Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2002/ib/paper-3/15h/solution

Introduce surplus variables , slack , and artificial variables , all nonnegative. The two-phase simplex standard-form equations are
Phase I maximizes . An initial basic feasible solution has basic variables and all others zero. Its simplex dictionary is
Let enter. The simplex ratio test gives from the row and from the row, so leaves. After this pivot,
Choose to enter; the limiting ratios are and , so leaves. The resulting dictionary is
Thus , attained at with . Since for every feasible Phase I point, this proves feasibility and completes Phase I.
Delete the artificial variables and restore the original objective . The resulting Phase II dictionary is
Let enter; only decreases, and it reaches zero at . Pivoting gives
An optimal simplex tableau, with each row recording its equality, is
Both reduced costs in the maximization dictionary are negative. Setting nonbasic therefore gives
As a direct optimality check, implies ; the displayed point attains both equalities.

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