Linear Programming Problem

(Simplex Method)
Course Code: MAT2003

Dr. Sukanta Nayak

Department of Mathematics
School of Advanced Sciences
VIT-AP University, Andhra Pradesh
Email: sukantgacr@gmail.com
 Outline
 Preliminaries

 Examples

 Reduction of feasible solution to a basic feasible

solution

 Example
 Preliminaries
Let us consider an LPP consists of n decision variables and m (m≤n)
constraints. Then the simplex method can reduce an infinite number
of solutions to a finite number of promising solutions by using the
following steps.
STEP 1: After converting the given LPP to standard form, we get
(𝑚 + 𝑛) variables. Then the initial solution can be found by setting 𝑛
variables equals to zero and the remaining m equations are solved to
get the solution. The obtained solution exists and is also unique. Here,
the 𝑚 variables are called basic variables and they form a basic
solution whereas 𝑛 zero variables are known as non-basic variables.

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 Preliminaries
STEP 2: The variables must satisfy the non-negative restrictions i.e.
variables must be non-negative. But, some of the basic solutions
possess negative valued variables and those solutions are called
infeasible solution which is discarded. As such, the process starts with
a basic solution which contains non-negative variables. Then the next
basic solution also followed the same non-negative restriction which
ensures the feasibility condition. Such a solution is called a basic
feasible solution. If all the variables in the basic feasible solution are
positive, then it is called a non-degenerate solution and if some of the
variables are zero, it is called a degenerate solution.

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 Preliminaries
STEP 3: A new basic feasible solution may be obtained from the
previous one by equating one of the basic variables to zero and
replacing it by a new non-basic variable. The eliminated variable is
called the outgoing variable while the new variable is known as the
incoming variable.
It is noted that the incoming variable must improve the value of the
objective function which should obey the optimality condition. These
steps are repeated until no further improvement is possible. Finally,
the resulting solution is called the optimal basic feasible solution. In
other words, we may say that the simplex method is based on the
feasibility and optimality conditions.
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 Example 1
Find all the basic solutions of the following system of equations
identifying in each case the basic and non-basic variables
2𝑥1 + 𝑥2 + 4𝑥3 = 11,
3𝑥1 + 𝑥2 + 5𝑥3 = 14.
Investigate whether the basic solutions are degenerate basic solutions
or not. Hence find the basic-feasible solution of the system.
Solution: Since there are 𝑛 = 3 variables and 𝑚 = 2 constraints in
this problem, a basic solution can be obtained by setting any one
variable equal to zero and then solving the resulting equations. Hence,
the total number of basic solutions will be 𝑛𝐶 𝑚 = 3𝐶 2 = 3.

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 Example 1

Is the
Is the
No. of Basic Non- solution
Values basic solution
basic variable basic Solution feasible?
variables degenerate
solution s variables (are all 𝑥𝑗 >
?
0?)
𝟐𝐱 𝟏 + 𝐱 𝟐 = 𝟏𝟏 𝐱 𝟏 = 𝟑,
1. 𝐱𝟏, 𝐱𝟐 𝐱𝟑 Yes No
𝟑𝐱 𝟏 + 𝐱 𝟐 = 𝟏𝟒 𝐱𝟐 = 𝟓
𝐱 𝟐 + 𝟒𝐱 𝟑 = 𝟏𝟏 𝐱 𝟐 = 𝟑,
2. 𝐱𝟐, 𝐱𝟑 𝐱𝟏 No Yes
𝐱 𝟐 + 𝟓𝐱 𝟑 = 𝟏𝟒 𝐱 𝟑 = −𝟏

𝟏
𝐱𝟏 = ,
𝟐𝐱 𝟏 + 𝟒𝐱 𝟑 = 𝟏𝟏 𝟐
3. 𝐱𝟏, 𝐱𝟑 𝐱𝟐 Yes No
𝟑𝐱 𝟏 + 𝟓𝐱 𝟑 = 𝟏𝟒 𝟓
𝐱𝟑 =
𝟐
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 Example 2
Find an optimal solution to the following LPP. Compute all basic
solutions and find the solution which maximizes the objective
function.
2𝑥1 + 3𝑥2 − 𝑥3 + 4𝑥4 = 8,
𝑥1 − 2𝑥2 + 6𝑥3 − 7𝑥4 = −3,
𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 ≥ 0.
Maximum 𝑍 = 2𝑥1 + 3𝑥2 + 4𝑥3 + 7𝑥4
Solution: In this problem, there are 4 variables and 2 constraints. So,
a basic solution can be obtained by taking any two variables equal to
zero and then solving the resulting equations. Accordingly, the total
number of basic solutions are 4𝐶 2 = 6.
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 Example 2
Is the solution
No. of basic Non-basic Is the solution
Basic variables Values basic variables Solution feasible? (are all Value of 𝑍
solution variables optimal?
𝑥𝑗 > 0?)

𝐱 𝟑 = 𝟎, 𝟐𝐱 𝟏 + 𝟑𝐱 𝟐 = 𝟖 𝐱 𝟏 = 𝟏,
1. 𝐱 𝟏, 𝐱 𝟐 Yes 8 No
𝐱𝟒 = 𝟎 𝐱 𝟏 − 𝟐𝐱 𝟐 = −𝟑 𝐱𝟐 = 𝟐

𝟏𝟒
𝐱𝟏 = − ,
𝐱 𝟐 = 𝟎, 𝟐𝐱 𝟏 − 𝐱 𝟑 = 𝟖 𝟏𝟑
2. 𝐱 𝟏, 𝐱 𝟑 No - -
𝐱𝟒 = 𝟎 𝐱 𝟏 + 𝟔𝐱 𝟑 = −𝟑 𝟔𝟕
𝐱𝟑 = −
𝟏𝟑
𝟐𝟐
𝐱𝟏 = ,
𝐱 𝟐 = 𝟎, 𝟐𝐱 𝟏 + 𝟒𝐱 𝟒 = 𝟖 𝟗
3. 𝐱 𝟏, 𝐱 𝟒 Yes 10.3 No
𝐱𝟑 = 𝟎 𝐱 𝟏 − 𝟕𝐱 𝟒 = −𝟑 𝟕
𝐱𝟒 =
𝟗
𝟒𝟓
𝐱 𝟏 = 𝟎, 𝟑𝐱 𝟐 − 𝐱 𝟑 = 𝟖 𝐱𝟐 = ,
𝟏𝟔
4. 𝐱 𝟐, 𝐱 𝟑 Yes 10.2 No
𝐱𝟒 = 𝟎 −𝟐𝐱 𝟐 + 𝟔𝐱 𝟑 = −𝟑 𝟕
𝐱𝟑 =
𝟏𝟔
𝟏𝟑𝟐
𝐱𝟐 = ,
𝐱 𝟏 = 𝟎, 𝟑𝐱 𝟐 + 𝟒𝐱 𝟒 = 𝟖 𝟑𝟗
5. 𝐱 𝟐, 𝐱 𝟒 No - -
𝐱𝟑 = 𝟎 −𝟐𝐱 𝟐 − 𝟕𝐱 𝟒 = −𝟑 −𝟕
𝐱𝟒 =
𝟏𝟑
𝟒𝟒
𝐱𝟑 = ,
𝐱 𝟏 = 𝟎, −𝐱 𝟑 + 𝟒𝐱 𝟒 = 𝟖 𝟏𝟕
6. 𝐱 𝟑, 𝐱 𝟒 Yes 28.9 Yes
𝐱𝟐 = 𝟎 𝟔𝐱 𝟑 − 𝟕𝐱 𝟒 = −𝟑 𝟒𝟓
𝐱𝟒 =
𝟏𝟕
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 Example 3
Using matrix-vector notation, show that the following linear
equations have degenerate solutions
2𝑥1 + 𝑥2 − 𝑥3 = 2
3𝑥1 + 2𝑥2 + 𝑥3 = 3
5 1
Solution: The solution 𝑥1 = 0, 𝑥2 = and 𝑥3 = − is not feasible.
3 3
The remaining solutions 𝑥1 = 1, 𝑥2 = 0 and 𝑥3 = 0; and 𝑥1 = 1,
𝑥2 = 0 and 𝑥3 = 0 are a degenerate basic feasible solution.

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 Reduction of feasible solution to a basic feasible
solution
Consider an LPP with 𝑚 constraints and 𝑛 variables where 𝑚 < 𝑛.
The constraints are in the form of the following equations
𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑏1
𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2
⋮
𝑎𝑚1 𝑥1 + 𝑎𝑚2 𝑥2 + ⋯ + 𝑎𝑚𝑛 𝑥𝑛 = 𝑏𝑚 .
The coefficient matrix is defined as
𝑎11 𝑎12 ⋯ 𝑎1𝑛
𝑎21 𝑎22 ⋯ 𝑎2𝑛
𝐴= ⋮ ⋮ ⋱ ⋮ .
𝑎𝑚1 𝑎𝑚2 ⋯ 𝑎𝑚𝑛
Suppose there exists a feasible solution then this feasible solution can
be reduced to a basic feasible solution if we consider the following
steps.
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 Reduction of feasible solution to a basic feasible
solution
STEP 1: If the column vectors of 𝐴 are linearly dependent then we may
express the column vector 𝑣𝑗 = 𝑎1𝑗 𝑎2𝑗 ⋯ 𝑎𝑚𝑗 𝑇 ∈ 𝐴, 𝑗 =
1, 2, ⋯ , 𝑛 as linear combinations the other column vectors. That is for
scalars 𝛼𝑗 , we may write 𝑣𝑗 = 𝛼1 𝑣1 + 𝛼2 𝑣2 + ⋯ + 𝛼𝑛 𝑣𝑛 .
𝑥𝑗
STEP 2: Compute the ratios ; 𝛼𝑗 > 0 and choose the minimum value
𝛼𝑗
𝑥𝑘
say .
𝛼𝑘
STEP 3: Reduce the value of the variable corresponding to the minimum
𝑥𝑘
ratio to zero.
𝛼𝑘
STEP 4: The values of new variables are
𝑥𝑘
𝑥𝑗′ = 𝑥𝑗 − 𝛼𝑗 .
𝛼𝑘
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 Example 4
Let, 𝑥1 = 2, 𝑥2 = 4 and 𝑥3 = 1 be a feasible solution to the following
system of equations
2𝑥1 + 𝑥2 + 2𝑥3 = 2
𝑥1 + 4𝑥2 = 18
Reduce the given feasible solution to a basic feasible solution.

Solution: The given system of equations can be represented as the

matrix equation
𝑥1
2 1 2 𝑥 2
2 =
1 4 0 𝑥 18
3
2 1 2 2
Here, the coefficient matrix 𝐴 = 𝑣1 𝑣2 𝑣3 = ;𝑏 =
1 4 0 18
𝑥1
and 𝑥 = 𝑥2 .
𝑥3
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 Example 4
As the rank of 𝐴 is 2, we may write to anyone vector 𝑣𝑖 , 𝑖 = 1, 2, 3 as
a linear combination of the other two.
Let us consider 𝑣3 = 𝛼1 𝑣1 + 𝛼2 𝑣2 . That is
2 2 1
= 𝛼1 + 𝛼2 .
0 1 4
8 2
After solving the above equations, we get 𝛼1 = and 𝛼2 = − .
9 9
We can write the same
8 2 2 1 2
− − = 0.
9 1 9 4 0
8 2
where, 𝛼1 = , 𝛼2 = − and 𝛼3 = −1.
9 9
𝑥𝑗 2 4 1 9
Now, min ; 𝛼𝑗 > 0 = 8 , 2, = .
𝛼𝑗 − −1 4
9 9

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 Example 4
Hence, the new variables are
9 8
𝑥1′ =2− = 0,
4 9

9 2 9
𝑥2′ =4− − = ,
4 9 2

9 13
𝑥3′ =1− −1 = .
4 4

Therefore, the required basic feasible solution is

9 13
𝑥1 = 0, 𝑥2 = and 𝑥3 = .
2 4

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 References
1. S. S. Bhavikatti (2010), Fundamentals of Optimum Design in
Engineering. New Delhi: New Age International (P) Limited
Publishers.
2. K. Deb (2004), Optimization for Engineering Design
Algorithms and Examples. New Delhi: Prentice-Hall of India.
3. S. Nayak (2020), Fundamentals of Optimization Techniques
with Algorithms. Academic Press, San Diego, California, USA.
4. S. S. Rao (1995), Optimization Theory and Applications. New
Delhi: New Age International (P) Limited Publishers.

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