:
x2 ≥ 2 −x1 + 2x2 ≥ 3
x + x2 + 2x3 ≥ 7 2x + x2 + 3x3 ≥ 6
1 1 x1, x2 ≥ 0 x1, x2 ≥ 0
x1 + 2x2 + x3 ≥ 4 6x1 + x2 + x3 ≥ 9
x2 x2
x1, x2, x3 ≥ 0 x1, x2, x3 ≥ 0
8
Basic
x1 x2 x3 s1 s2 s3 b Variables
2 1 1 1 0 0 50 s1
2 1 0 0 −1 0 36 s2
1 0 1 0 0 −1 10 s3
−1 −1 −2 0 0 0 0
REMARK
In fact, the values Solving mixed-constraint problems can be difficult. One reason for this is that
x1 = x2 = x3 = 0 do not even there is no convenient feasible solution to begin the simplex method. Note that the
satisfy the constraint
solution represented by the initial tableau above
equations.
(x1, x2, x3, s1, s2, s3) = (0, 0, 0, 50, −36, −10)
is not a feasible solution because the values of the two surplus variables are negative.
To eliminate the surplus variables from the current solution, use “trial and error.”
That is, in an effort to find a feasible solution, arbitrarily choose new entering variables.
For example, it seems reasonable to select x3 as the entering variable, because its
column has the most negative entry in the bottom row.
Basic
x1 x2 x3 s1 s2 s3 b Variables
2 1 1 1 0 0 50 s1
2 1 0 0 −1 0 36 s2
1 0 1 0 0 −1 10 s3 → Departing
−1 −1 −2 0 0 0 0
→
Entering
After pivoting, the new simplex tableau is as shown below.
Basic
x1 x2 x3 s1 s2 s3 b Variables
1 1 0 1 0 1 40 s1
2 1 0 0 −1 0 36 s2 → Departing
1 0 1 0 0 −1 10 x3
1 −1 0 0 0 −2 20
→
Entering
The current solution (x1, x2, x3, s1, s2, s3) = (0, 0, 10, 40, −36, 0) is still not feasible,
so choose x2 as the entering variable and pivot to obtain the simplex tableau below.
Basic
x1 x2 x3 s1 s2 s3 b Variables
−1 0 0 1 1 1 4 s1 → Departing
2 1 0 0 −1 0 36 x2
1 0 1 0 0 −1 10 x3
3 0 0 0 −1 −2 56
→
Entering
At this point, you obtain a feasible solution
(x1, x2, x3, s1, s2, s3) = (0, 36, 10, 4, 0, 0).
From here, continue by applying the simplex method as usual. Note that the next
entering variable is s3. After pivoting one more time, you obtain the final simplex
tableau shown below.
Basic
x1 x2 x3 s1 s2 s3 b Variables
−1 0 0 1 1 1 4 s3
2 1 0 0 −1 0 36 x2
0 0 1 1 1 0 14 x3
1 0 0 2 1 0 64
Note that this tableau is final because it represents a feasible solution and there are no
negative entries in the bottom row. So, the maximum value of the objective function is
z = 64 and this occurs when x1 = 0, x2 = 36, and x3 = 14.
A Maximization Problem
with Mixed Constraints
Find the maximum value of
z = 3x1 + 2x2 + 4x3 Objective function
Basic
x1 x2 x3 s1 s2 s3 b Variables
3 2 5 1 0 0 18 s1
4 2 3 0 1 0 16 s2
2 1 1 0 0 −1 4 s3 → Departing
−3 −2 −4 0 0 0 0
This tableau does not represent a feasible solution because the value of s3 is negative.
So, s3 should be the departing variable. There are no real guidelines as to which variable
should enter the solution, and in fact, any choice will work. However, some entering
variables will require more tedious computations than others. For example, choosing x1
as the entering variable produces the tableau below.
Basic
x1 x2 x3 s1 s2 s3 b Variables
1 7 3
0 2 2 1 0 2 12 s1
0 0 1 0 1 2 8 s2
1 1
1 2 2 0 0 − 12 2 x1
0 − 12 − 52 0 0 − 32 6
Choosing x2 as the entering variable on the initial tableau instead produces the tableau
shown below, which contains “nicer” numbers.
Basic
x1 x2 x3 s1 s2 s3 b Variables
−1 0 3 1 0 2 10 s1
0 0 1 0 1 2 8 s2
2 1 1 0 0 −1 4 x2
1 0 −2 0 0 −2 8
Choosing x3 as the entering variable on the initial tableau will also produce a tableau
that does not contain fractions. (Verify this.)
Notice that both of the tableaus shown represent feasible solutions. Any choice of
entering variables will lead to a feasible solution, so use trial and error to find an entering
variable that yields “nice” numbers. Once you have reached a feasible solution, follow
the standard pivoting procedure to choose entering variables and eventually reach an
optimal solution.
The rest of this solution uses the tableau produced by choosing x2 as the entering
variable. This tableau does represent a feasible solution, so proceed as usual, choosing
the most negative entry in the bottom row to be the entering variable. (In this case, there
is a tie, so arbitrarily choose x3 to be the entering variable.)
Basic
x1 x2 x3 s1 s2 s3 b Variables
−1 0 3 1 0 2 10 s1 → Departing
0 0 1 0 1 2 8 s2
2 1 1 0 0 −1 4 x2
1 0 −2 0 0 −2 8
→
Entering
Basic
x1 x2 x3 s1 s2 s3 b Variables
− 13 1 2 10
0 1 3 0 3 3 x3
1
− 13 4 14
3 0 0 1 3 3 s2 → Departing
7
− 13 2
3 1 0 0 − 53 3 x2
1 2
− 23 44
3 0 0 3 0 3
→
Entering
Basic
x1 x2 x3 s1 s2 s3 b Variables
− 12 1
0 1 2 − 12 0 1 x3
1 7
− 14 3
4 0 0 4 1 2 s3
REMARK 11
4 1 0 − 34 5
4 0 13
2 x2
Verify that choosing x1 or x3 1 1 1
2 0 0 2 2 0 17
as the entering variable on the
initial simplex tableau yields
So, the maximum value of the objective function is z = 17, and this occurs when
the same solution.
x1 = 0, x2 = 13
2 , and x3 = 1.
A Minimization Problem
with Mixed Constraints
See LarsonLinearAlgebra.com for an interactive version of this type of example.
Note that the bottom row contains the negatives of the coefficients of the revised
objective function. Another way of looking at this is that when using this technique to
solve minimization problems in nonstandard form, the bottom row of the initial simplex
tableau consists of the coefficients of the original objective function.
As with maximization problems with mixed constraints, this initial simplex
tableau does not represent a feasible solution. By trial and error, choose x2 as the
entering variable and s2 as the departing variable.
Basic
x1 x2 x3 s1 s2 s3 b Variables
2 3 4 1 0 0 14 s1
3 1 5 0 −1 0 4 s2 → Departing
1 4 3 0 0 −1 6 s3
4 2 1 0 0 0 0
→
Entering
Entering
Basic
x1 x2 x3 s1 s2 s3 b Variables
2
3 − 73 0 1 0 4
3 6 s1
− 43 17
3 0 0 1 − 53 6 s2
1 4
3 3 1 0 0 − 13 2 x3
11 2 1
3 3 0 0 0 3 −2
The maximum value of the revised objective function is z = −2, and so the minimum
value of the original objective function is
w=2
(the negative of the entry in the lower-right corner). This occurs when
x1 = 0, x2 = 0, and x3 = 2.
A Business Application:
Minimum Shipment Costs
An automobile company has two factories. One factory has 400 cars of one model in
stock and the other factory has 300 cars (of the same model) in stock. Two customers
order this car model. The first customer needs 200 cars, and the second customer needs
300 cars. The table shows the costs of shipping cars from the two factories to the
customers.
Customer 1 Customer 2
Factory 1 $30 $25
Factory 2 $36 $30
How should the company ship the cars to minimize the shipping costs? What is the
minimum cost?
solution
To begin, let x1 and x2 represent the numbers of cars shipped from factory 1 to the first
and second customers, respectively. This means that the number of cars shipped from
factory 2 to the first customer is
200 − x1
and that the number of cars shipped from factory 2 to the second customer is
300 − x2.
(See figure.)
Factory 1
x1 x2
$30 $25
Customer 1 Customer 2
$36 $30
200 − x1 300 − x2
Factory 2
→
Entering
Basic
x1 x2 s1 s2 s3 s4 b Variables
0 0 1 1 0 0 200 s1
1 1 0 −1 0 0 200 x1
0 −1 0 1 1 0 0 s3 → Departing
0 1 0 0 0 1 300 s4
0 1 0 −6 0 0 −15,000
→
Entering
Basic
x1 x2 s1 s2 s3 s4 b Variables
0 1 1 0 −1 0 200 s1 → Departing
1 1 0 0 1 0 200 x1
0 −1 0 1 1 0 0 s2
0 1 0 0 0 1 300 s4
0 −5 0 0 6 0 −15,000
→
Entering
Basic
x1 x2 s1 s2 s3 s4 b Variables
0 1 1 0 −1 0 200 x2
1 0 0 0 1 0 200 x1
0 0 1 1 0 0 200 s2
0 0 −1 0 1 1 100 s4
0 0 5 0 1 0 −14,000
From this final simplex tableau, the minimum shipping cost is $14,000. x1 = 200 and
x2 = 200, so you can conclude that the numbers of cars that should ship from the two
factories are as shown in the table.
Customer 1 Customer 2
Factory 1 200 cars 200 cars
Factory 2 0 100 cars
9.5 Exercises
Slack and Surplus Variables In Exercises 1– 8, add 11. (Minimize) 12. (Minimize)
the appropriate slack and surplus variables to the Objective function: Objective function:
system and form the initial simplex tableau. w = x1 + 2x2 w = 3x1 + 2x2
1. (Maximize) 2. (Maximize) Constraints: Constraints:
Objective function: Objective function:
2x1 + 3x2 ≤ 25 x1 + x2 ≥ 20
z = 10x1 + 4x2 z = x1 + 5x2
x1 + 2x2 ≥ 16 3x1 + 4x2 ≤ 70
Constraints: Constraints:
x1, x2 ≥ 0 x1, x2 ≥ 0
2x1 + x2 ≥ 4 x1 + x2 ≤ 16
Entering x2, departing s2 Entering x1, departing s1
x1 + x2 ≤ 8 3x1 + 2x2 ≥ 19
13. (Maximize) 14. (Maximize)
x1, x2 ≥ 0 x1, x2 ≥ 0 Objective function: Objective function:
3. (Minimize) 4. (Minimize) z = x1 + x2 z = x1 + 2x2 + 2x3
Objective function: Objective function:
Constraints: Constraints:
w = x1 + x2 w = 2x1 + 3x2
−4x1 + 3x2 + x3 ≤ 40 x1 + x2 ≥ 50
Constraints: Constraints:
−2x1 + x2 + x3 ≥ 10 2x1 + x2 + x3 ≤ 70
2x1 + x2 ≤ 4 3x1 + x2 ≥ 4
x2 + x3 ≤ 20 x2 + 3x3 ≥ 40
x1 + 3x2 ≥ 2 4x1 + 2x2 ≤ 3
x1, x2, x3 ≥ 0 x1, x2, x3 ≥ 0
x1, x2 ≥ 0 x1, x2 ≥ 0
Entering x2, departing s2 Entering x2, departing s1
5. (Maximize) 6. (Minimize)
Objective function: Objective function: Solving a Mixed-Constraint Problem In Exercises
z = x1 + x3 w = 3x1 + x2 + x3 15–20, rework the stated exercise using the specified
entering and departing variables.
Constraints: Constraints:
15. Exercise 9; entering x1, departing s1
4x1 + x2 ≥ 10 x1 + 2x2 + x3 ≤ 10
16. Exercise 10; entering x2, departing s1
x1 + x2 + 3x3 ≤ 30 x2 + 5x3 ≥ 6
17. Exercise 11; entering x1, departing s2
2x1 + x2 + 4x3 ≥ 16 4x1 − x2 + x3 ≥ 16
18. Exercise 12; entering x2, departing s1
x1, x2, x3 ≥ 0 x1, x2, x3 ≥ 0
19. Exercise 13; entering x1, departing s2
7. (Minimize) 8. (Maximize)
Objective function: Objective function: 20. Exercise 14; entering x1, departing s1
w = 4x1 + 2x2 + x3 z = 4x1 + x2 + x3 Solving a Mixed-Constraint Problem In Exercises
Constraints: Constraints: 21–30, use the simplex method to solve the problem.
5x1 + 4x2 + 5x3 ≥ 12 2x + x2 + 4x3 ≤ 60 21. (Maximize) 22. (Maximize)
1 Objective function: Objective function:
x1 + 6x2 ≤ 5 x2 + x3 ≥ 40
x1, x2, x3 ≥ 0 x1, x2, x3 ≥ 0 z = 2x1 + 5x2 z = −x1 + 3x2
Constraints: Constraints:
Solving a Mixed-Constraint Problem In Exercises
x1 + 2x2 ≥ 4 2x1 + x2 ≤ 4
9–14, use the specified entering and departing variables
to solve the mixed-constraint problem. x1 + x2 ≤ 8 x1 + 5x2 ≥ 5
9. (Maximize) 10. (Maximize) x1, x2 ≥ 0 x1, x2 ≥ 0
Objective function: Objective function: 23. (Maximize) 24. (Minimize)
z = −x1 + 2x2 z = 2x1 + x2 Objective function: Objective function:
Constraints: Constraints: z = x1 + 3x2 w = 5x1 + 3x2
x1 + x2 ≥ 3 x1 + x2 ≥ 4 Constraints: Constraints:
2x1 + x2 ≤ 36 3x1 − 4x2 ≥ 28
x1 + x2 ≤ 6 x1 + x2 ≤ 8
x1, x2 ≥ 0 x1, x2 ≥ 0 x1 + x2 ≥ 18 x1 + 12x2 ≤ 64
Entering x2, departing s1 Entering x1, departing s1 x1, x2 ≥ 0 x1, x2 ≥ 0
25. (Minimize) 26. (Minimize) Minimizing Cost In Exercises 47–50, a tire company
Objective function: Objective function: has two suppliers, S1 and S2 , S1 has 900 tires on hand
w = x1 + x2 w = 2x1 + 3x2 and S2 has 800 tires on hand. Customer C1 needs 500
tires and customer C2 needs 600 tires. Minimize the cost
Constraints: Constraints:
of filling the orders subject to the data in the table
x1 + 2x2 ≥ 25 3x1 + 2x2 ≤ 22 (shipping costs per tire).
2x1 + 5x2 ≤ 60 x1 + x2 ≥ 10 47. 48.
C1 C2 C1 C2
x1, x2 ≥ 0 x1, x2 ≥ 0
27. (Maximize) 28. (Maximize) S1 0.60 1.20 S1 0.80 1.00
Objective function: Objective function: S2 1.00 1.80 S2 1.00 1.20
z = 2x1 + x2 + 3x3 z = 3x1 + 5x2 + 2x3
Constraints: Constraints: 49. 50.
C1 C2 C1 C2
x1 + 4x2 + 2x3 ≤ 85 9x1 + 4x2 + x3 ≥ 70
S1 1.20 1.00 S1 0.80 1.00
x2 − 5x3 ≥ 20 5x1 + 2x2 + x3 ≤ 40
3x1 + 2x2 + 11x3 ≥ 49 4x1 + x2 S2 1.00 1.20 S2 1.00 0.80
≥ 16
x1, x2, x3 ≥ 0 x1, x2, x3 ≥ 0
Minimizing Cost In Exercises 51 and 52, a
29. (Minimize) 30. (Minimize) manufacturer has two assembly plants, plant A and
Objective function: Objective function: plant B, and two distribution outlets, outlet I and
w = −2x1 + 4x2 − x3 w = x1 + x2 + x3 outlet II. Plant A can assemble 5000 units of a product in
Constraints: Constraints: a year and plant B can assemble 4000 units of the same
product in a year. Outlet I must have 3000 units per year
3x1 − 6x2 + 4x3 ≤ 30 x1 + 2x2 + x3 ≥ 30
and outlet II must have 5000 units per year. The table
2x1 − 8x2 + 10x3 ≥ 18 6x2 + x3 ≤ 54 shows the costs of transportation from each plant to each
x1, x2, x3 ≥ 0 x1 + x2 + 3x3 ≥ 20 outlet. Find the shipping schedule that will produce the
x1, x2, x3 ≥ 0 minimum cost. What is the minimum cost?
54. Minimizing Cost Rework Exercise 53 assuming that Identifying Feasible Solutions In Exercises 57–62,
the shipping costs for the two factories are as shown in determine whether the simplex tableau represents a
the table below. feasible solution. Explain.
57. Basic
Customer 1 Customer 2 x1 x2 s1 s2 b Variables
9 Review Exercises
Solving a System of Inequalities In Exercises 1–6, 11. Objective function: 12. Objective function:
sketch the graph (and label any vertices) of the solution z = 25x + 30y z = 15x + 20y
set of the system of inequalities.
Constraints: Constraints:
1. x + 2y ≤ 160 2. 2x + 3y ≤ 24
0 ≤ x ≤ 60 x ≥ 0
3x + y ≤ 180 2x + y ≤ 16
0 ≤ y ≤ 45 y ≥ 0
x ≥ 0 x ≥ 0
5x + 6y ≤ 420 8x + 9y ≤ 7200
y ≥ 0 y ≥ 0
8x + 9y ≥ 3600
3. 3x + 2y ≥ 24 4. 2x + y ≥ 16
x + 2y ≥ 12 x + 3y ≥ 18 y y
2 ≤ x ≤ 15 0 ≤ x ≤ 25 60 (0, 45)
800 (0, 800)
y ≤ 15 0 ≤ y ≤ 15 (30, 45)
40 (0, 400)
5. 2x − 3y ≥ 0 6. x − y ≤ 10 400 (900, 0)
20 (60, 20)
2x − y ≤ 8 2x + 3y < 30
(0, 0) (60, 0) x
0 ≤ y < 1 x ≥ 0 x 400
20 40 60 (450, 0)
Solving a Linear Programming Problem In Exercises
7–18, find the minimum and maximum values of the 13. Objective function: 14. Objective function:
objective function (if possible), and where they occur, by z = 5x + 0.5y z = 2x + y
the graphical method. Constraints: Constraints:
7. Objective function: 8. Objective function: x ≥ 0 x ≥ 0
z = 3x + 4y z = 10x + 7y y ≥ 0 2x + 3y ≥ 6
Constraints: Constraints: −x + 3y ≤ 75 3x − y ≤ 9
x ≥ 0 x ≥ 0 3x + y ≤ 75 x + 4y ≤ 16
y ≥ 0 y ≥ 0 y y
2x + 5y ≤ 50 2x + y ≥ 100 30 (15, 30) 5
(0, 4)
4x + y ≤ 28 x + y ≥ 75 25
(0, 25) 4
(4, 3)
20 3
y y
15 (0, 2)
2
(0, 10) 10
10 100 (0, 100) 1
(5, 8) 5 (3, 0)
8 75 (0, 0) (25, 0) x
6 x 1 2 3 4 5
50 (25, 50) 5 10 15 20 25 30
4
25 (75, 0)
2 (0, 0) (7, 0) 15. Objective function: 16. Objective function:
x x
2 4 6 8 10 25 50 75 100 z = x + 3y z = 4x − y
−2 −25
Constraints: Constraints:
9. Objective function: 10. Objective function:
x ≥ 0 x ≥ 0
z = 4x + 3y z = 2x + 8y y ≥ 0 y ≥ 0
Constraints: Constraints: x + y ≥ 3 x+y ≥ 2
x ≥ 0 x ≥ 0 x− y ≤ 3 x ≥ y
y ≥ 0 y ≥ 0 x + 5y ≤ 15 3x − y ≤ 12
x+y ≤ 5 2x − y ≤ 4 17. Objective function: 18. Objective function:
y y z = 3x − y z = x − 2y
6 4 (0, 4) Constraints: Constraints:
5 (0, 5)
4 3 x ≥ 0 x ≥ 0
3 2 y ≥ 0 y ≥ 0
2
1 (5, 0)
x ≤ 3y 5x + y ≤ 36
(0, 0) (0, 0) (2, 0)
x x −x + 2y ≤ 12 5x − 2y ≥ 4
1 2 3 4 5 6 −1 1 2 3 4x + 3y ≤ 40 2x + 5y ≥ 19
Using the Simplex Method In Exercises 19–26, use 31. Objective function: 32. Objective function:
the simplex method to maximize the objective function, w = 24x1 + 22x2 + 18x3 w = 32x1 + 36x2 + 4x3
subject to the constraints.
Constraints: Constraints:
19. Objective function: 20. Objective function:
2x1 + 2x2 − 3x3 ≥ 24 4x1 + 3x2 − x3 ≥ 8
z = x1 + 2x2 z = 5x1 + 4x2 6x1 − 2x3 ≥ 21 −8x1 + 6x2 − 6x3 ≥ 0
Constraints: Constraints: −8x1 − 4x2 + 8x3 ≥ 12 −4x1 + 9x3 ≥ 4
2x1 + x2 ≤ 31 x1 − x2 ≤ 22 x1, x2, x3 ≥ 0 x1, x2, x3 ≥ 0
x1 + 4x2 ≤ 40 x1 + 2x2 ≤ 43 33. Objective function: 34. Objective function:
x1, x2 ≥ 0 x1, x2 ≥ 0 w = 16x1 + 54x2 + 48x3 w = 22x1 + 27x2 + 18x3
21. Objective function: 22. Objective function: Constraints: Constraints:
z = x1 + 2x2 + x3 z = 4x1 + 5x2 + 6x3 x1 + 2x2 + 3x3 ≥ 2 −2x1 + 7x2 + 3x3 ≥ 4
Constraints: Constraints: 2x1 + 7x2 + 4x3 ≥ 5 2x1 + x2 − 3x3 ≥ 12
2x1 + 2x2 + x3 ≤ 20 4x1 + 2x2 + x3 ≤ 30 x1 + 3x2 + 4x3 ≥ 1 x1 − 5x2 + 2x3 ≥ 16
x1 + x2 − 2x3 ≤ 23 x1 + 3x2 + 2x3 ≤ 54 x1, x2, x3 ≥ 0 x1, x2, x3 ≥ 0
−2x1 + x2 − 2x3 ≤ 8 x1 + x2 + 2x3 ≤ 24
Solving a Mixed-Constraint Problem In Exercises
x1, x2, x3 ≥ 0 x1, x2, x3 ≥ 0
35–40, use the simplex method to solve the
23. Objective function: 24. Objective function: mixed-constraint problem.
z = x1 + x2 z = 6x1 + 8x2 35. (Maximize) 36. (Maximize)
Constraints: Constraints: Objective function: Objective function:
3x1 + x2 ≤ 432 20x + 40x2 ≤ 200 z = x1 + 2x2 z = 2x1 + 3x2
1
x1 + 4x2 ≤ 628 30x1 + 42x2 ≤ 228 Constraints: Constraints:
x1, x2 ≥ 0 x1, x2 ≥ 0 −4x1 + 2x2 ≤ 26 −x + x2 ≥ 40
25. Objective function: 26. Objective function: 1
−3x1 + x2 ≥ 12 x2 ≤ 61
z = 3x1 + 5x2 + 4x3 z = 2x1 + 5x2 − x3 x1, x2 ≥ 0 x1, x2 ≥ 0
Constraints: Constraints: 37. (Maximize) 38. (Maximize)
6x1 − 2x2 + 3x3 ≤ 24 −x1 + 3x2 + 2x3 ≤ 92 Objective function: Objective function:
3x1 − 3x2 + 9x3 ≤ 33 −2x1 + 2x2 + 12x3 ≤ 76 z = 2x1 + x2 + x3 z = 3x1 + 2x2 + x3
−2x1 + x2 − 2x3 ≤ 25 3x1 + x2 − 6x3 ≤ 24 Constraints: Constraints:
x1, x2, x3 ≥ 0 x1, x2, x3 ≥ 0 x1 + x2 + x3 ≤ 60 2x1 + x2 + 3x3 ≤ 52
Finding the Dual In Exercises 27 and 28, determine −4x1 + 2x2 + x3 ≥ 52 x1 + x2 + 2x3 ≥ 24
the dual of the minimization problem. 2x1 + x3 ≥ 40 2x2 + x3 ≤ 52
x1, x2, x3 ≥ 0 x1, x2, x3 ≥ 0
27. Objective function: 28. Objective function:
39. (Minimize)
w = 7x1 + 3x2 + x3 w = 2x1 + 3x2 + 4x3
Objective function:
Constraints: Constraints:
w = 9x1 + 4x2 + 10x3
x1 + x2 + 2x3 ≥ 30 x1 + 5x2 + 3x3 ≥ 90
Constraints:
3x1 + 6x2 + 4x3 ≥ 75 x1 + 2x2 + x3 ≥ 75
x1, x2, x3 ≥ 0 3x1 + 2x2 + x3 ≥ 56 32x1 + 16x2 + 8x3 ≤ 344
x1, x2, x3 ≥ 0 20x1 − 40x2 + 20x3 ≥ 200
−45x1 + 15x2 + 30x3 ≤ 525
Solving a Minimization Problem In Exercises 29–34, x1, x2, x3 ≥ 0
solve the minimization problem by solving the dual 40. (Minimize)
maximization problem by the simplex method. Objective function:
29. Objective function: 30. Objective function: w = 4x1 − 2x2 − x3
w = 9x1 + 15x2 w = 16x1 + 18x2 Constraints:
Constraints: Constraints: 2x1 − x2 − x3 ≤ 41
x1 + 5x2 ≥ 15 2x − 3x2 ≥ 14 x1 − 2x2 − x3 ≥ 10
1
4x1 − 10x2 ≥ 0 −4x1 + 9x2 ≥ 8 −x1 − 7x2 + 5x3 ≤ 11
x1, x2 ≥ 0 x1, x2 ≥ 0 x1, x2, x3 ≥ 0
Graphing a System of Inequalities In Exercises 41 49. Optimal Cost A farming cooperative mixes two
and 42, write a system of inequalities that models the brands of cattle feed. Brand X costs $35 per bag, and
description, and sketch a graph of the solution of the brand Y costs $40 per bag. Research and available
system. resources determined the constraints below.
41.
A Pennsylvania fruit grower has 1500 bushels of (a) Brand X contains one unit of nutritional element A,
apples and divides them between markets in Harrisburg one unit of element B, and one unit of element C.
and Philadelphia. These two markets need at least (b) Brand Y contains three units of nutritional element
400 bushels and 600 bushels, respectively. A, one unit of element B, and six units of element C.
42.
A warehouse operator has 24,000 square meters of (c) The minimum requirements for nutrients A, B, and
floor space in which to store two products. Each unit C are 21 units, 9 units, and 30 units, respectively.
of product I requires 20 square meters of floor space
What is the optimal number of bags of each brand that
and costs $12 per day to store. Each unit of product II
should be mixed? What is the optimal cost?
requires 30 square meters of floor space and costs $8
per day to store. The total storage cost per day cannot 50. Investment An investor has up to $250,000 to invest
exceed $12,400. in three types of investments. Type A investments
pay 8% annually and have a risk factor of 0. Type B
43. Optimal Revenue A tailor has 12 square feet of investments pay 10% annually and have a risk factor
cotton, 21 square feet of silk, and 11 square feet of of 0.06. Type C investments pay 14% annually and
wool. A vest requires 1 square foot of cotton, 2 square have a risk factor of 0.10. To have a well-balanced
feet of silk, and 3 square feet of wool. A purse requires portfolio, the investor imposes some conditions. The
2 square feet of cotton, 1 square foot of silk, and average risk factor should be no greater than 0.05.
1 square foot of wool. The purse sells for $80 and the Moreover, at least one-fourth of the total portfolio is
vest sells for $50. to be allocated to type A investments and at least
(a) How many purses and vests should the tailor make one-fourth of the portfolio is to be allocated to type B
to maximize revenue? investments. How much should the investor allocate to
each type of investment to obtain a maximum return?
(b) What is the maximum revenue?
51. Optimal Cost A company owns three mines that
44. O ptimal Income A wood carpentry workshop has
have the daily production levels (in metric tons) shown
400 board-feet of plywood, 487 board-feet of birch, and
in the table.
795 board-feet of pine. A bar stool requires 1 board-foot
of plywood, 2 board-feet of birch, and 1 board-foot of
pine. A step stool requires 1 board-foot of plywood, Grade of Ore
1 board-foot of birch, and 3 board-feet of pine. An Mine High Medium Low
ottoman requires 2 board-feet of plywood, 1 board-foot
of birch, and 1 board-foot of pine. The bar stool sells A 1 2 3
for $22, the step stool sells for $42, and the ottoman B 1 2 2
sells for $29. What combination of products yields the
maximum income? C 2 1 1
Optimal Cost In Exercises 45–48, an athlete uses two The company needs 60 metric tons of high-grade ore,
dietary supplement drinks that provide the nutritional 48 metric tons of medium-grade ore, and 55 metric
elements shown in the table. tons of low-grade ore. How many days should each
mine operate to minimize the cost of meeting these
Drink Protein Carbohydrates Vitamin D requirements when the daily operating costs are $200
for mine A, $200 for mine B, and $100 for mine C, and
I 4 2 1 what is the minimum total cost?
II 1 5 1 52. Optimal Cost Rework Exercise 51 using the daily
production schedule shown in the table.
Find the combination of drinks of minimum cost that will
meet the minimum requirements of 4 units of protein, Grade of Ore
10 units of carbohydrates, and 3 units of vitamin D.
Mine High Medium Low
45. Drink I costs $5 per liter and drink II costs $8 per liter.
46. Drink I costs $7 per liter and drink II costs $4 per liter. A 2 1 2
47. Drink I costs $1 per liter and drink II costs $5 per liter. B 1 1 1
48. Drink I costs $8 per liter and drink II costs $1 per liter. C 4 2 1
9 Projects
1 Beach Sand Replenishment (I)
A lakeside state park is replenishing the sand on its beaches that was lost due to
erosion. The table shows the distances from the sand source sites to the beaches where
the sand will be used, the maximum numbers of truckloads of sand per day that can
be obtained from each site, and the minimum numbers of truckloads of sand required
per day at each beach.
The average round-trip cost to operate the trucks is $2 per mile, regardless of
whether the trucks are loaded or empty. The northwest corner method can be used
to allocate truckloads to meet the demands.
1. Rewrite the table to show the daily round-trip costs from each source to each
beach.
2. In the top entry in the first column, corresponding to source A and beach 1,
allocate either all the demand for the row or all the supply for the column,
whichever is lesser. Repeat for each entry in the first column (if needed) until the
demand for that column is depleted.
3. Repeat part 2 for the second column, taking into consideration the amounts
already allocated in the first column.
4. Repeat part 2 for the thrid column, taking into consideration the amounts already
alloacted in the first and second columns.
5. Find the daily transporation cost corresponding to the allocations you made in
parts 2–4.
6. Use the Internet or some other reference source to research the northwest corner
method. Does the method give an optimal solution? Explain.
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