Chapter 2B

Linear Programming - Simplex Model

Learning
Learning Objectives
Objectives

After completing this chapter, you should be able to:

1. Explain the ways in which the simplex method is

superior to the graphical method for solving linear
programming problems.
2. Solve small maximization problems manually using
the simplex method.
3. Interpret simplex solutions.
4. Convert = and > constraints into standard form.
5. Solve maximization problems that have mixed
constraints and interpret those solutions.
Learning
Learning Objectives
Objectives (cont’d)
(cont’d)

After completing this chapter, you should be able to:

6. Solve minimization problems and interpret those

solutions.
7. Discuss unbound solutions, degeneracy, and
multiple optimal solutions in terms of the simplex
method and recognize infeasibility in a simplex
solution.
 Overview
Overview of
of the
the Simplex
Simplex Method
Method
• Advantages and Characteristics
– More realistic approach as it is not limited to problems
with two decision variables
– Systematically examines basic feasible solutions for
an optimal solution.
– Based on the solutions of linear equations (equalities)
using slack variables to achieve equality.
• Rule
– Linear programming models have fewer equations
than variables; unless the number of equations equals
the number of variables, a unique solution cannot be
found.
.
 Developing
Developing the
the Initial
Initial Simplex
Simplex Tableau
Tableau
• Notation used in the simplex tableau:

OR- Sim
Figure
Figure2–1
2–1 Comparison
ComparisonofofServer
ServerModel
Modeland
andGeneral
GeneralSimplex
SimplexNotation
Notation
 Table
Table2–1
2–1 Comparison
ComparisonofofServer
ServerModel
Modeland
andGeneral
GeneralSimplex
SimplexNotation
Notation(cont’d)
(cont’d)

OR- Simplex-Model by Israel G.

Table
Table2–2
2–2 Completed
CompletedInitial
InitialTableau
Tableaufor
forthe
theServer
ServerProblem2
Problem2

Unit Vector

Each tableau represents a basic feasible solution to the problem.

A simplex solution in a maximization problem is optimal if the C–Z row
consists entirely of zeros and negative numbers (i.e., there are no positive
values in the bottom row). When this has been achieved, there is no
opportunity for improving the solution.
Table
Table2–3
2–3 Determining
Determiningthe
theEntering
Enteringand
andExiting
ExitingVariables
Variables

Select the leaving variable as the one that has the smallest
nonnegative ratio of quantity divided by substitution rate.
Elementary
Elementaryrow
rowoperation
operationfor
forentering
enteringvariable
variablein
innew
new
simplex
simplextableau
tableau

New row for entering Old row of leaving variable

=
variable Intersection key element
Elementary
Elementaryrow
rowoperation
operationfor
fornew
newsimplex
simplextableau
tableau

New row of Old row of New row for

Corresponding
existing = existing _ × entering
key element
variable variable variable
Table
Table2–4
2–4 Starting
Startingthe
theSecond
SecondTableau
Tableau

Table
Table2–5
2–5 Initial
InitialTableau
Tableau
Table2-6
Table2-6 The
ThePivot
PivotRow
Rowofofthe
theSecond
SecondTableau
Tableau

Table
Table2–7
2–7 Revised
RevisedFirst
FirstRow
Rowand
andPivot
PivotRow
Rowofofthe
theSecond
SecondTableau
Tableau
 Table
Table2–8
2–8 Partially
PartiallyCompleted
CompletedSecond
SecondTableau
Tableau

OR- Simplex-Model
 Table
Table2–9
2–9 Completed
CompletedSecond
SecondTableau
Tableau

Interpreting the Second Tableau

At this point, variables s1, x1, and s3 are in solution. Not only are
they listed in the basis, they also have a 0 in row C – Z. The
solution at this point is s1 = 56, x1 = 11, and s3 = 6.
Note, too, that x2 and s2 are not in solution. Hence, they are each
equal to zero. The profit at this point is $660, which is read in the
Quantity column in row Z. Also, note that each variable in
solution has a unit vector in its column.

OR- Simplex-.
 Table
Table2–10
2–10 Determining
Determiningthe
theExiting
ExitingVariable
Variable

OR- Simplex-
Table
Table2–11
2–11 Pivot
PivotRow
RowValues
Valuesfor
forthe
theThird
ThirdTableau
Tableau

Table
Table2–12
2–12 Partially
PartiallyCompleted
CompletedThird
ThirdTableau
Tableau
Table
Table2–13
2–13 Completed
CompletedThird
ThirdTableau
Tableau

Interpreting the Third Tableau

In this tableau, all of the values in the bottom row are either negative
or zero, indicating that no additional potential for improvement exists.
Hence, this tableau contains the optimal simplex solution, which is
s1 = 24, x1 = 9, x2 = 4
 Summary
Summary of
of the
the Simplex
Simplex Procedure
Procedure for
for aa
Maximization
Maximization Problem
Problem
• Initial Tableau
1. Write each constraint so that all variables are on the left side
and a nonnegative constant is on the right. Then add a slack
variable to the left side, thereby making it an equality.
2. Develop the initial tableau.
1. List the variables across the top of the table and write the
objective function coefficient of each variable just above it.
2. There should be one row in the body of the table for each
constraint. List slack variables in the basis column, one per row.
3. In the C column, enter the objective function coefficient of 0 for
each slack variable.
4. Compute values for row Z.
5. Compute values for row C – Z.
 Summary
Summary of
of the
the Simplex
Simplex Procedure
Procedure for
for aa
Maximization
Maximization Problem
Problem (cont’d)
(cont’d)
• Subsequent Tableaus
6. Identify the variable with the largest positive value in row C – Z.
This variable will come into solution next.
7. Using the constraint coefficients in the entering variable’s column,
divide each one into the corresponding Quantity column value.
The smallest nonnegative ratio that results indicates which
variable will leave the solution mix.
8. Compute replacement values(RR=replacement ratio) for the
leaving variable: Divide each element in the row by the row
element that is in the entering variable column. These are the
pivot row values for the next tableau. Enter them in the same
row as the leaving variable and label the row with the name of
the entering variable. Write the entering variable’s objective
function coefficient next to it in column C.
 Summary
Summary of
of the
the Simplex
Simplex Procedure
Procedure for
for aa
Maximization
Maximization Problem
Problem (cont’d)
(cont’d)
• Subsequent Tableaus (cont’d)
4. Compute values for each of the other constraint equations:
1. Multiply each of the pivot row values by the number in the entering variable
column of the row being transformed (e.g., for the first row, use the first
number in the entering variable’s column; for the third row, use the third
number in the entering variable’s column).
2. Then subtract the resulting equation from the current equation for that row
and enter the results in the same row of the next tableau.
5. Compute values for row Z: For each column, multiply each row
coefficient by the row value in column C and then add the results. Enter
these in the tableau.
6. Compute values for row C – Z: For each column, subtract the value in
row Z from the objective function coefficient listed in row C at the top of
the tableau.
 Summary
Summary of
of the
the Simplex
Simplex Procedure
Procedure for
for aa
Maximization
Maximization Problem
Problem (cont’d)
(cont’d)
• Subsequent Tableaus (cont’d)
6. Examine the values in the bottom row. If all values are zero or
negative, the optimal solution has been reached. The variables that
comprise the solution are listed in the basis column and their optimal
values can be read in the corresponding rows of the quantity column.
The optimal value of the objective function will appear in row Z in the
Quantity column.
7. If the solution is not optimal, repeat steps 1–7 of this section until the
optimal solution has been attained.

OR- Simplex-Model .
Table
Table2–14
2–14 Summary
SummaryofofUse
UseofofSlack,
Slack,Surplus,
Surplus,and
andArtificial
ArtificialVariables
Variables
Example 2-1 Solve
Example2-1 Solvethis
thismaximization
maximizationproblem
problemusing
usingthe
thesimplex
simplex
approach:((
approach:((Mixed
Mixedapproach))
approach))Big-M
Big-MMethod
Method
 Figure
Figure2–4
2–4 Graph
Graphfor
forExample
Example4S-1
4S-1

OR- Simplex-Model .
Table
Table2–15
2–15 Initial
InitialTableau
Tableaufor
forExample
Example2-1
2-1
Table
Table2–16
2–16 The
TheSecond
SecondTableau
Tableaufor
forExample
Example2-1
2-1
Table
Table2–17
2–17 The
TheThird
ThirdTableau
Tableaufor
forExample
Example2-1
2-1
Table
Table2–18
2–18 The
TheFinal
FinalTableau
Tableaufor
forExample
Example2-1
2-1
Figure
Figure2–5
2–5 Sequence
SequenceofofTableaus
Tableausfor
forExample
Example2-1
2-1
Example
Example2-2
2-2 Solve
Solvethis
thisminimization
minimizationproblem
problemusing
usingthe
thesimplex
simplexmethod:
method:
 Figure
Figure2–6
2–6 Graph
Graphofofthe
theProblem
ProblemininExample
Example2-2
2-2

OR- Simplex-Model
Table
Table2–19
2–19 Initial
InitialTableau
Tableaufor
forExample
Example2-2
2-2
Table
Table2–20
2–20 Second
SecondTableau
Tableaufor
forExample
Example2-2
2-2
Table
Table2–21
2–21 Third
ThirdTableau
Tableaufor
forExample
Example2-2
2-2
Figure
Figure2–7
2–7 Sequence
SequenceofofTableaus
Tableausfor
forSolution
SolutionofofExample
Example2-2
2-2
 Some
Some Special
Special Issues
Issues
• Unbounded Solutions
– A solution is unbounded if the objective function can
be improved without limit.
– An unbounded solution will exist if there are no
positive values in the pivot column.
• Degeneracy
– A conditions that occurs when there is a tie for the
lowest nonnegative ratio which, theoretically, makes it
possible for subsequent solutions to cycle (i.e., to
return to previous solutions).
 Example
Example22––33

OR- Simple
Table
Table2–22
2–22 Second
SecondTableau
Tableau
Table
Table2–23
2–23 Final
FinalSimplex
SimplexTableau
Tableau
 Some
Some Special
Special Issues
Issues (cont’d)
(cont’d)
• Multiple Optimal Solutions
– Occur when the same maximum value of the objective function might be
possible with a number of different combinations of values of the decision
variables because the objective function is parallel to a binding constraint.
– when one of the non-basic variables in the Cj-Zj, row have a value of zero.
Table
Table2–25
2–25 The
TheAlternate
AlternateOptimal
OptimalSolution
Solutionfor
forthe
theModified
Modified
Server
ServerProblem
Problem
 Some
Some Special
Special Issues
Issues (cont’d)
(cont’d)
• Infeasibility
– A problem in which no combination of decision and
slack/surplus variables will simultaneously satisfy all
constraints.
– Can be the result of an error in formulating a problem
or it can be because the existing set of constraints is
too restrictive to permit a solution.
– Recognized by the presence of an artificial variable in
a solution that appears optimal (i.e., a tableau in which
the signs of the values in row C – Z indicate
optimality), and it has a nonzero quantity.

OR- Simplex-Model.
Table
Table2–26
2–26 Simplex
SimplexTableaus
Tableausfor
forInfeasibility
InfeasibilityProblem
Problemfor
forExample
Example2-4
2-4