Step to apply Ordinary Simplex Method

• Mathematical modeling of LPP

• Write the Problem in standard form
• Find initial basic feasible solution
• Check Optimality test
• If optimal, then the solution obtained is
optimal Solution
• If not optimal, then iterate it towards
optimal solution

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 The given problem is said to be written in
standard form when the following three
conditions are met:
I. The right hand side (RHS) of the
constraints are non-negative
II. The constraints are written in
equation form
III. The decision variables are non-
negative

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 Three types of additional variables, namely
a. Slack Variable (S)
b. Surplus variable (-S), and
c. Artificial variables (A)
are added in the given LP problem to convert it into
standard form for two reasons:
– to convert an inequality into equation to have a
standard form of an LP model, and
– to get an initial feasible solution represented by
the columns of an identity matrix

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 The summery of the extra variables needed to add in the
given LP problem to convert it into standard form is given
below

Types of Additional Variable Additional Coefficient

constraints in obje.Func.
Min Max
Add slack Variable 0 0
≤
Subtract surplus 0 0
variable

add artificial variable +M -M

≥
= Add artificial variable +M -M

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 Exercise
Convert the following LPP into standard form and identify
i.b.f.s
Maximize Z = x1 – 4x2+x3+6x4

Subject to
x1 – 3x2+4X3 ≤ 20
2x1 – x2 + 10x3 + x4 = 10
x2+4x3+x4 ≥ 6
5x1+4x3+4x4 ≥ -15
x1, x2,x3,x4 ≥ 0

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 See hand written material

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 Unrestricted or unconstrained variables
• Unconstrained variable can attain –ve, zero or +ve values.
• If a variable is unconstrained then it must be written as a
difference between two non-negative variables.
Example:
Solve
Max Z = 2x1 + 5x2
Subject to x1+2x2 ≤ 8
x1 ≤ 4
0 ≤ x2 ≤ 3
x1 unrestricted
Solution
x1 = y1 – y2
x2 = y3
where y1, y2, y3 ≥ 0
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 Thus, the given LPP can be written as
Max Z = 2y1 – 2y2+ 5y3
Subject to y1 – y2+2y3 ≤ 8
y1 – y2 ≤ 4
y2 ≤ 3
y1, y2, y3 ≥ 0
Solving this problem gives(left as exercise
to students)
y1 =2, y2 = 0, y3 = 3 and Zmax = 19
This in turn gives:
x1 =2, x2 = 0 and Zmax = 19

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 The Big M-Method
Earlier, we only solved problems where the constraints
were of ≤ type with non-negative RHS. But the
constraints can also have an = or ≥ signs. Example:
Maximize Z= 4x1 + 3x2+6x3
Subject to 2x1 + 3x2+2x3= 440
4x1 +3x3≤ 470
2x1 +5x2 ≥ 430
x1, x2, x3 ≥ 0

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 In a case where at least one of the constraints is of =
or ≥ type, we have to introduce another type of
variables called artificial variables.
One of the techniques available to solve such type of
problems is a Big M-Method (also known as penalty
method)

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 • Express the LPP in standard form by introducing slack,
surplus and Artificial variables.
• Introduction of artificial variables violates the equality of
constraints.
• They are, rightly termed as artificial variables as opposed to
other real decision variables in the problem.
• Therefore, we must get rid of these variables and must not
allow them to appear in the final solution.
• To achieve this, these variables are assigned a very large per
unit penalty in the objective function.
• This penalty is designated by - M for maximization problems
and + M for minimization problems, where M > O.
• Solve the modified linear programming problem by the
simplex method.

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 While making iterations, using the simplex method, one of the
following three cases may arise:
1.If no artificial variable remains in the basis and the optimality
condition is satisfied, then the solution is an optimal feasible
solution to the given problem.

2.If at least one artificial variable appears in the basis at zero level
(with zero value in b column) and the optimality condition is
satisfied, then the solution is optimal feasible (though degenerate)
solution to the given problem. The constraints are consistent
though redundancy may exist in them. By redundancy is meant
that the problem has more than the required number of
constraints.

3. If at least one artificial variable appears in the basis at a

non-zero level (with positive value in b-column) and the optimality
condition is satisfied, then the original problem has no feasible
solution
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 See hand written material

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 Unbounded Solution
• Occurs when it is impossible to determine the leaving variable.
• This happens when all the constraint coefficients of the non-
basic variable that is to enter the basis are negative or zero so
that there is no minimum non-negative ratio.
• In such a case, the value of the entering variable can increase
indefinitely without violating any of the constraints, meaning
that the solution space is unbounded.
• As a result, the objective function value may increase (max
prob.) or decrease (Min prob.) indefinitely.
• Unsoundness occurs when the problem is constructed poorly.
Solve
Max Z = 4x1 + x2 + 3x3 + 5x4
Subject to 4x1 - 6x2 - 5x3 - 4x4 ≥ -20
-3x1 - 2x2 +4x3 + x4 ≤ 10
-8x1 - 3x2 + 5x3 +2x4 ≤ 20
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 Infeasible Solution
• If all the constraints are not satisfied simultaneously, the model
has no feasible solution.
• For ≥ and = type constraints, artificial variables are used. High
penalty coefficient is associated with the objective function to
reduce them to zero at optimum.
• If at least one artificial variable have positive value at the
optimum iteration, the objective function will contain the penalty
coefficient M.
• Such a solution is called pseudo- optimal solution.
• Pseudo = fake
Example
Solve
Minimize Z = x1+2x2+x3
Subject to x1 + 0.5x2 + 0.5x3 ≤ 1
1.5x1 + 2x2 + x3 ≥ 8

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x1 ,x2,x3 ≥ 0 B – 15
 Multiple Optimal Solution
In the optimal simplex method, if a non-basic variable has zero
coefficient in the Cj – Zj row, there exists an alternative optimal
solution.
In this case the non-basic variable can enter the basis without
changing the objective function, but causing a change in the values
of the basic variables.
Example: Solve
Max Z = 4x1+10x2
Subject to 2x1 + x2 ≤ 10
2x1 + 5x2 ≤ 20
2x1 + 3x2 ≤ 18
x1, x2 ≥ 0

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