Simplex Method

It is a method to translate the geometric definitions of extreme points (as in graphical Method) into an algebraic definitions. It requires that each of the constraints be put in a special standard form, which normally results in a set of simultaneous equations in which the number of variables exceeds the number of equations. The extreme points of graphical solution space can be identified algebraically by the Basic Solution of the system of equations.

Standard LP Form: LP model include constraints of all types (, , =). To develop a general solution method the LP must be put in common format. The properties of the standard form are as follows: 1. All the constraints are equations.

2. All variable are non negative 3. The objective function may be maximization or minimization

There are two types of the variables. 1. Slack Variable It represents unused amount of resource. For Constraints with the (), the right hand side represents the limit on the availability of resource, whereas the left hand side represents the usage of this limited resource by different activities. 2. Surplus Variable

For Constraints with the (), normally set the minimum specification

Constraints A constraint of the type (, ) can be converted to an equation by adding a slack variable to (subtracting surplus variable from) the left side of the constraint, e.g. x1 + 2x2 6 add a slack s1 0 to the left side of the constraint x1 + 2x2 + s1 = 6

3x1 + 2x2 3x3 5, subtract a surplus s2 0 from the left side of the constraint 3x1 + 2x2 3x3 s2 = 5 The right side of an equation can always be made nonnegative by multiplying both sides by -1.
2 x1 +3x2 -7x3 = -5; -2 x1 -3x2 +7x3 =5 is mathematically equal to ,

Basic Solutions Consider the following system of equations: 2x1 + x2 + 4x3 + x4 =2 In which we have; m=2 & x1 + 2x2 + 2x3 + x4 =3 and n=4

A basic solution will be associated with n - m = 4-2 =2 zero variables. The given set of equations can have n! /m! (n-m)! = 4!/2! (4-2)! = 6 possible basic solutions. The n-m variables, that are set equal to zero, are non basic variables. The remaining m variables are basic variables.

If all solution values are nonnegative, the basic solution is said to be feasible.
If any of the value is negative, the basic solution is said to be infeasible

Example 1 Maximize z = 3x1 + 2x2 subject to -x1 + 2x2 4 3x1 + 2x2 14 x1 x2 3 x 1 , x2 0

Solution:
Convert every inequality constraint in to an equality constraint, so that the problem may be written in the standard form, by adding the slack variable to each constraint.

-x1 + 2x2 + s1 = 4
3x1 + 2x2 + s2 = 14 x 1 x 2 + s3 = 3 x1, x2, s1, s2, s3 0, Where s1, s2 and s3 are slack variables. Since slack variables represent unused resources, their contribution in the objective function is zero. Including these slack variables in the objective function, we get Maximize z = 3x1 + 2x2 + 0 s1 + 0 s2 + 0 s3

Initial basic feasible solution

Now we assume that nothing can be produced. Therefore, the values of the decision variables are zero. x1 = 0, x2 = 0, z = 0 When we are not producing anything, obviously we are left with unused capacity s1 = 4, s2 = 14, s3 = 3 We note that the current solution has three variables (slack variables s1, s2 and s3) with non-zero solution values and two variables (decision variables x1 and x2) with zero values. Variables with non-zero values are called basic variables. Variables with zero values are called non-basic variables.

Trial and Error

z = 3x1 + 2x2
n=5, m=3, therefore basic variables =3 and non basic variables =2.

Possible basic solutions = n! /m! (n-m)! = 5!/3! (5-3)! = 10 possible basic solutions.
-x1 + 2x2 + s1 = 4 3x1 + 2x2 + s2 = 14 x1 x2 + s3 = 3
S. No. Non basic variable x1 , x2 x1 , s1 x1 , s2 Basic Variable Z value

1 2 3

s1 =4, s2 =14, s3 =3 x2 =2, s2 =10, s3 =5 x2 =7, s1 =-10, s3 =10

0 4 I.S

z = 3x1 + 2x2
S. No. Non basic variable x1 , s3 Basic Variable Z value

x2 =-3, s1 =10, s2 =20

I.S

5
6

x2 , s1
x2 , s2

x1 =-4, s2 =2, s3 =7
x1 =14/3, s1 =26/3, s3 =-5/3

I.S
I.S

S. No.

Non basic variable x2 , s3 s1, s2 s1, s3 s2 , s3

Basic Variable

Z value

7 8 9 10

x1 =3, s1 =7, s2 =5 x1 =-3.5, x2 =0.25, s3 =6.75 x1 =10, x2 =7, s2 =-30 x1 =4, x2 =1, s1 =6

9 I.S I.S 14

The largest profit of Rs. 14 is obtained, when 1 unit of x2 and 4 units of x1 are produced. It also indicates that 6 units are still unutilized, as shown by slack variable s1 =6

10