§ 4.4 The Simplex Method: Non-Standard Form Standard form and what can be relaxed What were the conditions for standard form we have been adhering to? Standard form and what can be relaxed What were the conditions for standard form we have been adhering to? Conditions for Standard Form 1 Object function is to be maximized. Standard form and what can be relaxed What were the conditions for standard form we have been adhering to? Conditions for Standard Form 1 Object function is to be maximized. 2 Each variable must be constrained to be greater than or equal to 0. Standard form and what can be relaxed What were the conditions for standard form we have been adhering to? Conditions for Standard Form 1 Object function is to be maximized. 2 Each variable must be constrained to be greater than or equal to 0. 3 all other constraints must be of the form [linear expression] ≤ [non − negative constant]. Standard form and what can be relaxed What were the conditions for standard form we have been adhering to? Conditions for Standard Form 1 Object function is to be maximized. 2 Each variable must be constrained to be greater than or equal to 0. 3 all other constraints must be of the form [linear expression] ≤ [non − negative constant]. What can be relaxed 1 We can do minimization problems. Standard form and what can be relaxed What were the conditions for standard form we have been adhering to? Conditions for Standard Form 1 Object function is to be maximized. 2 Each variable must be constrained to be greater than or equal to 0. 3 all other constraints must be of the form [linear expression] ≤ [non − negative constant]. What can be relaxed 1 We can do minimization problems. 2 We can handle constraints of the form [linear expression] ≥ [non − negative constant]. Standard form and what can be relaxed What were the conditions for standard form we have been adhering to? Conditions for Standard Form 1 Object function is to be maximized. 2 Each variable must be constrained to be greater than or equal to 0. 3 all other constraints must be of the form [linear expression] ≤ [non − negative constant]. What can be relaxed 1 We can do minimization problems. 2 We can handle constraints of the form [linear expression] ≥ [non − negative constant]. 3 We can handle constraints of the form [linear expression] ≤ [negative constant]. Not really an example Example Maximize x + y subject to the following constraints. x+y≥1 x + y ≤ −1 x ≥ 0, y ≥ 0 Not really an example Example Maximize x + y subject to the following constraints. x+y≥1 x + y ≤ −1 x ≥ 0, y ≥ 0 To take care of the first constraint, we could multiply both sides by −1 which would invert the inequality. Not really an example Example Maximize x + y subject to the following constraints. x+y≥1 x + y ≤ −1 x ≥ 0, y ≥ 0 To take care of the first constraint, we could multiply both sides by −1 which would invert the inequality. x + y ≥ 1 ⇒ −x − y ≤ −1 To take care any negative on the right, we will pivot. This essentially means we are adding a new set of steps to the beginning of the ones we established in the last section. The New Steps 1 Rewrite all inequalities in the form [linear expression] ≤ [constant] The New Steps 1 Rewrite all inequalities in the form [linear expression] ≤ [constant] 2 If a negative appears in the upper part of the last column, remove by pivoting. 1 Select one of the negatives in this row. This will be the pivot column. The New Steps 1 Rewrite all inequalities in the form [linear expression] ≤ [constant] 2 If a negative appears in the upper part of the last column, remove by pivoting. 1 2 Select one of the negatives in this row. This will be the pivot column. Take ratios as before. The least positive one will indicate the pivot element. The New Steps 1 Rewrite all inequalities in the form [linear expression] ≤ [constant] 2 If a negative appears in the upper part of the last column, remove by pivoting. 1 2 3 Select one of the negatives in this row. This will be the pivot column. Take ratios as before. The least positive one will indicate the pivot element. Pivot. The New Steps 1 Rewrite all inequalities in the form [linear expression] ≤ [constant] 2 If a negative appears in the upper part of the last column, remove by pivoting. 1 2 3 3 Select one of the negatives in this row. This will be the pivot column. Take ratios as before. The least positive one will indicate the pivot element. Pivot. If there is another negative at this point in the upper part of the last column, repeat. Otherwise revert to the original steps we used for standard form problems. First Example Example Maximize 40x + 30y subject to x+y≤5 −2x + 3y ≥ 12 x ≥ 0, y ≥ 0 Is this in standard form? First Example Example Maximize 40x + 30y subject to x+y≤5 −2x + 3y ≥ 12 x ≥ 0, y ≥ 0 Is this in standard form? To remove the inequality issue, we multiply both sides of that inequality to get this to be a ≤ problem. First Example Example Maximize 40x + 30y subject to x+y≤5 −2x + 3y ≥ 12 x ≥ 0, y ≥ 0 Is this in standard form? To remove the inequality issue, we multiply both sides of that inequality to get this to be a ≤ problem. −2x + 3y ≥ 12 ⇒ 2x − 3y ≤ −12 First Example Now we rewrite the system by introducing slack variables. First Example Now we rewrite the system by introducing slack variables. x+y+u=5 2x − 3y + v = −12 −40x − 30y + M = 0 x ≥ 0, y ≥ 0 First Example Now we rewrite the system by introducing slack variables. x+y+u=5 2x − 3y + v = −12 −40x − 30y + M = 0 x ≥ 0, y ≥ 0 Now the initial tableau. First Example Now we rewrite the system by introducing slack variables. x+y+u=5 2x − 3y + v = −12 −40x − 30y + M = 0 x ≥ 0, y ≥ 0 Now the initial tableau. 1 2 -40 1 -3 -30 1 0 0 0 1 0 0 0 1 5 -12 0 First Example Before we even look at the bottom row, we have to take care of problem spots in the last column. 5 1 1 1 0 0 2 -3 0 1 0 -12 -40 -30 0 0 1 0 First Example Before we even look at the bottom row, we have to take care of problem spots in the last column. 5 1 1 1 0 0 2 -3 0 1 0 -12 -40 -30 0 0 1 0 We select any column that has a negative in the same row as the −12 to be the pivot column and then we take ratios like before to see which gives the smallest positive ratio. 1 2 -40 1 -3 -30 1 0 0 0 1 0 0 0 1 5 -12 0 First Example Before we even look at the bottom row, we have to take care of problem spots in the last column. 5 1 1 1 0 0 2 -3 0 1 0 -12 -40 -30 0 0 1 0 We select any column that has a negative in the same row as the −12 to be the pivot column and then we take ratios like before to see which gives the smallest positive ratio. 1 1 1 0 0 5 2 -3 0 1 0 -12 -40 -30 0 0 1 0 which gives a pivot element of ... 5 1 =5 −12 −3 = 4 First Example 1 2 -40 1 1 0 0 -3 -30 0 0 1 0 0 1 5 -12 0 First Example 1 2 -40 1 1 0 0 -3 -30 0 0 1 0 0 1 1 1 -30 1 0 0 0 − 13 0 5 -12 0 After we pivot, we have 1 −2 3 -40 0 0 1 5 4 0 First Example 1 2 -40 1 1 0 0 -3 -30 0 0 1 0 0 1 1 1 -30 1 0 0 0 − 13 0 5 -12 0 After we pivot, we have 1 −2 3 -40 5 3 ∼ − 32 -60 0 1 0 1 0 0 1 3 − 13 -10 0 0 1 0 0 1 5 4 0 1 4 120 First Example Since we have no more negatives in the upper portion of the right column, this is now a standard form problem and we proceed as usual. 5 3 −2 3 -60 0 1 0 1 0 0 1 3 − 13 -10 0 0 1 1 4 120 First Example Since we have no more negatives in the upper portion of the right column, this is now a standard form problem and we proceed as usual. 5 3 −2 3 -60 0 1 0 1 0 0 1 3 − 13 -10 0 0 1 1 4 120 1 5 3 = 4 − 23 3 5 = −6 First Example Since we have no more negatives in the upper portion of the right column, this is now a standard form problem and we proceed as usual. 5 3 −2 3 -60 0 1 0 1 0 0 1 3 − 13 -10 0 0 1 And so, our pivot element is 1 4 120 1 5 3 = 4 − 23 3 5 = −6 First Example Since we have no more negatives in the upper portion of the right column, this is now a standard form problem and we proceed as usual. 5 3 −2 3 -60 0 1 0 1 0 0 1 3 − 13 -10 0 0 1 1 4 120 1 5 3 = 4 − 23 3 5 = −6 And so, our pivot element is 5 3 −2 3 -60 0 1 1 3 0 1 0 0 0 − 13 -10 0 1 1 4 120 First Example And now we pivot. 1 −2 3 -60 0 1 0 3 5 0 0 1 5 − 13 -10 0 0 1 3 5 4 ∼ 120 First Example And now we pivot. 1 −2 3 -60 0 1 0 3 5 0 0 1 5 − 13 -10 0 0 1 3 5 1 4 ∼ 0 0 120 0 1 0 3 5 2 5 36 1 5 − 15 2 0 0 1 3 5 22 5 156 First Example And now we pivot. 1 −2 3 -60 0 1 0 3 5 0 0 1 5 − 13 -10 0 0 1 3 5 1 4 ∼ 0 0 120 0 1 0 3 5 2 5 36 1 5 − 15 2 0 0 1 3 5 22 5 156 Since we took care of all of the negatives in the bottom row, we are done. 1 3 1 0 35 0 5 5 0 1 2 − 1 0 22 5 5 5 0 0 36 2 1 156 First Example And now we pivot. 1 −2 3 -60 0 1 0 3 5 0 0 1 5 − 13 -10 0 0 1 3 5 1 4 ∼ 0 0 120 0 1 0 3 5 2 5 36 1 5 − 15 2 0 0 1 3 5 22 5 156 Since we took care of all of the negatives in the bottom row, we are done. 1 3 1 0 35 0 5 5 0 1 2 − 1 0 22 5 5 5 0 0 36 2 1 156 The maximum of 156 occurs at ( 35 , 22 5 ). How to handle minimization problems The only thing we need to do is write the object function slightly different and then solve in the usual manner. How to handle minimization problems The only thing we need to do is write the object function slightly different and then solve in the usual manner. If we wanted to minimize m = ab + by, this is the same as maximizing M = −ax − by. How to handle minimization problems The only thing we need to do is write the object function slightly different and then solve in the usual manner. If we wanted to minimize m = ab + by, this is the same as maximizing M = −ax − by. That is, the maximum value attained at a point is the negative of the minimum value attained at the same point. First Minimization Example Example Minimize −x + 2y subject to the constraints 2x + 3y ≤ 6 2x + y ≤ 14 x ≥ 0, y ≥ 0 First Minimization Example Example Minimize −x + 2y subject to the constraints 2x + 3y ≤ 6 2x + y ≤ 14 x ≥ 0, y ≥ 0 We start by introducing slack variables as before. 2x + 3y ≤ 6 ⇒ 2x + 3y + u = 6 2x + y ≤ 14 ⇒ 2x + y + v = 14 First Minimization Example Now the object function ... m = −x + 2y, so First Minimization Example Now the object function ... m = −x + 2y, so M = x − 2y. First Minimization Example Now the object function ... m = −x + 2y, so M = x − 2y. When we rewrite in the correct form, we get −x + 2y + M = 0 First Minimization Example Now the object function ... m = −x + 2y, so M = x − 2y. When we rewrite in the correct form, we get −x + 2y + M = 0 Now the initial tableau. First Minimization Example Now the object function ... m = −x + 2y, so M = x − 2y. When we rewrite in the correct form, we get −x + 2y + M = 0 Now the initial tableau. 2 2 -1 3 1 2 1 0 0 0 1 0 0 0 1 6 14 0 First Minimization Example Now the object function ... m = −x + 2y, so M = x − 2y. When we rewrite in the correct form, we get −x + 2y + M = 0 Now the initial tableau. 2 2 -1 What is the pivot column? 3 1 2 1 0 0 0 1 0 0 0 1 6 14 0 First Minimization Example 2 2 -1 3 1 2 1 0 0 0 1 0 0 0 1 6 14 0 First Minimization Example 2 2 -1 3 1 2 1 0 0 0 1 0 0 0 1 6 14 0 6 2 =3 14 2 =7 First Minimization Example 2 2 -1 3 1 2 1 0 0 0 1 0 0 0 1 So, the first pivot element is 6 14 0 6 2 =3 14 2 =7 First Minimization Example 2 2 -1 3 1 2 1 0 0 0 1 0 0 0 1 6 14 0 6 2 =3 14 2 =7 So, the first pivot element is 2 2 -1 3 1 2 1 0 0 0 1 0 0 0 1 6 14 0 First Minimization Example Now we execute the first pivot. First Minimization Example Now we execute the first pivot. 2 2 -1 3 1 2 1 0 0 0 1 0 0 0 1 6 14 ∼ 0 First Minimization Example Now we execute the first pivot. 2 2 -1 3 1 2 1 0 0 0 1 0 0 0 1 1 6 2 14 ∼ -1 0 ∼ 3 2 1 2 1 2 0 0 0 1 0 0 0 1 3 14 0 First Minimization Example Now we execute the first pivot. 2 2 -1 3 1 2 1 0 0 0 1 0 0 0 1 3 1 1 0 0 3 6 2 2 1 0 1 0 14 14 ∼ 2 -1 2 0 0 1 0 0 1 1 23 0 0 3 2 ∼ 0 -2 -1 1 0 8 1 0 27 0 1 3 2 First Minimization Example Now we execute the first pivot. 2 2 -1 3 1 2 1 0 0 Are we done? 0 1 0 0 0 1 3 1 1 0 0 3 6 2 2 1 0 1 0 14 14 ∼ 2 -1 2 0 0 1 0 0 1 1 23 0 0 3 2 ∼ 0 -2 -1 1 0 8 1 0 27 0 1 3 2 First Minimization Example 1 0 0 3 2 1 2 -2 -1 7 2 1 2 0 1 0 0 0 1 3 8 3 First Minimization Example 1 0 0 3 2 1 2 -2 -1 7 2 1 2 0 1 0 0 0 1 3 8 3 When we read this solution, we see that we get a maximum of M = 3 at the point (3, 0). Problem ... First Minimization Example 1 0 0 3 2 1 2 -2 -1 7 2 1 2 0 1 0 0 0 1 3 8 3 When we read this solution, we see that we get a maximum of M = 3 at the point (3, 0). Problem ... Since this is a minimization problem, we have to ‘undo’ the work we did at the beginning by multiplying this maximization by -1 on both sides to change it back to a minimization. First Minimization Example 1 0 0 3 2 1 2 -2 -1 7 2 1 2 0 1 0 0 0 1 3 8 3 When we read this solution, we see that we get a maximum of M = 3 at the point (3, 0). Problem ... Since this is a minimization problem, we have to ‘undo’ the work we did at the beginning by multiplying this maximization by -1 on both sides to change it back to a minimization. Our solution, therefore, is that we have a minimum of m = −3 at the point (3, 0). Next Example Example Minimize 3x + 2y subject to the constraints x + 2y ≥ 20 3x + y ≥ 25 x ≥ 0, y ≥ 0 Next Example Example Minimize 3x + 2y subject to the constraints x + 2y ≥ 20 3x + y ≥ 25 x ≥ 0, y ≥ 0 Is this problem in standard form? −x − 2y ≤ −20 −3x − y ≤ −25 x ≥ 0, y ≥ 0 Next Example Example Minimize 3x + 2y subject to the constraints x + 2y ≥ 20 3x + y ≥ 25 x ≥ 0, y ≥ 0 Is this problem in standard form? −x − 2y ≤ −20 −3x − y ≤ −25 x ≥ 0, y ≥ 0 What do we need to do to put this into the form we need? Next Example The inequalities ... Next Example The inequalities ... x + 2y ≥ 20 ⇒ −x − 2y ≤ −20 Next Example The inequalities ... x + 2y ≥ 20 ⇒ −x − 2y ≤ −20 3x + y ≥ 25 ⇒ −3x − y ≤ −25 Next Example The inequalities ... x + 2y ≥ 20 ⇒ −x − 2y ≤ −20 3x + y ≥ 25 ⇒ −3x − y ≤ −25 And the object function? Next Example The inequalities ... x + 2y ≥ 20 ⇒ −x − 2y ≤ −20 3x + y ≥ 25 ⇒ −3x − y ≤ −25 And the object function? m = 3x + 2y ⇒ M = −3x − 2y Next Example The inequalities ... x + 2y ≥ 20 ⇒ −x − 2y ≤ −20 3x + y ≥ 25 ⇒ −3x − y ≤ −25 And the object function? m = 3x + 2y ⇒ M = −3x − 2y 3x + 2y + M = 0 Next Example So, the system we need to work with is Next Example So, the system we need to work with is −x − 2y + u = −20 −3x − y + v = −25 3x + 2y + M = 0 x ≥ 0, y ≥ 0 Next Example So, the system we need to work with is −x − 2y + u = −20 −3x − y + v = −25 3x + 2y + M = 0 x ≥ 0, y ≥ 0 And when we write the initial tableau, we have Next Example So, the system we need to work with is −x − 2y + u = −20 −3x − y + v = −25 3x + 2y + M = 0 x ≥ 0, y ≥ 0 And when we write the initial tableau, we have -1 -3 3 -2 -1 2 1 0 0 0 1 0 0 0 1 -20 -25 0 Next Example Remember, we don’t care whether or not there are negatives in the bottom row yet. Our first concern is the rightmost column. Next Example Remember, we don’t care whether or not there are negatives in the bottom row yet. Our first concern is the rightmost column. We choose either negative in the right column and then any column with a negative in the same row as the chosen negative to select a pivot column. Next Example Remember, we don’t care whether or not there are negatives in the bottom row yet. Our first concern is the rightmost column. We choose either negative in the right column and then any column with a negative in the same row as the chosen negative to select a pivot column. -1 -3 3 -2 -1 2 1 0 0 0 1 0 0 0 1 -20 -25 0 Next Example Remember, we don’t care whether or not there are negatives in the bottom row yet. Our first concern is the rightmost column. We choose either negative in the right column and then any column with a negative in the same row as the chosen negative to select a pivot column. -1 -3 3 -2 -1 2 1 0 0 0 1 0 0 0 1 -20 -25 0 −20 −2 −25 −1 = 10 = 25 Next Example Now we pivot. Next Example Now we pivot. -1 -3 3 -2 -1 2 1 0 0 0 1 0 0 0 1 -20 -25 ∼ 0 Next Example Now we pivot. -1 -3 3 -2 -1 2 1 0 0 0 1 0 0 0 1 1 -20 2 -3 -25 ∼ 3 0 ∼ 1 -1 2 − 12 0 0 0 1 0 0 0 1 10 -25 0 Next Example Now we pivot. -1 -3 3 -2 -1 2 1 0 0 0 1 0 0 0 1 1 1 -20 2 -3 -1 -25 ∼ 3 2 0 1 1 2 5 −2 0 ∼ 2 0 − 12 0 0 0 1 0 0 0 1 − 12 − 12 1 0 1 0 0 0 1 10 -25 0 10 -15 -20 Next Example Now we pivot. -1 -3 3 -2 -1 2 1 0 0 0 1 0 0 0 1 1 1 -20 2 -3 -1 -25 ∼ 3 2 0 1 1 2 5 −2 0 ∼ 2 0 − 12 0 0 0 1 0 0 0 1 − 12 − 12 1 0 1 0 0 0 1 10 -25 0 10 -15 -20 Still a negative in the upper part of the rightmost column, so we need to keep going. Next Example Now we pivot. -1 -3 3 -2 -1 2 1 0 0 0 1 0 0 0 1 1 1 -20 2 -3 -1 -25 ∼ 3 2 0 1 1 2 5 −2 0 ∼ 2 0 − 12 0 0 0 1 0 0 0 1 − 12 − 12 1 0 1 0 0 0 1 10 -25 0 10 -15 -20 Still a negative in the upper part of the rightmost column, so we need to keep going. Choice of column again doesn’t matter as long as there is a negative in the same row as the −15. Next Example 1 2 −5 2 2 1 0 0 − 21 − 21 1 0 1 0 0 0 1 10 -15 -20 Next Example 1 2 − 25 2 1 0 0 − 21 − 21 1 0 1 0 0 0 1 10 -15 -20 10 1 2 = 20 −15 − 52 =6 Next Example 1 2 − 25 2 1 0 0 − 21 − 21 1 0 1 0 10 10 -15 -20 0 0 1 1 2 = 20 −15 − 52 =6 1 2 1 − 12 0 0 10 − 52 0 − 12 1 0 2 0 1 0 1 -15 -20 Next Example And now we pivot ... ∼ 1 2 1 − 21 0 0 10 − 52 0 − 21 1 0 2 0 1 0 1 -15 -20 Next Example And now we pivot ... 1 2 1 − 21 0 0 10 − 52 0 − 21 1 0 2 0 1 0 1 0 − 25 0 0 0 1 -15 -20 10 6 -20 1 2 ∼ 1 2 ∼ 1 0 0 − 12 1 5 1 Next Example And now we pivot ... 1 2 1 − 21 0 0 − 52 0 − 21 1 2 0 1 0 -15 1 -20 0 10 0 6 1 -20 0 7 0 6 1 -32 1 2 ∼ 1 2 0 ∼ 1 0 1 0 0 − 12 1 0 0 − 35 1 5 1 1 5 3 5 0 − 25 0 1 5 − 25 4 5 0 10 Next Example And now we pivot ... 1 2 1 − 21 0 0 − 52 0 − 21 1 2 0 1 0 -15 1 -20 0 10 0 6 1 -20 0 7 0 6 1 -32 1 2 ∼ 1 2 0 ∼ 1 0 Are we done? 1 0 0 − 12 1 0 0 − 35 1 5 1 1 5 3 5 0 − 25 0 1 5 − 25 4 5 0 10 Next Example 0 1 0 1 0 0 − 53 1 5 3 5 1 5 − 25 4 5 0 0 1 7 6 -32 Next Example 0 1 0 1 0 0 − 53 1 5 3 5 1 5 − 25 4 5 0 0 1 7 6 -32 We have what for a solution from this tableau? Next Example 0 1 0 1 0 0 − 53 1 5 3 5 1 5 − 25 4 5 0 0 1 7 6 -32 We have what for a solution from this tableau? We have a maximum of M = −32 at the point (6, 7). Next Example 0 1 0 1 0 0 − 53 1 5 3 5 1 5 − 25 4 5 0 0 1 7 6 -32 We have what for a solution from this tableau? We have a maximum of M = −32 at the point (6, 7). Is this our answer? Next Example 0 1 0 1 0 0 − 53 1 5 3 5 1 5 − 25 4 5 0 0 1 7 6 -32 We have what for a solution from this tableau? We have a maximum of M = −32 at the point (6, 7). Is this our answer? The minimum of m = 32 occurs at (6, 7). Another Example Example Minimize 3x + 5y + z subject to the constraints x + y + z ≥ 20 y + 2z ≥ 10 x ≥ 0, y ≥ 0, z ≥ 0 Another Example Example Minimize 3x + 5y + z subject to the constraints x + y + z ≥ 20 y + 2z ≥ 10 x ≥ 0, y ≥ 0, z ≥ 0 Is this problem in standard form? Another Example Example Minimize 3x + 5y + z subject to the constraints x + y + z ≥ 20 y + 2z ≥ 10 x ≥ 0, y ≥ 0, z ≥ 0 Is this problem in standard form? What must we do to put this in the form we need? Another Example Rewritten, we need to solve the following: Another Example Rewritten, we need to solve the following: Maximize −3x − 5y − z subject to the constraints −x − y − z ≤ −20 −y − 2z ≤ −10 x ≥ 0, y ≥ 0, z ≥ 0 Another Example Rewritten, we need to solve the following: Maximize −3x − 5y − z subject to the constraints −x − y − z ≤ −20 −y − 2z ≤ −10 x ≥ 0, y ≥ 0, z ≥ 0 After introducing slack variables, we have −x − y − z + u = −20 −y − 2z + v = −10 3x + 5y + z + M = 0 x ≥ 0, y ≥ 0, z ≥ 0 Another Example Our initial tableau, therefore is -1 -1 -1 0 -1 -2 3 5 1 1 0 0 0 1 0 0 0 1 -20 -10 0 Which column do we want to select as the pivot column? Another Example Our initial tableau, therefore is -1 -1 -1 0 -1 -2 3 5 1 1 0 0 0 1 0 0 0 1 -20 -10 0 Which column do we want to select as the pivot column? -1 0 3 -1 -1 5 -1 -2 1 1 0 0 0 1 0 0 0 1 -20 -10 0 Another Example Our initial tableau, therefore is -1 -1 -1 0 -1 -2 3 5 1 1 0 0 0 1 0 0 0 1 -20 -10 0 Which column do we want to select as the pivot column? -1 0 3 -1 -1 5 -1 -2 1 1 0 0 0 1 0 0 0 1 -20 -10 0 −20 −1 −10 −1 = 20 = 10 Another Example Our initial tableau, therefore is -1 -1 -1 0 -1 -2 3 5 1 1 0 0 0 1 0 0 0 1 -20 -10 0 Which column do we want to select as the pivot column? -1 0 3 -1 -1 5 -1 -2 1 1 0 0 0 1 0 0 0 1 -20 -10 0 This makes our choice of pivot ... −20 −1 −10 −1 = 20 = 10 Another Example -1 -1 -1 1 0 0 -20 0 3 -1 5 -2 1 0 0 1 0 0 1 -10 0 Another Example -1 -1 -1 1 0 0 -20 0 3 -1 ∼ 0 3 -1 5 -2 1 0 0 1 0 0 1 0 -1 0 0 0 1 -10 0 -20 10 0 -1 1 5 -1 2 1 1 0 0 Another Example -1 -1 -1 1 0 0 -20 0 3 -1 ∼ 0 3 -1 5 -2 1 0 0 1 0 0 1 -10 0 -20 10 0 -10 10 -50 -1 0 ∼ 3 -1 1 5 -1 2 1 1 0 0 0 -1 0 0 0 1 0 1 0 1 2 -9 1 0 0 -1 -1 5 0 0 1 Another Example -1 -1 -1 1 0 0 -20 0 3 -1 ∼ 0 3 -1 5 -2 1 0 0 1 0 0 1 -10 0 -20 10 0 -10 10 -50 -1 0 ∼ 3 -1 1 5 -1 2 1 1 0 0 0 -1 0 0 0 1 0 1 0 1 2 -9 1 0 0 -1 -1 5 0 0 1 What is our next concern? Another Example -1 -1 -1 1 0 0 -20 0 3 -1 ∼ 0 3 -1 5 -2 1 0 0 1 0 0 1 -10 0 -20 10 0 -10 10 -50 -1 0 ∼ 3 -1 1 5 -1 2 1 1 0 0 0 -1 0 0 0 1 0 1 0 1 2 -9 1 0 0 -1 -1 5 0 0 1 What is our next concern? Which column do we want to use? Another Example -1 0 3 0 1 0 1 2 -9 1 0 0 -1 -1 5 0 0 1 -10 10 -50 Another Example -1 0 3 0 1 0 1 2 -9 1 0 0 -1 -1 5 0 0 1 -10 10 -50 −10 −1 = 10 10 0 = und Another Example -1 0 3 0 1 0 1 2 -9 1 0 0 -1 -1 5 So, our pivot element is ... 0 0 1 -10 10 -50 −10 −1 = 10 10 0 = und Another Example -1 0 3 0 1 0 1 2 -9 1 0 0 -1 -1 5 −10 −1 = 10 10 0 = und -10 10 -50 0 0 1 So, our pivot element is ... -1 0 3 0 1 0 1 2 -9 1 0 0 -1 -1 5 0 0 1 -10 10 -50 Another Example -1 0 3 ∼ 0 1 0 1 2 -9 1 0 0 -1 -1 5 0 0 1 -10 10 -50 Another Example -1 0 3 1 ∼ 0 3 ∼ 0 1 0 0 1 0 1 2 -9 -1 2 -9 1 0 0 -1 -1 5 0 0 1 -1 0 0 1 -1 5 0 0 1 -10 10 -50 10 10 -50 Another Example -1 0 0 1 3 0 1 0 ∼ 0 1 3 0 1 0 0 1 ∼ 0 0 1 2 -9 -10 10 -50 10 10 1 0 0 -1 -1 5 0 0 1 -1 2 -9 -1 0 0 1 -1 5 0 0 1 -50 -1 2 -6 -1 0 3 1 -1 2 0 0 1 10 10 -80 Another Example -1 0 0 1 3 0 1 0 ∼ 0 1 3 0 1 0 0 1 ∼ 0 0 Now what? 1 2 -9 -10 10 -50 10 10 1 0 0 -1 -1 5 0 0 1 -1 2 -9 -1 0 0 1 -1 5 0 0 1 -50 -1 2 -6 -1 0 3 1 -1 2 0 0 1 10 10 -80 Another Example 1 0 0 0 1 0 -1 2 -6 -1 0 3 1 -1 2 0 0 1 10 10 -80 Another Example 1 0 0 0 1 0 -1 2 -6 -1 0 3 1 -1 2 0 0 1 10 10 -80 10 −1 = −10 10 2 =5 Another Example 1 0 0 0 1 0 -1 2 -6 -1 0 3 1 -1 2 So, the pivot element is ... 0 0 1 10 10 -80 10 −1 = −10 10 2 =5 Another Example 1 0 0 ∼ 0 1 0 -1 2 -6 -1 0 3 1 -1 2 0 0 1 10 10 -80 Another Example 1 0 -1 -1 1 0 1 2 0 -1 0 0 -6 3 2 1 0 -1 -1 1 1 ∼ 0 2 0 − 21 1 0 0 -6 3 2 ∼ 0 0 1 0 0 1 10 10 -80 10 5 -80 Another Example 1 0 -1 -1 0 1 2 0 0 0 -6 3 1 0 -1 -1 ∼ 0 12 0 1 0 0 -6 3 1 12 0 -1 ∼ 0 12 1 0 0 3 0 3 1 -1 2 0 0 1 1 − 21 2 0 0 1 1 2 0 0 1 − 12 -1 10 10 -80 10 5 -80 15 5 -50 Another Example 1 0 -1 -1 0 1 2 0 0 0 -6 3 1 0 -1 -1 ∼ 0 12 0 1 0 0 -6 3 1 12 0 -1 ∼ 0 12 1 0 0 3 0 3 Do we need to keep going? 1 -1 2 0 0 1 1 − 21 2 0 0 1 1 2 0 0 1 − 12 -1 10 10 -80 10 5 -80 15 5 -50 Another Example 1 0 0 1 2 1 2 3 0 1 0 -1 0 3 1 2 − 21 -1 0 0 1 15 5 -50 Another Example 1 0 0 1 2 1 2 3 0 1 0 -1 0 3 1 2 − 21 -1 0 0 1 15 5 -50 15 1 2 5 − 12 = 30 = −10 Another Example 1 0 0 1 2 1 2 3 0 1 0 -1 0 3 1 2 − 21 -1 So, the pivot element is ... 0 0 1 15 5 -50 15 1 2 5 − 12 = 30 = −10 Another Example 1 0 0 ∼ 1 2 1 2 3 0 -1 1 2 0 15 1 0 0 3 − 12 -1 0 1 5 -50 Another Example 1 0 0 2 ∼ 0 0 ∼ 1 2 1 2 3 1 1 2 3 0 -1 1 2 0 15 1 0 0 3 − 12 -1 0 1 1 − 21 -1 0 0 1 5 -50 30 5 -50 0 1 0 -2 0 3 Another Example 1 0 0 2 ∼ 0 0 1 2 1 2 3 2 ∼ 1 2 0 -1 1 2 0 15 1 0 0 3 − 12 -1 0 1 1 − 21 -1 0 0 1 1 0 0 0 0 1 5 -50 30 5 -50 30 20 -20 1 0 1 0 1 2 3 1 1 4 -2 0 3 0 1 0 -2 -1 1 Another Example 1 0 0 2 ∼ 0 0 1 2 1 2 3 2 ∼ 1 2 Are we done? 0 -1 1 2 0 15 1 0 0 3 − 12 -1 0 1 1 − 21 -1 0 0 1 1 0 0 0 0 1 5 -50 30 5 -50 30 20 -20 1 0 1 0 1 2 3 1 1 4 -2 0 3 0 1 0 -2 -1 1 Another Example 2 1 2 1 1 4 0 1 0 -2 -1 1 1 0 0 0 0 1 30 20 -20 Another Example 2 1 2 1 1 4 0 1 0 -2 -1 1 1 0 0 0 0 1 30 20 -20 We have a maximum of M = −20 at the point (0, 0, 20). Another Example 2 1 2 1 1 4 0 1 0 -2 -1 1 1 0 0 0 0 1 30 20 -20 We have a maximum of M = −20 at the point (0, 0, 20). Is this our solution? Another Example 2 1 2 1 1 4 0 1 0 -2 -1 1 1 0 0 0 0 1 30 20 -20 We have a maximum of M = −20 at the point (0, 0, 20). Is this our solution? The minimum of m = 20 occurs at (0, 0, 20). Example 7 Example Minimize 5x + 6y subject to the constraints x + y ≤ 10 x + 2y ≥ 12 2x + y ≥ 12 x ≥ 0, y ≥ 0 Example 7 Example Minimize 5x + 6y subject to the constraints x + y ≤ 10 x + 2y ≥ 12 2x + y ≥ 12 x ≥ 0, y ≥ 0 What makes this problem not be in standard form? Example 7 The system we will be working with is Example 7 The system we will be working with is x + y + u = 10 −x − 2y + v = −12 −2x − y + w = −12 5x + 6y + M = 0 x ≥ 0, y ≥ 0 Example 7 The system we will be working with is x + y + u = 10 −x − 2y + v = −12 −2x − y + w = −12 5x + 6y + M = 0 x ≥ 0, y ≥ 0 which gives initial tableau Example 7 The system we will be working with is x + y + u = 10 −x − 2y + v = −12 −2x − y + w = −12 5x + 6y + M = 0 x ≥ 0, y ≥ 0 which gives initial tableau 1 -1 -2 5 1 -2 -1 6 1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1 10 -12 -12 0 Example 7 The system we will be working with is x + y + u = 10 −x − 2y + v = −12 −2x − y + w = −12 5x + 6y + M = 0 x ≥ 0, y ≥ 0 which gives initial tableau 1 -1 -2 5 Where to start? 1 -2 -1 6 1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1 10 -12 -12 0 Example 7 1 -1 -2 5 1 -2 -1 6 1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1 10 -12 -12 0 Example 7 1 -1 -2 5 1 -2 -1 6 1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1 10 -12 -12 0 10 1 = 10 −12 −2 = 6 −12 −1 = 12 Example 7 1 -1 -2 5 1 -2 -1 6 1 0 0 0 And we choose ... 0 1 0 0 0 0 1 0 0 0 0 1 10 -12 -12 0 10 1 = 10 −12 −2 = 6 −12 −1 = 12 Example 7 ∼ 1 1 1 0 0 0 10 -1 -2 5 -2 -1 6 0 0 0 1 0 0 0 1 0 0 0 1 -12 -12 0 Example 7 1 1 0 0 0 10 -1 -2 -2 -1 5 6 1 1 1 1 2 ∼ -2 -1 5 6 0 0 0 1 0 0 0 1 0 0 0 1 0 − 12 0 0 0 0 1 0 0 0 0 1 -12 -12 0 10 6 -12 ∼ 1 1 0 0 0 0 Example 7 1 1 1 0 0 0 10 -1 -2 -2 -1 5 6 1 1 1 1 2 ∼ -2 -1 5 6 1 0 2 1 1 2 ∼ −3 0 2 2 0 0 0 0 1 0 0 0 1 0 0 0 1 0 − 12 0 0 0 0 1 0 0 0 0 1 -12 -12 0 10 6 -12 0 0 1 0 0 0 0 1 1 0 0 0 1 0 0 0 1 2 − 12 − 12 3 0 4 6 -6 -36 Example 7 1 1 1 0 0 0 10 -1 -2 -2 -1 5 6 1 1 1 1 2 ∼ -2 -1 5 6 1 0 2 1 1 2 ∼ −3 0 2 2 0 0 0 0 1 0 0 0 1 0 0 0 1 0 − 12 0 0 0 0 1 0 0 0 0 1 -12 -12 0 10 6 -12 0 0 1 0 0 0 0 1 1 0 0 0 1 0 0 0 1 2 − 12 − 12 3 0 4 6 -6 -36 It would be too easy if we were done. What’s next? Example 7 1 2 1 2 3 − 2 2 0 1 0 0 1 0 0 0 1 2 − 12 − 12 3 0 0 1 0 0 0 0 1 4 6 -6 -36 Example 7 1 2 1 2 3 − 2 2 0 1 0 0 1 0 0 0 1 2 − 12 − 12 3 4 0 0 1 0 0 0 0 1 4 6 -6 -36 1 2 6 1 2 =8 = 12 −6 − 32 =4 Example 7 1 2 1 2 3 − 2 2 0 1 0 0 1 0 0 0 1 2 − 12 − 12 3 4 0 0 1 0 So, our pivot element is ... 0 0 0 1 4 6 -6 -36 1 2 6 1 2 =8 = 12 −6 − 32 =4 Example 7 ∼ 1 2 1 2 0 1 1 0 1 2 − 12 0 0 0 0 − 32 0 0 − 12 1 0 2 0 0 3 0 1 4 6 -6 -36 Example 7 1 2 1 2 0 1 1 0 1 2 − 12 0 0 0 0 − 32 0 0 − 12 1 0 2 0 0 3 0 1 0 0 − 23 0 0 0 0 1 1 2 1 2 ∼ 1 2 ∼ 0 1 0 0 1 0 0 0 1 2 − 12 1 3 3 4 6 -6 -36 4 6 4 -36 Example 7 1 2 1 2 0 1 1 0 1 2 − 12 0 0 0 0 − 32 0 0 − 12 1 0 2 0 0 3 0 1 0 0 − 23 0 0 0 0 1 -36 0 0 0 1 2 4 4 -44 1 2 1 2 ∼ 1 2 0 0 ∼ 1 0 0 1 0 0 0 1 0 0 1 0 0 0 1 0 0 0 1 2 − 12 1 3 3 1 3 − 23 1 3 7 3 1 3 1 3 − 32 4 3 4 6 -6 -36 4 6 4 Example 7 Are we done? Example 7 Are we done? 0 0 1 0 Solution? 0 1 0 0 1 0 0 0 1 3 − 23 1 3 7 3 1 3 1 3 − 23 4 3 0 0 0 1 2 4 4 -44 Example 7 Are we done? 0 0 1 0 0 1 0 0 1 0 0 0 1 3 − 23 1 3 7 3 1 3 1 3 − 23 4 3 0 0 0 1 2 4 4 -44 Solution? The maximum value M = −44 occurs at (4, 4). Example 7 Are we done? 0 0 1 0 0 1 0 0 1 0 0 0 1 3 − 23 1 3 7 3 1 3 1 3 − 23 4 3 0 0 0 1 2 4 4 -44 Solution? The maximum value M = −44 occurs at (4, 4). Is this our answer? Example 7 Are we done? 0 0 1 0 0 1 0 0 1 0 0 0 1 3 − 23 1 3 7 3 1 3 1 3 − 23 4 3 0 0 0 1 2 4 4 -44 Solution? The maximum value M = −44 occurs at (4, 4). Is this our answer? The minimum value m = 44 occurs at (4, 4). Example 8 Example Minimize 10x + 15y subject to the constraints x + y ≥ 17 5x + 8y ≥ 42 x ≥ 0, y ≥ 0 Example 8 Example Minimize 10x + 15y subject to the constraints x + y ≥ 17 5x + 8y ≥ 42 x ≥ 0, y ≥ 0 The system we need to solve is Example 8 Example Minimize 10x + 15y subject to the constraints x + y ≥ 17 5x + 8y ≥ 42 x ≥ 0, y ≥ 0 The system we need to solve is −x − y + u = −17 −5x − 8y + v = −42 10x + 15y + M = 0 x ≥ 0, y ≥ 0 Example 8 Our initial tableau is -1 -5 10 -1 -8 15 1 0 0 0 1 0 0 0 1 -17 -42 0 Example 8 Our initial tableau is -1 -5 10 Where do we start? -1 -1 1 -5 -8 0 10 15 0 0 1 0 -1 -8 15 0 0 1 1 0 0 -17 -42 0 0 1 0 0 0 1 -17 -42 0 Example 8 Our initial tableau is -1 -5 10 Where do we start? -1 -1 1 -5 -8 0 10 15 0 0 1 0 -1 -8 15 0 0 1 1 0 0 -17 -42 0 0 1 0 0 0 1 -17 -42 0 −17 −1 −42 −5 = 17 = 42 5 Example 8 ∼ -1 -1 1 0 0 -17 -5 10 -8 15 0 0 1 0 0 1 -42 0 Example 8 -1 1 0 0 -17 -8 0 1 -5 10 15 0 0 -1 -1 1 0 8 1 ∼ 1 0 − 5 5 10 15 0 0 0 1 -42 0 -17 42 ∼ -1 0 0 1 5 0 Example 8 -1 -1 -8 -5 10 15 -1 -1 1 8 ∼ 1 0 5 10 15 0 0 53 1 ∼ 1 58 0 0 -1 0 1 0 0 -17 0 0 1 0 0 1 0 − 15 0 0 0 1 -42 0 -17 42 − 15 − 15 2 0 0 1 5 0 − 43 5 42 5 84 Example 8 -1 -1 -8 -5 10 15 -1 -1 1 8 ∼ 1 0 5 10 15 0 0 53 1 ∼ 1 58 0 0 -1 0 Done? 1 0 0 -17 0 0 1 0 0 1 0 − 15 0 0 0 1 -42 0 -17 42 − 15 − 15 2 0 0 1 5 0 − 43 5 42 5 84 Example 8 0 1 0 3 5 8 5 -1 1 0 0 − 51 − 51 2 0 0 1 − 43 5 42 5 84 Example 8 0 1 0 3 5 8 5 -1 1 0 0 − 51 − 51 2 0 0 1 − 43 5 42 5 84 − 43 5 − 15 42 5 − 15 = 43 = −42 Example 8 0 1 0 3 5 8 5 -1 1 0 0 − 51 − 51 2 0 0 1 − 43 5 42 5 84 So, our next pivot element is ... − 43 5 − 15 42 5 − 15 = 43 = −42 Example 8 0 1 0 ∼ 3 5 8 5 -1 1 0 0 − 51 − 51 2 0 0 1 − 43 5 42 5 -84 Example 8 0 1 0 0 ∼ 1 0 ∼ 3 5 8 5 − 51 − 51 1 0 0 -1 -3 8 5 -1 2 -5 -1 0 1 − 15 2 0 0 1 0 0 1 − 43 5 42 5 -84 43 42 5 -84 Example 8 0 1 0 3 5 8 5 -1 1 0 0 − 51 − 51 2 0 0 1 − 43 5 42 5 -84 0 -3 -5 1 0 43 ∼ 1 85 -1 − 15 0 42 5 0 -1 0 2 1 -84 0 -3 -5 1 0 43 17 ∼ 1 1 -1 0 0 0 5 10 0 1 -170 Example 8 0 1 0 3 5 8 5 -1 1 0 0 − 51 − 51 2 0 0 1 − 43 5 42 5 -84 0 -3 -5 1 0 43 ∼ 1 85 -1 − 15 0 42 5 0 -1 0 2 1 -84 0 -3 -5 1 0 43 17 ∼ 1 1 -1 0 0 0 5 10 0 1 -170 And ... Example 8 0 1 0 -3 1 5 -5 -1 10 1 0 0 0 0 1 43 17 -170 Example 8 0 1 0 -3 1 5 -5 -1 10 1 0 0 0 0 1 43 17 -170 So, we have a maximum of m = −170 at the point (17, 0). Example 8 0 1 0 -3 1 5 -5 -1 10 1 0 0 0 0 1 43 17 -170 So, we have a maximum of m = −170 at the point (17, 0). The minimum of m = 170 occurs at (17, 0). Example 9 Example Minimize 3x + 4y subject to the constraints 2x + y ≥ 10 x + 2y ≥ 14 x ≥ 0, y ≥ 0 Example 9 Example Minimize 3x + 4y subject to the constraints 2x + y ≥ 10 x + 2y ≥ 14 x ≥ 0, y ≥ 0 After rewriting, we have −2x − y + u = −10 −x − 2y + v = −14 3x + 4y + M = 0 x ≥ 0, y ≥ 0 Example 9 The initial tableau is Example 9 The initial tableau is -2 -1 3 -1 -2 4 1 0 0 0 1 0 0 0 1 -10 -14 0 Example 9 The initial tableau is -2 -1 3 -1 -2 4 1 0 0 Which column do we want to use? 0 1 0 0 0 1 -10 -14 0 Example 9 The initial tableau is -2 -1 3 -1 -2 4 1 0 0 Which column do we want to use? -2 -1 1 0 0 -10 -1 -2 0 1 0 -14 3 4 0 0 1 0 0 1 0 0 0 1 -10 -14 0 Example 9 The initial tableau is -2 -1 3 -1 -2 4 1 0 0 Which column do we want to use? -2 -1 1 0 0 -10 -1 -2 0 1 0 -14 3 4 0 0 1 0 0 1 0 0 0 1 -10 -14 0 −10 −1 −14 −2 = 10 =7 Example 9 So, our pivot element is ... Example 9 So, our pivot element is ... ∼ -2 -1 1 0 0 -10 -1 3 -2 4 0 0 1 0 0 1 -14 0 Example 9 So, our pivot element is ... -1 1 0 0 -10 -1 -2 0 1 3 4 0 0 -2 -1 1 0 1 ∼ 1 0 − 12 2 3 4 0 0 0 1 -14 0 -10 7 0 ∼ -2 0 0 1 Example 9 So, our pivot element is ... -2 -1 1 0 0 -1 -2 3 4 -2 -1 1 ∼ 1 2 3 4 3 −2 0 1 1 ∼ 2 1 0 0 0 1 0 0 1 1 0 0 0 − 12 0 1 0 0 − 12 − 12 2 -10 -14 0 0 -10 0 7 1 0 0 -3 7 0 1 -28 Example 9 So, our pivot element is ... Done? -2 -1 1 0 0 -1 -2 3 4 -2 -1 1 ∼ 1 2 3 4 3 −2 0 1 1 ∼ 2 1 0 0 0 1 0 0 1 1 0 0 0 − 12 0 1 0 0 − 12 − 12 2 -10 -14 0 0 -10 0 7 1 0 0 -3 7 0 1 -28 Example 9 So, our pivot element is ... -2 -1 1 0 0 -1 -2 3 4 -2 -1 1 ∼ 1 2 3 4 3 −2 0 1 1 ∼ 2 1 0 0 0 1 0 0 1 Done? Which column? 1 0 0 0 − 12 0 1 0 0 − 12 − 12 2 -10 -14 0 0 -10 0 7 1 0 0 -3 7 0 1 -28 Example 9 − 23 1 2 1 0 1 0 1 0 0 − 12 − 12 2 0 0 1 -3 7 -28 Example 9 − 23 1 2 1 0 1 0 1 0 0 − 12 − 12 2 0 0 1 -3 7 -28 −3 − 32 7 1 2 =2 = 14 Example 9 − 23 1 2 1 0 1 0 1 0 0 − 12 − 12 2 0 0 1 So, our pivot element is ... 3 0 −2 1 1 2 1 0 -3 7 -28 −3 − 32 7 1 2 1 − 12 0 0 0 − 12 2 0 1 =2 = 14 -3 7 -28 Example 9 − 32 1 2 1 ∼ 0 1 1 0 0 0 − 12 − 12 2 0 0 1 -3 7 -28 Example 9 − 32 1 2 1 1 ∼ 1 2 1 ∼ 0 1 0 0 1 1 0 0 0 − 23 0 0 − 12 − 12 2 1 3 − 12 2 0 0 1 0 0 1 -3 7 -28 2 7 -28 Example 9 − 32 1 2 1 1 ∼ 1 2 1 1 ∼ 0 0 0 1 1 0 0 0 0 1 0 2 1 3 − 23 0 0 0 1 0 − 12 − 12 − 12 2 − 23 1 3 2 3 1 3 2 3 5 3 0 0 1 0 0 1 0 0 1 -3 7 -28 2 7 -28 2 6 -30 Example 9 − 32 1 2 1 1 ∼ 1 2 1 1 ∼ 0 0 Done? 0 1 1 0 0 0 0 1 0 2 1 3 − 23 0 0 0 1 0 − 12 − 12 − 12 2 − 23 1 3 2 3 1 3 2 3 5 3 0 0 1 0 0 1 0 0 1 -3 7 -28 2 7 -28 2 6 -30 Example 9 1 0 0 0 1 0 − 32 1 3 2 3 1 3 − 23 5 3 0 0 1 2 6 -30 Example 9 1 0 0 0 1 0 − 32 1 3 2 3 1 3 − 23 5 3 0 0 1 2 6 -30 So, we get a maximum of M = −30 at the point (2, 6). Example 9 1 0 0 0 1 0 − 32 1 3 2 3 1 3 − 23 5 3 0 0 1 2 6 -30 So, we get a maximum of M = −30 at the point (2, 6). Is this the answer? Example 9 1 0 0 0 1 0 − 32 1 3 2 3 1 3 − 23 5 3 0 0 1 2 6 -30 So, we get a maximum of M = −30 at the point (2, 6). Is this the answer? The minimum of m = 30 occurs at (2, 6). Example 10 Example Minimize 2x + y + 2z subject to the constraints x + 5y + z ≤ 100 x + 2y + z ≥ 50 2x + 4y + z ≥ 80 x ≥ 0, y ≥ 0, z ≥ 0 Example 10 Example Minimize 2x + y + 2z subject to the constraints x + 5y + z ≤ 100 x + 2y + z ≥ 50 2x + 4y + z ≥ 80 x ≥ 0, y ≥ 0, z ≥ 0 The system of equations we want to work with is x + 5y + z + u = 100 −x − 2y − z + v = −50 −2x − 4y − z + w = −80 2x + y + 2z + M = 0 x ≥ 0, y ≥ 0, z ≥ 0 Example 10 The initial tableau therefore is Example 10 The initial tableau therefore is 1 -1 -2 2 5 -2 -4 1 1 -1 -1 2 1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1 100 -50 -80 0 Example 10 The initial tableau therefore is 1 -1 -2 2 5 -2 -4 1 1 -1 -1 2 Pivot column? Pivot element? 1 5 1 1 0 0 0 -1 -2 -1 0 1 0 0 -2 -4 -1 0 0 1 0 2 1 2 0 0 0 1 1 0 0 0 0 1 0 0 0 0 1 0 100 -50 -80 0 0 0 0 1 100 -50 -80 0 Example 10 The initial tableau therefore is 1 -1 -2 2 5 -2 -4 1 1 -1 -1 2 Pivot column? Pivot element? 1 5 1 1 0 0 0 -1 -2 -1 0 1 0 0 -2 -4 -1 0 0 1 0 2 1 2 0 0 0 1 1 0 0 0 0 1 0 0 0 0 1 0 100 -50 -80 0 0 0 0 1 100 -50 -80 0 100 1 = 100 −50 −1 = 50 −80 −1 = 80 Example 10 ∼ 1 5 1 1 0 0 0 100 -1 -2 2 -2 -4 1 -1 -1 2 0 0 0 1 0 0 0 1 0 0 0 1 -50 -80 0 Example 10 1 5 1 1 0 0 0 100 -1 -2 2 1 1 ∼ -2 2 -2 -4 1 -1 -1 2 0 0 0 1 0 0 0 1 0 0 0 1 5 2 -4 1 1 1 -1 2 0 -1 0 0 0 0 1 0 0 0 0 1 -50 -80 0 100 50 -80 0 ∼ 1 0 0 0 Example 10 1 -1 -2 2 1 1 ∼ -2 2 0 1 ∼ -1 0 5 1 1 0 0 0 100 -2 -4 1 -1 -1 2 0 0 0 1 0 0 0 1 0 0 0 1 5 2 -4 1 1 1 -1 2 1 0 0 0 0 -1 0 0 0 0 1 0 0 0 0 1 0 1 0 0 1 0 0 0 1 -1 -1 2 0 0 1 0 0 0 0 1 -50 -80 0 100 50 -80 0 50 50 -30 -100 3 2 -2 -3 Example 10 Since we are not done, we need to choose a new pivot column and element. Example 10 Since we are not done, we need to choose a new pivot column and element. 0 1 -1 0 3 2 -2 -3 0 1 0 0 1 0 0 0 1 -1 -1 2 0 0 1 0 0 0 0 1 50 50 -30 -100 Example 10 Since we are not done, we need to choose a new pivot column and element. 0 1 -1 0 3 2 -2 -3 0 1 0 0 1 0 0 0 1 -1 -1 2 0 0 1 0 0 0 0 1 50 50 -30 -100 50 1 = 50 50 −1 = −50 −30 −1 = 30 Example 10 Since we are not done, we need to choose a new pivot column and element. 0 1 -1 0 3 2 -2 -3 0 1 0 0 1 0 0 0 1 -1 -1 2 0 0 1 0 So, the pivot element is ... 0 0 0 1 50 50 -30 -100 50 1 = 50 50 −1 = −50 −30 −1 = 30 Example 10 0 1 -1 0 ∼ 3 2 0 1 1 0 1 -1 0 0 0 0 -2 -3 0 0 0 0 -1 2 1 0 0 1 50 50 -30 -100 Example 10 0 1 -1 0 0 1 ∼ 1 0 ∼ 3 2 0 1 1 0 1 -1 0 0 0 0 -2 -3 0 0 0 0 -1 2 1 0 0 1 3 2 2 -3 0 1 0 0 1 0 0 0 1 -1 1 2 0 0 -1 0 0 0 0 1 50 50 -30 -100 50 50 30 -100 Example 10 0 1 -1 0 0 1 ∼ 1 0 -1 2 ∼ 1 -2 3 2 0 1 1 0 1 -1 0 0 0 0 -2 -3 0 0 0 0 -1 2 1 0 0 1 3 2 2 -3 0 1 0 0 1 0 0 0 1 -1 1 2 0 0 -1 0 0 0 0 1 1 -1 -1 2 0 0 0 1 1 4 2 -7 0 1 0 0 1 0 0 0 0 0 1 0 50 50 -30 -100 50 50 30 -100 20 80 30 -160 Example 10 Now that it is in standard form, we need to take care of the bottom row. Example 10 Now that it is in standard form, we need to take care of the bottom row. -1 2 1 -2 1 4 2 -7 0 1 0 0 1 0 0 0 0 0 1 0 1 -1 -1 2 0 0 0 1 20 80 30 -160 Example 10 Now that it is in standard form, we need to take care of the bottom row. -1 2 1 -2 1 4 2 -7 0 1 0 0 1 0 0 0 0 0 1 0 1 -1 -1 2 0 0 0 1 20 80 30 -160 20 1 80 4 30 2 = 20 = 20 = 15 Example 10 Now that it is in standard form, we need to take care of the bottom row. -1 2 1 -2 1 4 2 -7 0 1 0 0 1 0 0 0 0 0 1 0 1 -1 -1 2 So the pivot element is ... 0 0 0 1 20 80 30 -160 20 1 80 4 30 2 = 20 = 20 = 15 Example 10 -1 2 1 -2 ∼ 1 4 2 -7 0 1 0 0 1 0 0 0 0 0 1 0 1 -1 -1 2 0 0 0 1 20 80 30 -160 Example 10 -1 1 2 4 1 2 -2 -7 -1 1 2 4 ∼ 1 1 2 -2 -7 ∼ 0 1 0 0 0 1 0 0 1 0 0 0 1 0 0 0 0 0 1 0 0 0 1 2 0 1 -1 -1 2 0 0 0 1 1 -1 − 12 2 0 0 0 1 20 80 30 -160 20 80 15 -160 Example 10 -1 1 2 4 1 2 -2 -7 -1 1 2 4 ∼ 1 1 2 -2 -7 3 −2 0 0 0 ∼ 1 1 2 3 0 2 0 1 0 0 1 0 0 0 0 1 0 0 1 0 0 0 0 1 0 0 1 0 0 0 20 80 30 -160 0 1 0 20 0 -1 0 80 1 1 15 − 0 2 2 0 2 1 -160 3 − 21 0 5 2 -2 1 0 20 1 1 − 2 0 15 2 7 − 32 1 -55 2 0 0 1 0 1 -1 -1 2 0 0 0 1 Example 10 Still a negative in the bottom row, so ... Example 10 Still a negative in the bottom row, so ... − 32 0 1 2 3 2 0 0 1 0 0 1 0 0 1 0 0 0 − 12 -2 1 2 7 2 3 2 1 − 21 − 23 0 0 0 1 5 20 15 -55 Example 10 Still a negative in the bottom row, so ... − 32 0 1 2 3 2 0 0 1 0 0 1 0 0 1 0 0 0 − 12 -2 1 2 7 2 3 2 1 − 21 − 23 0 0 0 1 5 10 5 32 = 3 20 20 1 = 20 15 151 = −30 − -55 2 Example 10 Still a negative in the bottom row, so ... − 32 0 1 2 3 2 0 0 1 0 0 1 0 0 1 0 0 0 − 12 -2 1 2 7 2 3 2 1 − 21 − 23 0 0 0 1 5 10 5 32 = 3 20 20 1 = 20 15 151 = −30 − -55 2 And so, the (hopefully) last pivot is ... Example 10 − 32 0 1 2 3 2 ∼ 0 0 1 − 21 3 2 0 0 1 0 1 0 0 0 0 0 -2 1 − 21 − 23 0 0 1 1 2 7 2 5 20 15 -55 Example 10 − 32 0 1 2 3 2 -1 0 ∼ 1 2 3 2 ∼ 0 0 1 − 21 3 2 0 0 1 0 1 0 0 0 0 0 -2 1 − 21 − 23 0 0 1 1 1 − 21 − 23 0 0 0 1 0 0 1 0 0 1 0 0 1 2 7 2 2 3 0 0 0 − 13 -2 1 2 7 2 5 20 15 -55 10 3 20 15 -55 Example 10 − 32 0 1 2 3 2 0 0 1 − 21 3 2 0 0 1 0 1 0 0 0 0 0 -2 1 − 21 − 23 0 0 1 1 1 − 21 − 23 0 0 0 1 1 0 0 0 0 0 0 1 -1 0 ∼ 1 0 0 1 0 0 1 0 0 0 0 1 0 0 1 0 0 2 3 2 -1 1 ∼ 0 0 1 2 7 2 2 3 − 13 -2 0 0 0 1 2 7 2 2 3 − 32 1 3 1 − 13 − 53 1 3 0 5 20 15 -55 10 3 20 15 -55 10 3 50 3 50 3 -50 Example 10 We took care of the last column and bottom row, so we have completed all of the required pivots. Example 10 We took care of the last column and bottom row, so we have completed all of the required pivots. -1 1 0 0 0 0 1 0 0 1 0 0 2 3 − 32 − 13 − 53 1 0 1 3 1 3 1 0 0 0 0 0 0 1 10 3 50 3 50 3 -50 Example 10 We took care of the last column and bottom row, so we have completed all of the required pivots. -1 1 0 0 0 0 1 0 0 1 0 0 2 3 − 32 − 13 − 53 1 0 1 3 1 3 1 0 0 0 0 0 0 1 10 3 50 3 50 3 -50 50 The table gives a maximum value of M = −50 at the point (0, 50 3 , 3 ). Example 10 We took care of the last column and bottom row, so we have completed all of the required pivots. -1 1 0 0 0 0 1 0 0 1 0 0 2 3 − 32 − 13 − 53 1 0 1 3 1 3 1 0 0 0 0 0 0 1 10 3 50 3 50 3 -50 50 The table gives a maximum value of M = −50 at the point (0, 50 3 , 3 ). Was this a minimization or maximization problem? Example 10 We took care of the last column and bottom row, so we have completed all of the required pivots. -1 1 0 0 0 0 1 0 0 1 0 0 2 3 − 32 − 13 − 53 1 0 1 3 1 3 1 0 0 0 0 0 0 1 10 3 50 3 50 3 -50 50 The table gives a maximum value of M = −50 at the point (0, 50 3 , 3 ). Was this a minimization or maximization problem? 50 The minimum of m = 50 occurs at (0, 50 3 , 3 ). Example 11 Example Maximize 12x + 10y subject to the constraints x + 2y ≥ 24 x + y ≤ 40 x ≥ 0, y ≥ 0 Example 11 Example Maximize 12x + 10y subject to the constraints x + 2y ≥ 24 x + y ≤ 40 x ≥ 0, y ≥ 0 Solution The maximum of m = 480 occurs at (40, 0). Example 12 Example Maximize 4x + 3y subject to the constraints 2x + 3y ≤ 11 x + 2y ≤ 6 x ≥ 0, y ≥ 0 Example 12 Example Maximize 4x + 3y subject to the constraints 2x + 3y ≤ 11 x + 2y ≤ 6 x ≥ 0, y ≥ 0 Solution The maximum M = 22 occurs at ( 11 2 , 0). Example 13 Example Minimize 2x + y + z subject to the constraints 3x − y − 4z ≤ −12 x + 3y + 2z ≥ 10 x−y+z≤8 x ≥ 0, y ≥ 0, z ≥ 0 Example 13 Example Minimize 2x + y + z subject to the constraints 3x − y − 4z ≤ −12 x + 3y + 2z ≥ 10 x−y+z≤8 x ≥ 0, y ≥ 0, z ≥ 0 Solution The minimum of m = 21 5 occurs at (0, 58 , 13 5 ).
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