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Linear Programming

Simplex Method
Dr. Md. Nusrate Aziz Graduate School of Management Multimedia University

October 2013

JR. Chapter 9. McGraw-Hill International Editions.Pearson International Edition.Reference • Quantitative Analysis for Management. Stair. . Chapter 19. • Fundamental Methods of Mathematical Economics. 2 . Chiang (3rd Edition). by Alpha C. by Barry Render and Ralph M.

. • We need a more powerful procedure called the simplex method. • Each iteration moves us closer to the optimal solution.Introduction • With only two decision variables it is possible to use graphical methods to solve LP problems. • It does this in an iterative manner until an optimal solution is found. • The simplex method examines the corner points in a systematic fashion using basic algebraic concepts. • But most real life LP problems are too complex for simple graphical procedures.

X1 = number of tables produced. X2 = number of chairs produced. This time we’ll use the simplex method to solve the problem • You may recall.Setting-up Initial Simplex Model • Let’s look at the Flair Furniture Company. (painting hours constraint) (carpentry hours constraint) (non-negativity constraints) .

the slacks are S1 = slack variable representing unused hours in the painting department S2 = slack variable representing unused hours in the carpentry department  The constraints may now be written as 4X1 + 3X2+ S1 = 240 2X1 + 1X2 + S2 = 100 .Converting the Constraints to Equations  The inequality constraints must be converted into equations.  Less-than-or-equal-to constraints (≤) are converted to equations by adding a slack variable (surplus for min) to each.  For the Flair Furniture problem.  Slack variables represent unused resources.

the unused resource is slack. .Slack Variable  If the optimal solution uses less than the available amount of a resource. if Flair produces X1 = 40 tables and X2 = 10 chairs. there will be 10 hours of slack. the painting constraint will be – 2 X1 + 1 X2 + S2 = 100 2(40) + 1(10) + S2 = 100 S2 = 10  So.  For example. or unused painting capacity.

.  When there are more unknowns than equations.  In this example.  A solution found in this manner is called a basic feasible solution. you have to set some of the variables equal to 0 and solve for the others. two variables must be set to 0 so we can solve for the other two.Finding an Initial Solution Algebraically  There are now two equations and four variables.

there would be two slack variables (say. 4X1 + 3X2 + S1 = 240 2X1 + 1X2 + S2 = 100 -7X1 .Re-write Equations • We now re-write the constraints and objective functions including two slack variables. – It simplifies handling the LP equations if we put them in tabular form. . S1 and S2). – Since there are two constraints. – These are two constraint equations for the Flair Furniture problem.5X2 +π =0 • Let’s formulate the first tableau in the next slide.

Maximization Problem .

The First Simplex Tableau • The tableau 1 is as follows: X1 4 2 X2 3 1 S1 1 0 S2 0 1 π 0 0 QUANTITY 240 100 -7 -5 0 0 1 0 • We now need to find the most negative indicator in the last row to find the pivot column. Then divide the values of constraints in the quantity column by the respective values in the selected column. Then use the smallest non-negative entry to find the pivot column. X1 X2 3 1 S1 1 0 S2 0 1 π 0 0 QUANTITY 240/4 = 60 100/2 = 50 1 4 2 -7 -5 0 0 1 0 .

Simplex Tableau • Now make the pivot element 1 and others in the pivot column. So we follow the same rule. ½ R2 => R′2 -4R2+R1 => R′1 7R2+R3 => R′3 • After calculation we should get the following tableau: X1 0 1 X2 1 1/2 S1 1 0 S2 -2 1/2 π 0 0 QUANTITY 40 50 0 -3/2 0 7/2 1 350 • We still have negative value in the last row. . zero.

It suggest they are OPTIMAL! . X1 0 1 0 X2 1 1/2 -3/2 S1 1 0 0 S2 -2 1/2 7/2 π 0 0 1 QUANTITY 40/1 = 40 50/(1/2) = 100 350 1 R′1 => R″1 -1/2 R″1+R′2 => R″2 3/2 R″1+R′3 =>R″3 X1 0 1 0 X2 S1 1 -1/2 3/2 S2 -2 3/2 1/2 π 0 0 1 QUANTITY 40 30 410 1 0 0 Notice that there is no negative entry in the last row.Simplex Tableau • Find the smallest non-negative entry.

Maximum profit is $410 when we produce 30 tables and 40 chairs. • These can be obtained from the following matrix. they are zero. . • Therefore.Simplex Solution • S1 and S2 are not unique column so they are non basics. S1 = 0. X1 = 30. X2 = 40. 1 0 0 1 0 0 0 𝑋2 40 0 𝑋1 = 30 1 𝜋 410 • So. S2 = 0 and π = 410. which means.

Minimization Problem .

Z = 2x2 + 3x3 Subject to. y2 ≥ 0 2 1 10 2 3 0 Write a Matrix: 3 𝐴 = 5 29 3 𝐴𝑇 = 2 2 5 29 1 10 3 0 • Re-write the dual as a standard maximization problem: Maximization. x2 ≥ 0 . 3x1 + 5x2 ≤ 29 2x1 + 1x2 ≤ 10 x1. w = 29 y1 + 10 y2 3y1 + 2y2 ≥ 2 5y1+y2 ≥ 3 y1.Minimization Problem (by using the DUAL) Minimize. Subject to.

Minimization Problem (by using the DUAL) Dual 5 29 4 =5 5 5 10 = 10 1 Most negative 1/5R1 => R1 -R1+R2 => R2 3R1+R3 => R3 29 5 29 2 . = =9 5 8 3 3 21 5 . =3 5 7 Most negative .

Minimization Problem (by using the DUAL) 5/7 R2 => R2 -3/5 R2+ R1 => R1 1/5 R2 + R3 => R3 Use ‘DUAL’ to obtain values. 1/7). y1 = 4/7. . Minimum value of 18 at (4/7. y2 = 1/7 So.

What is Next? .