MODULE

6 ◦ Management Science
MODULE G ALS FLEX Course Material

Linear Programming Simplex

Method

College of Business and Accountancy

LESSON
#6
LEARNING
OUTC MES
Linear Programming
Use the simplex method in
solving LP problem having
Simplex Method
two or more decision
variables.
Create a linear program
model in maximization using
the simplex method,
◦ What is a simplex method?
 Simplex Method
◦ is a linear programming algorithm that can solve LP problems having two or more decision
variables.
 Definition of Terms
◦ Non-basic variables
are variables set to be zero.
◦ Basic Variables or Decision variables
are symbols (x, y, z, etc) that denote the product that the decision maker would like to determine.
◦ Slack variables
are variables that measure the amount of unused resources still remaining in stock at any point in
time during the production process.
◦ Optimal value
is the largest or smallest value of the objective function.
 Steps in solving simplex maximization
◦ 1. Formulate the new linear program by setting up the objective function and the constraints of the problem.
◦ 2. Change the inequality of the constraints to equality by adding a slack variable.
◦ 3. Prepare a simplex table and enter the numerical coefficients of the decision variables from the new linear
program.
◦ 4. Calculate the values of Cj and Zj rows.
◦ 5. Determine the entering variable of the entering variable of the optimum column. ( The most positive value in the
Cj – Zj row will be the optimum column.)
◦ 6. Determine the outgoing variable of the pivotal row. Divide the quantity values by the pivot in the optimum
column and choose the smallest quotient. (Disregard ratios like 3/0, 0/5, 4/-2).
◦ 7. Compute the elements of the entering variable.
◦ 8. Compute the values of the remaining rows.
◦ 9. Calculate the Cj – Zj value for the solution.
◦ 10. If there is no positive value in the Cj – Zj row an optimal solution is obtained.
How to convert the constraints of a linear program for simplex
maximization to equation?
◦ Methods of Treating the Constraints for Simplex Maximization
Original
Action Required Resulting Constraints
Constraints

Add a slack variable, then change the inequality

ax + by ≤ c (≤) ax + by + Sn = c
to equal sign(=).
Multiply both sides by (-1) and add a slack
ax + by ≥ c variable, then change the inequality (≥) – ax – by + Sn = – c
to equal sign (=).

ax + by = c Add a slack variable the copy the equal sign (=) ax + by + Sn = c

◦ Note: Slack variable (Sn) represents the unused resources,

◦ s
◦ Solution: ( Using the pen tab)
◦ Solution: ( Using the pen tab)
◦ Solution: ( Using the pen tab)
◦ Solution: ( Using the pen tab)
◦ Solution: ( Using the pen tab)
Illustrative example 1:
To maximize Z = P 30 x + P 40 y
Subject to: x + 2y ≤ 24
2x + 2y ≤ 30
x, y ≥ 0
◦ Convert the inequalities into equations.
◦ The best combination may not necessarily use all the resources in each operation or department. We must
add to each inequality a variable which will take up the slack, i.e. The resources not used in each operation
or department. This variable is called a slack variable.
◦ Set:
◦ S1 = Slack variable (unused resources) in operation or department 1.
◦ S 2= Slack variable ( unused resources) in operation or department 2.
◦
Solution:
To maximize Z = P 30x + P 40y + 0S1 + 0S2
Subject to: x + 2y + S1 = 24
2x + 2y + S2 = 30
x ≥ 0, y ≥ 0,
S1 ≥ 0, S2 ≥ 0
◦ S1 = Slack variable (unused resources) in operation or department 1.
◦ S 2= Slack variable ( unused resources) in operation or department 2.
◦
Illustrative example 2:
◦ To maximize Z = P 5 x + P 4 y
◦ Subject to: 12x + 6y ≤ 20,400
9x +15y ≤ 25,200
6x + 6y ≤ 12, 000
x ≥ 0, y ≥ 0
◦ Convert the inequalities into equations.
◦ The best combination may not necessarily use all the resources in each operation or department.
We must add to each inequality a variable which will take up the slack, i.e. The resources not used
in each operation or department. This variable is called a slack variable.
◦ S1 = Slack variable (unused resources) in operation or department 1.
◦ S 2= Slack variable ( unused resources) in operation or department 2.
◦
◦ Note:
◦ In simplex method any unknown variable that occurs in one equation must appear in all equations
making zero (0) as its numerical coefficient.
Thus the new LP model is;
◦ To maximize Z = P 5 x + P 4 y + 0S1 + 0S2 + 0S3
◦ Subject to: 12x + 6y + S1 + 0S2 + 0S3 = 20,400
9x +15y + 0S1 + S2 + 0S3 = 25,200
6x + 6y + 0S1 + 0S2 + S3 = 12, 000
x ≥ 0, y ≥ 0,
S1, S2, S3 ≥ 0
◦ Illustrative example 3
◦ Direction: Write the new LP model for the following:
To maximize Z = P 450 x + P 500 y
Subject to: 4x + 2y ≤ 600
2x + 4y ≥ 480 – 1 (2x + 4y ≥ 480) – 1 – 2x – 4y ≤ – 480
x, y ≥ 0
◦ Write the new LP model by converting the inequalities into equations.
◦ 1st Convert 4x + 2y ≤ 600 by adding S 1 to the left hand side of the expression and change the ≤ to =.
Hence 4x + 2y + S1 ≤ 600
◦ 2nd Convert –2x – 4y ≤ – 480 by adding S2 to the left hand side of the expression and change the ≤ to =. –
2x – 4y + S2 ≤ – 480
 The new LP model is;
◦ To maximize Z = P 450 x + P 500 y + 0S1 + 0S2
◦ Subject to: 4x + 2y + S1 + 0S2 = 600
–2x – 4y + 0S1 + S2 = – 480
x ≥ 0, y ≥ 0
S1, S2, S3 ≥ 0
Illustrative example 4:
Direction: Write the new LP model for the following:
To maximize Z = P 2x1+ P 5x2
Subject to: 2x1 + 3x2 ≤ 12
3x1 + 4x2 ≤ 24
6x1 + 5x2 = 30
x1 ≥ 0, x2 ≥ 0
◦ Solution: ( Using the pen tab)
◦ Solution: ( Using the pen tab)
KEEP SAFE EVERYONE
END