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Maximization
Minimization
Z = - Max (- Z)
Step -2 : Whether all bi ( i = 1,2,..m) are all non- negative. If any bi is ve, then multiply
the corresponding in equation by (-1), so as to get all bi 0(i 1,2,.....m)
Step: -3: Convert all inequations to equations by introduction of slack/surplus variables. Put
the costs of these variables equal to zero.
Step: -4 Obtain an initial basic feasible solution to the problem.
X B B 1b
x Bi
,
Y
0
,
i
1
,
2
,...
m
ir
Yir
x BK
and choose the minimum of them
Ykr
Step : 8: Convert the pivotal element to unity by dividing the row by the leading (pivotal)
element itself and all other elements in its column to zeroes by making use of the
relations:
Y kj
Ykj
Ykr
Y ij Yij
: j = 1,2, n
Ykj
Ykr
.Yir
: i 1,2,.....m 1, i k
Step -9: Go to step 5 and repeat the computational procedure until either an optimum
solution is obtained or there is an indication of an un-bounded solution.
Simplex Table
CB
XB
YB
Ci
Cj
Yi
Yj
XB1
XB2
Z
C= ( C1
C2
Y1
Y2
Y11
Y21
Y12
Y22
Zj- Cj = j = 1,2,3,4
C3
Y3
Y31
Y32
C4 )
Y4
Y41
Y42
Zj Cj = CB Yj Cj : j = 1,2,3,4
Sample Problem
Max Z = 7 x1 5 x 2
S.t .
x1 2 x 2 6
4 x1 3 x 2 12
x1, x 2 0
x3 6
XB
x4 12
CB
0
0
x B1 6
6
Y11 1
YB
Y3
Y4
x B 2 12
3
Y12
4
XB
x3 6
x 4 12
C=(7 5
Y1 Y2
1 2
4* 3
Z=0
CB
0
7
YB
Y3
Y1
-7 -5
XB
X3= 3
X1= 3
Z = 21
C= 7
Y1
0
1
0
0 0)
Y3 Y4
1 0
0 1
5
Y2
5/4
1/4
0
Y3
1
0
0
0
Y4
-1/4
7/4
X1 = 3,
X2 = 0
Z = 21
Z j C j
,Ykj 0 j 1,2,.....n
Ykj
and choose the maximum of these. The corresponding column vector, say Yr
Z r Cr
( corresponding to
), then enters the basis, say YB.
Ykr
Step 5: Test the new created dual simplex table for optimality.
Repeat the procedure until either an optimum b.f.s has been obtained ( in a
finite no. of steps) or there is an indication of the non- existence of feasible solution.
Start
Problem 1
Z1 = 63
X1 = 4.5, X2 = 3.5
Problem -3
Z3 =58
X1 = 4, X2 = 3.33
Problem -2
Z2 = 35
X1 = 5, X2 = 0
Z4 = No soln
Z5 = 55
X1 = 4, X2 = 3
Optimum Soln = Z0 = 55 : X1 = 4, X2 = 3
Problem
0 x1 7,0 x 2 7
2
3
5 x1 7,0 x 2 7
0 x1 4,0 x 2 7
35 : 5 : 0
4
5
0 x1 4,4 x 2 7
0 x1 4,0 x 2 3
----55 : 4 : 3
CB
2
2
0
YB
Y1
Y2
S1
XB
4/7
12/7
-5/7
7
4
7
6:
Y1
1
0
0
0
10
3
Y2
0
1
0
0
9 7
:
2 2
58 : 4 :
Type of Soln
No Soln
Integer (optimal)
Y3
5/7
-1/7
-6/7
8/7
Y4
-3/14
5/14
-5/14*
2/7
S1
0
0
1
0
First operation
CB
2
2
0
Opti Soln :
YB
Y1
Y2
Y4
XB
1
1
2
4
X1 = 1, X2 = 1,
Max
Y1
1
0
0
0
Y2
0
1
0
0
Z=4.
X 1 3X 2 6
s.t.
7 x 1 X 2 35
0 X1, X 2 7
(1)
(2)
(4)
Soln :
Y3
43/35
-1
12/5
16/35
Y4
0
0
1
S1
-3/5
1
-14/5
4/5