8/31/2020 Simplex method calculator

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Method 1. Simplex method (BigM method)
Solve the Linear programming problem using
Simplex method calculator
Type your linear programming problem
MAX Z = x1 + 2x2 + 3x3 - x4
subject to
x1 + 2x2 + 3x3 = 15
2x1 + x2 + 5x3 = 20
x1 + 2x2 + x3 + 01x4 = 10
and x1,x2,x3,x4 >= 0

OR
Total Variables : 4 Total Constraints : 3 Generate

Max Z= 1 x1 + 2 x2 + 3 x3 + -1 x4
PEOPLE CAUGHT DOING UNUSUAL THINGS ON Subject to constraints
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1 x1 + 2 x2 + 3 x3 + 0 x4 = 15
2 x1 + 1 x2 + 5 x3 + 0 x4 = 20
1 x1 + 2 x2 + 1 x3 + 01 x4 = 10

and x1,x2,x3,x4 >= 0 and unrestricted in sign x1, x2, x3, x4

Mode : Fraction
Zj-Cj (display in steps) Alternate Solution (if exists) Artificial Column Remove
Subtraction Steps
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Solution will be displayed step by step (In 3 parts)
Solution
Find solution using Simplex method (BigM method)
MAX Z = x1 + 2x2 + 3x3 - x4
subject to
x1 + 2x2 + 3x3 = 15
2x1 + x2 + 5x3 = 20
x1 + 2x2 + x3 + x4 = 10
and x1,x2,x3,x4 >= 0

Solution:
Problem is
Max Z = x 1 + 2 x 2 + 3 x 3 - x 4
subject to
x1 + 2 x2 + 3 x3 = 15
NOW
PLAYING 2 x1 + x2 + 5 x3 = 20
x 1 + 2 x 2 + x 3 + x 4 = 10
and x 1, x 2, x 3, x 4 ≥ 0;

The problem is converted to canonical form by adding slack, surplus and artificial variables as appropiate

1. As the constraint-1 is of type ' = ' we should add artificial variable A 1

2. As the constraint-2 is of type ' = ' we should add artificial variable A 2

3. As the constraint-3 is of type ' = ' we should add artificial variable A 3

After introducing artificial variables

Max Z = x 1 + 2 x 2 + 3 x 3 - x 4 - M A 1 - M A 2 - M A 3
subject to
x1 + 2 x2 + 3 x3 + A1 = 15
2 x1 + x2 + 5 x3 + A2 = 20
x1 + 2 x2 + x3 + x4 + A 3 = 10
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8/31/2020 Simplex method calculator
and x 1, x 2, x 3, x 4, A 1, A 2, A 3 ≥ 0

Iteration-1 Cj 1 2 3 -1 -M -M -M

MinRatio
B CB XB x1 x2 x3 x4 A1 A2 A3 XB
x3

15
A1 -M 15 1 2 3 0 1 0 0 =5
3
20
A2 -M 20 2 1 (5) 0 0 1 0 =4→
5
10
A3 -M 10 1 2 1 1 0 0 1 = 10
1

Z = - 45M Zj - 4M - 5M - 9M -M -M -M -M

Zj - Cj - 4M - 1 - 5M - 2 - 9M - 3 ↑ -M + 1 0 0 0

Negative minimum Z j - C j is - 9M - 3 and its column index is 3. So, the entering variable is x 3.

Minimum ratio is 4 and its row index is 2. So, the leaving basis variable is A 2.

∴ The pivot element is 5.

Entering = x 3, Departing = A 2, Key Element = 5

− R2(new) = R2(old) ÷ 5
R 2(old) = 20 2 1 5 0 0 0

2 1
R 2(new) = R 2(old) ÷ 5 4 1 0 0 0
5 5

− R1(new) = R1(old) - 3R2(new)

R 1(old) = 15 1 2 3 0 1 0

2 1
R 2(new) = 4 1 0 0 0
5 5

6 3
3 × R 2(new) = 12 3 0 0 0
5 5

1 7
R 1(new) = R 1(old) - 3R 2(new) 3 - 0 0 1 0
5 5

− R3(new) = R3(old) - R2(new)

R 3(old) = 10 1 2 1 1 0 1

2 1
R 2(new) = 4 1 0 0 0
5 5

3 9
R 3(new) = R 3(old) - R 2(new) 6 0 1 0 1
5 5

Iteration-2 Cj 1 2 3 -1 -M -M

MinRatio
B CB XB x1 x2 x3 x4 A1 A3 XB
x2

3 15
A1 -M 3 -
1
5 ()
7
5
0 0 1 0 7
5
=
7
= 2.1429 →

4
2 1 = 20
x3 3 4 1 0 0 0 1
5 5
5

6 10
3 9 = = 3.3333
A3 -M 6 0 1 0 1 9 3
5 5
5

2M 6 16M 3
Z = - 9M + 12 Zj - + - + 3 -M -M -M
5 5 5 5

2M 1 16M 7
Zj - Cj - + - - ↑ 0 -M + 1 0 0
5 5 5 5 Privacy - Terms

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8/31/2020 Simplex method calculator

16M 7
Negative minimum Z j - C j is - - and its column index is 2. So, the entering variable is x 2.
5 5

Minimum ratio is 2.1429 and its row index is 1. So, the leaving basis variable is A 1.

7
∴ The pivot element is .
5

7
Entering = x 2, Departing = A 1, Key Element =
5

5
− R1(new) = R1(old) ×
7

1 7
R 1(old) = 3 - 0 0 0
5 5
5 15 1
R 1(new) = R 1(old) × - 1 0 0 0
7 7 7

1
− R2(new) = R2(old) - 5 R1(new)
2 1
R 2(old) = 4 1 0 0
5 5

15 1
R 1(new) = - 1 0 0 0
7 7

1 3 1 1
× R 1(new) = - 0 0 0
5 7 35 5

1 25 3
R 2(new) = R 2(old) - R (new) 0 1 0 0
5 1 7 7

9
− R3(new) = R3(old) - 5 R1(new)
3 9
R 3(old) = 6 0 1 1
5 5

15 1
R 1(new) = - 1 0 0 0
7 7

9 27 9 9
× R 1(new) = - 0 0 0
5 7 35 5

9 15 6
R 3(new) = R 3(old) - R 1(new) 0 0 1 1
5 7 7

Iteration-3 Cj 1 2 3 -1 -M

MinRatio
B CB XB x1 x2 x3 x4 A3 XB
x4

15 1
x2 2 - 1 0 0 0 ---
7 7

25 3
x3 3 0 1 0 0 ---
7 7
15
15 6
A3 -M 0 0 (1) 1 7 15
7 7 = = 2.1429 →
1 7

15M 6M
Z= - + 15 Zj - +1 2 3 -M -M
7 7

6M
Zj - Cj - +0 0 0 -M + 1 ↑ 0
7

Negative minimum Z j - C j is - M + 1 and its column index is 4. So, the entering variable is x 4.

Minimum ratio is 2.1429 and its row index is 3. So, the leaving basis variable is A 3.

∴ The pivot element is 1.

Entering = x 4, Departing = A 3, Key Element = 1

− R3(new) = R3(old) Privacy - Terms

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8/31/2020 Simplex method calculator

15 6
R 3(old) = 0 0 1
7 7

15 6
R 3(new) = R 3(old) 0 0 1
7 7

− R1(new) = R1(old)
15 1
R 1(old) = - 1 0 0
7 7
15 1
R 1(new) = R 1(old) - 1 0 0
7 7

− R2(new) = R2(old)
25 3
R 2(old) = 0 1 0
7 7
25 3
R 2(new) = R 2(old) 0 1 0
7 7

Iteration-4 Cj 1 2 3 -1

MinRatio
B CB XB x1 x2 x3 x4 XB
x1

15 1
x2 2 - 1 0 0 ---
7 7
25
25 3 7 25
x3 3 0 1 0 = = 8.3333
7 7 3 3
7

15

()
15 6 7 5
x4 -1 0 0 1 = = 2.5 →
7 7 6 2
7

90 1
Z= Zj 2 3 -1
7 7

6
Zj - Cj - ↑ 0 0 0
7

6
Negative minimum Z j - C j is - and its column index is 1. So, the entering variable is x 1.
7

Minimum ratio is 2.5 and its row index is 3. So, the leaving basis variable is x 4.

6
∴ The pivot element is .
7

6
Entering = x 1, Departing = x 4, Key Element =
7

7
+ R3(new) = R3(old) ×
6

1
− R1(new) = R1(old) + 7 R3(new)
15 1
R 1(old) = - 1 0 0
7 7

5 7
R 3(new) = 1 0 0
2 6

1 5 1 1
× R 3(new) = 0 0
7 14 7 6

1 5 1
R 1(new) = R 1(old) + R 3(new) 0 1 0
7 2 6

3
− R2(new) = R2(old) - 7 R3(new)
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8/31/2020 Simplex method calculator
R 2(old) = 25 3 0 1 0
7 7

5 7
R 3(new) = 1 0 0
2 6

3 15 3 1
× R 3(new) = 0 0
7 14 7 2
3 5 1
R 2(new) = R 2(old) - R 3(new) 0 0 1 -
7 2 2

Iteration-5 Cj 1 2 3 -1

B CB XB x1 x2 x3 x4 MinRatio

5 1
x2 2 0 1 0
2 6

5 1
x3 3 0 0 1 -
2 2
5 7
x1 1 1 0 0
2 6

Z = 15 Zj 1 2 3 0

Zj - Cj 0 0 0 1

Since all Z j - C j ≥ 0

Hence, optimal solution is arrived with value of variables as :

5 5 5
x1 = , x2 = , x3 = , x4 = 0
2 2 2

Max Z = 15

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