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Simplex method / simple method

Method · October 2018

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 Simplex method
Simplex method is the method to solve ( LPP ) models which contain two or
more decision variables.

Basic variables:
Are the variables which coefficients One in the equations and Zero in the
other equations.

Non-Basic variables:
Are the variables which coefficients are taking any of the values, whether
positive or negative or zero.

Slack, surplus & artificial variables:

a) If the inequality be (less than or equal, then we add a slack
variable + S to change to =.
b) If the inequality be (greater than or equal, then we
subtract a surplus variable - S to change to =.
c) If we have = we use artificial variables.

The steps of the simplex method:

Step 1:
Determine a starting basic feasible solution.
Step 2:
Select an entering variable using the optimality condition. Stop if
there is no entering variable.
Step 3:
Select a leaving variable using the feasibility condition.
Optimality condition:
The entering variable in a maximization (minimization) problem
is the non-basic variable having the most negative (positive)
coefficient in the Z-row.
The optimum is reached at the iteration where all the Z-row
coefficient of the non-basic variables are non-negative (non-positive).

Feasibility condition:
For both maximization and minimization problems the leaving
variable is the basic associated with the smallest non-negative ratio
(with strictly positive denominator).

Pivot row:
a) Replace the leaving variable in the basic column with the
entering variable.
b) New pivot row equal to current pivot row divided by pivot
element.
c) All other rows:
New row=current row - (pivot column coefficient) *new
pivot row.
Example 1:
Use the simplex method to solve the (LP) model:

Subject to

Solution:

Subject to
Table 1:
Basic Sol.
6 4 1 0 0 0 24
1 2 0 1 0 0 6
-1 1 0 0 1 0 1
0 1 0 0 0 1 2
Max Z -5 -4 0 0 0 0 0

(ignore)

(ignore)

The entering variable is and is a leaving variable.

Table 2:

Basic Sol.
1 2/3 1/6 0 0 0 4
0 4/3 -1/6 1 0 0 2
0 5/3 1/6 0 1 0 5
0 1 0 0 0 1 2
Max Z 0 -2/3 5/6 0 0 0 20

 Pivot row or new -row= [current –row]

 - New -row=[ current –row]-(1)[ new –row]
=[1 2 0 1 0 0 6]- (1)[1 2/3 1/6 0 0 0 0 4]
=[0 4/3 -1/6 1 0 0 2]

- New -row=[ current –row]-(1)[ new –row]

=[-1 1 0 0 1 0 1]- (1)[1 2/3 1/6 0 0 0 0 4]
=[0 5/3 1/6 0 1 0 5]

- New -row=[ current –row]-(0)[ new –row]

=[0 1 0 0 0 1 2]- (0)[1 2/3 1/6 0 0 0 0 4]
=[0 1 0 0 0 1 2]

- New -row=[ current–row]-(-5)[ new –row]

=[-5 -4 0 0 0 0 0]-(-5)[1 2/3 1/6 0 0 0 0 4]
=[0 -2/3 5/6 0 0 0 20]

Now:

The entering variable is and is a leaving variable.

Table 3: (optimal solution):

Basic Sol.
1 0 1/4 -1/2 0 0 3
0 1 -1/8 3/4 0 0 3/2
0 0 3/8 -5/4 1 0 5/2
0 0 1/8 -3/4 0 1 1/2
Max Z 0 0 5/6 1/2 0 0 21

 Pivot row or new -row= [current –row]

= [0 4/3 -1/6 1 0 0 2]

=[0 1 -1/8 ¾ 0 0 3/2]

- New -row=[ current –row]-(2/3)[ new –row]

=[1 2/3 1/6 0 0 0 4]- (2/3)[0 1 -1/8 ¾ 0 0 3/2]
=[1 0 ¼ -1/2 0 0 3]

- New -row=[ current –row]-(5/2)[ new –row]

=[0 5/3 1/6 0 1 0 5]-(5/3)[0 1 -1/8 ¾ 0 0 3/2]
=[0 0 3/8 -5/4 1 0 5/3]

- New -row=[ current –row]-(1)[ new –row]

=[0 1 0 0 0 1 2]-(1)[0 1 -1/8 ¾ 0 0 3/2]
=[0 0 1/8 -3/4 0 1 ½]

New -row=[ current –row]-(-2/3)[ new –row]

=[0 -2/3 5/6 0 0 0 20]-(-2/3)[0 1 -1/8 ¾ 0 0 3/2]
=[0 0 ¾ ½ 0 0 21]
Then the solution is:

Example 2:
Use the simplex method to solve the (LP) model:

Subject to

Solution:

Subject to

Table 1:

Basic Sol.
0.25 0.5 1 0 0 40
0.4 0.2 0 1 0 40
0 0.8 0 0 1 40
Max Z -2 -3 0 0 0 0
  Pivot row or new -row= [0 0.8 0 0 1 40]
=[0 1 0 0 1.25 50]

New -row=[ current –row]-(0.5)[ new –row]

=[0.25 0.5 1 0 0 40]-(0.5)[0 1 0 0 1.25 50]
=[0 0.5 0 0 -0.625 15]

New -row=[ current –row]-(0.2)[ new –row]

=[0.4 0.2 0 1 0 40]-(0.2)[0 1 0 0 1.25 50]
[0.4 0 0 1 -0.25 30]

New -row=[ current –row]-(-3)[ new –row]

=[-2 -3 0 0 0 0]-(-3)[0 1 0 0 1.25 50]
=[-2 0 0 0 3.75 150]

Table 2:
Basic Sol.
0.25 0 1 0 -0.625 15
0.4 0 0 1 -0.25 30
0 1 0 0 1.25 50
Max Z -2 0 0 0 3.75 150
 (ignore)

Pivot row or new -row= [0.25 0 1 0 -0.625 15]

=[1 0 4 0 -2.5 60]

New -row=[ current –row]-(0.4)[ new –row]

=[0.4 0 0 0 -0.25 30]-(0.4)[1 0 4 0 -2. 5 60]
[0 0 -1.6 0 -0.75 6]
New -row=[0 1 0 0 1.25 50]-(0)[1 0 4 0 -2. 5 60]
=[0 1 0 0 1.25 50]
New -row=[ current –row]-(-2)[ 1 0 4 0 -2.5 60]
=[-2 0 0 0 3.75 150]-(-2)[1 0 4 0 -2. 5 60]
[0 0 8 0 -1.25 270]
Table 3:
Basic Sol.
1 0 4 0 -2.5 60
0 0 -1.6 1 0.75 6
0 1 0 0 1.25 50
Max Z 0 0 8 0 -1.25 270

(ignore)
New -row= =[current -row] = [0 0 -1.6 0 0.75 6]
=[0 0 -2.133 0 1 8]
New -row= [1 0 4 0 -2.5 60]-(-2.5)[ 0 0 -2.133 0 1 8]
=[1 0 -1.333 0 0 80]
New -row= [0 1 0 0 1.25 50]-(-1.25)[ 0 0 -2.133 0 1 8]
=[0 1 -2.76 0 0 40]
New -row= [0 0 8 0 -1.25 270]-(-2.5)[ 0 0 -2.133 0 1 8]
=[0 0 5.33 0 0 280]
Table 3: (optimal solution):
Basic Sol.
1 0 -1.333 0 0 80
0 0 -2.133 0 1 8
0 1 -2.67 0 0 40
Max Z 0 0 5.33 0 0 280

The optimal solution :

=80 , , // Z=280

Example 3:
Use the simplex method to solve the (LP) model:

Subject to
Solution:

Subject to

Table 1:

Basic Sol.
1 1 1 1 0 0 1000
1 1 0 0 1 0 500
1 2 0 0 1 1 700
Max Z 6 10 4 0 0 0 0

New -row or -row = [1 2 0 0 0 1 700]

=[ 1 0 0 0 350]
New -row = [1 1 1 1 0 0 1000]-(1)[ 10 0 0 350]
=[ 0 1 1 0 - 650]
New -row = [1 1 0 0 1 0 500]-(1)[ 10 0 0 350]
=[ 0 0 0 1 - 150]
New -row = [6 10 4 0 0 0 0]-(10)[ 10 0 0 350]
=[1 0 4 0 0 - -3500]

Table 2:

Basic Sol.
1/2 0 1 1 0 -1/2 650
1/2 0 0 0 1 -1/2 150
1/2 1 0 0 0 1/2 350
Max Z 1 0 4 0 0 -5 -3500

(ignore)

(ignore)

New -row or -row = [ 0 1 1 0 - 650]

=[ 0 1 1 0 - 650]
New -row = [ 0 0 0 1 - 150]-(0)[ 0 1 1 0 - 650]
=[ 0 0 0 1 - 150]
New -row = [ 1 0 0 0 350]-(0)[ 0 1 1 0 - 650]
=[ 1 0 0 0 350]
New -row = [ 0 4 0 0 -5 -3500]-(4)[ 0 1 1 0 - 650]
=[-1 0 0 -4 0 -3 -6100]
Table 3: (optimal solution):

Basic Sol.
1/2 0 1 1 0 -1/2 650
1/2 0 0 0 1 -1/2 150
1/2 1 0 0 0 1/2 350
Max Z -1 0 0 -4 0 -3 -6100

The optimal solution :

=650 , , // Z=280

Example 4:
Use the simplex method to solve the (LP) model:

Subject to

Solution:

Subject to
Table 1:

Basic Sol.
1 2 1 0 0 4
2 3 0 1 0 12
1 -1 0 0 1 3
Max Z -4 1 0 0 0 0

New -row or-row = [1 -1 0 0 1 3]

=[1 -1 0 0 1 3]
New -row = [1 2 1 0 0 4]-(1)[ ]
=[0 3 1 0 -1 1]
New -row = [2 3 0 1 0 12]-(2)[ ]
=[0 5 0 1 -2 6]
New -row = [-4 1 0 0 0 0]-(-4)[ ]
=[0 -3 0 0 4 12]

Table 2:

Basic Sol.
0 3 1 0 -1 1
0 5 0 1 -2 6
1 -1 0 0 1 3
Max Z 0 -3 0 0 4 12
 (ignore)

New -row or -row = [0 3 1 0 -1 1]

=[0 1 1/3 0 -1/3 1/3]
New -row = [0 5 0 1 -2 6]-(5)[ ]
=[0 0 -2/3 1 11/3 13/3]
New -row = [1 -1 0 0 1 3]-(-1)[ ]
=[1 0 1/3 0 2/3 10/3]

New -row = [0 -3 0 0 4 12]-(-3)[ ]

=[0 0 1 0 3 13]

Table 3: (optimal solution):

Basic Sol.
0 1 1/3 0 -1/3 1/3
0 0 -2/3 1 11/3 13/3
1 0 1/3 0 2/3 10/3
Max Z 0 0 1 0 3 13

The optimal solution :

=10/3 , , // Z=13
Example 5:
Use the simplex method to solve the (LP) model:

Subject to

Solution:

Subject to

Table 1:

Basic Sol.
1 2 4 1 0 0 0 2000
2 1 1 0 1 0 0 3600
1 2 2 0 0 1 0 2400
1 0 0 0 0 0 1 30
Max Z -16 -17 -10 0 0 0 0 0
 (ignore)

New -row or -row = [1 2 4 1 0 0 0 2000]

=[1/2 1 2 1/2 0 0 0 1000]

New -row = [2 1 1 0 1 0 0 3600]

-(1)[
=[3/2 0 -1 -1/2 1 0 0 2600]

New -row = [1 2 2 0 0 1 0 2400]

-(2)[
=[0 0 -2 -1 0 1 0 400]

New -row = [1 0 0 0 0 0 1 30]

-(0)[
=[1 0 0 0 0 0 1 30]

New -row = [-16 -17 -10 0 0 0 0 0]

-(-17)[
=[15/2 0 24 17/2 0 0 0 17000]
Table 2: (optimal solution):

Basic Sol.
1/2 1 2 1/2 0 0 0 1000
3/2 0 -1 -1/2 1 0 0 2600
0 0 -2 -1 0 1 0 400
1 0 0 0 0 0 1 30
Max Z 15/2 0 24 17/2 0 0 0 17000

The optimal solution :

=1000 , , /
Z=17000
Example 6:
Use the simplex method to solve the (LP) model:

Subject to

Solution:

Subject to
Table 1:

Basic Sol.
2 3 0 1 0 0 8
2 5 0 0 1 0 10
3 2 4 0 0 1 15
Max Z -3 -5 -4 0 0 0 0

New -row or -row = [2 5 0 0 1 0 10 ]

=[2/5 1 0 0 1/5 0 2]

New -row = [2 3 0 1 0 0 8 ]
-(3)[
=[4/5 0 0 1 -3/5 0 2]

New -row = [3 2 4 0 0 1 15 ]
-(2)[
=[11/5 0 4 0 -2/5 1 11]

New -row = [-3 -5 -4 0 0 0 0 ]

-(-5)[
=[-1 0 -4 0 1 0 10]
 Table 2:

Basic Sol.
4/5 0 0 1 -3/5 0 2
2/5 1 0 0 1/5 0 2
11/5 1 4 0 -2/5 1 11
Max Z -1 0 -4 0 1 0 10
New -row or -row = [11/5 0 4 0 -2/5 1 11]
=[11/20 0 1 0 -1/10 1/4 11/4]
New -row = [4/5 0 0 1 -3/5 0 2 ]
-(0)[
=[4/5 0 0 1 -3/5 0 2]
New -row = [2/5 1 0 0 1/5 0 2 ]

New -row = [-1 0 -4 0 1 0 10 ]

-(-4)[
=[6/5 0 0 0 3/5 1 21]
Table 3: (optimal solution):

Basic Sol.
4/5 0 0 1 -3/5 0 2
2/5 1 0 0 1/5 0 2
11/20 0 1 0 -1/10 1/4 11/4
Max Z 6/5 0 0 0 3/5 1 21
The optimal solution :
=2 ,
,

Z=21
,

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