linear programming problems

the Simplex Method

Dr. Siddhalingeshwar I.G.

 linear programming problems
• Linear programming is used for obtaining the most
optimal solution for a problem with given constraints.
In linear programming, we formulate our real life
problem into a mathematical model.
• It involves an objective function, linear inequalities with
subject to constraints.
 The Simplex Method
The graphical method is useful only for problems
involving two decision variables and relatively few
problem constraints.

What happens when we need more decision variables and more problem
constraints?

We use an algebraic method called the simplex method,

which was developed by George B. DANTZIG (1914-2005) in
1947 while on assignment with the U.S. Department of the
air force.
 Standard Maximization Problems in
Standard Form
A linear programming problem is said to be a standard maximization
problem in standard form if its mathematical model is of the following
form:
Maximize the objective function
Z max  P  c1 x1  c2 x2  ...  cn xn

Subject to problem constraints of the form

a1 x1  a2 x2  ...  an xn  b , b  0

With non-negative constraints

x1 , x2 ,..., xn  0
 Slack Variables
“A mathematical representation of surplus resources.” In real life
problems, it’s unlikely that all resources will be used completely, so
there usually are unused resources.

Slack variables represent the unused resources between the left-hand

side and right-hand side of each inequality.
 Basic and Nonbasic Variables

Basic variables are selected arbitrarily with the restriction that there be
as many basic variables as there are equations. The remaining
variables are non-basic variables.

x1  2 x2  s1  32
3 x1  4 x2  s2  84

This system has two equations, we can select any two of the four
variables as basic variables. The remaining two variables are then
non-basic variables.
A solution found by setting the two non-basic variables equal to 0 and
solving for the two basic variables is a basic solution.
If a basic solution has no negative values, it is a basic feasible solution.
 SIMPLEX METHOD

Step-1
Write the Step 4
standard Step 2 Are there Step-5
maximization Are there any positive Select the
problem in any Step-3 elements in pivot
standard form, negative Select the pivot element
introduce slack indicators the column and
variables to form in the pivot above the perform
bottom column dashed
the initial the pivot
row? line?
system, and operation
write the initial
tableau.

STOP STOP
The optimal solution has been The linear programming problem
found. has no optimal solution

Simplex algorithm for standard maximization problems

To solve a linear programming problem in standard form, use the following steps.

1- Convert each inequality in the set of constraints to an equation by

adding slack variables.

2- Create the initial simplex tableau.

3- Select the pivot column. ( The column with the “most negative
value” element in the last row.)

4- Select the pivot row. (The row with the smallest non-negative result
when the last element in the row is divided by the corresponding
in the pivot column.)
To solve a linear programming problem in standard form, use the following steps.

5-Use elementary row operations calculate new values for the pivot
row so that the pivot is 1 (Divide every number in the row by the
pivot number.)

6- Use elementary row operations to make all numbers in the pivot

column equal to 0 except for the pivot number. If all entries in the
bottom row are zero or positive, this the final tableau. If not, go
back to step 3.

7- If you obtain a final tableau, then the linear programming problem

has a maximum solution, which is given by the entry in the lower-
right corner of the tableau.
 Simplex Tableau

Most real-world problems are too complex to solve

graphically. They have too many corners to evaluate,
and the algebraic solutions are lengthy.

A simplex tableau is a way to systematically evaluate

variable mixes in order to find the best one.
 Example

The Cannon Hill furniture Company produces tables and chairs.

Each table takes four hours of labor from the carpentry department
and two hours of labor from the finishing department.

Each chair requires three hours of carpentry and one hour of finishing.

During the current week, 240 hours of carpentry time are available and
100 hours of finishing time.

Each table produced gives a profit of $70 and each chair a profit of $50.

How many chairs and tables should be made?

 STEP 1
All information about example
Resource Table s ( x1 ) Chairs (x2 ) Constraints
Carpentry (hr) 4 3 240
Finishing (hr) 2 1 100
Unit Profit $70 $50

Objective Function P  70 x1  50 x2

Carpentry Constraint 4 x1  3 x2  240

Finishing Constraint 2 x1  1x2  100

Non-negativity conditions x1 , x2  0
The first step of the simplex method requires that each inequality be
converted into an equation. “less than or equal to” inequalities
are converted to equations by including slack variables.
Suppose s1 carpentry hours and s2 finishing hours remain
unused in a week. The constraints become;

4 x1  3x2  s1  240 4 x1  3 x2  s1  0s2  240

or
2 x1  x2  s2  100 2 x1  x2  0 s1  s2  100

As unused hours result in no profit, the slack variables can be

included in the objective function with zero coefficients:

P  70 x1  50 x2  0s1  0s2
P  70 x1  50 x2  0s1  0s2  0
The problem can now be considered as solving a system of 3 linear
equations involving the 5 variables x1 , x2 , s1 , s2 , P in such a way
that P has the maximum value;

4 x1  3 x2  s1  0s2  240
2 x1  x2  0s1  s2  100
P  70 x1  50 x2  0s1  0s2  0

Now, the system of linear equations can be written in matrix form.

The initial tableau is;
 STEP 2
Right
Basic
x1 x2 S1 S2 P Hand
Variables
Side
S1 4 3 1 0 0 240
S2 2 1 0 1 0 100
P -70 -50 0 0 1 0
The tableau represents the initial solution;

x1  0, x2  0, s1  240, s2  100, P  0

The slack variables S1 and S2 form the initial solution mix.

The initial solution assumes that all avaliable hours are unused. i.e. The
slack variables take the largest possible values.
• Variables in the solution mix are called basic variables.

• Each basic variables has a column consisting of all 0’s except for

a single 1.

• All variables not in the solution mix take the value 0.

• The simplex process, a basic variable in the solution mix is

replaced by another variable previously not in the solution mix.

• The value of the replaced variable is set to 0.

 Pivot
Pivot Column:

The column of the tableau representing the variable to be entered

into the solution mix.

Pivot Row:

The row of the tableau representing the variable to be replaced in

the solution mix.

Pivot Number:

The element in both the pivot column and the pivot row.
 STEP 3
• Select the pivot column (determine which variable to enter into the solution mix).

• Choose the column with the “most negative” element in the objective function row.

Right
Basic
x1 x2 S1 S2 P hand
Variables
side
S1 4 3 1 0 0 240
S2 2 1 0 1 0 100
P -70 -50 0 0 1 0
Pivot column
x1 should enter into the solution mix because each unit of x 1 (a table)
contributes a profit of $70 compared with only $50 for each unit of x 1 (a
chair)
 Step 4
No, There aren’t any positive elements in
the pivot column above the dashed line.

We can go on step 5.
 STEP 5
Select the pivot row (determine which variable to replace in the solution mix).
Divide the last element in each row by the corresponding element in the pivot column.
The pivot row is the row with the smallest non-negative result.

Enter

Right
Basic
x1 x2 S1 S2 P hand
Variables
side
S1 4 3 1 0 0 240 240 / 4  60
Exit S2 2 1 0 1 0 100 100 / 2  50

P -70 -50 0 0 1 0
Pivot row
Pivot column

Pivot number
S2 Should be replaced by x1 in the solution mix. 60 tables can be
made with 240 unused carpentry hours but only 50 tables can be
made with 100 finishing hours. Therefore we decide to make 50
tables.
Now calculate new values for the pivot row. Divide every number
in the row by the pivot number.

Right
Basic
x1 x2 S1 S2 P hand
Variables
side
S1 4 3 1 0 0 240
R2
x1 1 1/2 0 1/2 0 50 2
P -70 -50 0 0 1 0
 Use row operations to make all numbers in the pivot column equal to 0
except for the pivot number which remains as 1.

Right
Basic
x1 x2 S1 S2 P hand
Variables
side
S1 0 1 1 -2 0 40 4.R2  R1

x1 1 1/2 0 1/2 0 50
70.R2  R3
P 0 -15 0 35 1 3500

If 50 tables are made, then the unused carpentry hours are reduced by 200
hours (4 h/table multiplied by 50 tables); the value changes from 240 hours to 40
hours. Making 50 tables results in the profit being increased by $3500; the value
changes from $0 to $3500.
 In this case, x1  50, x2  0, s1  40, s2  0, P  3500
Now repeat the steps until there are no negative numbers in the last row.

Select the new pivot column. x2 should enter into the solution mix.
Select the new pivot row. S1 should be replaced by x2 in the solution mix.
Enter

Right
Basic
x1 x2 S1 S2 P hand
Variables
side
Exit S1 0 1 1 -2 0 40 40 /1  40
50 / 0,5  100
x1 1 1/2 0 1/2 0 50
P 0 -15 0 35 1 3500
New pivot row
New pivot
column
Calculate new values for the pivot row. As the pivot number is already 1, there
is no need to calculate new values for the pivot row.

Use row operations to make all numbers in the pivot column equal to except
for the pivot number.

Right
Basic
x1 x2 S1 S2 P hand
Variables
side
x2 0 1 1 -2 0 40
1
 .R1  R2
x1 1 0 -1/2 3/2 0 30 2
P 0 0 15 5 1 4100 15.R1  R3
As the last row contains no negative numbers, this
solution gives the maximum value of P.

If 40 chairs are made, then the number of tables are reduced by 20

tables (1/2 table/chair multiplied by 40 chairs); the value changes
from 50 tables to 30 tables.

The replacement of 20 tables by 40 chairs results in the profit being

increased by $600; the value changes from $3500 to $4100.
 Result

This simplex tableau represents the optimal solution to

the LP problem and is interpreted as:

x1  30, x2  40, s1  0, s2  0

and profit or P=$4100

The optimal solution (maximum profit to be made) is to

company 30 tables and 40 chairs for a profit of $4100.