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OR#5
Linear Programming:
The Simplex Method
Lecturer
Gesit Thabrani Dual Degree – Management UNP
Learning Objectives
After completing this chapter, students will be able to:
1. Convert LP constraints to equalities with slack,
surplus, and artificial variables
2. Set up and solve LP problems with simplex
tableaus
3. Interpret the meaning of every number in a
simplex tableau
4. Recognize special cases such as infeasibility,
unboundedness, and degeneracy
2T + 1C + S1 = 100
2(40) +1(10) + S1 = 100
S1 = 10
There will be 10 hours of slack, or unused
painting capacity
Number of Chairs
80 –
problem
–
2T + 1C ≤ 100
60 –
–
40 – C = (30, 40)
–
20 – 4T + 3C ≤ 240
– D = (50, 0)
(0, 0) A |– | | | |
0 20 40 60 80 T
Figure 9.1 Number of Tables
Dual Degree – Management UNP
The First Simplex Tableau
Constraint equations
It simplifies handling the LP equations if we
put them in tabular form
These are the constraint equations for the Flair
Furniture problem
QUANTITY
SOLUTION MIX T C S1 S2 (RIGHT-HAND SIDE)
S1 2 1 1 0 100
S2 4 3 0 1 240
Cj Profit per
$70 $50 $0 $0 unit row
SOLUTION QUANTITY
T C S1 S2
MIX Constraint
$0 S1 2 1 1 0 100 equation rows
$0 S2 4 3 0 1 240 Gross
profit row
Zj $0 $0 $0 $0 $0
Net profit row
C j - Zj $70 $50 $0 $0 $0
Table 9.1
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The First Simplex Tableau
The numbers in the first row represent the
coefficients in the first constraint and the
numbers in the second the second constraint
At the initial solution, T = 0 and C = 0, so S1 = 100
and S2 = 240
The two slack variables are the initial solution mix
The values are found in the QUANTITY column
The initial solution is a basic feasible solution
T 0
C 0
=
S1 100
S2 240
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The First Simplex Tableau
Variables in the solution mix, called the basis in
LP terminology, are referred to as basic variables
Variables not in the solution mix or basis (value
of 0) are called nonbasic variables
The optimal solution was T = 30, C = 40, S1 = 0,
and S2 = 0
The final basic variables would be
T 30
C 40
=
S1 0
S2 0
COLUMN
T C S1 S2
Cj for column $70 $50 $0 $0
Zj for column 0 0 0 0
Cj – Zj for column $70 $50 $0 $0
Table 9.3
2 1 1* 0 100
=1 = 0.5 = 0.5 =0 = 50
2 2 2 2 2
Cj $70 $50 $0 $0
SOLUTION QUANTITY
MIX T C S1 S2 (RHS)
$0 T 1 0.5 0.5 0 50
$0 S2 0 1 –2 1 40
Zj $70 $35 $35 $0 $3,500
C j - Zj $0 $15 –$35 $0
Table 9.4
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Interpreting the Second Tableau
Current solution
The solution point of 50 tables and 0 chairs
(T = 50, C = 0) generates a profit of $3,500. T is
a basic variable and C is a nonbasic variable.
This corresponds to point D in Figure 9.2.
Resource information
Slack variable S2 is the unused time in the
carpentry department and is in the basis. Its
value implies there is 40 hours of unused
carpentry time remaining. Slack variable S1 is
nonbasic and has a value of 0 meaning there is
no slack time in the painting department.
Table 9.5
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Developing the Third Tableau
Step 3.
3 The pivot row is replaced by dividing every
number in it by the pivot point number
0 1 −2 1 40
=0 =1 = −2 =1 = 40
1 1 1 1 1
$5 C 0 1 –2 1 40
T = 30 tables
C = 40 chairs
S1 = 0 slack hours in the painting department
S2 = 0 slack hours in the carpentry department
profit = $4,100 for the optimal solution
Cj $70 $50 $0 $0
SOLUTION
MIX T C S1 S2 QUANTITY
$70 T 1 0 1.5 –0.5 30
$50 C 0 1 –2 1 40
Zj $70 $50 $5 $15 $4,100
C j - Zj $0 $0 –$5 –$15
Table 9.6