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Steps in The Simplex Method

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6 views

Steps in The Simplex Method

Uploaded by

penielcut
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Max P = 40x1 + 30x2

s.t. constraints
x1 + 2x2 <= 16
x1 + x2 <= 9
3x1 + 2x2 <= 24
x1, x2 >=0

1. Convert P to Standard Form

2. Convert Inequalities to Equalities


**For inequalities of the form (<=), you add slack variables (+s1, +s2,
etc.) to convert them into equalities. For inequalities of the form (>=),
you subtract surplus variables (-s1, -s2, etc.) to convert them into
equalities.

EQUATIONS:

-40x1 – 30x2 + 0s1 + 0s2 + 0s3 = 0


x1 + 2x2 + s1+ 0s2 + 0s3 = 16
x1 + x2 + 0s1 + s2 + 0s3 = 9
3x1 + 2x2 + 0s1 + 0s2 + s3 =24

Iteration 1

3. Form the Initial Tableau


4. Find the most negative value in the Z row; the corresponding column is the
Pivot Column/Entering Variable Column. The associated variable will be the
Entering Variable
5. Calculate Ratios: Ratio = RHS/PC (pivot column)
6. Find the least non-zero and non-negative value in the ratio. The
corresponding row is the Pivot Row. The associated variable will be the
Leaving Variable.
7. The intersecting element is the Pivot Element. (PE = 3)

**notice that the slack variables in the tableau below is in RREF form, this
will always be the case for involved constraints (same with surplus variables)

Basic X1 X2 S1 S2 S3 RHS ratio


P -40 -30 0 0 0 0
S1 1 2 1 0 0 16 16/1 = 16
S2 1 1 0 1 0 9 9/1 = 9
S3 3 2 0 0 1 24 24/3 = 8

**see that the entering variable replaces the leaving variable

8. Divide the current pivot row by the pivot element. This is the new Pivot
Row.
9. New Row = Current Row - (Pivot Column Coefficient * New Pivot Row)
10. Everything else is replaced except for the new pivot row.

** this tableau is only a basis for the formula in number 2. Note that number
1 is the only thing done here

Basic X1 X2 S1 S2 S3 RHS
P -40 -30 0 0 0 0
S1 1 2 1 0 0 16
S2 1 1 0 1 0 9
X1 1 2/3 0 0 1/3 8

**the tableau below doesn’t have to be shown, its to just show the process of
step 2. Also to make it easier for you, no matter what, the Pivot Column will
always be 0 except for the Pivot Element

Basi X1 X2 S1 S2 S3 RHS
c
P -40 – (- -30 – (-40 0 – (-40*0) 0 – (-40*0) 0 – (-40 * 0 – (-40*8)
40*1) = * 2/3) = - =0 =0 1/3) = = 320
0 10/3 40/3
S1 1 – (1*1) 2 – (1* 1 – (1*0) = 0 – (1*0) = 0– 16 – (1*8)
=0 2/3) = 4/3 1 0 (1*1/3) = =8
-1/3
S2 1 – (1-1) 1 – (1* 0 – (1*0) = 1 – (1*0) = 0 – (1* 9 – (1*8) =
=0 2/3) = 1/3 0 1 1/3) = - 1
1/3
X1 1 2/3 0 0 1/3 8

CONGRATS! You’ve done your 1st iteration.

Step 3:

1. Check if there are no more negative values in the Z row. If there’s none,
you can finalize your answers. If there still is, proceed to the next
iteration, repeat step 1

Basi X1 X2 S1 S2 S3 RHS
c
P 0 -10/3 0 0 40/3 320
S1 0 4/3 1 0 -1/3 8
S2 0 1/3 0 1 -1/3 1
X1 1 2/3 0 0 1/3 8

Iteration 2

Basic X1 X2 S1 S2 S3 RHS ratio


P 0 -10/3 0 0 40/3 320
S1 0 4/3 1 0 -1/3 8 8/(4/3) =
6
S2 0 1/3 0 1 -1/3 1 1/(1/3) =
3
X1 1 2/3 0 0 1/3 8 8/(2/3) =
12

Basic X1 X2 S1 S2 S3 RHS
P 0 -10/3 0 0 40/3 320
S1 0 4/3 1 0 -1/3 8
X2 0 1 0 3 -1 3
X1 1 2/3 0 0 1/3 8

Basi X1 X2 S1 S2 S3 RHS
c

P 0 – (- -10/3– 0 – (- 0-(- 40/3-(- 320-(-


10/3*0) = (-10/3*1) 10/3*0) = 10/3*3) = 10/3*-1) = 10/3*3)=
0 =0 0 10/3 10 330

S1 0 – 4/3 – 1 – 0-(4/3*3)= -1/3-(4/3*- 8-(4/3*3)=


(4/3*0) = (4/3*1) = (4/3*0) = -4 1)= 1 4
0 0 1

X2 0 1 0 3 -1 3

X1 1–(2/3*0) 2/3 – 0-(2/3*0) 0-(2/3*3)= 1/3-(2/3*- 8-(2/3*3)=


=1 (2/3*1) = = 0 -2/3 1)= 1 6
0

Basic X1 X2 S1 S2 S3 RHS
Z 0 0 0 10/3 10 330

S1 0 0 1 -4 1 4

X2 0 1 0 3 -1 3

X1 1 0 0 -2/3 1 6

Since P row has no more negative values, the solution is optimal.

P = 330; the maximum value of P, or profit, is 330.


x1 = 6
x2 = 3

S1=4; meaning 4 units of resource were unused in the first constraint, while
S2 and S3 are zero, meaning the second and third constraints were fully
utilized.

NOTES:

 unused resources (slack), overused resources (surplus).

 Maximization Problem: Make all coefficients in Z negative if they aren't


already.
 Minimization Problem: Always negate the coefficients of Z to convert it
into maximization form. If all variables are already negative, just leave
them as is.

 If all ratios are negative or zero, the problem has no feasible solution.
 If the pivot element is 0, it usually means the solution is infeasible or
the problem is not set up correctly.

 After solving a minimization problem, negate the result to get the


actual minimum value. (ex: if you got 500 as your final answer using
simplex method, the answer will be -500)

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