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10:43 AM
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A: Simplex method - identity matrix

GNU SupporterThe original minimization problem \begin{align} \min z = 5y_1-10y_2+7y_3-3y_4 & \\ y_1+y_2+7y_3+2y_4 &= 3 \\ y_2+17y_3+7y_4 &= 8 \\ 6y_3+3y_4 &= 2 \\ y_i &\geq 0, i \in \{ 1, \dots, 4 \} \end{align} We try to find a basic feasible solution to the original LPP by the two-pha...

 
To use the simplex method we firstly write the linear programming problem in its canonical form , so $\min z=y_5+y_6$ becommes $- \max (-z=-y_5-y_6)$. $$$$ $-1$ is the smallest value at the last row, so do deduce that $P_5$ gets in the basis and $P_6$ gets out of the basis. This can't be true. $$$$ Or am I wrong?
 
@Evinda You may see the following table [my answer for another question][1] for a detailed description. \begin{array}{rr|l} & \text{a non-basic variable} & \text{RHS} \\ \hline \text{a basic variable} & \heartsuit > 0 & \spadesuit \ge 0 \\ \hline z & \clubsuit & \text{obj. fct. val.} \end{array} After each pivot operation, you have \begin{equation*} \text{new obj. fct. val.} = \text{obj. fct. val.} - \frac{\spadesuit\clubsuit}{\heartsuit} \end{equation*} [1]: math.stackexchange.com/a/1594962/290189
@Evinda "$-1$ is smallest, so $P_5$ gets out of the basis" is true when (1) we are doing a max-type LPP, and (2) it is a simplex tableau The problem is, in the first tableau of my answer, it is not a simplex tableau. The two $-1$ in the last row is in the column $P_5$ and $P_6$, which is in the basis. Therefore, to make it a simplex tableau, we do some row operations.
Directly using $\min z = y_5+y_6$ and remembering to choose the largest $z_j - c_j$ instead of converting it to a max-type and choosing the smallest $z_j - c_j$ LPP saves you one step.
 
I edited my post. Could you take a look at it?
 
@Evinda I've edited my answer in response to your edit.
 
I think that $L_4'=L_1+L_2+L_3+L_4$ isn't true, otherwise it should hold that $z_5'-c_5=2$. Or am I wrong? $$$$ Also could you explain me further how we get -9? Do we find the sum of the elements of the b-row and then take the minus of that? If so why do we do it like that?
Also I added my post since I do not get the same tableaus and thus the same solution as in my textbook. Have I done something wrong at the calculations?
 
10:43 AM
@Evinda Sorry. I've made 3 mistakes: (1) $L_4'=-L_1-L_2-L_3+L_4$ to ensure that if $P_j$ is a basic variable, $z_j - c_j$ must be zero. This step is very important. (2) In the 3rd and 4th (i.e. last) objective function values $z$, I made a mistake. I've corrected them. Your book is correct. However, I don't think that these mistakes will affect the conclusion that the LPP is infeasible because (1) the rightmost column $L_1 = \dots$ is unnecessary, especially in test/exams. Without that column, everyone still knows what you're doing. (pivot operation)
@Evinda (2) The optimality only depends on the $z_j - c_j$ of decision variables $P_j$, while the feasibility only depends on whether the entries in the $b$ column in the constraints row is non-negative. (i.e. whether $B^{-1} b \ge 0$) Neither the optimality nor the feasibility has anything to do with the value of $z$. We deduce that the LPP is infeasible from the entries in the $z$ row and in the $b$ column but excluding the objective function value, so that doesn't hurt.
@Evinda Btw, your book's tableau format is very clumsy. You may use a better format with fewer to save time in tests/exams. \begin{array}{crrrrrrr|l} & x_1 & x_2 & x_3 & x_4 & x_5 & x_6 & x_7 & \\ \hline x_4 & 0 & -3 & 7 & 1 & 0 & 0 & 2 & 2M -4 \\ x_5 & 0 & -9 & 0 & 0 & 1 & 0 & -1 & -M -3 \\ x_6 & 0 & 6 & -1 & 0 & 0 & 1 & -4^* & -4M +8 \\ x_1 & 1 & 0 & 1 & 0 & 0 & 0 & 1 & M \\ \hline & 0 & 1 & 1 & 0 & 0 & 0 & 2 & 2M \\ \end{array}
@Evinda That is, you don't need to write the coefficients of $c_B$ in each step. You can just do pivot operations normally to calculate the value of $z$. Therefore, I get $-9$ in the second step (out of four steps) by $0 - 3 - 2 - 4$. The above tableau is for the dual simplex algorithm, but I hope you know what I mean.
 
Shouldn't it be $L_2''=L_2'-3L_1''$ ?
 
Since $L_1'' = \frac17 L_1'$, $L_2'' = L_2' - \frac37 L_1' = L_2' - 3L_1''$. Anyways, this can omitted.
 
We have the tableau: $\begin{matrix} B & c_B & b & P_1 & P_2 & P_3 & P_4 & P_5 & P_6 & P_7 & \theta & \\ P_5 & -1 & 3 & 1 & 1 & 7 & 2 & 1 & 0 & 0 & \frac{3}{7}&C_1\\ P_6 & -1 & 2 & -2 & -1 & 3 & 3 & 0 & 1 & 0 & \frac{2}{3}&C_2\\ P_7 & -1 & 4 & 2 & 2 & 8 & 1 & 0 & 0 & 1 & \frac{1}{2}&C_3\\ & z & -9 & -1 & -2 & -18 & -6 & 0 & 0 & 0 & & \end{matrix}$ $$$$ We deduce that $P_3$ gets in the basis , $P_5$ gets out of the basis and the pivot is $7$. So $C_1'=\frac{C_1}{7}, C_2'=C_2-3C_1', C_3'=C_3-8C_1', C_4'=C_4+18C_1'$.$$$$ At which point am I wrong?
 
@Evinda It's OK!
 
At the first edit part, aren't tha values of $z_j-c_j$ wrong? Since we have $z_k-c_k=1, k=5,6,7$ and all these values should be equal to zero.
 
10:46 AM
@Evinda I *won't* say that the values are wrong. I will say that the last row of that tableau doesn't contain entries in the form $z_j - c_j$. Just proceed with this to get a simplex one is find.
Change
\begin{array}{cc|c} A & I & b \\ \hline -c^T & 0 & 0 \end{array}
to \begin{array}{cc|c} B^{-1}A & B^{-1} & B^{-1}b \\ \hline c_B^T B^{-1}A-c^T & c_B^T B^{-1} & c_B^T B^{-1}b \tag{*} \end{array}
 
11:00 AM
@GNUSupporter Ok, I will change it now...
 
 
3 hours later…
2:22 PM
@GNUSupporter I get these tableaus:
$\begin{matrix}
B & c_B & b & P_1 & P_2 & P_3 & P_4 & P_5 & P_6 & P_7 & \theta & \\
P_5 & -1 & 3 & 1& 1&7 & 2 & 1 & 0 & 0 & \frac{3}{7} & L_1 \\
P_6 & -1 & 2 & -2 & -1 & 3 & 3 & 0& 1 & 0 &\frac{2}{3} &L_2\\
P_7 & -1 & 4 & 2 & 2 & 8 & 1 & 0 & 0 & 1 &\frac12 &L_3\\
& z & -9& -1 & -2 & -18 & -6& 0& 0 & 0 & & L_4
\end{matrix}$

$$$$

$
\begin{matrix}
B & c_B & b & P_1 & P_2 & P_3 & P_4 & P_5 & P_6 & P_7 & \theta & \\
P_3 & 0 & \frac{3}{7} & \frac{1}{7}& \frac{1}{7}&1 & \frac{2}{7}& \frac{1}{7} & 0 & 0 & \frac{3}{2} & L_1'=\frac{L_1}{7} \\
Have I done something wrong?
 
 
2 hours later…
4:23 PM
Corrected two mistakes in my tableau. Sorry for that
In the second tableau with basis $P_3,P_6,P_7$, the $P_6$-row $b$-column entry should be 5/7
I know that it's tiring to type the entries by hand.
In the second tableau, the $z$-row $P_5$-column entry should be 18/7
 
4:44 PM
Even though the form of simplex tableau your textbook is so clumsy that I *don't* want to use, I'll still use it for you, and I see one advantage of using this form (but I *don't* enjoy this advantage): **You can calculate the scalar product of the two leftmost columns $c_B^T B^{-1} b$ and see whether it matches the lower left-hand corner of your tableaux $z$. If they don't match, you'll need to spot out the mistake.**

I should have said this earlier. In your 1st tableau, $-3-2-4 = -9$, so it's OK.
 
5:24 PM
@GNUSupporter A ok... But then we don't have to make the operation $L_4'=L_4+18 L_1'$ , or not?
 
5:42 PM
@Evinda We still need this coz we introduce $P_3$ into the basis, so $z_3 - c_3$ should be zero.
 
@GNUSupporter So do we use it for all $z_k-c_k$ with $k \geq 1$ ?
@GNUSupporter Are the other values of $z_k-c_k$ right?
 
6:00 PM
1st question: You mean to apply $L_4'=L_4+18 L_1'$ to all $z_k-c_k$ with $k \ge 1$? This is a row operation, so we apply this to every column (including the $b$ and $z$)

2nd question: yes, you may check it using a "computer"
 
But then don't we get that $z_0-c_0=-9$ ?
I mean here: $\begin{matrix}
B & c_B & b & P_1 & P_2 & P_3 & P_4 & P_5 & P_6 & P_7 & \theta & \\
P_5 & -1 & 3 & 1& 1&7 & 2 & 1 & 0 & 0 & \frac{3}{7} & L_1 \\
P_6 & -1 & 2 & -2 & -1 & 3 & 3 & 0& 1 & 0 &\frac{2}{3} &L_2\\
P_7 & -1 & 4 & 2 & 2 & 8 & 1 & 0 & 0 & 1 &\frac12 &L_3\\
& z & -9& -1 & -2 & -18 & -6& 0& 0 & 0 & & L_4
\end{matrix}$
 

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