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In this example you will be solving a linear programming problem using the simplex method. After working through this
example, try to work some of the exercises from the book.
The example is found on Sheet 2. You can get there by clicking on the tab labeled "sheet 2" at the bottom left of the Excel
screen.
x2
5
100
-160
s1
1
0
0
s2
0
1
0
z
0
0
1
solution
40
1000
0
As described in 8.3, we will do row reduction (pivot) on the second row first.
6
1
-240
5
0.5
-160
1
0
0
0
0.005
0
0
0
1
0
1
0
2
0.5
-40
1
0
0
-0.03
0.005
1.2
0
0
1
40
5 simplify by multiplying by 1/200
0
10 elimination
5
1200 elimination
1
0.5
-40
0.5
0
0
-0.015
0.005
1.2
0
0
1
0
1
0
1
0
0
0.5
-0.25
20
-0.015
0.0125
0.6
0
0
1
5 elimination
2.5
1400 elimination
Again, as noted in the book, we have a solution if s1 = s2 = 0, x1 = 2.5, x2 = 5 and z = 1400. We have
found another corner point, P3 (where (x1, x2) = (2.5, 5)) from the graph.
No further pivoting possible means one of the points we found must give the maximum. The choices are z
= 0, 1200 or 1400. Obviously the answer is 1400 so x1 = 2.5 and x2 = 5.
z = 0. Obviously,
P1 (where (x1, x2) =
= 1200. We have
z = 1400. We have