Finite Mathematics Chapter 6 Name ________________________________ Date ______________ Class ____________ Section 6-1 The Table Method: An Introduction to the Simplex Method Goal: To solve problems using the simplex method Procedure: Simplex method to solve linear programming problems Step 1: Find the feasible region by graphing. Step 2: Find all intersection points, whether the points are in the feasible region or not. Step 3: Using slack variables, convert the system into a system of equations. Step 4: Fill in a table giving the basic solutions and intersection points (from step 2) and stating whether the point is in the feasible region. Step 5: Find the maximum value of P for point in the feasible region. 1. Consider the following linear programming problem: Maximize: P = 12 x1 + 10 x2 subject to: 10 x1 + 6 x2 £ 30 x1 + x2 £ 4 x1 ³ 0, x2 ³ 0 a) Is the linear programming problem in standard form? Yes, both values on the right side of the equations are positive, and both x values have nonnegative constraints. b) Find the feasible region by graphing. The feasible region is shaded above. 6-1 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 c) Find all intersection points of lines in the graph, and state whether the points are in the feasible region. Based on the graph in part b, the points of intersection are (0, 0), (0, 4), (0, 5), (3, 0), (4, 0), and ( 32 , 52 ). Only (0, 0), (0, 4), (3, 0), and ( 32 , 52 ) are in the feasible region. d) Using slack variables, convert the system of inequalities into a system of equations. = 30 ì 10 x1 + 6 x2 + s1 í + s2 = 4 î x1 + x2 e) Fill in the following table: Basic Solutions x1 0 0 0 3 4 x2 0 4 5 0 0 3 2 5 2 s1 30 6 0 0 –10 0 s2 4 0 –1 1 0 0 Intersection Point (from part c) Is point in Feasible Region? (0, 0) (0, 4) (0, 5) (3, 0) (4, 0) ( 32 , 52 ) Yes Yes No Yes No Yes f) Find the maximum value of P (evaluate P only at points that are in the feasible region). Point of Intersection (0, 0) (0, 4) (3, 0) P = 12 x1 + 10 x2 P = 12(0) + 10(0) = 0 P = 12(0) + 10(4) = 40 P = 12(3) + 10(0) = 36 ( 32 , 52 ) P = 12( 32 ) + 10( 52 ) = 43 Therefore, P has a maximum value of 43 at the point ( 32 , 52 ). 6-2 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 2. Consider the following linear programming problem: Maximize: P = 80 x1 + 30 x2 subject to: x1 + x2 £ 6 3x1 + x2 £ 9 x1 ³ 0, x2 ³ 0 a) Is the linear programming problem in standard form? Yes, both values on the right side of the equations are positive and both x values have nonnegative constraints. b) Find the feasible region by graphing. The feasible region is shaded above. c) Find all intersection points of lines in the graph, and state whether the points are in the feasible region. Based on the graph in part b, the points of intersection are (0, 0), (0, 6), (0, 9), (3, 0), (6, 0), and ( 32 , 92 ). Only (0, 0), (0, 6), (3, 0), and ( 32 , 92 ) are in the feasible region. d) Using slack variables, convert the system of inequalities into a system of equations. =6 ì x1 + x2 + s1 í + s2 = 9 î 3 x1 + x2 6-3 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 e) Fill in the following table: Basic Solutions x1 0 0 0 3 6 x2 0 6 9 0 0 3 2 9 2 s1 6 0 –3 3 0 0 Intersection Point (from part c) Is point in Feasible Region? (0, 0) (0, 6) (0, 9) (3, 0) (6, 0) ( 32 , 92 ) Yes Yes No Yes No Yes s2 9 3 0 0 –9 0 f) Find the maximum value of P (evaluate P only at points that are in the feasible region). Point of Intersection (0, 0) (0, 6) (3, 0) P = 80 x1 + 30 x2 P = 80(0) + 30(0) = 0 P = 80(0) + 30(6) = 180 P = 80(3) + 30(0) = 240 ( 32 , 92 ) P = 80( 32 ) + 30( 92 ) = 255 Therefore, P has a maximum value of 255 at the point ( 32 , 92 ). 6-4 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 Name ________________________________ Date ______________ Class ____________ Section 6-2 The Simplex Method: Maximization with Problem Constraints of the Form ≤ Goal: To solve maximum problems using the simplex method Procedure: Selecting the Pivot Element Step 1 - Locate the most negative indicator in the bottom row of the tableau to the left of the P column (the negative number with the largest absolute value). The column containing this element is the pivot column. Step 2 - Divide each positive element in the pivot column above the line into the corresponding element in the last column. The pivot row is the row corresponding to the smallest quotient obtained. Step 3 - The pivot element is the element in the intersection of the pivot column and the pivot row. (Note that the pivot element is always positive and never appears in the bottom row. Procedure: Performing a Pivot Operation A pivot operation, or pivoting, consists of performing row operations as follows: Step 1 - Multiply the pivot row by the reciprocal of the pivot element to transform the pivot element into a 1. Step 2 - Add multiples of the pivot row to other rows in the tableau to transform all other nonzero elements in the pivot column into 0’s. 1. Consider the following linear programming problem: Maximize: P = 12 x1 + 10 x2 subject to: 10 x1 + 6 x2 £ 30 x1 + x2 £ 4 x1 ³ 0, x2 ³ 0 a. Using slack variables, convert the system of inequalities into a system of equations. b. Write the initial simplex tableau for the linear programming problem. 6-5 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 c. Choose the first Pivot element and “clear” the pivot column using this pivot element. d. Is there another pivot element? If so, continue until there are no more pivot elements. e. State the solution to the linear programming problem in sentence form. Solution: a. = 30 ì 10 x1 + 6 x2 + s1 ï í x1 + x2 + s2 = 4 ï x1 ³ 0, x2 ³ 0 î - 12 x1 - 10 x2 + P = 0 b - d. é 10 6 1 0 0 30ù ê ú 1 0 1 0 4ú ê 1 ê–12 –10 0 0 1 0ú ë û 3 1 0 0 3ù é 1 5 10 ê ú 1 0 1 0 4ú ê 1 ê–12 –10 0 0 1 0ú ú ëê û é1 3 5 ê ê0 2 5 ê ê0 – 14 5 êë - 1 10 1 10 6 5 é1 3 1 5 10 ê ê0 1 - 14 ê 6 ê0 – 14 5 5 êë é1 0 - 1 10 ê ê0 1 - 1 4 ê 1 ê0 0 2 ëê e. 3ù ú 1 0 1ú ú 0 1 36ú ú û 0 0 3ù ú 5 0 5ú 2 2ú 0 1 36ú ú û 0 0 - 3 5 5 2 7 0 0 3ù 2ú 5ú 2ú 1 43ú ú û The function P has a maximum value of 430 at the point ( 32 , 52 ). 6-6 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 2. Consider the following linear programming problem: Maximize: P = 80 x1 + 30 x2 subject to: x1 + x2 £ 6 3x1 + x2 £ 9 x1 ³ 0, x2 ³ 0 a. Using slack variables, convert the system of inequalities into a system of equations. b. Write the initial simplex tableau for the linear programming problem. c. Choose the first Pivot element and “clear” the pivot column using this pivot element. d. Is there another pivot element? If so, continue until there are no more pivot elements. e. State the solution to the linear programming problem in sentence form. Solution: a. =6 ì x1 + x2 + s1 ï í 3 x1 + x2 + s2 = 9 ï x ³ 0, x ³ 0 î 1 2 - 80 x1 - 30 x2 + P = 0 b - d. é 1 1 1 0 0 6ù ê ú 1 0 1 0 9ú ê 3 ê–80 –30 0 0 1 0ú ë û é 1 1 1 0 0 6ù ê ú 1 0 1 0 3 ê 1 ú 3 3 ê ú êë–80 –30 0 0 1 0ú û 6-7 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 é0 2 1 - 1 0 3ù 3 3 ê ú ê1 1 0 1 0 3ú 3 3 ê ú ê0 – 10 0 80 1 240 ú 3 3 êë ú û é0 9ù 1 32 - 12 0 2ú ê ê1 1 0 1 0 3ú 3 3 ê ú ê0 – 10 0 80 1 240ú 3 3 ú ëê û 3 - 1 0 9ù é0 1 2 2 2ú ê 3ú 1 0 ê1 0 - 1 2 2 2 ê ú 5 25 1 255ú ê0 0 ë û e. The function P has a maximum value of 255 at the point ( 32 , 92 ). For problems 3 and 4, construct a mathematical model in the form of a linear programming problem. Then solve the problem using the simplex method. 3. A dietician needs to plan a diet for a patient using two different food combinations to meet the patient’s needs. Each container of Food A contains 2 units of Additive #1 and 2 units of Additive #2. Each container of Food B contains 2 units of Additive #1 and 4 units of Additive #2. The patient needs at most 10 units of Additive #1 and at most 12 units of Additive #2. If each container of Food A has 12 units of calcium and Food B has 8 units of calcium, how many containers of each food should be used to maximize the amount of calcium? Let x1 represent Food A and x2 represent Food B. Based on the above information, ì 2 x1 + 2 x2 £ 10 ï we will try to maximize P = 12 x1 + 8x2 subject to í 2 x1 + 4 x2 £ 12. ï x ,x ³ 0 î 1 2 Adding the slack variables, we will have the following equations: = 10 ì 2 x1 + 2 x2 + s1 ï í 2 x1 + 4 x2 + s2 = 12 ï x1 ³ 0, x2 ³ 0 î 6-8 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 - 12 x1 - 8x2 + P = 0 Solving the initial simplex tableau: é 2 2 1 0 0 10ù ê ú ê 2 4 0 1 0 12ú ê–12 –8 0 0 1 0ú ë û 1 é1 1 2 ê 1 ê0 1 2 ê 6 êë0 4 5ù ú 1 0 ú 1 2 ú 0 1 60 ú û 0 0 The bottom row has all positive values, therefore the solution is a maximum of 60 units of calcium when 5 containers of Food A are used and 1 container of Food B is used. 4. Pharmer Phil has 640 acres to plant in corn and soybeans. Each acre of corn requires 45 labor-hours and each acre costs $100 in seed and fertilizer. Each acre of soybeans requires 60 labor hours and each acre costs $80 in seed and fertilizer. Phil estimates that he has 36,000 hours of labor and $60,000 capital to spend. Pharmer Phil estimates that each acre planted in corn will yield a profit of $120 and each acre planted in soybeans will yield a profit of $100. Under these conditions, how many acres of corn and how many acres of soybeans should Pharmer Phil plant to maximize his profit? Let x1 represent acres of corn and x2 represent acres of soybeans. Based on the above x1 + x2 £ 640 ì ï 45 x + 60 x £ 36, 000 ï 1 2 . information, we will try to maximize P = 120 x1 + 100 x2 subject to í ï 100 x1 + 80 x2 £ 60, 000 ïî x1, x2 ³ 0 6-9 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 Adding the slack variables, we will have the following equations: x1 + x2 + s1 = 640 ì ï 45 x + 60 x + s = 36, 000 ï 1 2 2 í + s3 = 60, 000 ï 100 x1 + 80 x2 ïî x1, x2 ³ 0 Solving the initial simplex tableau: 1 1 é ê 45 60 ê ê 100 80 ê ëê–120 –100 640ù 0 1 0 0 36, 000ú ú 0 0 1 0 60, 000ú ú 0 0 0 1 0û ú 1 0 0 0 1 1 é1 ê0 15 - 45 ê ê0 - 20 - 100 ê êë0 20 120 1 é1 1 ê0 15 - 45 ê ê0 1 5 ê êë0 20 120 é1 ê ê0 ê ê0 ê êë0 640ù 1 0 0 7200ú ú 0 1 0 - 4000 ú ú 0 0 1 76,800ú û 0 0 0 640ù 1 0 0 7200ú ú 1 0 - 20 0 200ú ú 0 0 1 76,800ú û 0 0 0 440ù ú 0 - 120 1 0 4200ú ú 1 5 0 0 200ú ú 0 20 0 1 1 72,800 ú û 0 -4 0 1 20 3 4 1 20 0 Therefore the solution is a maximum profit of $72,800 when 440 acres of corn is planted and 200 acres of soybeans. 6-10 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 Name ________________________________ Date ______________ Class ____________ Section 6-3 The Dual Problems: Minimization with Problem Constraints of the Form ≥ Goal: To solve minimization problems that are in the form of a dual problem Formation of the Dual Problem: Given a minimization problem with > problem constraints, Step 1. Use the coefficients and constants in the problem constraints and the objective function to form a matrix A with coefficients of the objective function in the last row. Step 2. Interchange the rows and columns of matrix A to form the matrix AT, the transpose of A. Step 3. Use the rows of AT to form a maximization problem with < problem constraints. In Problems 1–6 , find the transpose of each matrix. é4 ù ê7 ú ê ú 1. ê2 ú ê ú ê1 ú êë8 úû 2. [4 2 1 7 3] AT = [4 7 2 1 8] é4ù ê2ú ê ú AT = ê1 ú ê ú ê7 ú êë3 úû 6-11 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 é2 5 ù 3. ê7 1 ú ê ú êë3 4 úû é2 7 3 ù AT = ê ú ë5 1 4û é3 1 7 ù 4. ê ú ë5 8 2û é3 5 ù A = ê1 8 ú ê ú êë7 2úû é1 2 ù ê3 4 ú ê ú 5. ê5 6 ú ê ú ê7 8 ú êë9 10úû é1 3 5 7 9 ù AT = ê ú ë2 4 6 8 10û é 1 5 7 9 11ù 6. ê 2 4 6 8 10ú ê ú ëê13 23 14 12 3 ú û T é1 ê5 ê AT = ê7 ê ê9 êë11 13 ù 4 23ú ú 6 14 ú ú 8 12 ú 10 3 ú û 2 6-12 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 In problems 7–10: a) Form the matrix A, using the coefficients and constants in the problem constraints and objective function. b) Find the dimensions of A, then find the dimensions of AT. c) Find AT. d) State the dual problem. e) Use the simplex method to solve the dual problem. f) Read the solution of the minimization problem from the bottom row of the final simplex tableau. 7. Minimize: C = 5x1 + 6 x2 subject to: 8 x1 + 4 x2 ³ 16 x1 ³ 0 x2 ³ 0 a. b. c. d. é8 4 16ù A=ê ú ë5 6 1 û The matrix A is a 2 ´ 3 and the transpose is a 3 ´ 2. é8 5 ù T A = ê4 6ú ê ú êë16 1 ú û Based on the above matrix, we want to maximize P = 16 y1 subject to 8 y1 £ 5 4 y1 £ 6 y1 ³ 0 e. f. é 8 1 ê ê 4 0 ê–16 0 ë 0 0 5ù ú 1 0 6ú ® 0 1 0ú û 1 é1 8 ê 1 ê0 2 ê 2 ê0 ë 0 0 1 0 0 é 1 ê ê 4 ê–16 êë 1 8 0 0 0 0 85 ù ú 1 0 6ú ® 0 1 0ú ú û 5ù 8ú 9ú 2 ú 1 10ú û The function has a minimum value of 10 at the point (2, 0). 6-13 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 8. Minimize: C = 20 x1 + 40 x2 subject to: 2 x1 - x2 ³ 5 x1 + x2 ³ 7 x1, x2 ³ 0 a. é2 - 1 5 ù A = ê1 1 7ú ê ú êë20 40 1 ú û b. The matrix A is a 3 ´ 3 and the transpose is a 3 ´ 3. c. é 2 1 20ù A = ê- 1 1 40ú ê ú êë 5 7 1 ú û d. Based on the above matrix, we want to maximize P = 5 y1 + 7 y2 T subject to: 2 y1 + y2 £ 20 - y1 + y2 £ 40 y1, y2 ³ 0 e. é 2 1 1 0 0 20ù ê ú ê - 1 1 0 1 0 40ú ê–5 –7 0 0 1 0ú ë û é 2 1 1 0 0 20ù ê ú ê- 3 0 - 1 1 0 20ú ê 9 0 7 0 1 140ú ë û f. The function has a minimum value of 140 at the point (7, 0). 6-14 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 9. Minimize: C = 130 x1 + 120 x2 subject to: 1 x1 - x2 ³ 2 2 x1 + x2 ³ 7 x1, x2 ³ 0 a. é1 - 1 2ù ê2 ú A = ê1 1 7ú ê130 120 1 ú êë ú û b. The matrix A is a 3 ´ 3 and the transpose is a 3 ´ 3. c. é 1 1 130ù ê2 ú T A = ê- 1 1 120ú ê2 7 1 ú ú ëê û d. Based on the above matrix, we want to maximize P = 2 y1 + 7 y2 subject to: 1 y +y 2 2 1 £ 130 - y1 + y2 £ 120 y1, y2 ³ 0 e. f. é 1 1 1 0 0 130ù ê 2 ú ê - 1 1 0 1 0 120ú ® ê–2 –7 0 0 1 0ú êë ú û é ê êê ê êë é1 1 1 0 0 130ù ê2 ú 20 ú ® ê1 0 2 - 2 0 3 3 3ú ê ê3 0 7 0 1 910ú ú ëê 2 û 1 0 380 ù é0 1 2 3 3 3 ú ê 20 2 2 ê1 0 ú - 3 0 3 3 ê ú 1 1 900ú ê0 0 6 ë û 1 2 3 2 3 2 1 0 0 130ù ú 0 - 1 1 0 - 10 ú ú 0 7 0 1 910ú ú û 1 The function has a minimum value of 900 at the point (6, 1). 6-15 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 For problem 10, construct a mathematical model in the form of a linear programming problem. Then solve the problem by applying the simplex method to the dual problem. 10. A dietician needs to plan a diet for a patient using two different food combinations to meet the patient’s needs. Each container of Food A contains 4 units of Additive #1 and 2 units of Additive #2. Each container of Food B contains 2 units of Additive #1 and 4 units of Additive #2. The patient needs at least 10 units of Additive #1 and at least 12 units of Additive #2. How many containers of each food should the dietician use to meet the patients needs and minimize the cost if one container of Food A costs $6 and each container of Food B costs $10. Let x1 represent Food A and x2 represent Food B. Based on the above information, ì 4 x1 + 2 x2 ³ 10 ï we will minimize the function P = 6 x1 + 10 x2 subject to í 2 x1 + 4 x2 ³ 12 ï x ,x ³ 0 î 1 2 é4 2 10ù A = ê2 4 12ú ê ú ëê6 10 1 ú û é4 2 6ù A = ê 2 4 10ú ê ú ëê10 12 1 ú û T Based on the above matrix, we want to maximize P = 10 y1 + 12 y2 subject to: 4 y1 + 2 y2 £ 6 2 y1 + 4 y2 £ 10 y1, y2 ³ 0 é 4 2 1 0 0 6ù ê ú 4 0 1 0 10ú ® ê 2 ê–10 –12 0 0 1 0ú ë û é 2 1 1 0 0 3ù 2 ê ú ê- 6 0 - 2 1 0 - 2ú ê14 0 6 0 1 36ú ú ëê û é 2 1 1 0 0 3ù 2 ê ú ê- 6 0 - 2 1 0 - 2ú ê 8 0 4 1 1 34ú êë ú û Therefore, to have a minimum cost of $34, you should use 4 containers of Food A and 1 container of Food B. 6-16 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 Name ________________________________ Date ______________ Class ____________ Section 6-4 Maximization and Minimization with Mixed Problem Constraints Goal: To solve maximum and minimum problems with mixed problem constraints To Form the Modified Problem: Step 1. If any problem constraints have negative constants on the right side, multiply both sides by –1 to obtain a constraint with a nonnegative constant. (If the constraint is an inequality, this will reverse the direction of the inequality.) Step 2. Introduce a slack variable in each < constraint. Step 3. Introduce a surplus variable and an artificial variable in each > constraint. Step 4 Introduce an artificial variable in each = constraint. Step 5. For each artificial variable ai, add –Mai to the objective function. Use the same constant M for all artificial variables. Solving the problem using the Big M method: Step 1. Form the preliminary simplex tableau for the modified problem (see above). Step 2 Use row operations to eliminate the M’s in the bottom row of the preliminary simplex tableau in the columns corresponding to the artificial variables. The resulting tableau is the initial simplex tableau. Step 3 Solve the modified problem by applying the simplex method to the initial simplex tableau found in step 2. Step 4. Relate the optimal solution of the modified problem to the original problem. a) If the modified problem has no optimal solution, the original problem has no optimal solution. b) If all artificial variables are 0 in the optimal solution to the modified problem, delete the artificial variables to find an optimal solution to the original problem. c) If any artificial variables are nonzero in the optimal solution to the modified problem, the original problem has no optimal solution. 6-17 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 For the following linear programming problems: a. Form the modified problem. b. Write the preliminary simplex tableau for the modified problem. c. Find the initial simplex tableau. d. Find the optimal solution of the original problem, if it exists. 1. Maximize: P = 7 x1 + 5x2 subject to: 3x1 + 2 x2 £ 6 x1 + x2 ³ 2 x1, x2 ³ 0 a. Maximize: P = 7 x1 + 5 x2 - Ma1 subject to: 3x1 + 2 x2 + s1 x1 + x2 =6 - s2 + a1 = 2 x1, x2 , s1, s2 , a1 ³ 0 x1 x2 s1 a1 s2 P 1 0 0 0 6ù é 3 2 b. ê 1 1 0 1 - 1 0 2ú ê ú êë–7 –5 0 M 0 1 0ú û 3 2 1 0 0 0 6ù c. é ê 1 1 0 1 -1 0 2ú ê ú êë- M – 7 - M – 5 0 0 M 1 - 2 M ú û d. é 0 - 13 ê ê3 1 ê2 ê1 0 ë2 1 3 1 2 5 2 0ù ú 0 0 0 3ú ú M 0 1 15ú û -1 1 0 Therefore, P has a maximum value of 15 when x1 = 0 and x2 = 3. 6-18 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 2. Minimize: C = x1 + 4 x2 subject to: x1 + x2 £ 6 - x1 + x2 ³ 2 x1, x2 ³ 0 a. Maximize: P = - C = - x1 - 4 x2 - Ma1 subject to: x1 + x2 + s1 - x1 + x2 =6 - s2 + a1 = 2 x1, x2 , s1, s2 , a1 ³ 0 x1 x2 s1 a1 s2 P é 1 1 1 0 0 0 6ù b. ê -1 1 0 1 - 1 0 2ú ê ú êë 1 4 0 M 0 1 0ú û c. é 1 1 1 0 0 0 6ù ê -1 1 0 1 -1 0 2ú ê ú êëM + 1 - M + 4 0 0 M 1 - 2M ú û d. é 2 0 1 - 1 1 0 4ù ê- 1 1 0 1 - 1 0 2ú ê ú êë 5 0 0 M - 4 4 1 - 8ú û Therefore, C = - P = - (- 8) = 8 has a minimum value of 8 when x1 = 0 and x2 = 2. 6-19 Copyright © 2015 Pearson Education, Inc. Finite Mathematics Chapter 6 6-20 Copyright © 2015 Pearson Education, Inc.
© Copyright 2026 Paperzz