Module 3 - Solving Linear Programming Using Simplex Method

I. Maximization Problems Converting the Constraint to Equation

To convert the inequalities to
Learning Objectives: equation, the left members are less than
1. Convert inequalities to equation by the right members, they can be equal if we
adding slack variable correctly; add some quantities to the left side known
2. Develop the new program with as slack variables.
slack variables; It fills the gap between the left and right
3. Determine the different steps in members of the inequalities, or represent
solving linear programming using the unused quantities in the constraint.
simplex method;
4. Solve linear programming problems Example 1.
using simplex method. Maximize Z = 80x + 60y
Subject to : 4x + 2y ≤ 60
Simplex Method
● Developed by George B. Dantzig of 2x + 4y ≤ 48
Stanford university.
● It is a repetitive optimizing x ≥ 0; y ≥ 0
problem; it repeats the process of
mathematically moving from one
Let Sn represent the slack variable The new
extreme point to another extreme
program with slack variable will be:
point until the optimal solution is
reached
Maximize Z = 80x + 60y + 0S1 + 0S2
Subject to : 2x + y + S1 = 30
Steps of Solving Simplex Method
x + 2y +S2 = 24
(Maximization Problems)
x ≥ 0; y ≥ 0
1. Set up the constraints from the
S1≥ 0; S2≥0
condition of the problem.
2. Convert the inequality explicit
● The Initial table contains the
constraints to equation by adding
coefficients of the objective in the Cj
slack variable.
row.
3. Enter the numerical coefficients and
● The slack variable do not contribute
the variables in the simplex table.
any to profit, hence the coefficient
4. Calculate the Cj and Zj values.
in the objective is zero.
5. Determine the optimum column or
● The second row composed of the
entering variable by choosing the
product, quantity (constant)
most positive value in the Cj – Zj
column and solution variables.
row.
● The initial table should begin with
6. Divide the quantity column values
zero contribution to profit, enter in
by the non zero and non negative
the Cj column.
entries in the optimum column. The
● S1 and S2 should be the ones
smallest quotient belongs to the
entered in the product column first
pivotal row.
with zero contribution to profit in
7. Compute the values for the
the initial table.
replacing row by dividing all entries
● Add two more rows in the table, Zj
by the pivot. Enter the result in the
and Zj – Cj row is obtained by
next table.
multiplying the profit contribution
8. Compute the new entries for the
in Cj column by each of the
remaining rows by reducing the
coefficients in the constraints, then
optimum column entries to zero
add their products.
(entries in the constraint rows).
9. Calculate the Cj and Zj values.
0(30 2 1 1 0) = 0 0 0 0 0
Compute also for the Cj – Zj row.
0(24 1 2 0 1) = 0 0 0 0 0
10. If there is a positive entry in the Cj –
Zj 0 0 0 0 0
Zj row, return to step 5. The final
0(30 2 1 1 0) = 0 0 0 0 0
solution has been obtained if there
0(24 1 2 0 1) = 0 0 0 0 0
is no positive value in the Cj – Zj
Zj 0 0 0 0 0
row.

Cj 80 60 0 0
Zj 0 0 0 0
Zj – Cj 80 60 0 0 result to the row to be replaced in
order that the entry below the pivot
becomes zero.

● 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
 equality by subtracting the
slack variable but at the same
time add an artificial variable.

In the constraints containing =

symbol, add an artificial variable to the left
member to prevent the right member from
being equated to zero if the solution
variables are all zero.

Finding the Optimum Solution Minimization problems commonly

Since the last row has no more positive deal with cost. Slack variables do not
entry, then Table III is optimum. contribute any amount to cost, but artificial
variables contribute the biggest amount to
Decision: cost in minimization problems. It
X = 12 contributes to the objective an amount
Y=6 greater than any of the coefficients in the
Max Z = P1,320 solution variables.

Each artificial variable is assigned

II. Minimization Problems an extremely high cost to ensure that it
does not appear in the final solution.
Steps of Solving Simplex Method
(Minimization Problems) In representing the contribution of
The steps in solving a minimization artificial variables to objective function, we
problem are similar to maximization simply use the power of ten (10, 100, 1,000,
except for 3 processes: ….)greater than any of the coefficients in
1. The Cj column of the initial table any of the solution variables. Surplus
begins with the coefficient of the variables, like slack variables, carry a zero
artificial variables and the slack cost
variables with positive coefficient in
the constraints. Surplus variable
2. Instead of looking for the most ● Does have a physical meaning—it is
positive quantity in the Cj – Zj row the amount over and above a
for the optimum column, look for required minimum level set on the
the most negative entry. right-hand side of a greater-than-
3. The optimum table or the final table or-equal- to constraint.
has entries in the Cj – Zj row which
are either zero or positive. Whenever an artificial or surplus
variable is added to one of the constraints,
Artificial variable (An) it must also be included in the other
● Is a variable that has no physical equations and in the problem’s objective
meaning in terms of a real-world LP function, just as was done for slack
problem. It simply allows us to variable.
create a basic feasible solution to
start the simplex algorithm. Converting Constraints to Equation in a
● An artificial variable is not allowed Minimization Problem
to appear in the final solution to the 1. Add an artificial variable An if the symbol
problem. is = .
● It has a large value which is 2. Add a slack variable Sn if the

used as a computational device symbol is ≤.

that prevents an equality 3. Subtract a slack variable but add

constraint from equating an artificial variable if the symbol

constant to zero and prevents is ≥.

slack variable from becoming

Example 1.
negative. Hence, if the symbol
Minimize Z = 60x + 50y
of the constraints is ≥ we
Subject to : 3x + 5y ≤ 15
convert the inequality to
 4x + 4y ≥ 16
x ≥ 0, y

New Program with Sn and An.

Minimize Z = 60x + 50y + 0S1 + 0S2 + 100A1

Subject to : 3x + 5y + S1 = 15
4x + 4y – S2 + A1 = 16
x ≥ 0, y ≥ 0,
S1 ≥ 0, S2 ≥ 0

2. Minimize Z = 10x1 + 2x2

Subject to: x1 + x2 ≥ 10
3x1 + x2 ≤ 12
X1, x2 ≥0

3. Minimize Z = 20x1 + 10x2 + 80x3

Subject to: x1 + x2 + x3 ≥ 10
2x1 + 4x2 + x3 = 20
2x1+x2 ≤ 5
X1, X2, X3 ≥ 0