Linear
Programming
Simplex Method
Simplex Method
• In this method, the computational routine is an iterative process.
• To iterate means to repeat, hence, in working towards the optimum
solution, the procedure has to be repeated over and over following a
standard pattern.
• Successive solutions are developed in a systematic way until the best
solution is reached.
Simplex Method
• Each solution will yield a value of the objective function as large or as
larger profit than the previous solution for the maximization problem
and lower cost for minimization problem.
• Viewing from the graphical method, each iteration in simplex method
is, in effect, a move from one vertex of the constraint set to an
adjacent vertex.
Steps:
1. Convert the LP Model into its standard form by adding slack
variable for ≤ constraint or subtracting a surplus variable to ≥
constraints.
• Slack variable (s)= amount of unused resources
• Surplus variable (-s) = amount by which a minimum requirement is
exceeded
Steps:
2. Set up the initial simplex tableau. (sample tableau)
BV X1 X2 X3 S1 S2 S3 Solution
S1
S2
S3
Z
Steps:
3. Determine the entering variable. The entering variable is the most
negative coefficient in the objective row. (The column which is being
associated with the entering variable is called pivot column).
Steps:
4. Determine the leaving variable. The leaving variable is the smallest
non-negative ratio. (The row which is being associated with the leaving
variable is called pivot row).
Steps:
5. Identify the pivot element. The pivot element is the intersection
between the pivot row and the pivot column.
Steps:
6. Set up another table for new iterations.
• Determine the new pivot row. (NPR= old pivot row ÷ pivot element)
• Determine also the coefficients of all other rows including the
objective row.
• (New rows = old rows – (its pivot column coefficient x NPR)
Steps:
7. Repeat steps 3 to 6 until reaching the optimum solution. Optimum
solution is reach when the coefficients of the objective row are all
positive or zero.
Example:
LP Model:
Maximize
subject to:
Initial Simplex Tableau:
BV X1 X2 X3 S1 S2 S3 Solution
S1 2 1 0 1 0 0 10
S2 1 2 -2 0 1 0 20
S3 0 1 2 0 0 1 5
Z -2 1 -2 0 0 0 0
Applying step 3 to step 6, we have:
BV X1 X2 X3 S1 S2 S3 Solution
(EV)
S1 2 1 0 1 0 0 10
(LV)
S2 1 2 -2 0 1 0 20
S3 0 1 2 0 0 1 5
Z -2 1 -2 0 0 0 0
Applying step 3 to step 6, we have:
BV X1 X2 X3 S1 S2 S3 Solution
(EV)
X1 1 1/2 0 1/2 0 0 5
(NPR)
S2 0 3/2 -2 -1/2 1 0 15
S3 0 1 2 0 0 1 5
(LV)
Z 0 2 -2 1 0 0 10
Applying step 3 to step 6, we have:
BV X1 X2 X3 S1 S2 S3 Solution
X1 1 1/2 0 1/2 0 0 5
S2 0 5/2 0 -1/2 1 1 20
X3 0 1/2 1 0 0 1/2 5/2
(NPR)
Z 0 3 0 1 0 1 15
Decision:
So it implies that the solution for the given problem is:
X1 = 5, X2 = 0, X3 = 5/2, and the Maximum value of Z = 15.
Activity:
1. Suppose a company manufactures three products from two raw
materials where the amount of raw materials in each unit of each
product is given.
Materials Product A Product B Product C
Raw material 1 9 lbs 6 lbs 4 lbs
Raw material 2 8 lbs 5 lbs 2 lbs
Activity:
• If the company has available 150 pounds of raw material 1 and 200
pounds of raw material 2, and if the profit for the three products are
P250, P200, and P240 respectively, how much of each product should
be produced in order to maximize profit.
