Example (LP model)

題目 Minimize Z = 4X1 + X2
Subject to 3X1 + X2 = 3
4X1 + 3X2  6
X1 + 2X2  4
and X1  0 , X2  0
開始從底下作答：
＝＞Minimize Z = 4X1 + X2 + M X 3 +M X 5
Subject to 3X1 + X2 + X 3 = 3
4X1 + 3X2 – X4 + X 5 = 6
X1 + 2X2 + X6 = 4
And X1  0，X2  0， X 3  0，X4  0， X 5  0，X6  0
(where X 3 ， X 5 ：artificial variables；X4：surplus variable；X6：Slack variable)
＝＞Maximize -Z = -4X1 – X2 - M X 3 - M X 5
- Solving the problem：
(0) -Z+4X1+X2+ M X 3 +M X 5 =0
(1) 3X1+X2+ X 3 =3　　　　　此段可寫可不寫
(2) 4X1+3X2- X4 + X 5 =6
(3) X1 + 2X2 + X6 =4
The basic variable X and 3 X 5 still need to be algebraically eliminated from Eq.(0)
X1 X2 X3 X4 X5 X6 =
Row 0：〔 4 1 M 0 M 0, 0〕
Eq.(1)－Mx〔 3 1 1 0 0 0, 3〕
Eq.(2)－Mx〔 4 3 0 -1 1 0, 6〕
New Row0：〔 -7M+4, -4M+1, 0, M, 0, 0, -9M〕

Example (LP Model: Cont.)

Basic Coefficient of : Right

Iteration variable Eq. Z X1 X2 X3 X4 X5 X6 side
Z (0) -1 -7M+4 -4M+1 0 M 0 0 -9M
0 X3 (1) 0 3 1 1 0 0 0 3
X5 (2) 0 4 3 0 -1 1 0 6
X6 (3) 0 1 2 0 0 0 1 4

1
 Z (0) -1 0 -3/5M-1/3 7/3M-4/3 M 0 0 -2M-4
1 X1 (1) 0 1 1/3 1/3 0 0 0 1
X5 (2) 0 0 5/3 -4/3 -1 1 0 2
X6 (3) 0 0 5/3 -1/3 0 0 1 3
Z (0) -1 0 0 M-8/5 -1/5 M+1/5 0 -18/5
2 X1 (1) 0 1 0 3/5 1/5 -1/5 0 3/5
X2 (2) 0 0 1 -4/5 -3/5 3/5 0 6/5
X6 (3) 0 0 0 1 1 -1 1 1
Z (0) -1 0 0 M-7/5 0 M 1/5 -17/5
3 X1 (1) 0 1 0 2/5 0 0 -1/5 2/5
X2 (2) 0 0 1 -1/5 0 0 3/5 9/5
X4 (3) 0 0 0 1 1 -1 1 1

Optimal solution is:

X1 = 2 , and X2 = 9
5 5

With Z = 17
5