Simplex method for solving standard LPP

The abbreviation LPP represents linear programming problem. The meaning of the word simplex is
narrated in Algebraic Topology. The 0-simplex is a point, the 1-simplex is a line segment, 2-simplex is a
triangle and so on. The n-simplex is a n-facet polyhedron, which plays a vital role in the study of linear
programming problem solution process. Each one of the constraints within m constraints in the LPP
represent a facet in the n-simplex. This is also a graphical representation of the feasible region of the
LPP. The words feasible region, meaning is the region in n-dimensional space and intersection of the
constraint inequalities. The corner points of the feasible region are intersection of at least two
constraints and are assigned to certain basic feasible solutions. If the LPP has n unknown decision
variables, m constraints, then there are C (n , m) number of basic feasible solutions exists to the n-facet
polygon or simplex.

Before discussing the simplex method algorithm, we discuss two important types of LPP as per their
constructions. First one is General form of LPP and the second one is standard form of LPP. The general
form of LPP is the general mathematical programming model represented in the form

LPP General formed

Max(min) Z=f ( x 1 , x 2 , … , x n ) =c 1 x 1+ c 2 x 2+ …+c n xn ( named objective function)

g1 ( x1 , x 2 , … , x n) ≤ ¿ (constraint 1)

……
gm ( x 1 , x 2 , … , x n ) ≤¿ (constraint m)

Here x 1 , x 2 … x n are decision variables. c 1 , c2 , … c n ∈ R, f , g1 , … , g m are linear functions and

b 1 , … , bm ∈ R .

Standard Form of LPP:

In the general form of LP mathematical model, if we specify the inequalities to equalities by substituting
slack (for ≤ inequality) and surplus (for ≥ inequality) the decision variables must be nonnegative then
the concerned general form of LP model is a standard form of LPP. For the maximization objective, the
standard form is Max z=f ( x ) =c 1 x 1+ c 2 x 2+ …+c n x n

Subject to Ax ≤ B

x=( x 1 , x 2 , … , x n )T ≥ 0

Also A=[ aij ] , aij ∈ R , i=1,2 , … m∧ j=1,2, … , n

B=¿
For the minimum objective standard form is Min z=f ( x ) =c 1 x 1+ c 2 x 2+ …+c n x n

Subject to Ax ≥ B

x=( x 1 , x 2 , … , x n )T ≥ 0
 Note: There are some cases where the one or more decision variable’s nonnegative restrictions are not
mentioned. During standardization for such cases, the unrestricted variables are expressed as the linear
combination of some other nonnegative variables.

Stepwise Simplex Algorithm for maximization objective LPP

Step1. Express the problem in maximization standard form

Step2. Start with an initial basic feasible solution and setup the initial tableau. Mention the z coefficient
and cost coefficients ( c 1 , c 2 , … , c n ) in the first row of the table. Write the cost coefficients C Bto basic
vectors in the first column. Mention the basic vectors in the second column. Fill the coefficient elements
a ij ∈ R , i=1,2 , … m∧ j=1,2 , … , n from third column to onward (n+2) columns. Fill the elements
b 1 , b2 , … , bm in the n+3 column.

Step 3. Use the inner product rule (C j- inner product of C B and column vector corresponding to x j in the
simplex table) to find the relative profit coefficient Ć row.

Step 4. If all the Ć j coefficients are non-positive, the current basic feasible solution is optimal, otherwise
select numeric variable with the most positive Ć j value to enter in the basis set.

bi
Step5. Apply minimum ratio rule (min for x j is the entering vector and a ij >0 ) to determine the basic
aij
variable to leave from the basis set of vectors in the former table.

Step 6. Perform pivot operation get the new tableau and the basic feasible solution. [New pivot row =
current pivot row ÷ pivot element or divide the pivot row by pivot element. For all other new row =
current row – (its pivot column coefficient × new pivot row)]

Step 7. Compute the relative profit coefficient by using inner product rule and pivot operation by
repeating the steps 3, 4, 5 and 6.

The steps are iterated for utilize simplex method.

Stepwise Simplex Algorithm for minimize objective LPP

Step1. Express the problem in standard maximization form. For example minimize z subject to Ax ≤ b,
x ≥ 0 can be written as Maximize −z subject to Ax ≤ b, x ≥ 0.
Step2. Same as simplex algorithm for maximize objective LPP

Step3. Same as simplex algorithm for maximize objective LPP

Step 4. If all the Ć j coefficients in the Ć row are positive or zero the current basic feasible solution is
optimal, otherwise select a numeric variable with the lowest negative Ć j value to enter in the basis set
in the next tableau.

Steps 5, 6, and 7 are similar as simplex algorithm for maximize objective function LPP form.

Example: Solve the following problem by applying simple algorithm

 maximize z =3 x1 +2 x 2

Subject to −x 1+ 2 x 2 ≤ 4

3 x 1+2 x 2 ≤ 14

x 1−x 2 ≤ 3

x 1 ≥ 0 , x2 ≥ 0

Step1. Standard formed expression maximize z =3 x1 +2 x 2

Subject to −x 1+ 2 x 2 + x 3=4

3 x 1+2 x 2+ x 4=14

x 1−x 2+ x 5 =3

x1, x2, x3 , x4 , x5≥ 0

Step2. Here x3 =4, x4=14 and x5=5 is the initial basic feasible solution. The Initial tableau is drawn as
follows

CB Cj 3 2 0 0 0 Feasibl Ratio
Basis X1 x2 x3 x4 x5 e
solution
0 X3 -1 2 1 0 0 4
0 X4 3 2 0 1 0 14 14/3=4.66
0 X5 1 -1 0 0 1 3 3/1 =3 min
Ć -row 3 2 0 0 0 Z=0
↑
In the Ć -row, the Cj elements are positive or zero so the highest positive number is 3 and is assigned to
x1 variable. So x1 variable is to be entered in the basis set of the next tableau. The variable x5 that will
be replaced in the present basis set is decided by step 4 procedure and mentioned in the minimum ratio
column. Thus pivot row is x5 and pivot column is x1 and pivot element is 1. The new tableau is refilled as
step6 rules. Which is mentioned below.

CB Cj 3 2 0 0 0 Feasibl Ratio
Basis X1 x2 x3 x4 x5 e
solution
0 X3 0 1 1 0 1 7 7/1 =7
0 X4 0 5 0 1 -3 5 5/5 =1 min
3 X1 1 -1 0 0 1 3
Ć -row 0 5 0 0 0 Z=9
↑
The x1 row elements are filled by first rule of step6. The x4 and x3 row elements are filled by the second
rue of step6. The Ć -row relative cost elements are filled by step3 rules. It is observed that the elements
of Ć -row are positive or zero. The largest positive number is 5 concerned to x2 variable. So x2 variable
will be entered variable and by replacing the variable x4 in the basis set which is decided by minimum
ratio element in the ratio column. The pivot row of this tableau is x4 and pivot column is x2 and pivot
element is 5. Applying first rule of step6 we fill the new pivot row in the next tableau and other rows by
second rule of step6.

CB Cj 3 2 0 0 0 Feasibl Ratio
Basis X1 x2 x3 x4 x5 e
solution
0 X3 0 0 1 -1/5 8/5 6
2 X2 0 1 0 1/5 -3/5 1
3 X1 1 0 0 1/5 2/5 4
Ć -row 0 0 0 -1 0 Z=14

The Ć -row contain non positive numbers so the current basic feasible solution x3=6, x2=1 and x1 =4 is
the optimal solution. The maximum value is z=14.

Artificial Starting solution

It is observed from the experience that, a linear programming problem in which all the constraints are (
' ≤’) with nonnegative right hand sides constants, gives an initial “all slack” starting basic feasible
solution with all the slack variables being basic. Those LPP with equation (=) constraints and (or ' ≥ ' )
relations to the right hand side constants, need to use artificial variables at the beginning of the simplex
algorithm. The artificial variables are included in the simplex table with cost coefficient M, (-M) for
minimize objective function (maximize objective function). Where M is sufficiently large positive value.
Therefore the concerned Simplex algorithm is called Big M method. We illustrate the Big M method
with the following example.

Example: Use Big M method to Solve the problem Max z=2 x 1+ x 2−3 x 3

Subject to x 1+ x2 + x 3 ≥ 6

2 x1 + x 2=14

x1 , x2 , x3 ≥ 0

Converting the above mentioned problem in to standard form we get

Max z=2 x 1+ x 2−3 x 3

Subject to x 1+ x2 + x 3−s1=6

2 x1 + x 2=14

x 1 , x 2 , x 3 , s1 ≥ 0

Using Big M method algorithm, the above problem can be converted to

Max z=2 x 1+ x 2−3 x 3 +0 s 1−M a1−M a2

Subject to x 1+ x2 + x 3−s1 +a 1=6

 2 x1 + x 2 +0 x3 −0 s 1+ 0 a 1+ a2=14

x 1 , x 2 , x 3 , s1 , a1 , a2 ≥ 0

Let us make the simplex tableau using the Big M method procedure

CB Cj 2 1 -3 0 -M -M Feasibl Ratio
Basis X1 x2 x3 s1 a1 a2 e
solution
-M a1 1 1 1 -1 1 0 6 6/1 =6 Min
-M a2 2 1 0 0 0 1 14 14/2 =7
Ć -row 2+3M 1+2M -3+M -M 0 0 Z=-20M
↑
The Big M method tableau is similar to the simplex method tableau. The basis variables are artificial
variables. The relative cost columns are consists of positive, negative and zero values. The most positive
value occurs to x1 column. So the pivot column is x1 and x1 will be entered in the basis set by replacing
the pivot row variable a1. This decision is made from observing the minimum ratio element 6/1=6. The
pivot element is 1 which is used in filling the new row in the next table.

CB Cj 2 1 -3 0 -M -M Feasibl Ratio
Basis X1 x2 x3 s1 a1 a2 e
solution
2 x1 1 1 1 -1 1 0 6
-M a2 0 -1 -2 2 -2 1 2 2/2 =1
Ć -row 0 (-1-M ) -5-2M 2+2M -3M-2 0 Z=12-
2M
↑
The relative cost coefficient column value 2+2M is the positive so the variable s1 is to be entered in the
new tableau basis variables by replacing the artificial variable a 2 by using minimum ratio rule. The pivot
element is 2. Which plays a crucial role in filling the row and column element in the pivot row. Which is
mentioned below.

CB Cj 2 1 -3 0 -M -M Feasibl Ratio
Basis X1 x2 x3 s1 a1 a2 e
solution
2 x1 1 1/2 0 0 1 1/2 7
0 s1 0 - 1/2 -1 1 -1 1/2 1
Ć -row 0 0 -3 0 -M-2 -M-1 Z=14

The optimal solution is x 1=7 x2=x3=0 and s1=1, The maximum value is 14. Answer.