← 2013 Paper 2

UPSC 2013 Maths Optional Paper 2 Q4c — Step-by-Step Solution

20 marks · Section A

Simplex method (basic) · Linear Programming · asked 10× in 14 yrs · Read the full method →

Question

Minimize z=5x1−4x2+6x3−8x4z=5x_1-4x_2+6x_3-8x_4 subject to the constraints

x1+2x2−2x3+4x4≤40,2x1−x2+x3+2x4≤8,4x1−2x2+x3−x4≤10,xi≥0.x_1+2x_2-2x_3+4x_4\le 40,\quad 2x_1-x_2+x_3+2x_4\le 8,\quad 4x_1-2x_2+x_3-x_4\le 10,\quad x_i\ge 0.

Technique

Standard simplex with slack variables; two pivots reach optimum.

Solution

Strategy. Standard simplex with slack variables. Since all constraints are ≤\le with non-negative RHS, the slacks form a feasible starting basis.

Step 1 — Standard form

Introduce slacks s1,s2,s3≥0s_1,s_2,s_3\ge 0:

x1+2x2−2x3+4x4+s1=40,2x1−x2+x3+2x4+s2=8,4x1−2x2+x3−x4+s3=10.\begin{aligned}x_1+2x_2-2x_3+4x_4+s_1&=40,\\ 2x_1-x_2+x_3+2x_4+s_2&=8,\\ 4x_1-2x_2+x_3-x_4+s_3&=10.\end{aligned}

Min z=5x1−4x2+6x3−8x4z=5x_1-4x_2+6x_3-8x_4 (zero objective contribution from slacks).

Initial BFS: xj=0x_j=0, (s1,s2,s3)=(40,8,10)(s_1,s_2,s_3)=(40,8,10), z=0z=0.

Step 2 — Iteration 1: x4x_4 enters, s2s_2 leaves

For minimisation, entering variable = one with most positive zj−cjz_j-c_j. Compute zj−cj=−cjz_j-c_j=-c_j (initial cB=0c_B=0):

Varzj−cjz_j-c_j
x1x_1−5-5
x2x_2+4+4
x3x_3−6-6
x4x_4+8+8 ← largest

Min-ratio test on x4x_4 column: 40/4=1040/4=10, 8/2=48/2=4, 10/(−1)10/(-1) skip (negative coefficient). Min = 4 at s2s_2.

Pivot on entry (s2, x4)=2(s_2,\,x_4)=2. Resulting tableau (after row operations):

Basisx1x_1x2x_2x3x_3x4x_4s1s_1s2s_2s3s_3RHS
s1s_1−3-344−4-40011−2-2002424
x4x_411−1/2-1/21/21/211001/21/20044
s3s_355−5/2-5/23/23/200001/21/2111414

cB=(0,−8,0)c_B=(0,-8,0), z=−32z=-32.

Step 3 — Iteration 2: x2x_2 enters, s1s_1 leaves

Recompute zj−cjz_j-c_j:

Varzjz_jcjc_jzj−cjz_j-c_j
x1x_1−8-855−13-13
x2x_244−4-4+8+8 ← largest
x3x_3−4-466−10-10
s2s_2−4-400−4-4

Largest positive: x2x_2 (with +8+8). Enter x2x_2.

Min-ratio on x2x_2 column: s1s_1: 24/4=624/4=6; x4x_4: −1/2-1/2 (skip); s3s_3: −5/2-5/2 (skip). Min = 6 at s1s_1.

Pivot on (s1, x2)=4(s_1,\,x_2)=4. Resulting tableau:

Basisx1x_1x2x_2x3x_3x4x_4s1s_1s2s_2s3s_3RHS
x2x_2−3/4-3/411−1-1001/41/4−1/2-1/20066
x4x_45/85/80000111/81/81/41/40077
s3s_325/825/800−1-1005/85/8−3/4-3/4112929

cB=(−4,−8,0)c_B=(-4,-8,0), z=−4(6)+(−8)(7)=−24−56=−80z=-4(6)+(-8)(7)=-24-56=-80.

Step 4 — Optimality check

Compute zj−cjz_j-c_j for non-basic variables:

Varzjz_jcjc_jzj−cjz_j-c_j
x1x_1−4(−3/4)+(−8)(5/8)+0=3−5=−2-4(-3/4)+(-8)(5/8)+0=3-5=-255−7-7
x3x_3−4(−1)+(−8)(0)+0(−1)=4-4(-1)+(-8)(0)+0(-1)=466−2-2
s1s_1−4(1/4)+(−8)(1/8)+0=−1−1=−2-4(1/4)+(-8)(1/8)+0=-1-1=-200−2-2
s2s_2−4(−1/2)+(−8)(1/4)+0=2−2=0-4(-1/2)+(-8)(1/4)+0=2-2=0000\mathbf{0}

All zj−cj≤0z_j-c_j\le 0 — optimal. The value zs2−cs2=0z_{s_2}-c_{s_2}=0 indicates alternative optima exist along the edge into s2s_2.

Step 5 — Optimum

Answer

  x1=0,  x2=6,  x3=0,  x4=7;  zmin⁡=−80.  \boxed{\;x_1=0,\;x_2=6,\;x_3=0,\;x_4=7;\;z_{\min}=-80.\;}
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