Linear Programming Simplex Method Instructor: Miss Urooj

Question:
Minimize 𝑍 = 𝑥1 − 3𝑥2 + 2𝑥3
Subject to,
3𝑥1 − 𝑥2 + 3𝑥3 ≤ 7
−2𝑥1 + 4𝑥2 ≤ 12
−4𝑥1 + 3𝑥2 + 8𝑥3 ≤ 10
𝑥1 ≥ 0, 𝑥2 ≥ 0, 𝑥3 ≥ 0
Solution:
First convert the problem in to maximization problem.
Multiply the objective function by -1
−𝑍 = −𝑥1 + 3𝑥2 − 2𝑥3
Maximize 𝑍 = −𝑥1 + 3𝑥2 − 2𝑥3 where 𝑍′ = −𝑍
′

Introduce a stack variable in each constrain to change the inequality into equality.

3𝑥1 − 𝑥2 + 3𝑥3 + 𝑠1 = 7
−2𝑥1 + 4𝑥2 + 𝑠2 = 12
−4𝑥1 + 3𝑥2 + 8𝑥3 + 𝑠3 = 10

𝑍′ = −𝑥1 + 3𝑥2 − 2𝑥3 + 0𝑠1 + 0𝑠2 + 0𝑠3

𝑥1, 𝑥2 , 𝑥3 , 𝑠1, 𝑠2, 𝑠3 ≥ 0
And write objective function as,
𝑍′ + 𝑥1 − 3𝑥2 + 2𝑥3 = 0

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Linear Programming Simplex Method Instructor: Miss Urooj

Initial basic feasible solution.

Substitute the non-basic (zero) variable (𝑥1 , 𝑥2 , 𝑥3 ) = (0,0,0) in all equations.
We get, 𝑍′ = 0
𝑠1 = 7
𝑠2 = 12
𝑠3 = 10
Identify the entering and leaving variables.
The starting simplex table is represented as,
Coefficient of
Basic b ratio
𝒁′ 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑
𝒁′ 1 1 -3 2 0 0 0 0
𝒔𝟏 0 3 -1 3 1 0 0 7 7/-1= -7
𝒔𝟐 0 -2 4 0 0 1 0 12 12/4 = 3
𝒔𝟑 0 -4 3 8 0 0 1 10 10/3 = 3.33
*Ignore
Conclusion: 𝑥2 is entering variable, 𝑠2 is the leaving variable, 4 is pivot element
Swap the entering variable and leaving variable in table to produce following set of basic and non-basic variables
non-basic (zero) variable (𝑥1 , 𝑠2 , 𝑥3 ) = (0,0,0)
basic variable (𝑠1, 𝑥2 , 𝑠3)

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Linear Programming Simplex Method Instructor: Miss Urooj

Apply Gauss-Jordan row operations

Reduce pivot element to 1, multiply row 𝑠2 by ¼

Coefficient of
Basic b ratio
𝒁′ 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑
𝒁′
𝒔𝟏
𝒙𝟐 0 -1/2 1 0 0 1/4 0 3
𝒔𝟑

Reduce elements above and below the pivot element to zero.

Multiply 𝑥2 row by 3, and add in 𝑍 row
Add 𝑠1row and 𝑥2 row
Multiply 𝑥2 row by 3, and add in 𝑠3 row

Coefficient of
Basic b ratio
𝒁′ 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑
𝒁′ 1 -1/2 0 2 0 3/4 0 9
𝒔𝟏 0 5/2 0 3 1 1/4 0 10
𝒙𝟐 0 -1/2 1 0 0 1/4 0 3
𝒔𝟑 0 -5/2 0 8 0 -3/4 1 1

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Linear Programming Simplex Method Instructor: Miss Urooj

Identify the entering and leaving variables.

Coefficient of
Basic b ratio
𝒁′ 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑
𝒁′ 1 -1/2 0 2 0 3/4 0 9
𝒔𝟏 0 5/2 0 3 1 1/4 0 10 10/(5/2)= 4
𝒙𝟐 0 -1/2 1 0 0 1/4 0 3 3/(-1/2)= -6
𝒔𝟑 0 -5/2 0 8 0 -3/4 1 1 1/(-5/2)=-2/5
*Ignore
Conclusion: 𝑥1 is entering variable, 𝑠1 is the leaving variable, 5/2 is pivot element

Swap the entering variable and leaving variable in table to produce following set of basic and non-basic variables
non-basic (zero) variable (𝑠1, 𝑠2, 𝑥3 ) = (0,0,0)
basic variable (𝑥1 , 𝑥2 , 𝑠3)
Apply Gauss-Jordan row operations
Reduce pivot element to 1, multiply row 𝑠1 by 2/5

Coefficient of
Basic b ratio
𝒁′ 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑
𝒁′
𝒙𝟏 0 1 0 6/5 2/5 1/10 4
𝒙𝟐
𝒔𝟑

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Linear Programming Simplex Method Instructor: Miss Urooj

Reduce elements above and below the pivot element to zero.

Multiply 𝑥1 row by 1/2, and add in 𝑍 row
Multiply 𝑥1 row by 1/2, and add in 𝑥2 row
Multiply 𝑥1 row by 5/2, and add in 𝑠3 row
Coefficient of
Basic b
𝒁′ 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑
𝒁′ 1 0 0 13/5 1/5 8/10 0 11
𝒙𝟏 0 1 0 6/5 2/5 1/10 0 4
𝒙𝟐 0 0 1 3/5 1/5 3/10 0 5
𝒔𝟑 0 0 0 11 1 -1/2 1 11

𝑍′ = −𝑍 = −11
Answer:
Decision Variables Optimum value
𝒙𝟏 4
𝒙𝟐 5
𝒙𝟑 0
𝒁 -11

Slack variable status

𝑠1 = 0 scarce
𝑠2 = 0 Scarce
𝑠3 = 11 Abundant

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Linear Programming Simplex Method Instructor: Miss Urooj

Question:
Minimize 𝑍 = 5𝑥1 − 4𝑥2 + 6𝑥3 − 8𝑥4
Subject to,
𝑥1 + 2𝑥2 + 2𝑥3 + 4𝑥4 ≤ 40
2𝑥1 − 𝑥2 + 𝑥3 + 2𝑥4 ≤ 8
−4𝑥1 + 2𝑥2 − 𝑥3 + 𝑥4 ≥ −10
𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 ≥ 0
Solution:
First convert the problem in to maximization problem.
Multiply the objective function by -1
−𝑍 = −5𝑥1 + 4𝑥2 − 6𝑥3 + 8𝑥4
Maximize 𝑍 = −5𝑥1 + 4𝑥2 − 6𝑥3 + 8𝑥4 where 𝑍 ′ = −𝑍
′

Also multiply the third constrain by -1 to change the inequality

4𝑥1 − 2𝑥2 + 𝑥3 − 𝑥4 ≤ 10
Introduce a stack variable in each constrain to change the inequality into equality.

𝑥1 + 2𝑥2 + 2𝑥3 + 4𝑥4 + 𝑠1 = 40

2𝑥1 − 𝑥2 + 𝑥3 + 2𝑥4 + 𝑠2 = 8
4𝑥1 − 2𝑥2 + 𝑥3 − 𝑥4 + 𝑠3 = 10
′
𝑍 = −5𝑥1 + 4𝑥2 − 6𝑥3 + 8𝑥4 + 0𝑠1 + 0𝑠2 + 0𝑠3
𝑥1, 𝑥2 , 𝑥3 , 𝑠1, 𝑠2, 𝑠3 ≥ 0
And write objective function as,
𝑍′ + 5𝑥1 − 4𝑥2 + 6𝑥3 − 8𝑥4 = 0

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Linear Programming Simplex Method Instructor: Miss Urooj

Initial basic feasible solution.

Substitute the non-basic (zero) variable (𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 ) = (0,0,0,0) in all equations.
We get, 𝑍′ = 0
𝑠1 = 40
𝑠2 = 8
𝑠3 = 10
Identify the entering and leaving variables.
The starting simplex table is represented as,
Coefficient of
Basic b ratio
𝒁′ 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒙𝟒 𝒔𝟏 𝒔𝟐 𝒔𝟑
𝒁′ 1 5 -4 6 -8 0 0 0 0
𝒔𝟏 0 1 2 2 4 1 0 0 40 40/4= 10
𝒔𝟐 0 2 -1 1 2 0 1 0 8 8/2 = 4
𝒔𝟑 0 4 -2 1 -1 0 0 1 10 10/-1 =-10
*Ignore
Conclusion: 𝑥4 is entering variable, 𝑠2 is the leaving variable, 2 is pivot element
Swap the entering variable and leaving variable in table to produce following set of basic and non-basic variables
non-basic (zero) variable (𝑥1 , 𝑥2 , 𝑥3 , 𝑠2) = (0,0,0,0)
basic variable (𝑠1, 𝑥4 , 𝑠3)

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Linear Programming Simplex Method Instructor: Miss Urooj

Apply Gauss-Jordan row operations

Reduce pivot element to 1, multiply row 𝑠2 by ½

Coefficient of
Basic b ratio
𝒁′ 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒙𝟒 𝒔𝟏 𝒔𝟐 𝒔𝟑
𝒁′
𝒔𝟏
𝒙𝟒 0 1 -1/2 1/2 1 0 1/2 0 4
𝒔𝟑

Multiply 𝑥4 row by 8, and add in 𝑍 row

Multiply 𝑥4 row by -4, and add in 𝑠1 row
Add 𝑥4 and 𝑠3 row

Coefficient of
Basic b ratio
𝒁′ 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒙𝟒 𝒔𝟏 𝒔𝟐 𝒔𝟑
𝒁′ 1 13 -8 10 0 0 4 0 32
𝒔𝟏 0 -3 4 0 0 1 -2 0 24
𝒙𝟒 0 1 -1/2 1/2 1 0 1/2 0 4
𝒔𝟑 0 5 -5/2 3/2 0 0 1/2 1 14

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Linear Programming Simplex Method Instructor: Miss Urooj

Identify the entering and leaving variables.

The starting simplex table is represented as,
Coefficient of
Basic b ratio
𝒁′ 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒙𝟒 𝒔𝟏 𝒔𝟐 𝒔𝟑
𝒁′ 1 13 -8 10 0 0 4 0 32
𝒔𝟏 0 -3 4 0 0 1 -2 0 24 24/4=6
𝒙𝟒 0 1 -1/2 1/2 1 0 1/2 0 4 4/(-1/2)=-8
𝒔𝟑 0 4 -2.5 1 -1 0 0 1 10 10/-2.5=-2.5
*Ignore
Conclusion: 𝑥2 is entering variable, 𝑠1 is the leaving variable, 4 is pivot element
Swap the entering variable and leaving variable in table to produce following set of basic and non-basic variables
non-basic (zero) variable (𝑥1 , 𝑠1, 𝑥3 , 𝑠2) = (0,0,0,0)
basic variable (𝑥2 , 𝑥4 , 𝑠3)
Apply Gauss-Jordan row operations
Reduce pivot element to 1, multiply row 𝑠1 by ¼
Coefficient of
Basic b ratio
𝒁′ 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒙𝟒 𝒔𝟏 𝒔𝟐 𝒔𝟑
𝒁′
𝒙𝟐 0 -3/4 1 0 0 1/4 -1/2 0 6
𝒙𝟒
𝒔𝟑

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Linear Programming Simplex Method Instructor: Miss Urooj

Multiply 𝑥2 row by 8, and add in 𝑍 row

Multiply 𝑥2 row by 1/2, and add in 𝑥4 row
Multiply 𝑥2 row by 2, and add in 𝑠3 row
Coefficient of
Basic b
𝒁′ 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒙𝟒 𝒔𝟏 𝒔𝟐 𝒔𝟑
𝒁′ 1 7 0 10 0 2 0 0 80
𝒙𝟐 0 -3/4 1 0 0 1/4 -1/2 0 6
𝒙𝟒 0 5/8 0 1/2 1 1/8 1/4 0 7
𝒔𝟑 0 25/8 0 3/2 0 5/8 -3/4 1 29

𝑍′ = −𝑍 = −80
Answer:
Decision Variables Optimum value
𝒙𝟏 0
𝒙𝟐 6
𝒙𝟑 0
𝒙𝟒 7
𝒁 -80

Slack variable status

𝑠1 = 0 scarce
𝑠2 = 0 Scarce
𝑠3 = 29 Abundant

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