530 CHAPTER 9 LINEAR PROGRAMMING

9.3 THE SIMPLEX METHOD: MAXIMIZATION

For linear programming problems involving two variables, the graphical solution method
introduced in Section 9.2 is convenient. However, for problems involving more than two
variables or problems involving a large number of constraints, it is better to use solution
methods that are adaptable to computers. One such method is called the simplex method,
developed by George Dantzig in 1946. It provides a systematic way of examining the ver-
tices of the feasible region to determine the optimal value of the objective function. This
method is introduced with the following example.
Suppose you want to find the maximum value of z  4x1  6x2, where x1 ≥ 0 and
x2 ≥ 0, subject to the following constraints.

x1  x2 ≤ 11
x1  x2 ≤ 27
2x1  5x2 ≤ 90
Because the left-hand side of each inequality is less than or equal to the right-hand side,
there must exist nonnegative numbers s1, s2, and s3 that can be added to the left side of each
equation to produce the following system of linear equations.

x1  x2  s1  11
x1  x2  s2  27
2x1  5x2  s3  90
The numbers s1, s2, and s3 are called slack variables because they take up the “slack” in
each inequality.

Standard Form of a A linear programming problem is in standard form if it seeks to maximize the objec-
tive function z  c1x1  c2 x2  . . .  cn xn subject to the constraints
Linear Programming
a11x1  a12 x2  . . .  a1n xn ≤ b1
Problem
a21 x1  a22 x2  . . .  a2n xn ≤ b2
..
.
am1 x1  am2 x2  . . .  amn xn ≤ bm
where xi ≥ 0 and bi ≥ 0. After adding slack variables, the corresponding system of
constraint equations is
a11x1  a12 x2  . . .  a1n xn  s1  b1
a21x1  a22 x2  . . .  a2n xn  s2  b2
..
.
am1x1  am2 x2  . . .  amn xn  sm  bm
where si ≥ 0.
 SECTION 9.3 THE SIMPLEX METHOD: MAXIMIZATION 531

R E M A R K : Note that for a linear programming problem in standard form, the objective
function is to be maximized, not minimized. (Minimization problems will be discussed in
Sections 9.4 and 9.5.)

A basic solution of a linear programming problem in standard form is a solution

x1, x2, . . . , xn, s1, s2, . . . , sm of the constraint equations in which at most m variables are
nonzero––the variables that are nonzero are called basic variables. A basic solution for
which all variables are nonnegative is called a basic feasible solution.

The Simplex Tableau

The simplex method is carried out by performing elementary row operations on a matrix
called the simplex tableau. This tableau consists of the augmented matrix corresponding to
the constraint equations together with the coefficients of the objective function written in
the form

c1x1
c2x2
. . .
cnxn 
0s1 
0s2  . . . 
0sm  z  0.
In the tableau, it is customary to omit the coefficient of z. For instance, the simplex tableau
for the linear programming problem

z  4x1  6x2 Objective function

x1  x2  s1  11
x1  x2  s2  27 Constraints
2x1  5x2  s3  90
is as follows.
Basic
x1 x2 s1 s2 s3 b Variables

1 1 1 0 0 11 s1
1 1 0 1 0 27 s2
2 5 0 0 1 90 s3

4
6 0 0 0 0
↑
Current z–value

For this initial simplex tableau, the basic variables are s1, s2, and s3, and the nonbasic
variables are x1 and x2. The nonbasic variables have a value of zero, yielding a current
z-value of zero. From the columns that are farthest to the right, you can see that the basic
variables have initial values of s1  11, s2  27, and s3  90. So the current solution is
x1  0, x2  0, s1  11, s2  27, and s3  90.
This solution is a basic feasible solution and is often written as

x1, x2, s1, s2, s3 
0, 0, 11, 27, 90.
532 CHAPTER 9 LINEAR PROGRAMMING

The entry in the lower–right corner of the simplex tableau is the current value of z. Note
that the bottom–row entries under x1 and x2 are the negatives of the coefficients of x1 and
x2 in the objective function
z  4x1  6x2.
To perform an optimality check for a solution represented by a simplex tableau, look at
the entries in the bottom row of the tableau. If any of these entries are negative (as above),
then the current solution is not optimal.

Pivoting
Once you have set up the initial simplex tableau for a linear programming problem, the sim-
plex method consists of checking for optimality and then, if the current solution is not opti-
mal, improving the current solution. (An improved solution is one that has a larger z-value
than the current solution.) To improve the current solution, bring a new basic variable into
the solution, the entering variable. This implies that one of the current basic variables must
leave, the departing variable, otherwise you would have too many variables for a basic
solution. You choose the entering and departing variables as follows.
1. The entering variable corresponds to the smallest (the most negative) entry in the
bottom row of the tableau.
2. The departing variable corresponds to the smallest nonnegative ratio of biaij, in the
column determined by the entering variable.
3. The entry in the simplex tableau in the entering variable’s column and the departing vari-
able’s row is called the pivot.
Finally, to form the improved solution, apply Gauss-Jordan elimination to the column that
contains the pivot, as illustrated in Example 1. (This process is called pivoting.)

EXAMPLE 1 Pivoting to Find an Improved Solution

Use the simplex method to find an improved solution for the linear programming problem
represented by the following tableau.
Basic
x1 x2 s1 s2 s3 b Variables

1 1 1 0 0 11 s1
1 1 0 1 0 27 s2
2 5 0 0 1 90 s3

4
6 0 0 0 0

The objective function for this problem is z  4x1  6x2.

 SECTION 9.3 THE SIMPLEX METHOD: MAXIMIZATION 533

Solution Note that the current solution
x1  0, x2  0, s1  11, s2  27, s3  90 corresponds to a
z–value of 0. To improve this solution, you determine that x2 is the entering variable,
because
6 is the smallest entry in the bottom row.
Basic
x1 x2 s1 s2 s3 b Variables

1 1 1 0 0 11 s1
1 1 0 1 0 27 s2
2 5 0 0 1 90 s3

4
6 0 0 0 0
↑
Entering

To see why you can choose x2 as the entering variable, remember that z  4x1  6x2. So,
it appears that a unit change in x2 produces a change of 6 in z, whereas a unit change in x1
produces a change of only 4 in z.
To find the departing variable, locate the bi’s that have corresponding positive elements in
the entering variables column and form the following ratios.
11 27 90
 11,  27,  18
1 1 5
Here the smallest positive ratio is 11, so you can choose s1 as the departing variable.
Basic
x1 x2 s1 s2 s3 b Variables

1 1 1 0 0 11 s1 ← Departing
1 1 0 1 0 27 s2
2 5 0 0 1 90 s3

4
6 0 0 0 0
↑
Entering

Note that the pivot is the entry in the first row and second column. Now, use Gauss-Jordan
elimination to obtain the following improved solution.
Before Pivoting After Pivoting

1
1

   
1 1 0 0 11 1 1 0 0 11
1 1 0 1 0 27 2 0
1 1 0 16
R1  R2
2 5 0 0 1 90 7 0
5 0 1 35
5R1  R3

4
6 0 0 0 0
10 0 6 0 0 66 6R1  R4

The new tableau now appears as follows.

534 CHAPTER 9 LINEAR PROGRAMMING

Basic
x1 x2 s1 s2 s3 b Variables

1 1 1 0 0 11 x2
2 0
1 1 0 16 s2
7 0
5 0 1 35 s3

10 0 6 0 0 66

Note that x2 has replaced s1 in the basic variables column and the improved solution

x1, x2, s1, s2, s3 
0, 11, 0, 16, 35
has a z-value of
z  4x1  6x2  4
0  6
11  66.

In Example 1 the improved solution is not yet optimal because the bottom row still has
a negative entry. So, you can apply another iteration of the simplex method to further
improve the solution as follows. Choose x1 as the entering variable. Moreover, the smallest
nonnegative ratio of 11

1 
11, 162  8, and 357  5 is 5, so s3 is the departing
variable. Gauss-Jordan elimination produces the following.

1
1

   
1 1 0 0 11 1 1 0 0 11
2 0
1 1 0 16 2 0
1 1 0 16
0
57 1
7 0
5 0 1 35 1 0 7 5 1
7 R3

10 0 6 0 0 66
10 0 6 0 0 66
2 1

 
0 1 7 0 7 16 R1  R3
3
0 0 7 1
27 6 R2
2R3
1 0
57 0 1
7 5
0 0
87 0 10
7 116 R4  10R3

So, the new simplex tableau is as follows.

Basic
x1 x2 s1 s2 s3 b Variables
2 1
0 1 7 0 7 16 x2
3
0 0 7 1
27 6 s2
1 0
57 0 1
7 5 x1

0 0
87 0 10
7 116

In this tableau, there is still a negative entry in the bottom row. So, choose s1 as the
entering variable and s2 as the departing variable, as shown in the following tableau.
 SECTION 9.3 THE SIMPLEX METHOD: MAXIMIZATION 535

Basic
x1 x2 s1 s2 s3 b Variables
2 1
0 1 7 0 7 16 x2
3
0 0 7 1
27 6 s2 ← Departing

57
1
1 0 0 7 5 x1

87 10
0 0 0 7 116
↑
Entering

By performing one more iteration of the simplex method, you obtain the following tableau.
(Try checking this.)
Basic
x1 x2 s1 s2 s3 b Variables

23
1
0 1 0 3 12 x2
7
0 0 1 3
23 14 s1
5
1 0 0 3
13 15 x1

0 0 0 8
3
2
3 132 ← Maximum z-value

In this tableau, there are no negative elements in the bottom row. So, the optimal
solution is determined to be

x1, x2, s1, s2, s3 
15, 12, 14, 0, 0
with
z  4x1  6x2  4
15  6
12  132.

REMARK: Ties may occur in choosing entering and/or departing variables. Should this
happen, any choice among the tied variables may be made.

Because the linear programming problem in Example 1 involved only two decision vari-
Figure 9.18 ables, you could have used a graphical solution technique, as in Example 2, Section 9.2.
x2 Notice in Figure 9.18 that each iteration in the simplex method corresponds to moving from
25
a given vertex to an adjacent vertex with an improved z-value.

20
(5, 16)
0, 0
0, 11
5, 16
15, 12
15 (15, 12) z0 z  66 z  116 z  132
10 (0, 11)
5
(0, 0) (27, 0) The Simplex Method
x1
5 10 15 20 25 30 The steps involved in the simplex method can be summarized as follows.
536 CHAPTER 9 LINEAR PROGRAMMING

The Simplex Method To solve a linear programming problem in standard form, use the following steps.
1. Convert each inequality in the set of constraints to an equation by adding slack
(Standard Form) variables.
2. Create the initial simplex tableau.
3. Locate the most negative entry in the bottom row. The column for this entry is called
the entering column. (If ties occur, any of the tied entries can be used to determine
the entering column.)
4. Form the ratios of the entries in the “b-column” with their corresponding positive
entries in the entering column. The departing row corresponds to the smallest non-
negative ratio biaij . (If all entries in the entering column are 0 or negative, then there
is no maximum solution. For ties, choose either entry.) The entry in the departing row
and the entering column is called the pivot.
5. Use elementary row operations so that the pivot is 1, and all other entries in the
entering column are 0. This process is called pivoting.
6. If all entries in the bottom row are zero or positive, this is the final tableau. If not, go
back to Step 3.
7. If you obtain a final tableau, then the linear programming problem has a maximum
solution, which is given by the entry in the lower-right corner of the tableau.

Note that the basic feasible solution of an initial simplex tableau is

x1, x2, . . . , xn, s1, s2, . . . , sm  
0, 0, . . . , 0, b1, b2, . . . , bm .
This solution is basic because at most m variables are nonzero (namely the slack variables).
It is feasible because each variable is nonnegative.
In the next two examples, the use of the simplex method to solve a problem involving
three decision variables is illustrated.

EXAMPLE 2 The Simplex Method with Three Decision Variables

Use the simplex method to find the maximum value of

z  2x1
x2  2x3 Objective function

subject to the constraints

2x1  x2 ≤ 10
x1  2x2
2x3 ≤ 20
x2  2x3 ≤ 5
where x1 ≥ 0, x2 ≥ 0, and x3 ≥ 0.

Solution Using the basic feasible solution,

x1, x2, x3, s1, s2, s3 
0, 0, 0, 10, 20, 5,
the initial simplex tableau for this problem is as follows. (Try checking these computations,
and note the “tie” that occurs when choosing the first entering variable.)
 SECTION 9.3 THE SIMPLEX METHOD: MAXIMIZATION 537

Basic
x1 x2 x3 s1 s2 s3 b Variables

2 1 0 1 0 0 10 s1
1 2
2 0 1 0 20 s2
0 1 2 0 0 1 5 s3 ← Departing

2 1
2 0 0 0 0
↑
Entering

Basic
x1 x2 x3 s1 s2 s3 b Variables

2 1 0 1 0 0 10 s1 ← Departing
1 3 0 0 1 1 25 s2
1 1 5
0 2 1 0 0 2 2 x3

2 2 0 0 0 1 5
↑
Entering

Basic
x1 x2 x3 s1 s2 s3 b Variables
1 1
1 2 0 2 0 0 5 x1
5
0 2 0
12 1 1 20 s2
1 1 5
0 2 1 0 0 2 2 x3

0 3 0 1 0 1 15
This implies that the optimal solution is

x1, x2, x3, s1, s2, s3 
5, 0, 52, 0, 20, 0
and the maximum value of z is 15.
Note that s2  20. The optimal solution yields a maximum value of z  15 given x1  5,
x2  0, and x3  52. Notice that these values satisfy the constraints giving equality in the
first and third constraints, yet the second constraint has a slack of 20.

Occasionally, the constraints in a linear programming problem will include an equation.

In such cases, you can still add a “slack variable” called an artificial variable to form the
initial simplex tableau. Technically, this new variable is not a slack variable (because there
is no slack to be taken). Once you have determined an optimal solution in such a problem,
you should check to see that any equations given in the original constraints are satisfied.
Example 3 illustrates such a case.
538 CHAPTER 9 LINEAR PROGRAMMING

EXAMPLE 3 The Simplex Method with Three Decision Variables

Use the simplex method to find the maximum value of

z  3x1  2x2  x3 Objective function

subject to the constraints

4x1  x2  x3  30
2x1  3x2  x3 ≤ 60
x1  2x2  3x3 ≤ 40
where x1 ≥ 0, x2 ≥ 0, and x3 ≥ 0.

Solution Using the basic feasible solution,

x1, x2, x3, s1, s2, s3 
0, 0, 0, 30, 60, 40,
the initial simplex tableau for this problem is as follows. (Note that s1 is an artificial vari-
able, rather than a slack variable.)
Basic
x1 x2 x3 s1 s2 s3 b Variables

4 1 1 1 0 0 30 s1 ← Departing
2 3 1 0 1 0 60 s2
1 2 3 0 0 1 40 s3

3
2
1 0 0 0 0
↑
Entering

Basic
x1 x2 x3 s1 s2 s3 b Variables
1 1 1 15
1 4 4 4 0 0 2 x1
5 1
0 2 2
12 1 0 45 s2 ← Departing
7 11

14
65
0 4 4 0 1 2 s3

0
54
14 3
4 0 0
45
2
↑
Entering

Basic
x1 x2 x3 s1 s2 s3 b Variables
1 3 1
1 0 5 10
10 0 3 x1
1

15
2
0 1 5 5 0 18 x2
12 1 7
0 0 5 10
10 1 1 s3
1 1
0 0 0 2 2 0 45
 SECTION 9.3 THE SIMPLEX METHOD: MAXIMIZATION 539

This implies that the optimal solution is

x1, x2, x3, s1, s2, s3 
3, 18, 0, 0, 0, 1
and the maximum value of z is 45. (This solution satisfies the equation given in the con-
straints because 4
3  1
18  1
0  30.

Applications

EXAMPLE 4 A Business Application: Maximum Profit

A manufacturer produces three types of plastic fixtures. The time required for molding,
trimming, and packaging is given in Table 9.1. (Times are given in hours per dozen
fixtures.)
TABLE 9.1

Process Type A Type B Type C Total time available

3
Molding 1 2 2 12,000
2 2
Trimming 3 3 1 4600
1 1 1
Packaging 2 3 2 2400

Profit $11 $16 $15 —

How many dozen of each type of fixture should be produced to obtain a maximum profit?

Solution Letting x1, x2, and x3 represent the number of dozen units of Types A, B, and C, respec-
tively, the objective function is given by
Profit  P  11x1  16x2  15x3.
Moreover, using the information in the table, you can construct the following constraints.
x1  2x2  32 x3 ≤ 12,000
2
3 x1  23 x2  x3 ≤ 4600
1
2 x1  13 x2  12 x3 ≤ 2400

Also assume that x1 ≥ 0, x2 ≥ 0, and x3 ≥ 0. Now, apply the simplex method with the
basic feasible solution

x1, x2, x3, s1, s2, s3 
0, 0, 0, 12,000, 4600, 2400
to obtain the following tableaus.
540 CHAPTER 9 LINEAR PROGRAMMING

Basic
x1 x2 x3 s1 s2 s3 b Variables

← Departing
3
1 2 2 1 0 0 12,000 s1
2 2
3 3 1 0 1 0 4600 s2
1 1 1
2 3 2 0 0 1 2400 s3

11
16
15 0 0 0 0

↑
Entering

Basic
x1 x2 x3 s1 s2 s3 b Variables
1 3 1
2 1 4 2 0 0 6000 x2
1 1 1
3 0 2
3 1 0 600 s2
← Departing
1 1
3 0 4
16 0 1 400 s3

3 0 −3 8 0 0 96,000
↑
Entering

Basic
x1 x2 x3 s1 s2 s3 b Variables
3 3
0 1 8 4 0
32 5400 x2
← Departing
1
0 0 4
16 1
1 200 s2
3
1 0 4
12 0 3 1200 x1

0 0
34 13
2 0 9 99,600
↑
Entering

Basic
x1 x2 x3 s1 s2 s3 b Variables

0 1 0 1
32 0 5100 x2
0 0 1
23 4
4 800 x3
1 0 0 0
3 6 600 x1

0 0 0 6 3 6 100,200
From this final simplex tableau, you can see that the maximum profit is $100,200, and this
is obtained by the following production levels.
Type A: 600 dozen units
Type B: 5100 dozen units
Type C: 800 dozen units
 SECTION 9.3 THE SIMPLEX METHOD: MAXIMIZATION 541

R E M A R K : In Example 4, note that the second simplex tableau contains a “tie” for the
minimum entry in the bottom row.
Both the first and third entries in the bottom row are

3. Although the first column was chosen to represent the departing variable, the third
column could have been chosen. Try reworking the problem with this choice to see that you
obtain the same solution.

EXAMPLE 5 A Business Application: Media Selection

The advertising alternatives for a company include television, radio, and newspaper
advertisements. The costs and estimates for audience coverage are given in Table 9.2.
TABLE 9.2

Television Newspaper Radio

Cost per advertisement $2000 $600 $300

Audience per advertisement 100,000 40,000 18,000

The local newspaper limits the number of weekly advertisements from a single company to
ten. Moreover, in order to balance the advertising among the three types of media, no more
than half of the total number of advertisements should occur on the radio, and at least 10%
should occur on television. The weekly advertising budget is $18,200. How many adver-
tisements should be run in each of the three types of media to maximize the total audience?

Solution To begin, let x1, x2, and x3 represent the number of advertisements in television, newspaper,
and radio, respectively. The objective function (to be maximized) is
z  100,000x1  40,000x2  18,000x3 Objective function

where x1 ≥ 0, x2 ≥ 0, and x3 ≥ 0. The constraints for this problem are as follows.

2000x1  600x2  300x3 ≤ 18,200
x2 ≤ 10
x3 ≤ 0.5
x1  x2  x3
x1 ≥ 0.1
x1  x2  x3
A more manageable form of this system of constraints is as follows.
20x1  6x2  3x3 ≤ 182
x2 ≤ 10
Constraints

x1
x2  x3 ≤ 0

9x1  x2  x3 ≤ 0
So, the initial simplex tableau is as follows.
542 CHAPTER 9 LINEAR PROGRAMMING

Basic
x1 x2 x3 s1 s2 s3 s4 b Variables

20 6 3 1 0 0 0 182 s1 ← Departing
0 1 0 0 1 0 0 10 s2

1
1 1 0 0 1 0 0 s3

9 1 1 0 0 0 1 0 s4

100,000
40,000
18,000 0 0 0 0 0

↑
Entering

Now, to this initial tableau, apply the simplex method as follows.

Basic
x1 x2 x3 s1 s2 s3 s4 b Variables
3 3 1 91
1 10 20 20 0 0 0 10 x1
0 1 0 0 1 0 0 10 s2 ← Departing
7 23 1 91
0
10 20 20 0 1 0 10 s3
37 47 9 819
0 10 20 20 0 0 1 10 s4

0
10,000
3000 5000 0 0 0 910,000

↑
Entering

Basic
x1 x2 x3 s1 s2 s3 s4 b Variables
3 1 3 61
1 0 20 20
10 0 0 10 x1
0 1 0 0 1 0 0 10 x2
23 1 7 161
0 0 20 20 10 1 0 10 s3 ← Departing
47 9

37 449
0 0 20 20 10 0 1 10 s4

0 0
3000 5000 10,000 0 0 1,010,000

↑
Entering

Basic
x1 x2 x3 s1 s2 s3 s4 b Variables
1 9 3
1 0 0 23
23
23 0 4 x1
0 1 0 0 1 0 0 10 x2
1 14 20
0 0 1 23 23 23 0 14 x3
8
0 0 0 23
118
23
47
23 1 12 s4
118,000 272,000 60,000
0 0 0 23 23 23 0 1,052,000
 SECTION 9.3 EXERCISES 543

From the tableau on the previous page, you can see that the maximum weekly audience for
an advertising budget of $18,200 is
z  1,052,000 Maximum weekly audience

and this occurs when x1  4, x2  10, and x3  14. The results are summarized as follows.

Number of
Media Advertisements Cost Audience
Television 4 $8000 400,000
Newspaper 10 $6000 400,000
Radio 14 $4200 252,000
Total 28 $18,200 1,052,000

SECTION 9.3 ❑ EXERCISES

In Exercises 1– 4, write the simplex tableau for the linear program- 7. (Maximize) 8. (Maximize)
ming problem. You do not need to solve the problem. (In each case Objective function: Objective function:
the objective function is to be maximized.) z  x1  x2 z  x1  x2
1. Objective function: 2. Objective function: Constraints: Constraints:
z  x1  2x2 z  x1  3x2 x1  x2  3x3 ≤ 5 x1  x2 ≥ 4
Constraints: Constraints: 2x1
2x3 ≥ 1 2x1  x2 ≥ 6
2x1  x2 ≤ 8 x1  x2 ≤ 4 x2  x3 ≤ 0 x1, x2 ≥ 0
x1  x2 ≤ 5 x1
x2 ≤ 1 x1, x2, x3 ≥ 0
x1, x2 ≥ 0 x1, x2 ≥ 0
In Exercises 9–20, use the simplex method to solve the linear pro-
3. Objective function: 4. Objective function: gramming problem. (In each case the objective function is to be
z  2x1  3x2  4x3 z  6x1
9x2 maximized.)
Constraints: Constraints: 9. Objective function: 10. Objective function:
x1  2x2 ≤ 12 2x1
3x2 ≤ 6 z  x1  2x2 z  x1  x2
x1  x3 ≤ 8 x1  x2 ≤ 20 Constraints: Constraints:
x1, x2, x3 ≥ 0 x1, x2 ≥ 0 x1  4x2 ≤ 8 x1  2x2 ≤ 6
x1  x2 ≤ 12 3x1  2x2 ≤ 12
In Exercises 5–8, explain why the linear programming problem is
x1, x2 ≥ 0 x1, x2 ≥ 0
not in standard form.
5. (Minimize) 6. (Maximize) 11. Objective function: 12. Objective function:
Objective function: Objective function: z  5x1  2x 2  8x3 z  x1
x2  2x3
z  x1  x2 z  x1  x2 Constraints: Constraints:
Constraints: Constraints: 2x1
4x2  x3 ≤ 42 2x1  2x2 ≤ 8
x1  2x2 ≤ 4 x1  2x2 ≤ 6 2x1  3x2
x3 ≤ 42 x3 ≤ 5
x1, x2, ≥ 0 2x1
x2 ≤
1 6x1
x2  3x3 ≤ 42 x1, x2, x3 ≥ 0
x1, x2 ≥ 0 x1, x2, x3 ≥ 0
544 CHAPTER 9 LINEAR PROGRAMMING

13. Objective function: 14. Objective function: 22. A fruit grower has 150 acres of land available to raise two
z  4x1  5x2 z  x1  2x2 crops, A and B. It takes one day to trim an acre of crop A and
two days to trim an acre of crop B, and there are 240 days per
Constraints: Constraints:
year available for trimming. It takes 0.3 day to pick an acre of
x1  x2 ≤ 10 x1  3x2 ≤ 15
crop A and 0.1 day to pick an acre of crop B, and there are 30
3x1  7x2 ≤ 42 2x1
x2 ≤ 12 days per year available for picking. Find the number of acres
x1, x2 ≥ 0 x1, x2 ≥ 0 of each fruit that should be planted to maximize profit, assum-
ing that the profit is $140 per acre for crop A and $235 per
15. Objective function: 16. Objective function: acre for B. (See Exercise 22 in Section 9.2.)
z  3x1  4x2  x3  7x4 z  x1 23. A grower has 50 acres of land for which she plans to raise
Constraints: Constraints: three crops. It costs $200 to produce an acre of carrots and
8x1  3x2  4x3  x4 ≤ 7 3x1  2x2 ≤ 60 the profit is $60 per acre. It costs $80 to produce an acre of
2x1  6x2  x3  5x4 ≤ 3 x1  2x2 ≤ 28 celery and the profit is $20 per acre. Finally, it costs $140 to
produce an acre of lettuce and the profit is $30 per acre. Use
x1  4x2  5x3  2x4 ≤ 8 x1  4x2 ≤ 48
the simplex method to find the number of acres of each crop
x1, x2, x3, x4 ≥ 0 x1, x2 ≥ 0 she should plant in order to maximize her profit. Assume that
17. Objective function: 18. Objective function: her cost cannot exceed $10,000.
24. A fruit juice company makes two special drinks by blending
z  x1
x2  x3 z  2x1  x2  3x3
apple and pineapple juices. The first drink uses 30% apple
Constraints: Constraints: juice and 70% pineapple juice, while the second drink uses
2x1  x2
3x3 ≤ 40 x1  x2  x3 ≤ 59 60% apple juice and 40% pineapple juice. There are 1000
x1  x3 ≤ 25 2x1  3x3 ≤ 75 liters of apple juice and 1500 liters of pineapple juice avail-
2x2  3x3 ≤ 32 x2  6x3 ≤ 54 able. If the profit for the first drink is $.60 per liter and that
for the second drink is $.50, use the simplex method to find
x1, x2, x3 ≥ 0 x1, x2, x3 ≥ 0
the number of liters of each drink that should be produced in
19. Objective function: order to maximize the profit.
z  x1  2x2
x4 25. A manufacturer produces three models of bicycles. The time
(in hours) required for assembling, painting, and packaging
Constraints:
each model is as follows.
x1  2x2  3x3 ≤ 24
3x2  7x3  x4 ≤ 42 Model A Model B Model C
x1, x2, x3, x4 ≥ 0 Assembling 2 2.5 3
20. Objective function: Painting 1.5 2 1
z  x1  2x2  x3
x4
Packaging 1 0.75 1.25
Constraints:
x1  x2  3x3  4x4 ≤ 60 The total time available for assembling, painting, and packag-
x2  2x3  5x4 ≤ 50 ing is 4006 hours, 2495 hours, and 1500 hours, respectively.
2x1  3x2  6x4 ≤ 72 The profit per unit for each model is $45 (Model A), $50
(Model B), and $55 (Model C). How many of each type
x1, x2, x3, x4 ≥ 0 should be produced to obtain a maximum profit?
21. A merchant plans to sell two models of home computers at 26. Suppose in Exercise 25 the total time available for assem-
costs of $250 and $400, respectively. The $250 model yields a bling, painting, and packaging is 4000 hours, 2500 hours, and
profit of $45 and the $400 model yields a profit of $50. The 1500 hours, respectively, and that the profit per unit is $48
merchant estimates that the total monthly demand will not (Model A), $50 (Model B), and $52 (Model C). How many of
exceed 250 units. Find the number of units of each model that each type should be produced to obtain a maximum profit?
should be stocked in order to maximize profit. Assume that
the merchant does not want to invest more than $70,000 in
computer inventory. (See Exercise 21 in Section 9.2.)
 SECTION 9.3 EXERCISES 545

27. A company has budgeted a maximum of $600,000 for adver- In the simplex method, it may happen that in selecting the depart-
tising a certain product nationally. Each minute of television ing variable all the calculated ratios are negative. This indicates an
time costs $60,000 and each one-page newspaper ad costs unbounded solution. Demonstrate this in Exercises 33 and 34.
$15,000. Each television ad is expected to be viewed by 15
million viewers, and each newspaper ad is expected to be seen 33. (Maximize) 34. (Maximize)
by 3 million readers. The company’s market research Objective function: Objective function:
department advises the company to use at most 90% of the z  x1  2x2 z  x1  3x2
advertising budget on television ads. How should the Constraints: Constraints:
advertising budget be allocated to maximize the total audi-
ence? x1
3x2 ≤ 1
x1  x2 ≤ 20
28. Rework Exercise 27 assuming that each one-page newspaper
x1  2x2 ≤ 4
2x1  x2 ≤ 50
ad costs $30,000. x1, x2 ≥ 0 x1, x2 ≥ 0
29. An investor has up to $250,000 to invest in three types of in- If the simplex method terminates and one or more variables not in
vestments. Type A pays 8% annually and has a risk factor of the final basis have bottom-row entries of zero, bringing these
0. Type B pays 10% annually and has a risk factor of 0.06. variables into the basis will determine other optimal solutions.
Type C pays 14% annually and has a risk factor of 0.10. To Demonstrate this in Exercises 35 and 36.
have a well-balanced portfolio, the investor imposes the fol-
lowing conditions. The average risk factor should be no 35. (Maximize) 36. (Maximize)
greater than 0.05. Moreover, at least one-fourth of the total
Objective function: Objective function:
portfolio is to be allocated to Type A investments and at least 1
one-fourth of the portfolio is to be allocated to Type B invest- z  2.5x1  x2 z  x1  2x2
ments. How much should be allocated to each type of invest- Constraints: Constraints:
ment to obtain a maximum return? 3x1  5x2 ≤ 15 2x1  x2 ≤ 20
30. An investor has up to $450,000 to invest in three types of 5x1  2x2 ≤ 10 x1  3x2 ≤ 35
investments. Type A pays 6% annually and has a risk factor of
0. Type B pays 10% annually and has a risk factor of 0.06. x1, x2 ≥ 0 x1, x2 ≥ 0
Type C pays 12% annually and has a risk factor of 0.08. To 37. Use a computer to maximize the objective function
have a well-balanced portfolio, the investor imposes the z  2x1  7x2  6x3  4x4
following conditions. The average risk factor should be no subject to the constraints
greater than 0.05. Moreover, at least one-half of the total x1  x2  0.83x3  0.5x4 ≤ 65
portfolio is to be allocated to Type A investments and at least
1.2x1  x2  x3  1.2x4 ≤ 96
one-fourth of the portfolio is to be allocated to Type B invest-
0.5x1  0.7x2  1.2x3  0.4x4 ≤ 80
ments. How much should be allocated to each type of
investment to obtain a maximum return? where x1, x2, x3, x4 ≥ 0.
31. An accounting firm has 900 hours of staff time and 100 hours 38. Use a computer to maximize the objective function
of reviewing time available each week. The firm charges z  1.2x1  x2  x3  x4
$2000 for an audit and $300 for a tax return. Each audit subject to the same set of constraints given in Exercise 37.
requires 100 hours of staff time and 10 hours of review time,
and each tax return requires 12.5 hours of staff time and 2.5
hours of review time. What number of audits and tax returns
will bring in a maximum revenue?
32. The accounting firm in Exercise 31 raises its charge for an
audit to $2500. What number of audits and tax returns will
bring in a maximum revenue?