CHAPTER 3
THE SIMPLEX METHOD
Most real- life problem when formulated as linear programming Model have more
than two variables and are too large for the graphical solution method.
Thus, a more general method known as simplex method is suitable for solving linear
programming problems with a large number of variables.
The method through an iterative process progressively approaches and ultimately
reaches to the maximum or minimum value of the objective function.
The method also helps the decision maker to identify the redundant constraints, an
unbounded solution, multiple solutions and an infeasible problem.
3.1 Basic Feasible Solution
Definitions:
Solution: The set of values of decision variables x j ( j 1, 2 ,, n ) which satisfy the
constraints of a linear optimization problem is said to be solution to linear
0ptimization problem.
Basic Solution (BS): For a set of m -simultaneous equations in n -variables ( n m ), a
solution obtained by setting ( n m ) variables equal to zero and solving for remaining
m -equations in m -variables is called a basic solution. Then ( n m ) variables whose
value did not appear in this solution are called non-basic variables and the remaining
m -variables are called basic variables.
Basic Feasible Solution (BFS): A feasible solution of a linear optimization problem
which is also the basic solution is called the BFS. i.e. all basic variables assume non-
negative.
BFS are of two types:
a) Degenerate: A basic feasible solution is called degenerate if value of at least one
basic variable zero.
b) Non-degenerate: A basic feasible solution is called non-degenerate if all values of
m -basic variables are non-zero and positive.
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Optimal Basic feasible Solution: A basic feasible solution which optimize (Maximize
or minimize) the objective function of the given linear optimization problem is called
an optimal basic feasible solution.
Unbounded solution: A solution which can increase or decrease the value of
objective function of the LP problem indefinitely is called an unbounded solution.
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3.2 Canonical and Standard from of LP problem
Canonical form : If the general formulation of LP problem is expressed as:
n
Max Z cj xj
j 1
Subject to :
n
a
j 1
ij x j bi ; i 1, 2 , , n
and x j 0, j 1, 2, , n , then it is called the canonical form
of LP problem. The characteristics of this form are.
(i) The objective function should be of maximization type. If not, then it
should be changed to the same by applying the method discussed
later.
(ii) All constraints should be of “ “ type except for the non-negativity
conditions. An inequality of “ “ type can be changed to an
inequality of “ “ type by multiplying it on both sides by -1
(iii) All variables must have non-negative values. If any variable, say x j is
unrestricted in sign ( i. e positive ,negative or zero) , then it can be
x j x j ' x j ' ' ,where xj and xj are both non negative .
(iv) The right -hand side of each constraint should be positive.
Standard form: If the general formulation of the LP problem is expressed as :
n
Max Z c
j 1
j xj
Subject to:
n
a
j 1
ij x j bi , i 1, 2, , m
, then it is called the
and x j 0, j 1, 2 ,, n.
standard form of the LP problem. The characteristics of this form are:
(i) All the constraints should be expressed as equations.
(ii) The right –hand side of each constraint should be made non-negative.
If it is not so, this should be done by multiplying both sides of the
resulting constraints by (-1).
(iii) The objective function should be of maximization type.
The standard form can also be written in matrix notation as follows:
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Max Z cx
Subject to:
Ax = b
And x 0
Where c c1 , c 2 , , c n is the row vector,
x x1 , x2 ,, xn and b b1, b2 ,, bm are column vectors and
t t
A is mxn coefficients matrix of rank m.
Slack and Surplus Variables
In the general Linear programming problems each constraint may take one of
the three possible forms: , , or . constraints of the LP problem which are
expressed by a system of linear inequalities may be converted into equalities
by adding arbitrary a non-negative variables called slack and surplus
variables.
The constraints with inequality sign.
n
i. e a
j 1
ij x j bi can be converted to the equality,
n
a j 1
ij x j S i bi , i 1, 2 ,, m.
By adding non-negative variable Si , called slack variables.
Similarly, the constraints with inequality sign,
n
i. e a
j 1
ij x j bi can be converted to the inequality,
n
a
j 1
ij x j S i bi , i 1, 2,, m
By Subtracting non-negative variable Si , called Surplus Variable.
Remark: The coefficients of slack and surplus variables are zero in the objective
function due to the reason that they represent unused capacity or resource.
The steps of the simplex algorithm to obtain an optimal solution (if it exists) to a
linear programming problem as follows:
Step 1: Formulation of the Mathematical Model
i) Formulate the mathematical model of the given LP Problem.
ii) If the objective function is of minimizations, then convert it into
maximization by using the following relationship
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Minimize Z = -Maximize Z* Where Z*= -Z
iii) Make all bi ' s positive
iv) Convert the constraints into equations by introducing the non-
negative slack or surplus variables. Also introduce artificial
variables in the constraints where surplus variables are inserted
and which do not form the column of unit matrix.
Step 2: Find initial basic feasible solution.
Step 3: Construct starting simplex table. Now we construct starting simplex
table as follows:
See the starting simplex table 3.2.1 on the next page
Step 4: Test for optimality.
Test is done by computing an evaluation j , j 1,2,..., m n for each non-basic
variable (zero variables) xi by the formula. j C j C BY j ; Where
y1 , y 2 ,, y n m columns heading corresponding to the coefficients of x1 , x2 ,, xn m
and C j is the row of coefficients of the variables in the objective function.
Note that: j for basic variables is zero.
Examine the values of j C j Z j . j = 1,2, …, n +m .There may arise two
cases.
i) If j 0 for each j, the solution under test is optimal.
a. If none of j is positive, but any are zero, then other optimal
solution exist with the same value of Z.
b. If all of j are negative, then the solution under test is unique
optimal solution.
ii) If j 0 for all j, i.e. If any or more of j are positive, then the
solution under test is not optimal.
If the solution under test is not optimal, we must proceed to the next step.
i) If corresponding to maximum positive j , all the elements in the column Y j
are negative or zero, then the solution under test will be unbounded.
ii) If the value at least one artificial variable appearing in the basis is non-zero
and the optimality condition is satisfied, then we shall say that the problem
has no feasible solution
Step 5: Select the variable to enter the basis (in-coming vectors)
If case (ii) of step 4 holds, then select a variable that has the largest C j Z j
value to enter into the new solution. That is
k Ck Z x MaxC j Z j / C j Z j 0
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The column to be entered is called the key or pivot column. Obviously,
such a variable indicates the largest per unit improvement in the current
solution.
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Initial Simplex Table 3.2.1
Cj c1 c2 0 0 0 0
Coefficient of Value of Basic Variables Minimum
Basic variables Variables x1 x2 xn xn1 xn 2 xn m Ratio
Variable
for Basis C b x
s1 C 1 0 X 1 b1 a11 a12 a1n 1 0 0
s2 C 2 0 X 2 b2 a 21 a 22 a2 n 0 1 0
sn C m 0 X m bm a m1 am2 a mn 0 0 1
Z C X Zj
0
j Cj zj 1 2 n 0 0 0
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Step 6: Test for feasibility (variable to leave the basis or out going vector)
After identifying the variable to become basic variable, the variable to
be removed from the existing set of basic variable is determined. For this, each
number in X -column (i.e bi valves) is divided by the corresponding (but
positive) number in the key column and we select the row for which this ratio,
[(Constant column)/Key column)] is non-negative and minimum. This ratio is
called replacement (exchange) ratio.
X Br X
i.e Min Bi : a rj 0
a rj a rj
The row selected in this manner is called the key or pivot row and represents the
variable, which will leave the solution.
The element that lies at the intersection of the key row and key column of the
simplex table is called key or pivot element.
Step 7: Finding the new solution
i) If the key element is 1, then the row remains the same in the new
simplex table.
ii) If the key element is other than 1, then divided each element in the key
row (including the elements in X B – column) by the key element, to
find the new values for that row.
iii) The new values of the elements in the remaining rows for the new
simplex table can be obtained by performing elementary row
operations on all rows so that all elements except the key element in
the key column are zero.
In other words, for each row other than the key row, we use the formula:
Number above Corresponding number
Number in Number in
or below & in the newrow, i.e
new row old row key element rowreplacedin step 7(ii)
The new entries in CB (Coefficient of basic variables) and XB (value of basic
variables) columns are updated in the new simplex table of the current solution.
Step 8 Repeat the procedure
Go to step 4 and repeat the procedure until all entries in the j Cj Z j
, j 1,2,...n m row are either negative or zero. 1
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