Slides Prepared by

JOHN S. LOUCKS
St. Edward’s University

© 2003 ThomsonTM/South-Western Slide 1

 4th Week
Linear Programming: The Simplex Method

 An Overview of the Simplex Method

 Standard Form
 Tableau (Canonical) Form
 Setting Up the Initial Simplex Tableau
 Improving the Solution
 Calculating the Next Tableau
 Finding the Optimal Solution

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 Overview of the Simplex Method

 Steps Leading to the Simplex Method

Put In
Formulate Put In Execute
Tableau
Problem Standard Simplex
(Canonical)
as LP Form Method
Form

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 Example: Initial Formulation

 A Minimization Problem

Z = 2x1 - 3x2 - 4x3

s. t. x1 + x2 + x3 < 30
2x1 + x2 + 3x3 > 60
x1 - x2 + 2x3 = 20

x1, x2, x3 > 0

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 Standard Form

 An LP is in standard form when:

•All variables are non-negative
•All constraints are equalities
 Putting an LP formulation into standard form involves:
•Add slack variables to “<“ constraints, convert < into =
•Subtracting surplus variables from “>” constraints,
convert > into =
•Do not change the constraint(s) in equality
Z = 2x1 - 3x2 - 4x3 + 0s1 - 0s2
x1 + x2 + x3 < 30  x 1 + x2 + x3 + s1 = 30

2x1 + x2 + 3x3 > 60  2x1 + x2 + 3x3 - s2 = 60

x1 - x2 + 2x3 = 20  x1 - x2 + 2x3 = 20 (do not change)
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 Example: Standard Form

 Problem in Standard Form

Z = 2x1 - 3x2 - 4x3 + 0s1 - 0s2

s. t. x1 + x2 + x3 + s1 = 30
2x1 + x2 + 3x3 - s2 = 60
x1 - x2 + 2x3 = 20

x1, x2, x3, s1, s2 > 0

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 Tableau (Canonical) Form

 A set of equations is in tableau form if for each

equation:
•Its right hand side (RHS) is non-negative, and there
is a basic variable.
•A basic variable for an equation is a variable whose
coefficient in the equation is +1 and whose
coefficient in all other equations of the problem is 0.)
 To generate an initial tableau form:
•An artificial variable must be added to each
constraint that does not have a basic variable.

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Example: Tableau (Canonical) Form

 Problem in Tableau Form

(Max) Z = 2x1 - 3x2 - 4x3 + 0s1 - 0s2 - Ma2 - Ma3

s. t. x1 + x2 + x3 + s1 = 30
2x1 + x2 + 3x3 - s2 + a2 = 60
x1 - x2 + 2x3 + a3 = 20

x1, x2, x3, s1, s2, a2, a3 > 0

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 SIMPLEX METHOD

 The simplex tableau is a convenient means for

performing the calculations required by the simplex
method.

 Building Canonical Form, Setting Up Initial (The

first) Simplex Tableau
 Simplex Algorithm (Method)

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 Setting Up Initial (The first) Simplex Tableau

 Step 1: If the problem is a minimization problem,

multiply the objective function by -1.
Min z = - Max z Min z = 2x1 - 3x2  Max z = - 2x1 + 3x2
 Step 2: If the problem formulation contains any
constraints with negative right-hand sides,
multiply each constraint by -1.
2x1 + x2 > - 10  - 2x1 - x2 < 10
 Step 3: Add a slack variable to each < constraint. Set
each slack variable's coefficient in the objective function
equal to zero.
 Step 4: Subtract a surplus variable and add an
artificial variable to each > constraint. Set each surplus
variable's coefficient in the objective function equal to
zero.
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 Setting Up Initial (The first) Simplex Tableau

 Step 5: Add an artificial variable to each = constraint.

 Step 6: Set each artificial variable's coefficient in the

objective function equal to -M, where M is a
very large number (Big M Method).
 Step 7: Each slack and artificial variable becomes one
of the basic variables in the initial basic
feasible solution.

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 Let’s practice to set up Initial (The first) Simplex
Tableau

x1 x2 x3 s2 s1 a2 a3
Basic cB 2 -3 -4 0 0 -M -M

s1 0 1 1 1 0 1 0 0 30
a2 -M 2 1 3 -1 0 1 0 60
a3 -M 1 -1 2 0 0 0 1 20
zj
cj - zj
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 Simplex Algorithm (Method)

 Step 1: Determine Entering Variable

•Identify the variable with the most positive value
in the cj - zj row. (The entering column is called
the pivot column.)
 Step 2: Determine Leaving Variable
•For each positive number in the entering column,
compute the ratio of the right-hand side values
divided by these entering column values.
•If there are no positive values in the entering
column, STOP; the problem is unbounded.
•Otherwise, select the variable with the minimal
ratio. (The leaving row is called the pivot row.)

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 Simplex Algorithm (Method)

 Step 3: Generate Next Tableau

•Divide the pivot row by the pivot element (the
entry at the intersection of the pivot row and pivot
column) to get a new row. We denote this new
row as (row *).
•Divide the pivot column by negative the pivot
element (the entry at the intersection of the pivot
row and pivot column) to get a new column.
• Replace each non-pivot row i with:
[new row i] = [current row i] - [(aij) x (row *)],
where aij is the value in entering column j of row i

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 Simplex Algorithm (Method)

 Step 4: Calculate zj Row for New Tableau

•For each column j, multiply the objective function
coefficients of the basic variables by the
corresponding numbers in column j and sum them.

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 Simplex Algorithm (Method)

 Step 5: Calculate cj - zj Row for New Tableau

•For each column j, subtract the zj row from the cj row.
•If none of the values in the cj - zj row are positive, GO
TO STEP 1.
•If there is an artificial variable in the basis with a
positive value, the problem is infeasible. STOP.
•Otherwise, an optimal solution has been found. The
current values of the basic variables are optimal. The
optimal values of the non-basic variables are all zero.
•If any non-basic variable's cj - zj value is 0, alternate
optimal solutions might exist. STOP.

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 Example: Simplex Method

 Solve the following problem by the simplex method:

Max 12x1 + 18x2 + 10x3

s.t. 2x1 + 3x2 + 4x3 < 50

-x1 + x2 + x3 < 0
-x2 + 1.5x3 < 0

x1, x2, x3 > 0

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 Example: Simplex Method

 Writing the Problem in Tableau Form

The slack variables s1, s2, and s3 are added to the
three constraints to get a tableau (canonical) form.

Max 12x1 + 18x2 + 10x3 + 0s1 + 0s2 + 0s3

s.t. 2x1 + 3x2 + 4x3 + s1 = 50
- x1 + x2 + x3 + s2 = 0
- x2 + 1.5x3 + s3 = 0
x1, x2, x3, s1, s2, s3 > 0

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 Example: Simplex Method

 Initial Simplex Tableau

x1 x2 x3 s1 s2 s3

Basic cB 12 18 10 0 0 0

s1 0 2 3 4 1 0 0 50
s2 0 -1 1 1 0 1 0 0 (* row)
s3 0 0 -1 1.5 0 0 1 0

zj ? ? ?
cj - zj ? ? ?

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 Example: Simplex Method

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 Example: Simplex Method

 Iteration 1 (continued) - New Tableau

x1 s2 x3 s1 x2 s3

Basic cB 12 0 10 0 18 0

s1 0 5 -3 1 1 0 0 50 (* row)
x2 18 -1 1 1 0 1 0 0
s3 0 -1 1 2.5 0 0 1 0

zj -18 18 18
cj - zj 30 -18 -8

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 Example: Simplex Method

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 Example: Simplex Method

 Iteration 2 (continued) – Final Tableau

s1 s2 x3 x1 x2 s3

Basic cB 0 0 10 12 18 0
x1 12 .2 -.6 .2 1 0 0 10
x2 18 .2 .4 1.2 0 1 0 10
s3 0 .2 .4 2.7 0 0 1 10

zj 6 0 24 300
cj - zj -6 0 -14

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 Example 2
Max z = 2x1 + 6x2 + 5x3
s.t. x1 + x2 + x3 < 40
x1 + 2x2 < 20
x1, x2, x3 > 0

Initial (the first) Tableau [1st Stage]

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 Example 2
Initial (the first) Tableau [1st Stage]

Iteration 1 [ 2nd Stage ]

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 Example 2
Iteration 1 [ 2nd Stage ]

Iteration 2 [ 3rd Stage ]

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 End of 4th Week

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