The Simplex Method of Linear Programming

C D
3
T U T O R I A L

DISCUSSION QUESTIONS
1. The fundamental purpose of the simplex procedure is to
enable solutions to be found for sets of simultaneous equations in
which the number of variables exceeds the number of equations.
The simplex procedure is:
 Identify the pivot column by finding the minimum cj zj.
 Identify the pivot row by dividing each value in the
quantity column by the value in the same row which is in
the pivot column. Select the row having the smallest
positive result from this division process as the new pivot
row. Circle the number at the intersection of the pivot row
and the pivot column—this is the pivot number.
 Divide each value in the pivot row by the pivot number and
put the results in a new tableau. This is the new version of
the pivot row. Relabel with the pivot column variable and cj.
 Multiply the new version of the pivot row by another
number in the pivot column (not the pivot number).
Subtract this product from the row from which you got the
number. Put the result in the new tableau. Do this for all
numbers in the pivot column except, cj, zj and cj zj.
 Compute the zj as the sum of each column’s values
multiplied by their corresponding columnar cj values. To
get the cj zj, subtract the zj row at the top of the tableau.
If all
cj zj values are positive, you have an optimal solution.
Otherwise return to first step.
2. Differences between graphical and simplex methods:
 Graphic can be used only when two variables are in the
model.
 Graphic must evaluate all corner points (if corner point
method is used); simplex checks a lesser number of
corners.
 Simplex can be automated and systematized.
 Simplex involves use of surplus, slack, and artificial
variables, and provides useful economic data as a by-
product.
Similarities between graphic and simplex methods:
 Both find optimal solution at a corner point.
 Both require a feasible region and the same problem
structure (objective function and constraints).
The graphical method, which provides a better intuitive
understanding of the problem than the simplex method, is
preferable whenever it is possible to use it.

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3. Pivot column:
 Select the variable column with the largest positive cj zj
value (in a maximization problem) or largest negative cj zj
value (in a minimization problem).

Pivot row:
 Select the row with the smallest quantity-to-column ratio
that is a nonnegative number.

Pivot number:
 Defined to be at the intersection of the pivot column and
pivot row.

4. In a maximization problem, the variable with the largest

objective function coefficient will enter as the first “real” variable
in the second simplex tableau. Therefore, x3 with a coefficient of
12, will enter first.
In a minimization problem, the variable with the lowest
objective function coefficient will enter as the first “real” variable
in the second simplex tableau. Therefore, x1, with a coefficient of
2.5, will enter first.
5. Slack variables are added only to “less than” constraints for
use in the simplex method.
6. Steps in a simplex maximization problem
 Step 1: Determine which variable enters the solution
next.
 Step 2: Determine which variable to replace.
 Step 3: Compute new values for the pivot row.
 Step 4: Compute new values for each remaining row.
 Step 5: Compute the zj and cj zj rows and test for
optimality.

7. A surplus variable, used to convert “greater than” constraints

for the simplex process, is the amount over and above a required
minimum level set on the right-hand side.
An artificial variable has no physical meaning. It is used to
prepare an “equality” constraint for the simplex table.

END-OF-TUTORIAL PROBLEMS
T3.1 The original equations are:
Objective: 9x1 12x2 (maximize)
Subject to: x1 x2  10 (gallons, varnish)
x1 2x2  12 (lengths, redwood)
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where: zj 0 0 0 0  0
x1 number of coffee tables/week cj zj 3 9 0 0
x2 number of bookcases/week (b)  Step 1: Identify the pivot column by finding the
The constraint equations must first be re-written as maximum cj zj
equalities with the appropriate slack variables:  Step 2: Identify the pivot row by dividing each value in
the quantity column by the value in the same row which is
x1 x2 S1 10
in the pivot column. Select the row having the smallest
x1 2x2 S2 12
positive result from this division process as the new pivot
and then the system of equations entered into the simplex row. Circle the number at the intersection of the pivot row
tableau as shown below: and the pivot column—this is the pivot number.
Initial simplex tableau:  Step 3: Divide each value in the pivot row by the pivot
number and put the results in a new tableau. This is the
 cj Solution Mix 9 12 0 0 Quantity new version of the pivot row. Relabel with the pivot
  x1 x2 S1 S2 column variable and cj.
 0 S1 1  1 1  0 10  Step 4: Multiply the new version of the pivot row by
 0 S2 1  2 0  1 12 another number in the pivot column (not the pivot number).
  zj 0  0 0  0  0 Subtract this product from the row from which you got the
  cj zj 9 12 0  0 number. Put the result in the new tableau. Do this for all
numbers in the pivot column except cj, zj and cj zj.
Second simplex tableau:  Step 5: Compute the zj as the sum of each column’s
 cj Solution Mix 9 12 0 0 Quantity values multiplied by their corresponding columnar cj
values. To get the cj zj subtract the zj row at the top of the
x1 x2 S1 S2   tableau. If all cj zj values are positive, you have an
 0 S1 1/2  0 1 1/2  4
optimal solution. Otherwise return to step 1.
12 x1 1/2  1 0 1/2  6
zj 6 12 0 6 72
cj zj 3  0 0 6  
(c) Second simplex tableau:

 cj Solution 3 9 0 0 Quantity

Third simplex tableau:
Mix
 cj Solution Mix 9 12 0 0 Quantity x1 x2 S1 S2
  x1 x2  S1 S2  9 x1 0.25 1 0.25 0  6
 9 x1 1  0 2 1  8  0 S2 0.50 0 0.50 1  4
12 x2 0  1 1  1  2 zj 2.25 9 2.2 0 54
  zj 9 12 6 96 5
3 cj zj 0.75 0 2.25 0
  cj zj 0  0 6 3
Because this is a maximization problem, and all terms in the
Because this is a maximization problem, and the bottom bottom row of the tableau are not negative or zero, we do not
row of the tableau now includes only numbers which are have an optimal solution.
negative or zero, we have reached the optimal solution.
Optimal: x1 8, x2 2, Profit $96 (d) Third simplex tableau:
T3.2 (a) The original equations are:  cj Solution Mix 3 9 0 0 Quantity
Objective: 3x1 9x2 (maximize)
  x1 x2 S1 S2
Subject to: x1 4x2  24
x1 2x2  16  9 x2 0 1 0.5 0.5  4
 3 x1 1 0 1  8
The constraint equations must first be re-written as 2
equalities with the appropriate slack variables:   zj 3 9 1.5 1. 60
x1 4x2 S1 24 5
cj zj 0 0  1.5 1.5
x1 2x2 S2 16
and then the system of equations entered into the Since this is a maximization problem, and the bottom row of
Simplex tableau as shown below: the tableau now includes only numbers which are negative or
zero, we have reached the optimal solution.
Initial simplex tableau:
Optimal: x1 8, x2 4, Profit $60
 cj Solution Mix 3 9 0 0 Quantit
y
  x1 x2 S1 S2 (e) In two iterations you should have the exact same results as
 0 S1 1 4 1 0 24 when starting from part (a) of this question. Your intermediate
 0 S2 1 2 0 1 16 tableau, however, will not relate to part (c) since you are
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solving this problem by going around the feasible solution

region in the opposite direction. Thus your intermediate
solution represents a different corner of the feasible region.
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T3.3 x1 x2 S S2
1

5 x2 0 1 1.00 0.00 6
3 x1 1 0 0.67 0.33 2
zj 3 5 3.00 1.00 36
cj zj 0 0 3.00 1.00
Because this is a maximization problem, and the bottom
row of the tableau now includes only numbers which are
negative or zero, we have reached the optimal solution.
Optimal: x1 2, x2 6, Profit $36
The iterations of the Simplex tableau traverse the corner
solutions in the order (a), (b), (c).
The original equations are: T3.4
Objective: 3x1 5x2 (maximize)
Subject to: x2  6
3x1 2x2  18
x1, x2  0 (non-negativity)
The optimal solution is found at the intersection of the two
constraints. Solving for the values of x1 and x2 at the
intersection, we have:
x2  6
18  2 x2 18  2  6 6
x1    2
3 3 3
Profit  3x1  5x2  3  2  5  6  6  30  $36
To solve this problem using the simplex method, the The original equations are:
constraint equations must first be re-written as equalities with Objective: 4x1 5x2 (minimize)
the appropriate slack variables: Subject to: x1 2x2  80
x2 S1 6 3x1 x2  75
3x1 2x2 S2 18 The optimal solution is found at the intersection of the two
constraints:
and then the system of equations entered into the Simplex x1 2x2  80
tableau as shown below: 3x1 x2  75
Initial simplex tableau: To solve these equations simultaneously, begin by writing
 cj Solution 3 5 0 0 Quantity them in the form shown below:
Mix x1 2x2 80
x1 x2 S1 S2 3x1 x2 75
 0 S1 0 1 1 0  6 Multiply the second equation by 2 and add it to the first:
 0 S2 3 2 0 1 18
zj 0 0 0 0  0
x1  2 x2  80  x1  2 x2  80
cj zj 3 5 0 0
2(3x1  x2  75)   6 x1  2 x2  150
Second simplex tableau:  5x1   70
 cj Solution 3 5 0 0 Quantity
Thus, x1 70/5 14. Given:
Mix
x1 2x2 80
x1 x2 S1 S2
2x2 80  x1 80 14
 5 x2 0 1 0  6
1 or
 0 S2 3 0 2 1  6 66
x2   33
zj 0 5   0 30 2
5 The cost is given by:
cj zj 3 0 5 0
C 4x1 5x2 4 14 5 33 $221
Third simplex tableau: To solve this problem using the simplex method, the
cj Solution 3 5 0 0 Quantity constraint equations must first be re-written as equalities
Mix with the appropriate surplus and artificial variables:
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x1 2x2 S1 A1 80

3x1 x2 S2 A2 75
and then the system of equations entered into the simplex
tableau as shown in the next page.
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Initial simplex tableau:

 cj Solution 4 5 0 0 M M Quantity

Mix
x1 x2 S1 S2 A1 A2
 M A1 1  2 1 0 1 0 80
 M A2 3  1 0 1 0 1 75
zj M M M M M M
cj zj M M M M 0 0

Basic variables: A1 80, A2 75

Nonbasic variables: x1, x2, S1, S2
Second simplex tableau:
 cj Solution 4 5 0 0 M M Quantity
Mix
x1     x2    S1    S2 A1 A
2

 M A1 0 1.67   0.33 1 0.33 55

1
 4 x1 1 0.33   0.33 0 0.33 25
0
zj 4 M     M M M
M
cj zj 0   M  M     0 M
M

Basic variables: A1 55, x1 25

Nonbasic variables: x2, S1, S2, A2
Third simplex tableau:
 c Solution 4 5 0 0 M M Quantity
j
Basic variables: x1 14, x2 33
Nonbasic variables: S1, S2, A1, A2
Because this is a minimization problem, and the bottom
row of the tableau now includes only numbers which are
positive or zero, we have reached the optimal solution.
Optimal: x1 14, x2 33, Cost $221
T3.5 Let x1  number of class A containers to be used
x2  number of class K containers to be used
x3  number of class T containers to be used
The appropriate equations are:
Maximize: 8x1 6x2 14x3
Subject to: 2x1 x2 3x3  120 (material)
2x1 6x2 4x3 240 (time)
x1, x2, x3  0 (non-negativity)
The constraint equations must first be re-written as equalities with
the appropriate slack and artificial variables:
2x1 x2 3x3 S1 120
2x1 6x2 4x3 A1 240
and then the system of equations entered into the simplex tableau
as shown in the next page.
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Initial simplex tableau:

 cj Solution 8 6 14 0 M Quantity
Mix
 x1  x2  x3 S1  A1
  0 S1  2  1  3 1  0 120
 M A1  2  6  4 0  1 240
zj M M M 0 M
cj zj  M M M 0  0

Second simplex tableau:

 cj Solution 8 6 14 0 M Quantity
Mix
x1 x2 x3 S1     A1
 0 S1 5/3 0 7/3 1 1/6  80
 6 x2 1/3 1 2/3 0  1/6  40
zj  2 6  4 0   1 240
cj zj  6 0  10 0 M

Third simplex tableau:

 cj Solution 8 6 14 0 M Quantity
Mix
  x1 x2 x3 S1 A1
 14 x3 5/7 0 1   3/7 1/14  34 2/7
  6 x2 1/7 1 0  2/7  3/14  17 1/7

Because this is a maximization problem, and the bottom

row of the tableau now includes only numbers which are
negative or zero, we have reached the optimal solution.
Optimal: x1 0, x2 =17 1/7, x3 =34 2/7
or:
x1 0, x2 17.143, x3 34.286
and:
Profit 582 6/7 $582.86

T3.6 The original equations are:

Objective: 4x1 1x2 (minimize)
Subject to: 3x1 x2 3
4x2 3x2  6
x1 2x2  3
x1, x2  0
The constraints must be first re-written as equalities with
the appropriate slack, surplus, and artificial variables:
3x1 x2 A1 3
4x1 3x2 S1 A2 6
x1 2x2 S2 3
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and then the system of equations entered into the Simplex

tableau as shown below:
Initial simplex tableau:

cj Solution Mix 4 1 0 0 M M Quantity

     x1      x2  S1 S2 A1    A2
M A1 3 1  0 0 1 0 3
M A2 4 3 1 0 0 1 6
0 S2 1 2  0 1 0 0 3
. zj M M M 0 M M
cj zj M M M 0 0 0

(a) Variable x1 will enter the solution

(b) Variable A1 will leave the solution.
T3.7 Initial simplex tableau:
Quantit
cj Solution Mix 4 1 0 0 M M
y
x1 x2 S1 S2 A1 A2
M A1 3 1 0 0 1 0 3
M A2 4 3 1 0 0 1 6
0 S2 1 2 0 1 0 0 3
zj M M M 0 M M
cj zJ M M M 0 0 0

Second simplex tableau:

 cj Solution Mix 4 1 0 0 M M Quantit
y
x1 x2 S1 S2 A1 A2
4 x1 1 1/3 0 0 1/3 0 1
M A2 0 5/3 1 0 4/3 1 2
0 S2 0 5/3 0 1 1/3 0 2
zj 4 M M 0 M M
cj zj 0 M M 0 M 0

Third simplex tableau:

cj Solution Mix 4 1 0 0 M M Quantity
x1 x2 S1 S2 A1 A2
4 x1 1 0 0.2 0 0.6 0.2 0.6
1 x2 0 1 0.6 0 0.8 0.6 1.2
0 S2 0 0 1.0 1 1.0 1.0 0.0
zj 4 1 0.2 0 1.6 0.2
cj zj 0 0 0.2 0 M M

Note that this tableau is degenerate—the basic variable S2 has value 0.

Fourth simplex tableau:
cj Solution Mix 4 1 0 0 M M Quantity
x1 x2 S1 S2   A1 A2
4 x1 1 0 0 0.2 0.4 0 0.6
1 x2 0 1 0 0.6 0.2 0 1.2
0 S1 0 0 1 1.0 1.0 1 0.0
zj 4 1 0 0.2 1.4 0 3.6
cj zj 0 0 0 0.2 M M

Because this is a minimization problem, and the bottom

row of the tableau now includes only numbers which are
positive or zero, we have reached the optimal solution.
Optimal: x1 0.6, x2 1.2, Cost 3.6