LESSON
#6
LEARNING
OUTC MES
Linear Programming
Understand the concept Simplex Method
of simplex process in
LP.
Solve linear program
problems in
maximization using
simplex method.
◦ What is a simplex method?
◦ What is a simplex method?
Simplex Method
◦is a standard method of maximizing or minimizing a linear
program of several variables under several constraints on other
linear functions
Definition of Term
◦Non-basic variables
are variables set to be zero.
◦Basic Variable or Decision variable
are symbols (x, y, z, etc) that denotes the product that the
decision maker would like to determine.
◦Slack variables
are variables that measures the amount of unused resources still
remaining in stock at any point in time during the production
process.
◦Optimal value
is the largest or smallest value of the objective function.
Steps in solving simplex maximization
◦ 1. Formulate the new linear program by setting up the objective function and the
constraints of the problem.
◦ 2. Change the inequality of the constraints to equality by adding a slack variable. (A
slack variable represents the unused quantities).
◦ 3. Prepare a simplex table and enter the numerical coefficients of the decision
variables from the new linear program.
◦ 4. Calculate the values of Cj and Zj rows.
◦ 5. Determine the entering variable of the entering variable of the optimum column. (
The most positive value in the Cj – Zj row will be the optimum column.)
◦ 6. Determine the outgoing variable of the pivotal row. Divide the quantity values by
the pivot in the optimum column and choose the smallest quotient. (Disregard ratios
like 3/0, 0/5, 4/-2).
◦ 7. Compute the elements of the entering variable.
◦ 8. Compute the values of the remaining rows.
◦ 9. Calculate the Cj – Zj value for the solution.
◦ 10. If there is no positive value in the Cj – Zj row an optimal solution is obtained.
What are the methods of treating the constraints of a
linear programming model?
◦ Methods for Treating Constraints
Original Resulting
Action Required
Constraints Constraints
Add a slack variable, then change
x≤c the inequality (≤) x+S=c
to equal sign(=).
Multiply both sides by (-1) and add
x≥c a slack variable, then change the –x +S=–c
inequality (≥)
to equal sign (=).
x=c Add a slack variable the copy the x+S=c
equal sign (=)
◦ How to formulate linear program
model?
Let us consider this;
◦ Illustrative example 1:
To maximize Z = P 30 x + P 40 y
Subject to: x + 2y ≤ 24
2x + 2y ≤ 30
x, y ≥ 0
◦ Convert the inequalities into equations.
◦ The best combination may not necessarily use all the resources in each operation
or department. We must add to each inequality a variable which will take up the
slack, i.e. The resources not used in each operation or department. This variable
is called a slack variable.
◦ Set:
◦ S1 = Slack variable (unused resources) in operation or department 1.
◦ S 2= Slack variable ( unused resources) in operation or department 2.
◦
◦ Illustrative example 2.
To maximize Z = P 5x + P 4y
Subject to: 12x + 6y ≤ 20,400
9x + 15y ≤ 25,200
6x + 6y ≤ 12,000
x, y ≥ 0
◦ Write the new LP model. Convert the inequalities into equations.
◦ 1st Convert 12x + 6y ≤ 20,400 by adding S1 to the left hand side of the expression
and change the ≤ to =. Hence 12x + 6y + S1 = 20,400
◦ 2nd Convert 9x + 15y ≤ 25,200 by adding S2 to the left hand side of the expression
and change the ≤ to =. Hence 9x + 15y + S2 = 25,200
◦ 3rd Convert 6x + 6y ≤ 12,000 by adding S3 to the left hand side of the expression
and change the ≤ to =. Hence 6x + 6y + S 3 = 12,000
◦Note:
◦In simplex method any unknown variable that occurs in one
equation must appear in all equations making zero (0) as its
numerical coefficient.
Thus the new LP model is;
◦To maximize Z = P 5 x + P 4 y + 0S1 + 0S2 + 0S3
◦Subject to: 12x + 6y + S1 + 0S2 + 0S3 = 20,400
9x +15y + 0S1 + S2 + 0S3 = 25,200
6x + 6y + 0S1 + 0S2 + S3 = 12, 000
x, y , S1, S2, S3 ≥ 0
◦ Seatwork:
Direction: Write the new LP model for the following:
a. To maximize Z = P 450 x + P 500 y
Subject to: 4x + 2y ≤ 600
2x + 4y ≤ 480
x, y ≥ 0
b. To maximize Z = P 2x1+ P 5x2
Subject to: 2x1 + 3x2 ≤ 12
3x1 + 4x2 ≤ 24
6x1 + 5x2 ≤ 30
x1, x2 ≥ 0
KEEP SAFE EVERYONE
END
