Solution to LPP-Simplex Method

A.Ramesh
Department of Mechanical Engineering NIT Calicut
Email:ramesh@nitc.ac.in, ramesh.anbanandam@gmail.com
Phone: 6540

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 Problem-1

Solve by Simplex Method

Max _ Z  6 x1  5 x 2
S .T
x1  x 2  5
3 x1  2 x 2  12
x1, x 2  0

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 Solution

• X1=2
• X2=3
• Z=27

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 Simplex Algorithm

• Step 1: Check whether the objective function is to be maximized or

minimized. If it is be minimized, multiply the coefficient of objective
function by -1 and convert it into maximization.
• Step 2: Check whether the R.H.S of constraints are positive. If any of the
R.H.S is negative, multiply both sides of that constraint by -1 so as to make
its R.H.S is positive.
• Step 3: By introducing slack/surplus variables, convert the inequality
constraints into equations.
• Step 4: Find an initial basic feasible solution and express the above
information conveniently in the following simplex table.

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 Simplex Table
Cj Coefficient of variable 6 5 0 0 Solution
in objective function
Column

CB Coefficient of B-Basic Variables x1 x2 x3 x4 R.H.S Θ

Basic Variable Ratio=
R.H.S/ elements in key Column

0 x3
0 x4

Objective
Cj-Zj function value
Net evaluation Index

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 Simplex algorithm…contd
• Step 5: Compute the net evaluation index Cj-Zj
– If all (Cj-Zj) ≤ 0, then the current feasible solution R.H.S is optimum.
– It at least one (Cj-Zj) > 0, then the current basic feasible solution is not
optimal, go to the next step.
• Step 6: To find the entering value: The entering variable is the non-basic
variable corresponding to the most positive value of (Cj-Zj). The entering
variable column is known as the key column which is shown marked with
an arrow at the bottom. If more than one variable has same most positive
value (Cj-Zj), any of the variables may be selected arbitrarily as the
entering variable.
• Step 7: To find the leaving variable: Compute the ratio (Θ). If all Θ ≤ 0,
then there is an unbounded solution. The leaving variables is the variable
corresponding to the minimum ratio. The leaving variable row is known as
key row. The element in the intersection of key row and key column is
known as key element.

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 Simplex algorithm…contd

• Step 8: Drop the leaving variable and introduce the entering variable along
with its associated value under CB column. Covert the pivot element to
unity by dividing the key row by pivot element and all other elements in its
column to zero by making use of
– New number= old number-(corresponding element in key row X
corresponding element in key column) /key number.
• Go to step 5 and repeat the procedure until either an optimum solution is
obtained or there is an indication of an unbounded solution.

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 Problem 2

Max _ Z  4 x1  10 x 2
s.t
2 x1  x 2  50
2 x1  5 x 2  100
2 x1  3x 2  90
x1, x 2  0

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 Solution

• X1=0
• X2=20
• Z=200

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 Problem 3

• An automobile manufacturer makes auto-mobiles and trucks in a factory

that is divided into two shops. Shop A, which performs the basic assembly
operation must work 5 man-days on each truck but only 2 man-days on
each auto mobile. Shop B, which performs finishing operation must work 3
man days for each truck or automobiles that it produces. Because of men
and machine limitations shop A has 180 man-days per week available
while shop B has 135 man-days per week. If the manufacturer makes a
profit of Rs.300 on each truck and Rs.200 on each automobile, how many
of each should he produce to maximize his profit?.

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• Let x1 units of trucks and x2 units of automobiles be
manufactured per week to maximize his profit.
Maximize _ Z  300 x1  200 x 2
s.t
5 x1  2 x 2  180
3 x1  3 x 2  135
and
x1, x 2  0
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 Solution

• X1=30
• X2=15
• Z=12000.

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 Artificial variables techniques

• To solve a LPP by simplex method, we have to start with initial basic

feasible solution and construct the initial simplex table.
• In the previous problems, we see that the slack variables readily provided
the initial basic feasible solution.
• In some problems the slack variables can not provide the initial basic
feasible solution.
• In these problems at least one of the constraints is of = or≥ type.
• To solve such problems, there are two (closely related) methods available.
• The “Big M- Method” “M-technique” or the “Method of penalties” due to
A. Charnes.
• The “Two phase” method due to Dantzig, Orden and Wolfe.

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 The Big M method

• Step 1: express the liner programming problem in the standard form by

introducing slack and or surplus variables, if necessary.
• Step 2: introduce the non-negativity artificial variables “a1”, “a2…to the
left hand side of all the constraints of = or≥ type.
– The purpose of introducing artificial variables is just to obtain an initial
basic feasible solution.
– However, addition of these artificial variables causes violation of the
corresponding constraints.
– Therefore we would like to get rid of these variables and would not
allow them to appear in the final solution.
– To achieve this we assign a very large penalty (-M for maximization)
as the coefficient of the artificial in the objective function.

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 The Big M method…..

• Step 3: Solve the modified liner programming problem by simplex method.

• While making iterations, using simplex method, one of the following three
cases may arise:
– If no artificial variable remains in the basis and the optimality condition is
satisfied, then the current solution is an optimal basic feasible solution.
– If at least one artificial variables appears in the basis at zero level(with zero
value of R.H.S column) and optimality condition is satisfied. Then the
current solution is an optimal basic feasible solution.
– If at least one artificial variable appears in the basis at non-zero level (with
positive value in R.H.S column) and the optimality condition is satisfied,
then the original problem has no feasible solution. The solution satisfy the
constraints but does not optimize the objective function since it contains a
very large penalty M and is called pseudo-optimal solution.

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