Revised Simplex Method
Carry out one iteration of the Revised Simplex Method on the following:
Maximise
X1 + 9X2 + X3
X1 + 2X2 + 3X3 9
3X1 + 2X2 + 2X3 15
2X1 + 3X2 + X3 14
subject to
X1 , X2 , X3
Is the solution optimal after this one iteration?
Solution:
Standard from:
Maximise
subject to
X1 + 9X2 + X3
X1 + 2X2 + 3X3 + S1 = 9
3X1 + 2X2 + 2X3 + S2 = 15
2X1 + 3X2 + X3 + S3 = 14
X1 , X2 , X3 , S1 , S2 , S3 ,
Starting basic variables S1 S2 S3
CB = [ 0 0 0 ]
B-1 =
1 0 0
0 1 0
0 0 1
Y = cBB-1 = [0 0 0]
For non-basic variables:
z1 c1 =
Y P1 - c1
[0 0 0 ]
1
3
2
-1
= -1
z2 c2 =
Y P2 - c2
[0 0 0 ]
2
2
3
-9
= -9
z3 c3 =
Y P3 - c3
[0 0 0 ]
3
2
1
-1
= -1
Therefore X2 enters basis.
XB =
= B-1b
9
15
14
2 = B-1P2 =
1 0 0
0 1 0
0 0 1
2
2
3
2
2
3
= Min { 9/2 , 15/2 , 14/3 } = 9/2 (associated with S1)
Therefore S1 leaves basis.
Basis S1 S2 S3 X2 S2 S3
B
B-1 =
2 0 0
2 1 0
3 0 1
1/2 0 0
-1 1 0
-3/2 0 1
xB =
1/2 0 0
-1 1 0
-3/2 0 1
9
15
14
9/2
6
Step 1
Y = cBB-1 = [9 0 0]
1/2 0 0
-1 1 0
-3/2 0 1
= [9/2 0 0]
For non-basic variables:
z1 c1 =
Y P1 - c1
[9/2 0 0 ] 1
3
2
-1
= 7/2
z3 c3 =
Y P3 - c3
[9/2 0 0 ] 3
2
1
-1
= 25/2
z4 c4 =
Y P4 - c4
[9/2 0 0 ] 1
0
0
-0
= 9/2
All positive. There optimum has been reached.
Solution X1* = X3* = 0 (non-basic) X2* = 9/2
Z = 81/2
X2
S2
S3