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maximize 5*x1 + 4*x2 + 3*x3
subject to 2*x1 + 3*x2 + x3 <= 5
4*x1 + x2 + 2*x3 <= 11
3*x1 + 4*x2 + 2*x3 <= 8
x1 , x2 , x3 >= 0
maximize 5*x1 + 4*x2 + 3*x3 - z = 0
subject to 2*x1 + 3*x2 + x3 + s1 = 5
4*x1 + x2 + 2*x3 + s2 = 11
3*x1 + 4*x2 + 2*x3 + s3 = 8
x1 , x2 , x3 s1 , s2 , s3 >= 0
\[
\begin{array}{cccccccc}
x_1 & x_2 & x_3 & s_1 & s_2 & s_3 & z & b \\
2 & 3 & 1 & 1 & 0 & 0 & 0 & 5 \\
4 & 1 & 2 & 0 & 1 & 0 & 0 & 11 \\
3 & 4 & 2 & 0 & 0 & 1 & 0 & 8 \\
5 & 4 & 3 & 0 & 0 & 0 & -1 & 0
\end{array}
\]
(Note that we have moved the equation for
z
to the last row.)
The corresponding basic feasible solution is
x_1 = x_2 = x_3 = 0
,
s_1 = 5
,
s_2 = 11
,
s_3 = 8
,
z = 0
.
z
(last row) for a positive entry and find
the value 5 in the
x_1
column.
Thus was can increase the objective by increasing
the value of
x_1
and holding
x_2
,
x_3
at zero.
We now solve for the value of
x_1
that results in
\[
\begin{array}{llll}
s_1 = 0 & \Leftrightarrow & x_1 = 5/2 & = 2.5 \\
s_2 = 0 & \Leftrightarrow & x_1 = 11/4 & = 2.75 \\
s_3 = 0 & \Leftrightarrow & x_1 = 8/3 & = 2.66 \cdots
\end{array}
\]
Thus we can pivot on the pair
(x_1, s_1)
and obtain
a new basic feasible solution with an improved
value for the objective.
\[
\begin{array}{cccccccc}
x_1 & x_2 & x_3 & s_1 & s_2 & s_3 & z & b \\
1 & 1.5 & .5 & .5 & 0 & 0 & 0 & 2.5 \\
4 & 1 & 2 & 0 & 1 & 0 & 0 & 11 \\
3 & 4 & 2 & 0 & 0 & 1 & 0 & 8 \\
5 & 4 & 3 & 0 & 0 & 0 & -1 & 0
\end{array}
\]
x_1
times the row corresponding to the pivot element:
\[
\begin{array}{cccccccc}
x_1 & x_2 & x_3 & s_1 & s_2 & s_3 & z & b \\
1 & 1.5 & .5 & .5 & 0 & 0 & 0 & 2.5 \\
0 & -5 & 0 & -2 & 1 & 0 & 0 & 1 \\
0 & -.5 & .5 & -1.5 & 0 & 1 & 0 & .5 \\
0 & -3.5 & .5 & -2.5 & 0 & 0 & -1 & -12.5
\end{array}
\]
The corresponding basic feasible solution is
s_1 = x_2 = x_3 = 0
,
x_1 = 2.5
,
s_2 = 1
,
s_3 = .5
,
z = 12.5
.
z
(last row) for a positive entry and find
.5 in the
x_3
column.
Thus we can increase the objective by increasing
x_3
and holding
x_2
,
s_1
at zero.
We now solve for the value of
x_3
that results in
\[
\begin{array}{lll}
x_1 = 0 & \Leftrightarrow & x_3 = 5 \\
s_2 = 1& {\rm for \; all} & x_3 \\
s_3 = 0 & \Leftrightarrow & x_3 = 1
\end{array}
\]
Thus we can pivot on the pair
(x_3, s_3)
and
obtain a new basic feasible solution with an improved
value for the objective.
\[
\begin{array}{cccccccc}
x_1 & x_2 & x_3 & s_1 & s_2 & s_3 & z & b \\
1 & 1.5 & .5 & .5 & 0 & 0 & 0 & 2.5 \\
0 & -5 & 0 & -2 & 1 & 0 & 0 & 1 \\
0 & -1 & 1 & -3 & 0 & 2 & 0 & 1 \\
0 & -3.5 & .5 & -2.5 & 0 & 0 & -1 & -12.5
\end{array}
\]
\[
\begin{array}{cccccccc}
x_1 & x_2 & x_3 & s_1 & s_2 & s_3 & z & b \\
1 & 2 & 0 & 2 & 0 & -1 & 0 & 2 \\
0 & -5 & 0 & -2 & 1 & 0 & 0 & 1 \\
0 & -1 & 1 & -3 & 0 & 2 & 0 & 1 \\
0 & -3 & 0 & -1 & 0 & -1 & -1 & -13
\end{array}
\]
s_1 = x_2 = s_3 = 0
,
x_1 = 2
,
s_2 = 1
,
x_3 = 1
,
z = 13
.
This is an optimal solution because all of the coefficients
in the row corresponding to the objective
z
are less than zero.