252 views

Uploaded by Arash-najmaei

linear programing and simplex method to find solution

save

You are on page 1of 5

**Decision Science for Management
**

Lecturer: Arash Najmaei School of Business and Entrepreneurship Unity College International

**Linear Programming and Simplex method
**

The Simplex method is an algebraic way to solve linear programming problems. Once the technique is understood only basic arithmetic is required to actually process the problem, and it removes the need for graph plotting and hence the need to directly find extreme points for the feasible region or to solve the equations for that point. It was developed in 1947 by George Dantzig after his work at the Pentagon during world war II, and has stood the test of time as perhaps the key tool of linear programming despite the development of barrier or interior-point methods. The process works by converting the equations which define the linear programming problem into a tableau, and then by performing operations on that tableau generate further tableau closer to the optimal solution until the optimality condition is reached, in which case the solution is optimal.

1

Arash‐Simplex method lecture notes

**An example of the Simplex method
**

Maximize Z= 10x + 12y subject to the following constraints:

• • •

3x + 3y ≤ 120 2x + 4y ≤ 150 x≥0,y≥0

Note that often linear programming questions are not simply given in equations but as descriptions of "real" problems, such as a company that wishes to maximize its profit given the various products it can supply and the limitations on their production. However, it is usually easy to turn these into linear equations such as the above. If it is required to minimize Z = 10x + 12y then it is easiest to maximize Z = -(10x +12y). Given a set of inequalities such as these, it is necessary to introduce slack variables to create equalities. For our example,

• •

3x + 3y ≤ 120 becomes 3x + 3y + s = 120 2x + 4y ≤ 150 becomes 2x + 4y + t = 150

Where s,t are slack variables the value of which is unknown but which ensure that whatever values of x,y are chosen the totals are 120 and 150 respectively.

This means that the problem is now to maximize: Z = 10x + 12y + 0s + 0t. This objective function is then re-written in the form Z - 10x -12y -0s -0t =0. This allows the initial tableau to be created as follows:

2

Arash‐Simplex method lecture notes

Basic Variable x y s t Value s 3 3 1 0 120 t 2 4 0 1 150 -----------------------------------------------------Z -10 -12 0 0 0

Where the top two lines are from the inequalities and the bottom line is the objective row. The purpose of the Simplex method is to maximize the value of Z, that is the value in the bottom right corner which is initially zero. The optimality condition is as follows: If the objective row of a tableau has zero entries in the columns labeled by basic variables and no negative entries in the columns labeled by non-basic variables then the solution represented by the tableau is optimal. To reach this condition it is necessary to identify pivots and use these to convert non-basic variables (s,t) into basic variables (x,y). At each stage the pivotal column chosen is the one with the most negative value in the objective row: in this example the y column. The pivot is then identified by the examination of θ values. These are calculated for all rows except the objective row by dividing the entry in the "value" column by the entry in the pivotal column (in this instance the "y" column). The pivot is then the entry in the pivotal column which generates the smallest (non negative) θ value. In this example the θ values are 120/3 = 40 for the s row and 150/4 = 37.5 for the t row, and hence the pivot is the 4 in column y, row t. Having identified the pivot, divide all values in the pivotal row by the value of the pivot, meaning that the pivot becomes 1, and replace the label of that row for the label of the pivotal column.

3

Arash‐Simplex method lecture notes

Basic Variable x y s t Value s 3 3 1 0 120 y 0.5 1 0 0.25 37.5 -----------------------------------------------------Z -10 -12 0 0 0

Now each other value in the pivotal column must be reduced to zero. To do this, the relevant multiple of the pivotal row is added or subtracted for every entry on the row. This includes the objective row. For example, to turn the entry of 3 in row s, column y into 0 it is necessary to subtract 3 lots of the entry in row y, column y. Thus 3 lots of row y is subtracted from row s, meaning the entry in the x column becomes 3 - 3*0.5, the s column becomes 1- 3*0 and so on. Similarly 12 lots of row y is added to row Z to give the next tableau:

Basic Variable x y s t Value s 1.5 0 1 -0.75 7.5 y 0.5 1 0 0.25 37.5 -----------------------------------------------------Z -4 0 0 3 450

This does not satisfy the optimality condition so the process is repeated. This time the pivotal column is x, and the pivotal row is s. Dividing the pivotal row by the pivot (1.5) and exchanging labels gives:

Basic Variable x y s t Value x 1 0 2/3 -1/2 5 y 0.5 1 0 0.25 37.5 -----------------------------------------------------Z -4 0 0 3 450

4

Arash‐Simplex method lecture notes

Then addition or subtraction of the pivotal row from the others gives:

Basic Variable x y s t Value x 1 0 2/3 -1/2 5 y 0 1 -1/3 1/2 35 -----------------------------------------------------Z 0 0 8/3 1 470

The entries for the basic variables x,y are now equal to zero, and the entries under the nonbasic variables s,t are non-negative. Hence this tableau represents the optimal solution. The values of x and y are 5 and 35 from their respective rows, and this gives a maximum value of Z which is equal to 470.

5

- Services MarketingUploaded byVarun Kapoor
- Cds Exam SyllabusUploaded byDeepak Raina
- Case_studies_hcl Services to Supply ChainUploaded byVED PRAKASH SINGH
- Ethics in Management PracticesUploaded bytarun soni
- mrktngUploaded bydr_amankurali
- Define Marketing. Distinguish Product Marketing and Services Marketing With SuitableUploaded bygkmishra2001 at gmail.com
- Ethics in Management1-Prince Dudhatra-9724949948Uploaded bypRiNcE DuDhAtRa
- Production and Operation ManagementUploaded byAnkit Sinha
- m.a. Ancient Indian History, Culture & Archaeology(Semester System)[1]Uploaded byPrithi Singh
- Ethics and EnvironmentUploaded bykelwenjohn
- SimPlex MethodUploaded bylenthobakar
- Services Supply ChainUploaded bymanojgupta11
- Service Supply ChainUploaded byMayank Pandya
- biznesi nderkombetarUploaded byEduard Rroku
- Ethics in MarketingUploaded byranjit_taloskar
- Ethics and EnvironmentUploaded byMarwa AlMansouri
- Ethics and Environment V01Uploaded bysethpalani
- Cost AccountingUploaded bychawladeepaman
- Service Supply Chain of Mumbai DabbawallasUploaded byAshok Kumar Boola
- seu225-schumpetertheory-100406012509-phpapp01Uploaded byAppu Moments Matter
- Financial Management- Numerical Problems of Bond ValuationUploaded bychaterji_a
- Web Services Supply Chains: A Literature ReviewUploaded byijwsc
- BUSINESS ETHICS.pptUploaded byAsesh Mandal
- Business EthicsUploaded byRahul Singh
- Service Supply ChainUploaded byRohit Gothwal
- INTERNATIONAL BUSINESSUploaded bysaravana saravana
- Ethics and EnvironmentUploaded byAhsan Imtiaz
- The Entrepreneurial ProcessUploaded byHolyWatchman
- Project Planning StepsUploaded bypankajmantri
- Policy Support to Small Scale IndustriesUploaded bymanvim_1

- Services MarketingUploaded byVarun Kapoor
- Cds Exam SyllabusUploaded byDeepak Raina
- Case_studies_hcl Services to Supply ChainUploaded byVED PRAKASH SINGH
- Ethics in Management PracticesUploaded bytarun soni
- mrktngUploaded bydr_amankurali
- Define Marketing. Distinguish Product Marketing and Services Marketing With SuitableUploaded bygkmishra2001 at gmail.com
- Ethics in Management1-Prince Dudhatra-9724949948Uploaded bypRiNcE DuDhAtRa
- Production and Operation ManagementUploaded byAnkit Sinha
- m.a. Ancient Indian History, Culture & Archaeology(Semester System)[1]Uploaded byPrithi Singh
- Ethics and EnvironmentUploaded bykelwenjohn
- SimPlex MethodUploaded bylenthobakar
- Services Supply ChainUploaded bymanojgupta11
- Service Supply ChainUploaded byMayank Pandya
- biznesi nderkombetarUploaded byEduard Rroku
- Ethics in MarketingUploaded byranjit_taloskar
- Ethics and EnvironmentUploaded byMarwa AlMansouri
- Ethics and Environment V01Uploaded bysethpalani
- Cost AccountingUploaded bychawladeepaman
- Service Supply Chain of Mumbai DabbawallasUploaded byAshok Kumar Boola
- seu225-schumpetertheory-100406012509-phpapp01Uploaded byAppu Moments Matter
- Financial Management- Numerical Problems of Bond ValuationUploaded bychaterji_a
- Web Services Supply Chains: A Literature ReviewUploaded byijwsc
- BUSINESS ETHICS.pptUploaded byAsesh Mandal
- Business EthicsUploaded byRahul Singh
- Service Supply ChainUploaded byRohit Gothwal
- INTERNATIONAL BUSINESSUploaded bysaravana saravana
- Ethics and EnvironmentUploaded byAhsan Imtiaz
- The Entrepreneurial ProcessUploaded byHolyWatchman
- Project Planning StepsUploaded bypankajmantri
- Policy Support to Small Scale IndustriesUploaded bymanvim_1
- ABC (3)Uploaded bytiko
- Adventure of a LifetimeUploaded byLando Parada
- sessioneUploaded byEdward Castro
- design.txtUploaded byRift Felton
- 3 Pieces for Piano (Revueltas).pdfUploaded byAnonymous ptJ5RBE
- Preguntas Del Examen TrimestralUploaded bymauricio
- 355312721-Banco-de-Preguntas-Economia para San Pedro.pdfUploaded byJosé Gonzales
- Amalan_Pendidikan_Alaf_Baru_Dangan_Altitude.pdf.pdfUploaded byRozaina ZR
- TRIPTICO.docxUploaded byRomeo R Chinguel Delgado
- IFRS 23Uploaded byAnonymous JqimV1E
- dec 10 - 14Uploaded byapi-260160411
- Prueba PoderesUploaded byElizabeth Leiva
- macho.pdfUploaded byLeandro Flávia Rocha
- 12312312.docxUploaded bycarlosbrayan123
- Illustrated Microsoft Office 365 and Excel 2016 Intermediate 1st Edition Reding Test BankUploaded byvegemyd
- Pronunciation قواعد اللفظ في اللغة الانجليزيةUploaded byMs. Amer
- Actividad de aprendizaje1. Actos MercantilesUploaded bykarina
- Estrategia de TIUploaded byPerkin Kenia
- SonyUploaded byjana
- kkUploaded byRonny Araya
- KAK PMO Tb paruUploaded bywirasmini
- Bases Campeonato Futbolito Mixto Intercursos Escuela San CarlosUploaded byprofechonchi
- Pendukung Poldis Daging Sapi Rev Bu MiminUploaded byVita Dwi Utami
- asdaw22we32514hhgjhjmhkhkngr4bggfwhghghjefsmkjkjmjhyguef1Uploaded byAnonyn Writer
- paper_3460Uploaded byjunn yanch
- LESNIK krem.docxUploaded byDjuro Ptcko
- restul subiectelor APSSUploaded byAhmad Al Qaisi
- Ipssm Agent VanzariUploaded byroxena_anexor
- Dokumentasi NewUploaded byICIM ARIFA
- “Tutorial Manejando La Herramienta Excel 2016”Uploaded byrichard lopez
- Strategy Trajectory Arash Najmaei Final RevisedUploaded byArash-najmaei
- Concepts to Be Used in Marketing Management Case StudyUploaded byArash-najmaei
- Consumer behavior-7th sectionUploaded byArash-najmaei
- Summary of Marketing Management CourseUploaded byArash-najmaei
- Decision Science for Management-1Uploaded byArash-najmaei
- Drucker Managing Oneself.pdfUploaded byArash-najmaei
- Business Basics at the BOPUploaded byArash-najmaei
- CV Arash Najmaei 8aug2009Uploaded byArash-najmaei
- Consumer behavior-session 4Uploaded byArash-najmaei
- Consumer Behavior Lecture2Uploaded byArash-najmaei
- Presentation skills-unity( MBA)-Uploaded byArash-najmaei
- CB-lecture1Uploaded byArash-najmaei
- Consumer behavior-session 4Uploaded byArash-najmaei
- Consumer behavior-5th-sectionUploaded byArash-najmaei
- Consumer behavior-3 sessionUploaded byArash-najmaei
- Consumer behavior 6th sectionUploaded byArash-najmaei
- Consumer Behavior (CB)-Lecture 1Uploaded byArash-najmaei

- Strategy Trajectory Arash Najmaei Final RevisedUploaded byArash-najmaei
- Concepts to Be Used in Marketing Management Case StudyUploaded byArash-najmaei
- Consumer behavior-7th sectionUploaded byArash-najmaei
- Summary of Marketing Management CourseUploaded byArash-najmaei
- Decision Science for Management-1Uploaded byArash-najmaei
- Drucker Managing Oneself.pdfUploaded byArash-najmaei
- Business Basics at the BOPUploaded byArash-najmaei
- CV Arash Najmaei 8aug2009Uploaded byArash-najmaei
- Consumer behavior-session 4Uploaded byArash-najmaei
- Consumer Behavior Lecture2Uploaded byArash-najmaei
- Presentation skills-unity( MBA)-Uploaded byArash-najmaei
- CB-lecture1Uploaded byArash-najmaei
- Consumer behavior-session 4Uploaded byArash-najmaei
- Consumer behavior-5th-sectionUploaded byArash-najmaei
- Consumer behavior-3 sessionUploaded byArash-najmaei
- Consumer behavior 6th sectionUploaded byArash-najmaei
- Consumer Behavior (CB)-Lecture 1Uploaded byArash-najmaei