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After Completing This Chapter: Linear Programming: The Simplex Method

The simplex method is superior to graphical methods for solving linear programming problems as it can handle problems with more than two variables. It systematically examines feasible solutions to find an optimal one. It works by solving systems of linear equations using slack variables to transform inequalities into equalities. An optimal solution is found when the objective function row contains only non-positive values. The simplex method proceeds by selecting an entering variable and exiting variable at each step based on ratio tests until an optimal solution is reached.

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34 views

After Completing This Chapter: Linear Programming: The Simplex Method

The simplex method is superior to graphical methods for solving linear programming problems as it can handle problems with more than two variables. It systematically examines feasible solutions to find an optimal one. It works by solving systems of linear equations using slack variables to transform inequalities into equalities. An optimal solution is found when the objective function row contains only non-positive values. The simplex method proceeds by selecting an entering variable and exiting variable at each step based on ratio tests until an optimal solution is reached.

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Linear Programming: The Simplex Method

 After completing this chapter


1. Explain the ways in which the simplex method is superior to
the graphical method for solving linear programming
problems.
2. Solve small maximization problems manually using the
simplex method.
3. Interpret simplex solutions.
4. Convert = and constraints into standard form.
5. Solve maximization problems that have mixed constraints
and interpret those solutions.
6. Solve minimization problems and interpret those solutions.
7. Discuss unbound solutions, degeneracy, and multiple optimal
solutions in terms of the simplex method and recognize
infeasibility in a simplex solution.
Advantages and Characteristics
 More realistic approach as it is not limited to problems with
two decision variables
 Systematically examines basic feasible solutions for an
optimal solution.
 Based on the solutions of linear equations (equalities) using
slack variables to achieve equality.
8. Rule
 Linear programming models have fewer equations than
variables; unless the number of equations equals the
number of variables, a unique solution cannot be found.
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9. Notation used in the simplex tableau:

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Comparison of Server Model and General Simplex Notation
(cont’d) table 1

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Each tableau represents a basic feasible solution to the problem
 A simplex solution in a maximization problem is optimal if the C–
Z row consists entirely of zeros and negative numbers (i.e., there
are no positive values in the bottom row). When this has been
achieved, there is no opportunity for improving the solution.
Determining the Entering and Exiting Variables

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The Pivot Row of the Second Tableau

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Revised First Row and Pivot Row of the Second Tableau

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Interpreting the Second Tableau
At this point, variables s1, x1, and s3 are in solution. Not
only are they listed in the basis, they also have a 0 in row
C – Z. The solution at this point is s1 = 56, x1 = 11, and s3 =
6.
Note, too, that x2 and s2 are not in solution. Hence, they
are each equal to zero. The profit at this point is $660,
which is read in the Quantity column in row Z. Also, note
that each variable in solution has a unit vector in its
column.

7|Page
8|Page
Partially Completed Third Tableau

9|Page
Interpreting the Third Tableau
In this tableau, all of the values in the bottom row are
either negative or zero, indicating that no additional
potential for improvement exists. Hence, this tableau
contains the optimal simplex solution, which is
s1 = 24 x1 = 9 x2 = 4
• Initial Tableau
1. Write each constraint so that all variables are on the
left side and a nonnegative constant is on the right.
Then add a slack variable to the left side, thereby
making it an equality.
2. Develop the initial tableau.

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1. List the variables across the top of the table and write
the objective function coefficient of each variable just
above it.
2. There should be one row in the body of the table for
each constraint. List slack variables in the basis
column, one per row.
3. In the C column, enter the objective function
coefficient of 0 for each slack variable.
4. Compute values for row Z.
5. Compute values for row C – Z.
Summary of the Simplex Procedure for a Maximization
Problem (cont’d)
• Subsequent Tableaus
1. Identify the variable with the largest positive value in row
C – Z. This variable will come into solution next.
2. Using the constraint coefficients in the entering variable’s
column, divide each one into the corresponding Quantity
column value. The smallest nonnegative ratio that results
indicates which variable will leave the solution mix.
Compute replacement values for the leaving variable: Divide
each element in the row by the row element that is in the
entering variable column. These are the pivot row values for
the next tableau. Enter them in the same row as the leaving
variable and label the row with the name of the entering
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variable. Write the entering variable’s objective function
coefficient next to it in column C.
• Subsequent Tableaus (cont’d)
4. Compute values for each of the other constraint equations:
1. Multiply each of the pivot row values by the number in the
entering variable column of the row being transformed
(e.g., for the first row, use the first number in the entering
variable’s column; for the third row, use the third number
in the entering variable’s column).
2. Then subtract the resulting equation from the current
equation for that row and enter the results in the same row
of the next tableau.
5. Compute values for row Z: For each column, multiply each
row coefficient by the row value in column C and then add
the results. Enter these in the tableau.
6. 6. Compute values for row C – Z: For each column, subtract
the value in row Z from the objective function coefficient
listed in row C at the top of the tableau.
• Subsequent Tableaus (cont’d)
4. Examine the values in the bottom row. If all values are zero
or negative, the optimal solution has been reached. The
variables that comprise the solution are listed in the basis
column and their optimal values can be read in the
corresponding rows of the quantity column. The optimal
value of the objective function will appear in row Z in the
Quantity column.
5. If the solution is not optimal, repeat steps 1–7 of this section
until the optimal solution has been attained.
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• Unbounded Solutions

– A solution is unbounded if the objective function can be improved


without limit.
– An unbounded solution will exist if there are no positive values in the
pivot column.
• Degeneracy
A conditions that occurs when there is a tie for the lowest nonnegative
ratio which, theoretically, makes it possible for subsequent solutions to
cycle (i.e., to return to previous solutions).

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Table 4S–25 The Alternate Optimal Solution for the
Modified
Server Problem

 Infeasibility
– A problem in which no combination of decision and slack/surplus
variables will simultaneously satisfy all constraints.
– Can be the result of an error in formulating a problem or it can be
because the existing set of constraints is too restrictive to permit a
solution.
– Recognized by the presence of an artificial variable in a solution
that appears optimal (i.e., a tableau in which the signs of the values
in row C – Z indicate optimality), and it has a nonzero quantity.

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