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Linear Programming:
Simplex Method
5.1. The Simplex Tableau; Pivoting
In this section we will learn how to prepare a linear pro-
gramming problem in order to solve it by pivoting using
a matrix method. The Simplex Method is matrix based
method used for solving linear programming problems with
any number of variables. The simplex algorithm can be
used to solve linear programming problems that already
are, or can be converted to, standard maximum-type
problems. An example of a standard maximum-type prob-
lem is
Maximize P = 4x + 4y
subject to x + 3y ≤ 30
2x + y ≤ 20
x ≥ 0; y ≥ 0
197
198 HELENE PAYNE, FINITE MATHEMATICS
(a) 3x − 2y ≤ 6
(b) −6x + 5y + z ≥ −3
(c) 7x − 4y ≤ −5
(d) x − y − 11z ≤ 0
(e) 5x − 7y ≥ −2
(f) 3x − 5z ≤ −8
(g) 2x ≤ 50
5.1. The Simplex Tableau; Pivoting 199
(a)
Maximize P = 4x + 4y
subject to x + 3y ≤ 30
2x + y ≤ 20
x ≥ 0; y ≥ 0
(b)
Minimize C = 5x + 3y
subject to x + y ≥ 6
6x + y ≥ 16
x + 6y ≥ 16
x ≥ 0; y ≥ 0
200 HELENE PAYNE, FINITE MATHEMATICS
x + 2y ≤ 8,
x − y ≤ 4,
x + 2y + s1 = 8,
x − y + s2 = 4.
x y s1 s2
1 2 1 0 8
1 −1 0 1 4
At an stage in the pivoting process, after a pivot operation
has been completed, we can determine the values of all our
variables (x, y, s1 , and s2 ). Before we begin pivoting, we
notice that x and y are free variables which we can set to
any value. In the simplex algorithm we call our free vari-
ables nonbasic variables and we set them equal to zero.
The other variables, whose column contains exactly one 1
and the rest of the elements are zero, are called the basic
variables. Solving the two equations from the augmented
matrix,
x + 2y + s1 = 8,
x − y + s2 = 4.
s1 = 8 − x − 2y,
s2 = 4 − x + y, .
202 HELENE PAYNE, FINITE MATHEMATICS
x = 0
y = 0
s1 = 8
s2 = 4.
(c) Identify the nonbasic and the basic variables. Set the
nonbasic variables equal to zero and find the basic
feasible solution.
204 HELENE PAYNE, FINITE MATHEMATICS
Maximize P = 3x + 4y
subject to x + 3y ≤ 30
2x + y ≤ 20
x ≥ 0; y ≥ 0
x + 3y + s1 = 30,
2x + y + s2 = 20.
x + 3y + s1 = 30,
2x + y + s2 = 20,
−3x − 4y + P = 0.
206 HELENE PAYNE, FINITE MATHEMATICS
x y s 1 s2 P
1 3 1 0 0 30
2 1 0 1 0 20
−3 −4 0 0 1 0
5.2. The Simplex Method: Solving Maximum Problems in Standard Form
207
x= , y= , s1 = , s2 =
P =
x y s 1 s2 P
1 1
3 1 3 0 0 10
5
3 0 − 13 1 0 10
− 53 4
0 3 0 1 40
208 HELENE PAYNE, FINITE MATHEMATICS
x y s 1 s2 P
2
0 1 5 − 15 0 8
1 0 −1 3
0 6
5 5
3
0 0 1 5 1 50
x= , y= , s1 = , s2 =
P =