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Maximize Z 3x1 5x 2 ,

Subject to

x1 4

2 x2 12

3 x1 2 x2 18

and

x1 0, x2 0

From a geometric viewpoint

x2 x1 0 : CPF solutions

(Corner-Point Feasible)

3 x1 2 x2 18 : Corner-point infeasible

8

(4,6) solutions

6 2 x2 12

4 x1 4

2 Feasible

region x2 0

0 2 4 6 8 10 x1

Optimality test:

that are better (as measured by Z) than itself,

then it must be an optimal solution.

Initialization

Optimal Stop

Solution? Yes

No

Iteration

x2 Z 30

( 2,6)

(0,6) 1 2 Z 36

( 4,3)

Z 27

Feasible

region

Z 12

0

(0,0) Z 0 ( 4,0) x1

The Key Solution Concepts

Solution concept 1:

The simplex method focuses solely on CPF

solutions.

solution, finding one requires only finding a best

CPF solution.

Solution concept 2:

The simplex method is an iterative

algorithm ( a systematic solution procedure

that keeps repeating a fixed series of steps,

called an iteration).

Solution concept 3:

The initialization of the simplex method

chooses the origin to be the initial CPF

solution.

Solution concept 4:

computationally to gather information about its

adjacent CPF solutions than other CPF

solutions.

performs an iteration to move from the current

CPF solution to a better one, it always chooses a

CPF solution that is adjacent to the current one.

Solution concept 5:

simplex method identifies the rate of improvement

in Z that would be obtained by moving along edge.

Solution concept 6:

whether any of the edges give a positive rate of

improvement in Z. If no improvement is identified,

then the current CPF solution is optimal.

Simplex Method

constraints to equivalent equality constraints,

we need to incorporate slack variables.

Original Form Augmented Form

of Model of the Model

Slack variables

Max Z 3x1 5x 2 , Max Z 3x1 5x 2 ,

s.t. x1 s.t. x x 4

4 1 3

2 x2 12 2x2 x4 12

3 x1 2 x2 18 3x1 2 x2 x5 18

and and

x1 0, x2 0 x j 0, for j 1,2,3,4,5.

A basic solution is an augmented corner-point

solution.

A Basic Feasible (BF) solution is an

augmented CPF solution.

Properties of BF Solution

1. Each variable is designated as either a nonbasic

2. # of basic variables = # of functional

constraints.

3. The nonbasic variables are set equal to zero.

from the simultaneous equations.

nonnegativity constraints, the basic solution

is a BF solution.

Simplex in Tabular Form

(a) Algebraic Form

(0) Z 3 x1 5 x2 0

(1) x1 x3 4

(2) 2 x 2 x4 12

(3) 3 x1 2 x2 x5 18

Basic Coefficient of: Right

x1 x2 x3 x4 x5

Variable Eq. Z Side

Z (0)

1 -3 -5 0 0 0 0

x3 (1)

0 1 0 1 0 0 4

x4 (2) 0 0 2 0 1 0 12

x5 (3)

The most negative coefficient minimum

Coefficient of:

x x x x x5 Right

BV Eq. Z 1 2 3 4

Side

Z (0) 1 -3 -5 0 0 0 0

x3 (1) 12

6

0 1 0 1 0 0 4

x4 (2) 2

0 0 2 0 1 0 12 18

x5 (3) 9

0 3 2 0 0 1 18 2

12

12 6 minimum

2

18

18 9

2

The most negative coefficient

(b) Tabular Form

Coefficient of: Right

Iteration BV Eq. Z x1 x2 x3 x4 x5

Side

Z (0) 1 -3 -5 0 0 0 0

x3 (1)

0 0 1 0 1 0 0 4

x4 (2)

0 0 2 0 1 0 12

x5 (3)

0 3 2 0 0 1 18

4

4 4

1

6

6 2 minimum

3

The most negative coefficient

(b) Tabular Form

Coefficient of: Right

Iteration BV Eq. Z x1 x2 x3 x4 x5

Side

Z (0) 1 5

-3 0 0 0

2 30

x3 (1)

1 0 1 0 1 0 0 4

x2 (2) 1

0 0 1 0 2 0 6

x5 (3)

0 3 0 0 -1 1 6

The optimal solution

x1 2, x2 6

None of the coefficient is negative.

(b) Tabular Form

Coefficient of: Right

Iteration BV Eq. Z x1 x2 x3 x4 x5

Side

Z (0) 1 3

0 0 0 2 1 36

x3 (1) 0 1 1

2 0 0 1 3 3 2

x2 (2) 1

0 0 1 0 2 0 6

x1 (3) 0 1 0 0 1 1

2

3 3

(a) Optimality Test

The current BF solution is optimal

if and only if every coefficient in row 0 is

nonnegative ( 0) .

Pivot Column:

A column with the most negative coefficient

(b) Minimum Ratio Test:

1. Pick out each coefficient in the pivot column

that is strictly positive (>0).

2. Divide each of these coefficients into

the right side entry for the same row.

3. Identify the row that has the smallest of

these ratios.

4. The basic variable for that row is the leaving

basic variable, so replace that variable by the

entering basic variable in the basic variable

column of the next simplex tableau.

Breaking in Simplex Method

(a) Tie for Entering Basic Variable

Several nonbasic variable have largest and

same negative coefficients.

(b) Degeneracy

Multiple Optimal Solutions occur if a

nonbasic variable has zero as its coefficient

at row 0 in the final tableau.

Algebraic Form

(0) Z 3 x1 2 x2 0

(1) x1 x3 4

(2) 2x2 x4 12

(3) 3 x1 2 x2 x5 18

Eq. Z x1 x 2 x3 x4 x5 Side Optimal?

BV

Z (0) 1 -3 -2 0 0 0 0

x3 (1) 0 1 0 1 0 0 4

0 x4 (2) No

0 0 2 0 1 0 12

x5 (3)

0 3 2 0 0 1 18

Coefficient of: Right Solution

BV Eq. Z x1 x2 x3 x4 x5 Side Optimal?

Z (0) 1 0 -2 3 0 0 12

x1 (1) 0 1 0 1 0 0 4

1 x4 (2) No

0 0 2 0 1 0 12

x5 (3)

0 0 2 -3 0 1 6

Coefficient of: Right Solution

BV Eq. Z x1 x2 x3 x4 x5 Side Optimal?

Z (0) 1 0 0 0 0 1 18

x1 (1) 0 1 0 1 0 0 4

2 x4 (2) Yes

0 0 0 3 1 -1 6

x2 (3) 0 0 1 3 0

1

3

2 2

Coefficient of: Right Solution

BV Eq. Z x1 x2 x3 x4 x5 Side Optimal?

Z (0) 1 0 0 0 0 1 18

x1 (1) 0 1 0 0 13 13 2

Extra x 1 1 Yes

3 (2)

0 0 0 1 3 3 2

x2 (3) 0 0 1 0 1 0 6

2

(c) Unbounded Solution

If An entering variable has zero in these coefficients

in its pivoting column, then its solution can be

increased indefinitely.

Variable Eq. Z

x1 x 2 x3 side Ratio

Z (0) 1 -3 -5 0 0

x3 (1) 0 1 0 1 4 None

Other Model Forms

(a) Big M Method

Original Problem Artificial Problem

Max Z 3 x1 5 x2 Max Z 3 x1 5 x2 Mx5

s.t. s.t.

x1 4 x1 x3 4

2 x2 12 2x2 x4 12

3 x1 2 x2 18 3 x1 2 x2 x5 18

and and

x1 0, x2 0 x j 0, for j 1,2,3,4,5.

x3 , x4: Slack Variables

(M: a large positive x5 : Artificial Variable

number.)

Max: 3x1 5 x2 Mx5 (0)

s.t. 3x1 2 x2 x5 18 (3)

x5 18 3 x1 2 x2 (4)

Put (4) into (0), then

or Max: (3M 3) x1 (2M 5) x2 18M

or Max: Z (3M 3) x1 (2 M 5) x2 18M

Max Z (3M 3) x1 (2M 5) x2 18M

s.t. x1 x 3

4 (1)

2x2 x4 12 (2)

3x1 2 x2 x5 18 (3)

Coefficient of: Right

Eq. Z x1 x 2 x3 x 4 x5

BV Side

Z (0) 1 -3M-3 -2M-5 0 0 0 -18M

x3 (1) 0 1

0 0 1 0 0 4

x4 (2)

0 3 2 0 1 0 12

x5 (3)

0 3 2 0 0 1 18

Coefficient of: Right

x1 x2 x3 x4 x5

BV Eq. Z Side

Z (0) 1 0 -2M-5 3M+3 0 0 -6M+12

x1 (1) 0 0 1

1 1 0 0 4

x4 (2) 2 0

0 0 1 0 12

x5 (3) 2 0

0 0 0 1 18

Coefficient of: Right

x1 x2 x3 x4 x5

BV Eq. Z Side

Z (0) 1 9 M 5

0 0 2 0 2 27

x1 (1) 0

2 1 0 1 0 0 4

x4 (2)

0 0 0 3 1 -1 6

x2 (3) 0 3 1

0 1 2 0 2 3

Coefficient of: Right

x1 x2 x3 x4 x5

BV Eq. Z 3 M 1 Side

Z (0) 1 0 0 0 2 27

x1 (1) 0 1 1

Extra x3 (2)

1 0 0

1

3

1

3 4

0 0 0 1 6

3 3

x2 (3) 0 0 1 0

1

2 0 3

(b) Variables with a Negative Value

x j x x , x 0, x 0

j j j j

Min 3 x1 5 x2 Min 3 x 3 x 5 x2

1 1

s.t. s.t.

x1 4 x x

1 1 4

2 x2 12 2 x2 12

3 x1 2 x2 18 3 x 3 x 2 x2 18

1 1

x1 : URS , x2 0 x 0, x ,0 x2 0

1 1

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