Assumptions of linear programming

 Linearity: the linearity requirement is that each decision

variables has a linear impact on the objective function
and in each constraint in which it appears.
Chapter 2
 Divisibility: this assumption pertains to the potential
values of the decision variables. Non-integer values are
acceptable.

An Introduction to Linear  Certainty: asserts that all parameters of the problem are
Programming fixed known constants.

 Non-negativity: the decision variables can assume either

Part-3 zero or positive values.
 The simplex method
Solutions to linear programming problems

 Is an iterative (repetitive) algebraic process that moves

automatically from one basic feasible solution to
There are two methods for solving linear another, improving the situation each time until an
programming problems: optimal solution is reached.

A. The geometric approach - Graphic method  It is applicable for maximization problems with all less
than or equal to constraints.
B. The simplex approach - Algebric method
 We use an algebraic method called the simplex method,
which was developed by George B. DANTZIG (1914-
2005) in 1947 while an assignment with the U.S.
Department of the air force.
Conti… Basic and Non-basic Variables

 The simplex method examines the extreme points in a systematic  Basic variables are selected arbitrarily with the restriction that
manner, repeating the same set of steps of the algorithm until the there be as many basic variables as there are equations. The
optimal solution is reached. It is for this reason that it is also remaining variables are non-basic variables.
called the iterative method.
x1  2x 2  s1  32
3x 1  4x 2  s 2  84
 Slack Variables

 This system has two equations, we can select any two of the four
 “A mathematical representation of surplus resources.” In real life variables as basic variables. The remaining two variables are
problems, it’s unlikely that all resources will be used completely, then non-basic variables. A solution found by setting the two
so there usually are unused resources. Slack variables represent non-basic variables equal to 0 and solving for the two basic
the unused resources between the left-hand side and right-hand variables is a basic solution. If a basic solution has no negative
side of each inequality. values, it is a basic feasible solution.
Use the following steps to solve the linear programming Conti…

 Step 1: Convert each inequality in the set of constraints to an  Step 5: Use elementary row operations calculate new values for
equation by adding slack variables. the pivot row so that the pivot is 1 (Divide every number in the
row by the pivot number.)
 Step 2: Create the initial simplex tableau.
 Step 6: Use elementary row operations to make all numbers in the
pivot column equal to 0 except for the pivot number. If all entries
 Step 3: Select the pivot column. (The column with the “most
in the bottom row are zero or positive, this the final tableau. If not,
negative value” element in the last row.)
go back to step 3.

 Step 4: Select the pivot row. (The row with the smallest non-
 Step 7: If you obtain a final tableau, then the linear programming
negative result when the last element in the row is divided by the
problem has a maximum solution, which is given by the entry in
corresponding in the pivot column.)
the lower-right corner of the tableau.
Pivot Simplex Tableau

 Pivot Column: The column of the tableau representing the  Most real-world problems are too complex to solve graphically.
variable to be entered into the solution mix.
 They have too many corners to evaluate, and the algebraic
 Pivot Row: The row of the tableau representing the variable to be solutions are lengthy. A simplex tableau is a w ay to
replaced in the solution mix. systematically evaluate variable mixes in order to find the best
one.
 Pivot Number: The element in both the pivot column and
the pivot row.
Initial Simplex Tableau EXAMPLE

 3F furniture Company produces tables and chairs. Each table

All variables Solution takes four hours of labor from the carpentry department and
two hours of labor from the finishing department. Each chair
requires three hours of carpentry and one hour of finishing.
Basic variables coefficients During the current week, 240 hours of carpentry time are

0
available and 100 hours of finishing time. Each table
produced gives a profit of $70 and each chair a profit of
$50. How many chairs and tables should be made?
Step 1 Conti…

 The first step of the simplex method requires that each

inequality be converted into an equation. ”less than or
equal to” inequalities are converted to equations by
including slack variables. Suppose carpentry hours and
finishing hours remain unused in a week. The constraints
become;
P  70x1  50x2
4x1  3x2  s1  240 4x1  3x2  s1  0s2  240
4x1  3x2  240 2x1  x2  s2  100 2x1  x2  0s1  s2  100
 As unused hours result in no profit, the slack variables can
be included in the objective function with zero coefficients:
2x1 1x2  100

x1, x2  0
Conti… Step 2

P  70x1  50x2  0s1  0s2

P  70x1  50x2  0s1  0s2  0

 The problem can now be considered as solving a system of

3 linear equations involving the 5 variables in
such a way that P has the maximum value;
4x1  3x2  s1  0s2  240  The tableau represents the initial solution;
2x1  x2  0s1  s2  100 x1  0, x2  0, s1  240, s2  100, P  0
P  70x1  50x2  0s1  0s2  0
 The slack variables S1 and S2 form the initial solution mix.
Now, the system of linear equations can be written in matrix form or The initial solution assumes that all available hours are
as a 3x6 augmented matrix. The initial tableau is; unused. i.e. the slack variables take the largest possible
values.
Conti… Step 3

 Variables in the solution mix are called basic variables. Each  Select the pivot column (determine which variable to enter into the
basic variables has a column consisting of all 0’s except for a solution mix). Choose the column with the “most negative”
element in the objective function row.
single 1. All variables not in the solution mix take the value 0.

 The simplex process, a basic variable in the solution mix is

replaced by another variable previously not in the solution
mix. The value of the replaced variable is set to 0.

 x1 should enter into the solution mix because each unit of x1 (a

table) contributes a profit of $70 compared with only $50 for
each unit of x1 (a chair)
Step 4 Step 5

 No, There aren’t any positive elements in the pivot column  Select the pivot row (determine which variable to replace in the solution mix).
Divide the last element in each row by the corresponding element in the pivot
above the dashed line. column. The pivot row is the row with the smallest non-negative result.

We can go on step 5
Conti… Conti…

 Should be replaced by x1 in the solution mix. 60 tables can be  Use row operations to make all numbers in the pivot column equal to 0 except
for the pivot number which remains as 1.
made with 240 unused carpentry hours but only 50 tables can be
made with 100 finishing hours. Therefore we decide to make 50
tables. Now calculate new values for the pivot row. Divide every
number in the row by the pivot number.

 If 50 tables are made, then the unused carpentry hours are reduced by 200
R2 hours (4 h/table multiplied by 50 tables); the value changes from 240 hours to
2 40 hours. Making 50 tables results in the profit being increased by $3500; the
value changes from $0 to $3500.
Conti… Conti…

 In this case, x1  50, x2  0, s1  40, s2  0, P  3500 Now repeat

the steps until there are no negative numbers in the last row.
Select the new pivot column. x2 should enter into the
solution mix. Select the new pivot row. S1 should be
replaced by x2 in the solution mix.
Conti… Conti…

 Calculate new values for the pivot row. As the pivot number is  If 40 chairs are made, then the number of tables are reduced
already 1, there is no need to calculate new values for the pivot by 20 tables (1/2 table/chair multiplied by 40 chairs); the
row. Use row operations to make all numbers in the pivot column value changes from 50 tables to 30 tables. The replacement
equal to except for the pivot number. of 20 tables by 40 chairs results in the profit being increased
by $600; the value changes from $3500 to
$4100.

 As the last row contains no negative numbers, this solution

gives the maximum value of P.
Conti…

 This simplex tableau represents the optimal solution to the

LP problem and is interpreted as:
x1  30, x2  40, s1  0, s2  0
and profit or P=$4100

 The optimal solution (maximum profit to be made) is

to company 30 tables and 40 chairs for a profit of
$4100.

 N.B. Is this solution true through graphical method? This

should be your homework.