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Simplex Method

The document describes the steps of the simplex method to solve a linear programming problem: 1. Formulate the problem by defining the objective function and constraints. 2. Add slack variables to convert inequalities to equations. 3. Construct an initial simplex tableau with the objective function. 4. Select the pivot column with the most negative entry and pivot row based on ratios. 5. Perform row operations to make the pivot element equal to 1 and remaining elements in the column zero. Replace variables to get the new tableau.

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0% found this document useful (0 votes)
72 views6 pages

Simplex Method

The document describes the steps of the simplex method to solve a linear programming problem: 1. Formulate the problem by defining the objective function and constraints. 2. Add slack variables to convert inequalities to equations. 3. Construct an initial simplex tableau with the objective function. 4. Select the pivot column with the most negative entry and pivot row based on ratios. 5. Perform row operations to make the pivot element equal to 1 and remaining elements in the column zero. Replace variables to get the new tableau.

Uploaded by

Chui Phin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Algorithm Example

Step 1 Convert the system of Maximize: P=2 x +5 y


inequalities (constraints) to Subject to 2 x+ y ≤ 5
equation using slack variables. x +2 y ≥ 4
x , y ≥0
Adding slack variables, s and t
2 x+ y + s=5
x +2 y +t=4
Step 2 Set the objective function equal −2 x−5 y+ P=0
to zero.
Step 3 Construct an initial simplex Active x y s t P
tableau and label the active or variable
basic variables. Active variables s
s 2 1 1 0 0 5
are the columns that only
t 1 2 0 1 0 4
contain one and zeroes. Each
P −2 −5 0 0 1 0
inequality constraint appears in
its own row. Write the objective
function as the bottom row.
Step 4 Select the pivot column. This is Active x y s t P
the column with the most variable
negative number on the left side s
s 2 1 1 0 0 5
of the bottom row.
t 1 2 0 1 0 4
P −2 −5 0 0 1 0
Step 5 Select the pivot row. Divide Active x y s t P Ratio
each entry in the constant variables
s 2 1 1 0 0 5 5
column by the corresponding =5
1
positive entry in the pivot t 1 2 0 1 0 4 4
=2
column. The smallest positive 2
P −2 −5 0 0 1 0
ratio indicates the pivot row.

Step 5 Select the pivot element, which Active x y s t P Ratio


is the entry in the pivot column variables
s 2 1 1 0 0 5 5
and pivot row. The pivot must =5
1
be positive. It can’t be zero.
t 1 2 0 1 0 4 4
=2
2
P −2 −5 0 0 1 0

Step 7 Perform row operations to make Active x y s t P


the pivot element equal to 1 and variables
s 2 1 1 0 0 5
the remaining elements in the
t 1 1 0 1 0 2
pivot column equal to zero.
2 2
P −2 −5 0 0 1 0

Replace exiting variable with


entering variable.
1
R2 → R2
2

New active variables would be y . So, y is entering


variable and t is exiting variable.

x y s t P
Active
variables
Step 8 Active x y s t P
s 3 0 1 −1 0 3
variables
2 2
1 1 0 1 s 3 0 1 −1 0 3
y 0 2
2 2 2
Repeat the2 process by
1 0 0 5 y 1 1 0 1 0 2
P 1 10
identifying the most negative 2 2
2 2
entry in the last row. P 1 0 0 5 1 10
2 2
Once the left side of last row is R1 → R1−R 2
all non-negative, the solution
can be found. The value of
s=3 ,t=0
each active variables is equal to R3 → R3 +5 R2
the right most entry in the row.
y=2, x=0
All inactive variables equal
zero. P=10

∴The maximum of P is 10 at (0,2).


Simplex Method

Step 1: Formulate the problem. 

Let x  = The number of “Darling” pineapple jam

y = The number of “Honey” pineapple jam

The problem is formulated the same way as we did in Graphical Method.

Maximise: P=10 x +12 y (objective function)


Subject to: 0.4 x +0.6 y ≤ 480 (pineapple constraint: 480kg available)
0.8 x +0.6 y ≤ 810 (sugar constraint: 810kg available)
x , y ≥0 (non-negativity conditions)

Step 2: Convert the system inequalities (constraints) into equations by adding one
slack variable for each inequality.

0.4 x +0.6 y + s=480

0.8 x +0.6 y +t=810

Step 3: Set the objective function equal to zero.

−10 x−12 y+ P=0

After adding the slack variables, our problem reads

Objective function:  −10 x 1−12 x 2 + P=0

Subject to constraints: 0.4 x +0.6 y + s=480

0.8 s+0.6 y +t=810

x , y ≥0

Step 4: Construct the initial simplex tableau as follows.

x y s t P
s 0.4 0.6 1 0 0 480
t 0.8 0.6 0 1 0 810
P −10 −12 0 0 1 0

If we arbitrarily choose  x=0 and y=0 we get s=480 , t=810∧P=0.

Step 5: Select the pivot column.

x y s t P
s 0.4 0.6 1 0 0 480
t 0.8 0.6 0 1 0 810
P −10 −12 0 0 1 0

Step 6: Select the pivot row.

x y s t P Ratio
s 0.4 0.6 1 0 0 480 480
=800
0.6
t 0.8 0.6 0 1 0 810 810
=1350
0.6
P −10 −12 0 0 1 0

Step 7: Select the pivot element.

x y s t P Ratio
s 0.4 0.6 1 0 0 480 480
=800
0.6
t 0.8 0.6 0 1 0 810 810
=1350
0.6
P −10 −12 0 0 1 0

Step 8: Perform row operations to make the pivot equal to 1 and the remaining
elements in the pivot column equal to zero.
R1
x y s t P R1 →
0.6
s 2 1 5 0 0 800
3 3
t 0.8 0.6 0 1 0 810
P −10 −12 0 0 1 0

Replace exiting variable, t with entering variable, y .

x y s t P
s 2 1 5 0 0 800
3 3
y 2 0 −1 1 0 330
5
P −2 0 20 0 1 9600

By arbitrarily choosing  x=0  and  s=0, we obtain  y=800 ,t=330 ,∧P=9600 .

Step 9: Repeat the process by identifying the most negative entry in the last row. It
indicates the pivot row. Calculate the ratio to select pivot column. Then, select the
pivot element.

x y s t P Ratio
s 2 1 5 0 0 800 2
800 ÷ =1200
3 3 3
y 2 0 −1 1 0 330 2
330 ÷ =825
5 5
P −2 0 20 0 1 9600

x y s t P
s 2 1 5 0 0 800
3 3 5
y 1 0 −5 5 0 825 R2 → R2
2
2 2
P −2 0 20 0 1 9600

Replace exiting variable, y with entering variable, x .

x y s t P 3
R1 → R1− R 2
2
s 0 1 10 −2 0 250
3 3
x 1 0 −5 5 0 825 R3 → R3 +2 R2
2 2
P 0 0 15 5 1 11250

We no longer have negative entries in the bottom row, therefore we are finished.

Step 10: Read off the answers.

We look at the columns that have a 1 and all other entries zeros. Since the columns  s and t
are not such columns, we arbitrarily choose s=0 and t=0 , and we get
x=825 , y=250∧P=11250 . Therefore, the maximum of P is 11250 at (825, 250), which
means the manufacturer should make 825 “Darling” pineapple jams and 250 “Honey”
pineapple jams to maximize their profit to RM 11 250.

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