Simplex

Method

Roll#: 2K18/CSE/8
Name: Abdul Salam Shaikh
 Introduction
 Simplex Method is Most Popular Method Used for the Solution of
Liner Programming Problem.
 Simplex Method is an iterative Procedure to Find an Optimal
Solution in LP Problems Involving even Many Hundreds of
Variables and Constraints.
 The Graphical Method is Usually Inefficient Or Impossible.
 Simplex Method is Used When The Variables Are in Larger
Numbers.
 Introduction(Contd.)
 When Decision Variables Are More Than 2, It is Always Advisable
to Use Simplex Method to Avoid Lengthy Graphical Procedure.
 Many Different Methods Have Been Proposed to Solve Linear
Programming Problems, But Simplex Method Has Proved to be
the Most Effective.
 Simplex Method Was Developed By Professor George B .Dantzig
in 1947.
 Steps Involved
1. Convert Into Standard Form And Determine
Initial Basic Feasible Solution.
 Standard Form:- Convert All inequality Constraints Into equalities By
Use of Slack Variables.
 Slack Variables:- A Slack Variable is a Variable That Added to an
Inequality Constraint to Transform it into an equality.
Basic Feasible Solution:- This Solution is Obtained By Setting (n-
m).
Where n is Number of Variables & m is Number of Constraints..
Non-Basic Variables At Zero-Level.
 Steps (Contd..)

2. Optimality Test.
 In Case Of Maximization:- if all the numbers in Z-
equation are Positive, then the solution is optimal,
otherwise improve the solution, go to step 3.
 In Case Of Minimization:- if all the numbers in Z-
equation are Negative, then the solution is optimal,
otherwise improve the solution, go to step 3.
 Steps (Contd..)

3. Entering Variable.
 In Case Of Maximization:- Select An Entering Variable
From Non-Basic Variables By Choosing Most Negative Number in
Z-Equation.
 In Case Of Minimization:- Select An Entering Variable From
Non-Basic Variables By Choosing Most Positive Number in Z-
Equation.
 The Whole Column Will be Known As “Working Column” in
Which The Number Appears.
 Steps (Contd..)

4. Leaving Variable.
 Select A Leaving Variable From Basic Variables By Computing
The Ratios By Dividing All The Positive Numbers Of Working
Column.
 Choose Smallest Ratio As Leaving Variable.
 The Whole Row Will be Known As “Pivot Equation” in Which The
Smallest Ratio Appears.
 Steps (Contd..)

5. Pivot Equation & New Basic Feasible

Solution.
 Find pivot equation and all other equations by using
The Following Formulas:
Formula For Finding The New Pivot Equation:
New Pivot Equation = Old Pivot Equation / Pivot Element.
Formula For Finding The Other Equations:
New Equation = Old Equation –(Working Column Element) x Pivot Equation.
 Example

Maximize
Z=13x + 11y
Subject to:
4x+5y <= 1500
5x+3y <= 1575
x+2y <= 420
x,y >=0
Step 1.
Standard Form:- Convert All inequality Constraints into equalities By the Use of Slack
Variables.
Let S1, S2, S3 be Three Slack Variables.
Maximize
Z-13x-11y+0.S1+0.S2+0.S3 = 0
Subject to:
4x+5y+S1=1500
5x+3y+S2=1575
x+2y+S3=420
x,y,S1,S2,S3>=0
Basic Feasible Solution:

 No. of variables :- n=5

 No. of constraints :- m=3
 Basic variables :- S1,S2,S3
 Non-basic variables :- x,y
 By setting n-m=5-3 => 2
 Set Non-Basic Variables Equals to Zero.
x=0
y=0
We Get:
S1=1500
S2=1575
S3=420
All The Resulting Values Are Positive , Thus a Basic Solution is
A Basic Feasible Solution.
 Step 2. Optimality Test:
Iteration Basis X Y S1 S2 S3 Solution Rati
o

Z -13 -11 0 0 0 0

S1 4 5 1 0 0 1500/4 37
1 5
Starting S2 Pivot
5 3 0 1 0 1575/5 31 Equation
5
S3 1 2 0 0 1 420/1 42
0
 Above Highlighted Column is Working Column.
 And Highlighted Box Having Yellow Color is Pivot Element.

There Are Negative Numbers in Z-equation. So go to Step 3.

 Step 3. Entering Variable.
 The Most Negative Number in Z-equation.
 -13 is Most Negative Number.
 So x is an Entering Variable.

Step 4. Leaving Variable.

 Choose Smallest/Minimum Ratio
 315 is Smallest Ratio
 So S2 is a Leaving Variable.
 Step 5. Pivot Equation.
 Divide Old Pivot equation By Pivot Element (5).
We get New Pivot Equation.

Iteration Basis X Y S1 S2 S3 Solution

S1
X Enters
S2 Leaves X 1 3/5 0 1/5 0 315
1
S3
Find New Z-Equation.
Old Z-equation: -13 -11 0 0 0 0

-(-13) x Pivot eq: 13 39/5 0 13/5 0 4095

---------------------------------------------------------------------------------------------
New Z_eq; 0 -16/5 0 13/5 0 4095

Find New S1 Equation.

Old S1-equation: 4 5 1 0 0 1500

-(4) x Pivot eq: -4 -12/5 0 -4/5 0 -1260

---------------------------------------------------------------------------------------------
New S1_eq; 0 13/5 1 -4/5 0 240

Find New S3 Equation.

Old S3-equation: 1 2 0 0 1 420
-(1) x Pivot eq : -1 -3/5 0 -1/5 0 -315
---------------------------------------------------------------------------------------------
New S3_eq; 0 7/5 0 -1/5 1 105
 New Complete Table.
Iteration Basis X Y S1 S2 S3 Solutio Ratio
n
Z 0 -16/5 0 13/5 0 4095
S1 0 13/5 1 -4/5 0 240 92.3
1
Complete X 1 3/5 0 1/5 0 315 525
S3 0 7/5 0 -1/5 1 105 75

Pivot Element
Step 2. Optimality Test.
 There Are Still Negative Numbers in Z-equation. So go to Step 3.
Step 3. Entering Variable.
 The Most Negative Number in Z-equation.
 -16/5 is Most Negative Number.
 So y is an Entering Variable.

Step 4. Leaving Variable.

 Choose Smallest/Minimum Ratio
 75 is Smallest Ratio
 So S3 is a Leaving Variable.
Step 5. Pivot Equation.
 Divide Old Pivot equation By Pivot Element (7/5).
We get New Pivot Equation.
Iteration Basis X Y S1 S2 S3 Solution

S1
Y Enters
S3 Leaves X
2
Y 0 1 0 -1/7 5/7 75
Find New Z-Equation.
Old Z-equation: 0 -16/5 0 13/5 0 4095

-(-16/5) x Pivot eq: 0 16/5 0 -16/35 16/7 240

---------------------------------------------------------------------------------------------
New Z_eq; 0 0 0 15/7 16/7 4335

Find New S1 Equation.

Old S1-equation: 0 13/5 1 -4/5 0 240

-(13/5) x Pivot eq: 0 -13/5 0 13/35 -13/7 -195

---------------------------------------------------------------------------------------------
New S1_eq; 0 0 1 -3/7 -13/7 45

Find New X Equation.

Old X-equation: 1 3/5 0 1/5 0 315
-(3/5) x Pivot eq : 0 -3/5 0 3/35 -3/7 -45
---------------------------------------------------------------------------------------------
New X_eq; 1 0 0 2/7 -3/7 270
 New Complete Table.
Iteration Basis X Y S1 S2 S3 Solutio
n
Z 0 0 0 15/7 16/7 4335
S1 0 0 1 -3/7 -13/7 45
2
Optimum X 1 0 0 2/7 -3/7 270
y 0 1 0 -1/7 5/7 75

Step 2. Optimality Test.

 There Are No Negative Numbers in Z-equation. So Solution is Optimal.
 Optimal Solution is:
X = 270
Y = 75
Z = 4335