MATH 308 D100, Spring 2017

5. Slack variables and first look at tableaus

(based on notes from Dr. J. Hales and Dr. L. Stacho)

Luis Goddyn

SFU Burnaby

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 1/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

(9/7, 16/7)
(3, 2)

(0, 1) f

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(3, 2)

(0, 1) f

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point

(0, 1) f

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point

(0, 1) f

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point

(0, 1) f

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point

(0, 1) f

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point

(0, 1) f

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point
(c) Repeat (b) until done

(0, 1) f

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point
(c) Repeat (b) until done

(0, 1) f

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point
(c) Repeat (b) until done

(0, 1) f

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point
(c) Repeat (b) until done

(0, 1) f

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point
(c) Repeat (b) until done

(0, 0) (5/2, 0) (3, 2) (0, 1) f

or
(0, 0) (0, 1) (9/7, 16/7) (3, 2)

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point
(c) Repeat (b) until done

(0, 0) (5/2, 0) (3, 2) (0, 1) f

or
(0, 0) (0, 1) (9/7, 16/7) (3, 2)

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point
(c) Repeat (b) until done

(0, 0) (5/2, 0) (3, 2) (0, 1) f

or
(0, 0) (0, 1) (9/7, 16/7) (3, 2)

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point
(c) Repeat (b) until done

(0, 0) (5/2, 0) (3, 2) (0, 1) f

or
(0, 0) (0, 1) (9/7, 16/7) (3, 2)

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point
(c) Repeat (b) until done

(0, 0) (5/2, 0) (3, 2) (0, 1) f

or
(0, 0) (0, 1) (9/7, 16/7) (3, 2)

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point
(c) Repeat (b) until done

(0, 0) (5/2, 0) (3, 2) (0, 1) f

or
(0, 0) (0, 1) (9/7, 16/7) (3, 2)

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point
(c) Repeat (b) until done

(0, 0) (5/2, 0) (3, 2) (0, 1) f

or
(0, 0) (0, 1) (9/7, 16/7) (3, 2)

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point
(c) Repeat (b) until done

(0, 0) (5/2, 0) (3, 2) (0, 1) f

or
(0, 0) (0, 1) (9/7, 16/7) (3, 2)

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point
(c) Repeat (b) until done

(0, 0) (5/2, 0) (3, 2) (0, 1) f

or
(0, 0) (0, 1) (9/7, 16/7) (3, 2)

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point
(c) Repeat (b) until done

(0, 0) (5/2, 0) (3, 2) (0, 1) f

or
(0, 0) (0, 1) (9/7, 16/7) (3, 2)

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point
(c) Repeat (b) until done

(0, 0) (5/2, 0) (3, 2) (0, 1) f

or
(0, 0) (0, 1) (9/7, 16/7) (3, 2)

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Walking along extreme points

First example again

Maximize the value f (x, y ) = x + y subject to constraints
(1) y x 6 1
(2) x + 6y 6 15
(3) 4x y 6 10
y
(4) x > 0
(5) y > 0

Geometric intuition:
(a) Start at extreme point (0, 0) (9/7, 16/7)
(b) Choose an incident edge and move along it (3, 2)
to reach better extreme point
(c) Repeat (b) until done

(0, 0) (5/2, 0) (3, 2) (0, 1) f

or
(0, 0) (0, 1) (9/7, 16/7) (3, 2)

(0, 0) (5/2, 0) x
f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010
d ep a r t m e nt of m a t he ma t i cs Course Schedule 2/5
Slack variables
We introduce slack variables t1 , t2 , t3 (one for each main constraint): x, y ,

max f (x, y ) = x + y 0 f (x, y ) = x + y 0

(1) x + y 6 1 x + y =1
(2) x + 6y 6 15 x + 6y = 15
(3) 4x y 6 10 4x y = 10
x, y > 0

(9/7, 16/7)
(3, 2)

(0, 1)

f ac ul t y o f s c ie nc e (0, 0) (5/2, 0)
MATH 895-4 Fall 2010 x
d ep a r t m e nt of m a t he ma t i cs Course Schedule 3/5
Slack variables
We introduce slack variables t1 , t2 , t3 (one for each main constraint): x, y , t1 , t2 , t3 0
At all times 2 of the 5 variables are basic, the other 3 are nonbasic.

max f (x, y ) = x + y 0 f (x, y ) = x + y 0

(1) x + y 6 1 x + y + t1 = 1
(2) x + 6y 6 15 x + 6y + t2 = 15
(3) 4x y 6 10 4x y + t3 = 10
x, y > 0

(9/7, 16/7)
(3, 2)

(0, 1)

f ac ul t y o f s c ie nc e (0, 0) (5/2, 0)
MATH 895-4 Fall 2010 x
d ep a r t m e nt of m a t he ma t i cs Course Schedule 3/5
Slack variables
We introduce slack variables t1 , t2 , t3 (one for each main constraint): x, y , t1 , t2 , t3 0
At all times 2 of the 5 variables are basic, the other 3 are nonbasic.
Initially: x, y are basic; ineqs. {x, y 0} are tight; the extreme point is (x, y ) = (0, 0)

max f (x, y ) = x + y 0 f (x, y ) = x + y 0

(1) x + y 6 1 x + y + t1 = 1
(2) x + 6y 6 15 x + 6y + t2 = 15
(3) 4x y 6 10 4x y + t3 = 10
x, y > 0 x =0

y
y =0 x, y are basic variables
t1 , t2 , t3 are nonbasic variables

(9/7, 16/7)
(3, 2)

(0, 1)

f ac ul t y o f s c ie nc e

(0, 0) (5/2, 0)
MATH 895-4 Fall 2010 x
d ep a r t m e nt of m a t he ma t i cs Course Schedule 3/5
Slack variables
We introduce slack variables t1 , t2 , t3 (one for each main constraint): x, y , t1 , t2 , t3 0
At all times 2 of the 5 variables are basic, the other 3 are nonbasic.
To move (0, 0) 7 (5/2, 0), x 0 will go slack (so x becomes nonbasic),
and (3) will go tight (t3 0 and t3 becomes basic)
max f (x, y ) = x + y 0 f (x, y ) = x + y 0
(1) x + y 6 1 x + y + t1 = 1
(2) x + 6y 6 15 x + 6y + t2 = 15
(3) 4x y 6 10 4x y + t3 = 10
x, y > 0 x =0

y
y =0 x, y are basic variables
t1 , t2 , t3 are nonbasic variables

(9/7, 16/7)
(3, 2)

(0, 1)

f ac ul t y o f s c ie nc e

(0, 0) (5/2, 0)
MATH 895-4 Fall 2010 x
d ep a r t m e nt of m a t he ma t i cs Course Schedule 3/5
Slack variables
We introduce slack variables t1 , t2 , t3 (one for each main constraint): x, y , t1 , t2 , t3 0
At all times 2 of the 5 variables are basic, the other 3 are nonbasic.
To move (0, 0) 7 (5/2, 0), x 0 will go slack (so x becomes nonbasic),
and (3) will go tight (t3 0 and t3 becomes basic)
max f (x, y ) = x + y 0 f (x, y ) = x + y 0
(1) x + y 6 1 x + y + t1 = 1
(2) x + 6y 6 15 x + 6y + t2 = 15
(3) 4x y 6 10 4x y + t3 = 10
x, y > 0 x >0

y
y =0 x, y are basic variables
t1 , t2 , t3 are nonbasic variables

(9/7, 16/7)
(3, 2)

(0, 1)

f ac ul t y o f s c ie nc e (0, 0)
(5/2, 0)
MATH 895-4 Fall 2010 x
d ep a r t m e nt of m a t he ma t i cs Course Schedule 3/5
Slack variables
We introduce slack variables t1 , t2 , t3 (one for each main constraint): x, y , t1 , t2 , t3 0
At all times 2 of the 5 variables are basic, the other 3 are nonbasic.
To move (0, 0) 7 (5/2, 0), x 0 will go slack (so x becomes nonbasic),
and (3) will go tight (t3 0 and t3 becomes basic)
max f (x, y ) = x + y 0 f (x, y ) = x + y 0
(1) x + y 6 1 x + y + t1 = 1
(2) x + 6y 6 15 x + 6y + t2 = 15
(3) 4x y 6 10 4x y + t3 = 10
x, y > 0 x >0

y
y =0 x, y are basic variables
t1 , t2 , t3 are nonbasic variables

(9/7, 16/7)
(3, 2)

(0, 1)

f ac ul t y o f s c ie nc e (0, 0)
(5/2, 0)
MATH 895-4 Fall 2010 x
d ep a r t m e nt of m a t he ma t i cs Course Schedule 3/5
Slack variables
We introduce slack variables t1 , t2 , t3 (one for each main constraint): x, y , t1 , t2 , t3 0
At all times 2 of the 5 variables are basic, the other 3 are nonbasic.
To move (0, 0) 7 (5/2, 0), x 0 will go slack (so x becomes nonbasic),
and (3) will go tight (t3 0 and t3 becomes basic)
max f (x, y ) = x + y 0 f (x, y ) = x + y 0
(1) x + y 6 1 x + y + t1 = 1
(2) x + 6y 6 15 x + 6y + t2 = 15
(3) 4x y 6 10 4x y + t3 = 10 (t3 = 0)
x, y > 0 x >0

y
y =0 x, t3 are basic variables
t1 , t2 , y are nonbasic variables

(9/7, 16/7)
(3, 2)

(0, 1)

f ac ul t y o f s c ie nc e (0, 0)
(5/2, 0)
MATH 895-4 Fall 2010 x
d ep a r t m e nt of m a t he ma t i cs Course Schedule 3/5
Slack variables
We introduce slack variables t1 , t2 , t3 (one for each main constraint): x, y , t1 , t2 , t3 0
At all times 2 of the 5 variables are basic, the other 3 are nonbasic.
To move (0, 0) 7 (5/2, 0), x 0 will go slack (so x becomes nonbasic),
and (3) will go tight (t3 0 and t3 becomes basic)
max f (x, y ) = x + y 0 f (x, y ) = x + y 0
(1) x + y 6 1 x + y + t1 = 1
(2) x + 6y 6 15 x + 6y + t2 = 15
(3) 4x y 6 10 4x y + t3 = 10
x, y > 0

y
x, y are basic variables
t1 , t2 , t3 are nonbasic variables

(9/7, 16/7)
(3, 2)

(0, 1)

f ac ul t y o f s c ie nc e

(0, 0) (5/2, 0)
MATH 895-4 Fall 2010 x
d ep a r t m e nt of m a t he ma t i cs Course Schedule 3/5
Slack variables
We introduce slack variables t1 , t2 , t3 (one for each main constraint): x, y , t1 , t2 , t3 0
At all times 2 of the 5 variables are basic, the other 3 are nonbasic.

max f (x, y ) = x + y 0 f (x, y ) = x + y 0 x + y 0 = f (x, y )

(1) x + y 6 1 x + y + t1 = 1 x + y 1 = t1
(2) x + 6y 6 15 x + 6y + t2 = 15 x + 6y 15 = t2
(3) 4x y 6 10 4x y + t3 = 10 4x y 10 = t3
x, y > 0
x, y are basic variables
t1 , t2 , t3 are nonbasic variables

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 3/5
Slack variables
We introduce slack variables t1 , t2 , t3 (one for each main constraint): x, y , t1 , t2 , t3 0
At all times 2 of the 5 variables are basic, the other 3 are nonbasic.

max f (x, y ) = x + y 0 f (x, y ) = x + y 0 x + y 0 = f (x, y )

(1) x + y 6 1 x + y + t1 = 1 x + y 1 = t1
(2) x + 6y 6 15 x + 6y + t2 = 15 x + 6y 15 = t2
(3) 4x y 6 10 4x y + t3 = 10 4x y 10 = t3
x, y > 0
x, y are basic variables
t1 , t2 , t3 are nonbasic variables
Write the data into a tableau (Tucker tableau):
x y 1
= t1
= t2
= t3
=f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 3/5
Slack variables
We introduce slack variables t1 , t2 , t3 (one for each main constraint): x, y , t1 , t2 , t3 0
At all times 2 of the 5 variables are basic, the other 3 are nonbasic.

max f (x, y ) = x + y 0 f (x, y ) = x + y 0 x + y 0 = f (x, y )

(1) x + y 6 1 x + y + t1 = 1 x + y 1 = t1
(2) x + 6y 6 15 x + 6y + t2 = 15 x + 6y 15 = t2
(3) 4x y 6 10 4x y + t3 = 10 4x y 10 = t3
x, y > 0
x, y are basic variables
t1 , t2 , t3 are nonbasic variables
Write the data into a tableau (Tucker tableau):
x y 1
-1 1 1 = t1
1 6 15 = t2
4 -1 10 = t3
=f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 3/5
Slack variables
We introduce slack variables t1 , t2 , t3 (one for each main constraint): x, y , t1 , t2 , t3 0
At all times 2 of the 5 variables are basic, the other 3 are nonbasic.

max f (x, y ) = x + y 0 f (x, y ) = x + y 0 x + y 0 = f (x, y )

(1) x + y 6 1 x + y + t1 = 1 x + y 1 = t1
(2) x + 6y 6 15 x + 6y + t2 = 15 x + 6y 15 = t2
(3) 4x y 6 10 4x y + t3 = 10 4x y 10 = t3
x, y > 0
x, y are basic variables
t1 , t2 , t3 are nonbasic variables
Write the data into a tableau (Tucker tableau):
x y 1
-1 1 1 = t1
1 6 15 = t2
4 -1 10 = t3
1 1 0 =f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 3/5
Slack variables
We introduce slack variables t1 , t2 , t3 (one for each main constraint): x, y , t1 , t2 , t3 0
At all times 2 of the 5 variables are basic, the other 3 are nonbasic.

max f (x, y ) = x + y 0 f (x, y ) = x + y 0 x + y 0 = f (x, y )

(1) x + y 6 1 x + y + t1 = 1 x + y 1 = t1
(2) x + 6y 6 15 x + 6y + t2 = 15 x + 6y 15 = t2
(3) 4x y 6 10 4x y + t3 = 10 4x y 10 = t3
x, y > 0
x, y are basic variables
t1 , t2 , t3 are nonbasic variables
Write the data into a tableau (Tucker tableau):
x y 1
-1 1 1 = t1
1 6 15 = t2
4 -1 10 = t3
1 1 0 =f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 3/5
Slack variables
We introduce slack variables t1 , t2 , t3 (one for each main constraint): x, y , t1 , t2 , t3 0
At all times 2 of the 5 variables are basic, the other 3 are nonbasic.

max f (x, y ) = x + y 0 f (x, y ) = x + y 0 x + y 0 = f (x, y )

(1) x + y 6 1 x + y + t1 = 1 x + y 1 = t1
(2) x + 6y 6 15 x + 6y + t2 = 15 x + 6y 15 = t2
(3) 4x y 6 10 4x y + t3 = 10 4x y 10 = t3
x, y > 0
x, y are basic variables
t1 , t2 , t3 are nonbasic variables
Write the data into a tableau (Tucker tableau):
x y 1 t1 y 1
Challenge:
-1 1 1 = t1 = t1
swap x and t3
1 6 15 = t2 = t2
4 -1 10 = t3 = x
1 1 0 =f =f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 3/5
Swapping two variables: x t3
y y

x =0 t3 = 0

(9/7, 16/7) (9/7, 16/7)

(3, 2) (3, 2)

(0, 1) (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x + y 0 = f (x, y )
(1) x + y 1 = t1
(2) x + 6y 15 = t2
(3) 4x y 10 = t3

x y 1 t3 y 1
Challenge:
-1 1 1 = t1 = t1
swap x and t3
1 6 15 = t2 = t2
4 -1 10 = t3 = x
1 1 0 =f =f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 4/5
Swapping two variables: x t3
y y

x =0 t3 = 0

(9/7, 16/7) (9/7, 16/7)

(3, 2) (3, 2)

(0, 1) (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x + y 0 = f (x, y )
(1) x + y 1 = t1
(2) x + 6y 15 = t2
(3) 4x y 10 = t3 x y /4 10/4 = t3 /4

x y 1 t3 y 1
Challenge:
-1 1 1 = t1 = t1
swap x and t3
1 6 15 = t2 = t2
4 -1 10 = t3 = x
1 1 0 =f =f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 4/5
Swapping two variables: x t3
y y

x =0 t3 = 0

(9/7, 16/7) (9/7, 16/7)

(3, 2) (3, 2)

(0, 1) (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x + y 0 = f (x, y )
(1) x + y 1 = t1
(2) x + 6y 15 = t2
(3) 4x y 10 = t3 x y /4 10/4 = t3 /4 t3 /4 y /4 10/4 = x

x y 1 t3 y 1
Challenge:
-1 1 1 = t1 = t1
swap x and t3
1 6 15 = t2 = t2
4 -1 10 = t3 = x
1 1 0 =f =f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 4/5
Swapping two variables: x t3
y y

x =0 t3 = 0

(9/7, 16/7) (9/7, 16/7)

(3, 2) (3, 2)

(0, 1) (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x + y 0 = f (x, y )
(1) x + y 1 = t1
(2) x + 6y 15 = t2
(3) 4x y 10 = t3 x y /4 10/4 = t3 /4 t3 /4 y /4 10/4 = x

x y 1 t3 y 1
Challenge:
-1 1 1 = t1 = t1
swap x and t3
1 6 15 = t2 = t2
4 -1 10 = t3 1/4 -1/4 5/2 = x
1 1 0 =f =f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 4/5
Swapping two variables: x t3
y y

x =0 t3 = 0

(9/7, 16/7) (9/7, 16/7)

(3, 2) (3, 2)

(0, 1) (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x + y 0 = f (x, y )
(1) x + y 1 = t1
(2) x + 6y 15 = t2 x = t3 /4 + y /4 + 5/2
(3) 4x y 10 = t3 x y /4 10/4 = t3 /4 t3 /4 y /4 10/4 = x

x y 1 t3 y 1
Challenge:
-1 1 1 = t1 = t1
swap x and t3
1 6 15 = t2 = t2
4 -1 10 = t3 1/4 -1/4 5/2 = x
1 1 0 =f =f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 4/5
Swapping two variables: x t3
y y

x =0 t3 = 0

(9/7, 16/7) (9/7, 16/7)

(3, 2) (3, 2)

(0, 1) (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x + y 0 = f (x, y )
(1) x + y 1 = t1
(2) x + 6y 15 = t2 x = t3 /4 + y /4 + 5/2 t3 /4 + 25y /4 25/2 = t2
(3) 4x y 10 = t3 x y /4 10/4 = t3 /4 t3 /4 y /4 10/4 = x

x y 1 t3 y 1
Challenge:
-1 1 1 = t1 = t1
swap x and t3
1 6 15 = t2 = t2
4 -1 10 = t3 1/4 -1/4 5/2 = x
1 1 0 =f =f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 4/5
Swapping two variables: x t3
y y

x =0 t3 = 0

(9/7, 16/7) (9/7, 16/7)

(3, 2) (3, 2)

(0, 1) (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x + y 0 = f (x, y )
(1) x + y 1 = t1
(2) x + 6y 15 = t2 x = t3 /4 + y /4 + 5/2 t3 /4 + 25y /4 25/2 = t2
(3) 4x y 10 = t3 x y /4 10/4 = t3 /4 t3 /4 y /4 10/4 = x

x y 1 t3 y 1
Challenge:
-1 1 1 = t1 = t1
swap x and t3
1 6 15 = t2 -1/4 25/4 25/2 = t2
4 -1 10 = t3 1/4 -1/4 5/2 = x
1 1 0 =f =f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 4/5
Swapping two variables: x t3
y y

x =0 t3 = 0

(9/7, 16/7) (9/7, 16/7)

(3, 2) (3, 2)

(0, 1) (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x + y 0 = f (x, y )
(1) x + y 1 = t1 x = t3 /4 y /4 5/2
(2) x + 6y 15 = t2 x = t3 /4 + y /4 + 5/2 t3 /4 + 25y /4 25/2 = t2
(3) 4x y 10 = t3 x y /4 10/4 = t3 /4 t3 /4 y /4 10/4 = x

x y 1 t3 y 1
Challenge:
-1 1 1 = t1 = t1
swap x and t3
1 6 15 = t2 -1/4 25/4 25/2 = t2
4 -1 10 = t3 1/4 -1/4 5/2 = x
1 1 0 =f =f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 4/5
Swapping two variables: x t3
y y

x =0 t3 = 0

(9/7, 16/7) (9/7, 16/7)

(3, 2) (3, 2)

(0, 1) (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x + y 0 = f (x, y )
(1) x + y 1 = t1 x = t3 /4 y /4 5/2 t3 /4 + 3y /4 7/2 = t1
(2) x + 6y 15 = t2 x = t3 /4 + y /4 + 5/2 t3 /4 + 25y /4 25/2 = t2
(3) 4x y 10 = t3 x y /4 10/4 = t3 /4 t3 /4 y /4 10/4 = x

x y 1 t3 y 1
Challenge:
-1 1 1 = t1 = t1
swap x and t3
1 6 15 = t2 -1/4 25/4 25/2 = t2
4 -1 10 = t3 1/4 -1/4 5/2 = x
1 1 0 =f =f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 4/5
Swapping two variables: x t3
y y

x =0 t3 = 0

(9/7, 16/7) (9/7, 16/7)

(3, 2) (3, 2)

(0, 1) (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x + y 0 = f (x, y )
(1) x + y 1 = t1 x = t3 /4 y /4 5/2 t3 /4 + 3y /4 7/2 = t1
(2) x + 6y 15 = t2 x = t3 /4 + y /4 + 5/2 t3 /4 + 25y /4 25/2 = t2
(3) 4x y 10 = t3 x y /4 10/4 = t3 /4 t3 /4 y /4 10/4 = x

x y 1 t3 y 1
Challenge:
-1 1 1 = t1 1/4 3/4 7/2 = t1
swap x and t3
1 6 15 = t2 -1/4 25/4 25/2 = t2
4 -1 10 = t3 1/4 -1/4 5/2 = x
1 1 0 =f =f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 4/5
Swapping two variables: x t3
y y

x =0 t3 = 0

(9/7, 16/7) (9/7, 16/7)

(3, 2) (3, 2)

(0, 1) (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x + y 0 = f (x, y ) t3 /4 + 5y /4 + 5/2 = f
(1) x + y 1 = t1 x = t3 /4 y /4 5/2 t3 /4 + 3y /4 7/2 = t1
(2) x + 6y 15 = t2 x = t3 /4 + y /4 + 5/2 t3 /4 + 25y /4 25/2 = t2
(3) 4x y 10 = t3 x y /4 10/4 = t3 /4 t3 /4 y /4 10/4 = x

x y 1 t3 y 1
Challenge:
-1 1 1 = t1 1/4 3/4 7/2 = t1
swap x and t3
1 6 15 = t2 -1/4 25/4 25/2 = t2
4 -1 10 = t3 1/4 -1/4 5/2 = x
1 1 0 =f =f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 4/5
Swapping two variables: x t3
y y

x =0 t3 = 0

(9/7, 16/7) (9/7, 16/7)

(3, 2) (3, 2)

(0, 1) (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x + y 0 = f (x, y ) t3 /4 + 5y /4 + 5/2 = f
(1) x + y 1 = t1 x = t3 /4 y /4 5/2 t3 /4 + 3y /4 7/2 = t1
(2) x + 6y 15 = t2 x = t3 /4 + y /4 + 5/2 t3 /4 + 25y /4 25/2 = t2
(3) 4x y 10 = t3 x y /4 10/4 = t3 /4 t3 /4 y /4 10/4 = x

x y 1 t3 y 1
Challenge:
-1 1 1 = t1 1/4 3/4 7/2 = t1
swap x and t3
1 6 15 = t2 -1/4 25/4 25/2 = t2
4 -1 10 = t3 1/4 -1/4 5/2 = x
1 1 0 =f -1/4 5/4 -5/2 =f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 4/5
Two pivots of the Simplex Algorithm
y
max f (x, y ) = x + y 0
x =0
(1) x + y 6 1
(9/7, 16/7)
(3, 2) (2) x + 6y 6 15

(0, 1)
(3) 4x y 6 10
f
y =0 x, y > 0
(0, 0) (5/2, 0) x

x y 1
-1 1 1 = -t1
1 6 15 = -t2
4 -1 10 = -t3
1 1 0 = f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 5/5
Two pivots of the Simplex Algorithm
y y

x =0 t3 = 0

(9/7, 16/7)
(3, 2) (9/7, 16/7)
(3, 2)

(0, 1) f (0, 1) f
y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x y 1
-1 1 1 = -t1
1 6 15 = -t2
4 -1 10 = -t3
1 1 0 = f

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 5/5
Two pivots of the Simplex Algorithm
y y

x =0 t3 = 0

(9/7, 16/7)
(3, 2) (9/7, 16/7)
(3, 2)

(0, 1) f (0, 1) f
y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x y 1
-1 1 1 = -t1
1 6 15 = -t2
4 -1 10 = -t3
1 1 0 = f

First pivot: x t3

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 5/5
Two pivots of the Simplex Algorithm
y y

x =0 t3 = 0

(9/7, 16/7)
(3, 2) (9/7, 16/7)
(3, 2)

(0, 1) f (0, 1) f
y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x y 1 t3 y 1
-1 1 1 = -t1 1/4 3/4 7/2 = -t1
1 6 15 = -t2 -1/4 25/4 25/2 = -t2
4 -1 10 = -t3 1/4 -1/4 5/2 = -x
1 1 0 = f -1/4 5/4 -5/2 = f

First pivot: x t3

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 5/5
Two pivots of the Simplex Algorithm
y y y

x =0 t3 = 0 t3 = 0
f
(9/7, 16/7)
(3, 2) (9/7, 16/7)
(3, 2) (9/7, 16/7)
(3, 2)

t2 = 0
(0, 1) f (0, 1) f (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x y 1 t3 y 1
-1 1 1 = -t1 1/4 3/4 7/2 = -t1
1 6 15 = -t2 -1/4 25/4 25/2 = -t2
4 -1 10 = -t3 1/4 -1/4 5/2 = -x
1 1 0 = f -1/4 5/4 -5/2 = f

First pivot: x t3

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 5/5
Two pivots of the Simplex Algorithm
y y y

x =0 t3 = 0 t3 = 0
f
(9/7, 16/7)
(3, 2) (9/7, 16/7)
(3, 2) (9/7, 16/7)
(3, 2)

t2 = 0
(0, 1) f (0, 1) f (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x y 1 t3 y 1
-1 1 1 = -t1 1/4 3/4 7/2 = -t1
1 6 15 = -t2 -1/4 25/4 25/2 = -t2
4 -1 10 = -t3 1/4 -1/4 5/2 = -x
1 1 0 = f -1/4 5/4 -5/2 = f

First pivot: x t3 Second pivot: y t2

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 5/5
Two pivots of the Simplex Algorithm
y y y

x =0 t3 = 0 t3 = 0
f
(9/7, 16/7)
(3, 2) (9/7, 16/7)
(3, 2) (9/7, 16/7)
(3, 2)

t2 = 0
(0, 1) f (0, 1) f (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x y 1 t3 y 1 t3 t2 1
-1 1 1 = -t1 1/4 3/4 7/2 = -t1 7/25 -3/25 2 = -t1
1 6 15 = -t2 -1/4 25/4 25/2 = -t2 -1/25 4/25 2 = -y
4 -1 10 = -t3 1/4 -1/4 5/2 = -x 6/25 1/25 3 = -x
1 1 0 = f -1/4 5/4 -5/2 = f -1/5 -1/5 5 = f

First pivot: x t3 Second pivot: y t2

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 5/5
Two pivots of the Simplex Algorithm
y y y

x =0 t3 = 0 t3 = 0
f
(9/7, 16/7)
(3, 2) (9/7, 16/7)
(3, 2) (9/7, 16/7)
(3, 2)

t2 = 0
(0, 1) f (0, 1) f (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x y 1 t3 y 1 t3 t2 1
-1 1 1 = -t1 1/4 3/4 7/2 = -t1 7/25 -3/25 2 = -t1
1 6 15 = -t2 -1/4 25/4 25/2 = -t2 -1/25 4/25 2 = -y
4 -1 10 = -t3 1/4 -1/4 5/2 = -x 6/25 1/25 3 = -x
1 1 0 = f -1/4 5/4 -5/2 = f -1/5 -1/5 5 = f

First pivot: x t3 Second pivot: y t2

An optimum solution found (Since both basic entries in last row are 6 0)

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 5/5
Two pivots of the Simplex Algorithm
y y y

x =0 t3 = 0 t3 = 0
f
(9/7, 16/7)
(3, 2) (9/7, 16/7)
(3, 2) (9/7, 16/7)
(3, 2)

t2 = 0
(0, 1) f (0, 1) f (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x y 1 t3 y 1 t3 t2 1
-1 1 1 = -t1 1/4 3/4 7/2 = -t1 7/25 -3/25 2 = -t1
1 6 15 = -t2 -1/4 25/4 25/2 = -t2 -1/25 4/25 2 = -y
4 -1 10 = -t3 1/4 -1/4 5/2 = -x 6/25 1/25 3 = -x
1 1 0 = f -1/4 5/4 -5/2 = f -1/5 -1/5 5 = f

First pivot: x t3 Second pivot: y t2

An optimum solution found (Since both basic entries in last row are 6 0)
An optimum solution is (x, y ) = (2, 3)

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 5/5
Two pivots of the Simplex Algorithm
y y y

x =0 t3 = 0 t3 = 0
f
(9/7, 16/7)
(3, 2) (9/7, 16/7)
(3, 2) (9/7, 16/7)
(3, 2)

t2 = 0
(0, 1) f (0, 1) f (0, 1)

y =0 y =0
(0, 0) (5/2, 0) x (0, 0) (5/2, 0) x (0, 0) (5/2, 0) x

x y 1 t3 y 1 t3 t2 1
-1 1 1 = -t1 1/4 3/4 7/2 = -t1 7/25 -3/25 2 = -t1
1 6 15 = -t2 -1/4 25/4 25/2 = -t2 -1/25 4/25 2 = -y
4 -1 10 = -t3 1/4 -1/4 5/2 = -x 6/25 1/25 3 = -x
1 1 0 = f -1/4 5/4 -5/2 = f -1/5 -1/5 -5 = f

First pivot: x t3 Second pivot: y t2

An optimum solution found (Since both basic entries in last row are 6 0)
An optimum solution is (x, y ) = (2, 3)
The optimum value is f (x, y ) = 5

f ac ul t y o f s c ie nc e MATH 895-4 Fall 2010

d ep a r t m e nt of m a t he ma t i cs Course Schedule 5/5