4 Chapier 3 LINEAR PROGRAMMING— SIMPLEX METHOD © Introbuction The graphical method for solving linear programming problem is used when only two variables are considered. If more than two variables are involved, graphical method fails to provide a solution to the problem. We can solve the problem with two or more than two variables by using a systematic method, called Simplex Method. | © Simptex MetHoo ‘Simplex method is most widely used method for solving a linear programming problem involving two or more variables. It was developed by Dantzing. Simplex method is an iterative procedure for finding in a systematic manner an optimal solution to a linear programming problem. It is a useful method because it considers only those feasible solutions which are provided by the corner points and that too not all of them. In graphical method, itis essential to test each corner point. Thus, with this method, we have to consider minimum number of feasible solutions to reach an optimal solution. Moreover, Simplex method provides a more systematic procedure for moving from one corner point to the other always maintaining or improving the objective function until an optimal solution is reached, Co Stack AND Surptus VARIABLES The variable required to convert ‘less than’ type of inequality (S) into an equation is called a slack variable and it represents the unused capacity. Slack variables are always non-negative, ie., positive. The variable required to convert a “greater than” type of inequality (2) in to an equation is called a surplus variable and it represents the excess what is generated over the requirement. Slack variables are added on L.HLS. of ‘Less than’ inequality (S) whereas surplus variables are subtracted from the L.H.S. of ‘greater than’ type of inequality (). CO Some Derinitions C; + C denotes profits per unit Z,: Z, represents the amount by which profit would be reduced if one of the variable isadded to the basic variables. To obtain, Zj value for a particular column, we multiply each coef Seanned wek CamScanner58 Operations Research that column by the value in C, column against these coefficients and add up the products so obtained. G;: Z, represents the net loss which would result from adding one unit of variable in the basic variable. In the simplex table, C; - Z; row is called Net Evaluation Row (N.E.R.). © Totat Prorit ‘Total profit is the sum of the products of the values in solution column with the corresponding values in the C, column. GF Simptex MetHop For Sowvinc Maximisation ProsLems Simplex method for solving maximisation problem involves the following steps: StepI = First we convert all the inequalities of the constraints into equations by adding slack variables. Step II: Start with zero solution, that is, determine the initial basic feasible solution by starting at the origin, Step II: Write the initial Simplex Table Step IV: Calculate Z, row (Z; is inner product of G and X) StepV _: Calculate G, ~ Z; row and select the most postive value in C, ~ Z, row. Step VI: The most postive value in C, ~ Z; row determine the key column and thus determine the entering variable. Step VII: Develop ratio column for the column of entering variable. Step VIII : Select the minimum ratio and thus determine the key row. The row containing the minimum positive ratio is the key row and the variable corresponding to it is the departing variable. Step IX : Determine the key element, i.¢., the element at the intersection of the key column and key row. StepX + Inthe key column, we make the key element unity by dividing its row by the key element itself. Then we make all other elements of its column (called key column) to zeros by making use of the following formula: New value for an element in other row = Old value - Corresponding value in key column x corresponding new value of key row Repeat steps V to X tll no postive values exist in the index row G; - Z,or stop when all the elements in C, ~Z; < 0 which means that the optimal solution has been obtained. Note 1: For maximisation problem the optimal solution occurs when all the values in C, = 6-429 then the solution can be improved. Step XI: <0. Ifat least one Seanned wiek CamScannerLinear Programming—Simplex Method 59 Note 2: In some books, instead of calculating the value of C, ~ Z, rw, the value of Z, ~ C, row is calenlated. In such a case, optimal solution occurs when all C, ~ Z, = 0. Note 3: Answer in both the cases will be the same. The following examples illustrate sohution procedure adopted under Simplex Method for solving LPP: Example 1. Use Simplex Method to solve LPP Maximise Z = 14x +12 Subject to 3x + 2y 58 ox tdys8 and x= 0,y=0 Solution: Introducing slack variables S, and Max. Z = ldx + 12y + 05, + 08, Subject to 3x + 2y + 18, + 05y = 8 2x + dy + 0S, + 1S, = 8 Initially when x = 0, 10 convert inequaliti = 0, we get S; = 8, 5, =8 Initial Simplex Table into equations, key row 14 12)0)0 Crow ceo. | Basic | sowtion| x | y |s,|s,] Ratio Variable (BV) | Values sy) R, | 0 Ss; 8 @ 2 }1]0 rR, | 0 S 8 2 eatin Zz 0 0 o Jojo Gz, 141 | 12 Jolo key col In G,: Z; row, the most positive value is 14. So the column containing 14 is the key = 3) isthe minimum ratio, therefore, row containing 5; is the key row element at the intersection of the key row and key column is 3 which is key element. Entering variable is x and departing vari le is 7 Now, in the key column, we make key element as unity and all other elements as zero by using the following row operations: 8 Seanned wiek CamScanner60 Operations Research 1-2« ‘Simplex Table I! (introduce x and drop S,) e14 | t12] 0] 0 ~ Grow : Solution | Basic Variable Values x y Ss, Ratio col (BV) (sv) 8 1 813 14 x 5 1 a || on: 1 Seanned wiek CamScannerLinear Programming—Simplex Method 61 ing 8 is the key column, So, the column con} In G,-Z, row, the most positive value is element at ) is the minimum ratio, therefore, row containing Sy is the key row. The 33 the int 8 rsection of the key row and key column is 5 which is key element. Entering variable is y and departing variable is S,. Now, in the key column, we make key clement as unity and all other elements as zero by using the following row operations: 3 Ry=3 ri 8 2 8 2y4e2 363 Ox= 1-=x0=1 2.2 2 2y4e 3.3 2 ‘Simplex Table Ill (Introduce y and drop S,) U4 <2 oO Oo C Tow aa. ‘apie | Solution C01. | Basic Variable | ‘Paice : ; ‘; (ev) (sv) = Ry} 14 x 2 1 0 ; ev 4 R, 12 y 1 0 1 . + 3 8 |__| Z, 40 14 12 4 C-Z 0 0 4 Seanned wek CamScanner= ee Operations Research Since, all the elements in C,~ Z, row < 0, we have the optimal solution which is given by: x= 2,y=1and Max. Z = 40 Example 2. Solve the following LPP by Simplex Method: Maximise Z = 80x +100y x+2y 5720 5x + ty < 1,800 3x+y $900 and xy 20. Solution: Introducing slack variables S,, Sy and S, to convert inequalities into equations, we get Max. Z = 80x + 100y + 05, + 0S, + 055 Subject tox + 2y + 18, + 0S, + 05, = 720 bx + 4y + OS, + 18, + 055 =1,800 3x +y + 05, + OS, + 1S, = 900 ly, when x = 0, y = 0, we get S, = 720, Sy = 1,800, 5, = 900 Initial Simplex Table z80 | t100 | 0 | o 0 Crow ‘4 Solution S| Basic Variable | “Vives x y Ts}s] os Ratio col. (ev) (sv) od ke ey R,| 0 Ss; 720 1 a 1] 0 0 me. 360 | row 1,800 _ R,| 0 Sy 1,800 5 4 fol}4 oP a50 900 _ R,| 0 Ss 900 3 1 o}o 4 = = 900 oO o o oO oO oO 4 iL al [7 G-z, 80 toot | o | o 0 | a ES key col. In the G,~ Z, row, the most positive value is 100. So, the column containing 100 is the key column. As 360 | = a is the minimum ratio, therefore, the row containing 5, is the key TO™* ‘The element at the intersection of the key row and key column is 2 which is key element. Seanned wek CamScannerLinear Programming—Simplex Method Entering variable is y and departing variable 63 Now in the key column, we make key element as unity and all other elements as zero by using the following row operations: R= R,- AR, R= R,-1R, 900-1 x 360 = 540 1 1,800 ~ 4 x 360 = 360 720x4 =360 2 11 1 Ixnse §-4x==3 *2°2 2 ~axt= axt txtat 22 0-4%x0=0 tat ‘Simplex Table It (Introduce y and drop S,) ze0 | 100] 0 | 0 | 0 | —crow Solution G | Basic Variable | “Vatues x y S| Ratio col} @V) (sy) 1 1 R:,| 100 y 360 7 115 ]o]o 360 0 S 360 0 2}1fo MeO aE 5 1 540 7 - 1 296 = 540 R,| 0 Sy 540 z 0 2 | 9] 1 |2%=F5 Zz 30,00,000] 50 | 100 | 50 | o | o 30t 0 -50 oO oO Seanned wk CamScannerOperations Resear 64 en Iucin 6,~Z, row, sothe column containing 308 the key column, As 30 is most positive value j i y containing Sy is the key row, The 120 (-2 is the minimum ratio, therefore, the row containing S, lemeny SO; element. 3 which is k at intersection of key row and key column is 3. 3 g variable is Sy. Entering variable is x and departing variable is S, ity er elem: Now, in the key column, we make the key element as unity and other elements aS zero by using the following row operations: ee -5R% ss 2 5 360 - } «120 = 300 540 - 5120 = 240 Simplex Table Il (Introduce x and drop S,) x80 [e100] 0 [oo] Grow 1 7 Solution Basic Variable G;col. Values x y Ss (ev) (Sv) rR", | 100 y 300 0 1 9 rR’, | 80 x 120 1 0 so r,| 0 Ss 240 0 0 1 2) 39,600 80 100 | 30 | 10] 0 | G-z, 0 o | -30 [-10] 0 Seanned wek CamScannerLinear Programming—Simplex Method 65 Since, all the values in C,—Z; row = 0, we have the optimum solution which is given as: x = 120, = 300, Max. Z = 39,600 Example 3. Solve the following LPP by Simplex Method: Max. Z = 2x, +3x, +7x, Subject to: 3x, + 2x, + 4x, < 100 xy + dx, + 2x; $100 +x, + 3x, < 100 and XpXyXy BO. Solution: Introducing slack variables S,, We get Max. Z = Quy + Bxy + Txy + 08, + OS, + OS, Subject to 3x, + Qxy + 4xy + 1S, + OS, + OS, = 100 x1 + dx, + 2xy + OS, + 1S, + OS, = 100 xy +p + 3xy + OS, + OS, + 1S, = 100 Xs Xo Xyy Spy Soy Sy 20 and Sy to convert inequalities into equations. Initially, when x, = 0, xy = 0, x5 = 0, we get S, = 100, Initial Simplex Table Grow] 2 3 7 [o]o]0] Ratio : in Solution G, | Basic Variable | Sno" x % % s, s, col} (BV) (sv) + 25 ke} Rr, | 0 S; 100 3 2 1}o0]o ton Rr, | 0 S2 100 1 4 2 ofi|o 50 R, oO Ss 100 1 1 3 i) 0 1 33.33 Z 0 0 0 fo|lo|o | G-Z, 2 3 7 ofofo tkey col. As 7s the most positive value in G,~ Z row. The column containing 7 is the key column. As 25 ( 100) isthe minimum ratio, therefore, the row containing S, is the key row. The element at the intersection of the key row and key column is 4 which is called key element. Entering variable is x, and departing variable is S). Now, in the key column, we make key element as unity and all their elements zero by using the following row operations: Seanned wek CamScanner66 oF Operations Research Ry -2R, y= Ry-3Ry 400-2 « 25 = 50 100-3 « 25 = 25 t-2x3 t1-3x32-5 a4 2-2%1=0 1 3 o-3x4=-3 oxt=-3 2021 0-3%0 0-2x0=0 1-3%0= ‘Simplex Table I (Introduce x, and drop S,) Grow] 2 3 7 Jo]o|o . Solution G, | Basic variable} “ues | x, % x |s,}s.|s, | Ratio co} BY) ca }7 | « a= | 2 ft] + {efoto 1 0 S 50 +} 3 o |-3]1]° 5 4 ° Ss 25 4yoilc lols 21 7 7 1 = > = 4 LG 4 2 7 Z}o]o G-% = a3 1 0 o}o 4 2 Seanned wek CamScannerLinear Programming—Simplex Method 67 Since, all C;~ Z; = 0, this is an optimal solution which is given by x1 = 0,%) = 0,x, Max. Z = 125 Example 4. Solve the following LPP by Simplex Method: Max. Z = 3x, + 2xy + 5x, Subject to: x, +x, +x,59 2x, + 3x, + 5x, S30 2x, xy) ~x, 58 and Xp Xp 520. Introducing slack variables 5,, Sy and S, to convert inequalities into equations, we get: Max. Z = 3x, + 2xy + 5xy + 0S, + 0S, + 0S, Subject tox, + xy +x, + 1S, + 0Sy + 0S, = 9 2x, + Bxy + Sxy + 0S; + 1Sy + 05, = 30 2x) xy +x, + OS, + 18, +05, = 8 20 5 = 0, we get $, = 9, Sy = 30, 5 Initial Simplex Table po Kay Ray Spe Sq Initially, when x, = x, T Grow | 3 | 2 5 o}olo c, | Basic | Solution i Variable | Values | x, X X S, | S| S, | Ratio col. (ev) (sv) | 9 R,| 0 Ss; 9 1 1 1 1}o]o] 7=9 30 R] 0 S& 30 2] 3 5 oft pols key row R,] 0 Sy 8 2 1 1 0 | 0 | 14 | Neglect Zz o | o 0 o}ol}o G-z, 3 | 2 5 o}o}o tkey col. Seanned wk CamScanner68 Operations Researey, Here, the key element is 5. Now Sy is replaced by x3. Perform the following operations, RY=R, -1R', Ry AR, 6 9-1%*6=3 8+1*6=6 2 2_3 ZI 1x2 5 cae ciaG| 3 3 Ss 1x3 5 hes 5 ori mie 1+1x1=0 7 1-1«1=0 1-1%0= 0+1«0=0 O+txtit 55 0-1x0= 1+1%0=4 Simplex Table Il (Introduce x, and drop S,) Crow 3 2 |5]fofofo c, | Basic | Solution 1 | Variable | Values x X % | S, |S, |S, | Ratio col (BV) (sv) s, a 2 1 ul <5 | keyrow R, | 0 7 F 1|-g] 0 2 3 R,| 5 x 6 ; z]1fo}t}o} 1 12 2 1 33 R,| 0 Sy 14 5 5] oO]o0 gz] 1 a Z = 2 3 [5s fofafo G-Z 1 O10} 0 larlo 1key col. Since, not all G;~Z, $ 0, this is not an optimal solution, Seanned wek CamScannerRr’, Ry ale 2 os: oxS20 0-2x0=0 ‘Simplex Table III (Introduce x, and drop S,) Cc row 3 2 5 oO cv) o c Basic | Solution ‘i | Variable | Values x, x | x | S| S] Ss Ratio coll |v) (sv) 2 5 1 3 x 5 1 s 0} 3 {-3]° 4 2]1 5 Xs 4 0 ej Gleslate 0 ‘Ss 2 0 E20 4a al an 5 2 4 - Ss ] a | sia]? C-Z, 0 -5 | 0 |_5|_2] 0 3 3 3 Seanned wek CamScanner70 Operations Researy Since, all G, Max. Bx, = xy + xy +5 x 4 = 35 Example 5. Solve the following LPP by Simplex Method: Max. Z = 16x + 8y Subject to: x + y < 200 xs 125 6x +3y < 900 %y20 Solution: Introducing slack variables $1, 5, and S, to convert in equalities into equalities, we get: Maximise Z = 16x + 8y + 0S, + 0S, + 0S, Subject tox + y + 18, = 200 x+ 1Sy = 125 Gx + 3y + 1S, = 900 459.8) Sy S20 Initially, when x = 0,y = 0, we get S, = 200, S, 900 Initial Simplex Table Crow 16 8s Jololo c Basic | Solution 1 | Variable | Values x y 8, ] 8, Ratio col. (By) (sv) R,}| 0 S 200 1 1 |4}o]o 200 + 1 = 200 0 S 125 0 | O14 | o 4125 +4 = 126 key row r, | 0 Sy 00 6 3 }ofo]4 ° o Jofolto 16 8 |oJlol}o tkey col. = Seanned wiek CamScannerLinear Ry R. Programming—Simplex Method Key element 1, 8, is replaced by x, Perform the following operations: a » Ry , Ret R=R,-1R, 125 200-1 * 125 = 75 900 - 6 x 125 = 150 1 1-1"1=0 6-6%1 0 1-1x021 3-6*0 0 0-6x0 1 0-6*1=-6 0 0-1x0=0 1-6x0 Simplex Table I (Introduce x, and drop S,) 16 8 ofofo Basic | Solution Cycol.| Variable | Values x y |S /S1)8, Ratio (BV) (sv) 0 Ss; 75 0 1 1[-1[0 75+ 1=75 16 x 125 1 0 ofiafo Neglect 0 Sy 150 0 ) | o [6] 4 | -180+3=50key row | Zz 16 o |o|ftwlo | C-2Z, 0) 8t o |-16] 0 key col, Key element = 3, S, replaced by y. Perform the following operations: R= RAR R= R',- OR’, 75-1 %50=25 125 0-1*0=0 1 1-1"1=0 0 Ox-=0 1-1* 0 -1-4«(2)=1 1 o-tx3--4 0 Seanned wiek CamScannera . Operations Reseany | Simplex Table It! (Introduce y and drop S,) Grow 16 8 od a 0 Basic Variable | Solution s, s. Coa eM) Values (SV) * y ' a s eral 5 25 o o 1 1 + 16 x 125 1 0 0 1 0 1 be y 50 0 1 0 -2 3 8 Zz 16 8 ° o ; G-Z 0 0 0 0 = 3 Since, all G;- Z; 5 0, we have the optimal solution which is given by x= 125, = 50 Max. Z = 16x + 8y = 16 x 125 + 3 x 50 = 2,400. Example 6. Solve the following LPP by Simplex Method: Max. Z = 30x, + 40x, + 20x; to: 100x, + 120x, + 70x; $ 1,00,000 7x, + 10x, + 8x; = 8,000 xy +x, +x; $1,000 Subje Xp Xp; 20 Introducing slack variables 51, S, and S, to convert inequalities into equations we get. Max. Z = 30x, + 40x, + 20x, + 05, + 05, + OS, Subject to: 100x, + 120x) + 70x, + 18, + OS, + 054 = 1,00,000 7x, + 10k, + 8x5 + 05, + 18, + OS, = 8,000 X1 +p +43 + 05, + 0S, + 15, = 1,000 Initially, when x, = 0, x, = 0,.x, = Owe get §, = 1,00,000, Sy = Seanned wek CamScannerLinear Programming—Simplex Method 73 Simplex Table It (Introduce x, and drop S,) Grow 30 | 40 | 20] 0| 0 Jo C; | Basic Variable | Solution 7 i col. (BV) Values (SV) | *1 a) x% | S| S| Ss Ratio 1,00,000 R, |] 0 Ss 1,00,000 too | 120 | 70] 1 | 0 | 0 |~455~=8337 000 _ 00 R, | 0 S; 800 7 a fo|1 fol «45-78 4,000 Ry} 0 Ss 1,000 1 1 1] 0] 0 }1] ~7-=1000 Zz oO oO 0 oO oO G-Z 30 | 401 | 20 | 0 0 key col. ‘As 40 is most positive value in C;~ Z, row, so the column containing 40 is the key column. s the key row. The element 800 As 800 (- w] is minimum ratio, therefore the row containing at the intersection of the key row is 10 which is called key element. Now, in the key column, we make key clement as unity and all other elements zero by using the following row operations: a R=R, -120R, ioe 8,000 x 4 = 800 1,00,000 — 120 x 800 = 4,000 1,000 - 1 x 800 = 200 1 7 7 7_3 —=— 100 - 120 x — = 11 1-1x—=— 0-70 10" “70 “10 1 10x = 120-120*1=0 d-1x15 ox 41 8 8 8.1 —=— 70 -120x — =-26 1-1x— ss 80-70 <0 “1075 oxteo 1-120*0=1 0-1*0=0 10 1 1 1 Jit 0-120 =-12 99 “40 40 4 —=0 0-120x0= -1*0= Ox oO 1x0 Seanned wk Camscanner74 Simplex Table I (Introduce x, and drop S.) | Operations Resear, 30 | 40 | 20} 0 | 0 Jo Crow c, | Basic | Solution y, | Natiable | Values x x | % | Si] Se] Ss Ratio co | ew) (sv) oO S; 4,000 o |-26] 1 |-12]0 Z 4 1 poor 40 % 800 wo | tt}s]°olwl? aig 71448 200 3 1 200 666.67 0 is 4 1 Ss 200 wo | oles]? 30 Z 32,000 | 28 | 40 | 32] 0 | 4 GZ, 2r_[|o |-2] 0 [-4]o key col. As 2 is most positive value of row G,~ Z), so the column containing 2 is the key column. As is the minimum ratio, so the key element is 16. Entering variable x, and departing variables s Sy Now, we make the key element in the key column as unity and all other elements as zero by using the following row operations: 7eR’ 1 4,000 5 = 250 Z 800 ~ — x 250 = 0% 625 77 o-t xt 10 i0%'° 7 a2 axo Seanned wek CamScannerLinear Programming—Simplex Method . 75 lesa (esa 70 10 | 4) 8 1 3 oxt=0 -3x0- “6 t70"° Simplex Table Ill (Introduce x, and drop S,) Grow ] 30 | 40] 20 0 o fo c | Basic | Solution 1 | variable | Values | x, | x, % s, | 3, |S] Ratio col. | (ev) (sv) ; 13 om R', | 30 x 250 1 0 Tonle 7 |° , a [7] s R’, | 40 % 625 ° 1 7 ror etal RD 7 pa | eo ee Rr’, | 0 Sy 125 0 ° iG 7aot|men ltt Z 32500 | 30 | 40] 2075 | + | & Jo a : 7 a] 2 1 5 Gazi ° o | av | 5 | 3 lo —_|__|_ Since, all the elements in C,- Z; < 0, hence we have an optimal solution which is given by: x1 = 250, xp = 625, x, = 0 Max. Z = 32,500. Important Typical EXAMPLES * Problem Related to Negative Constraints ‘The right hand side constraints of LPP should not be negative and if any constraint is negative then we first multiply both sides of the equation by -1 and negative values are converted into positive values. Example 7. Solve the following LPP by Simplex Method: Max. Z = 2Qlx, + 15x, Subject Xy— 2x, 2-6 fx, + 3x, 512 ; Where xX) 50 : Seanned wiek CamScanner76 wi After multiplying it by =1, this equation can be expressed as xy + Wy 56 The given problem can now be expressed as under afier introducing slack v In the above problem the right hand cor hich shall be converted into positive by Max. Z = 21x, + 15xy + 05, + 0S, St. x, + 2x +5, =6 Ax, + Bxy + Sy = 12 Sy, Sy=0 Initially, when x, = 0,5, = 6, Sy =12 Initial Simplex Table _, OPeratons Reston, aint of the fist equation i nega in multiplying the whole equation hye ariables 21 [is] 0 [o C, row Basic Variable | Solution Gycol. ‘ev er Me ee Ratio R, [0 Gi 6 2 [7 [0 6*1=6 R, [_0 Sy 12 o [1 [—12*4=Skeyrow] | Zz 0 ojo | 5-4 a | 15] 0 | o key col. In the G;~Z; row, 21 is most positive value. So the column containing 21 is the key column. f 3(-!2 - As the minimum ratio is 3 (- {| therefore, the row containing S, is the key row. The clement at intersection of the key row and key column is 4, which is the key element. Entering variables is x, and departing variable is S, Now, in the key column we make the key element as unity and other elements as zero by | using the following row operations: Ry Ry=R,-1R, taxt=3 : i 6-1%3=3 1 ae xdet 1 axt *4 5 oxt=0 “4 1 wt Seanned wek CamScannerLinear Programming—Simplex Method 7 Simplex Table Il (Introduce x, and drop S,) 21 | 15 | 0 0 | Grow Basic Variable Solution C,col. Hol (vy Values (Sv) | * 4 {S| % Ry 0 Ss; 3 0 3 1 | 3 1 | 24 % 3 1 a 0 al Zz 63 2 15.75 | 0 5.25 G o [07s] 0 | -525 | Since, all values in C;~ Z,are < 0, we have the optimum solution which is given as: 63, 2M = 3X9 = 0, Max. + Problem of Converting Minimize into Maximise Example 8. Minimize Z = x, —3x, + 2x; | 3x) — ty + 2x S 7, -2e, + 4%, S 12, 4x, + Ixy + 8x, S10 Where xp Xp X20 Solution: Here the objective function is to be minimised with constraints in less than form (s). Here we first change it into a problem of maximisation by using Minimum f(x) = Maximum [-/(x)]. The standard form of LPP Rewrite the problem as Max. Z = 0, + Bx Dey Subject to 3x) xy + 2x5 $7 2x, + dry < 12 “Ax, + Buy + By < 10 Introducing slack variable S,, Sy and S, to convert in equalities into equations, we get, Max. Z =x + Bxy—2Qxy + 08, + OS, + OS, Subject to Ax, + Bry + XyXy ky Sp 8, Initially, when x, = 0, %) = 0,3 = 0, we get S, = 7, 12and Sy = 10 Seanned wek CamScanner78 =< OPeraion Resear, Initial Simplex Table a ]3 -2 o | ° [oT cae c |. Basic | Solution col, | Variable | Values x x X Ss, S |S, Ratio (BV) (sv) T+-4= R o Ss, 7 3 aT 2 1 0 Jo} -7 (Not Considered) R, Ss; 12 -2 @ 0 0 1 | 0] +12+425 Rs Sy 10 4 3 0 o [1] 10+3=35 z 0 0 0 0 0 [0 fo CZ on [sar [|e o [o fo Here, the key clement is 4. Now Sy is replaced by 9. Perform the following operations: 1 R=! Rr, Rear 41K, = 4 * 2 Simplex Table It (Introduce x, and drop S,) a | 3 |[2] 0 Jo fo Grow c, | Basic | Solution col, | Vatiable | Vatues | x, | x, | x] s, | s, Ratio (BV) (sv) 5 1 R, | 0 Ss, 10 a of} 2] 1} sto 1 R,| 3 % 3 t}o}]o] 7 fo 5 3 | 0 S. 1 -s}] o} 5s] o |-3]4 Rs ° 2 4 (Not considered) 3 3 Zi) 2/3 ]o]}] 0 | ]o Tos G-% 9 0 |-Z]o Here, the key element is 5. Now, S; is replaced by x, Seanned wiek CamScanner79 Linear Programming—Simplex Method Perform the following operations: 2 oe eed RY RE RET Lone, RE = R45 R ‘Simplex Table It! (Introduce x, and drop S,) -1 3 2 0 0 0 Crow c Basic Solution col, | Vatiable | Values x X Xy s S |S Ratio - (BV) (sv) R",| -1 x 4 1 0 : 2 % ° R, 3 xX 5 0 1 2 i 3 0 R,| 0 Ss "1 oO 0 10 1 +3 1 a 1 2 1 4 “i 713] 5/5 | 5 |° c-z | o | o |.2] 1} 4] 0 Ak 5 5 5 Since, all C,~ Z; are < 0, we have the optimum solution which is given as: xy = 4, Xp = 5X3 = 0, Max, Z= 11 Min. Z = -Max. Z = -11 (EXERCISE 1 1. Explain the simplex method of solving a LP Problem. 2. Solve the following LPP by Simplex Method: (i) Maximise Z = 25x + 35y Subject to constraints 2x + By S15 3x+y 12 x20,y20 (i) Max. Z = 50x, + 60%, Subject to 2x, + x) $ 330 3x, + dxy = 480 4x, + xy < 812 x 2 0.x, 2 0. Seanned wiek CamScanner80 Two types of commercial boards are required to construct tables and almirahs, For one . A firm can produce two products x and y. Each one gives a net profit of @ 10 and %12 . Solve the following LPP by Simplex Methos (ii) Operations Resear (ii) Use the Simplex method to solve the following LP problems. Max. Z = 3x, + 5g + dey Subject to 2x, + 3xy <8 Qxy + Bry S10 Bx1 + Wy + dys 15 and x, x9x3>0 (fv) Max. Z = 20x, + 30x, Subject to 3x, + 3xy < 36 Bx, + 2x» < 50 2x, + Oxy < 60 Xx 20 (@) Max. Z = 10x, + 15xy + 20x5 | Subject to 2x, + 4x, + Gx, < 24 | 3x, + Ox, + Gx, < 30 Xx) and xy = 0 (vi) Max. Z = x, + Bxy + Bxy Subject to x, + x, +x; $100 3x, + Qvy + 4x5 < 500 X52 0.x) 20,2520 table 12 units of A-type board and 16 units of B-type board are needed. For an almirah 16 units of A and 8 units of B boards are needed. The profit on a table is @ 20 and 2 25 on an almirah. 100 units of board A and 80 units of B are available. How many tables and almirahs should be produced to maximise the profits? Formulate this as a linear programming problem and solve by simplex method. respectively. Firm has 3 machines which are available for maximum of 1,500, 1,500 and 1,000 hours respectively. Each unit of product X uses these machines for 2, 3 and 1 hours respectively. Corresponding figure for product Y are 3, 2 and 1 hours. Find out the optimum product mix. using simplex method. (i) Maximise Z = 4x, + 3xy (ii) Minimise Z = 8x, ~ 2x, Subject to 2x, +x) < 30 Subject to 4x, +2x, <1 me - 2x B-Wand xy, x20 5, 24 and x;, x) 2 0 () «= 3,9 = 3, Max. Z = 180 19/41, x, = 50/41, x, = 62/41 and Max. Z = xy = 9, Max. Z = 330 @) x 0,x = 100 Max. X = 800 144, x. = 12, Max. Z = 7,920 765/41] Max. Z = 44 “ 6, x) = 0,x, = 2 Max. Z =! (iv) @) + a Seanned wek CamScannerLinear Programming—Simplex Method 81 3. x)= 3,%. .Z = 160 4, x; = 300, x) = 300, Max. 5. @x=12 © Simpcex Metxop (or BicM MetHop) ror Sotvinc Minimisation Prosiem So far we have discussed the problem of m constraints were of the type S. But there may be situat function and all constraints are of the type =. In such a case, the simplex method needs some modifications. In this case, we use surplus and art iables. Surplus variables are added into the objective function with ‘O' coefficient. Artificial variables are added with + M coefficient (where Mis very large number) in the objective function and ‘I’ coefficient in the constraints. sation of an objective function where the ns where we have to minimise the objective The solution of the minimisation problem by simplex method also called Big M Method or Artifical Variable Technique involves the following steps: Step I First we convert all the inequations of the constraints into equ introducing surplus and artificial variables. ns by Step II: Start with zero solution, that is, determine the initial basic solution by starting at the origin. Step II Step IV StepV + Calculate G, ~ Z; row and select the highest negative value in C,-Z;. Write the initial Simplex Table. Calculate Z, row (Z; is the inner product of G, and x) Step VI: The highest negative value in C, ~ Z; row determine the key column and thus determine the entering variable. Step VIE. : Develop ratio column for the column of entering variable. Select the minimum ratio and this determine the key row. The row containing the least positives the key row and variable corresponding to it is the departing variable. Step VIII ; Determine the key element, ie., the element at the interaction of the key column and key row. Step IX: In the key column, we make the key element unity by dividing its row by the key element itself. Then we make all other elements of its column (called key column) to zero by making use of following formula: New values for an element = Old Value ~ Corresponding Value in the Key Column esponding New Values of Key Row. Step X + Repeat steps V to X till no positive values exist in the index row GZ, or stop when all values is G - qj row = 0 which means that the optimal solution has been obtained. Example 9. Solve the following LPP by Simplex Method: Minimise. Z = 3x, + 2.5x2 Subject to x, + 2x, 2 20 3x, + 2xy = 50 Xp Xz 20 Seanned wiek CamScanner82 Operaty erations Reta Solution: Introducing the surplus and artificial variables, we have Min, Z = 3x, + 2.5xy + 0S, + OS, +MA, + MAy Subject to: x, + 2xy— 1S, + OS, + 1A, + OA, = 20 Bx + Wy + OS, — 1Sy + 0A, + Ay Where XX Initially, when x, Initial Simplex Table -—— 3 25 0 0 MoiM] cr, Ow c Basic | Solution +“ col. Variable Values x x Ss, Ss, Ay A, Ratio (BV) (SV) 2. R, | M Ay 20 1 1 0 1 0 ri) key row Ro] M Ap | 50 3 2 oO -1 0 1 Baas + Zz 4M 4M —M —M M M C-zZ, | 3-4m]25-4mr] —m -M 0 0 In the G-Z, row, the highest negtive value is 2 key col. 5 — 4M. So the column containing 2.5 - 4M 20 is the key column. As 10 ( 2) is the minimum ratio, therefore, row containing A, is the key row. The element at th ‘ersection of the key row and key column is 2 which is key element. Entering variable is xy and departing variable is A,. Now, in the key column, we make key element as unity and other elements as zero by using the following row operations: R= R,-2R, 44 go 00 50-2%10=30 | 11 taxied 4 3-2x4=2 272 x5 L axpot 2-2%1=0 11 atxt=-1 1 -2(-2)=1 2-2 0 (+3) Seanned wek CamScannerLinear Programming—Simplex Method 83 oxt=o0 -1-2%0= (Neglect) 0-2x4=-1 (Neglect) oxi=0 1-2*0= Simplex Table l (Introduce x, and drop A,) 3 2.5 0 o fm [m Grow c, | Basic | Solution 1 | Variable | Values x x s, S| A TA Ratio cor} ew | sy 4 1 1 au au 10+1=20 25] x» 10 2 1 2 | ° 0 B Ml oA 30 o 1 [a 1 ace 8 Sam Sam Zz at 25 |-= iM 7 5 =z, |f-2mt 2M G-Z% | o lg ml o key col. ; a In the G,~ Z; row, the highest negative value is 7 _ 941, So the column containing 77M 30). : . oe is the key column. As 15 (-2) is the minimum ratio, therefore, row containing Ay is the key row. The element at the intersection of the key and key column is 2 which is the key elements. Entering variable is x, and departing va ble Ay. Now, in the key column, we make key element as unity and all other elements as zeros by using the following row operation. Seanned wek CamScanner84 Simplex Table Ill (introduce x, and drop A,) 3 25 0 0 Crow C, | Basic Variable | Solution col (BV) values (Sv) | ** % s S | 25 x 25 0 1 2 ; R,| 3 x 15 1 0 ; ey j 3 Z 3 25 = = i 8 8 3 7 | 9 | 2 a ie | Since, all the values in G; ~ 2.5, Min. Z > 0, we have the optimal solution which is given as: 51.25 “= Example 10. Solve the following LPP by Simplex Method: Minimise Z = x, +x, Subject to 2x, +x, 24 x, +7", =7 Xp X20 Solution: Introducing surplus and artifical variables, we get Minimize Z = x, + x, + 0S, + 0S, + MA, + MA, Subject to 2x, + x,— 18, + 0S, + 1A, + 0A, = 4 x1 + Tk + 0S, ~ 1S, + 0A, + Ly = 7 + Sy, Ay and Ay = 0 where xX Initially, when x, = 0, we have A, = 4,49 =7 Seanned wk CamScannerLinear Programming—Simplex Method 85 Initial Simplex Table 1 1 0 o [| mM | M | Grow c | . Basie | Solution cd, | Vatiable | Values x x s, S; A, | Ratio (ev)_| (sv) R, | M A 4 2 1 -1 0 1 [0 7 key R,{M] A 7 1 7 o foo} 1 |Z=1¢] oy Zz 3M aM —v [miu [M G-z, |1-3m]1-emr] om m | o jo key col. In the G,~Z, row, the highest negative value is 1- 8M. So the column containing 1 ~ 8M is 7 . - the key column. As 1 = () is the minimum ratio, therefore, row containing Ay is the key row. 7 ‘The key element is 7. Entering variable is x, and depending variable is Ay. Now, in the key column, we make key element as unity and all other elements as zeros by following row operations: Ry= rier 2-13 = 8 rxde1 qa1x4= oxi-0 7 Seanned wiek CamScanner86 Operations Res, Simplex Table I! (Introduce x, and drop A,) ary, 1 1 0 o M_| Crow c Basic | Solution i, | Vatiable | Values x x Ss, Ss A, | Ratio Sol | (avy (sv) M A, 3 fy 0 “1 1] 1.61 | key 7 Tow 1 x 1 a 1 o ol} 7 2 7 , 13,4 iy-t R, Z, Bust | 4 -M |oM-5 | 613 +4 - 8. By - G-zZ | z-7MT] Oo M 7oeM 0 key col. In the G)~Z, row, the highest negative value is 8 — 13.1, $0 the column containing 8 18445, ne 77 77 a1 . . the key column. As 1.61 ( 1g | i the minimum ratio, therefore the A, is key row and the key «13 element is 3. 7 Entering variable is x, and departing variable is 4). Now, in the key column, we make the key element as unity and all other elements as zer0 by using the following row operations: 7 ox <9 3 7_7 axleZ “93-73 47-7 7/1391 (Neglect) Seanned wek CamScannerLinear Programming—Simplex Method ‘Simplex Table Ill (introduce x, and drop A,) 1 1 0 0 | Grow G, | Basie | Solution Variable Values x, x, Ss, S, col | (BV) (sv) fi 2 fi a 21 7 1 1 2 Zz a 7 13 ' ° 8 B 10 1 14 R' 1 xy 3 oO 1 B or -6 -13 Zz 6 a3 i ' , 13 1 6 8 G-z, o 0 a zn Since, all the elements in C;-Z; row 2 0, we have the optimal solution which is given as: 1. Solve the following LPP by Simplex Method: Minimise Z = 3x, + 4g Subject to 2x, + 3x, 2 90 4x, + 3xy 2 120 x,t 20 2. Solve the following LPP by Simplex Method. Minimise Z = 5x, + 6x, Subject to 2x, + 5xy 2 1,500 Bx, + xy = 1,200 XX) 20 3. Solve the following LPP by simplex method Minimise Z = 600x, + 500x, Subject to 2x, + x, 2 80 x, + 2x, = 60 and xj,%, 20 Seanned wk CamScannerOperations Res 88 of vitamin Y per gram. Food B con quirement of vitamin X and ¥ an tang e959, | 4, Food A contains 20 units of vitamin Xand 40 units 30 units of vitamin X and Y. The daily minimum re it ac ‘units and 1,200 units respectively. How much 0° & " consing so as to minimise the cost, if food A costs ¥ 60 and food B costs % 80. Solve by using sip, method. hh types of food should be consy; ; 4500 1 y= 20, Min. Z = 1252.x, = 3-* 100 3. hy = 2, Min. z = 802000, 4, x, = 15, x, = 20, Min. Z = 2500 O Simpcex MetHop ror Sowvine LPP with Mixeo ConsTRAINTS ed earlier was applicable when the constraints were ‘The simplex method which was describ .¢ when the constraints are of mixed type 2 or = or | cither < type or 2 type. A situation may aris <<. The following points may be noted in this regard: 1. Introduce slack variable, in case of type constraints. iables in case of = type constraints. 2. Introduce surplus variable and artificial va 3. Introduce artificial variables if the constraints is “=” type. | 4. Assign zero coefficient to the slack variable and surplus variables in the objective function. 5. Assign +M in case of minimisation and —M in case of maximisation problem to the artificial variables in the objective function. 6. Incase of maximisation problem stop when C,—Z, row $0. 7. Incase of minimisation problem stop when C,~Z; = 0. ‘The following examples illustrate the solution of LPP which mixed constraints Case I Maximisation Problem with Mixed Constraints. Example 11. Solve the following LPP by Simplex Method : Maximise Z = 2x, + 3x, + 4x, Subject to 3x, + x, + 4x, = 600 2x, + 4x, + 2x, = 480 2x, +3, + 3x, = 540 where Xp Xp %; 20 the Solution: Introducing slack variable, surplus variables and artificial variables constraints of the given LPP, we have Seanned wek CamScannerLinear Programming—Simplex Method 89 Max. Z = 2x, + 8xy + dey + 0S, + 0S, —- MA, -MAy Subject to 3x, + xy + dxy + 15, = 600 | 2x, + dy + Qxy- 1S, + 14, = 480 | Quy + By + Bxy + 1dy = 540 Sy Sy, Ayp Ay 20 : Initially, when x, = vy = Sy = 0, we have = 540 Initial Simplex Table 2 3 4 0 oO ; c Basic | Solution cc, | Variable | Values | x, % x, |S, |S] A, | A, | Ratio ey | ey R, 0 Sy 600 3 1 4 1 0 o 0 600 R,|M| A, 480 2 @ 2 O fet | 4 | 0) t20 | pee R, [|] aAa, 540 2 3 3 o fof o | 1 | 180 Zz 4M -7M -5M oO M —M c-z | 2+4m | a7 | sm+4| o [-m] 0 | 0 ‘tTkey col. Here, the key element is 4. Now A, is replaced by x5. Perform the following operations: -1R, 600-1 x 120 = 480 540 -3 x 120 = 180 (no need) Seanned wiek CamScanner90 OPeratons Ree, | "| 1)_4 o-ax(-3 a3 ont 3-3 (no need) [-a}°-3 L (no need since A, has been replaceg | | Oxt=0 0-1x0=0 1-3*(0)=1 ‘Simplex Table It (introduce x, and drop A,) Grow | 2 [3] 4 fo} o —M c, | Basic | Solution | cal Variable | Values x, x, Xs s, Sy A, Ratio (BV) (sv) | Ri] oo] s, 480 oeeal coe |e a ent lian | ee 0 | a t9714 ‘ | 2 2 4 7 ies 1 4 1 3 4 a a Xe 120 2 1 2 oO a o 240 1 3 3 okey —M = = & 180 > {°! bl fol 4g 1 120 | tS 3°M 3_ 3M 3 3M ees M4 35M 2°2 | ° lata tkey col. 3 Here, the key element is 5. Now dy is replaced b 2 3 180x==120 x win | win ele nia " ° @IN | win | Ol Seanned wek CamScanner: : a1 Linear Programming—Simplex Method (No need) ‘Simplex Table Ill (Introduce x, and drop A,) 2 [3] 4 [0 0 cc, | Basic | Solution ‘ | Variable | Values x x | 3; Ss, col | ev) | sy) 0 | 1s 60 : Oo iA 3 R, | 3] 60 ; 1 o jo +4 1 Ry | 4] x 120 x fot + fe ; 7 1 4 get Salt 401 0 lang G-z | -1 Jo] o Jo 3 Since, all elements of C, - Z; $ 0, the optimal solution is obtained and given by x, = Xp = 60, x5 =120 Max. Z = 2x, + 3xy + 4xy = 0X 2 +3 x 60 +4 x 120 = 660 Example 12, A company during the festival season. combines two items A and B to form gifts pack pack must weigh 5 kg and should contain at least 2g of A and not mare than 4 hg of B. nel profit to the company is & 10 per hg of A and & 12 per kg of B. The company wants to determine the optimum mix. Formulate the above as a LP problem to maximise net profit per ‘pack and solve the same using Simplex Method. i Solution: — Let x, = kg of item A; x, = ky of item B The mathematical formulation of the above problem will be as under. Maximise Z = 10x, + 12%, Subject tox, + Xp x22 (Minimum requirement) (Total weight of the Pack) (Maximum requirement) (Non-negative condition) Seanned wk CamScanner_ 92 Operations essing Introducing slack, surplus and artificial variables in the set of constrain problem can be stated as: * Ue Maximise Z = 10x, + 12x, + 0S, + OSy— MA, -MA, Subject tox, +.xy +4, =5 Sy +dg=2 + 4 Ny Xy Sys Sq Aye Ay 20 Initially, where S,= 0,4, Initial Simplex Table I Crow 10 12 o [fo -M c, | Basic | Solution | Variable | Values x % ee a ee col. ey) | sy rR, [uA 5 7 1 o | 0 1 0 5 R,[M|_ A 2 0 = [0 0 1 | = 2keyron rR,Lo[ 4 0 1 o [4 0 0 = zZ -2M -M +M oO —M —M c-z, | 10+ | 12+m | -m | o 0 |[o key col. Here, the key element is 1. Ay is replaced by x. Perform the following operat Ry, RB’ = Ry — IR’, R's = Ry- OR, Simplex Table Il 10 12 il 0 of— a c, | Basic | Solution 1 | Variable | Values x x, Ss, S| A, Ratio col} ev) | sy R,| Ay 3 oO oO 1 0 — Skey row rR, [10] x 2 1 0 1 0 | 0 | (Neglect) r,[o] & 4 0 1 0 7/0] 4 Zz 10 —M -1o-m | o | -M C- Zz, 10 M+12 M+10 oO 0 key col. i atior Here, the key clement is 1. Now A, is replaced by x,. Perform the following operate" — OR", R's = Rs- LR, Seanned wek CamScannerLinear Programming—Simplex Method 93 Simplex Table It 10 12 0 0 © | Basic | Solution 1 | Variable | Values x % s, 8, Ratio col | (BV) (sv) 7 200+1=% RY) 2] % 2 a 1 1 0 (Not considered) R", [10 xy 2 1 ) -1 0 400 + 1=400 R’,[_0 Ss; 1 0 0 = il 300 + 1 = 300 Zz 0 12 2 0 G-% 0 0 2 0 Since, all C,- Z; = 0, the optimal solution has reached as x, = 2, x) = 3 Max. Z = 56. Case II Minimisation Problem with Mixed Constraints Example 13. Solve the following LPP using Simplex Method Minimize Z = 2x, + x, Subject to 3x, +x, =3 4x, + 3x, = 6 x, + 2x, <4 xpx20 Subject to 3x, + x, +4, =3 Ax + 3x, ing slack variable, surplus variable and artificial variables, A, and A, in the constraints of the given LPP, we have Minimize Z = 2x, + x, + 0S, + 0S, + MA, + MAy key row eee | | | | | | ay + Oty + Initially, when x, 0, we have Ay = 3, dy = 6, Sy Initial Simplex Table 2 x o oO M M Crow c | Basic | Solution 1 | Variable | Values ie % col} ev) | (sv) Ay 3 3 1 o fo 0 Ay 6 4 3 1 [0 1 Ss 3 7ae| On| 1 0 | 3+t-3 -—M Cc Zz [7m | am 0 ™ [ 2-mt [1-am[ Mm | 0 0 key col. Seanned wiek CamScannerON “ Operation 1 is replaced by x}. Perform the following oper Here the key element is 3. Now, ations Ry=R,-4R, | 6-4x1=2 4-4x1=0 1-1%1=0 axaxt 3 A-4x0=-1 0-1%0=0 0-4x0=0 + (No need) o-0-4x4 2 (No need) oz 3 1-4x0 ‘Simplex Table It (introduce x, and drop A,) 2 1 oO oO M M Crow _ A iMG ¢, | Basic | Solution Variable | Values x, x, Ss, S, A A Ratio of. | “ew | ew | : Type | 1 | R,| 2] « 1 1 ; o}o ° = 4 5 R,|M| A 2 0 3 - Jo 1 teh | 5 enon |e 2 0 A o | 4 0 4.5 Zz 4 [Sedu | aw fo] mw 5,1 oO =M-— Sua key col, 4 aplestil ¢ between slack and antificial va artificial vari * In case of th leave the basi Seanned wek CamScannerLinear Programming—Simplex Method 95 Here, the key element is >. Now, Ay is replaced by x,. Perform the following operations. 55 Seo ya b-2xt-0 53 o-5x(-2)- 3» 5] 1 1-Sx0=1 (No need) ‘Simplex Table Ill (Introduce x, and drop A,) I 2-4 0 oO M_[M]| Grow : c, | Basic | Solution 7 cel, | Vatiable | Values i X si Ss; A A; Ratio (ev) | (sv) | 3 1 | 2 = oO = x 5 4 o 5 6 3 : te]-> 5 0 1 ° z 7 0 S, 0 0 0 1 4 . a Zz, 2 1 3 | ° a J ; Cacia 5 e : : Since, C,—Z, 0, hence an optimal solution has reached at x, Mi BR Example 14. Use Simplex Method to solve the following LPP: 5 : Min. Z = 60x, + 80x. Subject to x, 2 200 Seanned wiek CamScanner_ 96 Operations Resting x, = 400 x) +x = 500 Xp X20 Solution: Introducing slac able and artificial variables A, and Ay in constraints of the given LPP, we | +05, + 0S, + MA, + MAy S, +4, = 200 X) xy + Ay = 500 Initially, when x, 9, then, we will have A, = 2008, = 400, A, = 5,009 Simplex Table Crow | 60 so Jofto|m|m Coot | (vy) | (sy) % 8, | s,[ 4, [A Ratio R, | ™M Ay 200 0 -1] 0] 1 [0 [200+1=200—ren] | R,| 0 S 400 1 o }olaf{olfo eee rR, | A; 500 1 + fofofo |} so-1-s0 | | Z M au_[-“[o [ | so-m [so-am[ mf of o | o Tkey col Here the key element is 1. Now A, is replaced by xy. Perform the following operations : f’; = Ry, Ry = Ry ORY, Ry = Ry LR, Simplex Table Il L 60 80 o [o[m—uy_ ¢, (ev) (sv) | s x a s&s [s [ATA a R", 80 X 200 0 1 -1 | 0 0 a 0 eered Rr, [0 S 400 1 0 0 0 0 | 400+ 1= 400 R",{_M A, 300 @ 0 0 11] a0 1= 300 alow, M so [m-eo]o|m ¢-% | e-m[ oo [emlolo Here the key elements is 1. Now A, is repl jaced by, ROR", Seanned wek CamScannerLinear Programming—Simplex Method 97 ‘Simplex Table Ill 60 80 0 0 M M G (ev) | (sy) x, x S, Ss, A, A, rR" | 80 % 200 0 1 -1 0 R",| 0 & 100 0 0 =1 1 R" | 60 % 300 1 0 1 0 Zz 60 80 20 0 G-z| 0 o | 2 0 In the above table all are: ‘ij 00, Min. (Exercise 3 ) 1. Use Simplex Method (or Big M Method) to solve the following LPP Maximise Z = 5x, + 3x5 Subject to 2x, +x) <1 x, + 4x, = 6 Xp 20 = 34,000 2. Use Simplex method to solve the following LPP. Maximise Z = -2x, -xp Subject to 8x, + x9 = 3 4x, + 3x, 26 xt 2ys4 xy Xp 20 3. Use Simplex Method to solve LPP Maximise Z = 2x, + 4x Subject to Qxy + xy < 18 Bx, + 2x, = 30 xy + Qe, = 26 where — ,%) 20 4, Use Simplex Method to solve the LPP imise Z = 3x, + 8ty Subject tox, +x, = 200 Seanned wiek CamScanner Z, arte = 0. Therefore, it is optimal solution. Value of variables98 Operations Reg a, x, = 80 Xy $60 Xp X20 5. Use Big M Method to solve the following LLP Maximise Z = 3x, ~ 2 Subject to 2x, + x) = 2 and xj,%) 20 1. xy = 0, xy =1, Max. Z = 3 12 | 5 | 21 . | Ji Max. Z = 48 4.x, = 200, xy = 0, Min. Z = 600 | 0, Max. Z = 9 3, 8, 3, Spectat Cases In AppPLyING THE SimpLex METHOD | ore While solving a linear programming problem by simplex method, the following spect! cases may arise in its computations: | (1) Problem has an unbounded solution (2) Problem has multiple optimal solutions (3) Problem has degenerate solution (4) Problem has infeasible solution Let us discuss them (1) Unbounded Solution: Problem is said to have unbounded solution if the min column for selecting the key row are having either negative or infinite values. Example I: Use simplex method to verify thatthe following LPP has an unbounded solution: Max. Z = 5x, + 6x, +x, Si. Ox, + 3x,- 2x, <5 4, + 2x,-x, <5 2 x,— 4x, +x,53 Ky Xp X20 ium Fale Solution: Introducing slack varaible S,, §, and S, to convert inequations into equation x, + Gx, + 1x, +08, +05, +08, 2x, +18, =5 Seanned wk CamScannerLinear Programming—Simplex Method 99 17 Ax, +x, F1S, x, = 0S, =5,S, =2and S,=3 Initial Simplex Table c 5 6 1][o]o 0 Cool | BV sv x, x x, | Ss, |S, S, Min Ratio. Ry 0 Ss, 5 9 3 1] 0 0 5/3 R,| 0 Sy 2 4 -}o}4 0 a R,| 0 Ss 3 1 4 a}olo 1 -ve Zz, 0 o folfolfo 0 6 G-z) 5 t 1{ol]o 0 Key Col Here the key element is 2. s replaced by x,. Perform the following operations: ; Rj =R,—3R},Ry =Ry +4R, Initial Simplex Table Il c 5 6 1 oO 0 oO Cool. | BV sv xy x | x» 1s | ‘S, | Min Ratio R,| 0 Ss, 2 3 o |v] 1|-32} 0 ~ve R,| 6 % 1 2 1 |-2}o]}i2| o ~ve Ss 7 9 0 o}2 1 ~ve 1 Zz. 12 6 3 oO 3 oO 4 . G-z) 7 o | 7 {o}a] o Key Col On the basis of G,-Z, row, the entering variables is x, but itis not possible to decide about the departing variable from the min, ratio column as it contains negative values. Hence, the given LPP has an unbounded solutio: (2) Multiple Optimal Solution: Problem is said to have multiple optimal solution when in the final simplex table, a zero occurs in C,~Z, row for atleast one non-basic variable. Seanned wiek CamScanner100 Example 2: Use simplex method to solve the following LPP: Max. Z = 6x, + 4x, Sit. 2,20 Is the solution unique? If not, give an alternative optimal solution, Solution: Introducing slack, surplu and artificial variables to convert inequations ito equation +08, +05,- MA, , + 18, = 30 3x, + 2x, + 1S,= 24 = 0S, = 30, S, = 24and A, = Initial Simplex Table G 6 4 o}o}o Cool. | BV sv x, x |[s[s [s, A,__| Min Rato R, o Ss, 30 2 3 1 R, 0 & 24 3 2 ° Ry -M Sy 1 0 Zz —M_ | 0 o-% ce Key Col Here the key elements 1. A, is replaced by x,. Perform the following operations R4=R,,Rj =R, -2R5,Ry = Ry — BR’ ‘Simplex Table I! c 6 4 o}o}o,-M Goo. | BV sv x, x |sfs]ts] a R, 0 S: 24 0 1 t}o]}2] - Ry 0 Sr 15 0 -1 o}4 R, 6 x 1 1 of} o Zz 6 6 6 0 6 - -2 G-4 fl Key Col Seanned wek CamScannerLinear Programming—Simplex Method 101 Here the key clement is 3. S, is replaced by §,. Perform the following operations Rp = ERs R= Ry -ORERE = Ry IRE Simplex Table tit CG 6 4 of] o}o Gol. | BV sv x, x, |S, |S, |S, | Min Ratio Rr, 0 S; 14 0 GB) | 1 | -23)] 0 | «43/5 RY 0 Ss 5 0 3 |o}w]1] ve Ry 6 x 8 1 23 | 0 | 13 | 0 12 Zz 6 4 o]2]0 6-2 0 A o | -2]o0 Key Col Since, all C,-Z, <0, we get the optimal solution which is given as: x, = 8,x, =0, Max Z = 48 But the above solution is not unique since x,, a non-basic variable has G,~Z;= 0. It means that the problem has alternative solution. We can bring x, as basic variable into the basis in place of S, by performing row operations. The new simplex table is obtained as follows ‘Simplex Table IV G 6 4 0 0 0 Cool. | BV sv x, x S, Ss, Sy 4 Xe 4215 0 1 3s | 25 0 0 8 3915 0 ° ws | 15 1 6 x 12/5 1 o | -25 | 36 0 L Zz, 6 4 0 2 0 oz, 0 0 0 -2 0 } | Since, all 6 Z, £0, we get the alternative optimal solution whieh is given as: x, = 12/5, x, =42/5, 48 @) Degenerate Solution (Solution for Degeneracy): Problem is said to have degenerate solution when a tie occurs in minimum ratio column for selecting the key row. Seanned wiek CamScannerON Operations Rese, te, 102 Steps to resolve degeneracy (i) Divide the co-efficients of slack variables by the corresponding positive ny key column in the row, starting from left to right. Division is made Only to that gee variable whose degeneracy is detected. ack ber of (ii) The row which contains the least positive ratio becomes the key row, Note: It there is a tie in the minimum ratio column between the slack and artificial then the row containing artificial variable is to be taken as the key row. Example 3: Use Simplex Method to solve the following LPP: Max. Z = 3x, + 9x, sit. x + 4x, <8 x + 2x, <4 Variable, XX, 20 Solution: Introducing slack variables to convert inequations into equations Max. Z = 3x, + 9x, + 0S, + 0S, st. x, + 4x, + 18, =8 x, + 2x, + 1S, =4 Initially, when x, 0,8,=8,5,=4 Initial Simplex Table G 3 9 ofo Cool. | BV sv x % [S| S, [Min Ratio] R, 0 St 8 1 1 [of <2 R, 0 S2 4 1 2 of 7 2 7 0 0 oo oact lane e 0 | -0 | Key Col en In the above table, we observe that a tie occur in the minimum ratio column betwee? and S, row for selecting the key row. This is an indication of the existance of dege™ Degeneracy is resolved as: Least Positive Ratio (0.25) Thus row 1 is to be taken as key row Here, the key element is 4. S, is replaced by x,. Perform the following operations. 1 Rj =FR,Rb,=R, -2R} Seanned wek CamScannerLinear Programming—Simplex Method 103 Simplex Table Il c 3 9 o fo Cool. | BV sv x x S, | S, | Min Ratio Ry 9 Xe 2 V4 1 a) 8 R, 0 S2 9 2) o | -v2}] 1 | «0 | Keyrow iz 914 9 oa | 0 314 0 =| -94 [0 t Key Col Here, the key element is 1/2. S, is replaced by x,. Perform the following operations. R s preri_t BR REAR -F 2 Simplex Table Ill G 3 9 0 0 Geol. | BV sv x elits; Ss, Ry 9 % 2 0 1 2 | 112 Ry a) x 0 1 0 “1 2 Zz 3 9 | 32] 32 C-Z 0) o |-32] -32 Since all G,—Z, <0, we get the optimal solution which is given as: x, = 0,x, =2, Max Z = 18 (4) Infeasible Solution: If in the final simplex table, artificial variable, exists as a basic variable at positive level, the problem is said to be infeasible i.e. having no solution. Example 4: Use simplex method to solve the following LPP. Max. Z = 3x, + 2x, St Qe, +x, 52 3x, + 4x, $12 xy%,20 Solution: Introducing slack, surplus and artificial variables to convert inequations into equations. Max. Z = 3x, + 2x, + 0S, + 0S,- MA, sat. Qe, +x, +15, =2 3x, + 4x,- 18,4 A, = 12 Initially, when Seanned wiek CamScanner| u ns OPeratons aay Simplex Table It L G 3 2 it 0 —“ >To Gcol, BV sv Xx, xX, S, | S, A [ ina) R, 0 S; 2 2 @ {t}ofof my R, -M A, 12 3 4 o}-t4 ; Zz -3M -4m 10] mM lm>oms | 3+3m | 2+4m} 0 | -—M] o 6-3, ; | 9 ARY | Simplex Table Ill SG 3 2 0 L 0 =] | Cool. | BV sv x, x, Ss, Ss A | R", 2 % 2 2 1 1 0 o || R, —M A 4 5 0 4 1 1 Zz | su+a 2 |2+aml om _M c-z][--sm] oo [-2am| —m o |} Since, all C,—Z, <0, but still one artificial variable A, is as a basic (Alternative positive lev) the solution is optimal but since artificial variable appears as basic variable, the problem has infeasible solution. The solution to the given LPP is infeasible. Exercise _) 1. While solving a linear programming problem by simplex method, how will you dete* that: ()_ problem has unbounded solution (ii) problem has multiple optimal solution (iii) problem has degenerate solution (iv) problem has infeasible solution 2, Show that there is an unbounded solution to the following LPP: Min. Z = 4x, + x, + 3x, + 5x, st 4x, — Oxy ~ Bry 4x, 2-7 Bx, — 2x, — 4x, + dey s 10 8x, — Sxy + Bxy + 2x, 20 ys Xp yy Xy BO Seanned wek CamScannerLinear Programming—Simplex Method 105 3. Solve the following LPP using simplex method: Min. 7. = 4x, + 3x, st xy # xy S50 x + 2x, = 80 3x, + xy 2140 Xp agZzd [Ans. Infeasible solution] 4, Solve the following LPP using simplex method: Max. Z = 4x, + 8ty st xy + 2x, S10 xy $2xS8 xpxy 20 Is the solution unique? If not, give the alternative solution. [Ans. x, = 0, x) = 8, Or 5. Solve the following LPP using simplex method: Max. Z = 2x, + xy st dxy + 3x S12 4x, $x) <8 <8 6,x) = 2, Max. Z = 40] 4x, xy X20 (Hint: Degeneracy Problem] [Ans. x, = 3/2, x APPENDIX A Note on Two Phase Simplex Method 2, Max. Z = 4] ‘The two phase simplex method is an alternative to Big-M method, It is used to solve linear programming problems which involve artificial variables. In this method, the solution procedure is separated into two phases: Phase I: In Phase I, all the artificial vari basic feasible solution to the original problem les are eliminated from the basis and we get a It consists of the following steps: (i) Convert the given problem into standard form by introducing slack, surplus and artificial variables. (ii) Assign a value “I to each artificial variable in case of maximisation problem (or assign a value ‘I’ to each artificial variable in case of minimisation problem and assign coefficient to all other variables in the objective function. (iii) Write down the modified LPP or (auxiliary LPP), (iv) Solve the auxiliary LPP using the simplex method. Simplex method would remove all the artificial variables from the basis and no artificial variable will appear in the basis. If the solution obtained is optimal (ie. for maximisation case, all CZ, < 0 and for Seanned wek CamScannerOo ON 106 Operat tion * Reta minimisation case all CZ, = 0 and no artifical variable appearing in the basi) th h » then basic feasible solution to the original LPP has been found. 7 Note: In phase I, if the final solution is optimal but the artificial variable variable in the final solution, then the given problem has infeasible solution, i, Therefore we do not proceed to phase I. APP CAE as has ©» NO solution Phase Hi: In phase 11, we use the optimum basic feasible solution of phase I a the sty solution for original LPR, ie., the final simplex table (which gives the optimal solution) of pha Tis taken as the initial simplex table of phase II and remove objective function of phase Tan replaced them by the values of original objective function. Delete the enteries in the colump headed by the artificial v: AV Ay - Apply simplex method to modified simplex tabje and we get the optimal solution of the original problem. The following examples would clarify the two phase simplex method: Example 1: Use Two Phase Simplex Method to solve the following LPP: Min.Z = 15 x -3x, 2m Phase I Solution: Introduce surplus and artificial variables to convert inequations into equations and assign ‘I’ co-eflicient to artificial variables and ‘0" coefficient to all the other variables. The auxiliary/modified LPP is given below. Min. Z = 0x, +x, + Ox, +05, +0S,+1A,+1A, Sa. 3x, —x,-x,-S, +08, +1A, +0A,=3 iy +x, +08,~S,+0A,+1A,=2 Xp Xp ty SS), AVA, > 0 Initially, when x, = x, =x,= S, = 8, =0, A, = 3, A, = Simplex Table | G 0 0 |o G, =| BV ‘sv x 1% min Ratio R, 1 AL 3 1 4 «1 Ry 1 | 2 1 a [4 Z Z, 4 2 [o i G-Z ry 2 0 Key Col Seanned wek CamScannerLinear Programming—Simplex Method 107 Here the key element is 3. A, is replaced by x,. Perform the following operations: S C col. BV sv \y Min Ratio r,[ oo | & 1 o| ~e R, Ay 1 wtatl-|1] <34 Zz 13. -1 - 1 c-z,| 0 as [#8] ya |} o Key Col Here, the key element is 4/3. A, is replaced by X,, Perform the following operations: : rylpe y=RI=Ri +ZRe Simplex Table Ill oO o o oO 0 Ge | av | sv x, x |x| Ss | & | MinRatio 0 % 2 1 —12 | 0 | -14 | 14 0 x | 34 0 1 | 14 | -3 Zz oO 0 0 o 0 0 oO oO Since, all GZ) 0 and no artificial variable appears in the basis, therefore an optimal basic feasible solution of the auxiliary LPP has been obtained. Now, we proceed to phase II Phase II In this phase, we consider the actual costs associated with the original variables. The objective function therefore is. 1a sae Om #08 1 08, +O Now, we replace C, value in the optimum table of phase I & take its starting simplex table of phase IT. Seanned wiek CamScanner108 Simplex Table IV (Phase Il) G 0 0 0] o x, x, x; Ss, Coo. | Bv | sv q & s |S, 152 | x, | 54 1 —2 | 0 | am 0 xX | 34 0 -2 | 4 | a4 Z 152 | -154 [0 |—5@ G-z] 0 3/4 15/8 Since, all elements in ¢,-Z,= 0 we are having optimum solution wi ich is given as Example 2: Use Two Phase Simplex Method to solve the following Lpp: Max. Z = 5x, + 3x, St tae Solution: | Max. 2.= 0, + 0s, 05,4405, a, | 21 +, + 08,408, +04 = 1 Sx. * +4, 08,-8, +4,=6 py 8,8, 4,20 Initially, when x, 7 0 0 oo Geol. | By SV x, X s | s R, 1 Ss; 1 2 [ia] 1 oO Rl-+ Ta 7 4 [ola Zz E) 4 of 4 Gz] 4 o} Key Col Seanned wek CamScannerLinear Programming—Simplex Method 109 Here, the key element is 1. §, is replaced by x,, Perform the following operations: R{=IR,R AR; Simplex Table I Oi 0 0 o]o | - C,col BV sv x, x, Ss, | S& | A Ry 0 X% 1 2 1 1 [0 0 R, -1 Ay 2 -7 o [-4] - | 1 Zz 7 0 4fi1]- G-z) 7 0 - 0 Since, all G,=Z, < 0, we are with optimal solution. But since ‘Ay’, artificial variable appears as basic variable in the final solution, the above problem does not have any feasible solution and we do not proceed to phase IL. Example 3: Use Two Phase Simplex Method to solve the following LPP: Min. Z = x, - 2x, - 3x, st. 2x +x, + 3x, = 2 2x, + Bx, + 4x, = 1 Xp Xn x, 20 Phase I riables by assigning ‘I’ and ‘0’ co-efficient to other variables. Solution: Introduce artificial ‘The auxiliary/modified LPP is given below. Max. Z = Ox, - Ox, - Ox, #1A,+1A, Sit. 2x, + x, + BxytA, 2x, + Bx, +4x, FA,=1 Ky XpXy Ay A,2 0 Initially, when x, 1 1 Gea | BV sv ay Calas Min Ratio R, 1 Ay 2 2 1 3 [4 0 213 R, 1 Ar 1 2 a iia} oa 4 Z, 0 4 7D 1 CG-Z 0 S 0 0 _|_ Key Col Here, the key element is 4. A, is replaced by x,, Perform the following operations: Seanned wiek CamScanner110 | Patong | “| G 0 0 o} 4 7 i Cool. | BV sv x % 1% LA | a Ry 1 A oa | 72 | sa | o | a | R, 0 % 14 1/2 34 of - | Zz 712 5/4 oO 1 - | G-z,| 72 s4 | o]o |} - | Since all 6; ~ 2) < 0 but the artificial variable is present in the basic solution, Thus above problem has an infeasible solution. we do not proceed to phase II. CExerratse_) 1. Explain the sequence of steps involved in solving linear programming problem usingtn 2. phase simple x method. @ Min. Z = 3x, + 4x, 2x, + Bx, = 90 x, + Bx. = 120 xyx20 sot (ii) sit Min. Z = 2x, + By + 3xy 3x, +x, 210 5x, + xy + QxyB 15 x) +228 Xp Xp X20 (ii) st Max. Z = 10x, + 5xy Qe, + xy S2 xy + dx, 210 xp x20 | | | | Solve the following LPP is Two Phase Simplex Method. | | [Ans. x,=15, x, = 20, Min. 2= 125 , Min. 2 * [Ans. x, = 8, x, = 0, x, [Ans. Infeasible Seanned wek CamScanner