LP Problem

θ values and their corresponding number of iterations in brackets

Optimal Solution

Minimize Z = 1.06 X 1 + 0.56 X 2 + 300 X 3 + 2703.50 X 4 + 4368.23 X 5

Subject to

1.06 X 1 + 0.015 X 2 729824.87

0.56 X 2 + 0.649 X 3 1522188.03

3.00 X 3 5040.16

2703.50 X 4 162210.06

4368.23 X 5 17472.92

X 1 , X 2 , X 3 , X 4 , X 5 0

0.1 (130)

0.3 (42)

0.5 (22)

0.7 (15)

0.9 (13)

0.2 (62)

0.4 (29)

0.6 (16)

0.8 (14)

1.0 (5)

Z = 2435620.485

X 1 = 688490.254

X 2 = 2716245.849

X 3 = 1680.053

X 4 = 60.000

X 5 = 4.000

Minimize Z = 2.03 X 1 + 0.56 X 2 + 2.93 X 3 + 1543.85 X 4 + 1494.14 X 5

Subject to

2.03 X 1 + 0.015 X 3 3604.90

0.56 X 2 + 0.633 X 3 430264.03

2.93 X 3 750.50

1543.85 X 4 26245.39

1494.14 X 5 5976.56

X 1 , X 2 , X 3 , X 4 , X 5 0

0.1 (130)

0.3 (42)

0.5 (22)

0.7 (15)

0.9 (13)

0.2 (62)

0.4 (29)

0.6 (16)

0.8 (14)

1.0 (5)

Z = 466675.399

X 1 = 1773.920

X 2 = 768039.091

X 3 = 256.143

X 4 = 17.000

X 5 = 4.000