Linear Programming

Simplex Method
 or

or

It violates the non-negative restriction.

must be +ve or zero

First convert the inequalities into
equalities by subtracting surplus variables To overcome the difficulty, artificial
Variable, Ai is added to the constraint.

Now the constraints become

There are 4 variables, but 2 equations.

So, initially we assume the value of

decision variables is equal to zero.
 M is assigned as a coefficient to
Artificial variable in the objective function.
The value of M is very large. So this
method is named as Big-M method
or penalty method.

Now, There are 6 variables, but 2 equations.

So, initially we assume the value of decision

variables and surplus variables is equal to zero.

Next, construct the initial simplx table

Initial Simplex Table

Cj row 6 3 0 0 M M
Co. Min.
B.V S.V x1 x2 s1 s2 A1 A2 Ratio
B.V
16/4
M A1 16 2 4 -1 0 1 0
=4
24/3
M A2 24 4 3 0 -1 0 1
=8
Min Z Zj row 6M 7M -M -M M M
= 40M

Cj row – Zj row 6-6M 3-7M M M 0 0

Maximum -ve value in Cj row – Zj row is 3-7M, so x2 is the entering variable

and x2 column is the key column.
In the minimum ratio column the +ve minimum value is 4,
so, A1 is the leaving variable and x2 is the entering variable.
Key/Intersection element is 4. so divide all the elements in that row by 4
to get new values
Now construct the second simplex table
 2nd Simplex Table

Cj row 6 3 0 0 M M
Co. Min.
B.V S.V x1 x2 s1 s2 A1 A2 Ratio
B.V
3 x2 4 1/2 1 -1/4 0 1/4 0 4/(1/2)
=8
M A2 12 5/2 0 3/4 -1 -3/4 1 12/(5/2)
=24/5
Min Z Zj row (3+5M)/2 3 (-3+3M)/4 -M (3-3M)/4 M
= 12+12M

Cj row – Zj row (9-5M)/2 0 (3-3M)/4 M (7M-3)/4 0

Maximum -ve value in Cj row – Zj row is (9-5M)/2, so x1 is the entering variable

and x1column is the key column.
In the minimum ratio column the +ve minimum value is 24/5,
so, A2 is the leaving variable. And x1 is entering variable
Key/Intersection element is 5/2. so divide all the elements in that row by 5/2
to get new values
Now construct the third simplex table
3rd Simplex Table

Cj row 6 3 0 0 M M
Co. Min.
B.V S.V x1 x2 s1 s2 A1 A2 Ratio
B.V

3 x2 8/5 0 1 -2/5 1/5 2/5 -1/5 -ve

6 x1 24/5 (24/5)/(3/10)
1 0 3/10 -2/5 -3/10 2/5 =16
Min Z
Zj row 6 3 3/5 -9/5 -3/5 9/5
= 168/5
(5M+3/5)
Cj row – Zj row 0 0 -3/5 9/5 (5M-9)/5

Maximum -ve value in Cj row – Zj row is -3/5, so s1 is the entering variable and
s1column is the key column.
In the minimum ratio column the +ve minimum value is 16,
so, x1 is the leaving variable. And s1 is entering variable
Key/Intersection element is 3/10. so divide all the elements in that row by
3/10 to get new values in the next simplex table
Now construct the fourth simplex table
4th Simplex Table
Cj row 6 3 0 0 M M
Co. Min.
B.V S.V x1 x2 s1 s2 A1 A2 Ratio
B.V

3 x2 8 4/3 1 0 -1/3 0 1/3

0 s1 16 10/3 0 1 -4/3 -1 4/3

Min Z Zj row 4 3 0 -1 0 1
= 24

Cj row – Zj row 2 0 0 1 M M-1

There is no -ve value in the Cj – Zj row, So the solution is optimal.

The minimum Z value is 24 and

x1= 0, x2 = 8