Simplex Method

What is Simplex Method

Simplex Method is used for calculating the

optimal solution of the linear programming
problem.
 Conditions for Simplex Method

1. The right side of the constraint

equation should be positive. If it is
negative then we have to make it
positive by multiplying it by ‘-1’.

2. All the variables should be positive.

2.

Xi ≥ 0 ∀ i ∈ I
 Advantages of Simplex Method

1. Using Graphical method we can only solve the

constraints with 2 variables at best. But in
Simplex method there is no such limitations, we
can solve constraints with any number of
variables.
2. Simplex method can be computerized and
automated.
3. It automatically stops when optimal solution is
found.
 01
Maximization
using Simplex Method
 Maximization Problem

Ritu holds two part-time jobs, Job 1 and Job 2.

She never wants to work more than a total of 12
hours a week. She has determined that for every
hour she works at Job 1, she needs 2 hours of
preparation time, and for every hour she works
at Job 2, she needs one hour of preparation
time, and she cannot spend more than 16 hours
for preparation. If she makes ₹40 an hour at Job
1, and ₹30 an hour at Job 2, how many hours
should she work per week at each job to
maximize her income?
 Maximization Solution

X1 = The number of hours per week Ritu will work at Job 1

X2 = The number of hours per week Ritu will work at Job 2

Z = 40*X1 + 30*X2
X1+ X2 ≤ 12
2*X1 + X2 ≤ 16
X1 ≥ 0 , x2 ≥ 0

Z = 40*X1 + 30*X2 + 0*X3 + 0*X4 --------E1

X1+ X2 + X3 = 12 --------E2
2*X1 + X2 + X4 = 16 --------E3
X1 ≥ 0 , X2 ≥ 0 , X3 ≥ 0 , X4 ≥ 0

Now we will make initial table for following equations:

 Maximization Solution

Initial Table:

Z X1 X2 X3 X4 RHS B.V. Ratio Test

1 -40 -30 0 0 0 Z=0

0 1 1 1 0 12 X3 = 12 12

0 2 1 0 1 16 X4 = 16 8

Z is increasing rapidly with increase in X1,

Here X1 = entering variable
2 is pivot point
And X4 is leaving variable
 Maximization Solution

X1 is entering variable so we have to make its coefficient = 1 in E3 and Zero in

other equations.

E3’ = E3 / 2 Z X1 X2 X3 X4 RHS
1 -40 -30 0 0 0
E1’ = E1 + E3’ * 40 0 1 1 1 0 12

E2’ = E2 - E3’ 0 2 1 0 1 16

E1’ ⇒ Z + 0*X1 - 10*X2 + X3 + 20*X4 = 320

E2’ ⇒ 0*X1 + 0.5*X2 + X3 - 0.5*X4 = 4
E3’ ⇒ X1 + 0.5*X2 + 0*X3 + 0.5*X4 = 8
 Maximization Solution

First Table:

Z X1 X2 X3 X4 RHS B.V. Ratio Test

1 0 -10 0 20 320 Z = 320

0 0 0.5 1 -0.5 4 X3 = 4 8

0 1 0.5 0 0.5 8 X1 = 8 16

Z is increasing rapidly with increase in X2,

Then X2 = entering variable
0.5 is pivot point
And X3 is leaving variable
 Maximization Solution

X2 is entering variable so we have to make its coefficient = 1 in E2 and Zero in

other equations.

E2’ = E2 * 2 Z X1 X2 X3 X4 RHS
1 0 -10 0 20 320
E1’ = E1 + E2’ * 10 0 0 0.5 1 -0.5 4

E3’ = E3 - 0.5*E2’ 0 1 0.5 0 0.5 8

E1’ ⇒ Z + 0*X1 + 0*X2 + 10*X3 + 10*X4 = 400

E2’ ⇒ 0*X1 + X2 + X3 - X4 = 8
E3’ ⇒ X1 + 0*X2 - 0.5*X3 + X4 = 4
 Maximization Solution

Second Table

Z X1 X2 X3 X4 RHS B.V. Ratio Test

1 0 0 10 10 400 Z = 400

0 0 1 1 -1 8 X2 = 8

0 1 0 -0.5 1 4 X1 = 4

There is no negative coefficient of non basic variable and also value of

Z is not increasing. This means our solution is optimal.

Z = 40*X1 + 30*X2
Z = 40*4 + 30*8 = 160 + 240
Z = 400
 Maximization Solution

● Now we get our optimal solution.

● Optimal BFS Z = 400

● Basic variables X1 = 4
X2 = 8

● This method is very fast : Solution in three steps

● We get better solution as we proceed

( First value of Z = 320, Second value of Z = 400)

● It automatically stopped when optimal solution is found.

 02
Minimization
using Simplex Method
 Minimization Problem

Minimize Z described by variables x1, x2, x3.

Objective function, Z = x1 - 3x2 + 2x3

This is subjected to constraints:

3x1 - x2 + 3x3 <= 7
-2x1 + 4x2 <= 12
-4x1 + 3x2 + 8x3 <= 10

x1, x2, x3 >= 0

 Minimization Solution

Introducing Slack variables:

3x1 - x2 + 3x3 + S1 = 7
-2x1 + 4x2 + S2 = 12
-4x1 + 3x2 + 8x3 + S3= 10

Z = x1 - 3x2 + 2x3 + S1 + S2 + S3
 Simplex Table I

Cj 1 -3 2 0 0 0
CBi Soln Ratio
B.V. x1 x2 x3 S1 S1 S3

0 S1 3 -1 3 1 0 0 7 -7

0 S2 -2 4 0 0 0 0 12 3

0 S3 -4 3 8 0 0 1 10 3.33

Zj 0 0 0 0 0 0 0

Cj - Zj 1 -3 2 0 0 0

Zj = CBi * Basic variable coefficient of corresponding column

 Simplex Table II

Cj 1 -3 2 0 0 0
CBi Soln Ratio
B.V. x1 x2 x3 S1 S1 S3

0 S1 5/2 0 3 1 1/4 0 10 4

-3 x2 -1/2 1 0 0 1/4 0 3 -6

0 S3 -5/2 1 8 0 -3/4 1 1 -2/5

Zj 3/2 -3 0 0 -3/4 0 -9

Cj - Zj -0.5 0 2 0 3/4 0

For Rows, New value = Old value - (corresponding Key column

value * corr. New value of the Key Row)
 Simplex Table III

Cj 1 -3 2 0 0 0
CBi Soln Ratio
B.V. x1 x2 x3 S1 S1 S3

1 x1 1 0 6/5 2/5 1/10 0 4

-3 x2 0 1 3/5 1/5 3/10 0 5

0 S3 0 0 11 1 -1/2 1 11

Zj 1 -3 -3/5 -1/5 -8/10 0 -11

Cj - Zj 0 0 13/5 1/5 8/10 0

 Minimization Solution

Here the solution obtained is optimal as Cj - Zj >= 0 for all

variables.

The optimal solution is Zmin = -11 for x1 = 4, x2 = 5, x3 = 0.

 Summing up

Step 1: Standard Form.

Step 2: Determine Slack Variables.

Step 3: Setting up the Tableau..

Step 4: Check Optimality.

Step 5: Identify Pivot Variable.

Step 6: Create the New Tableau.

Step 7: Check Optimality.

Step 8: Do it until you find the optimal solution.

 Limitations of Simplex Method

1. It is a complicated process and requires many

steps to reach optimal solution.
2. It is much computational and can be done by
computer.
3. It can give results which are impractical, Like
fractional value of labour.
4. This method comprises of many conceptual,
technical aspects which need thorough
understanding.
Thanks!
Do you have any questions?

Our Team

Nikhil Yadav : 18110107

Rachit Shrimal : 18110134

Vakil Yatharth : 18110184

Yash Meshram : 18110192