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MATHEMATICAL METHOD
LECTURE 04
1. Introduction
Before the simplex algorithm can be used to solve a linear program, the
problem must be written in standard form.
At the same time your financial section estimated the cost on production of
each block which is more complicated as it involves employee salary,
electricity bills, infrastructural, raw material, transportation and so on. And
you have an equation for the cost in terms of number of blocks.
Which is,
The design of the simplex method calls for increasing one variable at a time, with
the selected variable being the one with the largest rate of improvement in z
A D
The value of z will increase by 2 for each unit increase in Xl and by 3
for each unit increase in X2. This means that the rate of improvement
in the value of z is 2 for Xl and 3 for X2. We thus elect to increase X2,
the variable with the largest rate of improvement.
At point B, the simplex method will then increase the value of Xl to reach
the improved corner point C, which is the optimum.
Blue
Non basic variable will enter to Basic variable
That’s why calling it Entering variable
PIVOT
One starts by dividing the row of the pivot by the pivot for the new pivot row.
, Cj
10=10-(5*0)
, Cj
1200
0 - 1200
0 -3*1 = -3
Repeat steps again until stopping criteria satisfies
Stopping Criterion: When to stop
Coeff. in Z, Cj 1000 1200 0 0 0 0
Base X1 X2 E1 E2 E3 E4 bi
Cj Basic
Var.
0 E1 10 0 1 0 0 -5 200-(14*5)=130
0 E2 2 0 0 1 0 -3 60-(14*3)=18
0 E3 1 0 0 0 1 0 34-14*0=20
1200 X2 0 1 0 0 0 1 14
Zj 0 1200 0 0 0 1200 0+0+0+14*12=
Cj-Zj 1000 0 0 0 0 -1200 168
0 E1 10 0 1 0 0 -5 130 130/10=13
0 E2 2 0 0 1 0 -3 18 18/2=9 (Min.)
0 E3 1 0 0 0 1 0 20 20/1=20
1200 X2 0 1 0 0 0 1 14 --
Zj 0 1200 0 0 0 1200 168
Cj-Zj 1000 0 0 0 0 -1200
Pivot Column
Pivot Row
Cj 1000 1200 0 0 0 0
Base X1 X2 E1 E2 E3 E4 bi
Cj Basic
Var.
0 E1
1000 X1 2/2=1 0 0 1/2 0 -3/2 9
0 E3
1200 X2
Zj
Cj-Zj