LPM Simplex Method Tabular Form1
LPM Simplex Method Tabular Form1
z-CB x B -C N x N = 0
(1)
Bx B +Nx N = b
(2)
xB , xN 0
(3)
-1
Multiplying equation (2) by B we have
x B +B-1 Nx N = B-1b
(4)
1
(5)
Currently x N =0 , and from equation (4) and (5) we have
x B = B-1b
z = C B B-1b
and
The equations (4) and (5) can conveniently be represented the
current basic feasible solution in the following tableau. Here
we think of z as (basic) variable to be minimized. The
objective row will be referred to as row zero and the
remaining rows are rows 1 through m. The right hand side
column will denote the values of the basic variables including
the objective function. The basic variables are identified on
the left column. The tableau representation of the LPP is
given below;
RHS
x
x
z
B
xB
1
0
0
I
(C B B-1 N-C N )
CB B-1b
Row 0
B-1 N
B-1b
Rows 1 through m
C B B-1b
which consists of
-1
x
y
=B
a k which is
k
k
If
is increased then the vector
Basic Variables
x B1 x B2
x
x
Br .. Bm
0 0 0 .. 0
x B1
0.................0...... 0
1 0.. 0
x Br
0
.
.
x B2
.
.
.
x Bm
.
.
0
.
.
0
.
.
.
.
0
Non-Basic
x
x k
j
Z -C
j j Zk -Ck
y
1j . y1k ..
y
y
2j . 2k .
.
.
.
.
.
.
.
0 1.. 0
y rj
..
y mj
y rk ..
y
mk .
RHS
CB b
b1
b2
.
.
.
br
.
.
.
bm
00 1
.
0
Pivoting:
All of the foregoing tasks can be simultaneously done by a
simple pivoting operation.
3
given by
New row = Current row + (- its pivotal column
coefficient) (New pivotal row)
(iii) Update row zero by adding to it -(Zk -Ck ) times the
new rth row.Thus the new pivotal row is given by
z
Basic Variables
x B1 x B2
x
x
Br .. Bm
0 0 0 .. 0
x B1
0.................0...... 0
1 0.. 0
0
.
.
x B2
.
.
.
xk
.
.
.
x Bm
.
.
0
.
.
.0
Non-Basic
x
x k
j
Z -C
j j Zk -Ck
y
1j . y1k ..
y
y
2j . 2k .
RHS
CB b
b1
b2
.
.
.
.
..
.
.
0 1/ y rk .. 0
y rj y rk
...
y mj
.1..
y mk
br y rk
R
.
.
.
.
NP
bm
00 1
.0
x B1 x B2
0
x Br
Non-Basic
..
-(Zk -Ck ) / y rk ..
x Bm
k
j
(Z -C )-(y /y )(Z -C )
j j rj rk k k 0
RHS
C B b-(br /y rk )(Z k -C k )
x B1
x B2
.
.
.
xk
0
.
0.............
-y1k /y rk ...... 0
0 1/
.
.
x Bm
0
.
.
.0
.
.
-y 2k /y rk . 0
0
.
.
y 2j -(y rj /y rk )y 2k
0.
..
.1..
y rk .. 0
y rj y rk
y mj -(y rj /y rk )y mk
0 ..
b1 -(br /y rk )y1k
b2 -(br /y rk )y 2k
.
.
.
.
.
.
br y rk
/
NPR
bm -(br /y rk )y mk
-y mk /y rk 1
.
0
x Br
with x k
(ii) The right hand side of the tableau gives the current values
of the basic variables. The non-basic variables are kept zero
Use of Tableau Format to Obtain the Solution of LPP
Suppose we are to
Minimize: z=Cx
Subject to
Ax = b
x0
Initialization Step:
We find an initial basic feasible solution with basis B, with
x=(x B ,x N ) and solution x B =B-1b , x N =0 , C=(CB , C N ) , A=(B, N)
%
Basic Variables
x B1 x B2
x
x
Br .. Bm
0 0 0 .. 0
Non-Basic
x
x k
j
Z -C
j j Zk -Ck
RHS
CB b
x B1
0.................0...... 0
1 0.. 0
0
.
.
x B2
.
.
.
x Br
.
.
.
x Bm
.
.
0
.
.
.
.
0
.
.
0
.
.
y1j
.
.
.
y 2j
.
.
.
.
0 1.. 0
.
.
y rj
..
y 2k .
y mj
y1k ..
y rk ..
y
mk .
b1
b2
.
.
.
br
.
.
.
bm
00 1
.
0
Main Step:
Z k -C k Maximum
C j ; j R
; x k 0
xk
ek
0
br
= Minimum i ; yik 0
y rk
1i m
yik
-1
CB B-1
(v)
is the vector of
variables
Rate of Change
(i)
z
=-(z j -c j )
xj
C j ; j R
xB
=-y j
xj
z
=C B-1
b
xB
=B-1
b
(iv)
is the rate of change of the basic
variables as a function of b
x Bi
(v) b j
x Bi
(vi) b
xB
is the jth column of B-1
bj
(vii)
Interpretation of Entries in the Simplex
Tableau
Let us consider the following typical simplex
7
tableau
x
x
z
RHS
Z
Row 0
(C B N-C )
C B b
1
0
Rows 1 through m
x
B N
B b
0
I
The tableau may be thought of as a representation of both the
basic variables x B and the cost variable z in terms of the non
basic variables x N
The non basic variables can therefore be thought of as
independent variables where as x B and Z are the dependent
variables
From row zero we have
B
-1
-1
-1
-1
Now,
z
=-(z j -c j )
xj
basic variable x j
z
<0
xj
xB
=-y j
xj
Now,
, is the rate of change of the basic
variables as a function of the non basic variable
xj
(iii)
z
=C B-1
b
xB
=B-1
b
(iv)
is the rate of change of the basic
variables as a function of b
x Bi
(v) b j
x Bi
(vi) b
xB
is the jth column of B-1
bj
(vii)
If the tableau corresponds to a degenerate basic feasible
solution, then as a non basic variable x j increases at
least one of the basic variables may become
immediately negative destroying feasibility. In
this case a change of basis is necessary to
restore feasibility, leading to non-differentiability
to the objective value as a function of x j
Problem:
Minimize: z= x1 x 2 -4x 3
Subject to
x1 +x 2 +2x 3 9
x1 +x 2 -x 3 2
-x1 +x 2 +x 3 4
x1 , x 2 , x 3 0
+x 5 =2
+ x 6 =4
x1 , x 2 , x 3 x 4 , x 5 , x 6 0
x1
x 2
x 3
x=
x 4
x
5
x
6
1 1 2 1 0 0
A= 1 1 -1 0 1 0
-1 1 1 0 0 1
9
b= 2
4
10
z
1
0
0
0
X1 X2
X3
X4 X5 X6
z
-1
-1
4
0
0
0
X4
1
1
2
1
0
0
X5
1
1
-1
0
1
0
X6
-1
1
1
0
0
1
PC
Here we choose x 3 to enter the basis because
Z3 -C 3 4 Minimum
RHC
0
9
2
4PR
C j; j R
Now,
Basic Variables
x4
x5
x6
x3( yi3 )
2
-1
1
br
y rk (ratio or Intercept)
9
2
4
4.5
-2 (Ignore)
4 (Minimum)
b
br
= Minimum i ; yik 0 3 4
y rk
y33
1 i m
yik
x1
x2
x3
x4
-1
x5
x6
Solution
4 New
Pivotal Row
1
0
1
-1
4
3
-1
-4
-5
4
-4
0
0
0
0
0
0
0
0 0
-4 -16
-4 -16
0
0
0
1
2
3
1
-2
-1
2
-2
0
1
0
1
0
0
0
0 9
-2 -8
-2 1
0
0
0
1
-1
0
1
1
2
-1
1
0
0
0
0
1
0
1
0
1
1
2. X4 Row
Current X4 Row
2 New Pivotal Row
New X4 Row
3. X5 row
Current x5 Row
( 1) New
Pivotal Row
New x5 Row
Iteration 2
12
2
4
6
z
X1
X2
X3
X4
X5
X6
RHC
z
1
3
-5
0
0
0
-4
-16
X4
0
3
-1
0
1
0
-2
1PR
X5
0
0
2
0
0
1
1
6
X3
0
-1
1
1
0
0
1
4
Pivotal Column
Observe that the new tableau has the same properties as the
starting tableau. When we set the non basic variables x1, x2
and x6 to zero, the solution column automatically yields the
new basic solution ( x4=1, x5=6 and x3=4) together with the
corresponding new value of z is -16.
The last tableau shows that it is not optimal because the non
basic variable x1 has positive coefficient in the z-rows. An
increase in x1 is advantages because it will decrease the value
z. Thus x1 is the entering variable.
Next we will determine the leaving variable by computing the
ratio of the constraints with the nonnegative direction of the
entering variable.
Basic Variables
x1
b 9Solution)
br
y rk (ratio or Intercept)
x4
x5
x3
3
0
-1
1
6
4
1/3 (minimum)
6/0 (undefined) Ignore
4/-1 = -4 (Ignore)
x1
x2
x3
x4
x5
-1/3
1/3
x6
RHS
-16
1 /3(Pivotal
Row)
-2/3
Current X5 Row
(0) New
Pivotal Row
New X5 Row
3. X3 row
Current x3 Row
( 1) New
Pivotal Row
New x3 Row
0
0
0
0
0
0
2
0
2
0
0
-1
1
1
1
-1/3 0
0
0
0
2/3 1
0
0
0
1
0
1
1
0
1
6
0
6
0
0
1/3 0
1
-
4
1/3
1/3 0
2/3
1/3 13/3
RHS
-17
1/3
6
13/3
1 0 -2
= 0 1 1
0 0 1
3 -1 -2
B-1 N = 0 2 1
-1 1 1
-1
1 1 0
N= a1, a2, a6 = 1 1 0
-1 1 1
-1
xB
x1
xB
0;
x
2
xB
2 ;
x6
0
0
2 z
b
1
b1
z
b 2
z
b3
1/3 0 -2/3
= 0 1 1
1/3 0 1/ 3
1/ 3
xB
z
z
z
2
=4,
=1,
=2 x 2
x2
x4
x6
2 / 3
;
and
x1 ,x 2 0
That is Minimize z = Cx
Ax=b
x0
x1
x 2
x 3
6
x=
x 4
1
x A= -1
5
x
6 ;
0
where, C = (-5, -4, 0, 0, 0, 0) ,
4
2
1
1
1
0
0
0
0
1
0
0
0
0
1
0
0
24
0
6
b=
1
0
1
;
2
z
1
0
0
0
0
x1 x2
x3 x4
5
4
0 0
6
4
1 0
1
2
0 1
-1 1
0 0
0
1
0 0
Pivotal column
x5
0
0
0
1
0
x6
RHS
0
24 Pivotal row
6
1
2
0
0
0
0
1
C j ; j R
Now,
Basic Variables
x1 ( yi1 )
bi
yi1 (ratio or Intercept)
X3
x4
x5
x6
6(Pivotal Element)
1
-1
0
24
6
1
2
4
6
-1 (Ignore)
(Ignore)
br
b
= Minimum i ; yik 0 1 4
y rk
yi3
1 i m
yik
z
x1
x4
x5
x6
x1
x2
x3
x4
x5
x6
Solution
2/3
1/6
1. z-row
Current z-row
-(5)
1
0
5
-5
New z row
1
2. x4-row
Current x4-row 0
-(1) New Pivot row
0
New x4- row
0
0
0
0
0
0
-20
4
0
0
-5/6 0
10/3
2/3 -5/6 0
-20
1
-1
0
2
0
1
-2/3 -1/6 0
4/3 -1/6 1
0
0
0
0
0
0
6
-4
2
-1
1
0
1
2/3
5/3
1
0
1
0
0
0
1
4
5
3. x5-row
Current x5-row 0
-(-1) New Pivot row
0
New x5- row
0
0
0
1/6 0
1/6 0
3. x6-row: The new x6-row remains the same as the current x6-row because its
coefficient in the pivotal column is zero.
All the computations are given below in tableau
Iteration 2
z
x1
x4
x5
x6
z
1
0
0
0
0
x1
0
1
0
0
0
x2
2/3
2/3
4/3
5/3
1
x3 x4
-5/6 0
1/6
0
-1/6 1
1/6
0
0
0
x5
0
0
0
1
0
x6
0
0
0
0
1
RHS
-20
4
2Pivotal
row
5
2
Pivotal column
Observe that the new tableau has the same properties as the
starting tableau. When we set the non basic variables x2, and
x3 to zero, the solution column automatically yields the new
basic solution ( x1=4, x4=2, x5=5 and x6=2) together with the
corresponding new value of z is -20.
The last tableau shows that it is not optimal because the non
basic variable x2 has positive coefficient in the z-rows. An
increase in x2 is advantages because it will decrease the value
19
X2( yi2 )
b (Solution)
bi
yi2 (ratio or Intercept)
2/3
4/3Pivotal E
5/3
1
4
2
5
2
6
3/2 (Minimum)
3
2
x1
x2
x3
x4
-1/8 3/4
x5 x6
RHS
-20
3/2(Pivotal Row)
Current z-row
-(2/3)
New z row
1
0
0
0
0
0
1
0
2/3 -5/6 0
0
-2/3 1/1 0
2
1/2
0
-3/4 0
1/2
0
0
-20
-1
-21
2/3 1/6
-2/3 1/1
0
0
4
-1
2. x1-row
Current x1-row
-(2/3)
20
0
-
0
0
2
1/4
1/2
0
1/2
0
0
0
0
5/3 1/6
-5/3 5/2
4
0
3/8
0
1
0
5/4
1
5/4
0
0
5
-5/2
5/2
0
0
0
0
1
-1
0
0
0
1/8 0
3/4
1/8 0
3/4
1
0
2
-3/2
1/2
3. x5-row
Current x5-row
-(5/3)
RHS
-21
3
3/2
5/2
1/2
21
1 0 -2
= 0 1 1
0 0 1
3 -1 -2
B-1 N = 0 2 1
-1 1 1
-1
1 1 0
N= a1, a2, a6 = 1 1 0
-1 1 1
-1
xB
2 ;
x6
1
1
1
0
z
0
b
b1
z
b 2
z
b3
1/3 0 -2/3
= 0 1 1
1/3 0 1/ 3
1/ 3
xB
z
z
z
2
=4,
=1,
=2 x 2
2 / 3
x2
x4
x6
22