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# Question:

## Let X1, X2 and X3 represent the number of units of products A, B and C

respectively. The given problem can be expressed as a Linear Programming
Problem as follows:

Subject to:

X1, X2, X3 0

## Solving the above problem using the Simplex Method.

Explanation:

After adding slack variables X40, X50 and X60, the corresponding system
of constraint equations is

## Our goal is to maximize Z, while satisfying these equations and, in addition,

X1 0, X2 0, X3 0, X4 0, X5 0, X60.

## The simplex method is carried out by performing elementary row operations on a

matrix that we call the simplex tableau. This tableau consists of the augmented
matrix corresponding to the constraint equations together with the coefficients of
the objective function.

## Then we perform pivoting:

Once we have set up the initial simplex tableau for a linear programming problem,
the simplex method consists of checking for optimality and then, if the current
solution is not optimal, improving the current solution. (An improved solution is one
that has a larger z-value than the current solution.) To improve the current solution,
we bring a new basic variable into the solutionwe call this variable the entering
variable. This implies that one of the current basic variables must leave, otherwise
we would have too many variables for a basic solutionwe call this variable the
departing variable. We choose the entering and departing variables as follows.

1. The entering variable corresponds to the smallest (the most negative) entry in
the bottom row of the tableau.

## 2. The departing variable corresponds to the smallest nonnegative ratio of Cj-Zj, in

the column determined by the entering variable.

3. The entry in the simplex tableau in the entering variables column and the
departing variables row is called the pivot. Finally, to form the improved solution,
we apply Gauss-Jordan elimination to the column that contains the pivot,
Solution:
Cj Basic X1 X2 X3 X4 X5 X6 RHS Min
Varia 5 10 8 0 0 0 ratio
ble
0 X4 3 5 2 1 0 0 60 12
0 X5 4 4 4 0 1 0 72 18
0 X6 2 4 5 0 0 1 100 25
Cj- 5 10 8 0 0 0
Zj
10 X2 3/5 1 2/5 1/5 0 0 12 30
0 X5 8/5 0 12/5 -4/5 1 0 24 10
0 X6 -2/5 0 17/5 -4/5 0 1 52 260/1
7
Cj- -1 0 4 -2 0 0
Zj
10 X2 1/3 1 0 1/3 -1/6 0 8
8 X3 2/3 0 1 -1/3 5/12 0 10
0 X6 -8/3 0 0 1/3 -17/5 1 18
Cj- -11/3 0 0 -2/3 -5/3 0
Zj
Therefore, the maximum value of Z occurs when
X2 = 10
X3 = 8
X1 = 0

## We see that the maximum value of Z = 160, when X2 = 10, X3 = 8, X1

=0
In the first part of the table:

## - To compute Cj-Zj, we substract initial value of X from the cross product

of the column of X*Basic Variables
Rough work:
Cj-Zj:

X1 X2 X3 X4 X5 X6
5 -((0*3) + 10 -((0*5) 8 -((0*2) + 0 -((0*1) + 0 -((0*0) + 0 -((0*0) +
(0*4) + + (0*4) + (0*4) + (0*0) + (0*1) + (0*0) +
(0*2)) (0*4)) (0*5)) (0*0)) (0*0)) (0*1))

table

variable

X4 60 60/5
X5 72 72/4
X6 100 100/4

## In the second part of the table:

- The pivot element here is the largest value in the row of the leaving
variable (which is 5)
- To build row X2, we take each value of row X4 and divide it by pivot
element
Rough work:
Row X2:

X1 X2 X3 X4 X5 X6 RHS
3/5 5/5 2/5 1/4 0/5 0/5 60/5

- To build row X5, we have to perform row operations. Please note that
we need our identity matrix, therefore we identify some row operations
which gives us our identity matrix. The row operation choosen is: Row
X5 from first tableau (4 * Row X2 from second tableau)
Rough work:
Row X5:
X1 X2 X3 X4 X5 X6 RHS
4- 4-(4*1) 4- 0- 1-(4*0) 0-(4*0) 72-
(4*3/5) (4*2/5) (4*1/5) (4*12)

- To build row X6, we have to perform row operations. Please note that
we need our identity matrix, therefore we identify some row operations
which gives us our identity matrix. The row operation choosen is: Row
X6 from first tableau (4 * Row X2 from second tableau)
Rough work:
Row X5:

X1 X2 X3 X4 X5 X6 RHS
2- 4-(4*1) 5-(4*2/5) 0- 0-(4*0) 1- 100 -
(4*3/5) (4*1/5) (4*0) (4*12)

- We compute Cj-Zj
Rough work:
Cj-Zj:

X1 X2 X3 X4 X5 X6
5- 10 - 8- 0- 0 -((10*0) 0 -((10*0)
((10*3/5) ((10*1) + ((10*2/5) ((10*1/5) + (0*1) + + (0*0) +
+ (0*8/5) (0*0) + + (0*12/5) + (0*-4/5) (0*0)) (0*1))
+ (0*-2/5)) (0*0)) + + (0*-4/5))
(0*17/5))

table

variable

X2 12 12/(2/5)
X5 24 24/(12/5)
X6 52 52/(17/5)

## In the third part of the table:

- The pivot element here is the largest value in the row of the leaving
variable (which is 12/5)
- To build row X3, we take each value of row X5 and divide it by pivot
element
Rough work:
Row X3:

X1 X2 X3 X4 X5 X6 RHS
(8/5)/12 0/12/ (12/5) / (-4/5) / 1)/12/5 0)/12/ 24/12/5
/5 5 12/5 12/5 5

- To build row X2, we have to perform row operations. Please note that
we need our identity matrix, therefore we identify some row operations
which gives us our identity matrix. The row operation chosen is: Row
X2 from second tableau (2/5 * Row X3 from third tableau)
Rough work:
Row X2:

X1 X2 X3 X4 X5 X6 RHS
3/5- 1- 2/5- 1/5- 0-(2/5*- 0- 12-
(2/5*2/3 (2/5*0) (2/5*1) (2/5*- 5/12 (2/5*0) (2/5*10
) 1/3) )

- To build row X6, we have to perform row operations. Please note that
we need our identity matrix, therefore we identify some row operations
which gives us our identity matrix. The row operation choosen is: Row
X6 from second tableau (17/5 * Row X3 from third tableau)
Rough work:
Row X6:

X1 X2 X3 X4 X5 X6 RHS
-2/5- 0- 17/5- -4/5- 0- 1- 52-
(17/5*2/ (17/5*0 (17/5*1) (17/5*- (17/5*5/1 (17/5* (17/5*10
3) ) 1/3) 2) 0) )

- We compute Cj-Zj
Rough work:
Cj-Zj:

X1 X2 X3 X4 X5 X6
5- 10 - 8 -((10*0) 0- 0 -((10*- 0 -((10*0)
((10*1/3) ((10*1) + + (8*1) + ((10*1/3) 1/6) + + (8*0) +
+ (8*1/3) (0*0) + (0*0)) + (8*-1/3) (8*5/12) + (0*1))
+ (0*-8/3)) (0*0)) + (0*1/3)) (0*-17/12))
Since all the values of Cj-Zj are less or equal to 0, we can conclude that
we have reached the optimal solution.

X2 = 10
X3 = 8
X1 = 0
Z = 160