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21/11/2016

4.2 The Simplex Method: Standard Minimization Problems

Jared Antrobus @ University of Kentucky


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jantrobus@uky.edu
O ce in POT 722
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My o ce hours this semester are tentatively Tuesdays 11am to 12pm, and Thursdays
2pm to 3pm. I will also be available in the Mathskeller on Thursdays 11am to 12pm. I
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MA 162 Finite Math


4.2 The Simplex Method: Standard Minimization Problems
Learning Objectives
Use the Simplex Method to solve standard minimization problems.
Notes
This section is an optional read. This material will not appear on the exam.
We can also use the Simplex Method to solve some minimization problems, but only in
very speci c circumstances. The simplest case is where we have what looks like a
standard maximization problem, but instead we are asked to minimize the objective
function.
Minimize

C = 2x 3y
5x + 4y 32

subject to

x + 2y 10
x 0,y 0

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4.2 The Simplex Method: Standard Minimization Problems

We notice that minimizing C is the same as maximizing P = C . Thus the solution to


the minimization problem can be found by solving the standard maximization problem
below with the techniques learned in Section 4.1 .
Maximize

P = 2x + 3y
5x + 4y 32

subject to

x + 2y 10

x 0,y 0

The solution to this example is left as an exercise. The other important class of
minimization problems we encounter are called standard minimization problems.
De nition. A standard minimization problem is a linear programming problem in
which we seek to minimize an objective function C = c1 x 1 + + cn x n subject to
the constraints
a 11 x 1 + + a 1nx n b1

a m1 x 1 + + a mn x n bm

where all x i

De nition. Each maximization problem in linear programming is associated with a


counterpart minimization problem, and vice versa. For the purposes of identi cation,
the given problem will be referred to as the primal problem, and the counterpart to
this problem is called the dual problem.
Example. Consider the following standard minimization problem.
Minimize

C = 4x + 2y
5x + y 5

subject to

5x + 3y 10
x 0,y 0

We rst write down the following tableau for the given primal problem:
x

10

Note that this is not a typical Simplex tableau. There are no slack variables, and we don't
rewrite the objective function for the last row. Next we transpose.
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4.2 The Simplex Method: Standard Minimization Problems


u

10

Then we construct the dual problem:


Maximize

P = 5u + 10v
5u + 5v 4

subject to

u + 3v 2
u 0,v 0

Then we set up the Simplex tableau and proceed as the Section 4.1 , using x and y as
our slack variables.
u

Constant

10

Solving this tableau is left to the reader as an exercise. The nal tableau looks like this.
u

Constant

3/10

1/2

1/5

1/10

1/2

3/5

1/2

5/2

Interpreting this in the usual manner, the solution of the dual problem is u = 1/5,
v = 3/5, and P = 7 . The solution to the primal problem appears under the respective
slack variables in the last row of the nal tableau: x = 1/2 and 5/2 .

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