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SIMPLEX METHOD

60.1 INTRODUCTION

In the previous lesson, we have solved linear programming problems by graphical method. This method is useful when there are not more than two variables and the number of constraints is less. If we have a large number of either variables or constraints, it is still true that the optimal solution will be found at the vertex of the set of feasible solutions. In fact, we could find these vertices by writing all the equations corresponding to the inequalities of the problem and then proceeding to solve all possible combinations of these equations. We would of course, have to discard any solutions that are not feasible (because they don’t satisfy one or more of the constraints). Then we could evaluate the objective function at the remaining feasible solutions. After all this, we might discover that the problem has no optimal solution at all. But this would be a highly cumbersome procedure. If there were just four variables and 7 constraints, we would have to solve all possible combinations of 4 equations chosen from a set of 7 equations. Obviously, there would be 7c 4=35 solutions in all. Each of these solutions will then have to be tested for feasibility. So even for this relatively small number of variables and constraints, the work would be quite tedious. In the real world of applications, it is fairly common to encounter problems with hundreds, even thousands of variables and constraints. Of course such problems must be solved by

40 :: Mathematics

computer. Even so, choosing a more efficient problem solving strategy than the geometrical method might reduce computer’s running time from hours to seconds or for very large problems from days to hours. A more systematic approach would involve choosing a solution at one vertex of the feasible set, then moving from there to another vertex at which the objective function has a better value. This process is continued until the best possible value is found. One very efficient technique of doing this is simplex method.

60.2 OBJECTIVES

After the study of this lesson you will be able to define slack variables; identify standard maximum problem; solve the standard maximum problem; and solve the linear programming problems for mixed constraints.

**60.3 SOLUTION OF THE LINEAR PROGRAMMING PROBLEM BY SIMPLEX METHOD
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In this section we will solve the linear programming problem by simplex method. In linear programming problem we have two types of problems, that is, either to maximize the objective function or to minimize the objective function. We will consider these problems one by one. Let us consider first the problems in which the objective function is to be maximized. Example A : Solve the following linear programming problem. Max z = 3x1 + 4x 2 subject to the conditions 2x1 + 4x2 ≤ 120 2x1 + 2x2 x1 ≤ 80 ≥ 0 ≥ 0, x 2

Simplex Method :: 41

Solution : The procedure for solving the given problem is illustrated in the following steps: Step I: Standard form of a maximum problem A linear programming problem in which the objective function is to be maximized is referred to as a maximum linear programming problem. Such problems are said to be in standard form if following conditions are satisfied: (i) All the variables are non–negative. (ii) All the other constraints are written as a linear expression, that is, less than or equal to a positive constant. Check whether the given problem is in standard form ? This is a maximum problem containing two variables x1 and x 2 . Since both the variables are non–negative and the other constraints are each written as linear expression less than or equal to a positive constant, therefore, we conclude that the maximum problem is in standard form. Steep II: Slack variables and starting simplex table In order to solve the maximum problem by simplex method, we need to do the following first (i) Introduction of slack variables, and (ii) Construction of the initial simplex table. In this problem we have the constraints as linear expressions less than or equal to some positive constants. That means there is a slack between the left and right sides of the inequalities. In order to take up the slack between the left and right sides of the problem, let us introduce the slack variables s1, and s2 which are greater than or equal to zero, such that 2x 1+ 4x 2+ s1 = 120 2x1 + 2x2 + s2 = 80 Furthermore, the objective function z = 3x 1 + 4x 2 can be rewritten as –3x1 – 4x2 + z = 0 In effect, we have now replaced our original system of

called the pivot element. From this point on. Obtain 0 elsewhere in the pivot column by performing row operations. s 1. z) that gives the largest possible value for z. is to apply row operations so that the pivot element is replaced by 1 and all other entries in the same column (called pivot column) become 0. The augmented matrix for this system is x1 2 2 –3 x2 4 2 –4 s1 1 0 0 s2 0 1 0 z 0 0 1 120 80 0 This is called the initial (starting) simplex table and written as x1 2 2 x2 4 2 s1 1 0 s2 0 1 z 0 0 120 80 s1 s2 (1) –3 –4 0 0 1 0 z Notice that the bottom row contains the negatives of the coefficients in the objective function and that we have set this row off from the rest of the matrix by a dotted line. in the pivot row.42 :: Mathematics constraints and the objective function by a system of three equations in five unknowns as: 2x 1+ 4x 2+ s1 = 120 2x 1+ 2x2 + s2 = 80 –3x1 – 4x2 + z = 0 Here. What is pivoting ? Pivoting : To pivot a matrix about a given element. How is the pivot element selected? . More specifically. s2 . we have to find the particular solution (x 1. x2 . the simplex method consists of pivoting from one table to another until the optimal solution is found. divide each entry by the pivot element (we assume it is not 0).

If all the entries in this column are negative. The row in which the smallest positive ratio is obtained is the pivot row. Note : The pivot element is never in the objective row. we get 30 as the smallest ratio. In this example. –4 is the most negative entry in the objective row. Hence a21=4 is the pivot element. so row 1 is the pivot row. the problem is unbounded and there is no solution. (ii) Divide each entry in the last column by the corresponding entry (from the same row) in the pivot column. so column 2 is the pivot column. The pivot element is the entry at the intersection of the pivot row and the pivot column. R 3+ 4R 1 . x1 → 2 2 –3 x2 4 2 –4 s1 1 0 0 s2 0 1 0 z 0 0 1 120 80 0 s1 s2 z 120÷4=30 80÷2=40 ↑ Divide R 1 (row1)by 4 and then apply the operations R 2– 2R 1 . (Ignore the rows in which the pivot column entry is less than or equal to 0).Simplex Method :: 43 Pivot element : The pivot element for the simplex method is found using the following rules: (i) The pivot column is selected by locating the most negative entry in the objective row. This is marked in the initial table (reproduced below) by a circle and the pivot column and the row are marked by arrows. 1 4 On dividing all the entries in the last column by the corresponding entry in column 2. The new matrix becomes x1 x2 1 0 0 s1 s2 0 z 0 0 1 30 20 120 x2 s2 z (2) 1 2 1 –1 −1 2 1 1 0 .

. the optimal solution has been found. s2 and z in terms of x 1 and s1 . Maximum z = 140 which occurs at x1 =20.4. the question is when does this process end? This process ends when there are no negative entries in the objective row. (2) is called the second simplex table. In the second simplex table –1 is the most negative entry in the objective row. 1 0 1 0 20 (3) 0 0 1 1 140 In the above matrix we notice that there are no negative entries in the objective row. so column 1 is the pivot column. so row 2 is the pivot row. This is marked by a circle in the 2nd simplex table (reproduced below) and the pivot column and row are marked by arrows. we get 20 as the smallest ratio. x2 =20 . Hence. Now.44 :: Mathematics Notice that the identity matrix I3 which now appears in column 2. Hence. This is why we wrote x2 . On dividing all the entries in the last column by the corresponding entry in column 1. x1 x2 1 → 1 –1 ↑ 0 0 s1 s2 0 z 0 0 1 30 20 120 x2 s2 z 30÷ 1 =60 2 −1 2 1 1 0 20÷1=20 Divide R 2 by 1 and then apply the operations R 1 – The new matrix becomes x1 0 x2 1 s1 s2 z 0 20 x2 x1 z R 2. and 5 helps us to solve for x 2. R 3+ R 2. Therefore. a21=1 is the pivot element. s 2 and z to the right of the matrix (2).

Write the second simplex table for the following initial simplex table. x2 ≥ 0. The pivot element is circled. which is not a linear expression. The given set of constraints contains x 1+ x2 – x 3 ≥ –3. x 3 ≥ 0 Solution : This is a maximum problem containing three variables x 1. the maximum problem is not in standard form. we get –x1 – x2 + x3 ≤ 3 x2 2 2 –2 s1 1 0 0 s2 0 1 0 z 0 0 1 300 480 0 s1 s2 z . Thus. Is the following maximum problem in the standard form? Max z = 8x1 + x 2 subject to the constraints 3x1 + 4x 2 ≥ 2 x1+ x 2 ≤ 6 x1 ≥ 0.Simplex Method :: 45 Check point 1: 1. less than or equal to a positive constant. however that by multiplying this constraint by –1. Notice. Each variable is non–negative. x2 and x 3. x1 1 3 –1 Example B : Solve the following linear programming problem by simplex method : Maximize z = 6x1 – 8x2 + x 3 subject to the constraints 3x 1+ x2 ≤ 10 4x 1– x 2 ≤ 5 x 1 + x 2 – x3 ≥ –3 x1 ≥ 0. that is. x2 ≥ 0 2.

in this case –1). The pivot row is obtained by dividing each entry in the last column by the corresponding entry in the pivot column and selecting the smallest non-negative ratio (Remember. although the maximum problem as stated is not in the standard form. In this case pivot row is second row and the pivot element is the circled element 4. it can easily be modified to the requirements of the standard form. Now. x2 ≥ 0. in finding the pivot element. –6 in column 1).x3 + s 2 –x1 – x 2 + x 3 + s 3 = 10 = 5 = 3 (i) x1 ≥ 0. x2 ≥ 0. ..46 :: Mathematics which is in the desired form. s2 ≥ 0. we ignore rows in which the pivot column contains a negative number. s3 ≥ 0 and objective function can be rewritten as –6x1 + 8x2 – x3 + z = 0 The starting simplex table for this system is x1 3 → 4 –1 x2 1 –1 –1 x3 0 0 1 s1 1 0 0 s2 0 1 0 s3 0 0 1 z 0 0 0 10 5 3 s1 s2 s3 10÷3= 5÷4= –6 8 –1 0 0 0 1 0 z (1) ↑ The pivot column is found by locating the column containing smallest entry in the objective row (i. x 3 ≥ 0.e.x 3 + s 1 4x1 – x 2 + 0. Max z = 6x1 – 8x2 + x 3 subject to the constraints 3x 1 + x 2 ≤ 10 4x 1 – x2 ≤ 5 –x1 – x2 + x3 ≤ 3 x1 ≥ 0. s 1 ≥ 0. Thus. x 3 ≥ 0 After adding the slack variables the systems of constraints takes the following form : 3x1 + x2 + 0.

we determine the next pivot element to be 1 in the third column and third row (since we have to ignore the rows in which the pivot column entry is zero). Therefore. Hence the optimal solution is found.Simplex Method :: 47 Dividing R 2 by 4 and applying the operations R 1– 3R 2. x3 = 17 4 . Applying the operation R4 + R3 . s2 = 0. R3 + R 2 . in fact solutions of the system of equations (i) We also see that s1 = . we get the third simplex table 47 15 21 3 1 7 −1 4 2 2 4 x1 0 1 0 x2 x3 0 0 s1 1 0 0 s2 s3 0 0 z 0 0 0 7 4 −3 4 25 4 5 4 17 4 s1 x1 x3 (3) −5 4 1 1 4 1 0 0 0 1 1 47 4 z In the above matrix we see that there are no negative entries in the objective row. Maximum z x1 = 5 4 = x 2 = 0. These values can 4 be used to check that these are. s3 = 0. we get the second simplex table as: x1 0 1 → 0 0 x2 x3 0 s1 1 0 0 0 s2 s3 0 0 z 0 0 0 1 −3 4 −1 4 −5 4 13 2 0 1 –1 ↑ 1 4 1 0 25 4 5 4 17 4 s1 x1 (2) s3 z By the same procedure as before. R 4 + 6R 2 . 25 .

That is in such cases function by –1 and convert it into solve it as discussed above. that is.x 3 + s 2 –4x 1 + 3x 2 + 8x 3 + s 3 = 7 = 12 = 10 be changed to a maximum to minimize z we must we multiply the objective a maximum problem and . x2 ≥ 0. x 3 ≥ 0 Solution : This is a problem of minimization in which all the constraints are written as a linear expression. less than or equal to a positive constant. where z1 = –z After introducing the slack variable the problem can be expressed as 3x 1 – x 2 + 2x 3 + s 1 –2x 1 + 4x 2 + 0. x3 ≥ 0 60.48 :: Mathematics Check point 2 : Solve the following maximum problem by simplex method Maximize z = 6x1 + 8x2 + x3 subject to the constraints 3x 1 + 5x 2 + 3x 3 ≤ 20 x1 + 3x2 + 2x 3 ≤ 9 6x 1 + 2x 2 + 5x 3 ≤ 30 x1 ≥ 0. x 2 ≥ 0.1 Problem of minimization Involving ‘≤ ’ sign In general. Therefore converting the objective function for maximization. a minimum problem can problem by realizing that in order maximize –z. Example C : Solve the following linear programming problem : Minimum z = x1 – 3x 2 + 2x 3 subject to the constraints 3x 1 – x 2 + 2x 3 ≤ 7 –2x1 + 4x2 ≤ 12 –4x 1 + 3x 2 + 8x 3 ≤ 10 x1 ≥ 0.3. we have Max z1 = –x 1 + 3x 2 – 2x3 .

R 4+ 3R 2 . element to be 2 . s 2 ≥ 0. The pivot row is obtained by dividing each entry in the last column by the corresponding entry in the pivot column (ignoring row in which the pivot column contains a negative number) and selecting the smallest non-negative ratio. Thus. x3 ≥ 0. s 1 ≥ 0. The objective function can be written as x 1 – 3x 2 + 2x 3 + z 1 = 0 (i) The starting simplex table for this system is x1 3 → –2 –4 1 x2 –1 4 3 –3 ↑ The pivot column is found by locating the column containing the smallest entry in the objective row (–3 in column 2). we get the second simplex table as x1 → x2 0 x3 2 s1 1 1 4 s2 s3 0 z1 0 10 s1 x2 (2) s3 z 5 2 −1 2 1 0 0 0 0 3 −5 2 −1 2 0 8 0 −3 4 1 0 1 0 2 0 3 4 0 1 9 ↑ Applying the same procedure. x2 ≥ 0. we determine the next pivot 5 in the first column and first row.Simplex Method :: 49 x1 ≥ 0. R 3– 3R 2. x3 2 0 8 2 s1 1 0 0 0 s2 0 1 0 0 s3 0 0 1 0 z1 0 0 0 1 7 12 10 0 s1 s2 s3 z1 12÷4=3 10 10÷3= 3 (1) 1 4 Diving R 2 by 4 and applying the operations R 1+ R 2. s3 ≥ 0. the second row is the pivot row and the pivot element in that row is the circled element 4.

Hence. x3 = 0.1 1. x2 ≥ 0 . in fact solutions of the system of equation (i) INTEXT QUESTIONS 60. s 3= 11 Hence the solution of the original problem is Min z = –11 x1 = 4. s1 = 0. s 2 = 0. 2 1 R4 + R1 we get the third simplex table as x1 1 x2 0 x3 s1 s2 s3 0 z1 0 4 x1 x2 (3) 0 0 10 1 1 0 11 s3 z1 4 5 2 5 1 5 1 10 6 20 0 1 0 0 5 0 0 16 20 0 1 11 In the above matrix we see that there are no negative entries in the objective row. Identify the standard maximum linear programming problems from the following (give reason for your answers) (a) Maximize z = 2x 1 + x 2 subject to the constraints x1 +x 2 ≤ 5 2x1 +3x2 ≤ 2 x1 ≥ 0. s2 = 0. x2 = 5.50 :: Mathematics Dividing R 1 by R2 + R1 . the optimal solution is found. x 3 = 0 We also see that s1 = 0. Maximum z1 =11 x1 = 4. R 3+ and applying the operations 5 R . x 2 = 5. Therefore. s3 = 11 can be used to check that these are.

Write the second simplex table of the following starting simplex table. Determine if the problem can be modified so as to be in standard form. x2 ≥ 0 (b) Maximize z =2x1 + x 2+ 3x 3 subject to the constraints –x1 + x 2 – x 3 ≥ –6 2x1 – 3x 2 ≥ –12 x1 ≥ 0. The pivot element is circled. x 3 ≥ 0 3. x1 1 2 –2 x2 4 5 –1 s1 1 0 0 s2 0 1 0 z 0 0 1 100 50 0 s1 s2 z . The following maximum problems are not in standard form. x2 ≥ 0. x2 ≥ 0 2. (a) Maximize z =x 1+ x 2 subject to the constraints 3x1– 4x 2 ≤ –6 x1+ x2 ≤ 4 x1 ≥ 0.Simplex Method :: 51 (b) Maximize z = 3x 1+x2 +x 3 subject to the constraints x1 +x 2+x3 ≤ 6 2x1 + 3x2 + 4x3 ≤ 6 x1 ≥ 0 (c) Maximize z = 2x 1+x 2 subject to the constraints x1 + x2 ≥ –6 2x1 + x2 ≤ –4 x1 ≥ 0.

it cannot be modified so as to be in the standard form. Find the pivot element in the following simplex table. What happens when the constraints are of any other form i. +anx n ≤ b 1 . or equal to? Such problems are dealt by a method known as two phase method. greater than or equal to. The method is illustrated in the following example..e. x 2 ≥ 0 Solution : We first observe that this is a maximum problem which is not in standard form. Second.4 THE SIMPLEX CONSTRAINTS METHOD WITH MI XED So far we have solved the linear programming problems in the standard form. Recall that for a maximum problem in standard form each constraint must be of the form a1x 1+a2 x2 + .. Example D : Solve the following linear programming problem : Maximize z =20x 1 + 15x2 subject to the constraints x1 + x2 ≥ 7 9x 1 + 5x 2 ≤ 45 2x 1+ x2 ≥ 8 x1 ≥ 0.. b1 > 0 That is.52 :: Mathematics 4. x1 1 2 3 –1 x2 2 –1 2 –2 x3 4 1 4 –3 s1 1 0 0 0 s2 0 1 0 0 s3 0 0 1 0 z 0 0 0 1 24 32 18 0 s1 s2 s3 z 60. In order to solve this problem the following steps be employed: . each is a linear expression less than or equal to a positive constant.

the simplex algorithm consist of two phases. To do this. we will use the variables s1 . . The objective function can be written as –20x 1 –15x 2 +z = 0 Step III : Write the initial simplex table. s 2. in violation of the non negativity requirement. s2 = 45. s3 = –8 This is not a feasible solution. s3 to obtain –x 1 – x 2 + s 1 9x 1 + 5x 2 + s 2 –2x 1 – x 2 + s 3 = –7 = 45 = –8 x1 ≥ 0. The reason for this is the existence of the two negative constraints in the right hand column. s3 ≥ 0. x3 = 0. x1 –1 9 –2 –20 x2 –1 5 –1 –15 s1 1 0 0 0 s2 0 1 0 0 s3 0 0 1 0 z 0 0 0 1 –7 45 –8 0 s1 s2 s3 z The initial table represents the solution x1 = 0. x2 = 0. The result is that the constraints become –x1 – x2 ≤ –7 9x 1 + 5x 2 ≤ 45 –2x1 – x2 ≤ –8 Step II: Introduce non-negative variables (slack variables) on the left side of each inequality to form an equality. s 2 ≥ 0. x3 ≥ 0. this table represents a solution that causes two of the variables to be negative. s1 ≥ 0. To do this we merely multiply the first and third inequality by –1. x2 ≥ 0. s1 = –7. That is.Simplex Method :: 53 Step I: Write each constraint except the non-negative constraints as an inequality with the variable on the left side of a ‘≤’ sign. Whenever this occurs.

If all the entries in the pivot row are non-negative. The pivot row is row 3 (–8 is the most negative value in the right hand side column). find the ratio using the right hand side column entry as denominator. In the initial simplex table we notice that in the right hand side column two entries are negative. The 4 8 –8 –8 1 largest is . R4 + 20R 3 . R2 – 9R 3 . x1 –1 9 → –2 –20 x2 –1 5 –1 –15 s1 1 0 0 0 s2 0 1 0 0 s3 0 0 1 0 z 0 0 0 1 –7 45 –8 0 ↑ Dividing R 3 by –2 and applying R 1 + R 3 . To find the pivot column 1 1 –2 –1 we find the ratios. the objective row is ignored. Therefore. 4 The pivot element is –2 which is circled in the initial table (reproduced below).54 :: Mathematics Step IV :Determine whether phase I or phase II applies. The largest of these is the pivot column and the point of intersection of the pivot row and pivot column would be the pivot element. Phase II is used whenever all the entries in the right hand column are nonnegative. In determining whether phase I or phase II applies. Phase II:For this we follow the pivoting strategy discussed in the preceeding sections. So we apply phase I.e.. Phase I is used whenever negative entries appear in the right hand column. i. there would be no feasible solution and hence the problem has no solution. the pivot column is column 1. Step V : Select the pivot element Phase I: The pivot row is the row with the most negative value in the right hand side column. For each column with a negative entry in the pivot row. = and = .

the pivot column is column 2 (or column 5). R 3 – R 1. so we will use phase II to obtain the optimal solution. we get the following table. x1 0 0 → 1 0 x2 1 0 0 0 s1 –2 1 1 –10 ↑ Observing that right hand side column has all the entries non-negative. Here we take column 2 as pivot column for our convenience. so apply the phase I again. R 2 – R 3 . R 4 + 10R 3 . as above. The pivot row is row 1. R 4 + 5R 1 s1 1 0 0 0 s2 0 1 0 0 s3 –1 2 9 2 –1 2 –10 z 0 0 0 1 –3 9 4 80 1 2 we get the following table. s2 0 1 0 0 s3 1 4 –1 –5 z 0 0 0 1 6 6 1 110 . Here pivot column is column 3 (being –10 as largest negative entry in the objective row) and R 3 is the pivot row (being the smallest non-negative ratio). Applying R 1 + 2R3 . The pivot element is circled and the pivot row and column are marked by arrows.Simplex Method :: 55 we get the following table x1 → 0 0 1 0 x2 –1 2 1 2 1 2 –5 ↑ Notice that in the right hand side column still one entry is negative. 1 and applying Dividing R 1 by – 2 R2 – R 1.

x 2= 9. R3 + R 2. Maximum z = 135 x1 = 0. s3 = 1 Check point 3 : Solve the following linear programming problem: Maximize z = 3x1+ 4x 2 subject to the constraints x1 + x2 ≤ 12 5x1 + 2x2 ≥ 36 7x1 + 4x2 ≥ 14 x1 ≥ 0.56 :: Mathematics x1 2 → –1 1 10 x2 1 0 0 0 s1 0 0 1 0 s2 0 1 0 0 s3 –1 5 –1 –15 ↑ z 0 0 0 1 8 5 1 120 Again apply the phase II and repeat the procedure as above. x 3 ≥ 0 . x2 ≥ 0. Dividing R 2 by 5 and applying the operations R 1+ R 2 . s 1= 2. the optimal solution is found. R 4+ 15R 2 . s2 = 0. Hence. we get the following table x1 9 5 –1 5 4 5 7 x2 1 0 0 0 s1 0 0 1 0 s2 1 5 1 5 1 5 3 s3 0 1 0 0 z 0 0 0 1 9 1 2 135 x2 s3 s1 z In the above matrix we see that there are no negative entries in the objective row.

x2 ≥ 0 Step II: Introduce non-negative variables to form equalities x 1 + x 2 + s 1 =10 –x 1 – 2x 2 + s 2=–12 –2x 1 – x 2 +s 3 =–12 –x 1 + s 4 = –3 x1 ≥ 0. x2 ≥ 0 Solution : We change our problem from minimizing z =5x 1 + 6x 2 to maximizing z1 = –z = – 5x1 – 6x 2 Step I: Write each constraint with ‘≤’ . s 2 ≥ 0.Simplex Method :: 57 Example E : Solve the following linear programming problem Minimize z = 5x 1+ 6x2 subject to the constraints x1 +x 2 ≤ 10 x1 +2x 2 ≥ 12 2x1 +x 2 ≥ 12 x1 ≥ 3 x1 ≥ 0. s 1 ≥ 0. x 2 ≥ 0.. s 4 ≥ 0 The objective function can be written as 5x 1 + 6x2 + z1 = 0 . for this multiply second. s3 ≥ 0. i. third and fourth constraint by –1.e. x 1+ x 2 ≤ 10 –x1 – 2x 2 ≤ –12 –2x 1– x 2 ≤ –12 –x1 ≤ –3 x 1 ≥ 0.

the pivot column is column 1. Pivoting as before. we get the following table (Dividing R 2 by –2 and applying the operation R 1–R 2. Pivot row is row 3 and for this row. Dividing R 3 by and applying the operations R1 – R 3. x2 1 –2 –1 0 6 ↑ s1 1 0 0 0 0 s2 0 1 0 0 0 s3 0 0 1 0 0 s4 0 0 0 1 0 z1 0 0 0 0 1 10 –12 –12 –3 0 s1 s2 s3 s4 z1 Step IV: In the right hand side column three entries are negative. R 5 – 2R 3 . R 5 –6R 2 ) x1 x2 0 1 → –1 2 0 0 0 s1 1 0 0 0 0 0 3 s2 s3 0 0 1 0 0 s4 0 0 0 1 0 z1 0 0 0 0 1 4 6 –6 –3 –36 s1 x2 s3 s4 z1 Notice that still the right hand column has negative entries. Step V: The pivot row is row 2 (or 3) and for this row the pivot column is column 2. 2 .58 :: Mathematics Step III: x1 1 → –1 –2 –1 5 Form the initial simplex table. so apply the phase I again. Apply phase I. R 3+R 2 . R2 – 1 R 3 . R 4 + R 3.

s 1 =2. What happens when one of the constraints is an equality? One way is to replace the equality constraint with the two constraints ‘≤’ and ‘≥’ . This occurs when x1 =4. But here all the entries in the objective row are non-negative. Example F : Minimize z = 7x 1 + 5x2 + 6x3 subject to the constraints x 1 + x 2 + x 3 =10 x 1 + 2x 2 + 3x 3 ≤ 19 2x1 + 3x 2 ≥ 21 x1 ≥ 0. the minimum value of z=–z 1 =44. s3 =0 So far all our constraints were of the form ‘≤’ or ‘≥’ . Since the maximum value of z 1 =–44.Simplex Method :: 59 we get the following table x1 0 0 1 0 0 x2 0 1 0 0 0 s1 1 0 0 0 0 s2 s3 s4 0 0 0 1 0 z1 0 0 0 0 1 2 4 4 1 –44 s1 x2 x1 s4 z1 1 3 Notice that all the entries in the last column are non-negative. this is the final table and the optimal solution is found. s4 =1. So now we will use phase II in order to get the optimal solution. x2 ≥ 0. s 2=0. x 3 ≥ 0 1 4 7 −2 3 3 . The process is illustrated in the next example. x 2=4. Hence.

x2 ≥ 0. 2. The objective function can be written as 7x 1+5x 2 +6x 3 +z 1 = 0 Step III:Form the initial simplex table. x2 ≥ 0. x 3 ≥ 0 si ≥ 0.60 :: Mathematics Solution : Here we wish to Maximize z1 =–7x1 –5x2 –6x 3 . 3. x1 –1 1 1 –2 7 x2 –1 1 2 –3 5 x3 –1 1 3 0 6 s1 1 0 0 0 0 s2 0 1 0 0 0 s3 0 0 1 0 0 s4 0 0 0 1 0 z1 0 0 0 0 1 –10 10 19 –21 0 s1 s2 s3 s4 z1 . where (z 1=–z) subject to the constraints x1 +x 2+x 3 ≥ 10 x1 +x 2+x 3 ≤ 10 x1 +2x 2+3x3 ≤ 19 2x1 +3x 2 ≥ 21 x1 ≥ 0. –x1 –x 2 –x 3 ≤ –10 x1 +x 2+x 3 ≤ 10 x1 +2x 2+3x3 ≤ 19 –2x1 –3x2 ≤ –21 x1 ≥ 0. –x 1 –x 2 –x3 +s 1 x 1 +x 2 +x 3 +s 2 x 1 +2x 2 +3x 3 +s 3 –2x 1–3x 2 +s 4 = –10 = 10 = 19 = –21 x1 ≥ 0. x 2 ≥ 0 x3 ≥ 0 Step I: Write each constraint with ‘≤’ . x 3 ≥ 0 Step II: Introduce non-negative variables to form equations. for this multiply first and fourth constraint by –1. i = 1. 4.

R2 –R 4 . we get the following table. R3 –2R4 . Step V: The pivot row is row 4 and pivot column is column 2. 11 1 5 2 −4 −1 3 3 Pivot row is row 1 and the pivot column is column 3. Dividing R 1 by –1 and applying the operations R 2–R 1. R 5 –6R1 . . So again apply phase I. R 5–5R 4 . So again apply phase I. Apply phase I. Dividing R4 by –3 and applying the operations R 1+R 4 . we get the following table x1 x2 0 0 → 0 0 1 0 x3 1 0 0 0 0 s1 –1 1 3 0 6 s2 0 1 0 0 0 s3 0 0 1 0 0 0 s4 z1 0 0 0 0 1 3 0 –4 7 –53 x3 s2 s3 x2 z1 ↑ Notice that one entry is still negative in the right hand column. x1 x2 0 0 0 x3 –1 1 3 0 6 s1 1 0 0 0 0 s2 0 1 0 0 0 s3 0 0 1 0 0 s4 z1 0 0 0 –3 3 5 7 –35 s1 s2 s3 x2 z1 2 3 1 0 −1 3 0 1 Notice that one entry is still negative in the right hand column. R 3–3R 1.Simplex Method :: 61 Step IV: Notice that in the right hand side column two entries are negative.

the pivot column is column 1. Pivot element is circled in the above table. Pivot column is column 7 and pivot row is row 1.62 :: Mathematics Pivot row is row 3. by R3 – R 1. R4 + and applying the operations R 1. R5 – R3 we get the following table x1 → 0 0 1 x2 0 0 0 x3 1 0 0 1 s1 s2 0 1 0 0 0 s3 s4 z1 0 0 0 2 0 3 x3 s2 x1 x2 z1 0 1 0 0 0 5 0 0 0 0 1 –58 ↑ Notice that all the entries in the right hand column are nonnegative. R5 + R 1. Dividing R 1 . Pivot element is circled in the above table. Dividing R 3 by R1 – R3 . Therefore. we get the following table x1 0 0 1 0 0 x2 0 0 0 1 0 x3 4 0 –1 2 3 s1 –1 1 –2 1 9 s2 0 1 0 0 0 s3 1 0 –1 1 2 s4 1 0 0 0 0 z1 0 0 0 0 1 8 0 1 9 –52 s4 s2 x1 x2 z1 . R4 – and applying the operations R 3. we will apply phase II for finding the optimal solution.

s4 =8 Example G : Solve the following linear programming problem Minimum z = x 1+x 2 subject to the constraints 2x 1+x 2 ≥ 4 x1 +7x 2 ≥ 7 x1 ≥ 0. –2x1 –x 2+s1 = –4 –x1 –7x 2+s2 = –7 x1 ≥ 0. s 1 ≥ 0. we write all the constraints with sign ‘≤’ and for this multiply each constraint (except the non-negative constraint) by –1. s 1=0. x 3=0. s2 =0. so minimum z = 52. x2 ≥ 0 Step II: Introduce non-negative variables to form equations. the optimal solution is found. The constraints become –2x1 –x2 ≤ –4 –x1 –7x2 ≤ –7 x1 ≥ 0. x2 ≥ 0 Solution: We change our problem from minimizing z = x 1 +x2 to maximizing z1 = –z = –x 1–x 2 Step I: Now. Hence. x 2=9. Since the maximum z 1= –52. s 2 ≥ 0 The objective function can be written as x1 +x 2+z 1 = 0 Step III:Form the initial simplex table x1 –2 → –1 1 x2 –1 –7 1 ↑ s1 1 0 0 s2 0 1 0 z1 0 0 1 –4 –7 0 s1 s2 z1 . This occurs when x 1=1. x2 ≥ 0.Simplex Method :: 63 Notice that all the entries in the objective row are non-negative.

and applying the operations R1 . The pivot element is circled in the above table. the entries have negative sign. . R 3 – R 2. Hence. Phase I applies here. Step V: Pivot row is R 2 and pivot column is column 2.64 :: Mathematics Step IV: Notice that in the right hand side column. the optimal solution is found. Phase I applies here. we get the following table x1 → –13 7 1 7 6 7 ↑ x2 0 1 0 s1 1 0 0 s2 –1 7 –1 7 1 7 z1 0 0 1 –3 1 –1 s1 x2 z1 Step IV: Notice that one entry in the right hand side column is negative. Step V: Pivot row is row 1 and pivot column is column 1 and the pivot element is circled. Here we see that all the entries in the objective row are non -negative. So we will apply phase II to obtain the optimal solution. Dividing R 1 R2 – by R 1. R3 – we get the following table x1 1 0 0 x2 0 1 0 s1 s2 z1 0 0 1 x1 x2 z1 −7 13 Notice that all the entries in the right hand column are nonnegative. Dividing row 2 by –7 and applying the operations R 1 + R2 .

s 1=0.Simplex Method :: 65 Max. s2 =0 This occurs at x 1 = and x 2= INTEXT QUESTIONS 60.2 1. . . x2 ≥ 0 (c) Maximize z=3x1 +2x 2 subject to the constraints 2x 1+x 2 ≤ 4 x1 +x 2 ≤ 3 x1 ≥ 0. We follow the following steps to find the optimal solution: 1. z = . x2 ≥ 0 (b) Minimize z=4x1 +2x 2 subject to the constraints 10 21 31 −31 13 13 3x1 +x 2 ≥ 27 –x1 –x 2 ≤ –21 x1 +2x 2 ≥ 30 x1 ≥ 0. so min. x2 ≥ 0 WHAT YOU HAVE LEARNT We use simplex method to find the optimal solution of a linear programming problem when the given problem has a large number of either variables or constraints. 2. Write the problem in the standard form. Solve the following linear programming problems (a) Maximize z=3x1 +4x 2 subject to the constraints –x1 –x 2 ≥–12 5x1 +2x 2 ≥ 36 7x1 +4x 2 ≥ 14 x1 ≥ 0. Introduce slack variables on the left side of each inequality . z 1= .

66 :: Mathematics to form an equality. there would be no feasible solution. Phase I (i) (ii) Select the pivot element. This process ends when there are no negative entries in the right hand column. This process ends when all the entries in the objective row are non–negative. Determine whether phase I or phase II applies. 4. (iii) Now use phase II to get the optimal solution. (a) Maximize z=5x1 +3x 2 subject to the constraints 3x1 +5x 2 ≤ 15 5x1 +2x 2 ≤ 10 x1 ≥ 0. 5. the problem is unbounded and there is no solution. Solve the following linear programming problem by simplex method. Phase II (i) Select the pivot element. (ii) Do all the row operations to form a new simplex table and repeat step (i) . If all the entries in this column are negative. 3. Do all the row operations to form a new simplex table and repeat (i). x2 ≥ 0 . Write the initial simplex table. Phase I: Whenever negative entries appear in the right hand column. TERMINAL QUESTIONS 1. If all the elements in the pivot row are non–negative. Phase II: Whenever all the entries in the right hand column are non– negative.

x2 ≥ 0. x 3 ≥ 0 (c) Minimize z =6x 1 + 8x 2 + x3 subject to the constraints 3x 1 + 5x 2 + 3x 3 ≥ 20 x 1 + 3x 2 + 2x 3 ≥ 9 6x 1 + 2x 2 + 5x 3 ≥ 30 x 1 + x 2 + x 3 ≤ 10 x1 ≥ 0. x2 ≥ 0. x 3 ≥ 0 . x 3 ≥ 0 (f) Maximize z =2x 1– x 2+ x 3 subject to the constraints x1 + x2 – 3x3 ≤ 8 4x1 – x 2 + x3 ≥ 2 2x1 + 3x2 – x 3 ≥ 4 x1 ≥ 0. x2 ≥ 0 (e) Minimize z = 2x 1+ 9x 2 + x3 subject to the constraints x1 + 4x 2 + 2x3 ≥ 5 3x1 + x2 + 2x3 ≥ 4 x1 ≥ 0. x 3 ≥ 0 (d) Minimize z = 2x1 + x 2 subject to the constraints 3x1 + x2 = 3 4x1 + 3x2 ≥ 6 x1 + 2x2 ≤ 4 x1 ≥ 0.Simplex Method :: 67 (b) Maximize z = 3x 1+ 2x 2 – x 3 subject to the constraints x1 + 3x2 + x3 ≤ 9 2x1 + 3x2 – x 3 ≥ 2 3x 1– 2x 2 + x 3 ≥ 5 x1 ≥ 0. x2 ≥ 0. x 2 ≥ 0.

Not in the standard form x1 2. x2 ≥ 0 (i) Maximize z =2x1 + 4x2 + x3 subject to the constraints x1 + 2x2 ≤ 4 2x 1 + 2x 2 ≤ 3 x2 + 4x3 ≤ 3 x1 ≥ 0. x 3 ≥ 0 (j) Manimize z = 4x1 + 8x2 + 3x3 subject to the constraints x1+ x 2 ≥ 2 2x 1+ x2 ≤ 5 x1 ≥ 0. x 3 ≥ 0 ANSWERS TO CHECK POINTS Check point 1 : 1. x2 ≥ 0 (h) Maximize z = 3x1+ 2x 2 subject to the constraints x1 + x2 ≤ 4 x1 – x 2 ≤ 2 x1 ≥ 0.68 :: Mathematics (g) Maximize z = 2x 1+ x2 subject to the constraints 3x1 + 5x2 ≤ 15 6x1 + 2x2 ≤ 24 x1 ≥ 0. 1 2 2 0 x2 1 0 0 s1 1 2 –1 1 s2 0 1 0 z 0 0 1 150 180 300 x2 s2 z . x2 ≥ 0. x2 ≥ 0.

x1 = 3. x3 = 0 Check point 3: Max z = 44. (b) Can be modified to Maximize z = 2x1 + x2 + 3x3 subject to the constraints x1– x 2 + x3 ≤ 6 1 2 5 55 75 −8 −4 −3 12 5 4 5 2 3. (a) Standard form. x 2 ≥ 0 x3 ≥ 0 x1 x2 0 1 s1 1 0 s2 z 0 0 60 10 s1 x2 z 0 0 1 10 4.2 1. (b) Not in standard form. x 1 = 4. 60. 2. x2 = 2 .1 1. Pivot column is column 3. x1 = 1. pivot row is row 3 and pivot element is 4(a33).Simplex Method :: 69 Check point 2: Max z = . –2x1 + 3x2 ≤ 12 x1 ≥ 0. x2 = 8 (b) Min z = 48. (c) Not in standard form. x1 = . z = 44. x2 = 18 (c) Max z = 7. x1 = 4. x2 = . x 2 = 8 ANSWERS TO INTEXT QUESTIONS 60. (a) Cannot be modified so as to be in the standard form. (a) Max.

x1 = . z = . x2 = 0. z = 11. x 1 = 0. x2 = . . . x 3 = 0. x2 = (h) Max. x3 = . x2 = (b) Max z = 27. (a) Max z = . . (f) The problem is unbounded and there is no solution. x1 = x2 = 0. x 1 = 0.70 :: Mathematics ANSWERS TO TERMINAL QUESTIONS 1. x 2 = 0. x2 = x 2 = 0. (c) Min z = . x1 = x 1 = 3. x3 = (j) Min z = 10. x 1 = 9. . (g) Max. x2 = 1 (i) Max z = . x3 = 0 x3 = (d) Min z = (e) Min z = x1 = 0. x1 = .

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