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Module 4 Simplex Method Part2

2026-03-07 11:43

Tags: #math

Author: Duke Hsu


Maximize Problem

Given Problem:

Object function

\(Max \quad Z=3x+5y\)

Constraint

\(Subject\quad to: \quad\) \(4x-y\le25\)

\(x+2y\le40\)

\(x,y\ge0\)

Step 1 - Standard

\(Max \quad Z=3x+5y+0S_1+0S_2\)

\(4x-y+S_1=25\)

\(x+2y+S_2 = 40\)

\(x,y,S_1,S_2 \ge 0\)

Note

Object function (n), Constraint (m);

Note

Matrix size: Rows = m + 1, Column = n + m + 1

\(m = 2, n = 2\)

Step 2 - Tableau

  • Row is Your constraint
  • Column is Your all variable (\(x_1,x_2,x_3,S_1, S_2,S_3\)) etc...
  • \(C_j\) Your Object function coefficient
Iteration - 1
\(C_j\) \(3\) \(5\) \(0\) \(0\)
\(C_i\) \(Solution(Basic)\) \(Qty\) \(x\) \(y\) \(S_1\) \(S_2\) \(Q_i\)
\(0\) \(S_1\) \(25\) \(4\) \(-1\) \(1\) \(0\) \(-25\)
\(0\) \(S_2\) \(40\) \(1\) \(2\) \(0\) \(1\) \(20\)
\(Z_j\) \(0\) \(0\) \(0\) \(0\) \(0\)
\(C_j - Z_j\) \(3\) \(5\) \(0\) \(0\)

\(Z_j = (C_iRow1 * First Row Each Number) + (C_iRow2 * Second Row Each Number)\)

Find the Entering Variable:

  • 檢查 \(C_j - Z_j\) row, 那個 最大的positive number 的那個column就是 Entering Variable
  • \(C_j - Z_j\) - For Maximize problem pick the most positive value that column is your Entering Variable

Find the Leaving Variable:

  • 檢查 \(Q_i\) column, 那個 最小的Positive number 那個row就是 Leaving Variable
  • Devide the Qty column by the entering values(only positive ones) , the row with the smallest positive , that's your Leaving Variable;

    \(Q_i = Qty \div Entering Variable Column Constraint Row Each Number\)

Note

忽略負數

Iteration -1 Result:

Entering Variable : \(y\) Leaving Variable : \(S_2\) Pivot Element: \(2\)

Iteration - 2

Leaving variable leaving tableau, Entering variable entry the new tableau > Pivot row

  1. Pivot row Y:

\(Old \quad Tableau \quad Leaving \quad Variable \quad Row \quad Numbers \quad \div \quad Pivot \quad Element\)

  1. Other Constraint Row:

\(New row = Old Tableau Row Numbers - (This Row Y 係數) \times Pivot Rows Each Number\)

Old Tableau \(S_1\) Row Numbers Y 係數 = \(-1\)

\(New S_1 row = Old Tableau S_1 Row Numbers - (-1) \times Pivot Row Numbers\)

\(New S_1 Row = [25,4,-1,1,0] - ((-1) \times [20,\frac{1}{2},1,0,\frac{1}{2}])\)

  1. \(Z_j\)

\(Z_j = (C_iRow1 * First Row Each Number) + (C_iRow2 * Second Row Each Number)\)

\(C_j\) \(3\) \(5\) \(0\) \(0\)
\(C_i\) \(Solution(Basic)\) \(Qty\) \(x\) \(y\) \(S_1\) \(S_2\) \(Q_i\)
\(0\) \(S_1\) \(25-(-1)\times 20=45\) \(4-(-1)\times \frac{1}{2}=\frac{9}{2}\) \(-1-(-1)\times 1=0\) \(1-(-1)\times0=1\) \(0-(-1)\times\frac{1}{2}=\frac{1}{2}\) \(45\div\frac{9}{2}=10\)
\(5\) \(y\) \(40\div2=20\) \(1\div2=\frac{1}{2}\) \(2\div2=1\) \(0\) \(1\div2=\frac{1}{2}\) \(20\div\frac{1}{2}=40\)
\(Z_j\) \((0\times45)+(5\times20)=100\) \((0\times\frac{9}{2})+(5\times\frac{1}{2})=\frac{5}{2}\) \(5\) \(0\) \(\frac{5}{2}\)
\(C_j - Z_j\) \(3-\frac{5}{2}=\frac{1}{2}\) \(0\) \(0\) \(-\frac{5}{2}\)

Iteration -2 Result:

Entering Variable : \(x\) Leaving Variable : \(S_1\) Pivot Element: \(\frac{9}{2}\)

Iteration - 3
\(C_j\) \(3\) \(5\) \(0\) \(0\)
\(C_i\) \(Solution(Basic)\) \(Qty\) \(x\) y \(S_1\) \(S_2\) \(Q_i\)
\(3\) \(x\) \(45\div\frac{9}{2}=10\) 1 0 \(\frac{2}{9}\) \(\frac{1}{9}\)
\(5\) \(y\) \(20-\frac{1}{2}\times10=15\) 0 1 \(-\frac{1}{9}\) \(\frac{4}{9}\)
\(Z_j\) \(105\) \(3\) \(5\) \(\frac{1}{9}\) \(\frac{22}{9}\)
\(C_j - Z_j\) 0 0 \(-\frac{1}{9}\) \(-\frac{22}{9}\)

Note

Look at the \(C_j - Z_j\) row , If all values are zero or negative -- Done , Qty is the Optimal solution

Decision:

\(x = 10;\)

\(y = 15;\)

\(Optimal Z = 105\)


References

Professor's classroom explanation