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    Maximization- Simplex Method

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    4 views8 pages

    Maximization - Simplex Method

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    Jahzeel Soria

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    © All Rights Reserved
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    The simplex method requires that all constraints be expréssed as equations. Mathematically, it is easier to solve system of linear equations than systems of inequalities. Therefore, all the inequalities shall be converted into equations or in the standard form of linear programming. problem. Simplex Method is an iterative technique that begins with a feasible solution that is not optimal, but serves as a starting point. With the use of algebraic manipulation, the solution is improved until no further improvement is possible. It is more convenient to solve linear programming models in simplex method with more two unknown variables because geometrically it is difficult to graph. The idea of the simplex method is to start at the corner where all the unknowns are 0 and then walk around the region from one corner to another the value of the objective function always increases (for maximization) and always decreases (for minimization) until the best corner is determined. , ‘Thesolutionis [aes "optimal, >] End Set up the initial tableau 2 Arethere negative entries in the last row? Determine the pivot column, ‘Arethere positive entriesin test ratio? No (No finitesolution CDP exists. (>| ad Determine the pivotal + row. Figure 3.1: Simplex Method Flowchart Computes anew tableau, Figure 3.1 shows the simplex method flowchart for LP maximization model and is not applicable to all LP model. ‘There is a slight difference in establishing the solution of an LP minimization model. This will further be discussed in the later section of the text. Before we go into the solution using simplex method we have to determine first the general and standard linear programming models. A. General Linear Programming Model A linear programming problem in n unknowns 2:, x2, %3,..., Xx is gne which we are to determine the maximum or the minimum value of the objective function, 1x1 + axe + asx +...+ aan, Where Mi, M2, 43,..., ax are constants, subject to a linear constraints of the form : bux + boxe + baxs +... Dux SC OF bux + boxe + baxa +..+ bath 2.6 OF bua + boxe + bara +... Datn =e where bi, bz, bs,...,bn and c are numbers. B. Standard Linear Programming Maximization Model A standard linear programming maximization model are required to maximize an objectiy function of the form Maximize: P = arxi + aox2 + a3x3 +...+ ann Subject to: bixi + baxa + bars +...4 bat $c x1 20,2220, x320,...,2n20 where c > 0 and the inequality in the structural constraints is strictly “<”. structural constraints non-negativity constraints C. Standard Linear Programming Minimization Model A standard linear programming minimization model are required to minimize an objectiy function of the form Minimize: C= aixi + aaxa + ass +...+ dan Subject to: bixi + boxe + baxs+...+ bun 2 € structural constraints m1 20,2220, x320,...,xn20 non-negativity constraints where c > 0 and the inequality in the structural constraints is strictly “>”. # Enrichment Exercise 3.1 Determine whether the following are standard LP model or non-standard LP model. 1. Minimize: C= 13x: + 18x2+ 22x3 3. Minimize: C = 12x: + 2x2+ 18x3 Subjectto: x1+x2 +432 370 Subject to: w+ 5x3 265 6x1 + 8x2 > 480 321 + 5x2 = 20 2u1+ xt x92 230 22+ 7x9 < 80 x120,x220,x220 x120,2220,x320 2. Maximize: P = 15x1 + 33x2+ 18x3 4. Maximize: P = 9x1 + 6x2+ 3x3 Subject to: w+ x2 + x3 $355 Subject to: X14 x2+ x32 30 21+ 4x2 + 5x3< 420 7x1 + x24 4x3 > 30 2xi+ 2xa+ x3 < 500 x2t 2x3 > 30 i x12 0, 2220, x32>0 2120, 2220, x320 | We use the same example presented in Chapter 2 (see Page 33). The following steps wil Buide us in solving standard linear programming maximization problem. The maximality test of simplex method in a maximization problem triggers an optimal solution if and only if the la row of a simplex tableau, corresponding to the objective function, contains no negative entries. implex Method del using Si 1, Set up problem in an LP model. ; 2. Introduce the necessary slack variables, 3. Establish the initial tableau. “ 4, Examine the simplex tableau for optimal solutions, If the basic feasible solution is maximal, the problem is solved. Otherwise, proceed to step 5. 5, Compute a new simplex tableau: select the pivot column, find pivot row, and pivot about | the pivot entry. | | 6. Proceed to step 4. J | Example: A local boutique produced two designs of gowns A and B and has the following materials available: 18 square meters of cotton, 20 Square meters of silk, and 5 square meters of wool. ign A requires the following: 3 square meters of cotton, 2 square meters of silk and square meter of wool. Design B requires the following: 2 square meters of cotton, 4 square meters of silk. If Design A sells for P1,200 and Design B for P1,600, how many of each garment should the boutique produce to obtain the maximum amount of money? Solution: In order to solve a standard linear programming maximization model using simplex method it is necessary to follow the steps. tsp I: Represent the unknown in the problem. Let x: be the number of Design A gowns, and xzbe the number of Design B gowns. - Step 2 Tabulate the data about the facts (if necessary). Materials | Design A(x) | Design B(x) | Available 3 Cotton 2 18 Silk 2 4 20 Wool - ' 1 0 5 Profit P1,200 P1,600 Step 5: Formulate ‘the objective function and constraints. by restating the information in mathematical form. The objective function is: Maximize: P = 1,200x1 + 1,600%2 The constraints are: 3x1+2m2<18 => Cotton, 2mt+42<520 => Silk Structural Constraints ms5 => Wool m20,x220 Non-negativity Constraints Step # Convert to a system of linear equations. Take note that 3x1 + 2x2 < 18 are less convenien than equations, We have to adda slack variable denoted by Sn, which satisfies the condition of $: 2-0. This is known as standard form, it is a way of expressing th constraints of a Linear Programming problem as equalities with all variables on the lej side of the equation and a constant on the right side. Thus, we can say that slac) variables are variables added to constraints to convert them into equations. Let Su represents thé slack variables. 3x1 + 2x2,4,51 = 18 2xi + 4x2 + $= 20 mtS=5 ~1,200e1 = 1,6004+ P= 0 or it may be written as 3x1 + 2x2 + $1 +02 + 0S3 + OP =18 2x1 + din + 0S: + S24 0Ss + OP = 20 21 +051 +052 + $3 + 0P =5 1,200xi = 1,600x2 + 0S: + 0S: + 0S3+ P= 0 1 Constraint 2-4 Constraint 3" Constraint Objective Function 1* Constraint 2°4 Constraint 3 Constraint Objective Function Step 5: Set up the initial tableau. Tableau BV | mm Si. So Ss P| RHS St 3 2 1 0 0 0 18 | 1* Constraint S 2 4 0 1 0 0 20. | 2-4 Constraint Sa 1 0 ‘0 0 1 0 5__| 3 Constraint P__|-1200 16000 0 0 i 0 | Objective Functior Beep & Select the pivot column. (It is the column that contains the most negative entry in the . bottom row.) In this example itis the column of x: which contains —1,600. Tableau BY [om x Si Se Ss P| RHS St 3 2 1 0 0 0 18 S 2 4 0 1 0 0 20 S35 0 0 0 1 0 5 P 1,200. 600 0 0 0 1 0 aay Iteration is a simplex method which’ consists of performed in moving one basic feasible solution to keep track of the calculations made when the simp! (RHS) is the column in a simplex tableau indicating the Basic Variables (BV) are the variable included in a basic the sequence of steps (row operations) another. Simplex Tableau is a table use to x method is employed. Right-Hand-Side quantities of the variables is in a solution. solution. Pivot column is the column in any solution to a maximization problem which has the lowest negative value in the last row. Intersectional Elements are elements common to both the pivot column and the rows representing variables in the solution. Pivot Row is the row in the simplex tableau corresponding to the basic variable that will leave the solution. It is determine by the test ratio and it is being computed by dividing the right-hand-side (RHS) by the intersectional elements (IE). Pivot is the element of the simplex tableau that is in'both the pivot row and the pivot column. The test ratio. result always be a positive number (meaning negative number and infinity cannot be chosen as pivot row). After applying the test ratio choose the smallest positive. In cases, that two or more candidates choose any one. This process of going from one simplex tableau to the next is called pivoting. : y tsp 7: Identify the pivot row using the test ratio by dividing the RHS values by the non-zero and non-negative entries in the pivot column (or intersectional element). The second row of the constraints coefficient has the smallest positive quotient, which is 5; second row will be the pivot row. ; Tableau By | on x2 Si. Se ‘Ss. P__|_-RHS | Test ratio St Bop ne 1 0 0 0 18 | 18+2=9 Sz 20+4= S 1 0 0 0 1 0 5 | 5+0=not permissible P_ _[-1,200 .-1,600 0° 0 0 1 0 Tableau BV [xm x2 Si Se 3 P__| RHS Sn 3. 2 a 0 0 0 18 Se 2 a 0 1 0 0 20 ; Ss 1 0 0 0 1 0 5 P| -1200 “-1,600 0 0 0 1 0 Other parts of the simplex table are: = a BV 2 31 Se Sa P._| _RHS St 3 1 0 0 0 18 . 2 0 1 0 0 20 $ [4 0 0 eso) 5 P [=1200 “=1,600\ 0 0 0 a 0 Then initiate the following steps. Tableau By [om 2 St & Ss P__|_RHS Si 3 2 1 ORs =0) 0 18 Sf 2a 0 1 0 0 20 Ss 1 0 0 0 1 0 5 P_[-1200- 1,600 "0 0 0 1 0 Before we start with the computation for the solution, let us be aware of the following 5" & Compute the values of the replacing row by dividing all the entries by the pivot 4, 8 ing, Replacing Row = Pivot Row + Pivot R2= Rol + Pa R2=(2,4,0,1,0,0, 20) +4 * BP=(%, 1,0, %,0,0,5) —_——_ Tee] th % Compute the new values for the remaining rows using the formula. iB iB «Ri Rt eR! <—Re —_ Tira] . Remaining Row = Previous Row - (Intersectional Element x Replacing Row) Re=Ri- R?= (3,2, 1,0, 0, 0, 18)—{2(*%, 1, 0, %,.0, 0, 5) R= (3,2, 1,0, 0, 0, 18) - (1, 2, 0, %, 0, 0, 10) 2R2 “Ri =(2,0, 1, -%, 0, 0, 8) 2 = Rs R#= (1, 0,0, 0,1, 0,5) - (0), 1, 0, %, 0, 0, 5) OR? R#= (1,0, 0, 0, 1, 0,5) - (0, 0, 0, 0, 0, 0,0) “R# = (1,0, 0, 0, 1, 0, 5) Re= Ra + 1600R2 Re = (-1200, -1600, 0, 0, 0, 1,0) + (1600)(%, 1, 0, %, 0, 0, 5) Ré = (-1200, -1600, 0, 0,,0, 1, 0) + (800, 1600, 0, 400, 0, 0, 8000) Re = (—400, 0, 0, 400, 0, 1, 8000) Enter the results in Tableau 2. Tabloau2 : AV. [ae ge gay P| RES af eee ae 11a 0 0 8 is % 1 0 % 0 0 5 Ss 1 0 0 0 aL 0 5 Lp [400.0 o - 40° 0 1__[ 8,000 RB «R22 < RP Re. [a Note: The pivot entry transforms to 1 and all other entries in the pivot column transforms — | | [esgs ek WO eroa” oe ee Return to Step 6, since the last row still contains a negative entry. Step 7: Select the pivot column, identify the pivot row and the pivot of Tableau 2. Tabloau2 BV x x2 St Sa Ss P RHS | Test ratio St T 0 i h 0 0 8 | 8+2= na | % 1 6 op 0 5 |5+%=10 Ss 1 0 0 0 1 0 5 [5+1=5 P| Mo 0. 400 ~O 1 | 8,000 Step 8-9 Compute for replacing row and the remaining rows of Tableau 3. Tableau 2 BV x x2 Si So Sa P RHS St 2 0 t an 0 0 & «Re n | % 1 0 We0 0 5 ler Ss 1 0 0 0 £ i) e << R? P| 4000 0 4000 1 [ 8000 | «Re Replacing Row = Pivot Row + Pivot Re=Re+ Pe Rx = (2,0, 1,-%, 0, 0,8) +2 Re= (1,0, %—%, 0, 0, 4) “ Rehpining Row = Previous Row = {intersectional Element x Replacing Row) = R2-2R8 pe (%, 1, 0, %, 0, 0, 5) — PA)(L, 0, ¥% -¥, 0, 0, 4) R= (4,1, 0, % 0, 0,5) ~ (4, 0, YM, 0, 0,2) RP=(0, 1,-%, % 0,0,3) RS= Re-ORP R= (1, 0,0,0, 1, 0, 5) ~ (1)(4, 0, % 0,0, 4) Rs =(1, 0, 0, 0,1, 0,5) — (1, 0, % Ys, 0, 0,4) RS = (0, 0,-¥%, %, 1, 0, 1) Ré = Re + 1600? Ré = (-400, 0, 0, 400, 0, 1, 8000) + (400)(1, 0, 14; -¥% 0, 0, 4) Re = (400, 0, 0, 400, 0, 1, 8000) + (400, 0, 200, -100, 0, 0, 1600) R&= (0, 0, 200, 300, 0, 1, 9600) Enter the results in Tableau 3. Tableau 3 BY. [an x Si Sa So P__|_RHS x 1 0 % —" 0 0 4 |

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