THE SIMPLEX METHOD

An algebraic technique that applies to any number of variables and enables us to

solve larger linear programming problems is called the simplex method.

A linear programming problem may look like:

Maximize: z = 4x1 + 12x2, subject to

3x1 + x2£ 180

x1 + 2x2£ 100
-2x1 + 2x2£ 40
x1 ³ 0, x2 ³ 0

to solve this problem graphically, we graph the feasible region formed by the lines:

3x1 + x2 = 180
x1 + 2x2 = 100
-2x1 + 2x2 = 40
x1 = 0, x2 = 0

we examine the boundary points: (0, 0), (60, 0),

(52, 24), (20, 40), and (0, 20) and substitute
these values for x1 and x2 into the equation: z =
4x1 + 12x2

https://staff.ulsu.ru/semushin/_index/_pilocus/_gist/docs/m ls/simplex-DemoCD/_SIMPLEX-DemoTools/t4/simpmeth.html 18/04/2024, 3 11 PM

Page 1 of 8
:
y
 Point The value of z

(0, 0) 4(0) + 12(0) = 0 + 0 = 0

(60, 0) 4(60) + 12(0) = 240 + 0 = 240

(52, 24) 4(52) + 12(24) = 208 + 288 = 496

(20, 40) 4(20) + 12(40) = 80 + 480 = 560

(0, 20) 4(0) + 12(20) = 0 + 240 = 240

the maximum value of z is 560 corresponding to the point (20, 40). So our answer is
x1 = 20, x2 = 40, and z = 560.

Lets solve the same system using the simplex method:

The first step in the simplex method converts the constraints to linear equations by
introducing additional variables called slack variables. The first constraint, 3x1 + x2
£ 180, is true for pairs of numbers such as x1 = 5 and x2 = 17 because 3(5)+17 £ 180.
Also note that 3x1 + x2 + 130 = 180 when x1 = 10 and x2 = 20. The 130 in this case
130 is called the slack variable for the first constraint (denoted by s1). The objective
function, z = 4x1 + 12x2, can be rewritten as: -4x1 - 12x2 + z = 0

With the addition of slack variables, the constraints become:

3x1 + x2 + s1
= 180
x1 + 2x2 + s2
= 100
-2x1 + 2x2 + s3
= 40
-4x1 - 12x2 +z
=0
x1 ³ 0, x2 ³ 0, s1 ³ 0, s2 ³ 0, s3 ³ 0

we now form the augmented matrix of this system:

https://staff.ulsu.ru/semushin/_index/_pilocus/_gist/docs/m ls/simplex-DemoCD/_SIMPLEX-DemoTools/t4/simpmeth.html 18/04/2024, 3 11 PM

Page 2 of 8
:
y
 the second step is to find the pivot element. Look at the last row and pick out the
most negative entry (-12). This selects the pivot column (1, 2, 2) above.

We need to get the pivot row. Divide each constant (180, 100, 40) by the
corresponding entries in the pivot column:

Select the smallest ratio (to get the pivot row):

(i) Ignore all negative ratios.

(ii) If a zero ratio occurs, then if the zero was obtained by dividing a zero by a
negative number
then ignore the zero.
(iii) If it was obtained by dividing a zero by a positive number, use that row for the
pivot row.

The smallest is 20 determining the pivot row. The pivot element is (2) in the second
column third row.

The third step is pivoting, like matrices, make the pivot element a 1 and the rest of
the pivot column 0's. So, divide the third row by 2 to get:

https://staff.ulsu.ru/semushin/_index/_pilocus/_gist/docs/m ls/simplex-DemoCD/_SIMPLEX-DemoTools/t4/simpmeth.html 18/04/2024, 3 11 PM

Page 3 of 8
:
y
 now we need zeros above and below the pivot element:

the forth step: is z maximized?

If the last row contains any negative numbers, z is NOT maximized and we have to
repeat steps 2, 3, and 4 again.

We need to find another pivot element. Look at the last row and pick out the most
negative entry (-16). This selects the pivot column (4, 3, -1) above.

We need to get the pivot row. Divide each constant (160, 60, 20) by the
corresponding entries in the pivot column:

The smallest ratio is 20 determining the pivot row. The pivot element is (3) in the
first column second row.

https://staff.ulsu.ru/semushin/_index/_pilocus/_gist/docs/m ls/simplex-DemoCD/_SIMPLEX-DemoTools/t4/simpmeth.html 18/04/2024, 3 11 PM

Page 4 of 8
:
y
 Then pivoting, make the pivot element a 1 and the rest of the pivot column 0's. So,
divide the second row by 3 to get:

and get zeros above and below the pivot element:

Is z maximized?

The last row contains no negative numbers so z is maximized.

What is the final answer?

Notice that the first, third and last columns' are unit columns; so the basic variables
are x1, x2, s1, and z. The feasible solution is obtained by setting s2 and s3 = 0 and
solving for the others:

x1=20, x2=40, s1=80, s2=0, s3=0, z=560

Notice also this is the same answer obtained in the first page.

Lets try to solve a Minimization problem:

Minimize: z = 3x1 + 5x2 + 2x3, subject to

6x1 + 9x2 + 12x3 £ 672
x1 - x2 + 2x3 = 92
5x1 + 10x2 + 10x3 ³ 480
x1 ³ 0, x2 ³ 0, x3 ³ 0

https://staff.ulsu.ru/semushin/_index/_pilocus/_gist/docs/m ls/simplex-DemoCD/_SIMPLEX-DemoTools/t4/simpmeth.html 18/04/2024, 3 11 PM

Page 5 of 8
:
y
 Summary of the Simplex Method for Minimization Problems:

1. Maximize w = -z.

2. (³ constraint) For EACH constraint of the form: a1x1 + a2x2 + ... + anxn ³ b,
multiply the inequality by -1 to obtain: -a1x1 - a2x2 - ... - anxn £ -b.

3. Replace (= constraint) of the form: a1x1 + a2x2 + ... + anxn = b, with two:
a1x1 + a2x2 + ... + anxn £ b and a1x1 + a2x2 + ... + anxn³ b
the later is written as: -a1x1 - a2x2 - ... - anxn £ -b

4. Form the initial tableau.

5. If NO negative entry appears in the last column of the initial tableau, proceed
to
Phase II.

6. (Phase I) There is at least one negative entry in the last column:

(a) The pivot row, the row containing the most negative entry in the last
column.
(b) The pivot column, select the most negative entry in the pivot row (left to
right).
(c) Pivoting on the pivot column.

7. Repeat step 6 till you get no negative entries in the last column.

8. (Phase II) Use the standard simplex (maximization procedure) to obtain a

solution.

To use the simplex method, we modify this problem to the following:

Maximize: w = -z = -3x1 - 5x2 - 2x3, subject to

6x1 + 9x2 + 12x3 £ 672
* x1 - x2 + 2x3 £ 92
* x1 - x2 + 2x3 ³ 92
* -5x1 - 10x2 - 10x3£ -480
x1 ³ 0, x2 ³ 0, x3 ³ 0

Notice the changes in the marked rows (*).

https://staff.ulsu.ru/semushin/_index/_pilocus/_gist/docs/m ls/simplex-DemoCD/_SIMPLEX-DemoTools/t4/simpmeth.html 18/04/2024, 3 11 PM

Page 6 of 8
:
y
 Phase I. The initial tableau is

Pivot on -10 in Row 4, Column 2 to obtain

Pivot on -3 in Row 3 to obtain

Phase II. Pivot on the 1 in Row 2, Column 6 to obtain

The optimal solution is maximum w = -100 at x1 = 0, x2 = 4/3, x3 = 140/3. Thus the

original problem has the optimal solution z = -w = 100 at x1 = 0, x2 = 4/3, x3 =
140/3.

https://staff.ulsu.ru/semushin/_index/_pilocus/_gist/docs/m ls/simplex-DemoCD/_SIMPLEX-DemoTools/t4/simpmeth.html 18/04/2024, 3 11 PM

Page 7 of 8
:
y
 Revised: Summer 1999
Student Learning Assistance Center (SLAC)
Southwest Texas State University

https://staff.ulsu.ru/semushin/_index/_pilocus/_gist/docs/m ls/simplex-DemoCD/_SIMPLEX-DemoTools/t4/simpmeth.html 18/04/2024, 3 11 PM

Page 8 of 8
:
y