LPP by Simplex Method

MATHEMATICAL METHOD

LECTURE 04
1. Introduction

When a linear program (LP) appears in a particular form

where all constraints are in equation form and all variables
are nonnegative is said to be in standard form.

When LP problem is in Standard equation form,

Constraint should have two requirements:
1) All constraints should have non negative right hand
side
2) All variables are non negative
2. Slack and surplus variables

Before the simplex algorithm can be used to solve a linear program, the
problem must be written in standard form.

si is also used to represent slack and surplus variables

A linear program that contains (technological) constraints of the type ≤ is

abbreviated as LP. A linear program that contains mixed (technological)
constraints ( ≤ , =, ≥) is abbreviated as GP (Goal programming).
Flow chart of simplex method
Objective function.
You have a factory of making concrete blocks for river bank protection .
Now, your sale data says, you can sale each block for a certain cost.

And your profit equation becomes, Say,

P1(x)= 190x ( where x is in thousand, say)

At the same time your financial section estimated the cost on production of
each block which is more complicated as it involves employee salary,
electricity bills, infrastructural, raw material, transportation and so on. And
you have an equation for the cost in terms of number of blocks.
Which is,

C(x) = x3-90x2+ 120x ( where x is in thousand, say)

Now, your final profit equation would be

P(x)= P1(x)-C(x)= - x3+60x2+70X

So you need to maximize this profit function which is objective function.

The function shows that an increase in either Xl or X2 (or both) above their
current zero values will improve the value of z.

The design of the simplex method calls for increasing one variable at a time, with
the selected variable being the one with the largest rate of improvement in z

Subjected to , Can We Draw The Feasible

Region of This LP Model?
 Subjected to ,

A D
The value of z will increase by 2 for each unit increase in Xl and by 3
for each unit increase in X2. This means that the rate of improvement
in the value of z is 2 for Xl and 3 for X2. We thus elect to increase X2,
the variable with the largest rate of improvement.

The value of X2 must be increased until corner point B is reached.

At point B, the simplex method will then increase the value of Xl to reach
the improved corner point C, which is the optimum.

The path of the simplex algorithm is thus defined as A -› B -› C.

Each corner point along the path is associated with an iteration. It is

important to note that the simplex method moves alongside the edges of
the solution space, which means that the method cannot cut across the
solution space, going from A to C directly.
Think on it on your own
5. Solution of a linear program (LP)
 =ai

Blue
Non basic variable will enter to Basic variable
That’s why calling it Entering variable

The Variable which leaves Non basic list is Leaving variable

14 → is the minimum, hence e4 is the
variable that leaves the set of basic
variables.
 Step D: Pivot, pivot column and pivot row

PIVOT

The blue cell is called the pivot.

To go to the next table (and hence to carry out the first iteration), it is essential to
use the pivot.
Step F: Developing the New Table

One starts by dividing the row of the pivot by the pivot for the new pivot row.

, Cj

New Pivot Row

, Cj
 , Cj

10=10-(5*0)
, Cj

New element= Old element-

Old pivot column element*
new pivot row element on the
respective column
 , Cj

1200
0 - 1200

0 -3*1 = -3
Repeat steps again until stopping criteria satisfies
Stopping Criterion: When to stop
Coeff. in Z, Cj 1000 1200 0 0 0 0
Base X1 X2 E1 E2 E3 E4 bi
Cj Basic
Var.
0 E1 10 0 1 0 0 -5 200-(14*5)=130
0 E2 2 0 0 1 0 -3 60-(14*3)=18
0 E3 1 0 0 0 1 0 34-14*0=20
1200 X2 0 1 0 0 0 1 14
Zj 0 1200 0 0 0 1200 0+0+0+14*12=
Cj-Zj 1000 0 0 0 0 -1200 168

Still positive, so needs more iteration

 Cj 1000 1200 0 0 0 0
Base X1 X2 E1 E2 E3 E4 bi
Cj Basic
Var. Pivot

0 E1 10 0 1 0 0 -5 130 130/10=13
0 E2 2 0 0 1 0 -3 18 18/2=9 (Min.)
0 E3 1 0 0 0 1 0 20 20/1=20
1200 X2 0 1 0 0 0 1 14 --
Zj 0 1200 0 0 0 1200 168
Cj-Zj 1000 0 0 0 0 -1200

Pivot Column
Pivot Row
 Cj 1000 1200 0 0 0 0
Base X1 X2 E1 E2 E3 E4 bi
Cj Basic
Var.
0 E1
1000 X1 2/2=1 0 0 1/2 0 -3/2 9
0 E3
1200 X2
Zj
Cj-Zj

……………..Complete the Rest to Solve the problem………………

For Minimization problem.

Multiply the objective function with -1, then solve it

for maximization.