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Simplex Method For LPP

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291 views17 pages

Simplex Method For LPP

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wipap72170
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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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Simplex Method

The Simplex method is an approach for determining the


optimal value of a linear program by hand. The method
produces an optimal solution to satisfy the given
constraints and produce a maximum zeta value. To use
the Simplex method, a given linear programming model
needs to be in standard form, where slack variables can
then be introduced. Using the tableau and pivot
variables, an optimal solution can be reached.

Slack Variable
Slack variables are additional variables that are
introduced into the linear constraints of a linear program
to transform them from inequality constraints to equality
constraints.
Surplus Variable
Surplus variables are variables subtracted into the linear
constraints of a linear program to transform them from
inequality constraints to equality constraints.

If the inequality is ≤ (less than or equal), then we add a


slack variable + S to change ≤ to =.
For example: 2x1 + x2 ≤ 3 is an inequality.
Then, 2x1 + x2 + s = 3; s is the slack variable

If the inequality is ≥(greater than or equal), then we


subtract a surplus variable - S to change ≥ to =.
For example: 2x1 + 3x2 ≥ 5 is an inequality.
Then, 2x1 + 3x2 - s = 5; s is the surplus variable
Standard Form of a maximization problem in two
variables
Standard form is the baseline format for all linear
programs before solving for the optimal solution and has
three requirements: (1) must be a maximization problem,
(2) all linear constraints must be in a less-than-or-equal-
to inequality, (3) all variables are non-negative.
Example:
Z = 7x1 + 5x2
subject to
x1 + 2x2 ≤ 6
4x1 + 3x2 ≤ 12
x1, x2 ≥ 0

Basic Solution
Given a system of m linear equations with n variables (m
< n). Any solution which is obtained by solving for m
variables keeping the remaining (n–m) variables zero is
called a basic solution.

Basic feasible Solution


A basic solution, which also satisfies the non-negative
constraints, is called a basic feasible solution.

Bounded, Unbounded, Empty Solutions


If the value of objective function Z has both a maximum
value and minimum value, such a solution is a bounded
solution.
If the value of the objective function Z can be increased
or decreased indefinitely, such solutions are called
unbounded solutions. An unbounded solution has
minimum values but no maximum value.
An empty solution will have no maximum or minimum
value.

Fundamental Theorem of LP
The fundamental theorem of linear programming says
that if there is a solution, it occurs on the boundary of the
feasible region, not inside the region.

Basic Variables
Basic variables are variables that are non-negative in
terms of the optimal solution.
Non-Basic Variables
Non-basic variables are variables that are zero in terms of
the optimal solution.

Simplex Tableau
Simplex tableau is used to perform row operations on the
linear programming model as well as for checking
optimality.

Optimality Check
Optimal solutions of a maximization linear programming
model are the values assigned to the variables in the
objective function to give the largest zeta value. The
optimal solution would exist on the corner points of the
graph of the entire model.

Exercise 1 (Step-wise explanation)


Use the simplex method to find the optimal solutions of
the following LP Problem.
Max. Z = 7x1 + 5x2
subject to
x1 + 2x2 ≤ 6
4x1 + 3x2 ≤ 12
x1, x2 ≥ 0

Solution:
Step 1: Standard form
Standard form is necessary because it creates an ideal
starting point for solving the Simplex method as
efficiently as possible.

Max. P = 7x1 + 5x2


subject to
x1 + 2x2 ≤ 6
4x1 + 3x2 ≤ 12
x1, x2 ≥ 0

Note:
To transform a minimization linear program model into a
maximization linear program model, simply multiply both
the left and the right sides of the objective function by -1.
-1 × [-Z = -8x1 - 10x2 - 7x3]
Z = 8x1 + 10x2 + 7x3
Maximize: Z = 8x1 + 10x2 + 7x3
Transforming linear constraints from a greater-than-or-
equal-to inequality to a less-than-or-equal-to inequality
can be done similarly as what was done to the objective
function. By multiplying by -1 on both sides, the
inequality can be changed to less-than-or-equal-to.
-1 × [x1 - 5x2 - x3 ≥ -8 ]
x1 + 5x2 + x3 ≤ 8
Step 2: Determine Slack Variables
Let x3 and x4 be non-negative slack variables,
x1 + 2x2 + x3 = 6
4x1 + 3x2 + x4 = 12
7x1 + 5x2 = P

Now, the given LP problem in its standard form is,


1.x1 + 2.x2 + 1.x3 + 0.x4 + 0.P = 6
4.x1 + 3.x2 + 0.x3 + 1.x4 + 0.P = 12
-7.x1 + -5.x2 + 0.x3 + 0.x4 + 1.P = 0

Step 3: Setting up the Tableau


The tableau consists of the coefficient corresponding to
the linear constraint variables and the coefficients of the
objective function.

The equations in initial simplex tableau is as follows:

Step 4: Check Optimality


To check optimality using the tableau, all values in the
last row must contain values greater than or equal to
zero. If a value is less than zero, it means that variable
has not reached its optimal value. As seen in the
previous tableau, two negative values exist in the bottom
row indicating that this solution is not optimal. If a
tableau is not optimal, the next step is to identify the
pivot element to base a new tableau on.
Step 5: Identify Pivot Element
The pivot element can be identified by looking at the
bottom row of the tableau and the indicator. Pick the
smallest negative value in the bottom row. That column
containing the smallest negative value would be the pivot
column. One of the values lying in the pivot column will
be the pivot element. To find the indicator, divide the
beta values of the linear constraints by their
corresponding values from the pivot column.

∵ -7 is the most -ve value(smallest value), so, the first column is the
pivot column.

∵ = 6 and
∴ 4 is the pivot element.
= 3(min) [3<6]

Step 6: Create the New Tableau


1) To optimize the pivot variable, it will need to be
transformed into a unit value (value of 1). To transform
the value, multiply the row containing the pivot variable
by the reciprocal of the pivot value. In the example
below, the pivot variable is originally 4, so multiply the
entire row by 1/4.

R2 → R2/4

2) After the unit value has been determined, the other


values in the column containing the unit value will
become zero. This is because the x2 in the second
constraint is being optimized, which requires x2 in the
other equations to be zero.

R1 → R1 - R2
R3 → 7R2 + R3

Once the new tableau has been completed, the model


can be checked for an optimal solution.

∴ All the entries in the last row are non-negative.


So, the optimal solution is obtained.

So, maximum P=21 when x1= 3and x2= 0

Finally, Max P = 7x1 + 5x2 = 7.3 + 0 = 21

Step 8: Identify New Pivot Variable


If the solution has been identified as not optimal, a new
pivot element will need to be determined. Steps are
repeated from Step 5 and optimality is checked until
optimal values can be obtained.

Exercise 2
Use the simplex method to find the optimal solutions of
the following LP Problem.
Max. Z = 3x1 + 5x2
subject to
3x1 + 2x2 ≤ 18
x1 ≤ 4
x2 ≤ 6
x1, x2 ≥ 0

Solution:
Let x3, x4 and x5 be non-negative slack variables,
3x1 + 2x2 + x3 = 18
x1+ x4 = 4
x2 + x5 = 6
3x1 + 5x2 = Z

Now, the given LP problem in its standard form is,


3.x1 + 2.x2 + 1.x3 + 0.x4 + 0.x5 + 0.Z = 18
1.x1 + 0.x2 + 0.x3 + 1.x4 + 0.x5 + 0.Z = 4
0.x1 + 1.x2 + 0.x3 + 0.x4 + 1.x5 + 0.Z = 6
3.x1 + 5.x2 + 1.x3 + 0.x4 + 0.x5 + 0.Z = 0

The equations in initial simplex tableau is as follows:


∵ -5 is the most -ve value(smallest value), so, the second column is the
pivot column.

∵ = 9 and = 5(min) [5<18]


∴ 1 is the pivot element.

R1 → R1 - 2R3
R4 → R4 + 5R3
∵ -3 is the most -ve value(smallest value), so, the first column is the
pivot column.

∵ = 2(min) and = 4 [2<4]


∴ 3 is the pivot element.
R1 → R1/3

R2 → R2 - R1
R4 → R4 + 3R1

∴ All the entries in the last row are non-negative.


So, the optimal solution is obtained.

So, maximum Z=36 when x1= 2 and x2= 6


Finally, Max Z= 3x1+ 5x2 = 3.2 + 5.6 = 36

Dual of LP Problem
If the LP problem is of maximization type then it can be
solved by simplex method.
But if the given LP Problem is of the minimization type
then it can be solved after changing itself into the
maximization problem, this is known as the dual problem
of the given LP Problem.

Dual of a Minimization LP Problem


Min. C= ax + by
subject to
a1x + b1y ≤ c1
a2x + b2y ≤ c2
c1, c2 ≥ 0
x, y ≥ 0

Here,
A= Augmented matrix formed from the constraints and
the objective function
The corresponding dual problem of the given
minimization problem is as follows:
Max. P = c1x + c2y
subject to
a1u + b1v ≤ a
a2u + b2v ≤ b
c1, c2 ≥ 0
u, v ≥ 0

B is the transposed matrix of A i.e. B = AT


By duality theorem, Minimize C = Maximize P

Exercise 3
Minimize P = 7x1 + x2
subject to
3x1 - 2x2 ≤ -6
x1+ 3x2 ≥ 15
x1, x2 ≥ 0

Solution:
Standard Form:
Minimize P = 7x1 + x2
subject to
3x1 - 2x2 ≤ -6 or,-3x1 + 2x2 ≥ 6
x1+ 3x2 ≥ 15
x1, x2 ≥ 0

Let A be the augmented matrix formed by the coefficients


of constraints with objective function at the bottom.

Now, corresponding dual LP is,


Max P* = 6y1 + 15y2
subject to
-3y1 + y2 ≤ 7
2y1+ 3y2 ≤ 1
y1, y2 ≥ 0

Let x1 and x2 be non-negative slack variables,


-3y1 + y2 + x1 = 7
2y1+ 3y2 + x2 = 1
-6y1 + -15y2 + P* = 0

Now, the given LP problem in its standard form is,


-3.y1 + 1.y2 + 1.x1 + 0.x2 + 0.P* = 7
2.y1+ 3.y2 + 0.x1 + 1.x2 + 0.P* = 1
-6y1 + -15y2+ 0.x1 + 0.x2 + 1.P* = 0

The equations in initial simplex tableau is as follows:

∵ -15 is the most -ve value(smallest value), so, the second column is the
pivot column.
∵ = 7 and = 0.33 (min) [0.33<7]
∴ 3 is the pivot element.

R2 → R2/3

R1 → R1 - R2
R3 → R3 + 15R2

∴ All the entries in the last row are non-negative.


So, the optimal solution is obtained.

So, maximum P*=5 when x1= 0 and x2= 5

Finally, Max P*= 7x1 + x2 = 0 + 5 = 5.

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