Matlab Code For Phase 2 Simplex Method

Two Phase Method: Minimization Example 1

Minimize z = -3x1 + x2 - 2x3

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subject to

x1 + 3x2 + x3 ≤ 5
2x1 – x2 + x3 ≥ 2
4x1 + 3x2 - 2x3 = 5

x1, x2, x3 ≥ 0

Solution.

If the objective function is in minimization form, then convert it into maximization form.

Changing the sense of the optimization

Any linear minimization problem can be viewed as an equivalent linear maximization problem, and vice versa. Specifically:

Minimizecjxj = Maximize(- cj)xj

If z is the optimal value of the left-hand expression, then -z is the optimal value of the right-hand expression.

Maximize z = 3x1 – x2 + 2x3

subject to

MethodPhase 2 singapore

x1 + 3x2 + x3 ≤ 5
2x1 – x2 + x3 ≥ 2
4x1 + 3x2 - 2x3 = 5

x1, x2, x3 ≥ 0

Converting inequalities to equalities

x1 + 3x2 + x3 + x4 = 5
2x1 – x2 + x3 – x5 = 2
4x1 + 3x2 - 2x3 = 5

x1, x2, x3, x4, x5 ≥ 0

Where:
x4 is a slack variable
x5 is a surplus variable

The surplus variable x5 represents the extra units.

Now, if we let x1, x2 and x3 equal to zero in the initial solution, we will have x4 = 5 and x5 = -2, which is not possible because a surplus variable cannot be negative. Therefore, we need artificial variables.

Matlab Code For Phase 2 Simplex Method Examples

x1 + 3x2 + x3 + x4 = 5
2x1 – x2 + x3 – x5 + A1 = 2
4x1 + 3x2 - 2x3 + A2 = 5

x1, x2, x3, x4, x5, A1, A2 ≥ 0

Where A1 and A2 are artificial variables.

Phase 1 of Two Phase Method

Matlab

In this phase, we remove the artificial variables and find an initial feasible solution of the original problem. Now the objective function can be expressed as

Maximize 0x1 + 0x2 + 0x3 + 0x4 + 0x5 + (–A1) + (–A2)

subject to

x1 + 3x2 + x3 + x4 = 5
2x1 – x2 + x3 – x5 + A1 = 2
4x1 + 3x2 - 2x3 + A2 = 5

x1, x2, x3, x4, x5, A1, A2 ≥ 0

Initial basic feasible solution

Matlab Code For Phase 2 Simplex Method Calculator

The intial basic feasible solution is obtained by setting
x1 = x2 = x3 = x5 = 0

Then we shall have A1 = 2 , A2 = 5, x4 = 5

Two Phase Method: Table 1

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cj 0 0 0 0 0 -1 -1
cB Basic variables
B
x1 x2 x3 x4 x5 A1 A2 Solution values
b (= XB)
0 x4 1 3 1 1 0 0 0 5
-1 A1 2 -1 1 0 -1 1 0 2
-1 A2 4 3 -2 0 0 0 1 5
zj–cj -6 -2 1 0 1 0 0

Key column = x1 column
Minimum (5/1, 2/2, 5/4) = 1
Key row = A1 row
Pivot element = 2
A1 departs and x1 enters.

Table 2

A2 departs and x2 enters.
Here, Phase 1 terminates because both the artificial variables have been removed from the basis.

Phase 2 of Two Phase Method

Matlab Code For Phase 2 Simplex Method Of Analysis

The basic feasible solution at the end of Phase 1 computation is used as the initial basic feasible solution of the problem. The original objective function is introduced in Phase 2 computation and the usual simplex procedure is used to solve the problem.

Table 3

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cj 3 -1 2 0 0
cB Basic variables
B
x1 x2 x3 x4 x5 Solution values
b (= XB)
0 x4 0 0 33/10 1 -9/10 33/10
3 x1 1 0 1/10 0 -3/10 11/10
-1 x2 0 1 -4/5 0 2/5 1/5
zj-cj 0 0 -9/10 0 -13/10

Table 4

cj 3 -1 2 0 0
cB Basic variables
B
x1 x2 x3 x4 x5 Solution values
b (= XB)
0 x4 0 9/4 3/2 1 0 15/4
3 x1 1 3/4 -1/2 0 0 5/4
0 x5 0 5/2 -2 0 1 1/2
zj-cj 0 13/4 -7/2 0 0

Don't be impatient. The next table is the last table.