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Chapter Three

Chapter 3 discusses the Simplex Method, an iterative process for solving linear programming problems with multiple variables to find optimal solutions. It outlines the conversion of canonical form to standard form, the conditions for optimality and feasibility, and includes examples demonstrating the method's application. Additionally, it addresses special cases such as degeneracy, multiple solutions, unbounded solutions, and infeasible solutions.

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5 views9 pages

Chapter Three

Chapter 3 discusses the Simplex Method, an iterative process for solving linear programming problems with multiple variables to find optimal solutions. It outlines the conversion of canonical form to standard form, the conditions for optimality and feasibility, and includes examples demonstrating the method's application. Additionally, it addresses special cases such as degeneracy, multiple solutions, unbounded solutions, and infeasible solutions.

Uploaded by

mhmdrmdanslahslah3
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We take content rights seriously. If you suspect this is your content, claim it here.
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Chapter 3 Simplex Method

Introduction
If the linear programming problem has larger number of variables, the
suitable method for solving is Simplex Method. The simplex method is
an iterative process, through which it reaches ultimately to the minimum
or maximum value of the objective function.
The Canonical form

𝑿𝒋 : Decision variables
𝒂𝒊𝒋 : coefficients of constraints
bi ≥ 0: R.H.S
Cj : coefficients of objective function
The standard form
• To convert ≤ inequality to = an equation, a non-negative slack
variable is add to the left-hand side of the constraint.
• To convert ≥ inequality to = an equation, a non-negative surplus
variable is subtracted to the left-hand side of the constraint.
• Si ≥ 0

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Summary of the Simplex method
1. convert LP from the canonical form to the standard form after adding
slack variables.
2. Optimality condition
Entering variable: non basic variable in z-row
• Max. problem: the lowest negative coefficient.
3. Feasibility condition
For both the maximization and the minimization problems, the leaving
variable is the basic variable associated with the smallest nonnegative
ratio.

Gauss- Jordan row operations


4. Pivot row
• Replace the leaving variable in the Basic column with the entering
variable.
New pivot row = Current pivot row / Pivot element
5. All other rows, including z
New row = (Current row) –
(pivot column coefficient) × (New pivot row)

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6. We can get the optimal solution when all coefficients Cj are
greater than or equal to zero.
 Example 1
Maximize
Z = 2 𝑋1 + 3𝑋2 + 0𝑠1 + 0𝑠2
Subject to
2 𝑋1 + 𝑋2 ≤4
𝑋1 + 2 𝑋2 ≤ 5
𝑋1 , 𝑋2 >0
Solution
Maximize
Z - 2 𝑋1 - 3𝑋2 − 0𝑠1 − 0𝑠2 = 0
Subject to
2 𝑋1 + 𝑋2 +𝑠1 =4
𝑋1 + 2 𝑋2 +𝑠2 = 5
𝑋1 , 𝑋2 , 𝑠1 , 𝑠2 , >0

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The optimum solution read from the simplex tableau
x1 = 1
x2 = 2
z=8
Example 2(The Reddy Mikks Company)
Maximize
Z = 5 𝑋1 + 4 𝑋2
Subject to
6 𝑋1 + 4 𝑋2 ≤24
𝑋1 + 2 𝑋2 ≤6
− 𝑋1 + 𝑋2 ≤1
𝑋2 ≤2
𝑋1 , 𝑋2 >0
Starting Simplex tableau

• Needed to produce the new basic solution. The swapping process is


based on Gauss- Jordan row operations. It identifies

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1. the pivot column: entering variable column.
2. the pivot row: leaving variable row.
3. the pivot element: The intersection of the pivot column and the
pivot row

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• The optimum solution read from the simplex tableau
x1 = 3  Produce 3 tons of exterior paint daily
x2 = 3/2  Produce 1.5 tons of interior paint daily
z = 21  Daily profit $21,000
Special Cases
• The simplex method also helps the decision maker / manager to
identify the following four special cases in the use of the SM.
1. (Degeneracy Solution) Redundant Constraints
2. Multiple Solutions
3. Unbounded Solution
4. Infeasible Solutions
1.Degeneracy Solution (Redundant Constraints)
 Redundancy generally implies that constraints can be removed
without affecting the feasible solution space.
 the condition reveals that the model has at least one redundant
constraint.
 In this case, a tie (equal ratios) for the minimum ratio may occur.
 at least one basic variable will be zero in the next iteration
 We said that the new solution to be degenerate.
Example
Max Z=3𝑋1 + 9𝑋2
Subject to
𝑋1 + 4𝑋2 ≤ 8
𝑋1 + 2 𝑋2 ≤ 4

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