Lecture MLP 5 – Example 1: Let x1 the number of type H windows x2 the number of type R windows x3 the number of type E windows Profit : type H window is R 250 R160 R90 per window type R window is R 220 R160 R120 per window type E window is R170 R70 R100 per window Total Profit = 90 x1 120 x2 100 x3 Constraints: Machine A: 2 x1 2 x2 x3 36 Machine B: x1 3x2 2 x3 30 Machine C: x1 x2 2 x3 24 and x1 ; x2 ; x3 0 Answer (a) Let x1 the number of type H windows x2 the number of type R windows x3 the number of type E windows Maximise z= 90 x1 120 x2 100 x3 Subject to: Machine A: 2 x1 2 x2 x3 36 Machine B: x1 3x2 2 x3 30 Machine C: x1 x2 2 x3 24 and x1 ; x2 ; x3 0 Answer (b) Introduce a slack variable for each inequality: Machine A: 2 x1 2 x2 x3 s1 Machine B: x1 3x2 2 x3 Machine C: x1 x2 2 x3 36 s2 30 s3 24 Let z - 90 x1 120 x2 100 x3 0 x1 x2 x3 s1 s2 s3 constants 2 2 1 1 0 0 36 1 3 2 0 1 0 30 1 1 2 0 0 1 24 90 120 100 0 0 0 0 x1 x2 x3 s1 s2 s3 constants quotients 2 2 1 1 0 0 36 36 / 2 18 1 3 2 0 1 0 30 30 / 2 10 smallest 1 1 2 0 0 1 24 24 / 1 24 90 120 100 0 0 0 0 Answer (c) most -ve indicator The pivot element is ‘3’ in the second row, second column. x2 will become basic and s2 will become non-basic. Row instructions: r2 will be the pivot row. r1 r1 2 r2 r2 r2 3 r3 r3 1 r2 r4 r4 120 r2 Working tableau x1 1 3 1 3 1 1 1 3 1 90 120 3 2 2 x2 x3 s1 s2 s3 constants 2 3 2 1 3 2 2 1 1 11 3 2 120 120 1 100 120 3 1 2 0 1 3 1 3 1 0 1 3 1 0 120 3 0 2 0 36 2 10 0 10 1 1 0 24 110 0 120 0 0 120 10 2 2 1 1 2 0 0 1 0 0 120 0 0 2 2nd Tableau completed x1 x2 4 3 1 3 2 3 1 50 0 0 x3 0 1 3 2 3 4 3 20 s1 1 0 0 0 s2 s3 constants 2 3 1 3 1 3 0 16 0 10 1 14 40 0 1200 solution: x1 0 ; x2 10 ; x3 0 ; s1 16 ; s2 0 ; s3 14 ; z 1200 Some indicators are still negative, hence the value of z can be improved by pivoting again. x1 x2 4 3 1 3 2 3 1 50 0 0 x3 s1 1 3 2 3 4 3 0 20 0 0 1 0 s2 s3 constants 2 3 1 3 1 3 0 16 0 10 1 14 40 0 1200 ratios 4 12 3 1 10 30 3 2 14 21 3 16 most -ve indicator column1 = pivot column Hence the new pivot element is in the first row and first column. x1 x2 x3 s1 4 3 0 1 3 1 1 3 1 2 3 0 2 3 0 4 3 0 50 0 20 0 s2 s3 constants 2 3 0 16 1 3 0 10 1 3 1 14 40 0 1200 r1 3 / 4 smallest +ve row intstructions x1 x2 1 0 1 3 2 3 50 x3 s1 1 4 3 4 1 2 3 0 0 4 3 0 0 20 0 Working tableau: x1 x2 1 0 1 1 1 3 3 1 1 0 3 2 2 1 3 3 0 2 0 3 50 50 1 0 50 0 s2 s3 constants 1 2 0 12 r1 pivot row 1 3 0 10 1 r2 r1 3 1 3 1 14 2 r3 r1 3 40 0 1200 r4 50 r1 x3 s1 s2 s3 constants 1 4 2 1 1 3 3 4 4 2 1 3 3 4 1 20 50 4 3 4 13 0 3 4 23 0 34 3 0 50 4 1 2 1 1 1 3 3 2 1 2 1 3 3 2 1 40 50 2 0 12 0 1 0 3 10 1 12 3 1 2 0 3 14 2 12 3 0 50 0 1200 50 12 3rd Tableau completed x1 x2 1 0 0 1 0 0 0 0 x3 s1 1 4 3 4 3 2 65 2 3 4 1 4 1 2 75 2 s2 s3 constants 0 12 0 6 0 1 6 15 0 1800 1 2 1 2 solution: x1 12 ; x2 6 ; x3 0 ; s1 0 ; s2 0 ; s3 6 ; z 1800 There is a negative indicator in the 3rd column and hence the value of z can be increased by pivoting again. The ratios referring to the 3rd column are : 1 ignore this ratio because it is negative. 4 3 Row2 : 6 8 4 3 Row3 : 6 4 smallest ratio 2 Row1:12 Hence the new pivot element is in the 3rd row and 3rd column: x1 x2 1 0 0 1 3 4 0 0 3 2 0 0 65 2 Multiply row 3 by x3 s1 1 4 3 4 s2 s3 constants 1 2 0 12 1 4 1 2 0 6 1 2 0 1 6 75 2 15 0 1800 s3 constants 0 12 0 6 0 2 3 4 15 0 1800 2 in order to make the pivot element = 1. 3 x1 x2 1 0 0 1 0 0 0 0 x3 s1 1 4 3 4 3 4 1 4 1 3 75 2 1 65 2 s2 1 2 1 2 Row instructions will be: transform r1 1 r1 r3 : 4 x1 1 0 4 1 new r1 : new r2 : 0 3 0 4 0 65 r3 : 2 new r4 : s1 s2 s3 1 1 1 4 4 3 1 1 4 4 3 1 1 0 2 4 0 2 3 12 0 43 1 6 x2 1 3 0 4 65 0 2 0 65 0 2 0 1 2 s1 s2 s3 3 3 1 4 4 1 3 1 4 4 3 1 3 0 2 4 0 0 1 2 32 0 43 1 2 x2 0 x3 1 x1 0 1 0 4 x3 0 x1 transform r4 r4 0 1 transform r2 3 r2 r3 : 4 x2 x3 65 65 1 2 2 0 s1 75 65 1 2 2 3 80 3 s2 15 65 0 2 15 6 12 1 4 4 13 3 4 4 3 s3 0 65 2 2 3 65 3 1800 65 4 2 1930 4th Tableau x1 x2 x3 s1 1 0 0 2 3 0 1 0 0 0 0 1 0 0 0 1 3 80 3 s2 s3 1 2 1 2 1 6 1 2 2 3 65 3 0 15 constants 13 3 4 1930 This is the final tableau because all the indicators are non-negative. solution: x1 13 ; x2 3 ; x3 4 ; s1 0 ; s2 0 ; s3 0 ; zmax 1930 The manufacturer should produce 13 type H windows, 3 type R windows and 4 type E windows in order to maximise the profit subject to the given constraints.