Maximize z = 2 x 1 − 4 x 2 + 5 x 3 − 6 x 4 given the following conditions: ⎩ ⎪ ⎨ ⎪ ⎧ x 1 + 4 x 2 − 2 x 3 + 8 x 4 ≤ 2 − x 1 + 2 x 2 + 3 x 3 + 4 x 4 ≤ 1 x 1 , x 2 , x 3 , x 4 ≥ 0 .
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Relevant wiki: Linear Programming
For max z , x 2 and x 4 should be minimum and x 1 and x 3 should be maximum For the Given constraints x 2 = x 4 = 0 The question transforms into a linear optimization problem Now the new conditions are : x 1 − 2 x 3 ≤ 2 3 x 3 − x 1 ≤ 1 x 1 , x 3 ≥ 0 Drawing a graph between x 1 and x 3 will give us a enclosed area One of the corner points of feasible area gives us the max value of z
Enclosed area is a quadrilateral with points ( 0 , 0 ) , ( 8 , 3 ) , ( 0 , 3 1 ) , ( 2 , 0 ) Point x 1 = 8 and x 3 = 3 Gives us the Maximum z z = 1 6 + 1 5 = 3 1
I disagree with the first line, or at least it needs to be elaborated further. Why can't we increase x 2 slightly, which results in a greater increase in x 1 , x 3 to make z larger?
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z = 2 x 1 − 4 x 2 + 5 x 3 − 6 x 4 . If we increase x 2 slightly , x 1 also slightly increases but the net increase is negative , because coefficient of x 2 is greater than x 1 . The same applies to x 3 and x 4 . So the best option to maximize z is to put x 2 = x 4 = 0 .
Let A = x 1 + 4 x 2 − 2 x 3 + 8 x 4 ≤ 2 ,
B = − x 1 + 2 x 2 + 3 x 3 + 4 x 4 ≤ 1 .
z = 1 1 A + 9 B − 6 6 x 2 − 1 3 0 x 4 ≤ 2 2 + 9 + 0 + 0 = 3 1 .
Maximised when ( x 1 , x 2 , x 3 , x 4 ) = ( 8 , 0 , 3 , 0 ) .
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Standard form of z: − 2 x 1 + 4 x 2 − 5 x 3 + 6 x 4 = 0
Standard form of conditions: { x 1 + 4 x 2 − 2 x 3 + 8 x 4 + x 5 = 2 − x 1 + 2 x 2 + 3 x 3 + 4 x 4 + x 6 = 1
x 1 , x 2 , x 3 , x 4 ≥ 0
x 5 and x 6 are basic variables while the rest x are non-basic variable.
Process involving the 1st table
-5 is the most negative from the coefficients of z.
Negative Ratio is not allowed.
automatic, choose 3, intersection of column x 3 and row x 6 and make it 1 in the 2nd table.
→ x 3 enters the basic variable, x 6 leaves the basic variable.
Make row z, column x 3 and row x 5 , column x 3 zero in the 2nd table.
Process involving the 2nd table
− 3 1 1 is most negative.
5*(row x 3 in the 2nd table) + row z in the 1st table to obtain the results of row z in the 2nd table.
2*(row x 3 in the second table) + row x 5 in the 1st table to obtain the results of row x 5 in the 2nd table.
Negative ratio is not allow, then, automatically, choosing the intersection of row x 5 and column x 1 and make it one in the 3rd table.
→ x 1 enters the basic variable, x 5 leaves the basic variable.
Make row z, column x 1 and row x 3 , column x 1 zero in the 3rd table.
Process involving the 3rd table
11*(row x 5 in the 2nd table) + row z in the 2nd table to obtain the results of row z in the 3rd table.
row x 5 in the 2nd table + row x 3 in the 2nd table to obtain the result of row x 3 in the 3rd table.
→ max x 1 that make z max is 8
→ max x 3 that make z max is 3
→ max z = 3 1 , x 1 = 8 , x 3 = 3 , x 2 = x 4 = 0 .