Chapter 04 - The Simplex Method Tableau Form

The Simplex Method

Tableau Form

Start with an LPP in standard form: (Example 1)

max . Z  5 x1  2 x 2  3x3  x 4  x5
S .T : x1  2 x 2  2 x3  x 4 8
3x1  4 x 2  x3  x5  7
x 1 , x 2 ,...,x5  0.

Cj
5 2 3 -1 1
Constants
x1 x2 x3 x4 x5
CB Basis

x4

-1 1 2 2 1 0 8
x5
1 3 4 1 0 1 7

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 The Simplex Method
Tableau Form

Where,
Basis: Basic variables in the current bfs.
Constants: Values of the basic variables.
C j : Coefficients of the variables in the objective function.

C B : Coefficients of the basic variables in the objective function.

From the above table, we have: Iteration #1

x 4  8, x5  7, x1  x 2  x3  0
8
Z  (1,1).   8  7  1
7

Relative profits (C j ), where

Cj = Cj - {inner product of CB and the column corresponding to xj in the canonical system}.

Thus, 1
C1  5  ( 1,1).
 3  52  3
 
 2
C 2  2  ( 1,1).
 4  22  0
 
 2
3 C 3  3  ( 1,1).
1  3  ( 1)  4
 
 The Simplex Method
Tableau Form

5 2 3 -1 1
Cj
Constants

x1 x2 x3 x4 x5
CB
Basis

-1 x4
1 2 2 1 0 8

1 x5 3 4 1 0 1 7

3 0 4 0 0 Z=-1
C
row

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 The Simplex Method
Tableau Form

Since there are positive values in C row, the current solution is not optimal.
x 3 is the entering variable, because it has the highest relative profit. x  min{ 4,7}  4
3

Thus x3  4 is the entering variable, and x 4 is the leaving variable.

Iteration # 2
Basic variables: x3  4, x5  3, nonbasic : x1  x2  x4  0, Z  15
Now, rewrite the system in canonical form wrt the new basic variables.
Cj
5 2 3 -1 1 Constants
Basis x1 x2 x3 x4 x5
CB
x3
3 ½ 1 1 ½ 0 4
1 x5 5/2 3 0 -1/2 1 3
C 1 -4 0 -2 0 Z=15
row

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 The Simplex Method
Tableau Form

Thus,  4
Z  (3,1).   12  3  15
 3
And the relative profits are:
1/ 2 
C1  5  (3,1).   5  4  1
 5 / 2 
1
C 2  2  (3,1).   2  6  4
 3
 1/ 2 
C 4  1  (3,1).   1  1  2
  1 / 2 
Iteration # 3
x
So, x1 is the new entering variable, x1  min{ 8,6 / 5}  6 / 5 , and 5 is the leaving variable.
x1  6 / 5, x3  17 / 5, x 2  x 4  x5  0.
Now, rewrite the system in canonical form wrt to the new basic variables.

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 The Simplex Method
Tableau Form

The tableau now is:

Cj
5 2 3 -1 1
CB
Constants
x1 x2 x3 x4 x5

Basis

3 x3 0 2/5 1 3/5 -1/5 17/5

x1
5 1 6/5 0 -1/5 2/5 6/5
C 0 -26/5 0 -9/5 -2/5 Z=81/5
row

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 The Simplex Method
Tableau Form

Therefore, Z  (3,5).17 / 5   81/ 5

 
 6/5 

And the relative profits are:

 2 / 5
C2
 2  (3,5).   2  6 / 5  6  26 / 5  0
 6 / 5 
 3/5 
C 4  1  (3,5).   1  9 / 5  1  9 / 5  0
  1 / 5 
  1/ 5
C 5  1  (3,5).   1  3 / 5  2  2 / 5  0
 2/5 
Since all relative profits are negative, the current solution is optimal. That is
x3  17 / 5, x1  6 / 5, x 2  x 4  x5  0, Z  81 / 5.

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 Summary

1. Express the problem in standard form.

2. Start with an initial bfs in canonical form, and set the initial tableau.
3. Use the inner product rule to find the relative profits of the nonbasic variables.
4. If all the relative profits are nonpositive, then the current solution is optimal. Otherwise, select the
entering variable as the nonbasic variable with the highest relative profit.
5. Apply the minimum ratio rule to determine the leaving variable and the value of the entering
variable.
6. Perform the pivot operation to get the new tableau and the bfs.( canonical system wrt the new basic
variables).
7. Go to step 3.

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 Example

Max. Z  3x1  2 x2
S .T :  x1  2 x2  x3 4
3x1  2 x2  x4  14
x1  x2  x5  3
x1 ,...,x5  0

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 Important Remark

When the relative profits of all the nonbasic variables are all negative, the optimal solution is
unique. And if one relative profit or more of the nonbasic variables is zero, the optimal
solution is not unique. For example, if we carry the above example one more step, we get:
x5  min{15 / 4,5 / 3,10}  15 / 4
x 5 is the new entering variable, and x 3 is the leaving variable. And the tableau becomes:

Cj 3 2 0 0 0 constants

CB
basis x1 x2 x3 x4 x5

0 x5 0 0 5/8 -1/8 1 15/4

x2
2 0 1 3/8 1/8 0 13/4
3 x1 1 0 -1/4 ¼ 0 5/2
0 0 0 -1 0 Z=14
Cj

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 Important Remark

Notice now that:

 5/8 
 
C 3  0  (0,2,3). 3 / 8   0  0  3 / 4  3 / 4  0
  1/ 4
 
  1/ 8
 
C 4  0  (0,2,3). 1 / 8   0  0  1 / 4  3 / 4  1
 1/ 4 
 

Thus, x 3 is the entering variable, and x3  min{ 6, , }  6, and x 5 is the leaving variable.
So, we get the previous iteration. Which means that we have two optimal solutions, both give
Z=14.

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 Minimization LPP

A. First Approach
1. A negative coefficient in the relative profits row indicates that the corresponding nonbasic
variable when increased will reduce the value of the objective function. Hence, in
minimization problems, only those nonbasic variables with negative relative profits are
eligible to enter the basis and improve the objective function.
2. The optimal solution is obtained when all coef’s in the rel. profits row are nonnegative.
Thus, all previous steps in maximization LPP are the same, except the following modified
step: If all the coef.’s in the rel. profits row are positive or zero, then the current basic
feasible solution is optimal. Otherwise, select the nonbasic variable with the lowest (most
negative) value in the rel. profits row to enter the basis.
B. Second Approach
Example: minimize Z  40 x1  36 x2 becomes maximize Z  40 x1  36 x2 , and then set the
required minimum value to be the negative of the solution you obtain.

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