Linear

programming
By SIMPLEX METHOD
Linear Programming (Simplex Method)

The simplex method of linear programming was

developed by George B. Dantzig of Stanford University. It
is a repetitive optimizing technique.
It repeats the process of mathematically moving
from an extreme point to another extreme point until an
optimal solution is reached.

It can handle an infinite number of variables.

Simplex Maximization Problem (Sirug Method)
Steps in solving a Maximization problem:
1) Set up problem in an LP Problem.
2) Introduce the necessary slack variables.
3) Establish the initial tableau.
4) Examine the simplex tableau for optimal solutions. If the
basic feasible solution is maximal, the problem is
solved. Otherwise, proceed to step 5.
5) Compute a new simplex tableau: select the pivot
column, find pivot row, and pivot about the pivot entry.
6) Proceed to step 4.
Note: The optimality test on simplex method in a
maximization problem triggers an optimal solution iff the
row of a simplex tableau, corresponding to OF,
contains no positive entries.
Simplex Minimization Problem (Sirug Method)
Steps in solving a Minimization problem:
1) Set up problem in an LP Problem.
2) Introduce the necessary slack variables.
3) Establish the initial tableau.
4) Examine the simplex tableau for optimal solutions. If the
basic feasible solution is maximal, the problem is
solved. Otherwise, proceed to step 5.
5) Compute a new simplex tableau: select the pivot
column, find pivot row, and pivot about the pivot entry.
6) Proceed to step 4.
Note: The optimality test on simplex method in a
minimization problem triggers an optimal solution iff the
row of a simplex tableau, corresponding to OF,
contains no negative entries.
Linear Programming (Simplex Method)

Iteration is a simplex method which consists of the

sequence of steps (row operations) performed in moving one
basic feasible solution to another.
Simplex Tableau is a table use to keep track of the
calculations made when the simplex method is employed.
Right-Hand-Side (RHS) is the column in a simplex
tableau indicating the quantities of the variables is in a solution.
Basic Variables (BV) are the variables included in a
basic solution.
Slack Variables (Sn) are variables added to constraints
to convert them into equations.
Linear Programming (Simplex Method)

In Sirug Approach, the Pivot Column is the column

in any solution to a maximization problem which has highest
positive and the column in any solution to a minimization
problem which has the lowest positive value in the last row.
Pivot Row is the row in the simplex tableau
corresponding to the basic variable that will leave the
solution.
- determined by the TEST RATIO and it is computed
by dividing the RHS by the intersectional elements. It should
be POSITIVE. After applying the TR, choose the smallest
positive.
Pivot is the element in the simplex tableau that is in
both the pivot row and pivot column.
Linear Programming (Simplex Method)

In Victoriano Approach, the Pivot Column is the

column in any solution to a maximization problem which has
highest positive and the column in any solution to a
minimization problem which has the lowest negative value in
the last row.
Pivot Row is the row in the simplex tableau
corresponding to the basic variable that will leave the
solution.
- determined by the TEST RATIO and it is computed
by dividing the RHS by the intersectional elements. It should
be POSITIVE. After applying the TR, choose the smallest
positive.
Pivot is the element in the simplex tableau that is in
both the pivot row and pivot column.
Simplex Maximization Problem

Example.
Maximize: Z = 80x + 60y
Subject to: 4x + 2y ≤ 60
2x + 4y ≤ 48
x≥0
y≥0
.
Simplex Maximization Problem
Example.
Maximize: Z = 80x + 60y
Subject to: 4x + 2y ≤ 60
2x + 4y ≤ 48
x≥0
y≥0
.
Simplified Form.
Maximize: Z = 80x + 60y
Subject to: 2x + y ≤ 30
x + 2y ≤ 24
x≥0
y≥0
.
Simplex Maximization Problem (Sirug Approach)
Linear Programming (Simplex Method)

TEST FOR OPTIMALITY:

1. Scan the objective function row for positive coefficients. If
there are none, STOP. The current solution is optimal.
If there is at least one positive (nonzero) coefficient, go to
Step 2.
2. Entrance Rule (which non-basic variable will be
increased?)
- Pick any non-basic variable with the most positive
coefficient on the objective coefficient on the objective
function row. This is called the ENTERING VARIABLE and
the associated column is the PIVOT COLUMN.
Simplex Maximization Problem (Sirug Approach)
Linear Programming (Simplex Method)
TEST FOR OPTIMALITY:
3. EXIT RULE (Which basic variable will reach zero first?)
Scan the pivot column for positive coefficient. This will
indicate the basic variable in danger of becoming negative.
For this, compute the test ratio (RHS component divided by
the Pivot Column Component) and pick the smallest ratio.
The associated basic variable is called the leaving variable
and the associated row is the pivot row.
Note: Compute the new values for each remaining rows and
columns.
New Row Element = (Element in old row) – [(Intersectional
column element above/below the element in old row x
intersectional row element align with that element in the old
row) divided by the pivot element].
4. Pivot to get the new basic feasible solution.
Simplex Maximization Problem
Simplex Maximization Problem

Simplified Form.
Maximize: Z = 80x + 60y
Subject to: 2x + y ≤ 30
x + 2y ≤ 24
x≥0
y≥0
Standard
. Form.
Maximize: -Z + 80x + 60y + 0S1 + 0S2 = 0
Subject to: 2x + y + 0S1 = 30
x + 2y + 0S2 = 24
x≥0
y≥0
.
Simplex Maximization Problem (Victoriano Method)
Steps in solving a Maximization problem:
1) Set up the constraints from the conditions of the
problem.
2) Convert the inequality explicit constraints to
equations by adding slack variables.
3) Enter the numerical coefficients and variables in the
simplex table.
4) Calculate Cj and Zj values.
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.
Simplex Maximization Problem (Victoriano Method)
Steps in solving a Maximization problem:
7) Compute the values for the replacing row by dividing
all entries by the pivot. Enter the result in the next
table.
8) Compute new entries for the remaining rows by
reducing the optimum column entries to zero (entries in
the constraint rows).
9) Calculate Cj and Zj values. Compute also for 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.
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 1
Contribution to profit column
Variable column (Entering Variables)

Constant column
OF coeff.
Cj 80 60 0 0 row
Prod Qty x y S1 S2 Variable row

0 S1 30 2 1 1 0 Constraints
coeff. rows
0 S2 24 1 2 0 1

Zj 0 0 0 0 0

Cj – Zj 80 60 0 0
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 1
Contribution to profit column
Variable column (Entering Variables)

Constant column
OF coeff.
Cj 80 60 0 0 row
Prod Qty x y S1 S2 Variable row

0 S1 30 2 1 1 0 Constraints
coeff. rows
0 S2 24 1 2 0 1

Zj 0 0 0 0 0

Cj – Zj 80 60 0 0
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 1
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 80 60 0 0 Test Ratio

Prod Qty x y S1 S2

0 S1 30 2 1 1 0 r = 15

0 S2 24 1 2 0 1 r = 24

Zj 0 0 0 0 0

Cj – Zj 80 60 0 0
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 1
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 80 60 0 0 Test Ratio

Prod Qty x y S1 S2

0 S1 30 2 1 1 0 r = 15

0 S2 24 1 2 0 1 r = 24

Zj 0 0 0 0 0

Cj – Zj 80 60 0 0
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 2
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 80 60 0 0

Prod Qty x y S1 S2
𝟏 𝟏
80 x 15 1 0
𝟐 𝟐
𝟑 𝟏
0 S2 9 0 − 1
𝟐 𝟐
Zj 1,200 80 40 40 0

Cj – Zj 0 20 -40 0
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 2
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 80 60 0 0

Prod Qty x y S1 S2
𝟏 𝟏
80 x 15 1 0
𝟐 𝟐
𝟑 𝟏
0 S2 9 0 − 1
𝟐 𝟐
Zj 1,200 80 40 40 0

Cj – Zj 0 20 -40 0
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 2
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 80 60 0 0 Test Ratio

Prod Qty x y S1 S2
𝟏 𝟏 r = 160
80 x 15 1 0
𝟐 𝟐
𝟑 𝟏 r=6
0 S2 9 0 − 1
𝟐 𝟐
Zj 1,200 80 40 40 0

Cj – Zj 0 20 -40 0
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 2
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 80 60 0 0 Test Ratio

Prod Qty x y S1 S2
𝟏 𝟏 r = 160
80 x 15 1 0
𝟐 𝟐
𝟑 𝟏 r=6
0 S2 9 0 − 1
𝟐 𝟐
Zj 1,200 80 40 40 0

Cj – Zj 0 20 -40 0
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 3
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 80 60 0 0

Prod Qty x y S1 S2
𝟐 𝟏
80 x 12 1 𝟎 −
𝟑 𝟑
𝟏 𝟐
60 y 6 0 𝟏 −
𝟑 𝟑
𝟏𝟎𝟎
Zj 1,320 80 60 40
𝟑
𝟏𝟎𝟎 𝟒𝟎
Cj – Zj 0 0 − −
𝟑 𝟑
Simplex Maximization Problem
Continuation.

Conclusion:
Therefore, since all the coefficients in the last row Cj – Zj
contains no positive entries, then the optimal solution is
achieved.

Current Basic Feasible Solution (Optimal Solution):

Z = 1,320
x = 12
y=6
Try This Out! Simplex Maximization Problem

Maximize: Z = 4x1 + 6x2

Subject to: −x1 + x2 ≤ 11
x1 + x2 ≤ 27
2x1 + 5x2 ≤ 90
x1 ≥ 0
x2 ≥ 0
Simplex Maximization Problem Containing “≤ ”

 In Maximization problem, the general format of

the explicit constraint is in “≤”.
 Using Sirug approach, we always add a slack
variable (Sn) to convert a constraint containing
“≤” to equation.

 Example:
x+y≤2
x + y + 𝑆1 = 2
Simplex Maximization Problem Containing “ ≥ ”
 Using Sirug approach, if the constraint has a “≥”
symbol, we cannot transform it to an equation by
immediately adding a slack variable (Sn) for obvious
reason.
 Instead, first we convert “≥” symbol to “≤” by
multiplying the inequality constraint by negative 1.
 Then add a slack variable (Sn).

 Example:
(-1)(x + y) ≥ 2)(-1)
-x - y ≤ -2
-x - y + 𝑆1 = -2
Simplex Maximization Problem Containing “ ≥ ”

Alternatively, using Sirug approach, if the

constraint has a “≥” symbol, we can
transform it into an equation by subtracting
a slack variable (Sn).

 Example:
x+y≥2
x + y - 𝑆1 = 2
Simplex Maximization Problem Containing “ = ”
 In an maximization problem using Sirug approach,
we convert “=” constraint to inequality “≥” and “≤”.
 By theorem, if a ≥ b and a ≤ b, then a = b.
 Apply the rules in Maximization problem concerning
converting “≥” and “≤” constraints to equation.

 Example:
x+y=2
 x+y≤2 x + y + 𝑆1 = 2
 x+y≥2 x + y - 𝑆1 = 2
Simplex Maximization Problem Containing “≤ ”

 In Maximization problem, the general format of the

explicit constraint is in “≤”.
 Using Victoriano approach, we always add a slack
variable (Sn) to convert a constraint containing “≤”
to equation.

 Example:
x+y≤2
x + y + 𝑆1 = 2
Simplex Maximization Problem Containing “ ≥ ”
 Using Victoriano approach, if the constraint has a “≥”
symbol, we cannot transform it to an equation by
immediately adding a slack variable (Sn) for obvious
reason.
 Instead, first we convert “≥” symbol to “≤” by
multiplying the inequality constraint by negative 1.
 Then add a slack variable (Sn).

 Example:
(-1)(x + y) ≥ 2)(-1)
-x - y ≤ -2
-x - y + 𝑆1 = -2
Simplex Maximization Problem Containing “ = ”

 In a maximization problem using Victoriano

approach, if the constraint has a “=” symbol, we
simply add a slack variable (Sn).

 Example:
x+y=2
x + y + 𝑆1 = 2
Simplex Maximization Problem Containing “ ≥ ”
Example.
Maximize: Z = 50X1 + 20X2
Subject to: X1 ≤ 20
X2 ≤ 30
X1 + X2 ≥ 48
X1 ≥ 0
X2 ≥ 0
Simplex Maximization Problem (Sirug Approach)

Example.
Maximize: Z = 50X1 + 20X2 Optimal Solution:
Subject to: X1 ≤ 20 Z = 1,600 S1 = 0
X2 ≤ 30 X1 = 20 S2 = 0
X1 + X2 ≥ 48 X2 = 30 S3 = 2
X1 ≥ 0
X2 ≥ 0
New Linear Program:
Maximize: Z = 50X1+20X2+0S1+0S2+0S3
Subject to: X1 + S1 = 20
X2 + S2 = 30
-X1 - X2 + S3 = -48
X1,X2 S1,S2,S2 ≥ 0
Simplex Maximization Problem (Sirug Approach)
Simplex Maximization Problem (Sirug Approach)
Simplex Maximization Problem (Sirug Approach)
Simplex Maximization Problem (Victoriano Method)

Example.
Maximize: Z = 50X1 + 20X2 Optimal Solution:
Subject to: X1 ≤ 20 Z = 1,600 S1 = 0
X2 ≤ 30 X1 = 20 S2 = 0
X1 + X2 ≥ 48 X2 = 30 S3 = 2
X1 ≥ 0
X2 ≥ 0
New Linear Program:
Maximize: -Z+50X1+20X2+0S1+0S2+0S3= 0
Subject to: X1 + S1 = 20
X2 + S2 = 30
-X1 - X2 + S3 = -48
X1,X2 S1,S2,S2 ≥ 0
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 1
Contribution to profit column
Variable column (Entering Variables)

Constant column
OF coeff.
Cj 50 20 0 0 0 row
Prod Qty X1 X2 S1 S2 S3 Variable row

0 S1 20 1 0 1 0 0 Constraints
coeff. rows
0 S2 30 0 1 0 1 0

0 S3 -48 -1 -1 0 0 1

Zj 0 0 0 0 0 0

Cj – Zj 50 20 0 0 0
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 1
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 50 20 0 0 0 Test Ratio

Prod Qty X1 X2 S1 S2 S3

0 S1 20 1 0 1 0 0 r = 20

0 S2 30 0 1 0 1 0 r = undefined

0 S3 -48 -1 -1 0 0 1 r = 48

Zj 0 0 0 0 0 0

Cj – Zj 50 20 0 0 0
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 2
Contribution to profit column
Variable column (Entering Variables)

Constant column
OF coeff.
Cj 50 20 0 0 0 row
Prod Qty X1 X2 S1 S2 S3 Variable row

50 X1 20 1 0 1 0 0 Constraints
coeff. rows
0 S2 30 0 1 0 1 0

0 S3 -28 0 -1 1 0 1

Zj 1000 50 0 50 0 0

Cj – Zj 50 20 -50 0 0
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 2
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 50 20 0 0 0 Test Ratio

Prod Qty X1 X2 S1 S2 S3

50 X1 20 1 0 1 0 0 r = undefined

0 S2 30 0 1 0 1 0 r = 30

0 S3 -28 0 -1 1 0 1 r = 28

Zj 1000 50 0 50 0 0

Cj – Zj 50 20 -50 0 0
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 3
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 50 20 0 0 0

Prod Qty X1 X2 S1 S2 S3

50 X1 20 1 0 1 0 0

0 S2 2 0 0 1 1 1

20 X2 28 0 1 -1 0 -1

Zj 1560 50 20 30 0 -20

Cj – Zj 0 0 -30 0 20
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 3
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 50 20 0 0 0 Test Ratio

Prod Qty X1 X2 S1 S2 S3

50 X1 20 1 0 1 0 0 r = undefined

0 S2 2 0 0 1 1 1 r=2

20 X2 28 0 1 -1 0 -1 r = -28

Zj 1560 50 20 30 0 -20

Cj – Zj 0 0 -30 0 20
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 4
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 50 20 0 0 0

Prod Qty X1 X2 S1 S2 S3

50 X1 20 1 0 1 0 0

0 S3 2 0 0 1 1 1

20 X2 30 0 1 0 1 0

Zj 1600 50 20 50 20 0

Cj – Zj 0 0 -50 -20 0
Simplex Maximization Problem Containing “ = ”

Example.
Maximize: Z = 5X1 + 4X2
Subject to: 2X1 + X2 = 12
2X1 + 3X2 ≤ 24
2X1 + 9X2 ≥ 36
X1 ≥ 0
X2 ≥ 0
.
Simplex Maximization Problem (Sirug Approach)
Example:
Maximize: Z = 5X1 + 4X2 Optimal Solution:
Subject to: 2X1 + X2 = 12 Z = 39 S1 = 0
2X1 + 3X2 ≤ 24 X1 = 3 S2 = 0
2X1 + 9X2 ≥ 36 X2 = 6 S3 = 0
X1 ≥ 0 S4 = 24
X2 ≥ 0
New Linear Program:
Maximize: -Z+5X1+4X2+0S1+0S2+0S3+0S4=0
Subject to: 2X1 + X2 + S1 = 12
2X1 + X2 - S2 = 12
2X1 + 3X2 + S3 = 24
2X1 + 9X2 - S4 = 36
X 1, X 2, S 1 , S 2, S 3, S 4 ≥ 0
Simplex Maximization Problem (Sirug Approach)
Example:
Maximize: Z = 5X1 + 4X2 Optimal Solution:
Subject to: 2X1 + X2 = 12 Z = 39 S1 = 0
2X1 + 3X2 ≤ 24 X1 = 3 S2 = 0
2X1 + 9X2 ≥ 36 X2 = 6 S3 = 0
X1 ≥ 0 S4 = 24
X2 ≥ 0
Alternative New Linear Program:
Maximize: -Z+5X1+4X2+0S1+0S2+0S3+0S4=0
Subject to: 2X1 + X2 + S1 = 12
2X1 + X2 - S2 = 12
2X1 + 3X2 + S3 = 24
-2X1 - 9X2 + S4 = -36
X 1, X 2, S 1 , S 2, S 3, S 4 ≥ 0
Simplex Maximization Problem (Sirug Approach)
Simplex Maximization Problem (Sirug Approach)
Simplex Maximization Problem (Sirug Approach)
Simplex Maximization Problem (Sirug Approach)
Simplex Maximization Problem (Victoriano Method)
Example:
Maximize: Z = 5X1 + 4X2 Optimal Solution:
Subject to: 2X1 + X2 = 12 Z = 39 S1 = 0
2X1 + 3X2 ≤ 24 X1 = 3 S2 = 0
2X1 + 9X2 ≥ 36 X2 = 6 S3 = 24
X1 ≥ 0
X2 ≥ 0
New Linear Program:
Maximize: Z = 5X1+4X2+0S1+0S2+0S3
Subject to: 2X1 + X2 + S1 = 12
2X1 + 3X2 + S2 = 24
-2X1 - 9X2 + S3 = -36
X 1, X 2, S1 , S 2, S 3 ≥ 0
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 1
Contribution to profit column
Variable column (Entering Variables)

Constant column
OF coeff.
Cj 5 4 0 0 0 row
Prod Qty X1 X2 S1 S2 S3 Variable row

0 S1 12 2 1 1 0 0 Constraints
coeff. rows
0 S2 24 2 3 0 1 0

0 S3 -36 -2 -9 0 0 1

Zj 0 0 0 0 0 0

Cj – Zj 5 4 0 0 0
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 1
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 5 4 0 0 0 Test Ratio

Prod Qty X1 X2 S1 S2 S3

0 S1 12 2 1 1 0 0 r=6

0 S2 24 2 3 0 1 0 r = 12

0 S3 -36 -2 -9 0 0 1 r = 18

Zj 0 0 0 0 0 0

Cj – Zj 5 4 0 0 0
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 2
Contribution to profit column
Variable column (Entering Variables)

Constant column
Cj 5 4 0 0 0

Prod Qty X1 X2 S1 S2 S3
𝟏 𝟏
5 X1 6 1 0 0
𝟐 𝟐
0 S2 12 0 2 -1 1 0

0 S3 -24 0 -8 1 0 1
𝟓 𝟓
Zj 30 5 0 0
𝟐 𝟐
𝟑 𝟓
Cj – Zj 0 − 0 0
𝟐 𝟐
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 2
Contribution to profit column
Variable column (Entering Variables)

Constant column
Cj 5 4 0 0 0
Test Ratio
Prod Qty X1 X2 S1 S2 S3
𝟏 𝟏
5 X1 6 1 0 0 r = 12
𝟐 𝟐
0 S2 12 0 2 -1 1 0 r=6
0 S3 -24 0 -8 1 0 1
r=3
𝟓 𝟓
Zj 30 5 0 0
𝟐 𝟐
𝟑 𝟓
Cj – Zj 0 − 0 0
𝟐 𝟐
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 3
Contribution to profit column
Variable column (Entering Variables)

Constant column
Cj 5 4 0 0 0

Prod Qty X1 X2 S1 S2 S3
𝟗 𝟗 𝟏
5 X1 1 0 𝟎
𝟐 𝟏𝟔 𝟏𝟔
𝟑 𝟏
0 S2 6 0 0 − 1
𝟒 𝟒
𝟏 𝟏
4 X2 3 0 1 − 0 −
𝟖 𝟖
𝟔𝟗 𝟑𝟕 𝟑
Zj 5 4 0 −
𝟐 𝟏𝟔 𝟏𝟔
𝟑𝟕 𝟑
Cj – Zj 0 0 − 𝟎
𝟏𝟔 𝟏𝟔
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 3
Contribution to profit column
Variable column (Entering Variables)

Constant column
Cj 5 4 0 0 0
Test Ratio
Prod Qty X1 X2 S1 S2 S3
𝟗 𝟗 𝟏
5 X1 1 0 𝟎 r = 72
𝟐 𝟏𝟔 𝟏𝟔
𝟑 𝟏
0 S2 6 0 0 − 1 r = 24
𝟒 𝟒
𝟏 𝟏
4 X2 3 0 1 − 0 − r = -24
𝟖 𝟖
𝟔𝟗 𝟑𝟕 𝟑
Zj 5 4 0 −
𝟐 𝟏𝟔 𝟏𝟔
𝟑𝟕 𝟑
Cj – Zj 0 0 − 𝟎
𝟏𝟔 𝟏𝟔
Simplex Maximization Problem: Victoriano Method
Simplex Tableau 4
Contribution to profit column
Variable column (Entering Variables)

Constant column
Cj 5 4 0 0 0

Prod Qty X1 X2 S1 S2 S3
𝟑 𝟏
5 X1 3 1 0 − 0
𝟒 𝟒
0 S3 24 0 0 −𝟑 4 1
𝟏 𝟏
4 X2 6 0 1 − 0
𝟐 𝟐
𝟕 𝟑
Zj 39 5 4 0
𝟒 𝟒
𝟕 𝟑
Cj – Zj 0 0 − − 0
𝟒 𝟒
Simplex Maximization Problem: Try This Out!
Example.
A poultry raiser plans to raise chicken, ducks and
turkeys. He has room for only 200 birds and wishes to limit
the number of turkeys to a maximum of 25, the number of
turkeys and ducks to a maximum of 100. His estimated
profits are Php 30, Php 25 and Php 125 on each chicken,
duck and turkey respectively. How many of each should he
raise to maximize his profit?
.
Simplex Minimization Problem (Sirug Method)
Steps in solving a Minimization problem:
1) Set up problem in an LP Problem.
2) Introduce the necessary slack variables.
3) Establish the initial tableau.
4) Examine the simplex tableau for optimal solutions. If the
basic feasible solution is maximal, the problem is
solved. Otherwise, proceed to step 5.
5) Compute a new simplex tableau: select the pivot
column, find pivot row, and pivot about the pivot entry.
6) Proceed to step 4.
Note: The optimality test on simplex method in a
minimization problem triggers an optimal solution iff the
row of a simplex tableau, corresponding to OF,
contains no negative entries.
Linear Programming (Simplex Method)

Iteration is a simplex method which consists of the

sequence of steps (row operations) performed in moving one
basic feasible solution to another.
Simplex Tableau is a table use to keep track of the
calculations made when the simplex method is employed.
Right-Hand-Side (RHS) is the column in a simplex
tableau indicating the quantities of the variables is in a solution.
Basic Variables (BV) are the variables included in a
basic solution.
Slack Variables (Sn) are variables added to constraints
to convert them into equations.
Linear Programming (Simplex Method)

In Sirug Approach, the Pivot Column is the column

in any solution to a maximization problem which has highest
positive and the column in any solution to a minimization
problem which has the lowest positive value in the last row.
Pivot Row is the row in the simplex tableau
corresponding to the basic variable that will leave the
solution.
- determined by the TEST RATIO and it is computed
by dividing the RHS by the intersectional elements. It should
be POSITIVE. After applying the TR, choose the smallest
positive.
Pivot is the element in the simplex tableau that is in
both the pivot row and pivot column.
Linear Programming (Simplex Method)

In Victoriano Approach, the Pivot Column is the

column in any solution to a maximization problem which has
highest positive and the column in any solution to a
minimization problem which has the lowest negative value in
the last row.
Pivot Row is the row in the simplex tableau
corresponding to the basic variable that will leave the
solution.
- determined by the TEST RATIO and it is computed
by dividing the RHS by the intersectional elements. It should
be POSITIVE. After applying the TR, choose the smallest
positive.
Pivot is the element in the simplex tableau that is in
both the pivot row and pivot column.
Simplex Minimization Problem Containing “≥ ”

 In Minimization problem, the general format of

the explicit constraint is in “≥”.
 Using Sirug approach, we always subtract a
slack variable (Sn) to convert a constraint
containing “≥” to equation.

 Example:
x+y≥2
x + y - 𝑆1 = 2
Simplex Minimization Problem Containing “≤ ”
 Using Sirug approach, if the constraint has a “≤”
symbol, we cannot transform it to an equation by
immediately subtracting a slack variable (Sn) for
obvious reason.
 Instead, first we convert “≤” symbol to “≥” by
multiplying the inequality constraint by negative 1.
 Then subtract a slack variable (Sn).

 Example:
(-1)(x + y) ≤ 2)(-1)
-x - y ≥ -2
-x - y - 𝑆1 = -2
Simplex Minimization Problem Containing “≤”

Alternatively, using Sirug approach, if the

constraint has a “≤” symbol, we can
transform it into an equation by adding a
slack variable (Sn).

 Example:
x+y≤2
x + y + 𝑆1 = 2
Simplex Minimization Problem Containing “ = ”
 In an minimization problem using Sirug approach,
we convert “=” constraint to inequality “≥” and “≤”.
 By theorem, if a ≥ b and a ≤ b, then a = b.
 Apply the rules in Minimization problem concerning
converting “≥” and “≤” constraints to equation.

 Example:
x+y=2
 x+y≤2 x + y + 𝑆1 = 2
 x+y≥2 x + y - 𝑆1 = 2
Simplex Minimization Problem Containing “≥”

 In Minimization problem, the general format of the

explicit constraint is in “≥”.
 Using Victoriano approach, we subtract a slack
variable (Sn) and add an artificial variable (An) to
convert a constraint containing “≥” to equation.

 Example:
x+y≥2
x + y - 𝑆1 + 𝐴1 = 2
Simplex Minimization Problem Containing “≤ ”

 Using Victoriano approach, if the constraint has

a “≤” symbol, we can transform it to an equation
by adding a slack variable (Sn).

 Example:
x+y≤2
x + y + 𝑆1 = 2
Simplex Minimization Problem Containing “ = ”

 In a minimization problem using Victoriano

approach, if the constraint has a “=” symbol, we
simply add an artificial variable (An).

 Example:
x+y=2
x + y + 𝐴1 = 2
Simplex Minimization Problem (Victoriano Method)
Summary of converting constraints to equations:
1) Add an artificial variable if the symbol is “=“.
2) Add a slack variable if the symbol if “≤”.
3) Subtract a slack variable but add an artificial variable if the
symbol is “≥”.

Note: Artificial Variable (An) is a variable that has a large

value which is used as a computational device that prevents
an equality constraint from equating a constant to zero, and
prevents the slack variable (Sn) from becoming negative.
In representing the contribution of the artificial variable to
the objective, use a quantity which is a power of ten, greater
than any of the coefficients found in the constraints and
objective function. Powers of ten are numerals such as 10,
1000, 1000, etc.
Simplex Minimization Problem (Victoriano Method)
Steps in solving a Minimization problem are similar
to maximization except for 3 processes.
1) The Cj column of the initial table begins with the
coefficient of artificial variables and of slack
variables in the objective with positive
coefficients in the constraints.
2) Instead of looking for the most positive quantity
in Cj – Zj row for the optimum column, look for
the most negative entry.
3) The optimum table or final table has entries in
the Cj – Zj row which are either zero or positive.
Simplex Minimization Problem
Example.
Minimize: Z = 60x + 50y
Subject to: 3x + 5y ≤ 15
4x + 4y ≥ 16
x, y ≥ 0
.
Simplex Minimization Problem (Sirug Method)
Example.
Minimize: Z = 60x + 50y
Subject to: 3x + 5y ≤ 15
4x + 4y ≥ 16
x, y ≥ 0
Example.
Minimize: Z = 60x + 50y
Subject to: -3x - 5y ≥ -15
4x + 4y ≥ 16
x, y ≥ 0
New Linear Program.
Minimize: Z = 60x + 50y + 0𝑆1 + 0𝑆2
Subject to: -3x - 5y - 𝑆1 = -15
4x + 4y - 𝑆2 = 16
x, y, 𝑆1 ,𝑆2 ≥ 0
Simplex Minimization Problem (Sirug Method)

New Linear Program.

Minimize: -Z+60x+50y+0𝑆1 +0𝑆2 =0
Subject to: -3x - 5y - 𝑆1 = -15
4x + 4y - 𝑆2 = 16
x, y, 𝑆1 ,𝑆2 ≥ 0
Simplex Minimization Problem (Sirug Method)
Simplex Minimization Problem (Sirug Method)
Optimal Solution:
Minimum Z = 225
𝟓
X = 𝟐 or 2.5 S1 = 0
𝟑
Y = 𝟐 or 1.5 S2 = 0

Checking:
Minimize: -Z+60x+50y+0𝑆1 +0𝑆2 =0
(-1)(225)+60(2.5)+50(1.5) = 0
Subject to: -3(2.5) – 5(1.5) – 0 = -15
4(2.5) + 4(1.5) – 0 = 16
x, y, 𝑆1 ,𝑆2 ≥ 0
Simplex Minimization Problem (Victoriano Method)
Example.
Minimize: Z = 60x + 50y
Subject to: 3x + 5y ≤ 15
4x + 4y ≥ 16
x, y ≥ 0
New. Linear Program.
Minimize: Z = 60x + 50y + 0𝑆1 + 0𝑆2 +100𝐴1
Subject to: 3x + 5y + 𝑆1 = 15
4x + 4y - 𝑆2 + 𝐴1 = 16
x, y, 𝑆1 ,𝑆2 , 𝐴1 ≥ 0
.
Simplex Minimization Problem: Victoriano Method
Simplex Tableau 1
Contribution to profit column
Variable column (Entering Variables)

Constant column
OF coeff.
Cj 60 50 0 0 100 row
Prod Qty X Y S1 S2 A1 Variable row

0 S1 15 3 1 1 0 0 Constraints
coeff. rows
100 A1 16 4 3 0 1 0

Zj 1600 400 400 0 -100 100

Cj – Zj -340 -350 0 100 0

Simplex Minimization Problem: Victoriano Method
Simplex Tableau 1
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 60 50 0 0 100 Test Ratio

Prod Qty X Y S1 S2 A1

0 S1 15 3 1 1 0 0 r=3

100 A1 16 4 3 0 1 0 r=4

Zj 1600 400 400 0 -100 100

Cj – Zj -340 -350 0 100 0

Simplex Minimization Problem: Victoriano Method
Simplex Tableau 2
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 60 50 0 0 100

Prod Qty X Y S1 S2 A1
𝟑 𝟏
50 Y 3 1 0 0
𝟓 𝟓
𝟖 𝟒
100 A1 4 0 − -1 1
𝟓 𝟓
Zj 550 190 50 -70 -100 100

Cj – Zj -130 0 70 100 0
Simplex Minimization Problem: Victoriano Method
Simplex Tableau 2
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 60 50 0 0 100 Test Ratio

Prod Qty X Y S1 S2 A1
𝟑 𝟏
50 Y 3 1 0 0 r=5
𝟓 𝟓
𝟖 𝟒 r = 2.5
100 A1 4 0 − -1 1
𝟓 𝟓
Zj 550 190 50 -70 -100 100

Cj – Zj -130 0 70 100 0
Simplex Minimization Problem: Victoriano Method
Simplex Tableau 3
Contribution to profit column
Variable column (Entering Variables)

Constant column

Cj 60 50 0 0 100

Prod Qty X Y S1 S2 A1
𝟑 𝟏 𝟑 𝟑
50 Y 0 1 −
𝟐 𝟐 𝟖 𝟖
𝟓 𝟏 𝟓 𝟓
60 X 1 0 − −
𝟐 𝟐 𝟖 𝟖
𝟕𝟓 𝟕𝟓
Zj 225 60 50 -5 −
𝟒 𝟒
𝟕𝟓 𝟑𝟐𝟓
Cj – Zj 0 0 5
𝟒 𝟒
Simplex Minimization Problem
Example.
The Philippine Feeds Inc. produces blended feed
supplements. It has an order of 400 pounds of the
mixture. This consists of two ingredients:
P, a source of protein and
C, a carbohydrate source.
The first ingredient P, costs Php 6 a pound. The second
ingredient C, costs Php 16 a pound. The mixture cannot
be more than 150 pounds P, and it must be at least 200
pounds C. The company’s is to determine how much of
each ingredient to use to minimize cost, but satisfy the
requirements.
 References
 Dugopolski, Mark (2009). Algebra for college
students. McGraw-Hill. USA
 Hillier, Frederick and Gerald Lieberman. Introduction
to operations research. McGraw-Hill. Singapore.
 Larson, Ron (2018). College Algebra. Cengage
Learning. Boston, MA
 Taha, Hamdy (1997). Operations research: An
introduction. Prentice Hall. Singapore.
 Victoriano, Praxedes S. (1990). Quantitative
Techniques for Business Management (2nd Ed.). Rex
Book Store, Manila, Philippines.