LINEAR PROGRAMMING

Example 1

Maximise I = x + 0.8y
subject to x + y 1000
2x + y 1500
3x + 2y 2400

y
960

800

640

480

Initial solution:

320

I = 0
at (0, 0)

160

x
0
0

160

320

480

640

800

960

LINEAR PROGRAMMING
Maximise
subject to

Maximise
where
subject to

Example 1

I = x + 0.8y
x + y 1000
2x + y 1500
3x + 2y 2400

I
I - x - 0.8y
x + y + s1
2x + y
+ s2
3x + 2y
+ s3

=
=
=
=

0
1000
1500
2400

SIMPLEX TABLEAU

Initial solution

s1

s2

s3

RHS

-1

-0.8

1000

1500

2400

I = 0, x = 0, y = 0, s1 = 1000, s2 = 1500, s3 = 2400

PIVOT 1

Choosing the pivot column

s1

s2

s3

RHS

-1

-0.8

1000

1500

2400

Most negative number in objective row

PIVOT 1

Choosing the pivot element

s1

s2

s3

RHS

-1

-0.8

1000 1000/1

1500 1500/2

2400 2400/3

Ratio test: Min. of 3 ratios gives 2 as pivot element

PIVOT 1

Making the pivot

s1

s2

s3

RHS

-1

-0.8

1000

0.5

0.5

750

2400

Divide through the pivot row by the pivot element

PIVOT 1

Making the pivot

s1

s2

s3

RHS

-0.3

0.5

750

1000

0.5

0.5

750

2400

Objective row + pivot row

PIVOT 1

Making the pivot

s1

s2

s3

RHS

-0.3

0.5

750

0.5

-0.5

250

0.5

0.5

750

2400

First constraint row - pivot row

PIVOT 1

Making the pivot

s1

s2

s3

RHS

-0.3

0.5

750

0.5

-0.5

250

0.5

0.5

750

0.5

-1.5

150

Third constraint row 3 x pivot row

PIVOT 1

New solution

s1

s2

s3

RHS

-0.3

0.5

750

0.5

-0.5

250

0.5

0.5

750

0.5

-1.5

150

I = 750, x = 750, y = 0, s1 = 250, s2 = 0, s3 = 150

LINEAR PROGRAMMING

Example

Maximise I = x + 0.8y
subject to x + y 1000
2x + y 1500
3x + 2y 2400

y
960

800

640

480

Solution after
pivot 1:

320

I = 750

160

x
0
0

160

320

480

640

800

960

at (750, 0)

PIVOT 2

Choosing the pivot column

s1

s2

s3

RHS

-0.3

0.5

750

0.5

-0.5

250

0.5

0.5

750

0.5

-1.5

150

Most negative number in objective row

PIVOT 2

Choosing the pivot element

s1

s2

s3

RHS

-0.3

0.5

750

0.5

-0.5

250 250/0.5

0.5

0.5

750 750/0.5

0.5

-1.5

150 150/0.5

Ratio test: Min. of 3 ratios gives 0.5 as pivot element

PIVOT 2

Making the pivot

s1

s2

s3

RHS

-0.3

0.5

750

0.5

-0.5

250

0.5

0.5

750

-3

300

Divide through the pivot row by the pivot element

PIVOT 2

Making the pivot

s1

s2

s3

RHS

-0.4

0.6

840

0.5

-0.5

250

0.5

0.5

750

-3

300

Objective row + 0.3 x pivot row

PIVOT 2

Making the pivot

s1

s2

s3

RHS

-0.4

0.6

840

-1

100

0.5

0.5

750

-3

300

First constraint row 0.5 x pivot row

PIVOT 2

Making the pivot

s1

s2

s3

RHS

-0.4

0.6

840

-1

100

-1

600

-3

300

Second constraint row 0.5 x pivot row

PIVOT 2

New solution

s1

s2

s3

RHS

-0.4

0.6

840

-1

100

-1

600

-3

300

I = 840, x = 600, y = 300, s1 = 100, s2 = 0, s3 = 0

LINEAR PROGRAMMING

Example

Maximise I = x + 0.8y
subject to x + y 1000
2x + y 1500
3x + 2y 2400

y
960

800

640

480

Solution after
pivot 2:

320

I = 840

160

x
0
0

160

320

480

640

800

960

at (600, 300)

PIVOT 3

Choosing the pivot column

s1

s2

s3

RHS

-0.4

0.6

840

-1

100

-1

600

-3

300

Most negative number in objective row

PIVOT 3

Choosing the pivot element

s1

s2

s3

RHS

-0.4

0.6

840

-1

100

100/1

-1

600

600/2

-3

300

Ratio test: Min. of 2 ratios gives 1 as pivot element

PIVOT 3

Making the pivot

s1

s2

s3

RHS

-0.4

0.6

840

-1

100

-1

600

-3

300

Divide through the pivot row by the pivot element

PIVOT 3

Making the pivot

s1

s2

s3

RHS

0.4

0.2

880

-1

100

-1

600

-3

300

Objective row + 0.4 x pivot row

PIVOT 3

Making the pivot

s1

s2

s3

RHS

0.4

0.2

880

-1

100

-2

400

-3

300

Second constraint row 2 x pivot row

PIVOT 3

Making the pivot

s1

s2

s3

RHS

0.4

0.2

880

-1

100

-2

400

-1

600

Third constraint row + 3 x pivot row

PIVOT 3

Optimal solution

s1

s2

s3

RHS

0.4

0.2

880

-1

100

-2

400

-1

600

I = 880, x = 400, y = 600, s1 = 0, s2 = 100, s3 = 0

LINEAR PROGRAMMING

Example

Maximise I = x + 0.8y
subject to x + y 1000
2x + y 1500
3x + 2y 2400

y
960

800

640

Optimal solution
after pivot 3:

480

320

I = 880

160

x
0
0

160

320

480

640

800

960

at (400, 600)