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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
PIVOT 1
s1
s2
s3
RHS
-1
-0.8
1000
1500
2400
PIVOT 1
s1
s2
s3
RHS
-1
-0.8
1000 1000/1
1500 1500/2
2400 2400/3
PIVOT 1
s1
s2
s3
RHS
-1
-0.8
1000
0.5
0.5
750
2400
PIVOT 1
s1
s2
s3
RHS
-0.3
0.5
750
1000
0.5
0.5
750
2400
PIVOT 1
s1
s2
s3
RHS
-0.3
0.5
750
0.5
-0.5
250
0.5
0.5
750
2400
PIVOT 1
s1
s2
s3
RHS
-0.3
0.5
750
0.5
-0.5
250
0.5
0.5
750
0.5
-1.5
150
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
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
s1
s2
s3
RHS
-0.3
0.5
750
0.5
-0.5
250
0.5
0.5
750
0.5
-1.5
150
PIVOT 2
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
PIVOT 2
s1
s2
s3
RHS
-0.3
0.5
750
0.5
-0.5
250
0.5
0.5
750
-3
300
PIVOT 2
s1
s2
s3
RHS
-0.4
0.6
840
0.5
-0.5
250
0.5
0.5
750
-3
300
PIVOT 2
s1
s2
s3
RHS
-0.4
0.6
840
-1
100
0.5
0.5
750
-3
300
PIVOT 2
s1
s2
s3
RHS
-0.4
0.6
840
-1
100
-1
600
-3
300
PIVOT 2
New solution
s1
s2
s3
RHS
-0.4
0.6
840
-1
100
-1
600
-3
300
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
s1
s2
s3
RHS
-0.4
0.6
840
-1
100
-1
600
-3
300
PIVOT 3
s1
s2
s3
RHS
-0.4
0.6
840
-1
100
100/1
-1
600
600/2
-3
300
PIVOT 3
s1
s2
s3
RHS
-0.4
0.6
840
-1
100
-1
600
-3
300
PIVOT 3
s1
s2
s3
RHS
0.4
0.2
880
-1
100
-1
600
-3
300
PIVOT 3
s1
s2
s3
RHS
0.4
0.2
880
-1
100
-2
400
-3
300
PIVOT 3
s1
s2
s3
RHS
0.4
0.2
880
-1
100
-2
400
-1
600
PIVOT 3
Optimal solution
s1
s2
s3
RHS
0.4
0.2
880
-1
100
-2
400
-1
600
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)