Lecture 9 Sloving A Simplex Problem 2
Lecture 9 Sloving A Simplex Problem 2
ME354
OPERATION RESEARCH
Lecture -9
Simplex Method-Example 2
NITK , Surathkal
Simplex Method -Steps
OPERATION RESEARCH
2X1+4X2 ≥ -12
-4X1+3X2 +8X3≤ 10
-2X1 - 4X2 ≤ 12
-4X1+3X2 +8X3≤ 10
-2X1 - 4X2 + S2 = 12
-4X1+3X2 +8X3 + S3 = 10
-2X1 - 4X2 + S2 = 12
-4X1+3X2 +8X3 + S3 = 10
CBi Cj
Basic variable solution ratio
NITK , Surathkal
OPERATION RESEARCH Step 3: Setting up the Initial Tableau
Min Z= 2X1- 3X2+6X3 + 0S1+ 0S2 +0S3
-2X1 - 4X2 + S2 = 12
-4X1+3X2 +8X3 + S3 = 10
CBi Cj
Basic variable X1 X2 X3 S1 S2 S3 solution ratio
S1
S2
S3
NITK , Surathkal
OPERATION RESEARCH Step 3: Setting up the Initial Tableau
Min Z= 2X1- 3X2+6X3 + 0S1+ 0S2 +0S3
-2X1 - 4X2 + S2 = 12
-4X1+3X2 +8X3 + S3 = 10
CBi Cj 2 -3 6 0 0 0
Basic variable X1 X2 X3 S1 S2 S3 solution ratio
0 S1
0 S2
0 S3
NITK , Surathkal
OPERATION RESEARCH Step 3: Setting up the Initial Tableau
Min Z= 2X1- 3X2+6X3 + 0S1+ 0S2 +0S3
-2X1 - 4X2 + S2 = 12
-4X1+3X2 +8X3 + S3 = 10
CBi Cj 2 -3 6 0 0 0
Basic variable X1 X2 X3 S1 S2 S3 solution ratio
0 S1 3 -1 2 1 0 0 7
0 S2 -2 -4 0 0 1 0 12
0 S3 -4 3 8 0 0 1 10
NITK , Surathkal
OPERATION RESEARCH Initial Simplex Tableau
CBi Cj 2 -3 6 0 0 0
Basic variable X1 X2 X3 S1 S2 S3 solution ratio
0 S1 3 -1 2 1 0 0 7
0 S2 -2 -4 0 0 1 0 12
0 S3 -4 3 8 0 0 1 10
Zj 0 0 0 0 0 0
NITK , Surathkal
OPERATION RESEARCH Initial Simplex Tableau
CBi Cj 2 -3 6 0 0 0
Basic variable X1 X2 X3 S1 S2 S3 solution ratio
0 S1 3 -1 2 1 0 0 7
0 S2 -2 -4 0 0 1 0 12
0 S3 -4 3 8 0 0 1 10
Zj 0 0 0 0 0 0
Cj-Zj 2 -3 6 0 0 0
NITK , Surathkal
OPERATION RESEARCH Step 4: Check Optimality
CBi Cj 2 -3 6 0 0 0
Basic variable X1 X2 X3 S1 S2 S3 solution ratio
0 S1 3 -1 2 1 0 0 7
0 S2 -2 -4 0 0 1 0 12
0 S3 -4 3 8 0 0 1 10
Zj 0 0 0 0 0 0
Cj-Zj 2 -3 6 0 0 0
Key Column
Key Column
Key Column
CB Cj 2 -3 6 0 0 0
i BV X1 X2 X3 S1 S2 S3 solution ratio
0 S1 3 -1 2 1 0 0 7 7/-1= -7
0 S2 -2 -4 0 0 1 0 12 12/-4= -3
0 S3 -4 3 8 0 0 1 10 10/3=10/3
Zj 0 0 0 0 0 0
Cj-Zj 2 -3 6 0 0 0 Key Row
Least positive
Key Column
Most Negative Cj-Zj Value
NITK , Surathkal
OPERATION RESEARCH Step 5: Identify Pivot Variable
Leaving Variable Entering Variable
CB Cj 2 -3 6 0 0 0
i BV X1 X2 X3 S1 S2 S3 solution ratio
0 S1 3 -1 2 1 0 0 7 7/-1= -7
0 S2 -2 -4 0 0 1 0 12 12/-4= -3
0 S3 -4 3 8 0 0 1 10 10/3=10/3
Zj 0 0 0 0 0 0
Cj-Zj 2 -3 6 0 0 0 Key Row
Least positive
Key Column
Most Negative Cj-Zj Value Key or Pivot Element
NITK , Surathkal
OPERATION RESEARCH Step 6: Create the New Tableau.
Iteration -1
CBi Cj
Basic variable solution ratio
NITK , Surathkal
OPERATION RESEARCH Step 6: Create the New Tableau.
Iteration -1
CBi Cj 2 -3 6 0 0 0
Basic variable X1 X2 X3 S1 S2 S3 solution ratio
0 S1
0 S2
-3 X2
Entering Variable - X2
Leaving Variable- S3
NITK , Surathkal
CBi Cj 2 -3 6 0 0 0 Iteration -1
BV X1 X2 X3 S1 S2 S3 solution ratio
0 S1 3 -1 2 1 0 0 7 7/-1= -7
0 S2 -2 -4 0 0 1 0 12 12/-4= -3
0 S3 -4 3 8 0 0 1 10 10/3=10/3
Zj 0 0 0 0 0 0
Cj-Zj 2 -3 6 0 0 0
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
0 S1
0 S2
-3 X2 -4/3 1 8/3 0 0 1/3 10/3
CBi Cj 2 -3 6 0 0 0 Iteration -1
BV X1 X2 X3 S1 S2 S3 solution ratio
0 S1 3 -1 2 1 0 0 7 7/-1= -7
0 S2 -2 -4 0 0 1 0 12 12/-4= -3
0 S3 -4 3 8 0 0 1 10 10/3=10/3
Zj 0 0 0 0 0 0
Cj-Zj 2 -3 6 0 0 0
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
0 S1
0 S2
-3 X2 -4/3 1 8/3 0 0 1/3 10/3
CBi Cj 2 -3 6 0 0 0 Iteration -1
BV X1 X2 X3 S1 S2 S3 solution ratio
0 S1 3 -1 2 1 0 0 7 7/-1= -7
0 S2 -2 -4 0 0 1 0 12 12/-4= -3
0 S3 -4 3 8 0 0 1 10 10/3=10/3
Zj 0 0 0 0 0 0
Cj-Zj 2 -3 6 0 0 0
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
0 S1 5/3
0 S2
-3 X2 -4/3 1 8/3 0 0 1/3 10/3
-1-[-1 X 1]= 0
CBi Cj 2 -3 6 0 0 0 Iteration -1
BV X1 X2 X3 S1 S2 S3 solution ratio
0 S1 3 -1 2 1 0 0 7 7/-1= -7
0 S2 -2 -4 0 0 1 0 12 12/-4= -3
0 S3 -4 3 8 0 0 1 10 10/3=10/3
Zj 0 0 0 0 0 0
Cj-Zj 2 -3 6 0 0 0
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
0 S1 5/3 0 14/3
0 S2
-3 X2 -4/3 1 8/3 0 0 1/3 10/3
-4-[-4 X 1]= 0
CBi Cj 2 -3 6 0 0 0 Iteration -1
BV X1 X2 X3 S1 S2 S3 solution ratio
0 S1 3 -1 2 1 0 0 7 7/-1= -7
0 S2 -2 -4 0 0 1 0 12 12/-4= -3
0 S3 -4 3 8 0 0 1 10 10/3=10/3
Zj 0 0 0 0 0 0
Cj-Zj 2 -3 6 0 0 0
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
0 S1 5/3 0 14/3 1 0 1/3 31/3
0 S2 -22/3 0 32/3
-3 X2 -4/3 1 8/3 0 0 1/3 10/3
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
0 S1 5/3 0 14/3 1 0 1/3 31/3
0 S2 -22/3 0 32/3 0 1 4/3 76/3
-3 X2 -4/3 1 8/3 0 0 1/3 10/3
Zj 4 -3 -8 0 0 -1 -10
Cj-Zj
CBi Cj 2 -3 6 0 0 0 Iteration -1
BV X1 X2 X3 S1 S2 S3 solution ratio
0 S1 3 -1 2 1 0 0 7 7/-1= -7
0 S2 -2 -4 0 0 1 0 12 12/-4= -3
0 S3 -4 3 8 0 0 1 10 10/3=10/3
Zj 0 0 0 0 0 0
Cj-Zj 2 -3 6 0 0 0
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
0 S1 5/3 0 14/3 1 0 1/3 31/3
0 S2 -22/3 0 32/3 0 1 4/3 76/3
-3 X2 -4/3 1 8/3 0 0 1/3 10/3
Zj 4 -3 -8 0 0 -1 -10
Cj-Zj -2 0 14 0 0 1
Iteration -1
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
0 S1 5/3 0 14/3 1 0 1/3 31/3
0 S2 -22/3 0 32/3 0 1 4/3 76/3
-3 X2 -4/3 1 8/3 0 0 1/3 10/3
Zj 4 -3 -8 0 0 -1 -10
Cj-Zj -2 0 14 0 0 1
Key Column
Key Column
Key Row
-3 X2 -4/3 1 8/3 0 0 1/3 10/3 10/3 X -3/4= -10/4
Zj 4 -3 -8 0 0 -1 -10
Cj-Zj -2 0 14 0 0 1
Key Column
Key Element
Leaving Variable
OPERATION RESEARCH Create the New Tableau.
Iteration -2
CBi Cj
Basic variable solution ratio
NITK , Surathkal
OPERATION RESEARCH Step 6: Create the New Tableau.
Iteration -2
CBi Cj 2 -3 6 0 0 0
Basic variable X1 X2 X3 S1 S2 S3 solution ratio
2 X1
0 S2
-3 X2
Entering Variable – X1
Leaving Variable- S1
NITK , Surathkal
CBi Cj 2 -3 6 0 0 0 Iteration -2
BV X1 X2 X3 S1 S2 S3 sol ratio
0 S1 5/3 0 14/3 1 0 1/3 31/3 31/3 X 3/5= 31/5
0 S2 -22/3 0 32/3 0 1 4/3 76/3 76/3 X 3/-22=-76/22
-3 X2 -4/3 1 8/3 0 0 1/3 10/3 10/3 X -3/4= -10/4
Zj 4 -3 -8 0 0 -1 -10
Cj-Zj -2 0 14 0 0 1
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
2 X1 1 0 14/5 3/5 0 1/5 31/5
0 S2
-3 X2
CBi Cj 2 -3 6 0 0 0 Iteration -2
BV X1 X2 X3 S1 S2 S3 sol ratio
0 S1 5/3 0 14/3 1 0 1/3 31/3 31/3 X 3/5= 31/5
0 S2 -22/3 0 32/3 0 1 4/3 76/3 76/3 X 3/-22=-76/22
-3 X2 -4/3 1 8/3 0 0 1/3 10/3 10/3 X -3/4= -10/4
Zj 4 -3 -8 0 0 -1 -10
Cj-Zj -2 0 14 0 0 1
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
2 X1 1 0 14/5 3/5 0 1/5 31/5
0 S2
-3 X2
CBi Cj 2 -3 6 0 0 0 Iteration -2
BV X1 X2 X3 S1 S2 S3 sol ratio
0 S1 5/3 0 14/3 1 0 1/3 31/3 31/3 X 3/5= 31/5
0 S2 -22/3 0 32/3 0 1 4/3 76/3 76/3 X 3/-22=-76/22
-3 X2 -4/3 1 8/3 0 0 1/3 10/3 10/3 X -3/4= -10/4
Zj 4 -3 -8 0 0 -1 -10
Cj-Zj -2 0 14 0 0 1
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
2 X1 1 0 14/5 3/5 0 1/5 31/5
0 S2 0
-3 X2
-22/3-[-22/3 X 1]= 0
CBi Cj 2 -3 6 0 0 0 Iteration -2
BV X1 X2 X3 S1 S2 S3 sol ratio
0 S1 5/3 0 14/3 1 0 1/3 31/3 31/3 X 3/5= 31/5
0 S2 -22/3 0 32/3 0 1 4/3 76/3 76/3 X 3/-22=-76/22
-3 X2 -4/3 1 8/3 0 0 1/3 10/3 10/3 X -3/4= -10/4
Zj 4 -3 -8 0 0 -1 -10
Cj-Zj -2 0 14 0 0 1
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
2 X1 1 0 14/5 3/5 0 1/5 31/5
0 S2 0 0
-3 X2
0-[-22/3 X 0]= 0
CBi Cj 2 -3 6 0 0 0 Iteration -2
BV X1 X2 X3 S1 S2 S3 sol ratio
0 S1 5/3 0 14/3 1 0 1/3 31/3 31/3 X 3/5= 31/5
0 S2 -22/3 0 32/3 0 1 4/3 76/3 76/3 X 3/-22=-76/22
-3 X2 -4/3 1 8/3 0 0 1/3 10/3 10/3 X -3/4= -10/4
Zj 4 -3 -8 0 0 -1 -10
Cj-Zj -2 0 14 0 0 1
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
2 X1 1 0 14/5 3/5 0 1/5 31/5
0 S2 0 0 156/5
-3 X2
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
2 X1 1 0 14/5 3/5 0 1/5 31/5
0 S2 0 0 156/5 22/5 1 14/5 354/5
-3 X2
CBi Cj 2 -3 6 0 0 0 Iteration -2
BV X1 X2 X3 S1 S2 S3 sol ratio
0 S1 5/3 0 14/3 1 0 1/3 31/3 31/3 X 3/5= 31/5
0 S2 -22/3 0 32/3 0 1 4/3 76/3 76/3 X 3/-22=-76/22
-3 X2 -4/3 1 8/3 0 0 1/3 10/3 10/3 X -3/4= -10/4
Zj 4 -3 -8 0 0 -1 -10
Cj-Zj -2 0 14 0 0 1
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
2 X1 1 0 14/5 3/5 0 1/5 31/5
0 S2 0 0 156/5 22/5 1 14/5 354/5
-3 X2
CBi Cj 2 -3 6 0 0 0 Iteration -2
BV X1 X2 X3 S1 S2 S3 sol ratio
0 S1 5/3 0 14/3 1 0 1/3 31/3 31/3 X 3/5= 31/5
0 S2 -22/3 0 32/3 0 1 4/3 76/3 76/3 X 3/-22=-76/22
-3 X2 -4/3 1 8/3 0 0 1/3 10/3 10/3 X -3/4= -10/4
Zj 4 -3 -8 0 0 -1 -10
Cj-Zj -2 0 14 0 0 1
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
2 X1 1 0 14/5 3/5 0 1/5 31/5
0 S2 0 0 156/5 22/5 1 14/5 354/5
-3 X2 0
-4/3-[-4/3 X 1]=0
CBi Cj 2 -3 6 0 0 0 Iteration -2
BV X1 X2 X3 S1 S2 S3 sol ratio
0 S1 5/3 0 14/3 1 0 1/3 31/3 31/3 X 3/5= 31/5
0 S2 -22/3 0 32/3 0 1 4/3 76/3 76/3 X 3/-22=-76/22
-3 X2 -4/3 1 8/3 0 0 1/3 10/3 10/3 X -3/4= -10/4
Zj 4 -3 -8 0 0 -1 -10
Cj-Zj -2 0 14 0 0 1
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
2 X1 1 0 14/5 3/5 0 1/5 31/5
0 S2 0 0 156/5 22/5 1 14/5 354/5
-3 X2 0 1
1-[-4/3 X 0]=1
CBi Cj 2 -3 6 0 0 0 Iteration -2
BV X1 X2 X3 S1 S2 S3 sol ratio
0 S1 5/3 0 14/3 1 0 1/3 31/3 31/3 X 3/5= 31/5
0 S2 -22/3 0 32/3 0 1 4/3 76/3 76/3 X 3/-22=-76/22
-3 X2 -4/3 1 8/3 0 0 1/3 10/3 10/3 X -3/4= -10/4
Zj 4 -3 -8 0 0 -1 -10
Cj-Zj -2 0 14 0 0 1
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
2 X1 1 0 14/5 3/5 0 1/5 31/5
0 S2 0 0 156/5 22/5 1 14/5 354/5
-3 X2 0 1 32/5
8/3-[-4/3 X 14/5]=32/5
CBi Cj 2 -3 6 0 0 0 Iteration -2
BV X1 X2 X3 S1 S2 S3 sol ratio
0 S1 5/3 0 14/3 1 0 1/3 31/3 31/3 X 3/5= 31/5
0 S2 -22/3 0 32/3 0 1 4/3 76/3 76/3 X 3/-22=-76/22
-3 X2 -4/3 1 8/3 0 0 1/3 10/3 10/3 X -3/4= -10/4
Zj 4 -3 -8 0 0 -1 -10
Cj-Zj -2 0 14 0 0 1
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
2 X1 1 0 14/5 3/5 0 1/5 31/5
0 S2 0 0 156/5 22/5 1 14/5 354/5
-3 X2 0 1 32/5 4/5 0 3/5 58/5
CBi Cj 2 -3 6 0 0 0 Iteration -2
BV X1 X2 X3 S1 S2 S3 sol ratio
0 S1 5/3 0 14/3 1 0 1/3 31/3 31/3 X 3/5= 31/5
0 S2 -22/3 0 32/3 0 1 4/3 76/3 76/3 X 3/-22=-76/22
-3 X2 -4/3 1 8/3 0 0 1/3 10/3 10/3 X -3/4= -10/4
Zj 4 -3 -8 0 0 -1 -10
Cj-Zj -2 0 14 0 0 1
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
2 X1 1 0 14/5 3/5 0 1/5 31/5
0 S2 0 0 156/5 22/5 1 14/5 354/5
-3 X2 0 1 32/5 4/5 0 3/5 58/5
Zj 2 -3 -68/5 -6/5 0 -7/5 -112/5
CBi Cj 2 -3 6 0 0 0 Iteration -2
BV X1 X2 X3 S1 S2 S3 sol ratio
0 S1 5/3 0 14/3 1 0 1/3 31/3 31/3 X 3/5= 31/5
0 S2 -22/3 0 32/3 0 1 4/3 76/3 76/3 X 3/-22=-76/22
-3 X2 -4/3 1 8/3 0 0 1/3 10/3 10/3 X -3/4= -10/4
Zj 4 -3 -8 0 0 -1 -10
Cj-Zj -2 0 14 0 0 1
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
2 X1 1 0 14/5 3/5 0 1/5 31/5
0 S2 0 0 156/5 22/5 1 14/5 354/5
-3 X2 0 1 32/5 4/5 0 3/5 58/5
Zj 2 -3 -68/5 -6/5 0 -7/5 -112/5
Cj-Zj 0 0 98/5 6/5 0 7/5
Check Optimality
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
2 X1 1 0 14/5 3/5 0 1/5 31/5
0 S2 0 0 156/5 22/5 1 14/5 354/5
-3 X2 0 1 32/5 4/5 0 3/5 58/5
Zj 2 -3 -68/5 -6/5 0 -7/5 -112/5
Cj-Zj 0 0 98/5 6/5 0 7/5
Optimality reached
Check Optimality
CBi Cj 2 -3 6 0 0 0
BV X1 X2 X3 S1 S2 S3 solution ratio
2 X1 1 0 14/5 3/5 0 1/5 31/5
0 S2 0 0 156/5 22/5 1 14/5 354/5
-3 X2 0 1 32/5 4/5 0 3/5 58/5
Zj 2 -3 -68/5 -6/5 0 -7/5 -112/5
Cj-Zj 0 0 98/5 6/5 0 7/5
NITK , Surathkal