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Jan 31, 2019

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variables and are consequently too large to be tackled by

conventional means. Therefore, an algebraic technique is

used to solve large problems using Simplex Method. This

method is carried out through iterative process

systematically step by step, and finally the maximum or

minimum values of the objective function are attained.

problem in iterations to improve the value of the objective

function. The simplex approach not only yields the optimal

solution but also other valuable information to perform

economic and 'what if' analysis.

ADDITIONAL VARIABLES USED IN SOLVING LP

Two types of additional variables are used in simplex method

such as,

(a) Slack variables (S1, S2, S3..…Sn): Slack variables refer to the

amount of unused resources like raw materials, labour and

money.

amount of resources by which the left hand side of the equation

exceeds the minimum limit.

equality equations, as given in the Given Table below.

Procedure of simplex Method

Step 1: Formulate the LP problem.

if constraint type is ≤ introduce + S

if constraint type is ≥introduce – S

if there is an unrestricted variable, substitute that variable with

subtraction of two nonnegative variables

Step 4: Establish a simplex table and enter all variable coefficients. If the objective

function is maximization, enter the opposite sign co-efficient and if

minimization, enter without changing the sign.

identify the key column (the corresponding variable is the entering

variable of the next iteration table).

Step 6: Find the ratio between the solution value and the coefficient of the key

column. Enter the values in the minimum ratio column.

Cont….

Step 7: Take the minimum positive value available in the minimum ratio

column to identify the key row. (The corresponding variable is the

leaving variable of the table).

Step 8: The intersection element of the key column and key row is the pivotal

element.

Step 9: Construct the next iteration table by eliminating the leavin variable

and introducing the entering variable.

Step 10: Convert the pivotal element as 1 in the next iteration table and

compute the other elements in that row accordingly. This is the

pivotal equation row (not key row).

Step 11: Other elements in the key column must be made zero. For simplicity,

form the equations as follows: Change the sign of the key column

element, multiply with pivotal equation element and add the

corresponding variable.

Cont….

Step 12: Check the values of objective function. If there are negative

values, the solution is not an optimal one; go to step 5. Else, if all

the values are positive, optimality is reached. Non-negativity for

objective function value is not considered. Write down the values

of x1, x2,……..xi and calculate the objective function for

maximization or minimization.

Note:

(i) If there are no x1, x2 variables in the final iteration table, the

values of x1 and x2 are zero.

(ii) Neglect the sign for objective function value in the final iteration

table.

Some Terminologies

Non-basic Variable : Whose value is assumed as zero.

Basic Variable : Other than non-basic variables

Basic Solution : Unique solution of LP model by substituting

values of non-basic variables.

Basic Feasible Solution : If the solution of basic variables is non-negative

Example

Solve the following LP model by using simplex method for production of carton

boxes and corrugated boxes.

Subject to constraints,

2x1+3x2 ≤120 (Cutting machine) .....................(i)

2x1+ x2 ≤ 60 (Pinning machine) ......................(ii)

where x1, x2 ≥ 0

Note:

x1 = nos. of corrugated boxes to be produced

x2 = nos. of carton boxes to be produced

Z = Total profit

Solution:

Considering the constraint for cutting machine,

2x1+ 3x2 ≤ 120

which represents the unused resources. Introducing the slack variable, we have the

equation : 2x1+ 3x2 + S3 = 120

Example cont….

2x1+ 3x2 ≤ 120

To convert this inequality constraint into an equation, introduce a slack

variable, S1 which represents the unused resources. Introducing the slack

variable, we have the equation : 2x1+ 3x2 + S3 = 120

Similarly, for pinning machine, the equation is 2x1+ x2 + S4 = 60

If variables x1 and x2 are equated to zero,

then S3 = 120 and S4 = 60

This is the basic solution of the system, and variables S3 and S4 are known as

basic variables, while x1 and x2 known as non-basic variables. If all the

variables are non negative, the output is called a basic feasible solution of a

linear programming model.

Notes

(minimization) problem is the non-basic variable having the most negative

(positive) coefficient in the z-row. The optimum is reached at the iteration

where all the z-row coefficients of the nonbasic variables are nonnegative

(nonpositive)

the leaving variable is the basic variable associated with the smallest

nonnegative ratio (with strictly positive denominator).

Cont….

Rewriting the constraints with slack variables,

Zmax = 6x1 + 4x2 + 0S3 + 0S4

Subject to constraints,

2x1 + 3x2 + S3 = 120 ....................(i)

2x1 + x2 + S4 = 60 ....................(ii)

where x1, x2 ≥ 0

S4 is leaving variable X1 is entering variable

Pivot element

Cont…

If the objective of the given problem is a maximization one, enter the

co-efficient of the objective function Zj with opposite sign as shown in

table. Take the most negative coefficient of the objective function and

that is the key column Kc. In this case, it is -6.

Find the ratio between the solution value and the key column

coefficient and enter it in the minimum ratio column.

The intersecting coefficients of the key column and key row are called

the pivotal element i.e. 2.

of the next iteration table and the corresponding variable of the key

row is the leaving element of the next iteration table (In other words, x1

replaces S4 in the next iteration table. Given indicates the key column,

key row and the pivotal element.)

Cont..

In the next iteration, enter the basic variables by eliminating the leaving

variable (i.e., key row) and introducing the entering variable (i.e., key

column).

Make the pivotal element as 1 and enter the values of other elements in that

row accordingly (i.e., divide all the coefficients in key row by pivot element).

The other coefficients of the iteration Table can be determined by using the

following solver, Q.

Cont…

Solver, Q = SB –Kc * Pe

Where, SB = Basic Solutions

The equations for the variables in the iteration number 1 of table 8 are,

For S3, Q = SB – Kc * Pe

= S3 –2 * Pe

= S3 – 2Pe …………………………(i)

For – Z , Q = SB – Kc * Pe

= – Z - (-6) * Pe

= – Z + 6Pe …………………………(ii)

Using these equations (i) and (ii), new values of S3 and –Z can be

determined. New values are shown in next table.

Cont….

Using these equations, enter the values of basic variables SB and objective function

Z. If all the values in the objective function are non-negative, the solution is optimal.

Here, we have one negative value – 1. Repeat the steps to find the key row and

pivotal equation values for the iteration 2 and check for optimality.

Cont….

x1 = 15 corrugated boxes are to be produced and

x2 = 30 carton boxes are to be produced to yield a

Profit, Zmax = Rs. 210.00

Steps of Simplex Method

in Short Form

Steps of Simplex Method

in Short Form

Graphical Solution Method:

Solution by Simplex Method:

Solution by Simplex Method (Contd..):

Assuming x1 and x2 as non basic (i.e., x1=0 and x2 = 0),

s1=24, s2=6, s3=1, s4=2 and z=0.

Solution by Simplex Method (Contd..):

Solution by Simplex Method (Contd..):

Conclusion:

x1 enters and s1 leaves

Solution by Simplex Method (Contd..):

Result from Step-3:

We have identified -

a) Pivot row, b) pivot column, c) pivot element,

d) entering variable and e) leaving variable

Pivot element

Solution by Simplex Method (Contd..):

Computation-

Solution by Simplex

Method (Contd..):

Step-4: Determination of

new basic solution by the

Gauss-Jordan Computation-

Check:

operation [OK].

Solution by Simplex Method (Contd..):

step-3 is necessary.

Solution by Simplex Method (Contd..):

Pivot element

Solution by Simplex Method (Contd..):

Solution by Simplex Method (Contd..):

Remarks:

a) No negative coefficient in z-row. So, we have reached to optimum solution.

b) The solution can be interpreted as shown below.

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