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LESSON 2 Simplex Method

The document provides information about solving linear programming problems using the simplex method. It discusses: - The simplex method was developed by George Dantzig to solve linear programming problems by moving from one extreme point to another until an optimal solution is reached. - For maximization problems, the simplex method involves setting up constraints with slack variables, constructing an initial simplex table, and iteratively finding the entering variable and leaving variable to arrive at an optimal solution. - An example problem about determining the optimal number of tables and chairs to produce to maximize profit is provided to illustrate the simplex method steps.

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Michelle Anne Constantino
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4K views5 pages

LESSON 2 Simplex Method

The document provides information about solving linear programming problems using the simplex method. It discusses: - The simplex method was developed by George Dantzig to solve linear programming problems by moving from one extreme point to another until an optimal solution is reached. - For maximization problems, the simplex method involves setting up constraints with slack variables, constructing an initial simplex table, and iteratively finding the entering variable and leaving variable to arrive at an optimal solution. - An example problem about determining the optimal number of tables and chairs to produce to maximize profit is provided to illustrate the simplex method steps.

Uploaded by

Michelle Anne Constantino
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOC, PDF, TXT or read online on Scribd
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LESSON 2

The SIMPLEX METHOD of Linear Programming


Maximization Method
The simplex method of linear programming was developed by George B. Dantzig of Stanford
University.
It is a repetitive optimizing technique and it repeats the process of mathematically moving
from an extreme point to another extreme point (in the graphical method) until an optimal
solution is reached.
The simple method can handle an infinite number of variables.
i. Simplex Maximization Problems
The method of solving a maximization problem is different from minimization in the simplex
method.

Steps in Solving a Maximization Problem


1. Set up the constraints from the conditions of the problem.
2. Convert the inequality explicit constraints to equations by adding slack variables
when the constraints contains . But if the constraint has a symbol, convert
first the symbol to by multiplying the inequality by negative 1 and then add the
slack variable. If the problems contain the = symbol in the constraints, just add a
slack variable.
3. Enter then numerical coefficients and variables in the simplex table.
4. Calculate Cj and Zj values.
5. Determine the optimum column or entering by choosing the most positive value in the
Cj Zj row.
6. Divide the quantity-column values by the non-zero and non-negative entries in the
optimum column. The smallest quotient belongs to the pivotal row.
7. Compute the value for the replacing row by dividing all entries by the pivot. Enter
the result in the next column.
8. Compute the new entries for the remaining rows by reducing the optimum column
entries to zero (entries in the constrain rows.)
9. Calculate Cj and Zj values. Compute also for Cj Zj row.
10. If there is a positive entry in the Cj-Zj row, return to step 5. The final solution has
been obtained if there is no positive value in the Cj-Zj row.
EXAMPLE PROBLEM:

Consider the Margan Furniture Problem:

The Margan Furniture makes two products: tables and chairs, which must be processed through
assembly and finishing departments. Assembly department is available for 60 hours in every production
period, while the finishing department is available for 48 hours of work. Manufacturing one table requires
4 hours in the assembly and 2 hours in the finishing. Each chair requires 2 hours in the assembly and 4
hours in the finishing. One table contributes P180 to profit, while a chair contributes P100. The problem is
to determine the number of tables and chairs to make per production period in order to maximize the
profit.
I Given:
Let

x = the number of pieces of tables


y = the number of pieces of chairs

II Tabulation:
Product (Qty)
x
y

Assembly Dept.
(hrs/pc.)
4
2

Finishing Dept.
(hrs/pc.)
2
4

Profit (Php/pc)
180
100

Step 2:
New Program with Slack Variables:
Maximize:
Z= 180x +100y + 0S1 + 0S2
Subject to:
4x + 2y + S1 = 60
2x + 4y +S2 = 48
x 0, y 0
S1 0, S2 0

Step 1:
Consider the Margan Furniture Problem:
Maximize:
Z = 180x +100y
Subject to:
4x + 2y 60
2x + 4y 48
x 0, y 0
Step 3:
Simplex Table Organization
The initial Simplex Table will be:
Contribution to profit column
Variable column
Constant column

Cj

180

100

Objective coef. row

Prod

Qty

S1

S2

S1

60

S2

48

Variable row
Constraint coefficients

Zj
Cj-Zj
To complete the table, follow the following steps:
1. Solve for the Zj row : each Cj value is multiplied to every value in the constant column.
(See the table below)
2. Solve for the Cj - Zj row: Under each column subtract the value of Zj from the value of Cj.
(See the table below)
Cj

180

100

Prod

Qty

S1

S2

S1

60

S2

48

(a)

Zj

0(60)=0
0(48)=0
0

0(4)=0
0(4)=0

0(2)=0
0(4)=0

0(1)=0
0(0)=0

0(0)=0
0(1)=0

(b)

Cj-Zj

180-0 =180

100-0 =100

0-0=0

0-0=0

The initial simplex table should have this final content:


Cj

180

100

Prod

Qty

S1

S2

S1

60

S2

48

Zj
Cj-Zj

0
180

0
100

0
0

0
0

From the Cj-Zj row choose the highest non negative integer. The column where the number is
located becomes the optimum column.
TABLE 1

Cj

180

100

Prod

Qty

S1

S2

S1

60

S2

48

Zj
Cj-Zj

0
180

0
100

0
0

0
0

Highest non negative integer


Optimum column
From the Qty column, divide each quantity with the value found in optimum column under the
same row. Choose the smaller qoutient. The row where this quotient belongs becomes the pivotal
row.

TABLE 1

Pivotal row

Cj

0
0

180

100

Prod

Qty

S1

S2

S1
S2

60
48

60/4=15
48/2=24

60/2=30
4

1
0

0
1

Zj
Cj-Zj

0
180

0
100

0
0

0
0

The smaller quotient is between 15 and 24 is 15. Therefore the row where
15 belongs is the pivotal row and 4 is the pivot.
Pivot the table in a counter clockwise direction at the intersection of the pivotal row and the
optimum column or at the pivot.
The next is Table 2

TABLE 2

Cj

180

100

Prod

Qty

S1

S2

60/4 = 15

4/4 = 1

2/4 =

1/4

0/4 = 0

Replacing Row

180

Row to be replaced

S2
Zj
Cj-Zj

The pivotal row will now have the following contents by dividing every element in the constant
column with the pivot. The objective is to change the pivot to 1 in the next table.
Solve for S2 row (the Row to be replaced)
From S2 of
Table 1 (copy the

Sub
tract

values vertically)

48
2
4
0
1

The x or S1
row of
Table 2
15
1

S2 in
Table 2
(2)
(2)
(2)
(2)
(2)

=
=
=
=
=

18
0
3
-
1

Table 2 will have this values


TABLE 2

Cj

180

100

Prod

Qty

S1

S2

15 / (1/2) = 30

180

15

1/4

0/4 = 0

18/3 = 6
Pivotal row

S2

18

-1/2

Zj

2700

180

90

45

10

-45

Cj-Zj

Highest non-negative integer


Optimum column
The next is Table 3
TABLE 3

Cj

Row to be replaced

180

Replacing Row

100

180

100

Prod

Qty

S1

S2

-3/2

1/3

Zj
Cj-Zj

Solve for x-row, the Row to be replaced


From y-row of
Table 2
15
1

0
TABLE 3

The y-row
of Table 3
6
0
1
-3/2
1/3

Cj

()
()
()
()
()

=
=
=
=
=

x-row in
Table 3
3
1
0
1
1/6

180

100

Prod

Qty

S1

S2

Row to be replaced

180

12

1/6

Replacing Row

100

-3/2

1/3

Zj

2160

180

100

330

33.33

Cj-Zj

2760

-330

-33.33

No more positive
integer

12, the number of x product to be manufactured


6, the number of y product to be manufactured
2760, the maximum profit

ASSIGNMENT: Answer the following using the simplex method.

1. A computer system manufacturer has just introduced two time-sharing programs for the generations
of a wide range statistical output. Preliminary market research indicates that each hour of usage of
SPPS will result in P400 profit, and each hour of STAA will result in P360 profit for the company.
The company is capable of producing a combined total of 1,000 hours per month for both programs.
In addition, production requires processing in two divisions, programming and storage. There is a
maximum monthly budget of P400,000 for programming and P600,000 for storage. Each hour of
SPPS uses P200 of programming budget and P500 of storage budget, while each hour of STAA uses
P800 of programming budget and P1,000 of storage budget. What combination of SPPS and STAA
should the manufacturer produce in order to maximize the companys profit?

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