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Simplex Method

The simplex method is a linear programming algorithm that can solve problems with more than 2 decision variables. It involves generating a series of solutions in tabular form called tables. This process continues until an optimal solution with a maximum profit is found. The method converts inequalities into equations using slack variables. It works by choosing entering and leaving variables at each iteration based on identifying the most negative value and calculating ratios. The process stops when an optimal solution with no negative values is reached.

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18 views

Simplex Method

The simplex method is a linear programming algorithm that can solve problems with more than 2 decision variables. It involves generating a series of solutions in tabular form called tables. This process continues until an optimal solution with a maximum profit is found. The method converts inequalities into equations using slack variables. It works by choosing entering and leaving variables at each iteration based on identifying the most negative value and calculating ratios. The process stops when an optimal solution with no negative values is reached.

Uploaded by

hossheg73
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Simplex

Method
Eng. Shimaa Abouelenein
Simplex Method

• A linear programming algorithm that can solve problems having more than 2
decision variables.

• This technique involves generating a series of solutions in tabular form,


called tables. This process continues as long as a positive rate or profit (cost)
exists.

• Slack variable: variable added to a <= constrain to convert it to an equation


(=).

2
Simplex Method

• Example (All constrains are <=)

Solve the following problem using the simplex method,


Maximize :
Z = 3X1 + 5X2
Subject to:
X1 <= 4
2X2 <= 12
3X1 + 2X2 <= 18
X1, X2 >= 0

3
Simplex Method (Standard Form)

• Solution:

1. Initialization (Standard Form)


Maximize Z:
Subject to:
Z - 3X1 + 5X2 =0
X1 +S1 =4
2X2 + S2 = 12
3X1 + 2X2 + S3 = 18
X1, X2, S1, S2, S3 = 0

4
Simplex Method (Initial Table)

• Solution:

2. Initialization (Initial Table) Entering


variable
Basic X1 X2 S1 S2 S3 Solution
Variables
Z -3 -5 0 0 0 0

S1 1 0 1 0 0 4

S2 0 2 0 1 0 12

S3 3 2 0 0 1 18
Leaving
variable
Pivot column
Pivot value Pivot row
5
Simplex Method (Initial Table)

Note that:
• Pivot column: smallest negative value in Z-row.
• Pivot row: divide the solution column values by the corresponding pivot
column values then determine the row which has the smallest value greater
than zero.
• By investigating the first row (Z-row) of the initial table, we find that there are
some negative values. Therefore, the current solution is not optimal.

6
Simplex Method (Iteration)

• Solution:
3. Iteration
▪ Determine the entering variable by selecting the most negative value in the Z-row,
therefore, the most negative is -5. Consequently, X2 is the entering variable.
▪ Determine the leaving variable by using the minimum ratio test as following:

Basic variable Entering variable Solution Ratio


X2
(1) (2) (2)/(1)
S1 0 4 None
S2 2 12 6
(leaving var) (Smallest ratio)
S3 2 18 9
7
Simplex Method (Iteration)

• Solution:
3. Iteration
▪ Solving for new solutions by using the eliminatory row operation as following:
1. New pivot row = Old pivot row / Pivot value
Basic X1 X2 S1 S2 S3 Solution
Variables
Z

S1

X2 0 1 0 1/2 0 6

S3

Note that X2 becomes in the basic variables list instead of S2


8
Simplex Method (Iteration)

• Solution:
3. Iteration
▪ For the other row apply this rule:
2. New row = Old row - (the coefficient of the row in the pivot column * (new pivot
row)).
For S1:
1 0 1 0 0 4
- (0) 0 1 0 ½ 0 6
________________________
1 0 1 0 0 4

9
Simplex Method (Iteration)

• Solution:
3. Iteration
▪ For the other row apply this rule:
2. New row = Old row - (the coefficient of the row in the pivot column * (new pivot
row)).
For S3:
3 2 0 0 1 18
- (2) 0 1 0 ½ 0 6
________________________
3 0 0 -1 1 6

10
Simplex Method (Iteration)

• Solution:
3. Iteration
▪ For the other row apply this rule:
2. New row = Old row - (the coefficient of the row in the pivot column * (new pivot
row)).
For Z:
-3 -5 0 0 0 0
- (-5) 0 1 0 ½ 0 6
________________________
-3 0 0 5/2 0 30

11
Simplex Method (Iteration)

• Solution:
The solution is not optimal, since there is a negative values in the first row.
Basic X1 X2 S1 S2 S3 Solution
Variables
Z -3 0 0 5/2 0 30

S1 1 0 1 0 0 4

X2 0 1 0 1/2 0 6

S3 3 0 0 -1 1 6

The most negative The smallest ratio is 6/3 = 2;


value; therefore, X1 is therefore, S3 is the leaving
the entering variable variable 12
Simplex Method (Iteration)

• Solution:
Apply the same rules, we will obtain this solution:
Basic X1 X2 S1 S2 S3 Solution
Variables
Z 0 0 0 3/2 1 36

S1 0 0 1 1/3 -1/3 2

X2 0 1 0 1/2 0 6

X1 1 0 0 -1/3 1/3 2

This solution is optimal; since there is no negative value in the first row.
Basic variables are X1 = 2, X2 = 6 and S1 = 2
Non-basic variables are S2 = S3 = 0
Z=36
13

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