Simplex Algorithm

(Tabular Form)
 A method better than Algebraic

✔ It does not evaluate a infeasible solution.

✔ It is capable of giving us progressively better solution.

✔ The moment it found the optimum, it terminate.

 Simplex Method- Tabular Form

Let us consider the same example to illustrate the Simplex method.

Maximize,

Constraints:

Non-negativity restrictions:
 Simplex solution

1. Convert the inequalities into equations by adding a slack

variable.

2. Slack variable has zero contribution to the objective function.

3. Constraint should not have negative term on right side. If it is

there modify the inequality by multiplying -1.
 Simplex Method

Maximize,

Constraints:

Non-negativity restrictions:
 Simplex solution

4. Start the simplex method by a basic feasible solution.

5. Basic solution corresponds to the corner points.
6. If n is the number of variables and m is the number of equations (after
converting inequalities into equations), assume n-m variables as zero and
these are called non-basic variables.
7. Remaining m are the basic variables.
8. In this examples n=4 and m=2. Therefore, two are non-basic variables and
two are basic variables.
9. Non-basic variables are assumed as zero.
10. For first basic solution fix x1 and x2 as zero (non-basic variables) and solve for
s1 & s2 (basic variables).
 Simplex Method

Maximize,

Constraints:

Non-negativity restrictions:
✔ Total number of variables, n=4 and number of equations are, m=2.
✔ Therefore, number of basic variables is (n-m)=2, number of basic variables is
m=2.
✔ Non-basic variables:

✔ Basic variables;

✔ This is called initial basic feasible solution.

 Simplex Method- Tabular Form

First Iteration
( Initial basic feasible solution)
Cj 6 5 0 0
C.B.V B.V. x1 x2 s1 s2 RHS θ
.
0 S1 1 1 1 0 5 5

0 S2 3 2 0 1 12 4
Zj 0 0 0 0 0
Cj-Zj 6 5 0 0
 Simplex Method- Tabular Form
First Iteration
Cj 6 5 0 0
C.B.V. B.V. x1 x2 s1 s2 RHS θ
0 S1 1 1 1 0 5 5
0 S2 3 2 0 1 12 4
Zj 0 0 0 0 0
Cj-Zj 6 5 0 0
Second Iteration
0 S1 0 1/3 1 -1/3 1 3
6 x1 1 2/3 0 1/3 4 6
Zj 6 4 0 2 24
Cj-Zj 0 1 0 -2
 First Iteration
Cj 6 5 0 0
C.B.V. B.V. x1 x2 s1 s2 RHS θ
0 S1 1 1 1 0 5 5
0 S2 3 2 0 1 12 4
Zj 0 0 0 0 0
Cj-Zj 6 5 0 0
Second Iteration
0 S1 0 1/3 1 -1/3 1 3
6 x1 1 2/3 0 1/3 4 6
Zj 6 4 0 2 24
Cj-Zj 0 1 0 -2

Third Iteration
5 x2 0 1 3 -1 3
6 x1 1 0 -2 1 2
Zj 6 5 3 1 27
Cj-Zj 0 0 -3 -1
 Simplex Method
Important stages in the simplex method

• Initialization
– Algorithm starts with a basic feasible solution

– Right hand side values in the constraints are always non-negative.

• Iteration
– Algorithm goes through some intermediate iterations.

• Termination
– The algorithm terminates when there is no entering variable and it
provides optimal solution.
 Issues with Simplex Method

✔ Do all linear programming problems have optimal solutions?

✔ Can we have a linear programming problem that does not have

an optimal solution at all? (Infeasible or no solution)

✔ Does the Simplex algorithm always terminate by providing the

optimal solution? (Not always)
 Big M- Method

Let us consider the example to illustrate the Big-M method.

Maximize,

Constraints:

Non-negativity restrictions:
 Big M- Method

Maximize,

Constraints:

Non-negativity restrictions:
 Simplex Method- Tabular Form

First Iteration
( Initial basic feasible solution)
Cj 3 -1 0 -M 0 0
C.B.V B.V. x1 x2 s1 A1 s2 s3 RHS θ
.
-M A1 2 1 -1 1 0 0 2 1

0 S2 1 3 0 0 1 0 3 3
0 S3 0 1 0 0 0 1 4 -
Zj -2M -M M -M 0 0 -

Cj-Zj 3+2M -1+M -M 0 0 0

 First Iteration
( Initial basic feasible solution)
Cj 3 -1 0 -M 0 0
C.B.V. B.V. x1 x2 s1 A1 s2 s3 RHS θ

-M A1 2 1 -1 1 0 0 2 1
0 S2 1 3 0 0 1 0 3 3
0 S3 0 1 0 0 0 1 4 -

Zj -2M -M M -M 0 0 -
Cj-Zj 3+2M -1+M -M 0 0 0
Second Iteration

3 x1 1 1/2 -1/2 1/2 0 0 1 -

0 S2 0 5/2 1/2 -1/2 1 0 2 4
0 S3 0 1 0 0 0 1 4 -
Zj 3 3/2 -3/2 3/2 0 0 3
Cj-Zj 0 -5/2 3/2 -M- 0 0
3/2
 Second Iteration

Cj 3 -1 0 -M 0 0
C.B.V. B.V. x1 x2 s1 A1 s2 s3 RHS θ

3 x1 1 1/2 -1/2 1/2 0 0 1 -

0 S2 0 5/2 1/2 -1/2 1 0 2 4
0 S3 0 1 0 0 0 1 4 -
Zj 3 3/2 -3/2 3/2 0 0 3
Cj-Zj 0 -5/2 3/2 -M- 0 0
3/2
Third Iteration

3 x1 1 3 0 0 1 0 3

0 S1 0 5 1 -1 1 0 4

0 S3 0 1 0 0 0 1 4
Zj 3 9 0 0 3 0 9
Cj-Zj 0 -10 0 -M -3 0
 Simplex Method- Tabular Form

Final Solution
 Big M-Method

✔ For the purpose of getting a basic feasible solution we have added

one more variable into this problem which is the artificial variable.
✔ Artificial variables are not a part of the problem.
✔ Artificial variables do not have any physical significance with respect
to the problem
✔ However, slack variable represents a certain resource that is not
utilized.
✔ We have to make sure that these artificial variables are not part of
the solution and they will not appear in the optimal solution.
 Big-Method

✔ For a maximization problem we give a very small contribution

to the objective function.

✔ Write – Ma1 – Ma2 where this M is called big M. This M is large,

positive and tends to infinity which means – M is a very small
number and the contribution of these artificial variables to the
objective function is a very small.
 Big-Method

✔ For a maximization problem we give a very small contribution

to the objective function.

✔ Write – Ma1 – Ma2 where this M is called big M. This M is large,

positive and tends to infinity which means – M is a very small
number and the contribution of these artificial variables to the
objective function is a very small.