ECE Ph.D. Qualifying Exam: Automatic Control (AC)- Question 3, August 2011
$ \color{blue}\text{2. } \left( \text{20 pts} \right) \text{ Use the simplex method to solve the problem, } $
maximizex1 + x2
$ \text{subject to } x_{1}-x_{2}\leq2 $
$ x_{1}+x_{2}\leq6 $
$ x_{1},-x_{2}\geq0. $
$ \color{blue}\text{Solution 1:} $
$ \text{Get standard form for simplex method } min -x_{1}-x_{2} $
$ \text{subject to } x_{1}-x_{2}+x_{3}=2 $
$ x_{1}+x_{2}+x_{4}=6 $
$ x_{i}\geq0 i=1,2,3,4 $
$ \begin{matrix} & a_{1} & a_{2} & a_{3} & a_{4} & b\\ & 1 & -1 & 1 & 0 & 2\\ & 1 & 1 & 0 & 1 & 6 \\ c^{T} & -1 & -1 & 0 & 0 & 0 \end{matrix} \Rightarrow \begin{matrix} 1 & -1 & 1 & 0 & 2\\ 1 & 1 & 0 & 1 & 6 \\ 0 & 0 & 0 & 1 & 6 \end{matrix} $
$ \Rightarrow \begin{matrix} 1 & -1 & 1 & 0 & 2\\ 0 & 2 & -1 & 1 & 4 \\ 0 & 0 & 0 & 1 & 6 \end{matrix} \Rightarrow \begin{matrix} 1 & 0 & \frac{1}{2} & \frac{1}{2} & 4\\ 0 & 1 & -\frac{1}{2} & \frac{1}{2} & 2 \\ 0 & 0 & 0 & 1 & 6 \end{matrix} $
$ \therefore \text{the optimal solution to the original problem is } x^{*}=\begin{bmatrix} 4\\ 2 \end{bmatrix}} $
$ \text{The maximum value for } x_{1}+x-{2} \text{ is } 6 $
