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    Simplex Method

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    SAMOIER
    1) The document provides step-by-step instructions for solving a mathematical model using the simplex method. It begins with converting the objective function and constraints into equations and setting up an initial tableau. 2) It then describes the process of determining a pivot column and row before formulating a new tableau and testing for an improved solution. 3) After multiple iterations, the document arrives at an optimal solution of X1=93/71 and X2=164/71, with an objective value of Z=3948/71.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd

    Simplex Method

    Uploaded by

    SAMOIER
    96 views5 pages
    1) The document provides step-by-step instructions for solving a mathematical model using the simplex method. It begins with converting the objective function and constraints into equations and setting up an initial tableau. 2) It then describes the process of determining a pivot column and row before formulating a new tableau and testing for an improved solution. 3) After multiple iterations, the document arrives at an optimal solution of X1=93/71 and X2=164/71, with an objective value of Z=3948/71.

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    Operational Method

    Original Title

    simplex Method

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    © © All Rights Reserved

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    1) The document provides step-by-step instructions for solving a mathematical model using the simplex method. It begins with converting the objective function and constraints into equations and setting up an initial tableau. 2) It then describes the process of determining a pivot column and row before formulating a new tableau and testing for an improved solution. 3) After multiple iterations, the document arrives at an optimal solution of X1=93/71 and X2=164/71, with an objective value of Z=3948/71.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    96 views5 pages

    Simplex Method

    Uploaded by

    SAMOIER
    1) The document provides step-by-step instructions for solving a mathematical model using the simplex method. It begins with converting the objective function and constraints into equations and setting up an initial tableau. 2) It then describes the process of determining a pivot column and row before formulating a new tableau and testing for an improved solution. 3) After multiple iterations, the document arrives at an optimal solution of X1=93/71 and X2=164/71, with an objective value of Z=3948/71.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    of 5

    Operations Research - Fin (405) - Lecture (2)

    Example (2):
    Given the following mathematical model, solve it using simplex method:

    Max. Z=16X1 + 15X2


    St.
    40X1 + 31X2 ≤ 124
    -X1 + X2 ≤ 1
    X1 ≤ 3
    X1, X2 ≥ 0

    Solution

    Solving the mathematical model using simplex method consists of several


    steps:
    1. Convert the objective function equation into zero equation

    Z - 16X1 - 15X2 = 0

    2. Covert inequalities of the constraints into equations by using


    (adding/subtracting) slack variables

    Page 1 of 5
    40X1 + 31X2 + S1 = 124
    -X1 + X2 + S2 = 1
    X1 + S3 = 3

    3. Formulate the Initial tableau


    Column
    Basic X1 X2 S1 S2 S3 Solution
    Z -16 -15 0 0 0 0
    Row S1 40 31 1 0 0 124
    S2 -1 1 0 1 0 1
    S3 1 0 0 0 1 3

    4. Test for Potential to improve the solution: Determine Pivot Column

    In other words, to improve the solution we have to begin with the basic
    variables; X1 or X2 but which one we should enter in the basic column. To
    do so, we have to determine the pivot column, which is the highest negative
    value in Z row. So, we know that X2 is the entering variable to the basic
    column.

    5. Determine the Pivot Row by dividing each value in the solution column
    over its corresponding value in the pivot column and choose the minimum
    result (≥0). By determining the pivot row, we able to identify the leaving
    variable from the basic column.
    S1= 124 ➗ 40 = 3.1 S2= 1 ➗ -1 = -1 S3= 3 ➗1= 1

     Then, S3 is the leaving variable

    6. Determine the pivot element which is the intersection element between


    pivot column and pivot row.
    The pivot element is 1.

    Page 2 of 5
    Formulate the new table
    a. Replacement process: S3 leaves and X1 enters the basic column
    b. New Pivot Row Values = Current Row values ➗ Pivot Element

    X1 Row 1/1=1 0/1=0 0/1=0 0 / 1= 0 1/1=1 3 /1 = 3

    c. New Row =
    Value∈ pivot Colum X Pivot Row Values
    (Current Row Values) - ( Pivot Element )
    New Table

    Basic X X S1 S2 S3 Solution

    Z 0 - 0 0 16 48

    S1 3 1 0 -40 4

    S2 0 1 1 4

    X1 0 0 1 3

    7. Testing for improving the solution


    If there are negative values in the Z row, there will be a chance for improving the
    solution. Otherwise, it will be the optimal solution.

    8. Determine the pivot column


    The highest negative value in Z row, which is -15, that is placed in the X2
    column. Then, X2 is the entering variable to the basic column.

    9. Determine the Pivot row


    S1= 4➗31 = 0.129 S2= 4➗1 = 4 S3= 3 ➗0 = 0

    Then, S1 is the leaving variable from the basic column.


    10. The Pivot Element is 31
    12.Formulate the new Table
    a. Replacement Process: S1 leaves and X2 enters the basic column
    b. New Pivot Row = Current Pivot row ➗ Pivot element
    Page 3 of 5
    X2 Row 0 / 31 = 0 31 / 31 = 1 = 1 / 31 0 / 31 = 0 = -40 / 31 = 4 / 31

    c. New Row = current Row values – (its value in pivot Colum* Pivot
    Row Values) ➗ Pivot element
    The new table:
    Basic X1 X2 S1 S2 S3 Solution
    Z 0 0 15/31 0 -104/31 1548/31
    X2 0 1 1/31 0 -40/31 4/31
    S2 0 0 -1/31 1 71/31 120/31
    X1 1 0 0 0 1 3

    13. Testing for improving the solution :


    If there are negative values in the Z row, there will be a chance for improving

    the solution. Otherwise, it will be the optimal solution….

    14. Determine the pivot column


    The highest negative value in Z row, which is -105/31, that is placed in the S3
    column. Then, S3 is the entering variable to the basic column.

    15. Determine the pivot Row


    X2= 4/31➗-40/31 =-1/10 S2= 120/31➗71/31 = 1.6901 X1= 3 ➗1 = 3
    16. Pivot Element is 71/31

    The new table:


    Basic X1 X2 S1 S2 S3 Solution
    Z 0 0 31/71 104/71 0 3948/71
    X2 0 1 1/71 40/71 0 164/71
    S3 0 0 -1/71 71/31 1 120/71
    X1 1 0 1/71 -31/71 0 93/71

    Test for improving solution: there are no negative values in Z row, so this is the
    optimal solution

    X1= 93/71
    X2= 164/71

    Z= 16X1 + 15X2

    Page 4 of 5
    93 164 3948
    Z= 16 * ( 71 ) + 15 * ( 71 ) = 71

    Page 5 of 5

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