SIMPLEX ALGORITHM 221

S.1 4 JLLUSTRA TIVE EXAMPLES.

problem :
EX· 1. Use two phas_e r:zethod to solve the following
Maximize z = 3x1 - x2 , ( x 1, x2 ~ 0 )
subject to . 2x1 + x2 ~ 2,
X1 + 3x2 $ 2,
{North BengalHons., 2007 J
X1 $ 4.
blem reduces to
After introducin~ s~ack and surplus variables, the pro
Maxumze z = 3x1 - x2 + 0. x3 + 0. x4 + 0. x5
subject to · 2x1 + x2 - x3 = 2,
X1 + 3x2 + X4 = 2,
~ I + Xs= 4.
x to the first
Obviously, we are ·to introduce one artificial variable 6
ints become
constraint equation soJhat the new system of constra
X3 + 0. X4 + 0. Xs + x6 = 2,
2x1 + X2 -
X1 + 3x2 + 0. X3 + X4 + 0. Xs + 0. X6 = 2,

X1 + 0. X2 + 0. X3 + 0. X4 + Xs + 0. X6 = 4,

in which ~ ~ 0, j = 1., 2, 3, 4, 5, 6:
The au~iliary objective function to be maximized
is given by

z· =·0. X1 + 0. X2 + 0. X3 + 0. X4 + 0. X5 - x6
subject to the above system of equations.
es and x 6 is the
Here x1, x 2, x 3, x 4 and x 5 are the legitimate variabl
artificial variable.
and obtain
We then construct the simplex tableaux successively
PHASE I : TABLEAU 1
- I
- c·J 0 0 , 0 0
a.
0
as
-]
Cg
r--:: _ B
~
Xa b
2 [I]
81 82
I
83
- 1 0 0
°'I
x"
'O 84 2 I 3 0 1 0 0
0. X4
0
as Xs 4 l 0 0 0 1
I'- -
<.j - C; 2 l l 0 0 0
i J,
 · LINEAR PROGRAMMING
r... •.
222
PHASE t : TABLEAU 2

Cj
0 0 0
31 32 83
Xs b
B -21 - .!.
1 1 2
Xi
0 0 -5 1
X4 1 2 2
0 84 1 1
3 0 2 2 0
as Xs
0 I

Zj- Cj 0 0 0

Here zi _ ci ~ o in this iteration and Max. z* = O. No artificial

. ble appears in the final tableau of phase I. We then pass on tothe
vana . . b . . .
phase II where the objective function to e max1m1zed 1s
z = 3x1 - X2 + Q. X3 + 0. X4 + _0. 'X5•
The last basis of phase I will·be the starting basis for phase nand
the last tableau of phase I will act as the initial tableau of phase nwith
a change only tn the objective row containing the prices. cs column
being ch~ged accordingly, there will be a new index row showing
( zi - ci ) in the initial tableau of phase II. As there is no artificial
vector in the basis of the last tableau of phase I, we forget about it and
delete this column . .
PHASE II: TABLEAU 1

c·J 3 -1 0 0 0
Cs B Xs., .b . 81 32 33 a. as
3 1 0 . 0
31 Xi 1 1 -1
2 2
0 1. 0
0
~

3s
X4

Xs
I
3
0
0
5
-
2
- .!
lTI I 0 \
2 2

Zj- Cj 0 -5
3 0
2 2

i
~
 SIMPLEX ALGORITHM
I 223

is the entering vector and 8 4 is the departing vector.

e thata3 .
We se to cons truct the next tableau. •
ass on · .
111enweP PHASE II: TABLEAU 2 .

c·J 3 -1 0 0 0
___...,..--..--B XB b 81 82 83 84 85
___.
~ a, X1 2 1 3 0 1. 0
3 I

a3 X3 2 0 .5 1 ·2 0
0
, 2 0 !-3 0
0 as Xs - 1 1
i---
0 10
- 0
Zj- Cj 3 0
Here zi- ci ~ 0, for all J.. The optunality. ..
condition has been
satisfied. The optimal solution is
x1 = 2 , x2 = 0 and z~ = 3.2 - 0 = 6.
Ex. 2. Use two-phase simplex meth(!d to solve the problem
.
.
Maximize Z = 2x1 + Xi+ X3
subject to 4x 1 + 6.x2 + 3x3 ~ 8,
.
\
-
3x1 - 6.x2 - 4x3 ~ 1,
2x1 + 3x2 - 5x3 ~ 4,
x1 , x2 , ~ ~ 0. [ Nof'!h Bengal.Hons., 200 7]
To put the problem in the standard form, we introduce the slack
variables x4 ~ 0, x5 ~ 0 and a· surplus variable x ~ 0. The problem
6
is then stated.as .,,,,- .·
· Maximize 2x1 + X2 + X3 '. 0. _X4 + 0. X5 + 0. X6
Z=
subject to 4x1 + 6.x2 + 3x3 + X4 =· 8,
3x1 - 6x2 - 4x3 + x5 = 1,
2x1 + 3Xi - 5x3 :- x6 = 4.
c Obviously we are to introduce one artificial variable x., to the
st third
on raint equation so that the new set of constraints become
4x1 +. 6x2 + 3x3 ~ x4 = 8,
3x1 -6x2 -4x~ - +·x5 =1,
2xi + 3x2 - 5x3 - x6 + x., = 4. ·
 LINEAR PROGRAMMING

224
.. biective function' to be maximized is .
The auxthafY O J given by
• Q + Q. x2 + 0. X3 + 0. X4 + 0. x5 + Q, X
z :::: . X1 6 - x1

. t those constraints.
subJect o
ct the simplex tableaux successively and
~~~s tJ.1.l ~

PHASE 1 : TABLEAUX 1 AND 2

0 0 0 0 ------r,-......
0 ... I
Cj 0

b a1 a2 33 a4 as -~
r--..
a.,

--
B
CB
-
~ 3 1 0 0 0
34 8 4
0 1
3 -6 -4 0 0 0
0 as · 1
3 -5 0 0 -1 1
a, 4 2 -
-1 0 1
·-2 -3 5 0 0
z;- Cj

4 2 1 -I -6I · 0 0 0
0 32 3 2.
3
0 -1 1 1 0 0
0 as 9 7
I 0 -1 1
-1 a, 0 0 0 --132 2

1 0
Zj- Cj 0 0
13 -2I 0
2
-

From the computation of the first tableau of phase I we observe tbat

. h . W nstr11cl
3 2 is t e entermg vector and a4 is the departing vector. e co .
the second tableau according!y and see that iill. ( Zf~ 'i ) : .
non~~egative ~d · hence an optimal basic feasible solution to
auxiliary L.P.P. has been obtained. We see further that

Max. z• = O
and the artific. 1 l vel. }lePce.
th . ia vector ,a, appears in the basis at the zero e ,naY
· note optimal
be
basic fi 'bl ·
. easi .e solution to the auxiliary L. · ·
p p maY oret tbi'
a basic feas'bl · · ·
1 e solution to the ongmal pro e · bl rn 'fog
'
 . SIMPLEX ALGORITHM . 225 ,'

·we pass on to the

. feasible solution to the given problem,
se II problem is
...,al basic w objective function to the pha
oP11 .,. J. fhe ne 0. x6 - O. ~ .
p~s5e l z;; zx, + x2 + x3 + 0. x4 + 0. x5 +
t ·to the given
~aximize this objective function subjec
.a:. n, if any, will be·optimal
we 10 ~e optimal basic ~e~ible solutio The last l>asis of phase I
co11stra s1'ble solution of the ongmal problem.
t,s5iC fea he inifial basis in phaIse. II and
the last tableau is used as the
.
ak en as t u with a change. on Y m the ob'~ect1ve row containing the
is t 1ea h d. d' .
.~u·at tab um ns are c ~g e . acc or m~ ly. Th e md:x row is _
in c and col
J = 3, 4, 6, smce these.
poces d to show ( zj- . cj} fo~ ·all J excI ept
8
. . phase . Hence 1t . obv1o
. 1s .
aJculate ere strictly pos1t1 .. m
ve· us that
c
vecto~; ~ will not enter the basis. From _the first tableau of phaimal
se U
83
'. a, n that z - c1 < 0 and .
hence this ·does not give the ·opt
·t is see . ' next •tabJe ( zi- .ci)
1
• a enters the b~ is and a 5 leaves• , , it. In the• • •
solu tion. 1
baste feasible soJubon ts
. are all non-negative and hence an optimal
attained.
PH AS E II : TA BL EA UX l AN D 2

c·J 2 1 I ·o 0 0 0

a.c as a,
Cg B b 31
2
32 33
l I
0
"'0 0-
I 82
4 I 2 6
3 3
0 85 9 w 0 ~l 1 1 0 0
·J
.0 a, 0 0 0 _Q
2
--2I 0 -1

_ ·-4 ''
0 0 o.
Zj- Cj .
~ 3
_ _! 0
I 82
10
0 1 21
2
-21
9
0
I .o.
81
7
1 ' 7
0 a, 0 0 0
,o 1
t-- .
4 0
.........__ Zj- Cj 0 0 '
21·
~

The optimal basic feasible solution is 64

10 ·
. '- - 9
x, - 7 'X2 ::: 21 'X3 = 0-and _ Zmax = 21 . .
r · 226
J.,INEAR PROGRAM¥1NG

.
· S Ive the following problem by two.phas
. Ex, 3. 0 • e 111eth0
· Maximize z = -Sxi + 3x2 · d:
·su~ject to 2x, + X2 $ 1,
3x1 + 4x2 ~ 12
and X1 , X2 ~ 0.

To put the problem in t~e standard fonn, we n

vana . ble xJ in the _fir~t constramt, one surplus variable x4 10 one
h sl!l., ~
constraint and one artificial. . variable
• . . x5 in the second constrt .e . -~ ~~
xi , xz , x3 , x4 are-the legitimate vanables and x5 is the an·fi atQt 'h...
. • . . I Icial .•11ua
We now fonnulate the problem for phase I. · v~
~
Maximize z• = 0. + 0. x, + 0. x3 + o, X4- X , 5
subject to 2t1 + x2 + x3 + 0. x4 + o-Xs== l
3x1 + 4x2 + 0. x3 - x4 + Xs:: 12.
'
We construct the initial tableau as under.
PHASE I : TABLEAU I
...........
Cj . 0 0 -o 0 - .1
Cs B XB b 81 a2 83 ~
- 8s
-
0 33 X3 1 2 QJ 1 0 0
-I as Xs 12 3 4 0., 1 1
Zj- Cj .-3 4 0 1 0
I

A"
s is seen, this table do . . .
i J
the usual criteria w · hes not give the optimal solution. FollowiJ
· ' e see t at 3 2 enters the b~sis and a3 leaves it.
:· PHASE I: TABLEAU 2
Cj 0 0 0 O·
Cs B XfJ b 31 82 83 a.
0 32 Xi I 2 I 1 0
- I.
85
8 -5 0 -4 -1
ZJ- C·
J 5 4 . 1.
0
 - - - -· 4 - - - ·- --- -
- ----- - --- -

SIMPLEX ALGORITHM . 227

. last tableau Zj ~ ci ~ 0, for all j. Thus the optimal solution

the · . h M • . .
Jfl ttained. But we notice t at ax. z· = - 8 < 0. Moreover, the
~3si,e_en ~ariable x5 corresponding to the artificial _ vector a5 appears in :
~ificta~ at the positive level. Hence the· original· L.P.P. does not
asis .
tbe b y feasible so1ut1on. · · .
5sess
an .
p0 4 Use two phase method_to show that the following L.P.P. has
£%· • .
ed solution :
bound
un Maximize z == 2x,.+ 3xi + X3' x, 'Xi' X3 ·~ 0
subject to . -3x1 + 2xi + 3x3 = 8,
-3x 1·+ 4xi + 2x3 = 7.
We are to introduce here two ~rt~ficial variables x4 and x5 to th_e
constraint equations. The auxiliary objective function which is. to
two I. . b . ·
be maximized in phase IS· g1 ven y
_ Maximize z• = 0. x 1 + 0. Xi + 0. x3 - x4 - x5
subject to -3x, + 2xi + 3x3 + X4 = 8,
-3x 1 + 4x2 + 2x3 • + x 5 = ?,

xi ~ 0, j = l , 2 , 3 , 4 ·, 5 .

PHASE I

Cj 0 0 0 - 1 -1

CB B XB b a1 82 a3 a. as
-1 34 X4 8 -3 2 3 1 0
-1 as Xs 7 -3 [I] 2 0 1

Zj- Cj 6· - 6 -5 0 0
1
--1
~ 1
9 3
34 X4
2
0 2
2
0 . 7 3 1. I
0 I
32 Xi 4 2 4
1---_ 4
3
Zj- Cj
3 0 -2 0 2
i----:.___ 2
0 I - l4
83 X3
9 - l 0 1 2. ,
4 4

0 5 . 3
1 0 _! 3
....___ 32 X2
·s 8 4 8

Zj- Cj 0 0 0 0 0
>

LINEAR PRQGRAMMfNG

228 .
- to sta. n. W.tth
ctors a4 and a5 gi. ve the• initial basis
. The Ve (p re vi ou s p~ ge ), a 2 enters th · As. is Seen
. the phase . I fir st tab lea u . h e ba
111
tru ct th e p as e I se co nd tab lea . _srs llll(I
aves it. Then .w•e co ns . S h . u. As I \
1e lea ve s 0 t at In the final Phase . S see. n,~
ba sis
nters the . . . an d 34
.
1t.
. I
e . e ba sts . So we sta rt the h. · tabJb..
there is no art.if1c1 al ~e cto
.
r tn th
b . . . P ase II '"""
.
tio n to e m ax 1m 1z ed w ill be , fabJea
where the ob Je tt1 ve fu nc
n
z = 2x1 + 3x2 + X3. •
be th e sta rting basis ·
p h :d th~ ~
The las t ba sis of ph aS e I w ill
tableau of phase ~
iti al ~a b lea u of
r ~ WrtJi a
.w! II ac t as t~ e in
change in the ob3ect1 ve ro ~ w1 th th e .pn ce s 2, 3, .1 fo
1

1s ch an ge d ac co rd in gl y. 'Xi ;-ti ·
respectively. The 8 c
_ co lu m n .
.

.The ne~ in de x ro w sh ow in g ( z1 - c 1 ) in the initial tab

. As th er e ar e no ar tif ic ia l Ve cto rs lef~ •w~eau Of

phase II are computed delere
the correspon di ng co lu m ns .
PHASE II
2 3
--
.. c·J 1

b. 31 82 83
-
B Xa
Ca -
X3
9 -
- -43 0 1
l 33 4

-45 - -83 1 0
3 32 X2
'
- -31 0 0
z·1 -. c·J 8

at cl = - ~l < 0, so that al enters the basis. But, since

We see th Z1 -

e nega tive, the prob lem w ill have unboundei

both .Yu _and Y21 ar .
s~utioo.