Simplex method, Operational ResearchLevel 4

Prepared by T.M.J.A.Cooray Department of Mathematics

 General

LP problem is to find the values of X1,X2,..Xn which maximizes (or minimizes) the objective function Max (or Min) Z= C1X1+C2X2+CnXn While satisfying the constraints a11X1+.a1nXn b1 or b1 a21X1+.a2nXn b2 or b2 .. am1X1+.amnXn bm or bm and X1, .Xn 0
Simplex mehiod, MA 4020Operational research

 This

problem can be put in the canonical form as follows. Inequalities can be converted to equalities. a11X1+.a1nXn S1 =b1 a21X1+.a2nXn S2 =b2 .. am1X1+.amnXn Sm = bm
(

by adding a slack or a surplus variable) Simplex mehiod, MA 4020Operational research

Minimization or maximization
(min) Z= C1X1+C2X2+CnXn can be converted to a min (max) Z=-{ C1X1+C2X2+CnXn} by multiplying the objective function by -1.
Max

Simplex mehiod, MA 4020Operational research

Variables unrestricted in sign

Xi

can take any value, either positive or negative. In such a case it can be replaced by Xi = Xi-Xi

Simplex mehiod, MA 4020Operational research

DEFINITIONS

Slack variables: are defined, when there are inequalities. In the example discussed , the available capacities of the three machines M1,M2 and M3 are 40,40 and 40 respectively.. Unused amounts of the three machines are denoted by X3,X4 and X5. (They are 0.) Some books denote them by Sj .
Simplex mehiod, MA 4020Operational research

 Surplus

variables: are defined when there are inequalities. In the diet planning problem of the dog, The minimum protein requirements are specified on the r.h.s.. If you feed more, the dog gets more than what is required. The excess amount of protein is denoted by Xj or Sj .(they are 0) The amount overfed is the surplus variable. By subtracting that amount we get the equality. Simplex mehiod, MA 4020Operational research

 Non

basic variables: The variables which have the value zero are called non basic variables.
Basic

variables: Variables which are positive are called basic variables. However some times the basic variables can have zero values and then the solution is said to be degenerate . .
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Simplex method.
Consider

the same problem solved using the graphical method. This procedure is equivalent to find the cdts of the corner points of the f. region. This method consists of changing set of basic variables one at a time until Z (or f) is maximized.

Simplex mehiod, MA 4020Operational research

 The

first step is to determine an initial basic feasible solution: an obvious solution is x1=0,x2=0, giving x3=40,x4=40 and x5=40. This is equivalent to corner point O in the graphical solution. Step 2: Solve for the basic variables in terms of the non basics and express f in terms of non basics.
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 X3=40-.25x1-.5x2 X4=40-.4x1-.2x2 X5

=40 -.8x2 f=2x1+3x2 .

Simplex mehiod, MA 4020Operational research

Simplex mehiod, MA 4020Operational research

PIVOT COLUMN

oper basis Z X1 ation

OBJECTIVE FUNCTION

X2 X3 3 .5 0 1

X4 0 0

X5 0 0

value ratio

1 2 0 .25

0 40
40/.5 = 80

X3

X4
X5

0 .4
0 0

.2
.8

0
0

1
0

0
1

40
40

40/.2
=200

40/.8 =50
PI V O T R O W

Simplex mehiod, MA 4020Operational research

PIVOT COLUMN

operation
Row- Pivot row *3 pivot elt Row- Pivot row *.5 pivot elt

basis

X1

X2

X3

X4

X5

value

ratio

OBJE CTIVE FUNC TION

1 2 2 30 0 0

-3.75 -150 00 0 0

X3 0 .25 .5 11 0 .25 0 .4 4 .2 00 0
0

00 -.625 40 0 15 11 0 40 -.25 30
0 1/.8 50

40/.5 = 80

Row- Pivot row *.2 X4 0 0 pivot elt

40/.2
=200

PIVOT ROW X5 X2 PIVOT ELEMENT

0 .8/.8

40/.8 =50
PIVOT ROW

Simplex mehiod, MA 4020Operational research

PIVOT COLUMN

operation
Row- Pivot row *3 pivot elt Row- Pivot row *.5 pivot elt

basis

X1

X2

X3

X4

X5

value

ratio

OBJE CTIVE FUNC TION

1 2 2 30 0 0

-3.75 -150 00 0 0

X3 0 .25 .5 11 0 .25 0 .4 4 .2 00 0

00 -.625 40 0 15 11 0 40 -.25 30

40/.5 = 80

Row- Pivot row *.2 X4 0 0 pivot elt

40/.2
=200

PIVOT ROW X5 PIVOT ELEMENT

40/.8

.8/.8

0 1/.8 50

=50
PIVOT ROW

Simplex mehiod, MA 4020Operational research