6s-1 Linear Programming

Simplex method
 Example (All constraints are )

Solve the following problem using the simplex method

 Maximize

Z = 3X1+ 5X2

Subject to

X1  4

2 X2  12

3X1 +2X2  18

X1 , X2  0
6s-2 Linear Programming

Simplex method
 Solution
 Initialization
1. Standard form
Sometimes it is called the
Maximize Z,
augmented form of the
Subject to
problem because the original
Z -3X1- 5X2 =0
form has been augmented by

X1 + S1 =4 some supplementary

2 X2 + S2 = 12 variables needed to apply

3X1 +2X2 + S3 = 18 the simplex method

X1 , X2, S1, S2, S3  0
6s-3 Linear Programming

Initial tableau
Entering
2. Initial tableau variable

Basic X1 X2 S1 S2 S3 RHS
variable
S1 1 0 1 0 0 4
S2 0 2 0 1 0 12
S3 3 2 0 0 1 18
Z -3 -5 0 0 0 0

Leaving Pivot row

Pivot column
variable Pivot
number
6s-4 Linear Programming

Simplex tableau

Notes:
 The basic feasible solution at the initial tableau is (0, 0, 4,
12, 18) where:

X1 = 0, X2 = 0, S1 = 4, S2 = 12, S3 = 18, and Z = 0

Where S1, S2, and S3 are basic variables

X1 and X2 are nonbasic variables

 The solution at the initial tableau is associated to the
origin point at which all the decision variables are zero.
6s-5 Linear Programming

Optimality test

 By investigating the last row of the initial tableau, we

find that there are some negative numbers.
 Therefore, the current solution is not optimal
6s-6 Linear Programming

Iteration

 Step 1: Determine the entering variable by selecting the

variable with the most negative in the last row.
 From the initial tableau, in the last row (Z row), the
coefficient of X1 is -3 and the coefficient of X2 is -5;
therefore, the most negative is -5. consequently, X2 is the
entering variable.
 X2 is surrounded by a box and it is called the pivot
column
6s-7 Linear Programming

Iteration
 Step 2: Determining the leaving variable by using the minimum ratio test as
following:

Basic Entering RHS Ratio

variable variable X2
(1) (2) (2)(1)
S1 0 4 None
S2 2 12 6
Leaving Smallest
ratio
S3 2 18 9
6s-8 Linear Programming

Iteration
 Step 3: solving for the new BF solution by using the
eliminatory row operations as following:
1. New pivot row = old pivot row  pivot number

Basic X1 X2 S1 S2 S3 RHS
variable
S1
X2 0 1 0 1/2 0 6
S3
Z
Note that X2 becomes in the basic variables
list instead of S2
6s-9 Linear Programming

iteration
2. For the other row apply this rule:
New row = old row – the coefficient of this row in the pivot column (new pivot row).
For S1

1 0 1 0 0 4
-
0 (0 1 0 1/2 0 6)
1 0 1 0 0 4
For S3

3 2 0 0 1 18
-
2 (0 1 0 1/2 0 6)
3 0 0 -1 1 6
for Z
-3 -5 0 0 0 0
- Substitute this
-5(0 1 0 1/2 0 6) values in the table
-3 0 0 5/2 0 30
6s-10 Linear Programming

Iteration
This solution is not optimal, since there is a negative numbers in the last row

Basic X1 X2 S1 S2 S3 RHS
variable
S1 1 0 1 0 0 4
X2 0 1 0 1/2 0 6
S3 3 0 0 -1 1 6
Z -3 0 0 5/2 0 30

The smallest ratio

The most negative
is 6/3 =2; therefore,
value; therefore, X1
S3 is the leaving
is the entering
variable
variable
6s-11 Linear Programming

Iteration
 Apply the same rules we will obtain this solution:

Basic X1 X2 S1 S2 S3 RHS
variable
S1 0 0 1 1/3 -1/3 2
X2 0 1 0 1/2 0 6
X1 1 0 0 -1/3 1/3 2
Z 0 0 0 3/2 1 36
This solution is optimal; since there is no negative solution in the last row:
basic variables are X1 = 2, X2 = 6 and S1 = 2; the nonbasic variables are S2 =
S3 = 0
Z = 36
6s-12 Linear Programming

Special cases of linear programming

 Infeasible solution

 Multiple solution (infinitely many solution)

 Unbounded solution

 Degenerated solution
6s-13 Linear Programming

Notes on the Simplex tableau

1. In any Simplex tableau, the intersection of any basic variable with itself is always
one and the rest of the column is zeroes.

2. In any simplex tableau, the objective function row (Z row) is always in terms of
the nonbasic variables. This means that under any basic variable (in any tableau)
there is a zero in the Z row. For the non basic there is no condition ( it can take
any value in this row).

3. If there is a zero under one or more nonbasic variables in the last tableau (optimal
solution tableau), then there is a multiple optimal solution.

4. When determining the leaving variable of any tableau, if there is no positive ratio
(all the entries in the pivot column are negative and zeroes), then the solution is
unbounded.
6s-14 Linear Programming

Notes on the Simplex tableau

5. If there is a tie (more than one variables have the same most negative or positive)
in determining the entering variable, choose any variable to be the entering one.

6. If there is a tie in determining the leaving variable, choose any one to be the
leaving variable. In this case a zero will appear in RHS column; therefore, a
“cycle” will occur, this means that the value of the objective function will be the
same for several iterations.

7. A Solution that has a basic variable with zero value is called a “degenerate
solution”.

8. If there is no Artificial variables in the problem, there is no room for “infeasible

solution”