Scribd
Upload
49 views

hw1 PDF

This document describes the simplex method for solving linear programming problems. It explains the key concepts of the simplex tableau, pivoting, and the steps to use the simplex method. Specifically, it details how to 1) set up the initial simplex tableau, 2) check for optimality and select entering/departing variables, 3) perform pivoting using row operations, and 4) iterate these steps until an optimal solution is found. References for the simplex method are also provided.

Uploaded by

Paola Pecolera
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
49 views

hw1 PDF

This document describes the simplex method for solving linear programming problems. It explains the key concepts of the simplex tableau, pivoting, and the steps to use the simplex method. Specifically, it details how to 1) set up the initial simplex tableau, 2) check for optimality and select entering/departing variables, 3) perform pivoting using row operations, and 4) iterate these steps until an optimal solution is found. References for the simplex method are also provided.

Uploaded by

Paola Pecolera
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 6

Technological Institute of the Philippines

College of Engineering and Architecture


IE 003 Operations Research

Linear Programming: Simplex


Method

Submitted by:
Pecolera, Paola Luz

Submitted to:
Engr. Hugo

December 14, 2016


Technological Institute of the Philippines
College of Engineering and Architecture
IE 003 Operations Research

Table of Contents
Linear Programming: Simplex Method ........................................................................................... 1
The Simplex Tableau ........................................................................................................................ 1
Pivoting ................................................................................................................................................. 2
Steps in Simplex Method (Standard Form) ............................................................................... 3
Reference: ............................................................................................................................................ 4
Technological Institute of the Philippines
College of Engineering and Architecture
IE OO3 Operations Research

Linear Programming: Simplex Method


One such method is called the simplex method, developed by George Dantzig
in 1946. It provides us with a systematic way of examining the vertices of the
feasible region to determine the optimal value of the objective function. We
introduce this method with an example.

Suppose we want to find the maximum value of where


subject to the following constraints.

Since the left-hand side of each inequality is less than or equal to the right-hand
side, there must exist nonnegative numbers s1, s2, and s3 that can be added to
the left side of each equation to produce the following system of linear equations.

The numbers s1, s2, and s3 are called slack variables because they take up the
“slack” in each inequality. A basic solution of a linear programming problem in
standard form is a solution of the constraint equations in which at most m
variables are nonzero––the variables that are nonzero are called basic variables.
A basic solution for which all variables are nonnegative is called a basic feasible
solution.

The Simplex Tableau

The simplex method is carried out by performing elementary row operations on


a matrix that we call the simplex tableau. This tableau consists of the
augmented matrix corresponding to the constraint equations together with the
coefficients of the objective function written in the form

In the tableau, it is customary to omit the coefficient of z. For instance, the


simplex tableau for the linear programming problem

Linear Programming: Simplex Method Page 1


Technological Institute of the Philippines
College of Engineering and Architecture
IE OO3 Operations Research

For this initial simplex tableau, the basic variables are s1, s2, and s3and the
nonbasic variables (which have a value of zero) are x1 and x2. Hence, from the
two columns that are farthest to the right, we see that the current solution is

The entry in the lower–right corner of the simplex tableau is the current value of
z. Note that the bottom–row entries under x1 and x2 are the negatives of the
coefficients of x1 and x2 in the objective function

To perform an optimality check for a solution represented by a simplex tableau,


we look at the entries in the bottom row of the tableau. If any of these entries are
negative (as above), then the current solution is not optimal.

Pivoting

Once we have set up the initial simplex tableau for a linear programming
problem, the simplex method consists of checking for optimality and then, if the
current solution is not optimal, improving the current solution. (An improved
solution is one that has a larger z-value than the current solution.) To improve
the current solution, we bring a new basic variable into the solution––we call this
variable the entering variable. This implies that one of the current basic

Linear Programming: Simplex Method Page 2


Technological Institute of the Philippines
College of Engineering and Architecture
IE OO3 Operations Research

variables must leave, otherwise we would have too many variables for a basic
solution––we call this variable the departing variable. We choose the entering
and departing variables as follows.

1. The entering variable corresponds to the smallest (the most negative) entry
in the bottom row of the tableau.

2. The departing variable corresponds to the smallest nonnegative ratio of


, in the column determined by the entering variable.

3. The entry in the simplex tableau in the entering variable’s column and the
departing variable’s row is called the pivot.

Finally, to form the improved solution, we apply Gauss-Jordan elimination to the


column that contains the pivot, as illustrated in the following example. (This
process is called pivoting.)

Steps in Simplex Method (Standard Form)

To solve a linear programming problem in standard form, use the following steps.

1. Convert each inequality in the set of constraints to an equation by adding


slack variables.

2. Create the initial simplex tableau.

3. Locate the most negative entry in the bottom row. The column for this entry
is called the entering column. (If ties occur, any of the tied entries can be used
to determine the entering column.)

4. Form the ratios of the entries in the “b-column” with their corresponding
positive entries in the entering column. The departing row corresponds to the
smallest nonnegative ratio (If all entries in the entering column are 0 or negative,
then there is no maximum solution. For ties, choose either entry.) The entry in
the departing row and the entering column is called the pivot.

5. Use elementary row operations so that the pivot is 1, and all other entries in
the entering column are 0. This process is called pivoting.

6. If all entries in the bottom row are zero or positive, this is the final tableau. If
not, go back to Step 3.

Linear Programming: Simplex Method Page 3


Technological Institute of the Philippines
College of Engineering and Architecture
IE OO3 Operations Research

7. If you obtain a final tableau, then the linear programming problem has a
maximum solution, which is given by the entry in the lower-right corner of the
tableau.

Reference:

[1] (2016) (1st ed.). Retrieved from


http://college.cengage.com/mathematics/larson/elementary_linear/4e/
shared/downloads/c09s3.pdf

Linear Programming: Simplex Method Page 4

You might also like