TUGAS AKHIR

OPERATION RESEARCH

NAMA :
Putri Citra Kusuma Dewi / 140321641

Universitas Atma Jaya Yogyakarta

2016

SOAL 1
We convert the linear programming problem into the canonical from. To accomplish this,
we will perform the folloing steps:
Introduce residual variable

Introduce redundant variable

Z= 1

X1

+2

1 X1 + 2 X2
1

Si

X1

X2

Si

0 into the constrants of from

max

+ 1 S1 = 5

X2

+1

0 into the constraints of from

+1

S2

=4

Now we can construct an initial simplex tableau:

x1

x2

z(max)
s1
s2

s1

-1
1
1

-2
2
1

We insert into the basis

{ }
i
ip

= min
i
ip

BFS

0
1
0

X2

0
0
1

0
5
4

. We find a lead row:

5
= min 2 ,4 =

5
2

>0

We withdraw from the basis

x1
z(max)
s1
s2

s2

x2
0
1/2
1/2

S1

. We construct a simplex tableau :

s1
0
1
0

s2
1
1/2
- 1/2

BFS
0
0
1

5
5/2
3/2

Since in the objective function row there is no negative coefficient (except R-columns),
we have found the optimal point.
Since the following condition is satisfied:

dN

IN

0; j

:(

dN

)j = 0

The obtained optimum has an alternative. Value of the objective function at the optimal
point : 5

SOAL 2

We convert the linear programming problem into the canonical from. To accomplish this,
we will perform the folloing steps:
Introduce residual variable

Introduce redundant variable

Z=2

X1

+1

X1 + 1 X2
2

Si

X1

+0

X2

0 into the constraints of from

Si

0 into the constrants of from

max

+ 1 S 1 = 10

X2

+1

S2

= 40

Now we can constructs an initial simplex tableau:

x1
z(max)
s1
s2

x2
-2
1
2

s1
-1
1
0

s2
0
1
0

BFS
0
0
1

0
10
40

We insert into the basis

{ }
i
ip

= min
i
ip

X1

. We find a lead row:

= min 10,20 = 10

>0

We withdraw from the basis

x1
z(max)
s1
s2

x2
0
1
0

S1

. We construct a simplex tableau :

s1
1
1
-2

s2
2
1
-2

BFS
0
0
1

20
10
20

Since in the objective function row there is no negative coefficients (except R-columns),
we have found the optimal point!
Optimal Point :

X1

= 10 ,

X2

= 0 (Value of the objective function at the optimal

point : 20)

SOAL 3
We convert the linear programming problem into the canonical from. To accomplish this,
we will perform the folloing steps:

Introduce residual variable

Introduce redundant variable

Z= 3

X1

+2

X2

max

Si

0 into the constraints of from

Si

0 into the constrants of from

2 X1 + 1 X2
3

X1

+ 1 S1 = 2

X2

+4

S2

-1

= 12

Since there are constraints of the form and (or) = in the original system of
Ri
constraints, then we have to introduce artificial variables
0 into such
constraints. The solution method for this kind of linear programming problem is called
two-phase.
Z= 3

X1

+2

2 X1 + 1 X2
3

X1

+4

X2

max

+ 1 S1 = 2

X2

-1

S2

= 12

Phase I
Now we can construct an initial simplex tableau:
x1
r(min)
z(max)
s1
R1

x2
3
-3
2
3

s1
4
-2
1
4

S2
0
0
1
0

R1
-1
0
0
-1

BFS
0
0
0
1

12
0
2
12

We have to withdraw all the auxiliary variables from the basis and get rid of positive
coefficients in the auxillary objective function (OF) ( as the task for Phase I is a
minimum problem).
We insert into the basis

X2

. We find a lead row:

{ }
i
ip

= min
i
ip

= min 2,3 = 2

>0

We withdraw from the basis

x1
r(min)
z(max)
s1
R1

x2
-5
1
2
-5

S1

. We construct a simplex tableau :

s1
0
0
1
0

S2
-4
2
1
-4

R1
-1
0
0
-1

The objective function of the problem is unbounded.

BFS
0
0
0
1

4
4
2
4