Two Simplex Iterations Drill Set

Two Simplex Iterations Drill Set

This file gives the exact algebra expected in simplex exam questions.

Problem 1 — revised simplex, two iterations

Solve by revised simplex for the first two iterations:

\[\min -3x_1-2x_2\]

subject to

\[x_1+x_2+s_1=4,\] \[2x_1+x_2+s_2=5,\] \[x_1,x_2,s_1,s_2\ge0.\]

Start with basis $B_0={s_1,s_2}$.

Iteration 0

\[B_0=I, \qquad x_B=(4,5)^T.\]

Reduced costs:

\[\bar c=(-3,-2,0,0).\]

Choose $x_1$ entering.

\[u=B^{-1}A_1=\begin{bmatrix}1\\2\end{bmatrix}.\]

Ratio test:

\[\frac{4}{1}=4, \qquad \frac{5}{2}=\frac52.\]

So $s_2$ leaves and $\theta=5/2$.

New basis:

\[B_1=\{s_1,x_1\}.\]

The new BFS is

\[x_1=\frac52, \quad x_2=0, \quad s_1=\frac32, \quad s_2=0.\]

Iteration 1

With basis $B_1={s_1,x_1}$,

\[x_B=\left(\frac32,\frac52\right)^T.\]

Reduced costs:

\[\bar c=(0,-1/2,0,3/2).\]

Choose $x_2$ entering.

\[u=B^{-1}A_2=\begin{bmatrix}1/2\\1/2\end{bmatrix}.\]

Ratio test:

\[\frac{3/2}{1/2}=3, \qquad \frac{5/2}{1/2}=5.\]

So $s_1$ leaves and $\theta=3$.

New basis:

\[B_2=\{x_2,x_1\}.\]

The new BFS is

\[x_1=1, \quad x_2=3, \quad s_1=0, \quad s_2=0.\]

Reduced costs at $B_2$ are nonnegative, so this is optimal.

\[z^*=-9.\]

Problem 2 — full tableau simplex, two pivots

Use the maximization tableau convention:

\[\max 3x_1+2x_2\]

subject to

\[x_1+x_2+s_1=4,\] \[2x_1+x_2+s_2=5,\] \[x_1+s_3=3,\] \[x_1,x_2,s_1,s_2,s_3\ge0.\]

Initial tableau:

basis $x_1$ $x_2$ $s_1$ $s_2$ $s_3$ RHS
$s_1$ 1 1 1 0 0 4
$s_2$ 2 1 0 1 0 5
$s_3$ 1 0 0 0 1 3
$z$ -3 -2 0 0 0 0

Pivot 1

$x_1$ enters. Ratio test: $4/1$, $5/2$, $3/1$. Minimum is $5/2$, so $s_2$ leaves.

After pivot 1:

basis $x_1$ $x_2$ $s_1$ $s_2$ $s_3$ RHS
$s_1$ 0 $1/2$ 1 $-1/2$ 0 $3/2$
$x_1$ 1 $1/2$ 0 $1/2$ 0 $5/2$
$s_3$ 0 $-1/2$ 0 $-1/2$ 1 $1/2$
$z$ 0 $-1/2$ 0 $3/2$ 0 $15/2$

Pivot 2

$x_2$ enters. Ratio test uses positive entries in the $x_2$ column:

\[\frac{3/2}{1/2}=3, \qquad \frac{5/2}{1/2}=5.\]

So $s_1$ leaves.

After pivot 2:

basis $x_1$ $x_2$ $s_1$ $s_2$ $s_3$ RHS
$x_2$ 0 1 2 -1 0 3
$x_1$ 1 0 -1 1 0 1
$s_3$ 0 0 1 -1 1 2
$z$ 0 0 1 1 0 9

Thus

\[x_1=1, \qquad x_2=3, \qquad z=9.\]

Practice problems

For each, do exactly two iterations unless optimality or unboundedness occurs earlier.

  1. $\min -2x_1-5x_2+4x_3$ subject to $2x_1+x_2+x_3=1$, $x_1+4x_2+4x_3-x_4=1$, $x_1+x_2-x_3+x_5=6$, $x\ge0$.
  2. $\max 2x_1+x_2$ subject to $x_1+2x_2\le2$, $-x_1+2x_2\le2$, $x_2\ge0$.
  3. $\min -x_1-x_2$ subject to $-x_1+x_2\le2$, $x_1+x_2\ge1$, $x_1\le1$, $x\ge0$.
  4. $\min 6x_1-7x_2+9x_3$ subject to $3x_1+4x_2+x_3\ge9$, $2x_1+2x_2-5x_3\ge4$, $7x_1+3x_2+4x_3=10$, $x\ge0$.

Exam checkpoint

Practice under exam timing. Write the full pipeline: model, standard form if needed, BFS/reduced costs if asked, simplex iterations if asked, final objective value and interpretation.

Additional two-iteration practice set

Do exactly two iterations unless the method terminates earlier.

5. Revised simplex from slack basis

\[\min -4x_1-x_2\]

subject to

\[x_1+x_2+s_1=6,\] \[2x_1+x_2+s_2=8,\] \[x\ge0.\]

Start with $B={s_1,s_2}$.

6. Revised simplex with three constraints

\[\min -3x_1-2x_2\]

subject to

\[x_1+x_2+s_1=4,\] \[2x_1+x_2+s_2=5,\] \[x_1+s_3=3,\] \[x\ge0.\]

Start with $B={s_1,s_2,s_3}$.

7. Tableau practice

\[\max 5x_1+4x_2\]

subject to

\[6x_1+4x_2\le24,\] \[x_1+2x_2\le6,\] \[x\ge0.\]

Start with slack basis.

8. Detect unboundedness

\[\min -x_1-x_2\]

subject to

\[x_1-x_2+s_1=1,\] \[x\ge0.\]

Start with $B={s_1}$.

9. Given non-slack basis

\[\min -3x_1-2x_2\]

subject to

\[x_1+x_2+s_1=4,\] \[2x_1+x_2+s_2=5,\] \[x\ge0.\]

Start from $B={s_1,x_1}$.

10. Standard-form equality problem

\[\min 2x_1+3x_2+4x_3+x_4\]

subject to

\[2x_1+x_2+x_3=1,\] \[x_1+3x_2+0.5x_4=2,\] \[x\ge0.\]

Start from $B={x_3,x_4}$.

11. Candidate basis supplied

For the same problem, start from $B={x_1,x_2}$ and verify whether simplex terminates immediately.

12. Mixed signs after standard form

First convert to standard form, then perform simplex from the natural slack basis if available:

\[\max 2x_1+x_2\]

subject to

\[x_1+2x_2\le2,\] \[-x_1+2x_2\le2,\] \[x_1,x_2\ge0.\]
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Two Simplex Iterations Drill Set
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