Minimize z=4x1+x2

Subject to 3x1+x2=3

4x1+3x2 ≥6

4x1+2x2≤4

x1,x2≥0

Using x3 as a surplus in the second constraint and X4 as a slack in the third constraint, the
equation form of the problem is given as: minimize z=4x1+x2

3x1+x2 =3

4x1+3x2 -x3 =6

x1+2x2 + x4 =4

X1,x2,x3,x4≥0 The third equation has its slack variable, X4, but the first and second equations do not.
Thus, we add the artificial variables RI and Rz in the first two equations and penalize them in the
objective function with M R1+ M R2 (because we are minimizing).

The resulting LP is given as minimize

z=4x1+x2+MR1+MR2

subject to

3x1+x2 +R1 =3

4x1+3x2-x3 +R2=6

x1+2x2 +x4 =4

x1, x2, x3, x4, R1, R2 ≥ 0

The associated starting basic solution is now given by (R1, R2, x4) = (3,6,4).

M must assume a numeric value, M must be sufficiently large relative to the original objective
coefficients so it will act as a penalty that forces the artificial variables to zero level in the
optimal solution. Using M = 100, the starting simplex tableau is given as
 First: objective function written as Minimize

z-4x1-x2-0x3-100R1-100R2

the simplex table as:

basic X1 X2 X3 R1 R2 X4 SOLUTION
Z -4 -1 0 -100 -100 0 0
R1 3 1 0 1 0 0 3
R2 4 3 -1 0 1 0 6
X4 1 2 0 0 0 1 4

Before proceeding with the simplex method computations, we need to make the z-row
consistent with the rest of the tableau. in the tableau, X1=X2=X3= 0, which yields the starting
basic solution Rl =3, R2=6 , and X4 = 4. This solution yields z = 100 x 3 + 100 x 6 = 900 (instead of
0, as the right-hand side of the z-row currently shows). This inconsistency stems from the fact
that R1 and R2 have nonzero coefficients (-100, -100) in the z-row (compare with the all-slack
starting solution in example, where the z-row coefficients of the slacks are zero). We can
eliminate this inconsistency by substituting out Rj and R2 in the z-row using the appropriate
constraint equations. In particular, notice the highlighted elements (= 1) in the R1-row and the
Rz-row. Multiplying each of R1-row and R2-row by 100 and adding the sum to the z-row will
substitute out R1 and R2 in the objective row-that is,

New z-row = Old z-row + (100 X R1-row + 100 x R2-row)

inter
basic X1 X2 X3 R1 R2 X4 SOLUTION
Z 696 399 -100 0 0 0 900
pivot
leave R1 3 1 0 1 0 0 3 row
R2 4 3 -1 0 1 0 6
X4 1 2 0 0 0 1 4

pivot colum
 Because we are minimizing the objective function, the variable x1 having the most positive
coefficient in the z-row (= 696) enters the solution To determine leave variable we compute
ratio of solution on coefficient of pivot column and choose minimize ratio.

inter variable
basic X1 SOLUTION ratio
R1 3 3 X1=3/3=1 minimize
R2 4 6 X1=6/4=1.5
X4 1 4 X1=4/1=4
* inter X1 variable and leave R1 variable

the new tableau :

Replace Sl in the Basic column with XI

1. New xl-row = Current R1-row ÷ 3

2. new z-row=current z-row-(696)*new x1-row

3.new R2-row =current R2-row –(4)*new x1-row

4-new x4-row=current x4-row –(1)*new x1- row

inter
basic x1 X2 X3 R1 R2 X4 SOLUTION
Z 0 167 -100 -232 0 0 204
R1 1 1/3 0 1 /3 0 0 1
pivot
leave R2 0 5 /3 -1 -4 /3 1 0 2 row
X4 0 5/ 3 0 - 1 /3 0 1 3
pivot Colum
 Because we are minimizing the objective function, the variable x2 having the most positive
coefficient in the z-row (=167) enters the solution To determine leave variable we compute ratio of
solution on coefficient of pivot column and choose minimize ratio

inter variable
basic X1 SOLUTION ratio
x1 1/3 1 x2=1/(1/3)=3
R2 5/3 2 x2=2/(5/3)=6/5 minimize
X4 5/3 3 x2=3/(5/3)=9/5
* inter X2 variable and leave R2 variable

The last tableau shows that x2 and R2 are the entering and leaving variables, respectively.
Continuing with the simplex computations, two more iterations are needed to reach the
optimum:

X1=2/5

X2 =9/5

Z =17/5

X2 =9/5 = 1.8 =< 3x1+x2=3

=3x1 +9/5=3

=< x1= 2/5 = 0.4

=< z=4x1+x2

4*2/5 +9/5= 17/5 = 3.4