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Module 3 - 2 Management Science PDF

The document describes the steps for solving linear programming problems using the simplex method, which involves setting up constraints, adding slack variables, constructing a simplex table with coefficients, and iteratively moving to new extreme points until an optimal solution is reached by choosing the most positive value in the difference of two rows and pivoting on the smallest quotient. An example problem is provided to demonstrate converting inequalities to equations with slack variables and carrying out the simplex method calculations over multiple tables until reaching the optimal solution.

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HERNANDO REYES
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538 views33 pages

Module 3 - 2 Management Science PDF

The document describes the steps for solving linear programming problems using the simplex method, which involves setting up constraints, adding slack variables, constructing a simplex table with coefficients, and iteratively moving to new extreme points until an optimal solution is reached by choosing the most positive value in the difference of two rows and pivoting on the smallest quotient. An example problem is provided to demonstrate converting inequalities to equations with slack variables and carrying out the simplex method calculations over multiple tables until reaching the optimal solution.

Uploaded by

HERNANDO REYES
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Solving Linear Programming Using

Simplex Method
(Maximization Problems)
Learning Outcomes
At the end of the lesson the students will be able
to:
1. convert inequalities to equation by adding slack
variable correctly ;
2. develop the new program with slack variables;
3. determine the different steps in solving linear
programming using simplex method;
4. Solve linear programming problems using
simplex method.
Simplex Method of Solving Linear
Programming
•Developed by George B. Dantzig of Stanford
university.
•It is a repetitive optimizing problem; it repeats
the process of mathematically moving from one
extreme point to another extreme point until the
optimal solution is reached.
Steps of Solving Simplex Method
(Maximization Problems)
1. Set up the constraints from the condition of the
problem.
2. Convert the inequality explicit constraints to
equation by adding the slack variable.
3. Enter the numerical coefficients and the
variables in the simplex table.
4. Calculate the Cj and Zj values.
Steps of Solving Simplex Method
(Maximization Problems)
5. Determine the optimum column or entering
variable 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 values for the replacing row by
dividing all entries by the pivot. Enter the result in
the next table.
Steps of Solving Simplex Method
(Maximization Problems)
8. Compute the new entries for the remaining
rows by reducing the optimum column entries to
zero (entries in the constraint rows)
9. Calculate the Cj and Zj values. Compute also
for the 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.
Converting the Constraint to Equation
(Maximization Problems)
To convert the inequalities to equation, the
left members are less than the right
members, they can be equal if we add some
quantities to the left side known as slack
variables. It fill the gap between the left and
right members of the inequalities, or
represent the unused quantities in the
constraints.
Example 1.
Maximize Z = 80x + 60y
Subject to : 4x + 2y ≤ 60
2x + 4y ≤ 48
x ≥ 0; y ≥ 0
Let Sn represent the slack variable
The new program with slack variable
will be:
Let Sn represent the slack variable
The new program with slack variable
will be:
Maximize Z = 80x + 60y + 0S1 + 0S2
Subject to : 2x + y + S1 = 30
x + 2y +S2 = 24
x ≥ 0; y ≥ 0
S1 ≥ 0; S2 ≥ 0
• The Initial table contains the coefficients of the
objective in the Cj row
• The slack variable do not contribute any to profit,
hence the coefficient in the objective is zero
• The second row composed of the product, quantity
(constant) column and solution variables.
• The initial table should begin with zero contribution
to profit, enter in the Cj column
• S1 and S2 should be the ones entered in the product
column first with zero contribution to profit in the
initial table
• Add two more rows in the table, Zj and Zj – Cj
row is obtained by multiplying the profit
contribution in Cj column by each of the
coefficients in the constraints, then add their
products.
0(30 2 1 1 0) = 0 0 0 0 0
0(24 1 2 0 1) = 0 0 0 0 0
Zj 0 0 0 0 0
0(30 2 1 1 0) = 0 0 0 0 0
0(24 1 2 0 1) = 0 0 0 0 0
Zj 0 0 0 0 0
Cj 80 60 0 0
Zj 0 0 0 0
Zj – Cj 80 60 0 0
•The column containing the greatest positive
entry in the Cj – Zj is the optimum column;
in the table 80 is the greatest positive hence
encircle the column.
•If we divide 30 and 24 by 2 and 1
respectively; 30 /2 has the smaller quotient,
hence the first constraint row is the pivotal
row.
• The variable found at the top of the optimum
column should be the entering or incoming
variable and the variable at the left of the pivotal
row is the outgoing variable.
• The entry encircled twice is the pivot.
• The second table should be develop by dividing
all entries in the pivotal row by the pivot in order
to change the pivot to 1.
• (30 2 1 1 0)/ 2 = 15 1 ½ ½ 0
• The result is called the replacing row and should
be the row to be entered in the second table
•The second constraints row or S2 row is the
row to be replace.
•Since the numeral found below the pivot is
1 in the old row we must multiply the
replacing row by -1(additive inverse of 1)
and odd the result to the row to be replaced
in order that the entry below the pivot
becomes zero.
•Finding the Optimum Solution
• Since the last row has no more positive entry,
then table III is optimum.

•Decision:
•x = 12
•y = 6
•Max Z = P1,320

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