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Case 4: Benjamin B. Rabang Ii

The document presents an optimization problem to maximize an objective function subject to constraints. It provides the objective function and four constraints. It then formulates the problem in augmented form by introducing slack and surplus variables and converting inequalities to equations. The augmented problem is written in proper standard form by manipulating the coefficients, ready to be solved using the simplex method.

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99 views8 pages

Case 4: Benjamin B. Rabang Ii

The document presents an optimization problem to maximize an objective function subject to constraints. It provides the objective function and four constraints. It then formulates the problem in augmented form by introducing slack and surplus variables and converting inequalities to equations. The augmented problem is written in proper standard form by manipulating the coefficients, ready to be solved using the simplex method.

Uploaded by

bulacanhomesite
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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CASE 4

BENJAMIN B. RABANG II
CAS
E4
Objective Function:

Subjected to:
Maximize Z = -2X1 + X2 - 4X3 + 3X4

X1 + X2 + 3X3 + 2X4 ≤ 4
X1 – X3 + X4 ≥ -1
2X1 + X2 = 2 Constraints
X1 + 2X2 + X3 + 2X4 ≥ 2
Non-negativity Condition:
X2 ≥ 0 , X 3 ≥ 0 , X 4 ≥ 0
Augmented Form:
Maximize
Z +2X1 - X2 + 4X3 - 3X4 = 0
X1 + X2 + 3X3 + 2X4 ≤ 4
X1 – X3 + X4 ≥ -1
+2X1 + X2 = 2
X1 + 2X2 + X3 + 2X4 ≥ 2
CAS Converting
the

E4
Inequality
Augmented Form:
into Equation
Maximize Slack Variable
Z +2X1 – X2 + 4X3 –3X4 =0 and Surplus
X1 + X2 + 3X3 + 2X4 ≤4 Variable
Introducing a
X1 – X3 + X4 ≥ -1
non-negative
+2X1 + X2 =2
Artificial
X1 + 2X2 + X3 + 2X4 ≥2 Variable
-------------------------------------------------------------------------------------------------
Artificial Problem: Ma Ma
+ 1 + 2
Z +2X1 – X2 + 4X3 – 3X4 + X5 = 0 =
–X1 + X2 ++3X3 + 2X
– 4 –+ X6 ≤ 4 = 1
X1 – X3 + X4 ≥ -1 + a1
+2X1 + X2 = 2 – X7 + a2 =
X1 + 2X2 + X3 + 2X4 ≥ 2

– + – + X6 ≤= 1
X1 – X3 + X4 ≥ -1
CAS
E4
Artificial Problem:
Maximize
Z + 2X1 – X2 + 4X3 – 3X4 + Ma1 +Ma2 = 0
X1 + X2 + 3X3 + 2X4 + X5 = 4
– X1 + X3 – X4 + X6 = 1
+ 2X1 + X2 + a1 = 2
X1 + 2X2 + X3 + 2X4 – X7 + a2 = 2
--------------------------------------------------------------------------------------------------------------
Converting the System of Equation into Proper Form:
Z + 2X1 – X2 + 4X3 – 3X4 + Ma1 +Ma2 = 0
–( + 2X1 + X2 + a1 = 2 )M
–( X1 + 2X2 + X3 + 2X4 – X7 + a2 = 2 )M
--------------------------------------------------------------------------------------------------------------
Z + (2 – 3M)X1 –(1+3M)X2 + (4-M)X3 – (3+2M)X4 + MX7 + 0 + 0 = 0
X1 + X2 + 3X3 + 2X4 + X5 = 4
– X1 + X3 – X4 + X6 = 1New Equation
+ 2X1 + X2 + a1 = 2 for the Row 1
X1 + 2X2 + X3 + 2X4 – X7 + a2 = 2
CAS
E4
Proper Form:
Z + (2 – 3M)X1 – (1+3M)X2
X1 + X2 +
+ (4-M)X3 – (3+2M)X4
3X3 + 2 X 4 + X5
+ MX7 + 0 + 0 = 0
= 4
– X1 + X3 – X4 + X6 = 1
+ 2 X1 + X2 + a1 = 2
X1 + 2 X2 + X3 + 2 X4 - X7 + a2 = 2
---------------------------------------------------------------------------------------------------------------
Basic Variable

Coefficient of

Right Hand
Equation
Iteration

Side
Z X1 X2 X3 X4 X5 X6 X7 a1 a2

1 Z 1 1 -(3M-2) -(3M+1) -(M-4) -(2M+3) 0 0 M 0 0 0

X5 2 0 1 1 3 2 1 0 0 0 0 4

X6 3 0 -1 0 1 -1 0 1 0 0 0 1

a1 4 0 2 1 0 0 0 0 0 1 0 2

a2 5 0 1 2 1 2 0 0 -1 0 1 2
CASE 4
Basic Variable
Coefficient of

Right Hand
Equation
Iteration

Z X1 X2 X3 X4 X5 X6 X7 a1 a2

Ratio
Side
JUST REPEAT TH METHOD UNTIL NO
4/1
POSITIVE VALUESOCCUR IN THE 1 ST ROW
1 -(3M-2) WHICH SIGNIFICE
-(3M+1) -(M-4) THAT THE SOLUTION
-(2M+3) 0 IS 0 M 0 0 0
1 Z 1 1/0
OPTIMUM
X5 2 0 1 1 3 2 1 0 0 0 0 2/1 4 4

X6
0/2
3 0
1/2
-1
2/2
0
1/2
1
2/2
-1
0/2
0
0/2
1
-1/2
0
0/2
0
1/2
0
2/2 2/2
1 ∞
a1 4 0 2 1 0 0 0 0 0 1 0 2 2

a2 5 0 1 2 1 2 0 0 -1 0 1 2 1

Coefficient of
Basic Variable

Right Hand
Equation
Iteration

Z X1 X2 X3 X4 X5 X6 X7 a1 a2

Ratio
Side
-(3M-2) - (-(3M+1)*(1/2))

0 (M+9)/2 (M+4) 0 0 -(M-1)/2 0 (3m+1)/2 (3M+1)


12 - (1*(1/2))
Z 1 1 -(3M-5)/2

X5
-1- (0*(1/2)) 2 0 1/2 0 5/2 1 1 0 1/4 0 -1/2 3 6

X6 3 0 -1 0 1 -1 0 1 0 0 0 1 -1
2- (1*(1/2))
a1 4 0 3/2 0 1/2 1 0 0 1/2 1 -1/2 1 2/3

aX22 5 0 1/2 1 1/2 1 0 0 -1/2 0 1/2 1 2


CASE 4
Coefficient of

Basic Variable

Right Hand
Equation
Iteration

Z X1 X2 X3 X4 X5 X6 X7 a1 a2

Ratio
Side
0 (M+9)/2 (M+4) 0 0 -(M-1)/2 0 (3m+1)/2 (3M+1)
2 Z 1 1 -(3M-5)/2

X5 2 0 1/2 0 5/2 1 1 0 1/4 0 -1/2 33/(1/2) 6

X6 3 0 -1 0 1 -1 0 1 0 0 0 1 -1

1/-1
a1 4 0 3/2 0 1/2 1 0 0 1/2 1 -1/2 1 2/3
1/(3/2)
X2 5 0 1/2 1 1/2 1 0 0 -1/2 0 1/2 1 2
1/(1/2)
Coefficient of
Basic Variable

Right Hand
Equation
Iteration

Z X1 X2 X3 X4 X5 X6 X7 a1 a2

Ratio
Side
0 M+(11/3) 2M+ (7/3) 0 0 -(4m-7)/3 M-(5/3) 2m-(1/3) 2m+(8/3)
3 Z 1 1 0

X5 2 0 0 0 7/3 2/3 1 0 1/12 -1/3 -1/3 8/3

X6 3 0 0 0 4/3 -1/3 0 1 1/3 2/3 -1/3 5/3

aX11 4 0 1 0 1/3 2/3 0 0 1/3 2/3 -1/3 2/3

X2 5 0 0 1 1/3 2/3 0 0 -2/3 -1/3 -1/3 2/3


CASE 4
Coefficient of
Basic Variable

Right Hand
Equation
Iteration

Z X1 X2 X3 X4 X5 X6 X7 a1 a2

Ratio
Side
0 M+(11/3) 2M+ (7/3) 0 0 -(4m-7)/3 M-(5/3) 2m-(1/3) 2m+(8/3)
3 Z 1 1 0

X5 2 0 0 0 7/3 2/3 1 0 1/12 -1/3 -1/3 8/3

X6 3 0 0 0 4/3 -1/3 0 1 1/3 2/3 -1/3 5/3

aX11 4 0 1 0 1/3 2/3 0 0 1/3 2/3 -1/3 2/3

X2 5 0 0 1 1/3 2/3 0 0 -2/3 -1/3 -1/3 2/3

Coefficient of
Basic Variable

Right Hand
X2
Equation
Iteration

Z X1 X2 X3 X4 X5 X6 X7 a1 a2

Ratio
Side
0 M+(11/3) 2M+ (7/3) 0 0 -(4m-7)/3 M-(5/3) 2m-(1/3) 2m+(8/3)
4 Z 1 1 0

X5 2 0 0 0 7/3 2/3 1 0 1/12 -1/3 -1/3 8/3

X6 3 0 0 0 4/3 -1/3 0 1 1/3 2/3 -1/3 5/3

aX11 4 0 1 0 1/3 2/3 0 0 1/3 2/3 -1/3 2/3

X2 5 0 0 1 1/3 2/3 0 0 -2/3 -1/3 -1/3 2/3

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