Simplex Method For Standard Minimization Problem

Simplex Method for Standard Minimization Problem
Previously, we learned the simplex method to solve linear programming problems that were labeled as
standard maximization problems. However, many problems are not maximization problems. Often we will
be asked to minimize the objective function. There are two types of minimization problems.
def: The first type of standard minimization problem is one in which
1. the objective function is to be minimized,

2. all variables involved in the problem are nonnegative, and
3. all other linear constraints may be written so that the expression involving the variables is less than
or equal to a nonnegative constant.
The process for solving the first type is very similar to the process for solving the standard maximization
problem. Given a type one standard minimization problem with some objective function C, we solve the
problem by maximimizing −C. After changing our objective, the problem becomes exactly the same as
before.
ex.) Minimize C = −2x + 3y subject to 3x + 4y ≤ 24, 7x − 4y ≤ 16, and x, y ≥ 0.
Let P = −C. Then P = 2x − 3y. We seek to maximimize P subject to the above constraints.
(Step 1) 3x + 4y + s1 = 24
7x − 4y + s2 = 16
(Step 2) −2x + 3y + P = 0
 
3 4 1 0 0 24
(Step 3)  7 -4 0 1 0 16 
-2 3 0 0 1 0
(Step 4) The optimal solution has not been reached.


3 4 1 0 0 24

(Step 5)  7 -4 0 1 0 16 
-2 3 0 0 1 0
40
- 37 120

3 4 1 0 0 24
 
0 1 0

7 7
−3R2 +R1 →R1
(Step 6)  7 -4 0 1 0 16  −
1
−−− −−− −−−− −−− −−→  1 - 47 0 1
7 0 16
7

7 R2 →R2 , 2R2 +R3 →R3 13 2 32
-2 3 0 0 1 0 0 7 0 7 1 7
(Step 4) The optimal solution is reached.
32 16
(Step 7) P is maximized at 7 when x = 7 and y = 0. Therefore, C is minimized at − 32
7 when x =
16
7 and
y = 0.
The second type of standard minimization problem is similar to the first type, except that the constraints
follow a different requirement.
def: The second type of standard minimization problem is one in which

1. the objective function is to be minimized,
2. all variables involved in the problem are nonnegative, and
3. all other linear constraints may be written so that the expression involving the variables is greater than
or equal to a constant.
Notice that the direction of the inequality in the constraints has changed, and notice that we no longer
require the constant involved in the constraint to be nonnegative.
To solve minimization problems of type two, use the following steps.
Suppose we are asked to minimize C = c1 x1 + c2 x2 + ... + cn xn subject to a11 x1 +

a12 x2 + ... + a1n xn ≥ b1 , a21 x1 + a22 x2 + ... + a2n xn ≥ b2 , ..., am1 x1 + am2 x2 +
... + amn xn ≥ bm where xi ≥ 0 for all i.
(Step 1) Form the augmented matrix for the system of inequalities, and add a
bottom row consisting of the coefficients of the objective function.
 
a11 a12 . . . a1n b1
 a21 a22 . . . a2n b2 
 
 .. .. . . .
. .. 
 .
 . . . . 

 am1 am2 . . . amn bm 
c1 c2 ... cn 0
(Step 2) Form the transpose of this matrix.

 
a11 a21 ... am1 c1
 a12 a22 ... am2 c2 
 
 .. .. .. .. .. 
 .
 . . . . 

 a1n a2n ... amn cn 
b1 b2 ... bm 0
(Step 3) Form the dual maximization problem corresponding to the transposed

matrix. That is, find the maximum of the objective function P = b1 y1 + b2 y2 +
... + bm ym subject to the constraints a11 y1 + a21 y2 + ... + am1 ym ≤ c1 , a12 y1 +
a22 y2 + ... + am2 ym ≤ c2 , ..., a1n y1 + a2n y2 + ... + amn ym ≤ cn where yi ≥ 0 for
all i.
(Step 4) Apply the simplex method for standard maximization problems. The
maximum value of P will be the minimum value of C. Moreover, the values of
x1 , x2 , ..., xn will occur in the bottom row of the final matrix in the columns
corresponding to the slack variables.
ex.) Minimize C = 2x + 5y subject to x + 2y ≥ 6, 3x + 2y ≥ 6, and x, y ≥ 0.
This is a minimization problem of type two. First, we form the coefficient matrix and take its transpose.
Then, we interpret the transpose as a standard maximization problem. We have
 T  
1 2 6 1 3 2
3 2 6  = 2 2 5  .
2 5 C 6 6 C
Therefore, we seek to maximize C = 6u + 6v according to u + 3v ≤ 2, 2u + 2v ≤ 5, and u, v ≥ 0.
(Step 1) u + 3v + s1 = 2
2u + 2v + s2 = 5
(Step 2) −6u − 6v + C = 0
 
1 3 1 0 0 2
(Step 3)  2 2 0 1 0 5 
-6 -6 0 0 1 0
(Step 4) The optimal solution has not been reached.

 
1 3 1 0 0 2
(Step 5)  2 2 0 1 0 5 
-6 -6 0 0 1 0
   
1 3 1 0 0 2 1 3 1 0 0 2
6R1 +R3 →R3
(Step 6)  2 2 0 1 0 5  −
− −− −−− −−−→  0 -4 -2 1 0 1 
−2R1 +R2 →R2
-6 -6 0 0 1 0 0 12 6 0 1 12
(Step 4) The optimal solution has been reached.
(Step 7) Remember we interpret the final matrix in a special way. C is minimized at 12 and it occurs when
x = 6, y = 0, and z = 0.

Simplex Method For Standard Minimization Problem

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Simplex Method for Standard Minimization Problem

def: The first type of standard minimization problem is one in which

1. the objective function is to be minimized,

ex.) Minimize C = −2x + 3y subject to 3x + 4y ≤ 24, 7x − 4y ≤ 16, and x, y ≥ 0.

(Step 4) The optimal solution has not been reached.

(Step 4) The optimal solution is reached.

def: The second type of standard minimization problem is one in which

Suppose we are asked to minimize C = c1 x1 + c2 x2 + ... + cn xn subject to a11 x1 +

(Step 2) Form the transpose of this matrix.

(Step 3) Form the dual maximization problem corresponding to the transposed

(Step 4) The optimal solution has not been reached.

(Step 4) The optimal solution has been reached.

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