Chapter 02 - Simplex method introduction

 The standard form of an LPP with n variables and m unknowns is as

follows:
 Maximize Z  c1 x1  c2 x2  ...  cn xn
 Subject to: a11 x1  a12 x 2  ...  a1n x n  b1
a 21 x1  a 22 x 2  ...  a 2 n x n  b2
.
;
a m1 x1  a m 2 x 2  ...  a mn x n  bm
x1  0, x 2  0,...,x n  0
b1  0, b2  0,...,bm  0

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 Main features of the LPP standard form:
 Maximize or Minimize the objective function.
 All constraints are equations.
 All decision variables are nonnegative.
 The right hand side of each constraint is nonnegative.

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 The above standard LPP can be written in matrix form as:
 max(min) Z=CX
 Subject to: Ax=b, x>=0, b>=0.
 Where,  a11 a12 ... a1n 
a a22 ... a2 n 
 21
A . 
 
a ... amn 
 m1 am 2

 x1   b1 
x  b 
x   2 , b   2 , c  c1 c2 ... cn 
.  . 
   
 n
x b m 
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 max Z  5 x1  2 x 2  3x3  x 4  x5
 Subject to: x1  2 x 2  2 x3  x 4  8
3x1  4 x 2  x3  x 5  7
xi  0, i  1,...,5
 Can be written in matrix form with:
 x1 
x 
1 2 2 1 0  2 8 
A , x   x3 , b  7, c  5 2 3  1 1
3 4 1 0 1     
 x 4
 x5 

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 The above standard form is required in order to start the simplex
method. The question is how to convert a given problem from
nonstandard form into standard form?, i.e. how to convert an
inequality constraint into an equality?.
 The answer to this question is to add the so called slack variables and
surplus variables.
 Back to the example of inspection, which had the constraints:
 Minimize Z  40 x1  36 x2
 Subject to: x1 8
x 2  10
5 x1  3 x 2  45
x1  0, x 2  0 6
 Minimize Z  40 x1  36 x2 Subject to:x1 8
x 2  10
5 x1  3 x 2  45
x1  0, x 2  0
 The first constraint is converted tox1  x3  8, x3  0
where
x3
represents the number of grade 1 inspectors who are not utilized.
 The second constraint is converted to x2  x4  10, x4  0 Wherex4
represents the number of grade 2 inspectors who are not utilized.
 x3 and x 4 are called slack variables.
 The third constraint is converted to5 x1  3 x 2  x5  45, x5  0
 x 5 is called a surplus variable. It represents the number of extra pieces
inspected over the min. required minimum.
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 If the problem contains a variable which is not restricted in sign, then we
do the following: If x1 is unrestricted in sign, then setx1  x 2  x3
 The value of
x1 (positive or negative) depends on the values of x2 and x3
 Example: Convert the following problem into a standard LPP:
Max Z  x 1  2 x 2  3x3
S . to : x1  x 2  x3  7
x 1  x2  x 3  2
3x1 - x 2 - 2x 3  -5
x1 , x 2  0, x 3 unrestricted
 Solution: 1. Setx3  x 4  x5 , x 4 and x 5  0.
2. Multiply the last constraint by -1, to get:  3x1  x 2  2 x3  5.
3. Add a slack variable ( x 6) to 1st constraint to become: x1  x2  x3  x6  7, x6  0.
4. Add a surplus variable (x 7 ) to the 2nd constraint to become:x1  x2  x3  x7  2.
5. Replace x 3 by x 4  x 5 in the original problem , to get the standard form:
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 The standard form:Maximize Z  x 1  2 x 2  3 x 4  3 x5
S .T : x1  x 2  x 4  x5  x6  7
x1  x 2  x 4  x5  x7  2
- 3x 1  x 2  2 x 4  2 x5  5
x 1 , x 2 ,...,x7  0

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 Two systems of linear equations are said to be equivalent if both systems
have the same solution set.
 The following are called elementary row operations that can be applied to
rows of a matrix:
1. Exchange any two rows.
2. Multiply a row by a nonzero constant.
3. Multiply a row by a constant and add the result to another row.
 Notice that these operations can also be applied to equations in a system
of equations. They are called in this case elementary operations.
 Two matrices are said to be row equivalent if one of them can be obtained
from the other by a sequence of elementary row operations.

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 A matrix is said to be in reduced row-echelon form if it satisfies all four of
the following conditions.
 If there are any rows of all zeros then they are at the bottom of the matrix.
 If a row does not consist of all zeros then its first non-zero entry (i.e. the left
most non-zero entry) is a 1. This 1 is called a leading 1.
 In any two successive rows, neither of which consists of all zeroes, the leading
1 of the lower row is to the right of the leading 1 of the higher row.
 If a column contains a leading 1 then all the other entries of that column are
zero.
 A matrix is said to be in row-echelon form if it satisfies items 1- 3 of the
reduced row-echelon form definition.

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 Notice that the only real difference between row-echelon form and
reduced row-echelon form is that a matrix in row-echelon form is only
required to have zeroes below a leading 1 while a matrix in reduced row-
echelon from must have zeroes both below and above a leading 1.
 A standard form of a system of equations is as follows:

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 The following matrix is called the augmented matrix of the above system:

 If two augmented matrices are row equivalent, then they represent two
equivalent systems of linear equations.

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 And the following is called is called the coefficient matrix:

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