THE SIMPLEX METHOD

The Simplex Method is a general procedure

for solving Linear Programming problems.
The method is always executed on a
computer typical problem run into
thousands of variables and thousands of
constraints.
Key Solution Concepts
 

Knowledge Concept 1
 

The Simplex Method focuses solely on CPF

(Corner Point Feasible) solutions for any
problem with at least one optimal solution,
finding one requires only finding a best
CPF solution.
 

Solution Concept 2
 

The Simplex Method is an Iterative

Algorithm (A systematic solution procedure
that keeps repeating a fixed series of steps
until a desired result is obtained)
Structure
Initialization -Set up to start iterations, including
finding an optimal solution

Optimality Test Is the current solution optimal

If No If Yes
Stop
Perform an iteration to find a
Iteration better CPF solution

Solution Concept 3
Whenever possible, the initialization of the
simplex method chooses the origin to be the
initial CPF solution.
Solution Concept 4
Given a CPF solution, it is much quicker
computationally to gather information
about its adjacent CPF solution than other
CPF solutions.
Therefore, each time the simplex method
performs an iteration to move from the current
CPF solution to a better one, it always chooses a
CPF solution that is adjacent to the current one.
No other CPF solutions are considered.
Consequently, the entire path followed to
eventually reach an optimal solution is along the
edges of he feasible region.
Solution Concept 5
 After the current CPF solution is identified, the
Simplex Method examines each of the edges of
the feasible region that emanate from this CPF
solution. Each of these edges leads to an
adjacent CPF solution at the other end. The
Simplex Method does not examine all these
points. It identifies the rate of improvement in Z
that would be obtained by moving along the
edge. Among the edges with a positive rate of
improvement in Z, it then chooses to move
along the one with the largest rate of
improvement in Z. The iteration is completed
by first solving for the adjacent CPF solution at
the other end of the edge and then relabeling this
adjacent CPF solution as the current CPF
solution for the optimality test and the next
iteration.
Solution Concept 6
The optimality test consists of simply
checking whether any of he edges give a
positive rate of improvement in Z. If none
do then the current CPF solution is
optimal.
 Setting up the Simplex Method

The standard form of the model is

converted into an equivalent form called
the Augmented
Original Form Form.
 Maximize Z = 3x1 + 5x2
 S. T.
  x1 4
2x2  12
3x1 + 2x2  18
Augmented Form
Maximize Z = 3x1 + 5x2

S. T.
x1 + x3 = 4

2x2 + x4 = 12

3x1 + 2x2 +x5 =18

xj  0
 

Variables x3, x4, x5 are called slack variables.

If a slack variable equals 0 in the current

solution, then this solution lies in the
constraint boundary for the corresponding
functional constraint. A value greater than
0 means that the solution lies on the
feasible side of this constraint.
Definitions
1. An Augmented Solution is a solution
for the original variables that has been
augmented by the corresponding values
of the slack variables.
2. A basic solution is an augmented corner
point solution.
3. A basic feasible solution is an
augmented CPF solution.
A basic solution has the following properties:
1. Each variable is designated as either a
non-basic variable or a basic variable.
2. The number of basic variables equals
the number of functional constraints.
The number of non-basic variables
equals the total number of variables
minus the number of functional
constraints.
3. The non-basic variables are set equal to
zero.
4. The values of the basic variables are
obtained as the simultaneous solution
of the system of equations. The set of
basic variables is often referred to as
the basis.
5. If the basic variables satisfy the non-
negativity constraints. The basic
solution is a basic feasible solution.
Simplex in Tabular Form
The tabular form of the simplex methods
only the essential information, namely:
1. The coefficients of the variables
2. The constraints on the right hand
sides of the equation
3. The basic variables in each of the
equations
1. Algebraic Form
Z – 3x1 – 5x2 =0 (0)

X1 + x3 =4 (1)

2x2 + x4 = 12 (2)
3x1 + 2x2 + x5 = 18 (3)
Tabular Form – Table1

Basic EQ Z X1 X2 X3 X4 X5 Right
Variable Side
Z 0 1 -3 -5 0 0 0 0
X3 1 0 1 0 1 0 0 4
X4 2 0 0 2 0 1 0 12
X5 3 0 3 2 0 0 1 18

Iteration 1
Initialization: introduce slack variables. Select the
decision variables to be the initial non-basic
variables (set equal to zero) and the slack variables
to be the initial basic variables this selection yields
the initial simplex tableau shown in table1.
The initial BF solution is (0, 0, 4, 12, 18).
Optimality Test
The current BF solution is optimal if and
only if every coefficient in row 0’s
nonnegative. If it is STOP, otherwise go to
an iteration to obtain the next BF solution.
This involves changing one non-basic
variable to a basic variable (Step1) and
vice versa. (Step2) and then solving for the
new solution. (Step3)
For the example:
Z = 3x1 + 5x2 indicate that increasing either
x1, or x2 will increase Z, so the current BF
solution is not optimal.
Iteration
Step 1:
Determine the entering basic variable by
selecting the variable with the negative
coefficient having the largest absolute value
(“ the most negative” coefficient) in EQ (0).
Put a box around the column below this
coefficient and call this the pivot column.
 Basic EQ Z X1 X2 X3 X4 X5 Right Ratio
Variable Side
Z 0 1 -3 -5 0 0 0 0

X3 1 0 1 0 1 0 0 4

X4 2 0 0 2 0 1 0 12 12/2 = 6

X5 3 0 3 2 0 0 1 18 18/2 = 9

For the example:

The most negative coefficient is – 5 for x2, so x2
is to be changed to a basic variable.
 Step 2
Determine the leaving basic variable by applying
the minimum ratio test.
1. Pick out each coefficient of the pivot column
that is strictly positive.
2. Divide each of these coefficients in to the right
side entry for the same row.
3. Identify the row that has the smallest of these
ratios.
4. The basic variable for that row is the leaving
basic variable, so replace that variable by the
entering basic variable in the basic variable
column of the next simplex table.
Put a box around this row and cal it the pivot row.
Also call the number that is in both boxes pivot
number.
For the example:
Row Z is the pivot row and x4 is the leaving basic
variable.
Table 3
Iter Basic EQ Z X1 X2 X3 X4 X5 Right
Variable Side
Z 0 1 -3 -5 0 0 0 0
X3 1 0 1 0 1 0 0 4
0 X4 2 0 0 2 0 1 0 12
X5 3 0 3 2 0 0 1 18
Z 0 1
1 X3 1 0
X2 2 0 0 1 0 1/2 0 6
X5 3 o
Step 3
Solve for the new BF solution by using elementary
row operations ( multiply or divide a row by a non
zero to another row) to construct a new simplex
tableau in proper form. The specific elementary
row operations that need to performed are listed
below.
1. Divide the pivot row by the pivot number. Use
this new pivot row in steps 2 and steps 3.
2. For each row (including row 0) that has a
negative coefficient in the pivot column, add to
this row the product of the absolute value of
this coefficient and the new pivot row.
3. For each other row that has a positive
coefficient in the pivot column, subtract from
this row the product of this coefficient and the
new pivot row.
For the example:
Since x2 is replacing x4 as a basic variable we need
to reproduce the first tableau’s pattern of
coefficients in the column of x2 . to start divide the
pivot row (row2) by the pivot number3. Next we
add to row 0 the product, 5 times the new row2.
Then we subtract from row3 the product, 2 times
the new row. These yield the new tableau shown
in table4. We then return to the optimality test to
check if the solution is optimal.
Table 4
Iter Basic EQ Z X1 X2 X3 X4 X5 Right
Variable Side
Z 0 1 -3 0 0 5/2 0 30
X3 1 0 1 0 1 0 0 4
1
X2 2 0 0 1 0 1/2 0 6
X5 3 0 3 0 0 -1 1 6

New BF solution (0, 6, 4, 0, 6)

Objective Value = 30
Iteration 2
The second iteration starts from table-4 following
steps 1 and 2 we find x1, as the entering basic
variable and x5 as the leaving basic variable as
shown in table 5.
Iter Basic EQ Z X1 X2 X3 X4 X5 Right Ratio
Variabl Side
e
Z 0 1 -3 0 0 5/2 0 30 4/1= 4

X3 1 0 1 0 1 0 0 4
1
X2 2 0 0 1 0 1/2 0 6

X5 3 0 3 0 0 -1 1 6 6/3=2
For step3 we start by dividing the pivot row in
table5 by the pivot number. Next, we add to row o
the product, 3 times the new row 3. then we
subtract the new row 3 from row 1.
We now have tableaux shown in table6. the new
BF solution is (2, 6, 2, 0, 0 ) with Z = 36.
The solution is optimal because none of the
coefficient in row 0 is negative.
Table 6
Iter Basic EQ Z X1 X2 X3 X4 X5 Right
Variable Side
Z 0 1 -3 -5 0 0 0 0
X3 1 0 1 0 1 0 0 4
0
X4 2 0 0 2 0 1 0 12
X5 3 0 3 2 0 0 1 18
Z 0 1 -3 0 0 5/2 0 30
X3 1 0 1 0 1 0 0 4
1
X2 2 0 0 1 0 1/2 0 6
X5 3 0 3 0 0 -1 1 6
Z 0 1 0 0 0 3/2 1 36
X3 1 0 0 0 1 1/3 -1/3 2
2
X2 2 0 0 1 0 1/2 0 6
Class work
1. Maximize Z = 2x1 + x2
Subject to:
x1 + x2  40
4x1 + x2  100
x1, x2  0.
 2. Maximize Z = 2x1 + 3x2
Subject to:
x1 + 2x2  30
x1 + x2  20
x1, x2  0
3. Maximize Z = 2x1 + 4x2 + 3x3
Subject to:
3x1 + 4x2 + 2x3  60
2x1 + x2 + 2x3  40
x + 3x + 2x  80
Big M Method
Real Problem
 Maximize Z = 3x1 + 5x2

Subject to:
x1  4

2x2  12

3x1 + 2x2 = 18

x1, x2  0
The Artificial Problem
Maximize Z = 3x1 + 5x2 – Mx5

Subject to:
x1  4

2x2  12

3x1 + 2x2 +x5 = 18

x x,x 0
In Proper Form
Maximize Z = 3x1 + 5x2 – Mx5
x1 + x3 = 4
2x2 + x4 = 12
3x1 + 2x2 + x5 = 18
x1, x2, x5  0
x3, x4  0
 

Negative Right Hand Sides

x1 – x2  -1
 - x1 + x2 in
Constraints 1  Form
Minimize Z = 0.4x1 + 0.5x2
Subject to:
0.3x1 + 0.1x2  2.7
0.5x1 + 0.5x2 = 6
0.6x1 + 0.4x2  6
Minimize Z = 0.4x1 + 0.5x2 + Mx4 + Mx6
0.3x1 + 0.1x2 + x3 = 2.7
0.5x1 + 0.5x2 + x4 = 6
0.6x1 + 0.4x2 – x5+ x6 = 6
x1, x2, x3, x4, x5, x6  0
 The Two-Phase Method
Minimize Z = 0.4x1 + 0.5x2 + Mx4 + Mx6
The two-phase method drops M by using two
objective functions.
Phase 1 Minimize Z = x4 + x6 ( Until x4 = 0, x6 =
0)
Phase 2 Minimize Z = 0.4x1 + 0.5x2 (With x4 = 0,
x6 = 0)
The phase 1 objective function is obtained by
dividing the Big M method objective function by
M and then dropping the negligible terms. Since
phase 1 concludes by obtaining a BF solution for
the real problem (one where x4 & x6 = 0) this
solution is then used as the initial BF solution for
applying the simplex method to the real problem.
Summary Of The Two Phase Methods
Initialization
Revise the constraints of the original problem by
introducing artificial variables as needed to obtain
an obvious initial BF solution for the artificial
problem.
Phase 1
The objective for this phase is to find a BF solution
for the real problem.
To do this:
Minimize Z =  Artificial Variable
Subject to revised constraints
The optimal solution obtained for this problem
with Z = 0 will be a BF solution for the real
problem.
Phase 2
The objective for this phase is to find an optimal
solution for the real problem. Since the artificial
variables are not part of the real problem, these
variables can be dropped. Starting from the BF
solution obtained in phase 1, solve for the real
problem.
1. Minimize Z = 0.4 x1 + 0.5x2
S.T.
0.3 x1 + 0.1 x2 ≤ 2.7
0.5 x1 + 0.5 x2 = 6
0.6 x1 + 0.4 x2 ≥ 6.

2. Minimize Z = 0.4 x1 + 0.5x2 + M X4 + M X6

S.T.
0.3 x1 + 0.1 x2 + X3 ≤ 2.7
0.5 x1 + 0.5 x2 + X4 = 6
0.6 x1 + 0.4 x2 - X5 + X6 = 6.

3. MAXIMIZE – Z = - 0.4 X1 – 0.5 X2 – M X4 – M X6

0.3 x1 + 0.1 x2 + X3 = 2.7
0.5 x1 + 0.5 x2 + X4 = 6
0.6 x1 + 0.4 x2 - X5 + X6 = 6

4.
(0) – Z + 0.4 x1 + 0.5x2 + M X4 + M X6 = 0
(1) 0.3 x1 + 0.1 x2 + X3 = 2.7
(2) 0.5 x1 + 0.5 x2 + X4 = 6
(3) 0.6 x1 + 0.4 x2 - X5 + X6 = 6
ROW 0
0.4 0.5 0 M 0 M 0
- (0)
-M[0.50.5 0 1 0 0 6
- (2)
-M[0.60.5 0 0 -1 1 6
- 3
---------------------------------------------------------------
- 1.1M+0.4 – 0.9M + 0.5 0 0 M 0 - 12M 
NEW ROW 0