Operations Research

Lecture 3
Instructor:
Dr: Abdelhamid Mostafa
Linear Programming and the Simplex
Method
The simplex algorithm can solve any
kind of linear program, but it only
accepts a special form of the
program as input. So first we have
to do some manipulations. Recall
that the primal form of a linear
program was the following
maximization problem.
 Example
• A Company produces two types of products. Type 1
requires 2 K.G of raw material, and 3 hours of direct
labor per unit . Type 2 requires 4 K.G of raw material, 2
hours of direct labor per unit . 32 K.G are available for
raw material and 36 hours for direct labor.
Each unit of Type 1 produces $24 profit, and each unit
of Type 2 yields $15 profit.
Use the Simplex Method to find the maximum profit
and the production schedule that will produce this
profit.
Let x1= number of units of type 1
x2= number of units of type 2
Maximize profit Z= 24x1+ 15x2

x1 x2 Availability
Raw material 2 4 32
Direct labor 3 2 36

10
Maximize Z= 24 x1 +15 x2
Where:
2 x1 +4 x2 ≤ 32
3 x1 +2 x2 ≤ 36
x1, x2 ≥0
 Solution
• We can add a new variable (s), called a slack
variable, so that we get an equality:
2 x1 +4 x2 + s1 = 32
3 x1 +2 x2 + s2 = 36

The first table:

 Main x1 x2 s1 s2 Constants
Variables
Z 24 15 0 0 0
s1 2 4 1 0 32
s2 3 2 0 1 36
Main column(x2) largest positive coefficient

s1= 32 ÷ 2 = 16
s2=36 ÷ 3 = 12 choose the least value

Main row: (s2), key number(3)

To improve the solution:
Divided s2 row ÷ key number (3),we obtain:
(1, 2/3 , 0 , 1/3 ,12 )
S1 row:
2 - (1 × 2 ) = 0
4 - (2/3× 2 ) = 8/3
1 - ( 0× 2 ) = 1
0 - ( 1/3× 2 ) = -2/3
32 - ( 12× 2 ) = 8
Z row:
24 - ( 1× 24 ) = 0
15 - (2/3× 24 ) = -1
0 - ( 0 × 24 ) = 0
0 - ( 1/3× 24 ) = -8
0 - ( 12× 24 ) = - 288
 Main x1 x2 s1 s2 Constants
Variables
Z 0 -1 0 -8 288
s1 0 8/3 1 -2/3 8
x1 1 2/3 0 1/3 12
The second table is considered as an optimal
solution (No positive numbers in z row)
Then:
Main products:
x1 = 12 , x2 = 0
Slack variables:
s1 =8 , s2 = 0
Maximum profit =288