Dual Simplex Method Example Calculation

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Question Maximize -3x 1 - 2x 2 Subject to -3x 1 - x 2 ≤-3 -4x 1 - 3x 2 ≤-6 x 1 + x 2 3 Solution Starting Table C j -3 -2 0 0 0 x B C B A 1 A 2 A 3 A 4 A 5 Solution x 3 0 -3 -1 1 0 0 -3 x 4 0 -4 -3 0 1 0 -6 x 5 0 1 1 0 0 1 3 Z j 0 0 0 0 0 0 Z j - C j 3 2 0 0 0 Ratio -3/4 -2/3 0/0 0 0/0 x 4 leaves the basis and x 2 enters the basis Iteration 1 C j -3 -2 0 0 0 x B C B A 1 A 2 A 3 A 4 A 5 Solution x 3 0 -5/3 0 1 -1/3 0 -1 x 2 -2 4/3 1 0 -1/3 0 2 x 5 0 -1/3 0 0 1/3 1 1 Z j -8/3 -2 0 2/3 0 -4 Z j - C j 1/3 0 0 2/3 0 Ratio -1/5 0/0 0 -2 0/0 x 3 leaves the basis and x 1 enters the basis Iteration 2

description

Example on Dual Simplex Method. Simplex Tableau included.

Transcript of Dual Simplex Method Example Calculation

Page 1: Dual Simplex Method Example Calculation

QuestionMaximize −3x1 − 2x2

Subject to

−3x1 − x2 ≤ −3

−4x1 − 3x2 ≤ −6

x1 + x2 ≤ 3

Solution

Starting Table

Cj -3 -2 0 0 0xB CB A1 A2 A3 A4 A5 Solutionx3 0 -3 -1 1 0 0 -3x4 0 -4 -3 0 1 0 -6x5 0 1 1 0 0 1 3

Zj 0 0 0 0 0 0Zj − Cj 3 2 0 0 0Ratio -3/4 -2/3 0/0 0 0/0

x4 leaves the basis and x2 enters the basis

Iteration 1

Cj -3 -2 0 0 0xB CB A1 A2 A3 A4 A5 Solutionx3 0 -5/3 0 1 -1/3 0 -1x2 -2 4/3 1 0 -1/3 0 2x5 0 -1/3 0 0 1/3 1 1

Zj -8/3 -2 0 2/3 0 -4Zj − Cj 1/3 0 0 2/3 0Ratio -1/5 0/0 0 -2 0/0

x3 leaves the basis and x1 enters the basis

Iteration 2

Page 2: Dual Simplex Method Example Calculation

Cj -3 -2 0 0 0xB CB A1 A2 A3 A4 A5 Solutionx1 -3 1 0 -3/5 1/5 0 3/5x2 -2 0 1 4/5 -3/5 0 6/5x5 0 0 0 -1/5 2/5 1 6/5

Zj -3 -2 1/5 3/5 0 -21/5Zj − Cj 0 0 1/5 3/5 0Ratio 0 0/0 -1/3 3 0/0

Optimal Solution Reached

The optimal Solution isx1 = 3/5x2 = 6/5

The optimal value isZmax = −21/5