Worked Examples for Chapter 4

Example for Section 4.1

Consider the following linear programming model. Maximize Z = 3x1 + 2 x2, subje t to x1 ! " x1 + 3x2 ! 1# 2x1 + x2 ! 1$ and x1 % $, x2 % $. (a) Use graphical analysis to identify all the corner-point solutions for this model. La el each as either feasi le or infeasi le. &he graph showing all the onstraint boundar' lines and the orner(point solutions at their interse tions is shown below.

&he exa t )alue of *x1, x2+ for ea h of these nine orner(point solutions *,, -, ..., .+ an be identified b' obtaining the simultaneous solution of the orresponding two onstraint boundar' e/uations. &he results are summarized in the following table. Corner(point solutions , C 1 3 0 4 5 . *x1, x2+ *$, #+ *$,1$+ *3, "+ *", 1123+ *", 2+ *", $+ *#, $+ *1#, $+ *$, $+ 0easibilit' 0easible .nfeasible 0easible .nfeasible 0easible 0easible .nfeasible .nfeasible 0easible

( ) Calc!late the "al!e of the o #ecti"e f!nction for each of the C$% sol!tions. Use this information to identify an optimal sol!tion. &he obje ti)e )alue of ea h orner(point feasible solution is al ulated in the following table6

Corner(point feasible solutions , C 3 0 .

*x1, x2+ *$, #+ *3, "+ *", 2+ *", $+ *$, $+

7bje ti)e 8alue 9 3:$+2:# = 1$ 3:3+2:" = 1; 3:"+2:2 = 1< 3:"+2:$ = 12 3:$+$:$ = $

=in e point C has the largest )alue of 9, *x1, x2+ = *3, "+ must be an optimal solution. (c) Use the sol!tion concepts of the simplex method gi"en in Sec. &.1 to identify 'hich se(!ence of C$% sol!tions 'o!ld e examined y the simplex method to reach an optimal sol!tion. C>0 solution .6 -' =olution Con ept 3, we hoose the origin, point . = *$, $+, to be the initial C>0 solution. -' =olution Con ept <, we ?now that . is not optimal sin e two adja ent C>0 solutions, , = *$, #+ with 9 = 1$ and 0 = *", $+ with 9 = 12, ha)e a larger )alue of 9 *so mo)ing toward either adja ent C>0 solution gi)es a positi)e rate of impro)ement in 9+. -' =olution Con ept #, we hoose 0 be ause the rate of impro)ement in 9 of 0 *= 122" = 3+ is greater than that of , *= 1$2#=2+. C>0 solution 06 &he C>0 solution 0 is not optimal be ause one adja ent C>0 solution, 3 = *", 2+ with 9 = 1<, has a larger )alue of 9. @e then mo)e to C>0 solution 3. C>0 solution 36 &he C>0 solution 3 is not optimal be ause one adja ent C>0 solution, C = *3,"+ with 9 = 1;, has a larger )alue of 9. @e then mo)e to C>0 solution C. C>0 solution C6 -' =olution Con ept <, the C>0 solution C is optimal sin e its adja ent C>0 solutions, , and 3, ha)e smaller )alues of 9 so mo)ing toward either of these adja ent C>0 solutions would gi)e a negati)e rate of impro)ement in 9.

&herefore, the se/uen e of C>0 solutions examined b' the simplex method would be . (A 0 (A 3 (A C.

Example for Section 4.)

Be onsider the following linear programming model *pre)iousl' anal'zed in the pre eding example+. Maximize Z = 3x1 + 2 x2, subje t to x1 ! " x1 + 3x2 ! 1# 2x1 + x2 ! 1$ and x1 % $, x2 % $. (a) *ntrod!ce slack "aria les in order to 'rite the f!nctional constraints in a!gmented form. @e introdu e x3, x", and x# as the sla ? )ariables for the respe ti)e onstraints. &he resulting augmented form of the model is Maximize 9 = 3 x1 + 2 x2, subje t to x1 + x3 = " x1 + 3 x2 + x" = 1# 2 x1 + x2 + x# = 1$ and x1 $, x2 $, x3 $, x" $, x# $. ( ) %or each C$% sol!tion+ identify the corresponding ,% sol!tion y calc!lating the "al!es of the slack "aria les. %or each ,% sol!tion+ !se the "al!es of the "aria les to identify the non asic "aria les and the asic "aria les. C>0 solution . = *$, $+6 >lug in x1 = x2 = $ into the augmented form. &he )alues of the sla ? )ariables are x3

= ", x" = 1#, x# = 1$. &he -0 solution is *x1, x2, x3, x", x#+ = *$, $, ", 1#, 1$+. =in e x1 = x2 = $, we ?now that x1 and x2 are the two nonbasi )ariables. =in e x3 A$, x"A$, x#A$, we ?now that x3, x", and x# are basi )ariables. C>0 solution , = *$, #+6 >lug in x1 = $ and x2 = # into the augmented form. &he )alues of the sla ? )ariables are x3 = ", x" = $, x# = #. &he -0 solution is *x1, x2, x3, x", x#+ = *$, #, ", $, #+. =in e x1 = x" = $, we ?now that x1 and x" are the two nonbasi )ariables. =in e x2 A$, x3A$, x#A$, we ?now that x2, x3, and x# are basi )ariables. C>0 solution C = *3, "+6 >lug in x1 = 3 and x2 = " into the augmented form. &he )alues of the sla ? )ariables are x3 = 1, x" = $, x# = $. &he -0 solution is *x1, x2, x3, x", x#+ = *3, ", 1, $, $+. =in e x" = x# = $, we ?now that x" and x# are the two nonbasi )ariables. =in e x1 A$, x2A$, x3A$, we ?now that x1, and x2 and x3 are basi )ariables. C>0 solution 3 = *", 2+6 >lug in x1 = " and x2 = 2 into the augmented form. &he )alues of the sla ? )ariables are x3 = $, x" = #, x# = $. &he -0 solution is *x1, x2, x3, x", x#+ = *", 2, $, #, $+. =in e x3 = x# = $, we ?now that x3 and x# are the two nonbasi )ariables. =in e x1 A$, x2A$, x"A$, we ?now that x1, x2, and x" are basi )ariables. C>0 solution 0 = *", $+6 >lug in x1 = " and x2 = $ into the augmented form. &he )alues of the sla ? )ariables are x3 = $, x" = 11, x# = 2. &he -0 solution is *x1, x2, x3, x", x#+ = *", $, $, 11, 2+. =in e x2 = x3 = $, we ?now that x2 and x3 are the two nonbasi )ariables. =in e x1 A$, x"A$, x#A$, we ?now that x1, x", and x# are basi )ariables. =ummar' of results6 Cabel C>0 solution -0 solution Donbasi )ariables . *$, $+ *$, $, ", 1#, 1$+ x1, x2 -asi )ariables x3, x", x#

, C 3 0

*$, #+ *3, "+ *", 2+ *", $+

*$, #, ", $, #+ *3, ", 1, $, $+ *", 2, $, #, $+ *", $, $, 11, 2+

x1, x" x", x# x3, x# x2, x3

x2, x3, x# x1, x2, x3 x1, x2, x" x1, x", x#

(c) %or each ,% sol!tion+ demonstrate ( y pl!gging in the sol!tion) that+ after the non asic "aria les are set e(!al to -ero+ this ,% sol!tion also is the sim!ltaneo!s sol!tion of the system of e(!ations o tained in part (a). -0 solution . = *$, $, ", 1#, 1$+6 >lugging this solution into the e/uations 'ields6 $ + " $ + 3*$+ + 1# 2*$+ + $ +1$ so the e/uations are satisfied. -0 solution , = *$, #, ", $, #+6 >lugging this solution into the e/uations 'ields $ + " $ + 3*#+ +$ 2*$+ + # +# so the e/uations are satisfied. -0 =olution C = *3, ", 1, $, $+6 >lugging this solution into the e/uations 'ields 3 + 1 3 + 3*"+ +$ 2*3+ + " +$ so the e/uations are satisfied. =" = 1# = 1$, =" = 1# = 1$, =" = 1# = 1$,

-0 solution 3= *", 2, $, #, $+6 >lugging this solution into the e/uations 'ields

" +$ = " " + 3*2+ + # = 1# 2*"+ + 2 + $ = 1$, so the e/uations are satisfied. -0 solution 0 = *", $, $, 11, 2+6 >lugging this solution into the e/uations 'ields " + $ " + 3*$+ + 11 2*"+ + $ so the e/uations are satisfied. =" = 1# + 2 = 1$,

Example for Section 4..

Be onsider the following linear programming model *pre)iousl' onsidered in the pre eding two examples+. Maximize Z = 3x1 + 2 x2, subje t to x1 ! " x1 + 3x2 ! 1# 2x1 + x2 ! 1$ and x1 % $, x2 % $. @e introdu e x3, x", and x# as sla ? the )ariables for the respe ti)e onstraints. &he resulting augmented form of the model is

Maximize 9 = 3 x1 + 2 x2, subje t to x1 + x3 = " x1 + 3 x2 + x" = 1# 2 x1 + x2 + x# = 1$ and x1 $, x2 $, x3 $, x" $, x# $. (a) Work thro!gh the simplex method (in alge raic form) to sol"e this model. *nitiali-ation/ Cet x1 and x2 be the nonbasi )ariables, so x1 = x2 = $. =ol)ing for x3, x", and x# from the e/uations for the onstraints6 *1+ *2+ *3+ x1 + x3 = " x1 + 3 x2 + x" = 1# 2 x 1 + x2 + x# = 1$

we obtain the initial -0 solution *$, $, ", 1#, 1$+. &he obje ti)e fun tion is 9 = 3 x1 + 2 x2. &he urrent -0 solution is not optimal sin e we an impro)e 9 b' in reasing x1 or x2. *teration 1/ 9 = 3 x1 + 2 x2, so e/uation *$+ is

*$+ 9( 3 x1 ( 2 x2 = $. .f we in rease x1, the rate of impro)ement in 9 = 3. .f we in rease x2, the rate of impro)ement in 9 = 2. 5en e, we hoose x1 as the entering basi )ariable. Dext, we need to de ide how far we an in rease x1. =in e we need )ariables x3, x", and x# to sta' nonnegati)e, from e/uations *1+, *2+, and *3+, we ha)e *1+ *2+ x3 x" = " E x1 = 1# E x1 $ x1 ". minimum $ x1 1#.

*3+

x#

= 1$ E 2 x1 $ x1 #.

&hus, the entering basi )ariable x1 an be in reased to ", at whi h point x3 has de reased to $. &he )ariable x3 be omes the new nonbasi )ariable. >roper form from 4aussian elimination is restored b' adding 3 times e/uation *1+ to e/uation *$+, subtra ting e/uation *1+ from e/uation *2+, and subtra ting 2 times e/uation *1+ from e/uation *3+. &his 'ields the following s'stem of e/uations6 *$+ *1+ *2+ *3+ 9 (2 x2 + 3 x3 x1 + x3 3 x2 E x3 + x" x2 E 2x3 + x# = 12 = " = 11 = 2.

&hus, the new -0 solution is *", $, $, 11, 2+ with 9 = 12. *teration )/ Fsing the new e/uation *$+, the obje ti)e fun tion be omes 9 = 2 x2 E 3 x3 + 12. &he urrent -0 solution is nonoptimal sin e we an in rease x2 to impro)e 9 with the rate of impro)ement in 9 = 2. 5en e, we hoose x2 as the entering basi )ariable. Dext, we need to de ide how far we an in rease x2. =in e we need the )ariables x1, x" and x# to sta' nonnegati)e, from e/uations *1+, *2+, and *3+ in iteration 1, we ha)e *1+ *2+ *3+ x1 x" x# = " $ no upper bound on x2 = 11 E 3 x2 $ x2 1123 = 2 E x2 $ x2 2. minimum

&hus, x2 an be in reased to 2, at whi h point x# has de reased to $, so x# be omes the lea)ing basi )ariable. &hus, x# be omes a nonbasi )ariable. ,fter restoring proper form from 4aussian elimination, we obtain the following s'stem of e/uations6 *$+ *1+ *2+ *3+ 9 x1 x2 ( x3 + 2 x# + x3 # x3 + x" E 3 x# E 2 x3 + x# = 1< = " = # = 2.

&hus, the new -0 solution is *", 2, $, #, $+ with 9 = 1<.

*teration ./ Fsing the new e/uation *$+, the obje ti)e fun tion be omes 9 = x3 E 2 x# + 1<. &he urrent -0 solution is nonoptimal sin e we an in rease x3 to impro)e 9 with the rate of impro)ement in 9 = 1. 5en e, we hoose x3 as the entering basi )ariable. Dext, we need to de ide how far we an in rease x2. =in e we need )ariables x1, x2, and x" to sta' nonnegati)e, from e/uations *1+, *2+, and *3+ in iteration 2, we ha)e *1+ *2+ *3+ x1 x" x2 = = = " E x3 $ # E # x3 2 + 2 x3 $ x3 ". x3 1. minimum no upper bound on x3.

&hus, x3 an be in reased to 1, at whi h point x" has de reased to $, so x" be omes the lea)ing basi )ariable. &hus, x" be omes a nonbasi )ariable. ,fter restoring proper form from 4aussian elimination, we obtain the following s'stem of e/uations6 *$+ *1+ *2+ *3+ 9 x1 x3 x2 + *12#+ E *12#+ + *12#+ + *22#+ x" x" x" x" + + E E *;2#+ x# = 1; *32#+ x# = 3 *32#+ x# = 1 *12#+ x# = ".

&hus, the new -0 solution is *3, ", 1, $, $+ with 9 = 1;. =in e in reasing either x" or x# will de rease 9, the urrent -0 solution is optimal. ( ) 0erify the optimal sol!tion yo! o tained y !sing a soft'are package ased on the simplex method. Fsing the 3x el =ol)er *whi h emplo's the simplex method+ to sol)e this linear programming model finds the optimal solution as *x1, x2+ = *3, "+ with 9 = 1;, as displa'ed next.

Example for Section 4.4

1epeat the example for Section 4..+ !sing the ta !lar form of the simplex method this time. &he augmented form of the model is Maximize 9 = 3 x1 + 2 x2, subje t to x1 + x3 = " x1 + 3 x2 + x" = 1# 2 x1 + x2 + x# = 1$ and x1 $, x2 $, x3 $, x" $, x# $

Cet x1 and x2 be the nonbasi )ariables and x3, x", and x# be the nonbasi )ariables. &he simplex tableau for this initial -0 solution is ,asic 0aria le 9 x3 x" x# Coefficient of/ x) x. (2 $ $ 1 3 $ 1 $ 1ight Side $ " 1# 1$ 1atio

E( *$+ *1+ *2+ *3+

2 1 $ $ $

x1 (3 1 1 2

x4 $ $ 1 $

x& $ $ $ 1

" minimum 1# *1$22+=#

&his -0 solution is nonoptimal sin e the oeffi ients of x1 and x2 in 3/. *$+ are negati)e. &his means that if we in rease either x1 or x2, we will in rease the obje ti)e fun tion )alue 9. *teration 1. =in e the most negati)e oeffi ient in 3/. *$+ is E3 for x1 *3 A 2+, the nonbasi )ariable x1 is to be hanged to a basi )ariable. >erforming the minimum ratio test on x1, as shown in the last olumn of the abo)e tableau, the lea)ing basi )ariable is x3. ,fter using elementar' row operations to restore proper form from 4aussian elimination, the new simplex tableau with basi )ariables x1, x", and x# be omes ,asic 0aria le 9 x1 x" x# *teration ). =in e the oeffi ient for x2 in 3/. *$+ is E3, we an impro)e 9 b' in reasing x2. &he nonbasi )ariable x2 is to be hanged to a basi )ariable. >erforming the minimum ratio test on x2, as shown in the last olumn of the abo)e tableau, the lea)ing basi )ariable is x#. ,fter restoring proper form from 4aussian elimination, the new simplex tableau with basi )ariables x1, x2, and x" be omes Coefficient of/ x) x. (2 3 $ 1 3 (1 1 (2 1ight Side 12 " 11 2 1atio

E( *$+ *1+ *2+ *3+

2 1 $ $ $

x1 $ 1 $ $

x4 $ $ 1 $

x& $ $ $ 1

1123 2 minimum

,asic 0aria le 9 x1 x" x2 *teration ..

E( *$+ *1+ *2+ *3+

2 1 $ $ $

x1 $ 1 $ $

Coefficient of/ x) x. $ (1 $ 1 $ # 1 (2

x4 $ $ 1 $

x& 2 $ (3 1

1ight Side 1< " # 2

1atio

" 1 minimum

=in e the oeffi ient for x3 in 3/. *$+ is E1, we an impro)e 9 b' in reasing x3. &he nonbasi )ariable x3 is to be hanged to a basi )ariable. >erforming the minimum ratio test on x3, as shown in the last olumn of the abo)e tableau, the lea)ing basi )ariable is x". ,fter restoring proper form from 4aussian elimination, the new simplex tableau with basi )ariables x1, x2, and x3 be omes ,asic 0aria le 9 x1 x3 x2 Coefficient of/ x) x. $ $ $ $ $ 1 1 $ 1ight Side 1; 3 1 "

E( *$+ *1+ *2+ *3+

2 1 $ $ $

x1 $ 1 $ $

x4 12# (12# 12# 22#

x& ;2# 32# (32# (12#

=in e all the oeffi ients in 3/. *$+ are nonnegati)e, the urrent -0 is optimal. &he optimal solution is *3, ", 1, $, $+ with 9 = 1;.

Example for Section 4.3

Consider the following problem. Minimize subje t to Z = 3x1 + 2x2 + x3, x1 + x2 = ; 3x1 + x2 + x3 % 1$ and x1 % $, x2 % $, x3 % $. ,fter introdu ing the surplus )ariable x", the abo)e linear programming problem be omes

Minimize 9 = 3 x1 + 2 x2 + x3, subje t to x1 + x2 = ; 3x1 + x2 + x3 E x" = 1$ and x1 $, x2 $, x3 $, x" $.

(a) Using the ,ig 4 method+ 'ork thro!gh the simplex method step y step to sol"e the pro lem. ,fter introdu ing the artifi ial )ariables x5 and x6 , the form of the problem be omes Minimize 9 = 3 x1 + 2 x2 + x3 + M x5 + M x6 , subje t to x1 + x2 + x5 = ; 3x1 + x2 + x3 E x" + x6 = 1$ and x1 $, x2 $, x3 $, x" $, x5 $, x6 $. where M represents a huge positi)e number. Con)erting from minimization to maximization, we ha)e Maximize *(9+ = E 3 x1 E 2 x2 E x3 E M x5 E M x6 subje t to x1 + x2 + x5 = ; 3x1 + x2 + x3 E x" + x6 = 1$ and x1 $, x2 $, x3 $, x" $ , x5 $, x6 $. Cet x5 and x6 be the basi )ariables. &he orresponding simplex tableau is as follows. ,asic 0aria le 9 Coefficient of/ x2 x3 x" (2M+2 (M+1 M 1ight Side x5 $ x6 $ (1;M

E( *$+

9 (1

x1 ("M+3

x5 x6

*1+ *2+

$ $

1 3

1 1

$ 1

$ (1

1 $

$ 1

; 1$

*teration 1/ =in e M is a huge positi)e number, the most negati)e oeffi ient in 3/. *$+ is E"M+3 for x1. &herefore, the nonbasi )ariable x1 is to be hanged to a basi )ariable. >erforming the minimum ratio test on x1, the lea)ing basi )ariable is x6 . ,fter restoring proper form from 4aussian elimination, the new simplex tableau with basi )ariables x5 and x1 be omes ,asic 0aria le 9 x5 x1 Coefficient of/ x2 x3 x" (*223+M+1 *123+M (*123+M+1 223 (123 123 123 123 (123 1ight Side x5 $ 1 $ x6 *"23+M(1 (123 123 (*1123+M(1$ 1123 1$23

E( *$+ *1+ *2+

2 (1 $ $

x1 $ $ 1

*teration )/ &he most negati)e oeffi ient in 3/. *$+ now is E*223+M+1 for x2, so the nonbasi )ariable x2 is to be hanged to a basi )ariable. >erforming the minimum ratio test on x2, the lea)ing basi )ariable is x5 . &he new simplex tableau with basi )ariables x2 and x1 be omes ,asic 0aria le 9 x2 x1 Coefficient of/ x3 x" $.# $.# ($.# $.# $.# ($.# 1ight Side x5 M(1.# 1.# ($.# x6 M($.# ($.# $.# (1#.# #.# 1.#

E( *$+ *1+ *2+

2 (1 $ $

x1 $ $ 1

x2 $ 1 $

&he urrent -0 solution is optimal sin e all the oeffi ients in 3/.*$+ are nonnegati)e. &he resulting optimal solution is *x1, x2, x3+ = *1.#, #.# , $+ with 9 = 1#.#.

( ) Using the t'o5phase method+ 'ork thro!gh the simplex method step y step to sol"e the pro lem. @e introdu e the artifi ial )ariables x5 and x6 . &he >hase 1 problem then is6

Minimize 9 = subje t to x1 + 3 x1 + and

x5 + x6 , x2 + x5 = ; x2 + x3 E x" + x6 = 1$

x1 $, x2 $, x3 $, x" % $, x5 % $, x6 % $, or e/ui)alentl', Maximize *(9+ = subje t to x1 + 3 x1 + and x1 $, x2 $, x3 $, x" % $, x5 % $, x6 % $. Cet x5 and x6 be the basi )ariables. &he urrent s'stem of e/uations is *$+ (9 *1+ *2+ + x5 + x6 = $ + x2 + x5 = ; + x2 + x3 ( x" + x6 = 1$ E x5 E x6 , x2 + x5 = ; x2 + x3 E x" + x6 = 1$

x1 3x1

&o restore proper form from 4aussian elimination, we need to eliminate the basi )ariables, x5 and x6 , from 3/. *$+. &his is done b' subtra ting both 3/. *1+ and 3/. *2+ from 3/. *$+, whi h 'ields the following new 3/. *$+. *$+ ( 9 ( " x1 ( 2 x2 ( x3 + x" = (1;. Fsing the initial s'stem of e/uations with this 3/. *$+ to get started, the simplex method 'ields the following se/uen e of simplex tableaux for the >hase 1 problem.

*teration

,asic 0aria le 9 x5 x6 9 x5 x1 9 x2 x1

E( *$+ *1+ *2+ *$+ *1+ *2+ *$+ *1+ *2+

*$+

*1+ *2+

2 (1 $ $ (1 $ $ (1 $ $

x1 (" 1 3 $ $ 1 $ $ 1

Coefficient of/ x2 x3 x" (2 (1 1 1 $ $ 1 1 (1 (223 123 (123 223 (123 123 123 123 (123 $ $ $ 1 ($.# $.# $ $.# ($.#

x5 $ 1 $ $ 1 $ 1 1.# ($.#

x6 $ $ 1 "23 (123 123 1 ($.# $.#

1ight Side (1; ; 1$ (1123 1123 1$23 $ #.# 1.#

&herefore, the optimal solution for the >hase 1 problem is *x1, x2, x3, x", x5 , x6 + = *1.#, #.#, $, $, $, $+ with 9 = $. Dow using the original obje ti)e fun tion, the >hase 2 problem is Minimize 9 = 3 x1 + 2 x2 + x3, subje t to x1 + x2 = ; 3 x1 + x2 + x3 E x" = 1$ and x1 $, x2 $, x3 $, x" $, or e/ui)alentl', Maximize *(9 + = E 3 x1 E 2 x2 E x3 , subje t to x1 + x2 = ; 3 x1 + x2 + x3 E x" = 1$ and x1 $, x2 $, x3 $, x" $. Fsing the optimal solution for the >hase 1 problem *after eliminating the artifi ial )ariables, whi h are no longer needed+ as the initial -0 solution for the >hase 2 problem, we obtain the following simplex tableau.

,asic 0aria le 9 x2 x1

E( *$+ *1+ *2+

2 (1 $ $

x1 $ $ 1

Coefficient of/ x) x. $ $.# 1 ($.# $ $.#

1ight Side x4 ($.# $.# ($.# (1#.# #.# 1.#

&his tableau re)eals that the urrent -0 solution is also optimal. 5en e, the optimal solution is *x1, x2, x3, x"+ = *1.#, #.#, $, $+ with 9 = 1#.#.

(c) Compare the se(!ence of ,% sol!tions o tained in parts (a) and ( ). Which of these sol!tions are feasi le only for the artificial pro lem o tained y introd!cing artificial "aria les and 'hich are act!ally feasi le for the real pro lem6. &he se/uen e of -0 solutions obtained in part *a+ and *b+ are the same. ,ll these -0 solutions ex ept the last one are feasible onl' for the artifi ial problem obtained b' introdu ing artifi ial )ariables. 7nl' the final -0 solution represents a feasible solution for the real problem. (d) Use a soft'are package ased on the simplex method to sol"e the pro lem. Fsing the 3x el =ol)er *whi h emplo's the simplex method+ to sol)e the problem 'ields the following optimal solution6 *x1, x2, x3+ = *1.#, #.#, $+ with 9 = 1#.#, as displa'ed next..

Example for Section 4.7

Be onsider the linear programming model pre)iousl' anal'zed in the example for =e tions ".1, ".2, ".3, and ".". &his model is again shown below, where the right(hand sides of the fun tional onstraints now are interpreted as the amounts a)ailable of the respe ti)e resour es. Maximize 9 = 3 x1 + 2 x2, subje t to *1+ x1 " *2+ x1 + 3 x2 1# *3+ 2 x1 + x2 1$ and x1 $, x2 $.

*resour e 1+ *resour e 2+ *resour e 3+

&he optimal solution is *x1, x2+ = *3, "+ with 9 = 1;.

(a) Use graphical analysis as in %ig. 4.8 to determine the shado' prices for the respecti"e reso!rces. &he following figure summarizes the anal'sis.

0rom the figure, we an see the following. Constraint (1) (x1 4)/ Constraint *1+ is not binding at the optimal solution *3, "+, * = $. sin e a small hange in b1 = " will not hange the optimal )alue of 9. 5en e, y1 Constraint ()) (x1 9 . x) 1&)6 Constraint *2+ is binding at *3, "+. @e in rease b2 from 1# to 1<. &he new optimal solution is *1"2#, 222#+ with 9 = 3:*1"2#+ + 2:*222#+ = G<2#. '2: = 9 = G<2# E 1; = 12#. Constraint (.) ()x1 9 x) 1:)6 Constraint *3+ is binding at *3, "+. @e in rease b3 from 1$ to 11. &he new optimal solution is *1G2#, 1H2#+ with 9 = 3:*1G2#+ + 2:*1H2#+ = H22#. y* 3 = 9 = H22# E 1; = 1.".

( ) Use graphical analysis to perform sensiti"ity analysis on this model. *n partic!lar+ check each parameter of the model to determine 'hether it is a sensitive parameter (a parameter 'hose "al!e cannot e changed 'itho!t changing the optimal sol!tion) y examining the graph that identifies the optimal sol!tion. 0rom part *a+, we ?now that b1 is not a sensiti)e parameter, while b2 and b3 are sensiti)e parameters. =imilarl', sin e onstraint *1+ is not binding at the optimal solution *3, "+, the oeffi ients a11 = 1 and a12 = $ of onstraint *1+ are not sensiti)e. =in e onstraint *2+ and *3+ are binding at the optimal solution, the oeffi ients a21 = 1, a22 = 3, a31 = 2, and a32 = 1 are sensiti)e parameters. 0rom the following figure, we an see that at the optimal solution, the obje ti)e fun tion 9 = 3 x1 + 2 x2 is not parallel to onstraint *2+ or onstraint *3+. 5en e, the oeffi ients 1 = 3 and 2 = 2 are not sensiti)e parameters.

(c) Use graphical analysis as in %ig. 4.; to determine the allo'a le range for each cj "al!e (coefficient of xj in the o #ecti"e f!nction) o"er 'hich the c!rrent optimal sol!tion 'ill remain optimal. 0rom the following graph, we an see that the urrent optimal solution will remain optimal for 223 1 " *with 2 fixed at 2+ and 322 2 H *with 1 fixed at 3+, sin e the obje ti)e fun tion line will rotate around to oin ide with one of the onstraint boundar' lines at ea h of the endpoints of these inter)als.

(d) Changing #!st one bi "al!e (the right5hand side of f!nctional constraint i) 'ill shift the corresponding constraint o!ndary. *f the c!rrent optimal C$% sol!tion lies on this constraint o!ndary+ this C$% sol!tion also 'ill shift. Use graphical analysis to determine the allo'a le range for each bi "al!e o"er 'hich this C$% sol!tion 'ill remain feasi le. 0rom the following graph, we an see the following.

0or Constraint *1+ *x1 "+6 &he allowable range for b1 is 3 b1 sin e *3, "+ remains feasible o)er this range. 0or Constraint *2+ *x1 + 3 x2 1#+6 &he allowable range for b2 is 1$ b2 3$. 0or b2 I 1$, the interse tion of x1 + 3x2 = b2 and 2x1 + x2 = 1$ )iolates the x1 ! " onstraint. 0or b2 A 3$, this interse tion )iolates the x1 % $ onstraint. 0or Constraint *3+ *2x1 + x2 1$+6 &he allowable range for b3 is # b3 3#23. 0or b3 I #, the interse tion of x1 + 3x2 = 1# and 2x1 + x2 = b3 )iolates the x1 % $ onstraint. for b3 A 3#23, this interse tion )iolates the x1 ! " onstraint.

(e) 0erify yo!r ans'ers in parts (a)+ (c)+ and (d) y !sing a comp!ter package ased on the simplex method to sol"e the pro lem and then to generate sensiti"ity analysis information. Fsing the 3x el =ol)er *whi h emplo's the simplex method+, the sensiti)it' anal'sis report *whi h )erifies these answers+ is generated, as shown after the following spreadsheet.

Example for Section 4.;

Use the interior5point algorithm in yo!r <1 Co!rse'are to sol"e the follo'ing model (pre"io!sly analy-ed in the examples for Sections 4.1+ 4.)+ 4..+ 4.4+ and 4.7). Choose = :.& from the <ption men!+ !se (x1+ x) ) = (:.1+ :.4) as the initial trial sol!tion+ and r!n 1& iterations. >ra' a graph of the feasi le region+ and then plot the tra#ectory of the trial sol!tions thro!gh this feasi le region. Maximize 9 = 3 x1 + 2 x2, subje t to x1 " x1 + 3 x2 1# 2 x1 + x2 1$ and x1 $, x2 $. @e use the .7B tutorial with = $.#, whi h generates the following output6 =ol)e ,utomati all' b' the .nterior >oint ,lgorithm6 *,lpha = $.#+

.teration $ 1 2 3 " # < ; G H 1$ 11 12 13 1" 1#

x1 $.1 $.3$G#" $.3#"G1 $."2""< $.<$;$# 1.3213 2.1H#G3 2.<333; 2.G# 2.H#";< 3.$$13H 3.$1<"; 3.$1#1H 3.$$H$" 3.$$"< 3.$$23

x2 $." 2.<13G2 3.;"$$< ".2G;<G ".#1223 "."1<G< ".13G$G 3.HHG13 3.H32"3 3.H$<<H 3.H$#33 3.H2112 3.H"<<# 3.H;$"3 3.HG#$< 3.HH2#3

9 1.1 <.1#32# G.#""## H.G"G;" 1$.G"#< 12.;H;< 12.;H;< 1#.GH<" 1<."1"H 1<.<;;; 1<.G1"G 1<.GH1< 1<.H3GH 1<.H<G 1<.HG3H 1<.HH2

&he traje tor' of the trial solutions through the feasible region is shown in the following figure.