Simplex Method
Simplex Method
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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
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• General form Standard
form Transformation
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• General form Standard
form Transformation
S
• General form Standard
form Transformation
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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
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Step 3: Setting up the Tableau
Example
Objective function
Maximize
Z= 8x1+10x2+7x3
Subject to
x1 + 3x2 + 2x3 ≤ 10
x1 + 5x2 + x3 ≤ 8
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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
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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
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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
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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
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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
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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 =
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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 =