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Simplex Method

The Simplex method is an algebraic procedure for solving linear programming problems (LPP) with more than two decision variables. It involves setting up a Simplex tableau by converting the problem to standard form, finding an initial basic feasible solution, and then iteratively improving the solution by identifying an entering variable and departing variable until an optimal solution is reached where the index row is all positive or zero.

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PRACHI RAUT
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86 views

Simplex Method

The Simplex method is an algebraic procedure for solving linear programming problems (LPP) with more than two decision variables. It involves setting up a Simplex tableau by converting the problem to standard form, finding an initial basic feasible solution, and then iteratively improving the solution by identifying an entering variable and departing variable until an optimal solution is reached where the index row is all positive or zero.

Uploaded by

PRACHI RAUT
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 PDF, TXT or read online on Scribd
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Simplex Method

1
Why Simplex method ??
• Graphical method for solving LPP is not useful
when there are more than two decision
variables
• To solve LPP using personal computer,
algebraic procedure is required

2
THE ESSENCE ….

3
Maximize: 𝑍 = 10𝑥 + 4𝑦

Subject to:
20𝑥 + 10𝑦 ≤ 1200
40𝑥 + 10𝑦 ≤ 1600
𝑥, 𝑦 ≥ 0

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5
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Optimality Test
• Consider any linear programming problem
that possesses at least one optimal solution.
If a CPF solution has no adjacent solutions,
that are better (in terms of Z), then it must be
optimal solution.

7
THE FLOW ….

8
Initialization : Set up tableau, initial solution

Optimality Test

If NO If YES STOP

Iteration

9
SETTING UP SIMPLEX METHOD

10
Converting from Canonical to the
Standard form
• Add slack/surplus/artificial variables
• Convert inequality into equality

Maximize: 𝑍 = 10𝑥 + 4𝑦 Maximize: 𝑍 = 10𝑥 + 4𝑦 + 0𝑆1 + 0𝑆2

Subject to: Subject to: 20𝑥 + 10𝑦 + 𝑆1 = 1200


20𝑥 + 10𝑦 ≤ 1200 40𝑥 + 10𝑦 + 𝑆2 = 1600
40𝑥 + 10𝑦 ≤ 1600 𝑥, 𝑦, 𝑆1 , 𝑆2 ≥ 0
𝑥, 𝑦 ≥ 0

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Basic (Initial) Solution
• Each variable designated as :
– Basic variable or Non-Basic variable
• No. of basic variables = No. of constraints
• No. of non-basic variables =
Total no. of variables – No. of constraints

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Basic (Initial) Solution contd.
• The non-basic variables are set to zero.
• The values of the basic variables are obtained
as the simultaneous solution of the system of
equations.
• The set of basic variables are referred to as
the basis.
• If the basic variables satisfy the non-negativity
constraint, the basic solution is called Basic
Feasible solution.
13
Setting up a Simplex tableau
1. Objective row (Cj): Coefficients of variables in objective function
2. Objective column : Coefficients of objective function of current
basic variables
3. Basic variables column: Basic variables of current solution
4. Solution column: Solution values of basic variables
5. Decision variables, slack/surplus/artificial variable columns :
Coefficients of decision variables, slack/surplus/artificial variable

14
Establish initial feasible solution
• Initial solution: A zero solution which
represents no production.
• All variables except the ones in identity are set
to zero

15
Finding the scope for improvement in
initial feasible solution
• Zj row : Contribution loss per unit from the
introduction of one unit of the variable in the
jth column into the solution
• Zj values for any column are obtained by
summing the products of the elements in the
jth column and the corresponding elements in
the objective column.

16
Finding the scope for improvement in
initial feasible solution
• Zj – Cj row (Index row) : Obtained by
subtracting corresponding Cj elements from Zj
elements.
• The elements (Δj) represent net contribution
loss per unit if one unit of the variable in the
jth column is brought into the solution.

17
Improving current solution
• Identifying the entering variable:
Most negative value in Zj – Cj row
Mark the corresponding column as key column
• Identifying the departing variable:
Find ratio of entries in solution column and
corresponding element in Key column
Row of smallest ratio is marked as key row
• The element at the intersection of the key row and
the key column is called the key element

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Preparing Simplex tableau with
improved solution
• Key row of previous tableau replaced by Reduced
key row
– Departing variable replaced by entering variable
– Contribution of departing variable replaced by
contribution of entering variable in the objective column
– All other elements are replaced by new elements obtained
by dividing old elements by key element

19
Preparing Simplex tableau with
improved solution contd.
• Each remaining row and index row of the previous
matrix is substituted by replaced row
• Variables and their contributions are reproduced
without any changes
• All other elements in the row are replaced by new
elements calculated from the new elements calculated
as follows:
•
New element of replaced row =
Element in the old row −
𝐼𝑛𝑡𝑒𝑟𝑠𝑒𝑡𝑐𝑡𝑖𝑛𝑔 𝑒𝑙𝑒𝑚𝑒𝑛𝑡 𝑜𝑓 𝑡ℎ𝑒 𝑜𝑙𝑑 𝑟𝑜𝑤 ×
𝐶𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑖𝑛𝑔 𝑒𝑙𝑒𝑚𝑒𝑛𝑡 𝑖𝑛 𝑡ℎ𝑒 𝑟𝑒𝑑𝑢𝑐𝑒𝑑 𝑘𝑒𝑦 𝑟𝑜𝑤

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Check for Optimality
• If all elements in index row are positive or
zero, optimal solution is reached.
• If not, go back to Improving current solution
step

21

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