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Simplex Method

This document discusses quantitative methods in construction management, specifically covering graphical and simplex methods for solving linear programming problems. [1] It provides examples of using graphical methods to solve liner programming minimization and maximization problems. [2] It then introduces the simplex method, explaining that it is commonly used to find the optimal solution in linear programming problems by systematically evaluating basic feasible solutions. The steps of the simplex method include converting the problem to standard form, setting up a simplex tableau, checking for optimality, identifying pivot variables, and updating the tableau.

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Khadar Ibraham
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0% found this document useful (0 votes)
58 views

Simplex Method

This document discusses quantitative methods in construction management, specifically covering graphical and simplex methods for solving linear programming problems. [1] It provides examples of using graphical methods to solve liner programming minimization and maximization problems. [2] It then introduces the simplex method, explaining that it is commonly used to find the optimal solution in linear programming problems by systematically evaluating basic feasible solutions. The steps of the simplex method include converting the problem to standard form, setting up a simplex tableau, checking for optimality, identifying pivot variables, and updating the tableau.

Uploaded by

Khadar Ibraham
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 24

DIRE DAWA UNIVERSITY

POST GRADUATE SCHOOL


DEPT. OF COTM.
Management Science and operation
Werku Koshe Hareru (Ph.D, PE)
COTM-7011
Construction Engineering
Email: [email protected]
Mobile: +252 637048441
Date: 1/3/2022
QMC H.K. Werku AU, PGS MSc. in CM MCM-8124
Quantitative Method in Construction
Management

QMC H.K. Werku AU, PGS MSc. in CM MCM-8124


Graphical Method (Minimization problem)

# Solve the following liner programing problem


graphically
Minimize
Z=4X1+ 6X2
Subject to
X1+X2 ≥ 8
6X1+X2 ≥ 12
x1 and x2 ≥ 0

QMC H.K. Werku AU, PGS MSc. in CM MCM-8124


Graphical Method (Homework)

# Solve the following liner programing problem


graphically
Maximize
Z=100X1+ 60X2
Subject to
5X1 + 10X2 ≤ 50
8X1 + 2X2 ≥ 16
3X1 - 2X2 ≥ 6
x1 and x2 ≥ 0
QMC H.K. Werku AU, PGS MSc. in CM MCM-8124
2. Simplex Method

• Simplex method is the most popular method used


for the solution of Linear Programming Problems
(LPP).
• All the basic solutions can be investigated one-by-
one to pick up the optimal solution.
• Simplex algorithm helps to move from one vertex
to another adjacent vertex which is closest to the
optimal solution among all other adjacent vertices.
• Thus, it follows the shortest route to reach the
optimal solution from the starting point.

QMC H.K. Werku AU, PGS MSc. in CM MCM-8124


2. Simplex Method. CONT’D

• For 10 equations with 15 variables there exists


15C10= 3003 basic solutions!

• Too large number to investigate one-by-one.


• This can be overcome by simplex method
• A linear program is a method of achieving the
best outcome given a maximum or minimum
equation with linear constraints

QMC H.K. Werku AU, PGS MSc. in CM MCM-8124


2. Simplex Method. CONT’D

S
1. Step 1: Convert to standard form:
• General form Standard
form Transformation

Objective function
I. Objective function Maximize
Minimize Z= 8x1+10x2+7x3
-Z= -8x1-10x2-7x3 II. First constraint
II. First
1
constraint
2x −3x ≤15
2
2x −3x +x =15
1 2 3

QMC H.K. Werku AU, PGS MSc. in CM MCM-8124


2. Simplex Method. CONT’D

S
• General form Standard
form Transformation

III. Second constraint


III. Second constraint
x1+x2 ≤ x1+x2 +x4=3
3
Variables x3 and x4 are known as Slack Variables

QMC H.K. Werku AU, PGS MSc. in CM MCM-8124


2. Simplex Method. CONT’D

S
• General form Standard
form Transformation

Iv. Third constraint


Iv. Third constraint
4x1+x2 ≥2 4x1+x2- x5=2

Variables x5 is known as Surplus Variable

slack variables for ≤ constraints


surplus variables for ≥ constraint
QMC H.K. Werku AU, PGS MSc. in CM MCM-8124
2. Simplex Method. CONT’D

S
• General form Standard
form Transformation

v. Constraints for decision


variables, x1 and x2
v. Constraints for decision
variables,
1, 20 x2
x xx1≥and x1,x2 ≥ 0
x2 is Unrestricted x2= x’2 - x”2

QMC H.K. Werku AU, PGS MSc. in CM MCM-8124


2. Simplex Method. CONT’D

S
Step 2: Add artificial variables:
Slack variables are additional variables that are introduced
into the linear constraints of a linear program to transform
them from inequality constraints to equality constraints

x1 + 3x2 + 3x3 ≤ 10 x1 + 3x2 + 2x3 +S1=10


x1 + 5x2 + x3 ≤ 8 x1 + 5x2 + x3 +S2=8

x1 , x2, x3 ≥ 0 x1 , x2, x3, S1, S2 ≥ 0

QMC H.K. Werku AU, PGS MSc. in CM MCM-8124


2. Simplex Method. CONT’D

S
Step 3: Setting up the Tableau
Example
Objective function
Maximize
Z= 8x1+10x2+7x3
Subject to
x1 + 3x2 + 2x3 ≤ 10
x1 + 5x2 + x3 ≤ 8

QMC H.K. Werku AU, PGS MSc. in CM MCM-8124


2. Simplex Method. CONT’D

S
Step 3: Setting up the Tableau
Step One and Two
Objective function
Maximize
Z= 8x1+10x2+7x3 +0S1+0S2
Subject to
x1 + 3x2 + 2x3 +S1=10
x1 , x2, x3, S1, S2 ≥ 0
x1 + 5x2 + x3 +S2=8

QMC H.K. Werku AU, PGS MSc. in CM MCM-8124


2. Simplex Method. CONT’D

S
Step 3: Setting up the Tableau
Z= 8x1+10x2+7x3 +0S1+0S2
x1 + 3x2 + 2x3 +S1=10 x1 , x2, x3, S1, S2 ≥ 0
x1 + 5x2 + x3 +S2=8
CBj Cj 8 10 7 0 0 Solution Ratio
Basic x1 x2 x3 S1 S2
variable
0 S1 1 3 2 1 0 10
0 S2 1 5 1 0 1 8
Zj 0 0 0 0 0 0
Cj - Z j 8 10 7 0 0
QMC H.K. Werku AU, PGS MSc. in CM MCM-8124
2. Simplex Method. CONT’D

S
Step 4: Check Optimality
CBj Cj 8 10 7 0 0 Solution Ratio
Basic x1 x2 x3 S1 S2
variable
0 S1 1 3 2 1 0 10
0 S2 1 5 1 0 1 8
Zj 0 0 0 0 0 0
Cj - Z j 8 10 7 0 0

Optimality conditions
For maximization For minimization
All Cj – Zj ≤ 0 All Cj – Zj ≥ 0
QMC H.K. Werku AU, PGS MSc. in CM MCM-8124
2. Simplex Method. CONT’D

S
Step 5: Identify Pivot Variable
CBj Cj 8 10 7 0 0 Solution Ratio
Basic x1 x2 x3 S1 S2
variable
0 S1 1 3 2 1 0 10 10/3
0 S2 1 5 1 0 1 8 8/5
Zj 0 0 0 0 0 0
Cj - Z j 8 10
10 7 0 0
Pivot Variable
For maximization For minimization
Maximum of Cj – Zj value Minimum of Cj – Zj value
QMC H.K. Werku AU, PGS MSc. in CM MCM-8124
2. Simplex Method. CONT’D

S
Step 5: Identify interring and leaving variable
CBj Cj 8 10 7 0 0 Solution Ratio
Basic x1 x2 x3 S1 S2
variable
0 S1 1 3 2 1 0 10 10/3
0 S2 1 5 1 0 1 8 8/5
Zj 0 0 0 0 0 0
Cj - Z j 8 10 7 0 0
Pivot Variable

QMC H.K. Werku AU, PGS MSc. in CM MCM-8124


2. Simplex Method. CONT’D

S
Step 5: Identify interring and leaving variable
CBj Cj 8 10 7 0 0 Solution Ratio
Basic x1 x2 x3 S1 S2
variable
0 S1 2/5 0 7/5 1 -3/5 26/5
10 x2 1/5 1 1/5 0 1/5 8/5
Zj 2 10 2 0 2
Cj - Z j 6 0 5 0 -2

New Value =

Zj= (0*2/5) + (10*1/5)

QMC H.K. Werku AU, PGS MSc. in CM MCM-8124


2. Simplex Method. CONT’D

S
Step 5: Identify interring and leaving variable
CBj Cj 8 10 7 0 0 Solution Ratio
Basic x1 x2 x3 S1 S2
variable
0 S1 2/5 0 7/5 1 -3/5 26/5
10 x2 1/5 1 1/5 0 1/5 8/5
Zj 2 10 2 0 2
Cj - Z j 6 0 5 0 -2

New Value =

Zj= (0*2/5) + (10*1/5)

QMC H.K. Werku AU, PGS MSc. in CM MCM-8124


Solution

CBj Cj 8 10 7 0 0 Solution Ratio


Basic x1 x2 x3 S1 S2
variable
0 S1 0 -2 1 5 -1 2
8 X1 1 5 1 0 1 8
Zj 8 40 8 0 8 64
Cj-Zi 0 -30 -1 0 -8

In this case all Cj – Zj value is


For maximization less than zero. Therefore the
Maximum of Cj – Zj value iteration is optimal with Z=64
QMC H.K. Werku AU, PGS MSc. in CM MCM-8124
CBj Cj 8 10 7 0 0 Solution Ratio
Basic x1 x2 x3 S1 S2
variable

QMC H.K. Werku AU, PGS MSc. in CM MCM-8124


Example
• In AWASH River, the accessible water was allocated for the requirement of daily
household consumption, electric power generation, and irrigation among 3 communities.
The water allocated per annum per capita for all uses in theses three communities are
68m³, 62m³ and 58m³.The allocation of water were based on the critical factors of
fertilized land area, population of communities, industrialization. The population of the
communities are 3850, 5300 & 2400 respectively. Power supply capacities of 100W,
120W & 85W. While the land areas of irrigation are 90 hectares, 85 hectares and 70
hectares respectively. Allowable allocation limits of more than 6000 peoples, less than
200W and 125 hectares were stipulated for the purposes. Assume non negativity
condition. Using the above information, formulate, LPP model, Maximization of
allocation.

QMC H.K. Werku AU, PGS MSc. in CM MCM-8124


Solution
• From the case study, the following formulation can be made

(i) Objective Function is


Max. Z = 68X₁ + 62X₂ + 58X₃
(ii) Subject to
3850X₁ + 5300X₂+ 2400X₃ ≥ 6000
100X₁ + 120X₂+ 85X₃ ≤ 200
90X₁ + 85X₂+ 70X₃ ≥125
(iii) Non – Negativity Constant,
X₁, X₂, X₃ ≥ 0
QMC H.K. Werku AU, PGS MSc. in CM MCM-8124

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