Simplex
Simplex
LINEAR PROGRAMMING:
THE SIMPLEX METHOD
CONTENTS
The Simplex Method 217
Steps in the simplex method 217
Maximization 217
Minimization 224
T H E S IM P LE X M E T HO D
Simplex method was developed by George Dantzig in 1949. It is an iterative
procedure for solving LP in a finite number of steps, in such a way that the value
of the objective function at each step is optimized.
Steps i n t h e si m p l e x m e t h o d :
• Convert the constraints into equations by introducing slack variables.
• Set up the initial tableau.
• Perform the pivot operation.
• Create a new tableau.
• Check for optimality. If optimal, then identify optimal values.
M A X IM IZ A T I O N
The simplex method is an effective algorithm for solving linear programming
problems, especially maximization of a linear function subject to linear
constraints.
EXAMPLE 17.1
Musically Ltd produces only two instruments: Piano and Guitar. Both requires
strings and boards only. In production, each Piano requires 1 string and 1 board
while each Guitar requires 1 string and 2 boards. The company has a total of 40
strings and 75 boards. On each sale, the company makes a profit of $10 per
Piano sold and $12 per Guitar sold. Now, the company wishes to maximize its
profit. How many Pianos and Guitars should it produce respectively?
218 Olaniyi Evans | University Mathematics
S O L U T I O N tips
Let 𝑥1 equals the number of Pianos produced and 𝑥2 the number of Guitars
produced.
So, the decision variables are: 𝑥1 and 𝑥2 .
On each sale, the company makes a profit of $10 per Piano sold and $12 per
Guitar sold.
Thus, the objective function is:
𝑍 = 10𝑥1 + 12𝑥2
In production, each Piano requires 1 unit of strings and 1 unit of boards while
each Guitar requires 1 unit of strings and 2 units of boards. The company has a
total of 40 units of strings and 75 units of boards.
Therefore, the constraints are
𝑥1 + 𝑥2 ≤ 40
𝑥1 + 2𝑥2 ≤ 75
Number of Pianos and Guitars should be greater than or equal to 0. So, the non-
negativity restriction:
𝑥1 ≥ 0, 𝑥2 ≥ 0
Now, to apply the simplex method, introduce slack variables to convert the
inequalities into equalities.
𝑥1 + 𝑥2 + 𝑠1 = 40
𝑥1 + 2𝑥2 + 𝑠2 = 75
𝑠1 and 𝑠2 are slack variables where 𝑠1 ≥ 0, 𝑠2 ≥ 0.
Slack variables represent the amount of an unused resource.
Tableau I
Basic x1 x 2↓ s1 s2 RHS Ratio
s1 1 1 1 0 40 40 ⁄ 1 = 40
s2 1 2 0 1 75 75 ⁄ 2 = 37.5
Z -10 -12 0 0 0
Perform a pivot operation if there are negative entries in the Z row. The current
tableau is only optimal if and only if every entry in the Z row is nonnegative.
Chapter 17| Linear Programming: The Simplex Method 219