Professional Documents
Culture Documents
Simplex Method
Simplex Method
Max. Z = 13x1+11x2
Subject to constraints:
Z - 13x1 -11x2 = 0
Subject to constraints:
4x1+5x2 + S1 = 1500
5x1+3x2 +S2= 1575
x1+2x2 +S3 = 420
x,x,S,S ,S >0
Cont…
Step II: Find the Initial BFS.
One Feasible solution that satisfies all the
constraints is: x1= 0, x2= 0, S1= 1500,
S2= 1575, S3= 420 and Z=0.
Now, S1, S2, S3 are Basic variables.
Step III: Set up an initial table as:
Cont…
Row Basic Coefficients of: Sol. Rati
NO. Variable Z x1 x2 S1 S2 S3 o
A1 Z 1 -13 -11 0 0 0 0
B1 S1 0 4 5 1 0 0 1500 375
C1 S2 0 5 3 0 1 0 1575 315
D1 S3 0 1 2 0 0 1 420 420
Step IV: a) Choose the most negative number from row A1(i.e Z row). Therefore,
x1 is a entering variable.
b) Calculate Ratio = Sol col. / x1 col. (x1 > 0)
c) Choose minimum Ratio. That variable(i.e S2) is a departing
variable.
Cont….
Step V: x1 becomes basic variable and S2 becomes non basic
variable. New table is:
Row Basic Coefficients of: Sol. Ratio
NO. Varia Z x1 x2 S1 S2 S3
ble
A1 Z 1 0 -16/5 0 13/5 0 4095
B1 S1 0 0 13/5 1 -4/5 0 240 92.3
C1 x1 0 1 3/5 0 1/5 0 315 525
D1 S3 0 0 7/5 0 -1/5 1 105 75
Cont…
Next Table is :
Row Basic Coefficients of: Sol.
NO. Varia Z x1 x2 S1 S2 S3
ble
A1 Z 1 0 0 0 15/7 16/7 4335
B1 S1 0 0 0 1 -3/7 -13/7 45
C1 x1 0 1 0 0 2/7 -3/7 270
D1 x2 0 0 1 0 -1/7 5/7 75
Max. Z = 3x1+5x2+4x3
Subject to constraints:
2x1+3x2 < 8
2x2+5x3 < 10
3x1+2x2+4x3 < 15
x1, x2, x3 > 0
Cont…
Let S1, S2, S3 be the three slack variables.
Modified form is:
Z - 3x1-5x2-4x3 =0
2x1+3x2 +S1= 8
2x2+5x3 +S2= 10
3x1+2x2+4x3+S3= 15
x1, x2, x 3, S1, S2, S3 > 0
Initial BFS is : x1= 0, x2= 0, x3=0, S1= 8,
S2= 10, S3= 15 and Z=0.
Cont…
Basic Coefficients of: Sol. Ratio
Variable Z x1 x2 x3 S1 S2 S3
Z 1 -3 -5 -4 0 0 0 0
S1 0 2 3 0 1 0 0 8 8/3
S2 0 0 2 5 0 1 0 10 5
S3 0 3 2 4 0 0 1 15 15/2
Subject to constraints:
Subject to constraints:
Z’ 1 1 -3 2 0 0 0 0
S1 0 3 -1 3 1 0 0 7 -
S2 0 -2 4 0 0 1 0 12 3
S3 0 -4 3 8 0 0 1 10 10/3
Z’ 1 -1/2 0 2 0 3/4 0 9
S1 0 5/2 0 3 1 1/4 0 10 4
x2 0 -1/2 1 0 0 1/4 0 3 -
S3 0 -5/2 0 8 0 -3/4 1 1 -
Subject to constraints:
x1 - x2 < 1
-x1 + x2 < 2
x1, x2 > 0
Cont…
Let S1 and S2 be two slack variables
.
Modified form is:
Z -3x1 - 4x2 = 0
x1 - x2 +S1 = 1
-x1 + x2 +S2 = 2
Z 1 -3 -4 0 0 0
S1 0 1 -1 1 0 1 -
S2 0 -1 1 0 1 2 2
Z 1 -7 0 0 4 8
S1 0 0 0 1 1 3 -
x2 0 -1 1 0 1 2 -
Subject to constraints:
3x1 - x2 - x3 > 3
x1 - x2 + x3 > 2
x1, x2, x3 > 0
Cont…
Convert the objective function into the maximization form
Subject to constraints:
3x1 - x2 - x3 > 3
x1 - x2 + x3 > 2
x 1, x2, x3 > 0
Cont…
Introduce surplus variables S1 and S2, and artificial variables
a1 and a2
Modified form is :
Z’ + 15/2 x1 - 3x2 = 0
Subject to constraints:
3x1 - x2 - x3 –S1 + a1 = 3
x1 - x2 + x3 –S2 + a2 = 2
x1, x2, x3 , S1, S2, a1, a2 > 0
Cont…
Phase I : Simplex method is applied to a specially constructed
Auxiliary LPP leading to a final simplex table containing a BFS
to the original problem.
•Step 1: Assign a cost –1 to each artificial variable and a cost
0 to all other variables in the objective function.
•Step 2: Construct the auxiliary LPP in which the new
objective function Z* is to be maximized subject to the given
set of constraints.
Cont…
Auxiliary LPP is:
Max. Z* = -a1 –a2
Z* + a1 + a2 = 0
Subject to constraints:
3x1 - x2 - x3 –S1 + a1 = 3
x1 - x2 + x3 –S2 + a2 = 2
x1, x2, x3 , S1, S2, a1, a2 > 0
Initial solution is a1 = 3, a2 = 2 and Z* = 0
Cont…
•Step 3: Solve the auxiliary problem by simplex method until either
of the following three possibilities arise:
•Max Z* < 0 and at least one artificial variable appear in the
optimum basis at a positive level. In this case given problem
does not have any feasible solution.
•Max Z* = 0 and at least one artificial variable appear in the
optimum basis at a zero level. In this case proceed to Phase II.
•Max Z* = 0 and no artificial variable appear in the optimum
basis. In this case also proceed to Phase II.
Cont…
Basic Coefficients of: Sol.
Variable Z* x1 x2 x3 S1 S2 a1 a2
Z* 1 0 0 0 0 0 1 1 0
a1 0 3 -1 -1 -1 0 1 0 3
a2 0 1 -1 1 0 -1 0 1 2
Z* 1 -4 2 0 1 1 0 0 -5
a1 0 3 -1 -1 -1 0 1 0 3 1
a2 0 1 -1 1 0 -1 0 1 2 2
Z* 1 0 0 0 0 0 0
x1 0 1 -1/2 0 -1/4 -1/4 5/4
x3 0 0 -1/2 1 1/4 -3/4 3/4
Z’ 1 15/2 -3 0 0 0 0
x1 0 1 -1/2 0 -1/4 -1/4 5/4
x3 0 0 -1/2 1 1/4 -3/4 3/4
Again this table is not feasible as basic variable x1 has a non zero
coefficient in Z’ row. So make the table feasible.
Cont…
Basic Coefficients of: Sol.
Variable Z’ x1 x2 x3 S1 S2
Subject to constraints:
-2x1 + x2 + 3x3 = 2
2x1 + 3x 2 + 4x3 = 1
x1, x 2, x3 > 0
Cont…
Phase I:
Introducing artificial variables a1 and a2
Subject to constraints:
-2x1 + x2 + 3x3 + a1 = 2
2x1 + 3x2 + 4x3 + a2 = 1
x,x ,x >0
Cont…
Basic Coefficients of: Sol.
Variable Z* x1 x2 x3 a1 a2
Z* 1 0 0 0 1 1 0
a1 0 -2 1 3 1 0 2
a2 0 2 3 4 0 1 1
Z* 1 0 -4 -7 0 0 -3
a1 0 -2 1 3 1 0 2 2/3
a2 0 2 3 4 0 1 1 1/4
Min.. Z = 4x1 + x2
Subject to constraints:
3x1 + x2 = 3
4x1 + 3x2 > 6
x1 +2x2 < 4
x1, x2 > 0
Cont…
Phase I:
Introducing artificial variable a1 and a2, surplus variable S1 and
slack variable S2
Max. Z* = -a1 - a2
Auxiliary LPP is:
Z* + a1 + a2 = 0
Subject to constraints:
3x1 + x2 +a1 = 3
4x1 + 3x2 –S1 + a2 = 6
x1 +2x2 +S2 = 4
Cont…
Basic Coefficients of: Sol.
Variable Z* x x2 S1 S2 a1 a2
1
Z* 1 0 0 0 0 1 1 0
a1 0 3 1 0 0 1 0 3
a2 0 4 3 -1 0 0 1 6
S2 0 1 2 0 1 0 0 4
Z* 1 -7 -4 1 0 0 0 -9
a1 0 3 1 0 0 1 0 3 1
a2 0 4 3 -1 0 0 1 6 3/2
S2 0 1 2 0 1 0 0 4 4
Z* 1 0 -5/3 1 0 0 -2
x1 0 1 1/3 0 0 0 1 3
a2 0 0 5/3 -1 0 1 2 6/5
S2 0 0 5/3 0 1 0 3 9/5
Z* 1 0 0 0 0 0
x1 0 1 0 1/5 0 3/5
x2 0 0 1 -3/5 0 6/5
S2 0 0 0 1 1 1
Z* 1 4 1 0 0 0
x1 0 1 0 1/5 0 3/5
x2 0 0 1 -3/5 0 6/5
S2 0 0 0 1 1 1
Again this table is not feasible as basic variable x1 and x2 has a non zero
coefficient in Z’ row. So make the table feasible.
Cont…
Basic Coefficients of: Sol. Ratio
Variable Z’ x x2 S1 S2
1
Z’ 1 0 0 -1/5 0 -18/5
x1 0 1 0 1/5 0 3/5 3
x2 0 0 1 -3/5 0 6/5 -
S2 0 0 0 1 1 1 1
Z’ 1 0 0 0 1/5 -17/5
x1 0 1 0 0 -1/5 2/5
x2 0 0 1 0 3/5 9/5
S2 0 0 0 1 1 1
Subject to constraints:
x1 + 4x2 < 8
x1 + 2x2 < 4
x1, x 2 > 0
Cont…
Let S1 and S2 be two slack variables.
Modified form is:
Z - 3x1 - 9x2 = 0
x1 + 4x2 + S1 = 8
x1 + 2x2 +S2 = 4
x1 , x2, S1, S2 > 0
Initial BFS is : x1= 0, x2= 0, S1= 8, S2= 4 and Z=0.
Cont…
Basic Coefficients of: Sol. Ratio
Variable Z x1 x2 S1 S2
Z 1 -3 -9 0 0 0
S1 0 1 4 1 0 8 2
S2 0 1 2 0 1 4 2
Z 1 -3/4 0 9/4 0 18
x2 0 1/4 1 1/4 0 2 8
S2 0 1/2 0 -1/2 1 0 0
Z 1 0 0 3/2 3/2 18
x2 0 0 1 1/2 -1/2 2
x1 0 1 0 -1 2 0