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Overview of The Simplex Method

This document provides an overview of the simplex method for solving linear programming problems. It explains that the simplex method finds the optimal solution by moving from corner to corner of the feasible region, making the greatest possible improvement at each step. It outlines the key steps in using the simplex method to solve a linear programming problem, including forming the initial simplex tableau, finding the entering and exiting variables at each pivot, and repeating this process until no further improvements can be made.

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Gellene Garcia
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37 views3 pages

Overview of The Simplex Method

This document provides an overview of the simplex method for solving linear programming problems. It explains that the simplex method finds the optimal solution by moving from corner to corner of the feasible region, making the greatest possible improvement at each step. It outlines the key steps in using the simplex method to solve a linear programming problem, including forming the initial simplex tableau, finding the entering and exiting variables at each pivot, and repeating this process until no further improvements can be made.

Uploaded by

Gellene Garcia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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TECHNOLOGICAL INSTITUTE OF THE PHILIPPINES

363 P. CASAL ST., QUIAPO, MANILA

COLLEGE OF ENGINEERING AND ARCHITECTURE


CHEMICAL ENGINEERING DEPARTMENT

IE 003
OPERATIONS RESEARCH 1
CH52FA1

SUBMITTER BY:
GELLENE GARCIA

SUBMITTED TO
ENGR. JENNY HUGO

DECEMBER 14, 2016


Overview of the simplex method

The simplex method is the most common way to solve large LP problems. Simplex is
a mathematical term. In one dimension, a simplex is a line segment connecting two
points. In two dimensions, a simplex is a triangle formed by joining the points. A
three-dimensional simplex is a four-sided pyramid having four corners. The
underlying concepts are geometrical, but the solution algorithm, developed by
George Dantzig in 1947, is an algebraic procedure.
As with the graphical method, the simplex method finds the most attractive corner
of the feasible region to solve the LP problem. Remember, any LP problem having a
solution must have an optimal solution that corresponds to a corner, although there
may be multiple or alternative optimal solutions.
Simplex usually starts at the corner that represents doing nothing. It moves to the
neighboring corner that best improves the solution. It does this repeatedly, making
the greatest possible improvement each time. When no more improvements can be
made, the most attractive corner corresponding to the optimal solution has been
found.
A moderately sized LP with 10 products and 10 resource constraints would involve
nearly 200,000 corners. An LP problem 10 times this size would have more than a
trillion corners. Fortunately, the search procedure for the simplex method is efficient
enough that only about 20 of the 200,000 corners are searched to find the optimal
solution.
In the real world, computer software is used to solve LP problems using the simplex
method, but you will better understand the results if you understand how the
simplex method works.
Using the simplex method
By introducing the idea of slack variables (unused resources) to the tables and
chairs problem, we can add two more variables to the problem. With four variables,
we cant solve the LP problem graphically. Well need to use the simplex method to
solve this more complex problem. Well briefly present the steps involved in using
the simplex method.
Step 1. Formulate the LP and construct a simplex tableau. Add slack variables to
represent unused resources, thus eliminating inequality constraints. Construct the
simplex tableaua table that allows you to evaluate various combinations of
resources to determine which mix will most improve your solution. Use the slack
variables in the starting basic variable mix.
Step 2. Find the sacrifice and improvement rows. Values in the sacrifice row indicate
what will be lost in per-unit profit by making a change in the resource allocation mix.
Values in the improvement row indicate what will be gained in per-unit profit by
making a change.

Step 3. Apply the entry criteria. Find the entering variable and mark the top of its
column with an arrow pointing down. The entering variable is defined as the current
non-basic variable that will most improve the objective if its value is increased from
0. If ties occur, arbitrarily choose one as the entering variable. When no
improvement can be found, the optimal solution is represented by the current
tableau. If no positive number appears in the entering variables column, this
indicates that one or more constraints are unbounded. Since it is impossible to have
an unlimited supply of a resource, an unbounded solution indicates that the LP
problem was formulated incorrectly.
Step 4. Apply the exit criteria. Using the current tableaus exchange coefficient from
the entering variable column, calculate the following exchange ratio for each row
as:
Solution value/Exchange coefficient
The exchange ratio tells you which variable is the limiting resource, i.e., the
resource that would run out first. Find the lowest nonzero and nonnegative value.
This variable is the limiting resource. The basic variable in this row becomes the
exiting variable. In case of identical alternatives, arbitrarily choose one. Mark the
exiting variable row with an arrow pointing left.
Step 5. Construct a new simplex tableau. Constructing a new tableau is a way to
evaluate a new corner. One variable will enter the basic mix (entering variable), and
one variable will leave the basic mix and become a non-basic variable (exiting
variable). The operation of an entering variable and an exiting variable is called a
pivot operation. The simplex method is made up of a sequence of such pivots. The
pivot identifies the next corner to be evaluated. The new basic mix always differs
from the previous basic mix by one variable (exiting variable being replaced by the
entering variable). To construct the new tableau, replace the exiting variable in the
basic mix column with the new entering variable. Other basic mix variables remain
unchanged. Change the unit profit or unit loss column with the value for the new
entering variable. Compute the new row values to obtain a new set of exchange
coefficients applicable to each basic variable.
Step 6. Repeat steps 2 through 5 until you no longer can improve the solution.

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