Chapter 3: The Simplex methods and

Sensitive Analysis

Hamdy A. Taha, Operations Research: An introduction,

8th Edition

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Mjdah Al Shehri
 Solving For the optimal solution of
[Minimization] when there are artificial variables

Example # 2:

Min 4x1 + x2
Subject to:
3x1+ x2 = 3
4x1 + 3x2 ≥ 6
X1+ 2x2 ≤ 4
X1, x2 ≥ 0
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 4
 Solving For the optimal solution of
[Minimization] when there are artificial variables

Example # 2:

Min 4x1 + x2
Subject to:
3x1+ x2 =3
4x1 + 3x2 - S1 = 6
X1+ 2x2 + S2 = 4
X1, x2 ≥ 0
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 5
 Solving For the optimal solution of
[Minimization] when there are artificial variables
(cont.)
The Solution
• By adding the appropriate slack, surplus, and artificial
variables, we obtain the following:

Min 4x1 + x2 + MR1 + MR2

ST
3x1+ x2 + R1= 3
4x1 + 3x2 –s1 + R2 = 6
X1+ 2x2 + s2 = 4
X1, x2 , s1, s2, R1, R2≥ 0

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 6

 Min Z = 4x1 + x2 + MR1 + MR2
Z = 4x1 + x2 + M (R1 + R2)
ST
3x1+ x2 + R1= 3
4x1 + 3x2 –s1 + R2 = 6
X1+ 2x2 + s2 = 4
X1, x2 , s1, s2, R1, R2≥ 0

R1 = 3 - 3 X1 – X2
R2 = 6 - 4 X1 – 3X2 + S1
-------------------------------
(R1 + R2 ) = 9 -7 X1 – 4 x2 + S1
Z = 4x1 + x2 + M (9 -7 X1 – 4 x2 + S1)
Z= 4x1 + x2 + 9M -7MX1 – 4Mx2 + MS1

Z= + 9M +4x1 -7MX1 – 4Mx2 + x2 + MS1

Z= 9M + 4x1 + -7MX1 – 4Mx2 + x2 + MS1
Z= 9M + (4 -7M)X1 – (4M - 1) x2 + MS1
Z -( 4 +7M)X1 + (4M - 1) x2 - MS1 = 9M
Z -( 4 +7M) X1 + (-1 + 4M ) x2 - MS1 = 9M
 Solving For the optimal solution of
[Minimization] when there are artificial variables
(cont.)
Leaving Variable
• Starting table:
Entering Variable

Basis X1 X2 S1 R1 R2 S2 RHS
Z -4+7M -1+4M -M 0 0 0 9M
R1 3 1 0 1 0 0 3
R2 4 3 -1 0 1 0 6
S2 1 2 0 0 0 1 4

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 9

 Solving For the optimal solution of
[Minimization] when there are artificial variables
(cont.)
• First iteration
Entering Variable
Leaving Variable

Basis X1 X2 S1 R1 R2 S2 RHS
Z 0 (1+5M)/3 -M (4-7M)/3 0 0 4+2M
X1 1 1/3 0 1/3 0 0 1
R2 0 5/3 -1 -4/3 1 0 2
S2 0 5/3 0 -1/3 0 1 3

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 10

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 Solving For the optimal solution of
[Minimization] when there are artificial variables
(cont.)
• Second iteration
Entering Variable
Leaving Variable
Basis X1 X2 S1 R1 R2 S2 RHS
Z 0 0 1/5 8/5 - M -1/5 -M 0 18/5
X1 1 0 1/5 3/5 -1/5 0 3/5
X2 0 1 -3/5 -4/5 3/5 0 6/5
S2 0 0 1 1 -1 1 1

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 11

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 Solving For the optimal solution of
[Minimization] when there are artificial variables
(cont.)
• Third iteration
Basis X1 X2 S1 R1 R2 S2 RHS
Z 0 0 0 7/5 – M -M -1/5 17/5
X1 1 0 0 2/5 0 -1/5 2/5
X2 0 1 0 -1/5 0 3/5 9/5
s1 0 0 1 1 -1 1 1

• Optimal solution : x1= 2/5, x2= 9/5, z= 17/5

Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 12
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