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Simplex Method

Leather Limited manufactures two types of belts:


i) Delux model
(1 hour skilled labor) ($4 profit)
ii) Regular model
(2 hours skilled labor) ($3 profit)
Each Requires 1 sq yd of leather.
1 week : 40 sq yd of leather ; 60 hours skilled labor.
x1 = number of deluxe belt
x2 = number of regular belt
LP:
max z = 4x1 + 3x2
s.t.
x1 + x2 40
2x1 + x2 60

leather constraint
labor constraint

We define for each constraint a slack variable si


Si is the amount of unsed resource.
s1 = 40 -x1 - x2
s2 = 60 - 2x1 - x2
Rewrite LP:
max z = 4x1 + 3x2
x1 + x2 + s1 = 40
2x1 + x2 + s2 = 60
x1, x2 , s1, s2 0 sign restrictions

For constraint, we define excess variable ei.


ei is the amount by which the ith constraint is oversatisfied.
Example:
max z = 20 x1 + 15 x2
x1 100
x2 100
50 x1 + 35 x2 6000
20 x1 + 15 x2 2000
x1, x2 0
LP:
max z = 20 x1 + 15 x2
x1 + s1 = 100
x2 + s2 = 100
50 x1 + 35 x2 + s3 = 6000
20 x1 + 15 x2 - e4 = 2000
x1, x2, s1, s2, s3, e4 0

Alternative optimal solutions


x1 = desk
x2 = table
x3 = chair
max z = 60 x1 + 35 x2 + 20 x3
8 x1 + 6 x2 + x3 48 lumber constraint
4 x1 + 2 x2 + 1.5 x3 20 finishing constraint
2 x1 + 1.5x2 + 0.5 x3 8 carpentry constraint
x2 5 table demand
x1, x2, x3 0

Initial Table
R0
R1
R2
R3
R4

z
1
0
0
0
0

x1
-60
8
4
2
0

x2
-35
6
2
1.5
1

x3
-20
1
1.5
0.5
0

s1
0
1
0
0
0

s2
0
0
1
0
0

R0
R1
R2
R3
R4

z
1
0
0
0
0

x1
-60
8
4
1
0

x2
-35
6
2
0.75
1

x3
-20
1
1.5
0.25
0

s1
0
1
0
0
0

s2
0
0
1
0
0

R0
R1
R2
R3
R4

z
1
0
0
0
0

x1
0
0
0
1
0

x2
10
0
-1
0.75
1

x3
-5
-1
0.5
0.25
0

s1
0
1
0
0
0

s2
0
0
1
0
0

R0
R1
R2
R3
R4

z
1
0
0
0
0

x1
0
0
0
1
0

x2
10
0
-2
0.75
1

x3
-5
-1
1
0.25
0

s1
0
1
0
0
0

s2
0
0
2
0
0

R0
R1
R2
R3
R4

z
1
0
0
0
0

x1
0
0
0
1
0
basic

Z=
x1 =
x2 =
x3 =

280
2
0
8

x2
0
-2
-2
1.25
1
non-basic

x3
0
0
1
0
0
basic

s1
0
1
0
0
0
basic

s2
10
2
2
-0.5
0
non-basic

desks
table
chairs

x2 non-basic variable, has ZERO coefficient in the R0 of the optimal table.


Enter x2 into the basis ,

R0
R1
R2
R3
R4

z
1
0
0
0
0

x1
0
0
0
1
0

x2
0
-2
-2
1.25
1

x3
0
0
1
0
0

s1
0
1
0
0
0

R0
R1
R2
R3
R4

z
1
0
0
0
0

x1
0
0
0
0.8
0

x2
0
-2
-2
1
1

x3
0
0
1
0
0

s1
0
1
0
0
0

R0
R1
R2
R3
R4

z
1
0
0
0
0

x1
0
1.6
1.6
0.8
-0.8
non-basic

x2
0
0
0
1
0
basic

x3
0
0
1
0
0
basic

s1
0
1
0
0
0
basic

Z=
x1 =

280
0

desks

x2 =
x3 =

1.6
11.2

Optimal
solution
1

x1
x2
x3

tables
chairs

Alternate solution

2
0
8

2
0
8

1
0.8
9.6

Optimal
solution
2

For 0 c 1
x1
x2
x3

Let c = 0.5 ,
x1
x2
x3

desks
tables
chairs

(1-c)

s3
0
0
0
1
0

s4
0
0
0
0
1

b
0
48
20
8
5

s3
0
0
0
0.5
0

s4
0
0
0
0
1

b
0
48
20
4
5

s3
30
-4
-2
0.5
0

s4
0
0
0
0
1

b
240
16
4
4
5

s3
30
-4
-4
0.5
0

s4
0
0
0
0
1

b
240
16
8
4
5

b/x
6
5
4
pivot, /2
#DIV/0!

R0 +60*R3
R1 - 8*R3
R2 - 4*R3
unchanged

b/x
-16
8
pivot, /0.5
16
#DIV/0!

R0 +5*R2
R1+R2
R3-0.25*R2
unchanged

s3
10
-8
-4
1.5
0
non-basic

s4
0
0
0
0
1
basic

b
280
24
8
2
5

optimized

he R0 of the optimal table.

s2
10
2
2
-0.5
0

s3
10
-8
-4
1.5
0

s4
0
0
0
0
1

b
280
24
8
2
5

s2
10
2
2
-0.4
0

s3
10
-8
-4
1.2
0

s4
0
0
0
0
1

b
280
24
8
1.6
5

s2
10
1.2
1.2
-0.4
0.4
non-basic

s3
10
-5.6
-1.6
1.2
-1.2
non-basic

s4
0
0
0
0
1
basic

b
280
27.2
11.2
1.6
3.4

b/x
-12
-4
1.6
5

pivot, /1.25

unchanged
R1+2*R3
R2+2*R3
R4-R3

x1
x2
x3

0
1.6
11.2

0
1.6
11.2

2c
1.6 - 1.6 c
11.2 - 3.2 c

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