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Simplex Method

The document describes using the simplex method to solve a linear programming problem to maximize the objective function z = 5x1 + 7x2 subject to constraints. It provides the initial simplex table and goes through two iterations of the method, choosing pivot columns and rows at each step based on minimum ratios. It arrives at a final solution of x1 = 8/5, x2 = 12/5, s3 = 11/5, with the maximum value of z being 124/5.

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120 views

Simplex Method

The document describes using the simplex method to solve a linear programming problem to maximize the objective function z = 5x1 + 7x2 subject to constraints. It provides the initial simplex table and goes through two iterations of the method, choosing pivot columns and rows at each step based on minimum ratios. It arrives at a final solution of x1 = 8/5, x2 = 12/5, s3 = 11/5, with the maximum value of z being 124/5.

Uploaded by

Starlord Plaza
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

Problem 1.2.1
Maximize z = 5x1 + 7x2
Subject to constraints

x1 + x2 ≤ 4
3x1 + 8x2 ≤ 24
10x1 + 7x2 ≤ 35
x1 , x2 ≥ 0

Let slack variables be s1 , s2


x1 + x2 + s1 = 4
3x1 + 8x2 + s2 = 24
10x1 + 7x2 + s3 = 35

Dr.A.Benevatho Jaison MAT3002 - Applied Linear Algebra January 20, 2022 16 / 349
The standard linear programming problem is
Maximize z = 5x1 + 7x2 + 0s1 + 0s2 + 0s3

Step 1: Initial simplex table:

cj 5 7 0 0 0
cBj Solution Ratio
BV x1 x2 s1 s2 s3
0 s1 1 1 1 0 0 4
0 s2 3 8 0 1 0 24
0 s3 10 7 0 0 1 35
zj 0 0 0 0 0
zj − cj

X
zj = cBj × BV

Dr.A.Benevatho Jaison MAT3002 - Applied Linear Algebra January 20, 2022 17 / 349
cj 5 7 0 0 0
cBj Solution Ratio
BV x1 x2 s1 s2 s3
0 s1 1 1 1 0 0 4
0 s2 3 8 0 1 0 24
0 s3 10 7 0 0 1 35
zj 0 0 0 0 0
zj − cj −5 −7 0 0 0

In zj − cj (among {−5, −7, 0, 0, 0}), the most negative value is −7. So, x2 is
the pivot column.

Dr.A.Benevatho Jaison MAT3002 - Applied Linear Algebra January 20, 2022 18 / 349
cj 5 7 0 0 0
cBj Solution Ratio
BV x 1 x2 s1 s2 s3
0 s1 1 1 1 0 0 4 4/1 = 4
0 s2 3 8 0 1 0 24 24/8 = 3
0 s3 10 7 0 0 1 35 35/7 = 5
zj 0 0 0 0 0
zj − cj −5 −7 0 0 0
Now, divide solution column by x2 column to find Ratio.
In ratio column (among {4, 3, 5}), 3 is the least positive value. So, select s2
row.

Dr.A.Benevatho Jaison MAT3002 - Applied Linear Algebra January 20, 2022 19 / 349
cj 5 7 0 0 0
cBj Solution Ratio
BV x 1 x2 s1 s2 s3
0 s1 1 1 1 0 0 4 4/1 = 4
0 s2 3 8 0 1 0 24 24/8 = 3
0 s3 10 7 0 0 1 35 35/7 = 5
zj 0 0 0 0 0
zj − cj −5 −7 0 0 0
So, here x2 is entering variable and s2 is leaving variable. The intersecting
element 8 is pivot element.
Pivot element 8
Entering variable x2
Leaving variable s2

Dr.A.Benevatho Jaison MAT3002 - Applied Linear Algebra January 20, 2022 20 / 349
cj 5 7 0 0 0
cBj Solution Ratio
BV x1 x2 s1 s2 s3
0 s1
7 x2 3/8 8/8 = 1 0/8 = 0 1/8 0/8 = 0 24/8 = 3
0 s3
zj
zj − cj

Calculation:
s1 1 1 1 0 0 4
(-)x2 3/8 1 0 1/8 0 3
5/8 0 1 -1/8 0 1
s3 10 7 0 0 1 35
(-)7 × x2 21/8 7 0 7/8 0 21
59/8 0 0 -7/8 1 14

Dr.A.Benevatho Jaison MAT3002 - Applied Linear Algebra January 20, 2022 21 / 349
Step 2: First iteration table.

cj 5 7 0 0 0
cBj Solution Ratio
BV x1 x2 s1 s2 s3
0 s1 5/8 0 1 −1/8 0 1
7 x2 3/8 1 0 1/8 0 3
0 s3 59/8 0 0 −7/8 1 14
zj 21/8 7 0 7/8 0
−19
zj − cj 8 0 0 7/8 0

To find zj :
X
zj = cBj × BV

0. 58 + 7. 38 + 0. 59
8 0.0 + 7.1 + 0.0 0.1 + 7.0 + 0.0 0. −1 1 −7
8 + 7 8 + 0. 8 0.0
21 7
8 7 0 8

Dr.A.Benevatho Jaison MAT3002 - Applied Linear Algebra January 20, 2022 22 / 349
In zj − cj row, the lest value (amomg { −19 7
8 , 0, 0, 8 , 0}) is
−19
8 . So, x1 is the new
pivot column.

cj 5 7 0 0 0
cBj Solution Ratio
BV x1 x2 s1 s2 s3
0 s1 5/8 0 1 −1/8 0 1 1/ 85 = 85
7 x2 3/8 1 0 1/8 0 3 3/ 38 = 243
0 s3 59/8 0 0 −7/8 1 14 14/ 59
8 = 112
59
zj 21/8 7 0 7/8 0
−19
zj − cj 8 0 0 7/8 0
8
= 1.6, 24 112

In ratio column, the least positive value (among 5 3 , 59 = 1.89 ) is
8/5

Dr.A.Benevatho Jaison MAT3002 - Applied Linear Algebra January 20, 2022 23 / 349
cj 5 7 0 0 0
cBj Solution Ratio
BV x1 x2 s1 s2 s3
8
0 s1 5/8 0 1 −1/8 0 1 5
24
7 x2 3/8 1 0 1/8 0 3 3
112
0 s3 59/8 0 0 −7/8 1 14 59
zj 21/8 7 0 7/8 0
−19
zj − cj 8 0 0 7/8 0

Pivot element 5/8


Entering variable x1
Leaving variable s1

Dr.A.Benevatho Jaison MAT3002 - Applied Linear Algebra January 20, 2022 24 / 349
To form second iteration table:

x1 : 5/8 0 1 −1/8 0 1/ 85
x1 8
5/8 : 1 0 8/5 −1/5 0 5

cj 5 7 0 0 0
cBj Solution Ratio
BV x1 x2 s1 s2 s3
5 x1 1 0 8/5 −1/5 0 8/5
7 x2
0 s3
zj
zj − cj
1
x2 3/8 1 0 8 0 3
3 −1
(−) 83 x1 3/8 0 3 8
.
8 5 .
8 5 0 3 8
8.5
−3 1 12
0 1 5 5 0 5
s3 59/8 0 0 −7/8 1 14
(−) 59
8 x1 59/8 0 59/8 × 8/5 59/8 × (−1/5) 0 8/5 × 59/8
−59 6
0 0 5 10 1 11/5
Dr.A.Benevatho Jaison MAT3002 - Applied Linear Algebra January 20, 2022 25 / 349
Second iteration table:

cj 5 7 0 0 0
cBj Solution Ratio
BV x1 x2 s1 s2 s3
5 x1 1 0 8/5 −1/5 0 8/5
−3 1
7 x2 0 1 5 5 0 12/5
0 s3 0 0 −595
6
10 1 11/5
zj 5 7 19/5 6/5 0
zj − cj 0 0 19/5 6/5 0

is no negative value in zj − cj row, we can stop the iteration.


Since, all thereP
The solution = cBj × solution = 5. 58 + 7. 12 11
5 + 0. 5 = 124/5

Dr.A.Benevatho Jaison MAT3002 - Applied Linear Algebra January 20, 2022 26 / 349
cj 5 7 0 0 0
cBj Solution Ratio
BV x1 x2 s1 s2 s3
5 x1 1 0 8/5 −1/5 0 8/5
−3 1
7 x2 0 1 5 5 0 12/5
0 s3 0 0 −595
6
10 1 11/5
zj 5 7 19/5 6/5 0 124/5
zj − cj 0 0 19/5 6/5 0

The solution is

Solution z = 124/5
Basic variable x1 = 8/5
x2 = 12/5

Dr.A.Benevatho Jaison MAT3002 - Applied Linear Algebra January 20, 2022 27 / 349

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