Points to Remember in Simplex Algorithm

All the constraints should be type.

All variables should be 0.

Coefficients of basic variables in z-row should be zero.

The coefficients matrix corresponding to initial basic

variables forms an identity matrix.

The entering variable will be the one which has most

negative (most positive) z-row coefficient in case of max.
(min.) problem.

Manoj Kumar Pandey, 1

OPTIMIZATION
 Points to Remember ..

Leaving variable should follow the minimum ratio test.

When all the z-row coefficients are 0 (or 0) in case of

max. (or min.) problem the optimality is reached and we
will stop the simplex iteration.

Manoj Kumar Pandey, 2

OPTIMIZATION
Example 4: Solve the LPP using simplex method

Maximize Z = x + 5y

Subject to: -x + 3y 10

x+y 6

x-y 2

x0 y0

Dr. Manoj Kumar Pandey


In the standard simplex table

The coefficients of the basic variables in the z-row

should be zero.

The respective coefficients in the constraint matrix

must be identity coefficients.

In case it is not we have to use elementary row

operations to keep it in the standard simplex form
before we apply the simplex method

4
Example 5: Solve the following LPP using simplex
method

Maximize z = 2 x1 + 4 x2 + 4 x3 3x4

Subject to
x1 + x2 + x3 4
x1 + 4 x2 + x4 = 8
x1 , x2 , x3 , x4 0
Contents

Artificial Variables Techniques

Big M Method

Two Phase Method

6
 If in a starting simplex tableau, we dont have an
identity sub matrix (i.e. an obvious starting BFS), then
we introduce artificial variables to have a starting BFS.

This is known as artificial variable technique.

There are two methods to find the starting BFS and
solve the problem

(1) Big M Method

(2) Two-Phase Method.

7
Big M Method

8

Suppose that ith constraint equation doesn't have a
slack variable. i.e.
ith constraint in the original LPP is either or = type .

Then an artificial variable Ri is added, to form the ith

unit vector column.

Since the artificial variables are not part of the

original LPP, they are assigned a very high penalty in
the objective function and thus forcing them to equal
zero in the optimum solution.

9
Artificial variable objective coefficient
= - M (Sum of artificial variables) in a maximization
problem,
= M (sum of the artificial variables ) in a minimization
problem
where M is a very large positive number.

Mathematically M

10
Example 1

Min z = 4x1 + 3x2

Subject to
2x1 + x2 10
x1 + x2 6
-3x1 + 2x2 6
Writing z as equation and adding
x10, x20 slack and surplus variables to the
constraints
z 4x1 3x2 =0
2x1 +x2 S1 = 10
x1 + x2 - S2 =6
-3x1 + 2x2 + S3 = 6
11
Addition of artificial variables to obtain a starting BFS

2x1 + x2 S1 +R1 = 10 Artificial variables

R1 and R2 added to
x1 + x2 S2 +R2 = 6 the constraints
- 3x1 + 2x2 + S3 = 6

These artificial variables are penalized in the objective

function by assigning some very large value (say M) to
them in the objective function

12
z = 4x1 + 3x2 + MR1 + MR2 Objective function

2x1 + x2 s1 +R1 = 10
x1 + x2 s2 +R2 =6 constraints

- 3x1 + 2x2 + s3 =6

Where M is a very large penalty assigned on

artificial variables R1 and R2

13
Tabular form

Basic z x1 x2 S1 S2 R1 R2 S3 solution

z 1 -4 -3 0 0 -M -M 0 0

R1 0 2 1 -1 0 1 0 0 10

R2 0 1 1 0 -1 0 1 0 6

S3 0 -3 2 0 0 0 0 1 6

14
Since the z column does not change in the iterations, it may be
deleted
Basic x1 x2 S1 S2 R1 R2 S3 solution

z -4 -3 0 0 -M -M 0 0

R1 2 1 -1 0 1 0 0 10

R2 1 1 0 -1 0 1 0 6

S3 -3 2 0 0 0 0 1 6

The initial BFS as obtained from the table is

R1 = 10; R2 = 6 and z = 0 Is this table
correct ?
15
But if R1 = 10; R2 = 6 then the value of
objective function should be z = 16 M, since
we have defined the objective function as:

z = 4x1 + 3x2 + MR1 + MR2

Why does this inconsistency appears?

This is because of the fact that the elements

of the basic variable have a non zero
coefficient in the z-row.
The starting table now becomes

16
Basic x1 x2 S1 S2 R1 R2 S3 solution

z -4 + 3M -3+2M -M -M 0 0 0 16M

R1 2 1 -1 0 1 0 0 10

R2 1 1 0 -1 0 1 0 6

S3 -3 2 0 0 0 0 1 6

Apply the basic simplex method for solving

minimization problem

17
Selecting pivot row and pivot column for a minimization problem

Basic x1 x2 S1 S2 R1 R2 S3 solution Min.

ratio
z -4 + 3M -3+2M -M -M 0 0 0 16M

R1 2 1 -1 0 1 0 0 10
2 10/2
R2 1 1 0 -1 0 1 0 6
6/1
S3 -3 2 0 0 0 0 1 6 ---

Select the most positive element of the z row

18
 Second iteration
Bas x1 x2 S1 S2 R1 R2 S3 solution Min.
ic ratio
z 0 -2+M -4-M -M 4 3M 0 0 20 +M
2 2 2

x1 1 1/2 -1/2 0 1 0 0 5 5/1/2

R2 0 1/2 1/2 -1 0 1 0 1
1/2 1/1/2

S3 0 7/2 -3/2 0 0 0 1 21 21/7/2

19
 Final iteration
Basic x1 x2 S1 S2 R1 R2 S3 solution

z 0 0 -1 -2 1M (2-M)/2 0 22

x1 1 0 -1 0 1 0 0 4

x2 0 1 1 -1 0 1 0 2

S3 0 0 -13/2 0 0 0 1 14

Solution x1 = 4; x2 = 2; z = 22

20
Consider the following LPP:

Maximize z = 2 x1 + 3 x 2 5 x3

Subject to x1 + x 2 + x3 = 7
2 x1 5 x 2 + x3 10
x1 , x 2 , x3 0

21
Introducing surplus and artificial variables, s2, R1 and R2 , the
LPP is modified as follows:
Maximize z = 2 x1 + 3 x 2 5 x3 MR1 MR 2

Subject to x1 + x2 + x3 + R1 = 7
2 x1 5 x 2 + x 3 s 2 + R2 = 10
x1 , x 2 , x 3 , s 2 , R 1 , R 2 0

Now we solve the above LPP by the Simplex method.

22
Basic z x1 x2 x3 s2 R1 R2 Sol.

-2-3M -3+4M 5-2M M 0 0 -17M

z 1 -2 -3 5 0 M M 0
R1 0 1 1 1 0 1 0 7
R2 0 2 -5 1 -1 0 1 10
z 1 0 -8 - 6- -1 - 0 1+ 10 -
7M/2 M/2 M/2 3M/2 2M
R1 0 0 7/2 1/2 1/2 1 -1/2 2
x1 0 1 -5/2 1/2 -1/2 0 1/2 5
z 1 0 0 50/7 1/7 16/7 + -1/7 102/7
M +M
x2 0 0 1 1/7 1/7 2/7 -1/7 4/7
x1 0 1 0 6/7 -1/7 5/7 1/7 45/7
The optimum (Maximum) value of
z = 102/7
and it occurs at
x1 = 45/7, x2 = 4/7, x3 = 0

24

If in any iteration, there is a tie for leaving variable
between an artificial variable and other variable
(decision, surplus or slack), we must prefer the
artificial variable to leave the basis.

An artificial variable is never considered for re-entry

into the basis.

If in the final optimal tableau, an artificial variable is

present in the basis at a non-zero level, this means our
original problem has no feasible solution.

25
Tutorial - 3

26
(1). Solve the following LPPs using Simplex method:

(i) Max. z = 1 2 x1 1 5 x 2
subject to 4 x1 + 3 x 2 12
2 x1 + 5 x 2 1 0
x1 , x 2 0

(ii) Max. z = 2 x1 3 x 2
subject to x 1 + x 2 2
2 x1 x 2 2
x1 x 2 2
x1 0 , x 2 u n re s tric e d
27
(iii) Max. z = 3 x1 + 2 x 2 + 5 x 3
subject to x1 + 2 x 2 + x 3 4 3 0
3 x1 2 x 3 4 6 0
x1 + 4 x 2 4 2 0
x1 , x 2 , x 3 0

(iv) Min. z = 6 x1 2 x 2 6 x 3
subject to 2 x1 3 x 2 + x 3 1 4
4 x1 + 4 x 2 + 1 0 x 3 4 6
2 x1 + 2 x 2 4 x 3 3 7
x1 2 , x 2 1, x 3 3

28
(2). Solve the following LPPs using Big-M method:

(i) Max. z = x1 + 3 x 2
subject to x1 + 2 x 2 2
3 x1 + x 2 3
x1 4
x1 , x 2 0
(ii) Min. z = 9 x1 + x 2 + 2 x 3
subject to 4 x 1 + 2 x 2 + x 3 5
x1 + 2 x 2 + 3 x 3 4
x1 , x 2 , x 3 0

29