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Simplex

The document discusses the simplex method, a technique for solving linear programming problems by moving from one feasible solution to another, improving the value of the objective function at each step. It involves writing the problem as a tableau and using pivot operations to systematically change the basic and non-basic variables until an optimal solution is reached. The simplex method is a powerful tool for solving linear programming problems (LPPs) and finding the most profitable mix of products or resources given constraints.
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0% found this document useful (0 votes)
72 views9 pages

Simplex

The document discusses the simplex method, a technique for solving linear programming problems by moving from one feasible solution to another, improving the value of the objective function at each step. It involves writing the problem as a tableau and using pivot operations to systematically change the basic and non-basic variables until an optimal solution is reached. The simplex method is a powerful tool for solving linear programming problems (LPPs) and finding the most profitable mix of products or resources given constraints.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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obtain Once

a resources,
Since if toare For that
simplex Step Step if
variable
inequality For problem. The and
Thevariables
variants The
the answers constraints.
introduced the xzis
a all The a simplex application simplex
number simplex given constraint involved?
Does costthe extent?
If Would What What
table.
solutionequations II is All All to
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unrestricted
to is the
ObtainingStandardization solution reversed. method the problem mix method
handle
of
method, to be values
variablesapplying the canquestions
in The convert problem of
a are constraints. unrestricted involving optimal
maximum of the
b; unutilised, on is the
SIMPLEX
METHOD
obtained,
simplexvalues
the is Simplex any is
in in a a
the the Thus, the step-by-step have of products like: very
sign, minimisation mix complexities
the constraints
" to a RHS the simplex profit
tableau, are In in negative problem an fully method powerful
writing are type constraintit
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a <type
only: the sign, is of alternate involved
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obtained
Initialworthless, of
it of it b; procedure for intool
inequalities are are
isvariable the
Maximisation may value, type, all would solving
necessary on 2x, non-negative, to solution? the for LPP- II
the solution, first be by solving resources, from
Table: problem: -7x, what solving
LPPs
replaced the it are for yield a
RHS names the expressed is
non-negative. finding mix the linear
1 profitslack into difference>-66
multiplied a the
irrcspectivelinear
to of linear of or
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look the on equations.The in and are programming
as the products maximum
variables
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for table equations. between programming there
top problem on optimal profit
an of
be
each would any profit? the
identity and row type mix?
represent replaced solution unutilised problem number
the and given number The bytwo side
minimise problems.
matrix c; the x4
non-negative problem,
values to slack problems - by
X5, as-1, to helpg and
a,;values the the of resources,
slack a The
within slack variables where -2x, and linear
it the nature
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the variables. +the
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it ,S, with 66. ensured what know
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of zero. is
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a;i To up
Operationr Rerearch ihn onn
values. In thesc pblens the dontity 1atn 1s onlk mnde up f the slanck
vauable The Variableg
Onst1tuting the denutr matriN (slac vanahles in th1s cae) are then entered on the basis in
the same
onder in wheh ther eld the matm Along with then, ther
coeffcients in thr objecive function are
enterd. Fimall.the snluton s wtetn in a on helo the c, alues. Gach of the
vaiables in the basis is
asStgned the mrsOndmg walue im the b, olumn whle the rmaunng vanables are all set
cqunl to 2ero.

Step IIITesting the Optimality:


One an initial solution ts ohtaned with the ad of an dentity natris, it is
fested for optimality in terms
of J,= C - .The z. value for each aiable 1s the summation of the products of
the values under the
rarable and the ospondmg alues 1n the baEIS. For a maxinm1sation problem. if all A,< 0, the
solution
iS optinmal.

Step IN Improving a Non-optimal Solution:


A non-ptimal soluton s improed br
seleting the vamabie with the largest J, as the incoming variable (called the keycolumn)
selecting theramabie with the least non-negative replacement ratio as the outgoing variable
(know as the ke "o

Anew simpiex tabie is ohtained. For obtain1ng a new table. first. derive the row corresponding to the key
row by dincing each eiement by the key element (w hich lies at the intersection of the key column and
key row). For every other element of the matrix. use the rule:
New element = 0ld clcmcnt Corresponding clcment X Corresponding element in key row in key column
Key element
The revised solutton obta:ned from the new tableau is also tested for optimality. Similar improvements in
the solutions are done until an opimal solution is reached.

Economic Interpretation:
Besides indicating optimality, the A, row values in the final table give significant information the
shadow prices. value. worth. or marginal profitability of the resources. The value of z, indicates the
amount of profit that cach of the column heads should yield. It should be either equal to or less than cvalue.
The basis can be understood as inventory. When the production process begins, the inventory has
unutilised resources, i.e. slack variables. As the method progresses, slack variables are replaced by decision
variables. The economical interpretation is that the resources are consumed to produce products. If any
slack variable is present in the optimal table, it indicates the unutilised capacity of the resource. Theso
resources are worthless, and they have shadow prices (A;) is equal to zero.

Multiple Optimal Solutions


If in the optimal table, A, value of any non-basic variable is equal to zero, and the problem has multiple
solutions. To find the alternate solution, the non-basic variable with A, = 0 is the incoming variable, and
the problem is solved as usual.

2
Operatlons Research Riha Anrna

Degeneracy
tero value
mor baar wariahlig Aa9ume
Degenoracv in LPP orrura when one or

Big -M Method
inequal1ties are types
const rained by reuirements, the
Since the minimiaation type problem ig mized constraInts <, and =), The Big M
prohlens with
Moreover. there can he maximisation typea
ronstrant# ara iven. It follow the following steps:
method is used for the problema where or =

Step IStandardization of the problem:


is already mora, instead of ading slack. we deduct it. in
Since the inequalities are type, ie. the LHS
equation, these negntivE slacks are known as
other words, we add negation slack to convert it into an
matx. aintroiuce one more vanable
surplIs variables. Since surplus variables cannot give an identity
the constrnts with equations, only
along with the surplus variable called artificial varinbles In
just to give the dent1ty matrix. They
artificial variables are used. The purpose of artificial varabies is assign a
not come into the soiution. we
have no other significance. To ensure that artificial variabies do
a very hgn negative profit of -
very high cost of M to these variables in minimnisation type problems and
M in maximisation problems.

Initial Table:
Step II Obtaining the writing up
variable names on the top row and the a,.valies below it draw
Once all equations are obtained,
the c, values in the bottom row.
a simplex tableau. The b, values are written on the RHS of the tableau and
values are :dentified.
To obtain a solution in a simplex tableau, an identity matrix within the matrx of a,,
enter the
Here, the identity matrix is a combination of slack and artificial vartables, and the varables
basis in the same order in which they yield the matrix. A\lorg with them, their coefherents in the object1ve
function are entered. Finally, the solution is written in a row below the , values, Each of the vartables n
the basis is assigned the corresponding value in the b; column wh:le the remain1ng vanables are all set
equal to zero.

Step III Testing the Optimality:


Por a maximisation problem, ie all 4,s 0, the solution is optimal, and for amin:misation problem. the
condition is all 4,20.

Step IV Improving a Non-optimal Solution:


A non-optimalsolution is improved by
selectingthe variable with the largest A, (tor a maximisation problem) and with the most negative
A, (for a minimisation problem) as the incoming variable (called the key column)
selecting the variable with the least non-negative replacement ratio as the outgoing variable
(known as the key rou); and
Obtaining a new simplex tableau. For obtaining a new tableau, irst derive the row corresponding
to the key row by dividing each element by the key element (which lies at the intersection of the
key column and key row). For every other element of the matrix, use the rule:
Newelenent = Old element - Corresponding element NCorresponding element in key row in key column
Key element

The reyised solution obtained from the new tableau is also tested for optimality. Similar improvements in
the solutions are done until an optimal solution is reached.
3
Operations Research |Richa

Mix Constraint Problem


inequalities S, 0l
mixed constrint roblem, where all three types of
be present.
An LPP can be
Forgiven
the as
=" atype of constraint, we add only an artificial variable
migh,
to the constraint to get ihe

identity matrix.

Infeasibility
table.
solution is infeasible if an artifcialvariable is present in the basis of the optimal
1he

Unboundedness
An LPP is said to have an unbounded solution if its objective function value can be increased (in case of
maximisation problem) or decreased (in case of minimisation type problems without limit. The soltion is
unbound if there is no non-ne gative ratio to select for the outgoing variable.

Practice Problems

1. Solve the following using the simplex method:


Max Z= 40x, +35x,
Subject to
2x, + 3x, < 60 Raw Material Constriant
4x + 3x, s 96 Labour Hour Constriant

2. Solve the following using the simplex method:


Max Z = 7x + 14xz
Subject to
3x, + 2x, s 36
X1 + 4x, s 10

Solve the following using the simplex method:

Max Z = 21x, + 15x,


Subject to
-X - 2x,2-6
4 xj + 3x, s 12

4 A firm produces three products, A, B and C, each passing through three


Finishing and Packaging. Each unit of product Arequires departments: Fabricatiou
3, 4 and 2: aunit of product B
and 4; while each unit of product C
requires 2, 4 and 5 hors, requres o,*
Every day, 60 hours are available in the respectively, in the three departne
fabrication department. 72 hours available in the
department 100 hours in the
and hns
product B is 10, and product Cis packaging
8. department. The unit contribution of product A 1
Operatlons Research cha ana
an LPP. the total
(a) Formulate the problem as each product that should be made daily to maximise
units of
(b) Determine the number of
contribution.
capacity would remain unutilised.
(c) Also determine if any
and 3 units of material
produccs three commodities, C,. C and C,. which require 2, 2
manufacturer 72 in that order. In a
5. A
hours of labour. The unit profit on C.. G, and C, is 26 and 3, and
and 2, 2 and 1 are available.
120 hours of labour
given week, if 300 units of material and
(a) Formulate this as an LPP.
maximise the profit?
(b) What product mix should he make to least
manufacturer decides to discontinue the production of the
(c) Would the answer be different if the product mix?
profitable commodityC,? If yes, what would be the new
simplex method
6 Solve the following linear programming problem using the
Max Z = 8x 4x,
Subject to
4x, + 5x, s20
-X +3x, >-23
x1, 20,x, unrestricted in sign

centres, X, Y and Z. Each product


7. Three products, A, B and C, are produced on three machine operation on various products
for each
involves operation at each machine centre. The time required
is indicated in the following table:
Machine Centres
Products
Profit per unit (?)
X Y
10 7 2 12
A
3 4
B
2 1
1
Available houurs 100 77 80
information.
(a) Formulate a linear programming problem based on the above
(b) Find out the product mix to maximise profits.
there is a surplus
(c) Show that the total available hors of X and Y have been fully utilised and
hour of 2. How many hours are surplus in machine centre Z?

per day, X and Y


8. A firm makes two products, X and Y, and has a total production capacity of 9 tonnes
to supply at least2 tonnes
requiringthe same production capacity. The firm has a permanent contract
machine hours
of X and at least 3 tonnes of Y per day to another company. Each tonne of X requires 20
time. The daily
of production time and each tonne of Y requires 50 machine hours of production
profit
maximum possible number of machine hours is 360. All the firm's output can be sold, and the
made is 80 per tonne of X and 120 per tonne of Y. You are required to.
(a) Formulate the LPP.
(b) Use Simplex Method to determine the production schedule for maximum profit and calculate the
profit.

9. Maximise Z = 6x, + 20x2


Subject to
2x, + x < 32
3x + 4x, < 80
X1, 28
X, 10
5
OperationsResearch Rioha (harna

10. A company produces three products, P. Q and R. from (yo raw mnterials, A and B and labour L. One
unit of product P requires one unit of A, 3 units of Band2 mits of ,. One nit of product Qrequires 2
units of Aand Beach and3 units of L. while one unit of product R requires 2 units of A, G nitsof B
and 4 units of L. the company has daily availabiity of 8 units of A. 12 units of B and 12 units ofl. It is
futher nown that the product unit contibution marginfor P. Qnd Ris 23, 2 and 5, respectively.
(a) Formulate this problem as a linear programming problenm, then sole it todetermine the optimum
product mix.
(6) Is the solution obtained by vou unigue? ldentiy an altenate solution, ifany.

11. Maximise Z =St, + 164,


Subject to

1; S 125
3x, + 6.x, S 900

If there is anv alternate solution, identif it.

12. Maximise Z = 281, + 301,


Subject to
6x, + 3x2<18
3x, +xs8
4x, + 51, S 30

13. Maximise Z = 3x, + 2x,


Subject to
4x1 + 3x, S 12
4x, +xs8
4x, 9xs8

14. A timber merchant manufactures three types of plywood. The data below give the production horsper
unit in each of the three production operations, maximum time available, and profit per unit.
Operations (Hours)
Plywood Profit per unit ()
III
Grade A 2 4 40
Grade B 5 5 2 30
Grade C 10 3 2 20
Max time available 900 400 600
How many units of each grade of plywood should be produced to maximise the total profit? Verify the
optimal solution using shadow prices.

15. Solve the following using the simplex method:


Min Z = 6x, + 4x,
Subject to
3x, + 0.5x, > 12
2x, + x, > 16

6
16. Solve the following uaing the simplex
Operations Research ha Puorna
method:
Min 7 = 150x, + 150x, + 100x,
Subject to
2x, +3x, t x,2 4
3x, +2x, + x,23

17. Minimise Z= x, t x2
Subject to
2x, +x>4
x1 +7x, >7

18. A manufacturer of dolls


makes three
are done on three machines, M1, M2 types of dolls; Doll A. Doll B and Dol| C. Processing of these dolls
and Ma
machines M3, Doll B requires 3 hours on M1. 2Doll A reguires 2 hours on
machines M1 and 3 hours on
hours on M2 and 4 hours on M3 There are 8 hours on M2 and2 hours on M: while doll Crequires 5
The profit gained from doll Ais F3 hours available on M. 10 hours on Mz
per dol, and 15 hours on M3.
(a) Write it as an LPP? doll B is 5 per doll, and doll C is 4
per doll.
(b) What should be the daily
(c) Which machine (s) production of each type of doll?
would be idle according to this plan? By how much?
19. A factory isengaged in
producing two items, I and II, each of which has to pass
M1, M2 and M3. One unit of I
requires one hour of machining on M1, 2 hours onthrough
M:
three machines
while one and 3
and M2 and 3 hours on Mi. In a week hours on M:.
unit of II requires one hour each on M1.
40 hou's of machining on M1. 70 maximum of
hours on M2, and 90hours on M3 are
on I is 40 and on II is Z60. Solve the available. It is iven that profit
problem using the simplex method.
20. Maximise Z= 5x, 4x, + 3x3
Subject to
2x, +x -6x, = 20
6x, + 5x, + 10x; s 76
8x,-3X, + 6x; 50
X12, X >0

21. Maximise Z = 3X + 2x, + 3x3


Subject to
2.x, + x,tx, S 2
3x + 4x, + 2x3 > 8
22. Maximise Z = 2x, + 4x2
Subject to
2.x, +x s18
3x + 2x, >30
XË + 2x, =26

23. Maximise Z = 15x, + 25x,


Subject to
7x, + 6x, 20
8x + 5x, S 30

7
Operations Rerearch isha famna
a, -21, =18
;0

24. Maximise Z = 10x, + 201


Subject to
21, +41; 16

25. A chemical companv manufactures three chemicals A Band C. sold to manufacturers of soaps and
detergents. Based on the next month's demand. the nanagennent has decided tlhat the total production
tor chenmicals A. Band Cshould be at least 350 kg. Amajor customer has confirnmed the order of product
Afor 125 kg. Product Arequires two hours of prvcessing. and product Band Ceach requires one hour
OT processing time per kg. The company wants to use at least 600 hours of processing time for the
coming month. The company wants to meet the requirement at a minimum production cost. The
production costs are R5 per kg for product A. t4 per kg for product B, and 6 per kg for product .
Formulate this problem as LPP andsolve it using the simplex method.
26. One gram of soybean meal prorides at least 2.5 units of vitamins and 5 calories. One gram of meat
provides at least 4.5 units of vitamins and 3 calories. One gram of grain provides at least 5 unitsof
vitamins and 10 calories. If a gram of sovbean meal costs 7 cents, a gram of meat costs 9 cents, and a
gram of grain costs 1lcents. what misture of these three ingredients will provide at least 60 units of
vitamins and 66 calories per serving at a minimum cost? What will be the minimum cost?

27. A company manufactures and sells three models of large-sized pressure cookers for canteen use. While
market demands p0se no constraint. aluminium supplies are limited to 750 kgs per week and machine
time availability is limited to 600 hours per week. The resorce usage of the three models and their
profitability is given below:
Model
M1 M2 M3
Aluminium /unit 6 5
Machine-time lunit 4 5
Contribution T/unit 60 20 80
Formulate the problem as an LPP and solve for the optimal solution.

Revision Problems
211. Solve the following transportation problem for maximum profit. Use VAM and MODI methods.
It is given that currently, nothing can be sent from O3 to D2.
Markets
Warehouses Per unit profit () Supply
D1 D D3
50 17 70 10
60 40 60 45
O3 30 20 50 15
Demand 55 20 25

8
Operations Research Aida asn
processing and packing. with the
A01. Acompany haa three operational departmenta; weaving.
yielding a profit
capacity to prodluce two different types of clothes, namely suiting and wonllens,
hours in
of{A and 3 per meter, regpectively. One-meter suiting requireg 3 hours in weaving. 2
processing and Thour in packaging. while one meter of wnnllens requires 3 hours in each
lepartment. In a week, the total run time of each department 19 60. 90 and 5 hours for the
weaving, processing and packing departmenta, respectively.
(a) Formulate it as LPP.
(b) Use the graphical method to solve the problem graphically for the nptimal product mix.
(c) Identify the redundant constraint. Justify your answer.

A02. Solve the following LPP graphically:


Minimise Z = 4x, + 3x,
Subject to x +3 x 29
2x, +3 x, > 12

403. A firm makes two products,Xand Y, and has a total production capacity of 9 tonnes per day. Xand r
requiring the same production capacity. The firm has a permanent contract to supply at least 2 tonnes
20 machine
of X and at least 3 tonnes of Y per day to another companv. Each tonne of Xrequires
hours of production time and each tonne of Yrequires 50 mach1ne hours of production time. The daily
be sold. and the proit
maximum possible number of machine hours is 360. All the firm's output can
made is R80 per tonne of X and 120 per tonne of Ý. You are required to.
(a) Formulate the LPP.
(b) Use Graphical Method to determine the production schedule for maximum proit and calculate
the profit.
Verify this answer by the ISO
(c) Will yor answer change if the profit per tonne of X is also 120?
Profit line method.

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