)(The Simplex Algorithm

: 1- )(Max
: 2- )(Basic Feasible Solution
: 3- 2-
: 4- Z
.
Z 5-
: 5- ) (Nonbasic Variable ) (Basis
. Z )(xk
: 6- ) (Basic Variable ) (Basis
) (bi/aik . )(xj
: 7- ) (Pivoting Step ) (xk )(xj
xk Basis
1 ) (j

xk Z
: 8- 4-
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OR-101: Dr. Khalid Al-Nowibet

)(The Simplex Algorithm
: 2 )(0,0
Max Z = 3x1 + 2x2
s.t. x1 + 2x2 4
3x1 + 2x2 14
x1 x2 3
x1 , x2 0

Max Z = 3x1 + 2x2
s.t. x1 + 2x2 + s1 = 4
3x1 + 2x2 + s2 = 14
x1 x2 + s3 = 3
x1 , x2 , s1, s2, s3 0
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OR-101: Dr. Khalid Al-Nowibet

(The Simplex Algorithm)
( 0,0)

(0) + 2(0) + s1 = 4
3(0) + 2(0) + s2 = 14
(0) (0) + s3 = 3
( 0,0)
Initial Basic Feasible Solution = (0,0,4,14,3)
Basic Variables = (s1 , s2 , s3) = (4,14,3)
Nonbasic Variables = (x1 , x2) = (0,0)

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OR-101: Dr. Khalid Al-Nowibet

(The Simplex Algorithm)

(x1 , x2 ,s1 , s2 , s3) = (0,0,4,14,3) :
Max Z = 3x1 + 2x2
s.t. x1 + 2x2 + s1 = 4
3x1 + 2x2 + s2 = 14
x1 x2 + s 3 = 3
x1 , x2 , s 1 , s 2 , s 3 0

BV x1 x2 s1 s2 s3 RHS
Z 3 2 0 0 0 0
s1 -1 2 1 0 0 4
s2 3 2 0 1 0 14
s3 1 -1 0 0 1 3
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OR-101: Dr. Khalid Al-Nowibet

(The Simplex Algorithm)
BV x1 x2 s1 s2 s3 RHS
Z 3 2 0 0 0 0
RT
s1 -1 2 1 0 0 4
s2 3 2 0 1 0 14 14/3 = 4.6
s3 1 -1 0 0 1 3 3/1 = 3

3(r*)+(rZ) Z 0 -5 0 0 3 9
RT
1(r*)+(r1) s1 0 1 1 0 1 7 7/1 = 7
-3(r*)+(r2) s2 0 5 0 1 -3 5 5/5 = 5
r* = (r3)/1 x1 1 -1 0 0 1 3

5(r*)+(rZ) Z 0 0 0 1 0 14
-1(r*)+(r1) s1 0 0 1 -1/5 8/5 6
r* = (r2)/5 x2 0 1 0 1/5 -3/5 1
1(r*) + (r3) x1 1 0 0 1/5 2/5 4

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OR-101: Dr. Khalid Al-Nowibet

(Special Cases in Simplex Method)

(Infeasible Solution) .1

(Alternative Optimal Solution) .2

(Unbounded Optimal Solution) .3

(Degenerate Optimal Solution) .4

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OR-101: Dr. Khalid Al-Nowibet

)(Special Cases in Simplex Method

.1 )(Infeasible Solution

0 > RHS
:

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OR-101: Dr. Khalid Al-Nowibet

(Special Cases in Simplex Method)

(Infeasible Solution) .1
(5,0) :
Max Z = x1 + 2x2 Max Z = x1 + 2x2
s.t. x1 + x2 5 s.t. x1 + x2 + s1 = 5
2x1 + x2 12 2x1 + x2 s2 = 12
x1 , x2 0 x1 , x2 , s1 , s2 0

Basic initial solution

(5,0,0,2)

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OR-101: Dr. Khalid Al-Nowibet

)(Special Cases in Simplex Method

.2 )(Alternative Optimal Solution

:

) (NBV = 0
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OR-101: Dr. Khalid Al-Nowibet

(Special Cases in Simplex Method)
BV x1 x2 s1 s2 s3 RHS
Z 3 2 0 0 0 0
s1 -1 2 1 0 0 4
s2 3 2 0 1 0 14
s3 1 -1 0 0 1 3
Z 0 -5 0 0 3 9
s1 0 1 1 0 1 7
s2 0 5 0 1 -3 5
x1 1 -1 0 0 1 3
Z 0 0 0 1 0 14
s1 0 0 1 -1/5 8/5 6
x2 0 1 0 1/5 -3/5 1
x1 1 0 0 1/5 2/5 4
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OR-101: Dr. Khalid Al-Nowibet

(Special Cases in Simplex Method)

BV x1 x2 s1 s2 s3 RHS
Z 0 0 0 1 0 14
RT
s1 0 0 1 -1/5 8/5 6
6/(8/5) = 3.75
x2 0 1 0 1/5 -3/5 1
x1 1 0 0 1/5 2/5 4 4/(2/5) = 10
Z 0 0 0 1 0 14
s3 0 0 5/8 -1/8 1 30/8
x2 0 1 3/8 1/8 0 26/8
x1 1 0 -2/8 2/8 0 20/8

(x1*, x2*, s1*, s2*, s3*) = (4,1,6,0,0) + (1-)(20/8,26/8,0,0,30/8)

and 0 0
With Z* = 14 11
OR-101: Dr. Khalid Al-Nowibet

)(Special Cases in Simplex Method

.3 )(Unbounded Optimal Solution

:
) (NBV
) (BV
.
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OR-101: Dr. Khalid Al-Nowibet

(Special Cases in Simplex Method)

(Unbounded Optimal Solution) .3

:
Max Z = 2x1 + x2 Max Z = 2x1 + x2
s.t. x1 x2 10 s.t. x1 x2 + s1 = 10
x1 40 x1 + s2 = 40
x1 , x2 0 x1 , x2 , s1 , s2 0

initial Solution (0,0) initial solution (0,0,10,40)

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OR-101: Dr. Khalid Al-Nowibet

(Special Cases in Simplex Method)

(Unbounded Optimal Solution) .3

BV x1 x2 s1 s2 RHS :
Z 2 1 0 0 0 RT
s1 1 1 1 0 10 10/1=10
s2 2 0 0 1 40 40/2=20

Z 0 3 2 0 20 RT
x1 1 1 1 0 10
s2 0 2 -2 1 20 20/2=10
Z 0 0 -1 3/2 50 RT
x1 1 0 0 1/2 20
x2 0 1 -1 1/2 10 14
OR-101: Dr. Khalid Al-Nowibet

)(Special Cases in Simplex Method

.3 )(Unbounded Optimal Solution

:
BV x1 x2 s1 s2 RHS
Z 2 1 0 0 0
RT x2
s1 1 1 1 0 10
s2 2 0 0 1 40

15 )(Unbounded
OR-101: Dr. Khalid Al-Nowibet

)(Special Cases in Simplex Method

.4 )(Degenerate Optimal Solution

:
) = (BV = m
)n m = (NBV

= m
= n m

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OR-101: Dr. Khalid Al-Nowibet

)(Special Cases in Simplex Method

.4 )(Degenerate Optimal Solution

:
)0 = (BV

> m
< n m

Basis
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OR-101: Dr. Khalid Al-Nowibet

(Special Cases in Simplex Method)

(Degenerate Optimal Solution) .4

:
Max Z = 3x1 +9x2 Max Z = 3x1 + 9x2
s.t. x1 + 4x2 8 s.t. x1 + 4x2 + s1 = 8
x1 + 2x2 4 x1 + 2x2 + s2 = 4
x1 , x2 0 x1 , x2 , s1 , s2 0

initial Solution (0,0) initial solution (0,0,8,4)

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OR-101: Dr. Khalid Al-Nowibet

(Special Cases in Simplex Method)

(Degenerate Optimal Solution) .4

:
BV x1 x2 s1 s2 RHS
Z 3 9 0 0 0 RT
s1 1 4 1 0 8 8/4*
s2 1 2 0 1 4 4/2*
Z 3/4 0 9/4 0 18
RT
x2 1/4 1 1/4 0 2
2/.25*
s2 1/2 0 1/2 1 0 0/.5*

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OR-101: Dr. Khalid Al-Nowibet

(Special Cases in Simplex Method)

(Degenerate Optimal Solution) .4

:
BV x1 x2 s1 s2 RHS
Z 0 0 3/2 3/2 18
x2 0 1 1/2 0 2
x1 1 0 1 2 0

Iteration 1 Basic Solution ( 0,2,0,0) with BV ={ x2, s2}

Iteration 2 Basic Solution ( 0,2,0,0) with BV ={ x1, x2}
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OR-101: Dr. Khalid Al-Nowibet