A linear programming problem is
\begin{align}
\text{Maximise } P &= 4x - y - 2z
\text{subject to } x + 5y + 3z &\leq 60
2x - 5y &\leq 80
2y + z &\leq 10
x \geq 0, y &\geq 0, z \geq 0
\end{align}
- Use the simplex algorithm to solve the problem. [7]
In the case when \(z = 0\) the feasible region can be represented graphically.
\includegraphics{figure_1}
The vertices of the feasible region are \((0, 0)\), \((40, 0)\), \((46.67, 2.67)\), \((35, 5)\) and \((0, 5)\), where non-integer values are given to 2 decimal places. The linear programming problem is given the additional constraint that \(x\) and \(y\) are integers.
- Use branch-and-bound, branching on \(x\) first, to show that the optimum solution with this additional constraint is \(x = 45, y = 2\). [7]