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Simplex Method: Prepared By: Eng. Sarah Azzam

This document summarizes the simplex method used to solve a linear programming problem involving maximizing an objective function subject to constraints. It provides the steps to put the problem into standard form, find an initial basic feasible solution, construct the simplex tableau, determine leaving and entering variables, perform row operations, and reach the optimal solution. The example problem is maximized Z=6x1-2x2 subject to 2x1-x2≤2, x1≤4, and non-negativity constraints, and the optimal solution is found to be x1=4, x2=6, Zmax=12.

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ayoya
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58 views

Simplex Method: Prepared By: Eng. Sarah Azzam

This document summarizes the simplex method used to solve a linear programming problem involving maximizing an objective function subject to constraints. It provides the steps to put the problem into standard form, find an initial basic feasible solution, construct the simplex tableau, determine leaving and entering variables, perform row operations, and reach the optimal solution. The example problem is maximized Z=6x1-2x2 subject to 2x1-x2≤2, x1≤4, and non-negativity constraints, and the optimal solution is found to be x1=4, x2=6, Zmax=12.

Uploaded by

ayoya
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Simplex Method

Prepared by: Eng. Sarah Azzam

Problem 1

Maximize Subject to:

Z=6x1-2x2

2x1-x2 2 x1 4 x1, x2 0

Step 1 Put the Problem in the Standard Form

Maximize Subject to:

Z=6x1-2x2

2x1-x2+s1= 2 x 1 + s2 = 4 x1, x2, s1 , s2 0

Step 2 Find an Initial Basic Solution


We have m constraints where m=2 We have m+n variables where m+n=4 n=2 Therefore we will have m=2 basic variables First Trial choose x1=x2=0

s1=2 , s2=4

Step 3 Construct the Simplex Tableau


Maximize Subject to:

Z=6x1-2x2

Cj CB 0 0 Basis s1 s2 Ej=CB aij Cj-Ej

2x1-x2+s1= 2 x1 + s2 = 4 x1, x2, s1 , s2 0


-2 x2 -1 0 0 -2

0 s1 1 0 0 0

0 s2 0 1 0 0 b 2 4 0

x1 2 1 0 6

Step 4 Decide about the Leaving Variable


Cj j C CB 0 0 0 0 Basis Basis ss1 1 ss2 2 EEj=CB aij j=CB aij CCj-Ej j-Ej 66 x1 x1 2 2 1 1 0 0 6 6 -2 -2 x2 x2 -1 -1 0 0 0 0 0 s1 1 0 0 0 s1 1 0 0 0 s2 0 1 0 0 0 s2 0 1 0 0 b 2 4 0
= b k

b 1 2 4 4 Smalle st 0 positiv e value

The leaving variable is s1 and the entering variable is x1

-2 -2 0 0 K-Column (highest positive value)

Cj CB 0 0 Basis s1 s2 Ej=CB aij Cj-Ej

6 x1 2 1 0 6

-2 x2 -1 0 0 -2

0 s1 1 0 0 0

0 s2 0 1 0 0 b 2 4 0

Pivo t Row

Step 5 Perform Row Operations using the Pivot Row


Cj CB 6 0 Basis x1 s2 Ej=CB aij Cj-Ej 6 x1 1 0 6 0 -2 x2 -1/2 1/2 -3 1 0 s1 1/2 -1/2 3 -3 0 s2 0 1 0 0 b 1 3 6

Divide by 2 Pivot row*-1 + row2

Cj CB 6 0 Basis x1 s2 Ej=CB aij Cj-Ej

6 x1 1 0 6 0

-2 x2 -1/2 1/2 -3 1

0 s1 1/2 -1/2 3 -3

0 s2 0 1 0 0 b 1 3 6
= b k

-2 6 -2 Smalle st positiv e value

The leaving variable is s2 and the entering variable is x2

K-Column (highest positive value)

Cj CB 6 0 Basis x1 s2 Ej=CB aij Cj-Ej

6 x1 1 0 6 0

-2 x2 -1/2 1/2 -3 1

0 s1 1/2 -1/2 3 -3

0 s2 0 1 0 0 b 1 3 6

Pivot Row

Cj CB 6 -2 Basis x1 X2 Ej=CB aij Cj-Ej

6 x1 1 0 6 0

-2 x2 0 1 -2 0

0 s1 0 -1 2 -2

0 s2 1 2 2 -2 b 4 6 12 Pivot row*2 Pivot row*1/2 + row 1

No more positive values solution reached s1,s2 are non-basic s1=s2=0 x1,x2 are basic, x1=4 , x2=6 , Zmax=12

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