Li near I nequal i t i es and

Li near Pr ogr ammi ng

5.1 Syst ems of Li near I nequal i t i es
5.2 Li near Pr ogr ammi ng Geomet r i c Appr oac h
5.3 Geomet r i c I nt r oduc t i on t o Si mpl ex Met hod
5.4 Max i mi zat i on w i t h c onst r ai nt s
5.5 The Dual ; Mi ni mi zat i on w i t h c onst r ai nt s
5.6 Max Mi n w i t h mi x ed c onst r ai nt s (Bi g M)

Syst ems of Li near I nequal i t i es i n

Tw o Var i abl es
GRAPHI NG LI NEAR I NEQUALI TI ES
I N TWO VARI ABLES
SOLVI NG SYSTEMS OF LI NEAR
I NEQUALI TI ES GRAPHI CALLY
APPLI CATI ONS
GRAPHI NG LI NEAR
I NEQUALI TI ES I N TWO
VARI ABLES
We k now how t o gr aph equat i ons
y=2x -2 2x -2y=4
But w hat about
y 2x -2 2x -2y>4 ?
x
y
l ef t hal f -pl ane
r i ght hal f -pl ane
Low er
hal f -pl ane
Upper
hal f -pl ane
x
y
y 2x -4
x
y
y>x -2
x
y<x -2 y
x
y
y x - 2
x
y x - 2
Gr aphs of Li near I nequal i t i es
t heor em1 t heor em1 t heor em1 t heor em1
The gr aph of t he l i near i nequal i t y
Ax +By<C or Ax +By>C
w i t h B 0, i s ei t her t he upper hal f -pl ane or t he
l ow er hal f -pl ane (but not bot h) det ermi ned by
t he l i ne Ax +By=C.

I f B=0, t he gr aph of
Ax <C or Ax >c
i s ei t her t he l ef t hal f -pl ane or t he r i ght hal f -pl ane
(but not bot h) det er mi ned by t he l i ne
Ax =C
Pr oc edur e f or gr aphi ng l i near i nequal i t i es
St ep 1: Gr aph Ax +By=C, dashed i f < or >
St ep 2: Choose t est poi nt not on l i ne [ (0,0) i s best ]
subst i t ut e c oor di nat es i nt o i nequal i t y
St ep 3: I f t est poi nt c oor di nat es sat i sf y i nequal i t y
shade t he hal f -pl ane c ont ai ni ng i t
Ot her w i se shade ot her hal f -pl ane
Sol vi ng Syst ems of Li near
I nequal i t i es
St ep 1: Dr aw al l t he l i nes (dashed i f > or <)
St ep 2: Shade al l r egi ons
St ep 3: I f al l r egi ons over l ap t hen t hi s i s
t he FEASI BLE REGI ON,
dashed l i nes ar e NOT i nc l uded
x
y x - 2
y 2
x
2

y
Cor ner Poi nt
A c or ner poi nt c or ner poi nt c or ner poi nt c or ner poi nt of a sol ut i on r egi on i s a poi nt i n
t he sol ut i on r egi on t hat i s t he i nt er sec t i on of
t w o boundar y l i nes.
Bounded and Unbounded Sol ut i on Regi ons
A sol ut i on r egi on of a syst em of l i near
i nequal i t i es i s bounded bounded bounded bounded i f i t c an be enc l osed
w i t hi n a c i r c l e.
Ot her w i se i t i s unbounded unbounded unbounded unbounded.
# 50 Tabl e and Chai r pr oduc t i on
Eac h t abl e: 8 hour s assembl y
2 hour s f i ni shi ng
Eac h c hai r : 2 hour s assembl y
1 hour f i ni shi ng
Hour s avai l abl e:
400 f or assembl y
120 f or f i ni shi ng
How many t abl es and c hai r s c an be pr oduc ed?
Let x be number of t abl es and y be t he number
of c hai r s pr oduc ed per day.
Assembl y: t abl e 8x , c hai r 2y
Fi ni shi ng: t abl e 2x , c hai r y
8x + 2y 400
2x + y 120
0 x
0 y

A) Now suppose eac h t abl e sel l s f or $50, and

eac h c hai r f or $ 20. How many t abl es and
c hai r s shoul d w e pr oduc e t o max i mi ze
r evenue?
B) Suppose t hat eac h assembl y hour c ost s
$10, w hi l e eac h f i ni shi ng hour c ost s $12.
How many c hai r s and t abl es shoul d w e
pr oduc e t o mi ni mi ze c ost ?
C) Bot h A) and B) t oget her , max i mi ze pr of i t .
5.2 Li near Pr ogr ammi ng i n Tw o
Di mensi ons- A Geomet r i c
Appr oac h
A Linear Programming Problem
A General Description
Geometric Solution
Applications
A Li near Pr ogr ammi ng Pr obl em
Each table: 8 Hours assembly
2 hours finishing
Each chair: 2 hours assembly
1 hour finishing
Hours available: 400 in the assembly department
120 in the finishing department
Now suppose each table sells for $ 50 and each chair
for $ 20. How many tables and chairs should we
produce to maximize revenue?
x number of tables
y number of chairs

decision variables
8x+2y 400
2x+ y 120
Constraints 0 x nonnegative
0 y constraints
objective function R = 50 x + 20 y

R = 50 x + 20 y
20
R
50
120
(40,40)
R = 50 x + 20 y
20
R
50
120
(40,40)
(x,y)
The hi gher t he l i ne R= 50 x + 20 y i s, t he
hi gher t he r evenue.
I DEA: move t he l i ne as hi gh as possi bl e
but so t hat i t st i l l i nt er sec t s t he f easi bl e
r egi on.
That ought t o be t he best w e c an do.
AND I T I S!!!!
20
R
50
120
(40,40)
So producing 40 tables and 40 chairs should give
us a maximum revenue of
R = 50 * 40 + 20 * 40 = 2800
that is $ 2800 is the maximum possible revenue,
which is attained when we produce 40 tables and
40 chairs.
This shows that corner points are the extremes
for the objective function, since we use all the
resources (available hours in each department), we
max out on the constraints.
t heor em 1 (version 1)
Fundamental Theorem of Linear
Programming
I f t he opt i mal val ue of t he obj ec t i ve f unc t i on
ex i st s, t hen i t must oc c ur at one (or mor e)
of t he c or ner poi nt s of t he f easi bl e r egi on.
t heor em 2
Ex i st enc e of Sol ut i ons
(A) I f t he f easi bl e r egi on i s bounded, bot h
max and mi n of t he obj ec t i ve f unc t i on
ex i st
(B) I f t he f easi bl e r egi on i s unbounded, and
t he c oef f i c i ent s of t he obj ec t i ve
f unc t i on ar e posi t i ve t hen t he mi n ex i st s
(C) I f t he f easi bl e r egi on i s empt y, nei t her
max nor mi n ex i st
Gr aphi c al Sol ut i on
(S1) Summar i ze i nf or mat i on (word problem)
(S2) For m a mat hemat i c al model
(A) Introduce decision variables,
write linear objective function
(B) Write constraints (linear inequalities)
(C) Write nonnegative constraints
(S3) Gr aph f easi bl e r egi on, f i nd c or ner poi nt s
(S4) Mak e t abl e of val ues of obj ec t i ve f unc t i on
at c or ner poi nt s
(S5) Det er mi ne opt i mal sol ut i on f r om (S4)
(S6) I nt er pr et sol ut i on (word problem)
5.3 A Geometric
Introduction to the Simplex
Method
STANDARD MAXIMIZATION PROBLEMS
SLACK VARIABLES
BASIC AND NONBASIC VARIABLES
BASIC FEASIBLE SOLUTIONS AND THE
SIMPLEX METHOD
STANDARD PROBLEM
STANDARD FORM
Max i mi ze P = 50x
1
+80x
2
Obj ect i ve f unct i on
Subj ec t t o x
1
+2x
2
32 32 32 32 const r ai nt s
3 33 3x
1
+4x
2
84 84 84 84
x
1
,x
2
0 nonnegat i ve const r ai nt s
Standard Maximization Problem
in Standard Form
A l i near pr ogr ammi ng pr obl emi s sai d t o be a
standard maximization problem in standard form standard maximization problem in standard form standard maximization problem in standard form standard maximization problem in standard form
i f i t s mat hemat i cal model i s of t he f ol l owi ng f or m:
Maxi mi ze t he obj ect i ve f unct i on
P=c
1
x
1
+c
2
x
2
++c
n
x
n
Subj ect t o pr obl emconst r ai nt s of t he f or m
a
1
x
1
+a
2
x
2
++a
n
x
n
b, w i t h b 0
and wi t h nonnegat i ve const r ai nt s
x
1
,x
2
,x
3
,,x
n
0
From Inequalities to Equalities
We k now how t o deal w i t h equal i t i es, so
l et us c onver t t he i nequal i t i es:
x
1
+2x
2
32 32 32 32
t ak i ng onl y x
1
+2x
2
means t her e
may be some slack slack slack slack l ef t
So w e i nt r oduc e a So w e i nt r oduc e a So w e i nt r oduc e a So w e i nt r oduc e a slack variable s ss s
1 11 1
: :: :
x
1
+2x
2
+ s
1
=32 w i t h s
1
> 0
Slack variables
Const r ai nt s bec ome
x
1
+2x
2
+s
1
= 32 32 32 32
3 33 3x
1
+4x
2
+ s
2
= 84 84 84 84
w i t h x
1
=20 and x
2
=5 w e need s
1
=2 and s
2
=4
Pr obl em:
Syst em above has i nf i ni t el y many sol ut i ons!
Basic and Nonbasic Variables
Basic and Basic Feasible Solutions
Cor ner poi nt s ar e i mpor t ant !
Basi c sol ut i on c orr espond t o t he poi nt s of
i nt er sec t i on of t he boundar y l i nes.
Basi c f easi bl e sol ut i ons ar e t hose basi c
sol ut i ons w hi c h l i e i n t he f easi bl e ar ea.
A=(0,16)
D=(0,21)
B=(20,6)
E=(32,0)
C=(28,0)
O=(0,0)
x
1
+2x
2
32 32 32 32
3 33 3x
1
+4x
2
84 84 84 84
0 x
1
,x
2
Ther e ar e 6 basi c sol ut i ons
A, B, C, D, E, O
But onl y 4 basi c f easi bl e sol ut i ons
A, B, C, O
How to find basic solutions?
Sel ec t basi c var i abl es (f r ee c hoi c e), need as
many as t her e ar e equat i ons.
Al l ot her var i abl es ar e nonbasi c .
Now set al l nonbasi c var i abl es equal t o zer o and
sol ve f or t he basi c var i abl es.
x
1
+2x
2
+s
1
= 32 32 32 32
3 33 3x
1
+4x
2
+ s
2
= 84 84 84 84
2 equat i ons 2 basi c
Ot her t w o var i abl es ar e nonbasi c .
Si nc e w e st ar t w i t h f our var i abl es, t her e ar e
6 c hoi c es f or t he t w o basi c var i abl es.
(t he number of w ays w e c an c hoose 2 out of 4)
Basi c x
1
,x
2
x
1
,s
2
s
1
,x
2
x
1
,s
1
s
2
,x
2
s
1
,s
2
Nonbasi c s
1
,s
2
s
1
,x
2
x
1
,s
2
s
2
,x
2
x
1
, s
1
x
1
,x
2
Basic or basic feasible solution?
For eac h c hoi c e of basi c var i abl es w e l et t he
nonbasi c var i abl es equal 0, sol ve f or basi c .
I f t her e ar e NO NEGATI VE val ues f or t he
basi c var i abl es t hen w e have a
basi c f easi bl e sol ut i on.
The final solution
Det er mi ne al l basi c f easi bl e sol ut i ons
Eval uat e t he obj ec t i ve f unc t i on at al l t he
basi c f easi bl e sol ut i ons
Pi c k t he one t hat gi ves t he opt i mal val ue
t heor em1 Fundamental
Theorem of Linear Programming -
- Version 2
I f t he opt i mal val ue of t he obj ec t i ve f unc t i on
i n a l i near pr ogr ammi ng pr obl em ex i st s, t hen
t hat val ue must oc c ur at one (or mor e) of t he
basi c f easi bl e sol ut i ons.
#10 p.301
5x
1
+x
2
< 35
4x
1
+x
2
< 32 0 < x
1
,x
2
5x
1
+x
2
+s
1
= 35
4x
1
+x
2
+s
2
= 32
2 equat i ons = 2 basi c var s
X
1
X
2
s
1
s
2
feasible
( A ) 0 0 35 32 YES
( B ) 0 35 0 -3 NO
( C ) 0 32 3 0 YES
( D ) 7 0 0 4 YES
( E ) 8 0 -5 0 NO
( F ) 3 20 0 0 YES
5.4 The Simplex Method:
Maximization with < constraints
INITIAL SYSTEM
THE SIMPLEX TABLEAU
THE PIVOT OPERATION
INTERPRETING THE SIMPLEX PROCESS
GEOMETRICALLY
THE SIMPLEX METHOD SUMMARIZED
APPLICATION
INITIAL SYSTEM
MAXI MI ZE: P=50x
1
+80x
2
SUBJ ECT TO: x
1
+2x
2
<32
3x
1
+4x
2
<84
0<x
1
,x
2
Wi t h sl ac k var i abl es:
x
1
+2x
2
+s
1
=32
3x
1
+4x
2
+s
2
=84
-50x
1
-80x
2
+P = 0
x
1
,x
2
,s
1
,s
2
> 0
I ni t i al Syst em
has 5 var i abl es
Basic & Basic Feasible Solutions
1) P i s al w ays basi c
2) A basi c sol ut i on of t he i ni t i al syst em i s
al so st i l l a basi c sol ut i on i f P i s del et ed
3) I f a basi c sol ut i on of t he i ni t i al syst em i s
a basi c f easi bl e sol ut i on af t er del et i ng P,
t hen i t i s a basi c f easi bl e sol ut i on of t he
i ni t i al syst em
4) A basi c f easi bl e sol ut i on of t he i ni t i al
syst em c an c ont ai n a negat i ve number
but onl y f or P
theorem 1
Fundamental Theorem of
Linear Programming--Ver. 3
I f t he opt i mal val ue of t he obj ec t i ve f unc t i on i n
a l i near pr ogr ammi ng pr obl em ex i st s, t hen t he
val ue must oc c ur at one (or mor e) of t he basi c
f easi bl e sol ut i ons of t he i ni t i al syst em.
The Simplex Tableau




x x s s
P
s
s
P
1 2 1 2
1
2
1 2 1 0 0 32
3 4 0 1 0 84
50 80 0 0 1 0

I ni t i al Si mpl ex Tabl eau

Selecting Basic and Nonbasic
Variables
St ep 1: Det er mi ne number of basi c and nonbasi c
var i abl es.
St ep 2: Sel ec t i ng basi c var i abl es: Col umn w i t h
ex ac t l y one nonzer o el ement , w hi c h i s
not i n same r ow as nonzer o el ement of
ot her basi c var i abl e.
St ep 3: Sel ec t i ng nonbasi c var i abl es: Af t er al l
basi c var i abl es ar e sel ec t ed, t he r est
ar e nonbasi c




x x s s
P
s
s
P
1 2 1 2
1
2
1 2 1 0 0 32
3 4 0 1 0 84
50 80 0 0 1 0

3 equat i ons i mpl i es 3 basi c var i abl es

s
1
, s
2
, P basi c
x
1
, x
2
, nonbasi c
Quest i on: How t o pr oc eed?
The Pivot Operation
Whi c h nonbasi c var i abl e shoul d bec ome basi c ?
I dea: We w ant t o i nc r ease P, c hoose t he one
w hi c h has t he most ef f ec t !
P=50x
1
+80x
2
1 uni t i nc r ease i n x
1
gi ves $50 mor e i n P
1 uni t i nc r ease i n x
2
gi ves $80 mor e i n P
Choose x
2
!




x x s s
P
s
s
P
1 2 1 2
1
2
1 2 1 0 0 32
3 4 0 1 0 84
50 80 0 0 1 0

Choose t he c ol umn t hat has t he

MOST NEGATI VE ENTRY
i n t he bot t om r ow .
x
2
w i l l ent er t he set of basi c var i abl es
x
2
= ent er i ng var i abl e
Col umn c or r espondi ng t o ent er i ng var i abl e
i s t he PI VOT COLUMN
Ent r i es i n bot t om r ow ar e I NDI CATORS
Whi c h var i abl e w i l l bec ome nonbasi c (ex i t i ng)?
P i s al w ays basi c , so s
1
or s
2
?
Choosing the exiting variable
How muc h c an w e i nc r ease x
2
w i t hi n t he
gi ven c onst r ai nt s? Assume x
1
=0.
2x
2
+s
1
=32 s
1
=32 - 2x
2
> 0
4x
2
+s
2
=84 s
2
=84 - 4x
2
> 0
x
2
< 32/2=16
x
2
< 84/4=21
Bot h i nequal i t i es need t o be t r ue, so w e need
t o pi c k t he smal l er one. Thi s c or r esponds t o
r ow 1 or s
1
.
x
1
+2x
2
=32
3x
1
+4x
2
=84
16
21
x
1
x
2




x x s s
P
s
s
P
1 2 1 2
1
2
1 2 1 0 0 32
3 4 0 1 0 84
50 80 0 0 1 0

32/2=16
84/4=21
Pi vot
Col umn
ent er i ng
ex i t i ng
Selecting the Pivot Element
St ep1: Fi nd most negat i ve el ement i n bot t om r ow
I f t i e, c hoose ei t her .
St ep2: Di vi de eac h posi t i ve (>0) el ement on pi vot
c ol umn i nt o c or r espondi ng el ement of l ast
c ol umn. Smal l est quot i ent w i ns.
St ep3: The PI VOT i s t he el ement i n t he pi vot
c ol umn w hi c h i s i n t he w i nni ng r ow .
Performing a Pivot Operation
St ep 1: Mak e pi vot el ement 1
St ep 2: Cr eat e 0s above and bel ow t he pi vot
We do t hi s usi ng t he f ol l ow i ng el ement ar y
r ow oper at i ons:
mul t i pl y a r ow by a nonzer o c onst ant
add a mul t i pl e of one r ow t o anot her
Effect of Pivot Operation
1. nonbasi c var i abl e bec omes basi c
2. basi c var i abl e bec omes nonbasi c
3. val ue of obj ec t i ve f unc t i on i nc r eases
(or st ays t he same)
When are we finished?
When w e r un out of t hi ngs t o do!
I n ot her w or ds i f w e c an no l onger f i nd
a new pi vot el ement .
al l i ndi c at or s ar e nonnegat i ve
OR
no posi t i ve el ement s i n pi vot c ol umn
Write standard max problem
in standard form
Initial Simplex Tableau
negative
indicators?
Stop!
Optimal
solution
select pivot column
positive
elements in
pivot column?
No
No Stop!
No
solution
Select pivot
perform pivot operation
Yes
Yes
Write standard max problem
in standard form
Initial Simplex Tableau
negative
indicators?
Stop!
Optimal
solution
select pivot column
positive
elements in
pivot column?
No
No
Stop!
No
solution
Select pivot
perform pivot operation
Yes
Yes
5.5 The Dual Problem
Minimization with > Constraints
FORMATION OF THE
DUAL PROBLEM
SOLUTION OF THE
MINIMIZATION PROBLEM
APPLICATION: TRANSPORTATION
SUMMARY
Formation of the Dual Problem
I nst ead of max i mi zi ng pr of i t w e mi ght w ant
t o mi ni mi ze c ost .
Mi ni mi ze C=16x
1
+45x
2
Subj ec t t o 2x
1
+5x
2
> 50
x
1
+3x
2
> 27
x
1
,x
2
> 0
10
9
25 27
(15,4)
2x
1
+ 5x
2
> 50
x
1
+ 3x
2
> 27
16x
1
+45x
2
= C
A =
2 5 50
1 3 27
16 45 1
A =
2 1 16
5 3 45
50 27 1
T

Transpose of a Matrix
Gi ven a (m x n) mat r i x A, t he t r anspose of
A i s t he (n x m) mat r i x A
T
obt ai ned by put t i ng
t he f i r st r ow of A i nt o t he f i r st c ol umn of A
T
,
t he sec ond r ow of A i nt o t he sec ond c ol umn
of A
T
, et c .
ROWS of A bec ome COLUMNS of A
T
COLUMNS of A bec ome ROWS of A
T
The Dual Problem
y y
A =
2 1 16
5 3 45
50 27 1
1 2
T

2y
1
+ y
2
< 16
5y
1
+ 3y
2
< 45
50y
1
+27y
2
= P
MAXI MI ZE P subj ec t
t o < c onst r ai nt s
Formation of the Dual Problem
Gi ven a mi ni mi zat i on pr obl em w i t h > c onst r ai nt s
St ep 1: For m mat r i x A usi ng c oef f i c i ent s of t he
c onst r ai nt s and t he obj ec t i ve f unc t i on
St ep 2: I nt er c hange r ow s and c ol umns of A t o
get A
T
St ep 3: Use r ow s of A
T
t o w r i t e dow n t he dual
max i mi zat i on pr obl em w i t h < c onst r ai nt s
Solution of Minimization
Problem
theorem 1 The Fundament al Pr i nc i pl e of Dual i t y
A mi ni mi zat i on pr obl em has a sol ut i on i f and
onl y i f i t s dual pr obl em has a sol ut i on. I f a
sol ut i on ex i st s, t hen t he opt i mal val ue of
t he mi ni mi zat i on pr obl em i s t he same as t he
opt i mal val ue of t he max i mi zat i on pr obl em.
The mi ni mum val ue of C i s t he same as t he
max i mum val ue f or P.
BUT t he val ues f or y
1
,y
2
at w hi c h t he max i mum
f or P oc c ur s ar e NOT t he same as t he x
1
,x
2
val ues at w hi c h t he mi ni mum f or C oc c ur s!
2y
1
+ y
2
< 16
5y
1
+ 3y
2
< 45
50y
1
+27y
2
= P
2x
1
+ 5x
2
> 50
x
1
+ 3x
2
> 27
16x
1
+45x
2
= C
Mi ni mi ze Max i mi ze
Or i gi nal Pr obl em Dual Pr obl em
2y
1
+ y
2
< 16
5y
1
+ 3y
2
< 45
50y
1
+27y
2
= P
Cor ner Poi nt s
(x
1
,x
2
) C=
(0,10) 450
(15,4) 420
(27,0) 432
Mi n of C=420
at (15,4)
Cor ner Poi nt s
(y
1
,y
2
) P=
(0,0) 0
(0,15) 405
(3,10) 420
(8,0) 400
Max of P=420
at (3,10)
2x
1
+ 5x
2
> 50
x
1
+ 3x
2
> 27
16x
1
+45x
2
= C
15
16
9 8
(3,10)
Pi c t ur e of t he Dual Pr obl em
2y
1
+ y
2
+x
1
= 16
5y
1
+3y
2
+x
2
= 45
-50y
1
-27y
2
+P = 0
Use x
1
,x
2
as sl ac k
var i abl es t o sol ve
t he dual pr obl em!
2 1 1 0 0 16
5 3 0 1 0 45
50 27 0 0 1 0
1 0.5 0.5 0 0 8
0 0.5 - 2.5 1 0 5
0 2 25 0 1 400
1 0 3 - 1 0 3
0 1 - 5 2 0 10
0 0 15 4 1 420

1 0 3 - 1 0 3
0 1 - 5 2 0 10
0 0 15 4 1 420

y
1
y
2
y
1
y
2
x
1
x
2
P
No negat i ve i ndi c at or s ar e l ef t , so w e f ound
t he opt i mal sol ut i on: (f r om t abl eau)
y
1
=3, y
2
=10,x
1
=0,x
2
=0,P=420
But t he t abl eau gi ves mor e i nf or mat i on:
x
1
=15, x
2
=4, C=420
Mi ni mum c ost of $420 w hen w e pr oduc e
x
1
=15, x
2
=4 i t ems.
The opt i mal sol ut i on t o a
mi ni mi zat i on pr obl em c an
al w ays be f ound f r om t he
bot t om r ow of t he f i nal
si mpl ex t abl eau f or t he
dual pr obl em!
Solution of a minimization problem:
Gi ven a mi ni mi zat i on pr obl em wi t h nonnegat i ve
c oef f i c i ent s i n t he obj ec t i ve f unc t i on.
St ep 1. Wr i t e al l c onst r ai nt s as > i nequal i t i es
St ep 2. For m t he dual pr obl em.
St ep 3. Use var i abl es f r om mi ni mi zat i on pr obl em as
sl ac k var i abl es.
St ep 4. Use si mpl ex met hod t o sol ve t hi s pr obl em.
St ep 5. I f sol ut i on ex i st , r ead i t f r om bot t om r ow. I f dual
pr obl em has no sol ut i on, nei t her does t he
or i gi nal pr obl em.
#48 p 338
A f eed c ompany st or es gr ai n i n Ames and Bedf or d.
Eac h mont h gr ai n i s shi pped t o Col umbi a and
Danvi l l e f or pr oc essi ng. The suppl y (i n t ons) i n
eac h st or age and t he demand (i n t ons) i n eac h
pr oc essi ng l oc at i on as w el l as t r anspor t at i on c ost
(i n $ per t on) ar e gi ven bel ow . Fi nd shi ppi ng
sc hedul e t hat mi ni mi zes c ost and mi ni mum c ost .
S h i p p i n g S h i p p i n g S h i p p i n g S h i p p i n g
C o l u m b i a
C o s t C o s t C o s t C o s t
D a n v i l l e
S u p p l y S u p p l y S u p p l y S u p p l y
A m e s
$ 2 2 $ 3 8 7 0 0
B e d f o r d
$ 4 6 $ 2 4 5 0 0
D e m a n d D e m a n d D e m a n d D e m a n d 4 0 0 4 0 0 4 0 0 4 0 0 6 0 0 6 0 0 6 0 0 6 0 0
Need shi ppi ng sc hedul e:
Let x
1
be t ons shi pped f r om A t o C
Let x
2
be t ons shi pped f r om A t o D
Let x
3
be t ons shi pped f r om B t o C
Let x
4
be t ons shi pped f r om B t o D
x
1
+x
2
< 700 -x
1
-x
2
> -700
x
3
+x
4
< 500 -x
3
-x
4
> -500
x
1
+x
3
> 400 x
1
+x
3
> 400
x
2
+x
4
> 600 x
2
+x
4
> 600
C= 22x
1
+38x
2
+46x
3
+24x
4
x
1
, x
2
, x
3
, x
4
> 0
A =
- 1 - 1 0 0 - 700
0 0 - 1 - 1 - 500
1 0 1 0 400
0 1 0 1 600
22 38 46 24 1
A =
- 1 0 1 0 22
- 1 0 0 1 38
0 - 1 1 0 46
0 - 1 0 1 24
- 700 - 500 400 600 1
T

Max i mi ze: P=-700y

1
-500y
2
+400y
3
+600y
4
Subj ec t t o: -y
1
+ y
3
< 22
-y
1
+ y
4
< 38
-y
2
+ y
3
< 46
-y
2
+ y
4
< 24 y
1
, y
2
, y
3
, y
4
> 0
700y
1
+500y
2
-400y
3
-600y
4
+P = 0
I nt r oduc e x
1
, x
2
, x
3
, x
4
as sl ac k var i abl es.
- 1 0 1 0 1 0 0 0 0 22
- 1 0 0 1 0 1 0 0 0 38
0 - 1 1 0 0 0 1 0 0 46
0 - 1 0 1 0 0 0 1 0 24
700 500 - 400 - 600 0 0 0 0 1 0

y
1
y
2
y
3
y
4
x
1
x
2
x
3
x
4
P
y
1
y
2
y
3
y
4
- 1 0 1 0 1 0 0 0 0 22
- 1 1 0 0 0 1 0 - 1 0 14
0 - 1 1 0 0 0 1 0 0 46
0 - 1 0 1 0 0 0 1 0 24
700 - 100 - 400 0 0 0 0 600 1 14400
- 1 0 1 0 1 0 0 0 0 22
- 1 1 0 0 0 1 0 - 1 0 14
1 - 1 0 0 - 1 0 1 0 0 24
0 - 1 0 1 0 0 0 1 0 24
300 - 100 0 0 400 0 0 600 1 23200
- 1 0 1 0

1 0 0 0 0 22
- 1 1 0 0 0 1 0 - 1 0 14
0 0 0 0 - 1 1 1 - 1 0 38
1 0 0 1 0 1 0 0 0 38
200 0 0 0 400 100 0 500 1 24600

y
1
=0,y
2
=14,y
3
=22,y
4
=38
x
1
=400,x
2
=100,x
3
=0,x
4
=500, P=C=24600
5.6 Mixed Problems
The Big M Method
Introduction to the Big M Method
The Big M Method
Minimization with Big M
Summary of Solution Methods
Larger Problems
Introduction to the Big M
Method
Consi der t he pr obl em
Max i mi ze P=2x
1
+x
2
Subj ec t t o x
1
+x
2
< 10
-x
1
+x
2
> 2
x
1
, x
2
> 0
x
1
+x
2
+s
1
= 10 s
1
i s a sl ac k
-x
1
+x
2
-s
2
= 2 and s
2
a sur pl us
-2x
1
- x
2
+P = 0 var i abl e
x
1
, x
2
, s
1
, s
2
> 0
Non basi c var i abl es x
1
,x
2
Basi c var i abl es s
1
,s
2
,P
Basi c sol ut i on: x
1
=0, x
2
=0, s
1
=10, s
2
=-2, P=0
Thi s i s NOT f easi bl e si nc e s
2
<0.
We c an NOT j ust wr i t e a Si mpl ex Tabl eau, we
need a new var i abl e c al l ed
ARTI FI CI AL VARI ABLE
Thi s var i abl e has no physi c al meani ng!
For eac h equat i on t hat has a sur pl us var i abl e
we need an ar t i f i c i al var i abl e:
-x
1
+x
2
-s
2
+a
1
=10
For eac h ar t i f i c i al var i abl e, we need t o
i nt r oduc e a PENALTY on P f or usi ng t hi s
var i abl e:
P=2x
1
+x
2
-Ma
1
wher e M i s a l ar ge posi t i ve number , so f or
eac h uni t i nc r ease i n a
1
we l oose M f r om P.
Modified Problem
x
1
+x
2
+s
1
= 10 s
1
sl ac k ,
-x
1
+x
2
-s
2
+ a
1
= 2 s
2
sur pl us
-2x
1
- x
2
+Ma
1
+P = 0 a
1
ar t i f i c i al
x
1
, x
2
, s
1
, s
2
, a
1
> 0 M Bi g M
x x s s a P
1 1 1 0 0 0 10
1 1 0 1 1 0 2
2 1 0 0 M 1 0
1 2 1 2 1

Pr el i mi nar y Si mpl ex Tabl eau

When is the preliminary tableau
an initial Simplex tableau?
1. We need t o be abl e t o sel ec t enough basi c
var i abl es (onl y one nonzer o ent r y i n c ol umn
whi c h i s not i n t he same r ow as one of
anot her basi c var i abl e)
2. The basi c sol ut i on f ound by set t i ng
nonbasi c var i abl es equal t o zer o i s f easi bl e.
s
1
, s
2
, and P ar e basi c (c ondi t i on 1 i s met ),
but we saw t hat t he basi c sol ut i on i s not
f easi bl e.
x x s s a P
1 1 1 0 0 0 10
1 1 0 1 1 0 2
2 1 0 0 M 1 0
1 2 1 2 1

Not e t he -1 i n t he s
2
c ol umn, but t he 1 i n a
1
Use r ow oper at i ons t o mak e a
1
basi c .
x x s s a P
1 1 1 0 0 0 10
1 1 0 1 1 0 2
2 1 0 0 M 1 0
1 2 1 2 1

(-M)R
2
+R
3
R
3
x x s s a P
1 1 1 0 0 0 10
- 1 1 0 - 1 1 0 2
M - 2 - M - 1 0 M 0 1 - 2M
1 2 1 2 1

Thi s i s an i ni t i al Si mpl ex t abl eau

2 0 1 1 - 1 0 8
- 1 1 0 - 1 1 0 2
- 3 0 0 - 1 M+ 1 1 2

1 0 - 0 4
- 1 1 0 - 1 1 0 2
- 3 0 0 - 1 M+ 1 1 2
1
2
1
2
1
2

1 0 - 0 4
0 1 0 6
0 0 M - 1 14
1
2
1
2
1
2
1
2
1
2
1
2
3
2
1
2
1
2

Si nc e M i s l ar ge posi t i ve we ar e done.
x
1
=4,x
2
=6,s
1
=0,s
2
=0,P=14
Big M, slack, surplus, artificial
variables
St ep 1: I f c onst r ai nt s have negat i ve c onst ant s on t he
r i ght t hen mul t i pl y by -1
St ep 2: I nt r oduc e one sl ac k var i abl e f or eac h <
c onst r ai nt
St ep 3: I nt r oduc e one sur pl us and one ar t i f i c i al
var i abl e f or eac h > c onst r ai nt
St ep 4: I nt r oduc e an ar t i f i c i al var i abl e i n eac h =
c onst r ai nt
St ep 5: For eac h ar t i f i c i al var i abl e a
i
, add -Ma
i
t o t he
obj ec t i ve f unc t i on. Use t he same M f or eac h.
Big M -- Solving the problem
St ep 1: For m pr el i mi nar y si mpl ex t abl eau
St ep 2: Usi ng r ow oper at i ons, el i mi nat e M f r om bot t om
r ow i n c ol umns of ar t i f i c i al var i abl es. Thi s
gi ves t he pr el i mi nar y Si mpl ex t abl eau.
St ep 3: Sol ve t he modi f i ed pr obl em
(A) I f t he modi f i ed pr obl em has NO sol ut i on t hen t he
or i gi nal has NO sol ut i on
(B) I f al l ar t i f i c i al var i abl es ar e zer o i n t he sol ut i on
of t he modi f i ed pr obl em, t hen del et e ar t i f i c i al
var i abl es t o f i nd t he sol ut i ons of t he or i gi nal
pr obl em
(C) I f any ar t i f i c i al var i abl es ar e nonzer o i n t he
sol ut i on of t he modi f i ed pr obl em t hen t he
or i gi nal pr obl em has NO sol ut i on.
Minimization using Big M
Mi ni mi ze C=30x
1
+30x
2
+10x
3
Subj ec t t o x
1
+x
2
+x
3
> 6
2x
1
+x
2
+2x
3
< 10
x
1
,x
2
,x
3
> 0
I nst ead max i mi ze P=-C=-30x
1
-30x
2
-10x
3
Subj ec t t o x
1
+x
2
+x
3
> 6
2x
1
+x
2
+2x
3
< 10
x
1
,x
2
,x
3
> 0
Mi n C= -Max P
x
1
+ x
2
+ x
3
-s
1
+a
1
= 6
2x
1
+ x
2
+ 2x
3
+s
2
=10
30x
1
+30x
2
+10x
3
+Ma
1
+P= 0
1 1 1 1 1 0 0 6
2 1 2 0 0 1 0 1 0
3 0 3 0 1 0 0 M 0 1 0

6M - 1 0 0 M 10 M 30 M 30 M
10 0 1 0 0 2 1 2
6 0 0 1 1 1 1 1
0 1 0 2 2 - 1 0 2
1 0 1 1 - 1 1 0 4
20 0 0 50 M - 50 20 1 - 100

Af t er some wor k we get t he f i nal t abl eau

x
1
=0,x
2
=2,x
3
=4,s
1
=0,a
1
=0,s
2
=0,P=-100
Mi n C= -Max P=-(-100)=100
at x
1
=0,x
2
=2,x
3
=4
Type Constraints Right side
constants
coeff. of
objective
function
Solution method
Max < nonnegative any Simplex + slack
Min > any nonnegative dual + above
Max Mixed (<,>,=) nonnegative any modified with
slack, surplus,
artificial
Min Mixed (<,>,=) nonnegative any Max negative of
objective
SUMMARY