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Chapter Two (Simplex Method)

The Simplex method is an iterative technique used to solve linear programming problems. It starts with an initial basic feasible solution and moves to adjacent extreme points until an optimal solution is reached. The method involves constructing a simplex tableau with slack variables, selecting entering and leaving variables, and updating the tableau at each step until an optimal solution is identified where all values in the C-Z row are nonpositive. The solution values can then be interpreted from the final tableau.
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0% found this document useful (0 votes)
148 views

Chapter Two (Simplex Method)

The Simplex method is an iterative technique used to solve linear programming problems. It starts with an initial basic feasible solution and moves to adjacent extreme points until an optimal solution is reached. The method involves constructing a simplex tableau with slack variables, selecting entering and leaving variables, and updating the tableau at each step until an optimal solution is identified where all values in the C-Z row are nonpositive. The solution values can then be interpreted from the final tableau.
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SIMPLEX METHOD

 Simplex method is an iterative or step by step technique that starts with


an initial basic solution (extreme point) and proceed to an adjacent
extreme point until an optimal solution is obtained.

 Basic solution is a solution to the system of m equations and n variables


that is obtained by setting at least the n-m variables equal to 0 and
solving the m equations for the values of the remaining variables.

 The n-m variables which are assigned zero values are called non-basic
variables, while the remaining m variables are termed basic variables
or simply basis.
Simplex method for maximization problem having all
constraints of the form ‘≤’
Step 1: Convert Inequalities to Equations
Convert each ‘≤’ constraint into equation by introducing slack variables. Then,
rewrite the objective function containing the slack variables.

Note The converted form written as equations is called Standard form.

Step 2: Construct initial simplex tableau


Find an initial basic feasible solution by assigning zero value to each decision
variable and then construct an initial tableau as follows

 List all variables across the top of the table and write the coefficient of
the objective function above each variable.

 Write the coefficients of the variables of the equations in the appropriate


rows and columns and the right hand side values of the constraints in the
last column called Quantity column
 Add two columns to the left side. List the slack variables in the first
column called basis column (basis).

 List the objective coefficients for the basic variables in the second
column and write C at the top of the column which stands for coefficient
of objective function.

 Include two more rows at the bottom and label as Z row and C-Z row
and compute the values for each row.

 Z value for each column is obtained by multiplying each of the


numbers in the column by the respective row coefficient in column
C and adding up the result.

 C-Z value for each column is obtained by subtracting value of Z


from the C value in the top row.
Step 3: Moving to another basic feasible solution

 Select the largest positive value in row C-Z . The variable in this
column is called the entering or incoming variable. The column
containing this variable is called Pivot column
Remark: If there are two largest positive values choose either one. If
there is a tie between decision and slack variables then select the decision
variable as entering variable.

 Divide each entry in the quantity column by corresponding positive entry


in the pivot column. Choose the smallest ratio. The row containing this
ratio is called the Pivot row and the variable in the pivot row is called
the leaving or outgoing variable . The entry at the intersection of the
pivot column and pivot row is called the Pivot element
 Construct a new simplex tableau replacing the leaving variable by
entering variable.

 Write the entering variable’s objective function coefficient next to it


in column C
 The top two rows of the tableau ( the objective function coefficient
and the list of variables) will stay the same
 Use elementary operations to transform the pivot entry in to a 1 and to
transform all other entries in the pivot column to 0 and transform the
values for each of the constraint equations using s follows.
 Multiply the pivot row by the reciprocal of the pivot element to
transform the pivot element into a 1.
  Add multiples of the new pivot row to other rows in the tableau to
transform all other nonzero elements in the pivot column into 0’s.

 Compute the values for row Z and row C-Z


Step 4: Determine whether or not the solution is an optimal solution.
A solution is said to be optimal if the numbers in the C-Z called
the indicator row are all negative or 0.

Check the indicator or bottom row (C-Z row) for positive entries. If there
are no positive entries in this row then the solution is optimal, if not go
back to Step 3 until all indicators in the bottom row are nonnegative.
Interpreting the solution from tableau

 The values of variables in the basis column are the corresponding


numbers in the quantity column. A variable not included in the
basis is equal to 0.

 The last value in the Z row (in quantity column) Indicates the
value of the objective function.

 Note that a basis variable column is a unit vector( i.e. one number
1 and the rest 0). The number 1 appears in the row the variable
appears. Further more , a 0 appears in row C-Z in every basis
variable column.

 The amount of a scarce resource that is unused by a given solution


is called Slack. The values corresponding to the slack variables
indicate the unused ( remaining) resource /constraint.
Example 1: Consider the example of furniture company producing tables and
chairs ( example 4) with the following LPM

Maximize profit P = 70X1 + 50X2


Subject to 4X1 + 3X2 ≤ 240 …. carpentry time available
2X1 + X2 ≤ 100 …. Painting time
X1 ≥ 0 , X2 ≥ 0

Example 2: Find the optimal solution and maximum value z of the following
LPM

Z= 2x1 - x2 + x3
Subject to 2x1 + x2 ≤ 10
x1 + 2 x2 - 2 x3 ≤ 20
x2 + 2 x3 ≤ 5
x1 ≥ 0, x2 ≥ 0, x3 ≥ 0
Exercise 2 : A manufacturer produces three types of plastic fixtures. The
time required for molding, trimming, and packaging is given below.
(Times are given in hours per dozen fixtures). How many dozen of each
type of fixture should be produced to obtain a maximum profit

Process Type A Type B Type C Time


available
Molding 1 2 3/2 12,000

Trimming 2/3 2/3 1 4,600


Packaging 1/2 1/3 1/2 2,400

Profit Birr 110 Birr 160 Birr 150

Answer: Type A: 600 dozen, Type B: 5,100 dozen, Type C: 800 dozen
Maximum profit Birr1,002,000
Exercise: The advertising alternatives for a company include television,
radio, and newspaper advertisements. The local newspaper limits the number
of weekly advertisements from a single company to ten. Moreover, in order to
balance the advertising among the three types of media, no more than half of
the total number of advertisements should occur on the radio, and at least
10% of the total number of advertisements should occur on television. The
weekly advertising budget is $18,200. Given The costs and estimates for
audience coverage below , how many advertisements should be run in each
of the three types of media to maximize the total audience?

Television News paper Radio

Cost per advertisement $2000 $600 $300

Audience per advertisement 100,000 40,000 18,000

Answer TV= 4 News paper= 10 Radio= 14 Maximum audience = 1,052,000

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