Solve the following LPP by Revised Simplex method.

[SI Gass 2(a)]

Maximize z = 5 x1 − x 2 + x3 −10 x 4 + 7 x 5

Subject to 3 x1 − x2 − x3 =4

x1 − x 2 + x 3 + x 4 =1

2 x1 + x 2 + 2 x3 + x5 = 7

and x j  0 .

Solution: Here m = 3 and n = 5 .

The objective function for the corresponding minimization problem is

− 5 x1 + x 2 − x3 + 10 x 4 − 7 x 5 .

For the revised procedure with a full artificial basis we rewrite the problem to read:

Maximize x9

Subject to 3 x1 − x 2 − x3 + x6 =4

x1 − x 2 + x 3 + x 4 + x7 =1

2 x1 + x 2 + 2 x3 + x5 + x8 =7

[ R4 = - Z ] − 5 x1 + x 2 − x3 + 10 x 4 − 7 x 5 + x9 =0

[ R5 = - R1 - R2 - R3 ] − 6 x1 + x 2 − 2 x3 − x 4 − x 5 + x 10 = − 12

 3 −1 −1 0 0
 
 1 −1 1 1 0
Here the coefficient matrix is A =  2 1 2 0 1
 
− 5 1 −1 10 − 7
− 6 −2 −1 − 1
 1

1 0 0 0 0
 
0 1 0 0 0
and the corresponding inverse matrix is U =  0 0 1 0 0  Um+1
 
0 0 0 1 0
0 1
 0 0 0

Page 1 of 15
0 - (1×2)/1=2 4-(1×3)/1=1 7-(1×2)/1
Index of
Iteration Values of x ik
variable in U Ratio
No. variables
solution

6 4 1 0 0 0 0 3 1.33
7 1 0 1 0 0 0 (1) 1(min)
1 8 7 0 0 1 0 0 2 3.5
9 0 0 0 0 1 0 -5 Um+1
10 -12 0 0 0 0 1 -6 Um+2
6 1 1 -3 0 0 0 (2) 0.5
1 1 0 1 0 0 0 -1 ---
2 8 5 0 -2 1 0 0 3 1.66
9 5 0 5 0 1 0 -4
10 -6 0 6 0 0 1 -5
2 1 1 −3 0 0 0 -2 ---
2 2 2
1 3 1 −1 0 0 0 -1 ---
2 2 2
3 8 7 −3 5 1 0 0 6 7
2 2 2 12
9 7 2 -1 0 1 0 -4

10 −7 5 −3 0 0 1 -6
2 2 2
2 5 0 −2 1 0 0 1 5
3 3 3 3
1 25 1 −1 1 0 0 1 12.5
12 4 2 6 6
4 3 7 −1 5 1 0 0 1 3.5
12 4 12 6 6
9 28 1 2 2 1 0 − 19
3 3 3 3
10 0 1 1 1 0 1 0
2 1 1 −3 0 0 0
2 2 2
1 3 1 −1 0 0 0
2 2 2
5 5 0 −3 5 1 0 0
2 2
9 63 − 17 33 7 1 0
2 2 2
10 0 1 1 1 0 1

Page 2 of 15
First iteration:

Here,  1 = U m+2 A1 = (0 0 0 0 1)(3 1 2 − 5 − 6) = − 6

T

 2 = U m+2 A2 = (0 0 0 0 1)(− 1 − 1 1 1 1)T =1

 3 = U m+2 A3 = (0 0 0 0 1)(− 1 1 2 − 1 − 2)T = − 2

 4 = U m+2 A4 = (0 0 0 0 1)(0 1 0 10 − 1)T = − 1

 5 = U m+2 A5 = (0 0 0 0 1)(0 0 1 − 7 − 1)T = − 1

( )
  k = min  1 ,  2 ,  3 ,  4 ,  5 =  1 = − 6

1 0 0 0 0  3   3 
    
0 1 0 0 0  1   1 
Therefore, xi k = U i A k = U i A1 =  0 0 1 0 0  2  =  2 
    
0 0 0 1 0  − 5  − 5
0 1  − 6   − 6 
 0 0 0

Second iteration:

Here,  1 = U m+2 A1 = (0 6 0 0 1)(3 1 2 − 5 − 6) = 6 − 6 = 0

T

 2 = U m+2 A2 = (0 6 0 0 1)(− 1 − 1 1 1 1)T = − 6 + 1= − 5

 3 = U m+2 A3 = (0 6 0 0 1)(− 1 1 2 − 1 − 2)T = 6 − 2 = 4

 4 = U m+2 A4 = (0 6 0 0 1)(0 1 0 10 − 1)T = 6 − 1 = 5

 5 = U m+2 A5 = (0 6 0 0 1)(0 0 1 − 7 − 1)T = − 1

( )
  k = min  1 ,  2 ,  3 ,  4 ,  5 =  2 = − 5

1 −3 0 0 0   − 1  2 
    
0 1 0 0 0   − 1  − 1 
Therefore, xi k = U i A k = U i A 2 =  0 −2 1 0 0  1 =  3 
    
0 5 0 1 0   1   − 4
0 1   1   − 5 
 6 0 0

Page 3 of 15
Third iteration:

5 
0 0 1 (3 1 2 − 5 − 6)T = − − 6 = 0
3 15 3
Here,  1 = U m+ 2 A1 =  −
2 2  2 2

5 
0 0 1 (− 1 − 1 1 1 1)T = − + + 1 = 0
3 5 3
 2 = U m+2 A2 =  −
2 2  2 2

5 
0 0 1 (− 1 1 2 − 1 − 2)T = − − − 2 = − 6
3 5 3
 3 = U m+2 A3 =  −
2 2  2 2

5 
0 0 1 (0 1 0 10 − 1)T = − − 1 = −
3 3 5
 4 = U m+2 A4 =  −
2 2  2 2

5 
0 0 1 (0 0 1 − 7 − 1)T = − 1
3
 5 = U m+ 2 A5 =  −
2 2 

( )
  k = min  1 ,  2 ,  3 ,  4 ,  5 =  3 = − 6

 1 3 
 − 0 0 0
 2 2 
 1 
0   − 1   − 2 
1
 2 − 0 0
 2   1  −1 
= xi 3 = U i A 3 =  − 0   2  =  6 
3 5
Therefore, xi k 1 0
2 2    
   −1   − 4
 2 −1 0 1 0    
 5 3   − 2  − 6
 − 0 0 1
 2 2 
 

Fourth iteration:

 
1 0  (3 1 2 − 5 − 6)T = 3 + + − 5 = 0
2 2 2 4
Here,  1 = U m+1 A1 = 1
 3 3  3 3

 
1 0  (− 1 − 1 1 1 1)T = − 1 − + + 1 = 0
2 2 2 2
 2 = U m+1 A2 = 1
 3 3  3 3

 
1 0  (− 1 1 2 − 1 − 2)T = − 1 + + − 1 = 0
2 2 2 4
 3 = U m+1 A3 = 1
 3 3  3 3

 
1 0  (0 1 0 10 − 1)T = + 10 =
2 2 2 32
 4 = U m+1 A4 = 1
 3 3  3 3
Page 4 of 15
  
1 0  (0 0 1 − 7 − 1)T = − 7 = −
2 2 2 19
 5 = U m+1 A5 = 1
 3 3  3 3

 k ( )
= min  1 ,  2 ,  3 ,  4 ,  5 =  5 = −
19
3

 2 1   1 
 0 − 0 0   
 3 3   3 
 1 1 1   1 
 − 0 0   0   
 4 12 6  0  6 
 1   1
0  1  = 
5 1
Therefore, xi k = xi 5 = U i A 5 =  − 0
4 12 6   6
  − 7  
 1 2 2
1 
0 −1   − 
19
 3 3    3
 5   0 
 1 1 0 1   
 2   
Fifth iteration:

 17 
7 1 0  (3 1 2 − 5 − 6)T = − + + 14 − 5 = 0
33 51 33
Here,  1 = U m+1 A1 =  −
 2 2  2 2

 17 
7 1 0  (− 1 − 1 1 1 1)T = − + 7 + 1 = 0
33 17 33
 2 = U m+1 A2 =  −
 2 2  2 2

 17 
7 1 0  (− 1 1 2 − 1 − 2)T = + + 14 − 1 = 38
33 17 33
 3 = U m+1 A3 =  −
 2 2  2 2

 17 
7 1 0  (0 1 0 10 − 1)T = + 10 =
33 33 53
 4 = U m+1 A4 =  −
 2 2  2 2

 17 
7 1 0  (0 0 1 − 7 − 1)T = 7 − 7 = 0
33
 5 = U m+1 A5 =  −
 2 2 

3 1
Since all  i  0 Optimal Solution: x 1 = , x 2 = , x3 = x4 = x5 =0
2 2

63
Value of objective function: x 9 =
2
Final Decision:

All  j  0 : No solution

All  i  0 : Unique Solution

All xik  0 : Unbounded solution

Page 5 of 15
Solve the following LPP by using Revised Simplex method.
Maximize z = −2 x1 + 3 x2
Subject to x1 5;
2 x1 − 3 x2  6 and x1 , x2  0 .

The given problem is

Maximize z = −2 x1 + 3 x2
Subject to x1 + x3 =5;
2 x1 − 3 x2 + x4 = 6
and x1 , x2 , x3 , x4  0 .

Solution: Here m = 2 and n = 4 .

The objective function for the corresponding minimization problem is

2 x1 − 3 x2 .

For the revised procedure with a full artificial basis we rewrite the problem to read:

Maximize x7

Subject to x1 + x3 + x5 =5

2 x1 − 3 x2 + x4 + x6 =6

2 x1 − 3 x 2 + x7 =0

− 3x1 + 3 x2 − x3 − x 4 + x 8 = −11

 1 0 1 0
 
2 −3 0 1
Here the coefficient matrix is A = 
 2 −3 0 0
 
 −3 3 −1 1 

1 0 0 0
 
0 1 0 0
and the corresponding inverse matrix is U = 
0 0 1 0
 
0 0 0 1

Page 6 of 15
 Index of
Iteration Values of Ui x ik
variable in Ratio
No. variables
solution

5 5 1 0 0 0 1 5
6 6 0 1 0 0 (2) 3(min)
1
7 0 0 0 1 0 2 Um+1
8 -11 0 0 0 1 -3 Um+2
5 2 1 −1
2
0 0 ( 32) 4
3
1 3 0 1 0 0 −3 ---
2 2 2
7 -6 0 -1 1 0 0
8 -2 0 3 0 1 −3
2 2
2 4 2 −1 0 0 −1
3 3 3 3
1 5 1 0 0 0 0
3
7 -6 0 -1 1 0 -1

8 0 1 1 0 1 0

First iteration:

Here,  1 = U m+2 A1 = ( 0 0 0 1)(1 2 2 − 3) = − 3

T

 2 = U m+2 A2 = ( 0 0 0 1)( 0 − 3 − 3 3) = 3
T

 3 = U m+2 A3 = ( 0 0 0 1)(1 0 0 − 1) = − 1
T

 4 = U m+2 A4 = ( 0 0 0 1)( 0 1 0 − 1) = − 1
T

  k = min ( 1 ,  2 ,  3 ,  4 ) =  1 = − 3

1 0 0 0  1   1 
    
0 1 0 0  2  2
Therefore, xi k = U i Ak = U i A1 =  =
0 0 1 0  2  2
    
0 0 0 1  −3   −3 

Second iteration:

Page 7 of 15
 (
Here,  1 = U m+2 A1 = 0 3
2 )
0 1 (1 2 2 − 3) = 0
T

( )
 2 = U m+2 A2 = 0 3 2 0 1 ( 0 − 3 − 3 3) = − 3 2
T

( )
 3 = U m+2 A3 = 0 3 2 0 1 (1 0 0 −1) = −1
T

( )
 4 = U m+2 A4 = 0 3 2 0 1 ( 0 1 0 −1) = 1 2
T

  k = min ( 1 ,  2 ,  3 ,  4 ) =  2 = − 3
2

1 −1 0 0  3 
 2   0  2 
0 1 0 0   −3   − 3 
Therefore, xi k = U i Ak = U i A2 =  2  =  2
0 −1 1 0   −3   0 
   3  
0 3 0 1    − 3 
 2   2

Third iteration:

Here,  1 = U m+1 A1 = ( 0 − 1 1 0 )(1 2 2 − 3) = 0

T

 2 = U m+1 A2 = ( 0 − 1 1 0 )( 0 − 3 − 3 3) = 0
T

 3 = U m+1 A3 = ( 0 − 1 1 0 )(1 0 0 − 1) = 0
T

 4 = U m+1 A4 = ( 0 − 1 1 0 )( 0 1 0 −1) = −1
T

  k = min ( 1 ,  2 ,  3 ,  4 ) =  4 = − 1

 2 1   1
 − 0 0  0  − 
  1 
3 3 3
 
Therefore, xi k = xi 3 = U i A4 =  1 0 0 0   =  0
  0
0 −1 1 0     −1 
  −1  
 1 1 0 1     0 

Since all x ik  0 , the Solution is unbounded.

Page 8 of 15
Solve the following LPP by using Revised Simplex method.
Maximize z = 3x1 + 2 x2
Subject to 2 x1 + x2  2 ;
3x1 + 4 x2 12 and x1 , x2  0 .

The given problem in standard form is

Maximize z = 3x1 + 2 x2
Subject to 2 x1 + x2 + x3 =2;
3x1 + 4 x2 − x4 =12
and x1 , x2 , x3 , x4  0 .

Solution: Here m = 2 and n = 4 .

The objective function for the corresponding minimization problem is

−3x1 − 2 x2 .

For the revised procedure with a full artificial basis we rewrite the problem to read:

Maximize x7

Subject to 2 x1 + x2 + x3 + x5 =2

3x1 + 4 x2 − x4 + x6 =12

−3 x1 − 2 x 2 + x7 =0

− 5 x1 − 5 x2 + x 8 = −14

 2 1 1 0
 
3 4 0 −1 
Here the coefficient matrix is A = 
 −3 −2 0 0
 
 −5 −5 0 0

1 0 0 0
 
0 1 0 0
and the corresponding inverse matrix is U = 
0 0 1 0
 
0 0 0 1

Page 9 of 15
 Index of
Iteration Values of Ui x ik
variable in Ratio
No. variables
solution

5 2 1 0 0 0 (1) 2 (Min)
6 12 0 1 0 0 4 3
1
7 0 0 0 1 0 2 Um+1
8 -14 0 0 0 1 -3 Um+2
2 2 1 0 0 0 ( 32)
6 4 -4 1 0 0 −3
2 2
7 4 2 0 1 0 0
8 -4 5 0 0 1 −3
2

First iteration:
Here,  1 = U m+2 A1 = ( 0 0 0 1)( 2 3 − 3 − 5) = − 5
T

 2 = U m+2 A2 = ( 0 0 0 1)(1 4 − 2 − 5) = − 5
T

 3 = U m+2 A3 = ( 0 0 0 1)(1 0 0 0 ) = 0
T

 4 = U m+2 A4 = ( 0 0 0 1)( 0 − 1 0 0 ) = 0
T

  k = min ( 1 ,  2 ,  3 ,  4 ) =  2 = − 5

1 0 0 0  1   1 
    
0 1 0 0  4  4
Therefore, xi k = U i Ak = U i A2 =  =
0 0 1 0   −2   −2 
    
0 0 0 1  −5   −5 

Second iteration:

Here,  1 = U m+2 A1 = ( 5 0 1)( 2 3 − 3 − 5) = 5

T
0

 2 = U m+2 A2 = ( 5 0 1)(1 4 − 2 − 5) = 0
T
0

 3 = U m+2 A3 = ( 5 0 1)(1 0 0) = 5
T
0 0

 4 = U m+2 A4 = ( 5 0 1)( 0 − 1 0 0) = 0
T
0

Since all  j  0 , the given problem has no solution.

Page 10 of 15
Maximize x1 + 2 x 2 + 3x3 − x 4 SI Gass Example 1.1
Subject to : x1 + 2 x 2 + 3x 3 = 15
2 x1 + x 2 + 5 x 3 = 20
x1 + 2 x 2 + x 3 + x 4 = 10 and x j  0 ; j = 1, 2, 3, 4 .

Solution: Here m = 3 and n = 4 .

The objective function for the corresponding minimization problem is

− x1 − 2 x2 − 3 x3 + x 4 .

For the revised procedure with a full artificial basis we rewrite the problem to read:

Maximize x8

Subject to x1 + 2 x2 + 3 x3 + x5 = 15

2 x1 + x2 + 5 x 3 + x6 = 20

x1 + 2 x 2 + x3 + x 4 + x7 =10

− x1 − 2 x2 − 3 x3 + x 4 + x8 =0

− 4 x1 − 5 x2 − 9 x3 − x 4 + x 9 = − 45

 1 2 3 0
 
 2 1 5 0
Here the coefficient matrix is A =  1 2 1 1
 
 −1 −2 −3 1
 −4 −5 −9 − 1 


1 0 0 0 0
 
0 1 0 0 0
and the corresponding inverse matrix is U =  0 0 1 0 0
 
0 0 0 1 0
0 1
 0 0 0

Page 11 of 15
 Index of
Iteration Values of x ik
variable in U Ratio
No. variables
solution

5 15 1 0 0 0 0 3 5
6 20 0 1 0 0 0 (5) 4(min)
1 7 10 0 0 1 0 0 1 10
8 0 0 0 0 1 0 -3 Um+1
9 -45 0 0 0 0 1 -9 Um+2
5 3 1 −3 0 0 0 (7 ) 15
5 5 7
3 4 0 1
5
0 0 0 1
5
20
2 7 6 0 −1 1 0 0 9 10
5 5 3
8 12 0 3 0 1 0 −7
5 5
9 -9 0 9 0 0 1 −16
5 5
2 15 5 −3 0 0 0 0 ---
7 7 7
3 25 −1 −2 0 0 0 0 ---
7 7 7
3 7 15 −9 4 1 0 0 1 15
7 7 7 7
8 15 1 0 0 1 0 1

9 −15 16 3 0 0 1 -1
7 7 7
2 15 5 −3 0 0 0 −1 --
7 7 7 7
3 25 −1 2 0 0 0 3 25
7 7 7 7 3
4 4 15 −9 4 1 0 0 6 5
7 7 7 7 3
8 90 16 −4 -1 1 0 −6
7 7 7 7
9 0 1 1 1 0 1 0
2 5 1 −1 1 0 0
2 2 3 6
3 5 1 0 −1 0 0
2 2 2
5 1 5 −3 2 7 0 0
2 2 3 6
8 15 1 0 0 1 0

9 0 1 1 1 0 1

Page 12 of 15
First iteration:

Here,  1 = U m+2 A1 = ( 0 0 0 0 1)(1 2 1 − 1 − 4 ) = − 4

T

 2 = U m+2 A2 = ( 0 0 0 0 1)( 2 1 2 − 2 − 5) = − 5
T

 3 = U m+2 A3 = ( 0 0 0 0 1)( 3 5 1 − 3 − 9 ) = − 9
T

 4 = U m+2 A4 = ( 0 0 0 0 1)( 0 0 1 1 −1) = −1

T

  k = min ( 1 ,  2 ,  3 ,  4 ) =  3 = − 9

1 0 0 0 0  3  3
    
0 1 0 0 0  5  5
Therefore, xi k = U i Ak = U i A3 =  0 0 1 0 0  1  =  1 
    
0 0 0 1 0   −3   −3 
0 1  −9   −9 
 0 0 0

Second iteration:

Here,  1 = U m+2 A1 = 0( 9
5
0 0 )
1 (1 2 1 −1 − 4 ) = −2
T
5

 2 = U m+2 A2 = 0 ( 9
5
0 0 )
1 ( 2 1 2 − 2 − 5) = −16
T
5

 3 = U m+2 A3 = 0( 9
5
0 0 )
1 (3 5 1 − 3 − 9) = 0
T

 4 = U m+2 A4 = 0 ( 9
5
0 0 1 (0) 0 1 1 −1) = −1
T

  k = min ( 1 ,  2 ,  3 ,  4 ,  5 ) =  2 = − 16 5

1 −3 0 0 0  7 
 5   2  5 
0 1 0 0 0     15 
 5   1  
 −1    9 
Therefore, xi k = U i Ak = U i A2 =  0 1 0 0 2 =
5   5 
 3   −2   −7 
0 5
0 1 0
   5 
   −5   
0 9 0 0 1  −16 
 5   5

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Third iteration:

 16 3  6
Here,  1 = U m+ 2 A1 =  0 1 (1 2 1 − 1 − 4 ) = −
T
0
7 7  7

 16 3 
 2 = U m+ 2 A2 =  0 1 ( 2 1 2 − 2 − 5 ) = 0
T
0
7 7 

 16 3 
 3 = U m+ 2 A3 =  0 1 ( 3 5 1 − 3 − 9 ) = 0
T
0
7 7 

 16 3 
 4 = U m+ 2 A4 =  0 1 ( 0 0 1 1 − 1) = − 1
T
0
7 7 

  k = min ( 1 ,  2 ,  3 ,  4 ) =  4 = − 1

 5 3 
 7 − 0 0 0
7
 
 −1 −
2
0 0 0  0  0
 7 7    
   0  0
9 4
Therefore, xi k = xi 3 = U i A3 =  − 1 0 0   1 =  1
 7 7    
 1 0 0 1 0    
1 1
   −1   −1 
 16 3    
 7 0 0 1
7
 
 

Fourth iteration:

 16 4  6
Here,  1 = U m+1 A1 =  − −1 1 0  (1 2 1 − 1 − 4 ) = −
T

7 7  7

 16 4 
 2 = U m+1 A2 =  − −1 1 0  ( 2 1 2 − 2 − 5) = 0
T

7 7 

 16 4 
 3 = U m+1 A3 =  − −1 1 0  (3 5 1 − 3 − 9) = 0
T

7 7 

 16 4 
 4 = U m+1 A4 =  − −1 1 0  ( 0 0 1 1 − 1) = 0
T

7 7 

  k = min (  1 ,  2 ,  3 ,  4 ) =  1 = −
6
7

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  5 3   1
 7 − 0 0 0  −7 
7
   
− 1 2
0 0 0   1   3
 7 7    7 
   2  
9 4 6
Therefore, xi k = xi 5 = U i A1 =  − 1 0 0   
1 = 
 7 7     7
 16 4   −1   6 
 − −1 1 0   −4   − 
 7 7    7 
 1 1 1 0 1  0
   
   
Fifth iteration:

Here,  1 = U m+1 A1 = (1 0 0 1 0 )(1 2 1 − 1 − 4 ) = = 0

T

 2 = U m+1 A2 = (1 0 0 1 0)( 2 1 2 − 2 − 5) = 0
T

 3 = U m+1 A3 = (1 0 0 1 0 )( 3 5 1 − 3 − 9 ) = 0
T

 4 = U m+1 A4 = (1 0 0 1 0 )( 0 0 1 1 −1) =1
T

5
Since all  i  0 , Optimal Solution: x 1 = x2 = x3 = , x4 = 0
2

Value of objective function: x 8 = 15 .

Maximize x1 + x 2

Subject to

x1 + x2  1 ; x1 − x2  1 ; − x1 + x 2  1 ; and x j  0 ; j =1, 2 .
Solve the following LPP by Revised Simplex method: SI Gass Exercise 4:

Minimize z = x1 + x 2 + x 3

Subject to the constraints x1 − x4 − 2x 6 = 5

x2 + 2 x 4 −3 x 5 + x 6 =3

x3 + 2 x 4 −5 x 5 + 6 x 6 =5

and xj 0

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