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Guideline To Simplex Method

The document outlines the 9 steps of the simplex method to solve linear programming problems: 1) Check if the problem is in standard form 2) Create slack variables to convert inequalities to equations 3) Rewrite the objective function as an equation with negative terms 4) Place the system of equations into a matrix tableau 5) Select the pivot column based on most negative indicator 6) Select the pivot row to obtain 1 in the pivot column 7) Divide to obtain zeros in the pivot column and identify entering/exiting variables 8) Check for non-negative indicators and repeat as needed 9) Read the results to determine the optimal solution

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Patric Chw
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34 views

Guideline To Simplex Method

The document outlines the 9 steps of the simplex method to solve linear programming problems: 1) Check if the problem is in standard form 2) Create slack variables to convert inequalities to equations 3) Rewrite the objective function as an equation with negative terms 4) Place the system of equations into a matrix tableau 5) Select the pivot column based on most negative indicator 6) Select the pivot row to obtain 1 in the pivot column 7) Divide to obtain zeros in the pivot column and identify entering/exiting variables 8) Check for non-negative indicators and repeat as needed 9) Read the results to determine the optimal solution

Uploaded by

Patric Chw
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Guideline to Simplex Method

Step1. Check if the linear programming problem is a standard maximization problem


in standard form, i.e., if all the following conditions are satisfied:
Its to maximize an objective function;
All variables should be non-negative (i.e. 0).

Constraints should all be a non-negative.

Step 2. Create slack variables to convert the inequalities to equations.


Step 3. Write the objective function as an equation in the form "left hand side"= 0 where
terms involving variables are negative. Example: Z = 3x + 4y becomes 3x 4y + Z =
0.
Step 4. Place the system of equations with slack variables, into a matrix. Place the revised
objective equation in the bottom row.
Step 5. Select pivot column by finding the most negative indicator. (Indicators are those
elements in bottom row except last two elements in that row)
Step 6. Select pivot row. (Divide the last column by pivot column for each corresponding
entry except bottom entry and negative entries. Choose the smallest positive result. The
corresponding row is the pivot row. In case there is no positive entry in pivot column
above dashed line, there is no optimal solutions)
Step 7. Find pivot: Circle the pivot entry at the intersection of the pivot column and the
pivot row, and identify entering variable and exit variable at mean time. Divide pivot by
itself in that row to obtain 1. (NEVER SWAP TWO ROWS in Simplex Method!) Also
obtain zeros for all rest entries in pivot column by row operations.
Step 8. Do we get all nonnegative indicators? If yes, we may stop. Otherwise repeat step
5 to step 7.
Step 9. Read the results: Correspond the last column entries to the variables in front of
the first column. The variables not showing are automatically equal to 0.

2 x1 x 2 8
Example. Maximize P 3x1 x2 Subject to: 2 x1 3 x 2 12

x1 , x 2 0
Solution
Step 1. This is of course a standard maximization problem in standard form.
Step 2. Rewrite the two problem constraints as equations by using slack variables:
2 x1 x 2 s1
8

2 x1 3x 2

s 2 12

Step 3. Rewrite the objective function in the form 3x1 x2 P 0 . Put it together with the

2 x1 x 2 s1
problem constraints: 2 x1 3x 2

3x1 x 2

8
s2

12 , we get a linear system with 5 variables and 3


P 12

equations, which is called initial system.


Step 4. Write the initial system in matrix form (initial simplex tableau). See below.
Step 5 to step 9:

Check: compare to the method we did in 5-3, we got same answer!

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