1

ME609 (Optimization Methods in Engineering)

Solutions of Assignment 3
Q.1: A manufacturer produces two types of products, 1 and 2, at production levels of X
1
and X
2
.
The profit is given as 2X
1
+5X
2
. The production constraints are:
X
1
+3X
2
40(1)
3X
1
+X
2
24 ...(2)
X
1
0, X
2
0,
(a) Using Simplex method, find out the production level in order to maximize profit?
What is maximum possible profit?
(b) At optimum level of production, which constraints are inactive?
(c) Find out the unit worth of resources, corresponding to constraints.
Solu:- (a)
Standard form of optimization problem
Maximize Z=2X
1
+5X
2

Subjected to
X
1
+3X
2
+X
3
= 40(1)
3X
1
+X
2
+X
4
= 24 ....(2)
X
1
0, X
2
0, X
3
0, X
4
0,
where X
3
& X
4
are slack variables.

Table 1

Basic X
1
X
2
X
3
X
4
Solu. Ratio
Z -2 -5 0 0 0
X
3
1 3 1 0 40 40/3
X
4
3 1 0 1 24 24

Table 2

Basic X
1
X
2
X
3
X
4
Solu. Ratio
Z -1/3 0 5/3 0 200/3
X
2
1/3 1 1/3 0 40/3 40
X
4
8/3 0 -1/3 1 32/3 4

Table 3
Basic X
1
X
2
X
3
X
4
Solu. Ratio
Z 0 0 39/24 1/8 204/3=68
X
2
0 1 9/24 -1/8 12
X
1
1 0 -1/8 3/8 4
2

Therefore,allthezrowcoefficientsofnonbasicvariablearegreaterthan0.Therefore,Table3isthe
optimalsolution
OptimalsolutionisX
2
=12;X
1
=4;andMaximumprofit=Rs68/
Solution(b):Wecanclearlyseethattheequalityholdsgoodforthefirsttwoconstraints.Hence,these
areactive.OnlythevariableboundconstraintsX
1
0andX
2
0areinactive.
Solution(c)
The coefficient corresponding to X
3
is 39/24. Hence, the unit worth of resource of constraint (1)
is 39/24=13/8. This means if the constraint is changed to X
1
+3X
2
41, the objective function
value increases by 13/8. The coefficient corresponding to X
4
is 1/8. Hence, the unit worth of
resource of constraint (2) is 1/8. This means if the constraint is changed to 3X
1
+X
2
25, the
objective function value increases by 1/8.


Q.2: Solve the following problem using two-phase Simplex method and big M method:
Maximize Z=15A+20B
Subject to
A+2B 10
2A3B6
A+B 6
A0 and B0
Solution:- BY TWO PHASE METHOD
Maximize Z=15A+20B
Subject to
A+2B C+R
1
=10
2A-3B+D=6
A+B E+R
2
=6
A0, B0, C0, D0, E0, R
1
0, R
2
0
where C and E are surplus variable, D is slack variable and R
1
& R
2
are artificial variable

PhaseI
Minimizer=R
1
+R
2

Such that
A+2B C+R
1
=10
2A-3B+D=6
A+B E+R
2
=6
3

A0, B0, C0, D0, E0, R

1
0, R
2
0
Let us construct the following table.
Basic A B C D E R
1
R
2
Solution Ratio
r 0 0 0 0 0 -1 -1 0
D 2 -3 0 1 0 0 0 6
R
1
1 2 -1 0 0 1 0 10
R
2
1 1 0 0 -1 0 1 6

To make r-row consistent, add R
1
and R
2
rows to it.
Basic A B(Entering) C D E R
1
R
2
Solution Ratio
r 2 3 -1 0 -1 0 0 16
D 2 -3 0 1 0 0 0 6 -6/3
R
1
(leaving) 1 2 -1 0 0 1 0 10 10/2
R
2
1 1 0 0 -1 0 1 6 6/1
Pivot element =2 (element of third row and second column)
Basic A B C D E R
1
R
2
Solution Ratio
r 1/2 0 1/2 0 -1 -3/2 0 1
D 7/2 0 -3/2 1 0 3/2 0 21 6
B 1/2 1 -1/2 0 0 1/2 0 5 10
R
2
(leaving) 1/2 0 1/2 0 -1 -1/2 1 1 2
Pivotelement=1/2(element of fourth row and first column)
Basic A B C D E R
1
R
2
Solution Ratio
r 0 0 0 0 0 -1 -1 0
D 0 0 -5 1 7 5 -7 14
B 0 1 -1 0 1 1 -1 4
A 1 0 1 0 -2 -1 2 2

Becauseminimumr=0,phase1producesbasicfeasiblesolutionA=2,B=4&D=14.Atthis
pointtheartificialvariablehavecompletedtheirmissionandwecaneliminatetheircolumns
altogetherfromthetableaboveandmoveontophaseII.
PhaseII
Afterdeletingtheartificialelements,wewritetheoriginalproblemas
Maximize Z=15A+20B
Subject to
A+C-2E=2
B-C+E=4
4

-5CA+D +7E=14
A, B, C, D, E 0
The tables associated with phase II are now constructed.
Basic A B C D E Solution Ratio
Z -15 -20 0 0 0 0
D 0 0 -5 1 7 14
B 0 1 -1 0 1 4
A 1 0 1 0 -2 2

To make Z-row consistent, multiply A-row by 15 and B-row by 20 and add in Z-rwo.
Basic A B C D E(Entering) Solution Ratio
Z 0 0 35 0 -11 110
D(Leaving) 0 0 -5 1 7 14 2
B 0 1 -1 0 1 4 4
A 1 0 1 0 -2 2 -1
Pivotelement=7

Basic A B C D E Solution Ratio

Z 0 0 195/7 10/7 0 130
E 0 0 -5/7 1/7 1 2
B 0 1 -2/7 -1/7 0 2
A 1 0 -3/7 2/7 0 6
Theabovetableistheoptimumtable.Hence,theoptimumsolutionis
A=6;B=2;E=2
AndthemaximumvalueofZ=130

NowsolutionbyBigMmethod
Maximize Z=15A+20B-MR
1
-M R
2

Subject to
A+2B C+R
1
=10
2A-3B+D=6
A+B E+R
2
=6
A, B, C, D, E, R
1
, R
2
0
LetusconstructthefollowingtablewithR
1
,R
2
andDasBasicvariable
5

Basic A B C R
1
D E R
2
Solution Ratio
Z -15 -20 0 M 0 0 M 0
R
1
1 2 -1 1 0 0 0 10
R
2
1 1 0 0 0 -1 1 6
D 2 -3 0 0 1 0 0 6
MakeZrowconsistent,multiplyR
1
andR
2
rowsbyMandaddtheminZrows.

Basic A B(Entering) C R
1
D E R
2
Solution Ratio
Z -15-2M -20-3M M 0 0 M 0 -16M
R
1
(Leaving) 1 2 -1 1 0 0 0 10 10/2
R
2
1 1 0 0 0 -1 1 6 6/1
D 2 -3 0 0 1 0 0 6 -6/3
ThenexttableisconstructedwithR
1
leavingandBasenteringvariable.
Basic A(Entering) B C R
1
D E R
2
Solution Ratio
Z -5-M/2 0 -10-M/2 10+3M/2 0 M 0 -M+100
B 1/2 1 -1/2 0 0 0 5 10
R
2
(Leaving) 1/2 0 1/2 -1/2 0 -1 1 1 2
D 7/2 0 -3/2 3/2 1 0 0 21 42/7
NowweobservefromabovetablethatthevariableAqualifiesforenteringvariableandR
2
as
leavingvariable.Nowletusconstructthenexttable
Basic A B C R
1
D E(Entering) R
2
Solution Ratio
Z 0 0 -5 5+M/2 0 -20 5+M/2 110
B 0 1 -1 1 0 1 -1 4 4
A 1 0 1 -1 0 -2 2 2 -1
D(Leaving) 0 0 -5 5 1 7 -7 14 2
NowweobservefromabovetablethatthevariableEqualifiesforenteringvariableandDas
leavingvariable.Nowletusconstructthenexttable
Basic A B C R
1
D E R
2
Solution Ratio
Z 0 0 -85/7 85/7+M/2 10/7 0 -5+M/2 130
B 0 1 -2/7 2/7 -1/7 0 0 2 -7
A 1 0 -3/7 3/7 2/7 0 0 6 -42/3
E 0 0 -5/7 5/7 1/7 1 -1 2 -14/5
Nowformtheabovetableitisobservedthatnoneofthevariablefromthebasiccolumnqualifiesfor
theleavingvariable.Hencetheabovetableisoptimum.
TheoptimumsolutionisA=6;B=2;E=2
ThemaximumvalueofZ=130
Q.3: Supposing in an LP problem, two optimal solutions x and y exist, prove that 1
is also an optimum solution, if 0p1.
6

Solution: The objective function of LP is c

T
x, where c is the vector of coefficients. Let us assume
that the optimum value of objective function is V. In view of x and y being the solution:
T
T
( )
( )
V i
V ii
c x =
c y =

Multiplying (i) by (1p) and (ii) by p and adding:
( ) { } ( )
T
1- 1- p p p V pV V + = c x + y = .
This shows that 1 is also a solution.

Q.4: Show how the M-method will conclude that the following problem has no feasible solution:
Maximize Z =2A+5B
Subject to 3A+2B6
2A+B 2
A, B0
Solution:-
Maximize
Z=2A+5B-MR
1

Subject to
3A+2B-C+R
1
=6
2A+B +D=2
A, B, C, D, R
1
0
where C is surplus variable, D is slack variable, R
1
is artificial variable and M is the Big Penalty
Letusconstructthetable
Basic A B C D R1 SOLUTION RATIO
Z 2 5 0 0 M 0
R
1
3 2 1 0 1 6
D 2 1 0 1 0 2

MakeZrowconsistentbysubtractingMtimesR
1
rowinZrow.

Basic A(Entering) B C D R1 SOLUTION RATIO

Z 23M 52M M 0 0 6M
R
1
3 2 1 0 1 6 6/2=3
D(Leaving) 2 1 0 1 0 2 2/2=1

Basic A B(Entering) C D R1 SOLUTION RATIO

Z 0 4M/2 M 1+3M/2 0 23M
R
1
0 1/2 1 3/2 1 3 6
A(Leaving) 1 1/2 0 1/2 0 1 2

Basic A B C D R1 SOLUTION RATIO

Z 8+M 0 M 5+2M 0 103M
R
1
1 0 1 2 0 2
B 2 1 0 1 0 2
Fromthelasttableitisobservedthatthereisnonegativeelementinthezrowandthetable
isoptimalone.ButthebasiccolumncontainstheartificialvariableR
1
withapositivesolutionwhich
indicatesthatthereisnofeasiblesolutionforthegivenproblem.

Q.5: Maximize z=2A+B

Subject to AB30
2A10
A,B0

Solution. Let us solve the problem by Simplex method.
Converting inequalities to equalities
AB+S
1
=30
2A +S
2
=10
A,B,S
1
,S
2
0
Table 1
Basic A B S
1
S
2
Solution Ratio
z 2 1 0 0 0
S
1
1 1 0 0 30 30/1 =30
S
1
2 0 0 1 10 10/2 =5
Pivot element =2



8

Table 2
Basic A B S
1
S
2
Solution Ratio
z 2 1 0 1 10
S
1
0 1 1 1/2 25 25
A 1 0 0 1/2 5 infinity

At this stage, we choose B as the entering variable, but there is no ratio to compute, since there is
no positive entry in the column of B. As we start increasing B indefintely, the value of z also
increases indefinitely. Thus, the problem is unbounded.