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Simplex Method

1. The document describes solving two linear programming problems using the Simplex Method. For the first problem, the optimal solution is x1=8, x2=2, with maximum Z=64. For the second problem, the optimal solution is x1=8, x2=2 as well, with maximum Z=192. Both problems are solved through multiple iterations of the Simplex Method to find values where the optimality condition is satisfied.

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Dileep Kumar
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0% found this document useful (0 votes)
57 views

Simplex Method

1. The document describes solving two linear programming problems using the Simplex Method. For the first problem, the optimal solution is x1=8, x2=2, with maximum Z=64. For the second problem, the optimal solution is x1=8, x2=2 as well, with maximum Z=192. Both problems are solved through multiple iterations of the Simplex Method to find values where the optimality condition is satisfied.

Uploaded by

Dileep Kumar
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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1.

Use the Simplex Method to solve the following LP Problem


Maximize Z = 6x1 + 8x2
Subject to constraints
5x1 + 10x2 ≤ 60
4x1 + 4x2 ≤ 40
And
x1 & x2 ≥ 0

Solution:

The Standard form of the above LP problem can be written as


Maximize Z = 6x1 + 8x2 + 0s1 + 0s2
Subject to
5x1 + 10x2 + s1 = 60
4x1 + 4x2 + s2 = 40
And
x1, x2, s1 & s2 ≥ 0
Where s1 & s2 are slack variables which are introduced to balance the constraints

Initial Simplex table Key Element

CBi Cj 6 8 0 0 Solution Ratio


Min
Basic x1 x2 s1 s2
Value
Variable
0 s1 5 10 1 0 60 60/10=6
0 s2 4 4 0 1 40 40/4=10
Key Row
zj 0 0 0 0
cj - z j 6 8 0 0

Key Column Max Value

2
Z j=∑ ( CB i ) ( aij )
i=1
Finding Zj
= 0*5 + 0*4 = 0
= 0*10 + 0*4 = 0
= 0*1 + 0*0 = 0
= 0*0 + 0*1 = 0

Finding Cj-Zj
= 6-0 = 6
=8–0=0
=0–0=0
=0–0=0
Optimality condition:
For Max: all cj-zj ≤ 0

Since we have Cj – Zj positive value, we have to do the iteration.


Key Element
Iteration: 1

CBi cj 6 8 0 0 Solution Ratio


Basic x1 x2 s1 s2
Variable
8 x2 1/2 1 1/10 0 6 6/(1/2) = Min
Value
12
0 s2 2 0 -2/5 1 16 16/2 = 8
Zj 4 8 4/5 0 Key Row
Cj - Zj 2 0 -4/5 0

Key Column Max Value

New Key Row: In order to find the new value, divide all the values by key element
= 5/10 = 1/2
= 10/10 = 1
=1/10 = 1/10
=0/10 = 0
=60/10 = 6

New Value = old value – (corr. Key column value * corr. Key row value) / key element

= 4 – (4*5)/ 10 = 4- (20/10) = 4 - 2 = 2
= 4 – (4*10)/10 = 4 - (40/10) = 4 - 4 = 0
= 0 – (4*1)/10 = 0 – (4/10) = 0 – (2/5) = -2/5
=1 – (4*0)/10 = 1- (0/10) = 1 – 0 = 1
= 40 – (4*60)/10 = 40 – (240/10) = 40 – 24 = 16

Finding Zj

Zj = 8*(1/2) + 0*2 = 4
= 8*1 + 0*0 = 8
=8*(1/10) + 0*(-2/5) = 8/10 = 4/5
= 8*0 + 0*1 = 0
Finding Cj – Zj
6-4 = 2
8–8=0
0 – (4/5) = (-4/5)
0–0=0

Now check for Optimality condition:


For Max: all cj-zj ≤ 0

Since we have Cj – Zj positive value, we have to do the iteration

Iteration: 2

CBi Cj 6 8 0 0 Solution Ratio


Basic x1 x2 s1 s2
Variable
8 x2 0 1 1/5 -1/4 2
6 x1 1 0 -1/5 1/2 8
Zj 6 8 2/5 1
Cj - Zj 0 0 -2/5 -1

New Key Row: In order to find the new value, divide all the values by key element
= 2/2 = 1
=0/2 = 0
= (-2/5)/2 = (-2/5)*(1/2) = -1/5
= 1/2 = 1/2
=16/2 = 8

New Value = old value – (corr. Key column value * corr. Key row value) / key element

= 1/2 – ((1/2*2)/2) = 1/2 – 1/2 = 0


= 1 – ((1/2*0)/2) = 1
= 1/10 – ((1/2*-2/5)/2 = 1/10 – ((-1/5)/2)) = 1/10 – (-1/10) = 2/10 = 1/5
= 0 – ((1/2*1)/2)) = 0 – (1/2 *1/2) = -1/4

Finding Zj

= 8*0+6*1 = 6
=8*1+6*0 = 8
=8*(1/5) + 6* (-1/5) = 8/5 – 6/5 = 2/5
= 8*(-1/4) + 6* (1/2) = -8/4 + 6/2 = -2 + 3 = 1

Finding Cj – Zj
= 6-6 = 0
= 8-8 = 0
= 0 – (2/5) = -2/5
= 0 – 1 = -1

Now check for Optimality condition:


For Max: all cj-zj ≤ 0
For Min: all cj-zj ≥ 0

All the Cj – Zj values are ≤ 0, so no need for further iterations.

So the corresponding x1 & x2 values are the solutions

x1 = 8
x2 = 2

Max Z = 6x1 + 8x2 = 6*8 + 8*2 = 48 + 16 = 64


Max Z = 64

2. Use the Simplex Method to solve the following LP Problem


Maximize Z = 12x1 + 16x2
Subject to constraints
10x1 + 20x2 ≤ 120
8x1 + 8x2 ≤ 80
And
x1 & x2 ≥ 0

Solution:

The Standard form of the above LP problem can be written as


Maximize Z = 12x1 + 16x2 + 0s1 + 0s2
Subject to
10x1 + 20x2 + s1 = 120
8x1 + 8x2 + s2 = 80
And
x1, x2, s1 & s2 ≥ 0
Where s1 & s2 are slack variables which are introduced to balance the constraints

Initial Simplex table


CBi Cj 12 16 0 0 Key Element
Solution Ratio
Basic x1 x2 s1 s2 Min
Variable Value
0 s1 10 20 1 0 120 120/20 =
6
Key Row
0 s2 8 8 0 1 80 80/8 = 10
zj 0 0 0 0
cj - z j 12 16 0 0

Max Value Key Column

2
Z j=∑ ( CB i ) ( aij )
i=1
Finding Zj
= 0*10 + 0*8 = 0
= 0*20 + 0*8 = 0
= 0*1 + 0*0 = 0
= 0*0 + 0*1 = 0

Finding Cj – Zj
= 12 – 0 = 0
= 16 – 0 = 0
=0–0=0
=0–0=0

Now check for Optimality condition:


For Max: all cj-zj ≤ 0
For Min: all cj-zj ≥ 0
Key Element

All the Cj – Zj values are ≥ 0, so we need to do further iterations.


Iteration 1:

CBi Cj 12 16 0 0 Solution Ratio


Basic x1 x2 s1 s2
Variable Min
16 x2 1/2 1 1/20 0 6 6/(1/2)=12 Value
0 s2 4 0 -2/5 1 32 32/4 = 8
zj 8 16 4/5 0 Key Row
cj - z j 4 0 -4/5 0

Max Value Key Column


To find the new key row, divide all the values with key element

= 10/20 = 1/2
= 20/20 = 1
=1/20 = 1/20
= 0/20 = 0
=120/20 = 6

New Value = old value – (corr. Key column value * corr. Key row value) / key element

= 8 – ((8*10)/20) = 4
= 8 – (8*20)/20 = 8 – 8 = 0
= 0 – (8*1)/20 = 0 – 2/5 = -2/5
= 1 – (8*0)/20 = 1 – 0 = 1
= 80 – (8*120)/20 = 80 – 48 = 32

Finding Zj

= 16*(1/2) + 0*4= 8
= 16*1 + 0*0 = 16
= 16*(1/20) + 0*(-2/5) = 16/20 = 4/5
= 16*0 + 0*1 = 0

Finding Cj – Zj
= 12-8 = 4
= 16-16 = 0
= 0-4/5 = -4/5
= 0 -0 =0

Now check for Optimality condition:


For Max: all cj-zj ≤ 0

We have one Cj – Zj value (4) ≥ 0, so we need to do further iterations.

Iteration 2:

CBi Cj 12 16 0 0 Solution Ratio


Basic x1 x2 s1 s2
Variable Min
16 x2 0 1 1/10 -1/8 2 Value
12 x1 1 0 -1/10 1/4 8
zj 12 16 2/5 1
cj - z j 0 0 -2/5 -1
To find the new key row, divide all the values with key element
= 4/4 = 1
= 0/4 = 0
= (-2/5) / 4 = (-2/5)* (¼) = -1/10
= 1/4
= 32/4 = 8

New Value = old value – (corr. Key column value * corr. Key row value) / key element
= 1/2 - (1/2*4) / 4 = 1/2 – (2/4) = ½ - ½ = 0
= 1 – (1/2*0)/4 = 1 – 0 = 1
=1/20 – (1/2 * -2/5) / 4 = 1/20 – (-1/5) / 4 = 1/20 – (-1/5 * ¼) = 1/20 + 1/20 = 2/20 = 1/10
= 0 – (1/2 * 1) / 4 = 0 – (½ * ¼) = 0 – 1/8 = -1/8
= 6 – (1/2 * 32) / 4 = 6 – (16/4) = 6 – 4 = 2

Finding Zj

= 16*0 + 12*1 = 12
= 16*1 + 12*0 = 16
= 16*1/10 + 12* (-1/10) = 1/10 * (16-12) = 1/10 * 4 = 4/10 = 2/5
= 16*(-1/8) + 12 * (1/4) = -2 + 3 = 1

Finding Cj – Zj

= 12-12 = 0
= 16 – 16 = 0
= 0 – 2/5 = -2/5
= 0 – 1 = -1

Now check for Optimality condition:


For Max: all cj-zj ≤ 0

All the Cj – Zj values are ≤ 0, so no need for further iterations.

So the corresponding x1 & x2 values are the solutions


X1 = 8
X2 = 2
Maximize Z = 12x1 + 16x2 = 12*8 + 16*2 = 96 + 32 = 128
Max Z = 128

3. Use the Simplex Method to solve the following LP Problem


Maximize Z = 2x1 + 5x2
Subject to constraints
1x1 + 4x2 ≤ 24
3x1 + x2 ≤ 21
X1 + x2 ≤ 9
And
x1 & x2 ≥ 0

Solution:

The Standard form of the above LP problem can be written as


Maximize Z = 2x1 + 5x2 + 0s1 + 0s2 + 0s3
Subject to constraints
1x1 + 4x2 + s1 = 24
3x1 + x2 +s2 = 21
X1 + x2 +s3 = 9
And
x1 , x2, s1, s2, s3 ≥ 0

Initial Simplex Method

CB Cj 2 5 0 0 0 Solution Ratio
Basic X1 X2 S1 S2 S3 Min
Variable Value
0 S1 1 4 1 0 0 24 24/4 =
6 Key Row
0 S2 3 1 0 1 0 21 21/1 =
21
0 S3 1 1 0 0 1 9 9/1 = 9
Zj 0 0 0 0 0
Cj – Zj 2 5 0 0 0

Max Value Key Column

Finding Zj

0*1 + 0*3 + 0*1 = 0


0*4 + 0*1 + 0*1 = 0
0*1 + 0*0 + 0*0 = 0
0*0 + 0*1 + 0*0 = 0
0*0 + 0*0 + 0*1 = 0

Finding Cj – Zj

2–0=2
5–0=5
0–0=0
0–0=0
0–0=0
Now check for Optimality condition:
For Max: all cj-zj ≤ 0

Since we have Cj – Zj positive value, we have to do the iteration

Iteration 1

CB Cj 2 5 0 0 0 Solution Ratio
Basic X1 X2 S1 S2 S3
Variable
5 X2 1/4 1 1/4 0 0 6 =6/(1/4)=24 Min
Value
0 S2 11/4 0 -1/4 1 0 15 =15/(11/4)=60/11=5.45
0 S3 3/4 0 -1/4 0 1 3 =3/(3/4) = 4
Zj 5/4 5 5/4 0 0 Key Row
Cj – Zj 3/4 0 -5/4 0 0

Max Value Key Column


To find the new key row, divide all the values with key element

1/4 = 1/4
4/4 = 1
1/4 = 1/4
0/4 = 0
0/4 = 0

New Value = old value – (corr. Key column value * corr. Key row value) / key element

S2 = 3 – (1*1)/4 = 3 – ¼ = 11/4
= 1 – (1*4)/4 = 1 – 1 = 0
= 0 – (1*1)/4 = -1/4
= 1 – (1*0)/4 = 1
= 0 – (1*0)/4 = 0
= 21 – (1*24)/4 = 21 – 6 = 15

S3 = 1 – (1*1)/4 = 1 – ¼ = ¾
= 1 – (1*4)/4 = 1 – 4/4 = 1 – 1 = 0
= 0 – (1*1)/4 = 0 – ¼ = -1/4
= 0 – (1*0)/4 = 0 – 0 = 0
= 1 – (1*0)/4 = 1
= 9 – (1*24)/4 = 9 – 6 = 3

Finding Zj
= 5* (1/4) = 5/4
= 5*1 = 5
= 5* 1/4 = 5/4
= 5*0 = 0
= 5*0 = 0

Finding Cj – Zj

= 2 – (5/4) = 3/5
=5–5=0
= 0 – (5/4) = -5/4
=0–0=0
=0–0=0
Now check for Optimality condition:
For Max: all cj-zj ≤ 0

Since we have Cj – Zj positive value, we have to do the iteration

Iteration 2
CB Cj 2 5 0 0 0 Solution Ratio
Basic X1 X2 S1 S2 S3
Variable
5 X2 0 1 1/3 0 -1/3 5
0 S2 0 0 2/3 1 -11/3 4
2 X1 1 0 -1/3 0 4/3 4
Zj 2 5 1 0 1
Cj – Zj 0 0 -1 0 -1

To find the new key row, divide all the values with key element

=(3/4) / (3/4) = 1
= 0/ (3/4) = 0
= (-1/4) / (3/4) = -1/4 * 4/3 = -1/3
= 0 / (3/4) = 0
= 1/(3/4) = 4/3
= 3/(3/4) = 4

New Value = old value – (corr. Key column value * corr. Key row value) / key element

X2 = ¼ - (1/4 * ¾) / ¾ = ¼ - (3/16 * 4/3) = ¼ - ¼ = 0


= 1 – (1/4*0)/3/4 = 1 – 0 = 1
= ¼ - (1/4 * (-1/4))/3/4 = -1/4 – (-1/16 * 4/3) = ¼ + 1/12 = 4/12 = 1/3
= 0 – (1/4*0) / ¾ = 0 – 0 = 0
=0 – ((1/4)*1) / ¾ = 0 – (¼ * 4/3) = -1/3
= 6 – (1/4*3)/3/4 = 6 – (3/4* 4/3) = 6 – 1 = 5

S2 = 11/4 – (11/4 * ¾) / ¾ = 11/4 – (33/16 * 4/3) = 11/4 – 11/4 = 0


0 – (11/4*0)/ ¾ = 0 – 0 = 0
-1/4 – (11/4 * -1/4) / ¾ = -1/4 – (-11/16 * 4*3) = -1/4 + 11/12 = 8/12 = 2/3
1 – (11/4 *0)/ ¾ = 1 – 0 = 1
0 – (11/4*1)/3/4 = 0 – (11/4 * 4/3) = 0 – 11/3 = -11/3
15 – (11/4 *3)/3/4 = 15 – (33/4 * 4/3) = 15 – 11 = 4

Finding Zj

5*0 + 0*0 + 2*1 = 2


5*1 + 0*0 + 0*2 = 5
5*(1/3) + 0* (2/3) + 2* (-1/3) = 5/3 – 2/3 = 3/3 = 1
5*0 + 0*1 + 2*0 = 0
5*(-1/3) + 0*(-11/3) + 2* (4/5) = -5/3 + 8/3 = 3/3 = 1

Finding Cj – Zj

2–2=0
5–5=0
0 – 1 = -1
0–0= 0
0 – 1 = -1

Now check for Optimality condition:


For Max: all cj-zj ≤ 0

All the Cj – Zj values are ≤ 0, so no need for further iterations.

So the corresponding x1 & x2 values are the solutions

X1 = 4
X2 = 5
Maximize Z = 2x1 + 5x2

Z = 2*4 + 5*5
Z = 8 + 25
Z = 33

4. Use the Simplex Method to solve the following LP Problem


Maximize Z = 4x1 + 3x2
Subject to constraints
2x1 + x2 ≤ 1,000
x1 + x2 ≤ 800
x1 ≤ 400
x2 ≤ 700
And
x1 & x2 ≥ 0

Solution
The Standard form of the above LP problem can be written as
Maximize Z = Z = 4x1 + 3x2+ 0s1 + 0s2+ 0s3+ 0s4
Subject to
2x1 + x2 + s1 = 1,000
x1 + x2 + s2 = 800
x1 + s3 = 400
x2 + s4 = 700

And
x1, x2, s1, s2, s3 & s4 ≥ 0
Where s1 & s2 are slack variables which are introduced to balance the constraints

Initial Simplex Method

CB Cj 4 3 0 0 0 Solutio Ratio
Basic X1 X2 S1 S2 S3 S4 n
Variable
0 S1 2 1 1 0 0 0 1,000 500
0 S2 1 1 0 1 0 0 800 800
0 S3 1 0 0 0 1 0 400 400
0 S4 0 1 0 0 0 1 700 Not
defined
Zj 0 0 0 0 0 0
Cj – Zj 4 3 0 0 0 0

Max Value Key Column

Now check for Optimality condition:


For Max: all cj-zj ≤ 0

Since we have Cj – Zj positive value, we have to do the iteration

Iteration1

CB Cj 4 3 0 0 0 0 Solutio Ratio
Min
Basic X1 X2 S1 S2 S3 S4 n
Value
Variable
0 S1 0 1 1 0 -2 0 200 200
0 S2 0 1 0 1 -1 0 400 400 Key Row
4 X1 1 0 0 0 1 0 400 ND
0 S4 0 1 0 0 0 1 700 700
Zj 4 0 0 0 4 0
Cj – Zj 0 3 0 0 -4 0

Max Value Key Column

To find the new key row, divide all the values with key element
1/1 = 1
0/1 = 0
0/1 = 0
0/1 = 0
1/1 = 1
0/1 = 0
400/1 = 400

New Value = old value – (corr. Key column value * corr. Key row value) / key element

S1= 2-(2*1)/1 = 2-2 = 0


= 1-(2*0)/1 = 1-0 = 1
= 1-(2*0)/1 = 1-0 = 1
=0-(2*0)/1 = 0-0 = 0
= 0-(2*1)/1 = 0-2 = -2
=0-(2*0)/1 = 0-0 = 0
=1,000 – (2*400)/1 = 1,000 – 800 = 200

S2 = 1-(1*1)/1 = 1-1 = 0
= 1-(1*0)/1 = 1-0 = 1
= 0-(1*0)/1 = 0-0 = 0
= 1-(1*0)/1 = 1-0 = 1
= 0-(1*1)/1 = 0-1 = -1
= 0-(1*0)/1 = 0-0 = 0
= 800-(1*400)/1 = 800-400 = 400

S4 = 0-(0*1)/1 = 0-0 = 0
= 1-(0*0)/1 = 1-0 = 1
= 0-(0*0)/1 = 0-0 = 0
= 0-(0*0)/1 = 0-0 = 0
=0-(0*1)/0 = 0-0 = 0
= 1-(0*0)/1 = 1-0 = 1
= 700-(0*400)/1 = 700 – 0 = 700

Now check for Optimality condition:


For Max: all cj-zj ≤ 0

Since we have Cj – Zj positive value, we have to do the iteration


Iteration 2

CB Cj 4 3 0 0 0 0 Solutio Ratio
Basic X1 X2 S1 S2 S3 S4 n Min of the
Variable +ve value
3 X2 0 1 1 0 -2 0 200 -100
0 S2 0 0 -1 1 1 0 200 200
4 X1 1 0 0 0 1 0 400 400 Key Row
0 S4 0 0 -1 0 2 1 500 250
Zj 4 3 3 0 -2 0
Cj – Zj 0 0 -3 0 2 0

Max Value Key Column

To find the new key row, divide all the values with key element

=0/1 = 0
=1/1 = 1
=1/1 = 1
=0/1 = 0
=-2/1 = -2
=0/1 = 0
=200/1 = 200

New Value = old value – (corr. Key column value * corr. Key row value) / key element

S2 = 0-(1*0)/1 = 0-0 = 0
= 1-(1*1)/1 = 1-1 = 0
=0-(1*1)/1 =0-1 = -1
= 1-(1*0)/1 = 1-0 = 1
= -1 – (1*-2)/1 = -1 – (-2) = -1+2 = 1
= 0-(1*0)/1 = 0-0=0
= 400 – (1*200)/1 = 400-200 = 200

X1 = 1-(0*0)/1 = 1-0 = 1
= 0-(0*1)/1 = 0-0 = 0
= 0-(0*1)/1 = 0-0 = 0
= 0-(0*0)/1 = 0-0 = 0
= 1-(0*-2)/1 = 1-0 = 1
= 0-(0*0)/1 = 0-0 = 0
= 400 – (0*200)/1 = 400 – 0 = 400
S4 = 0-(1*0)/1 = 0-0 = 0
= 1-(1*1)/1 = 1 – 1 = 0
=0-(1*1)/1 =0-1 = -1
= 0-(1*0)/1 = 0-0 = 0
= 0-(1*-2)/1 = 0+2 = 2
= 1-(1*0)/1 = 1-0 = 1
= 700- (1*200)/1 = 700 – 200 = 500

Now check for Optimality condition:


For Max: all cj-zj ≤ 0

Since we have Cj – Zj positive value, we have to do the iteration

Iteration 3

CB Cj 4 3 0 0 0 0 Solutio Ratio
Basic X1 X2 S1 S2 S3 S4 n
Variable
3 X2 0 1 -1 2 0 0 600
0 S3 0 0 -1 1 1 0 200
4 X1 1 0 1 -1 0 0 200
0 S4 0 0 1 -2 0 1 100
Zj 4 3 1 2 0 0
Cj – Zj 0 0 -1 -2 0 0

To find the new key row, divide all the values with key element

S3=0/1 = 0
=0/1 = 0
= - 1/1 = -1
=1/1 = 1
=1/1 = 1
=0/1 = 0
=200/1 = 200

New Value = old value – (corr. Key column value * corr. Key row value) / key element

X2 = 0-(-2*0)/1 = 0-0 = 0
= 1-(-2*0)/1 = 1-0 = 1
= 1-(-2*-1)/1 = 1-2 = -1
= 0-(-2*1)/1 = 0+2 = 2
=-2- (-2*1)/1 = -2+2 = 0
= 0-(-2*0)/1 = 0-0 = 0
= 200-(-2*200)/1 = 200+400 = 600
X1 = 1-(1*0)/1 = 1-0 = 1
= = 0-(1*0)/1 = 0-0 = 0
= 0-(1*-1)/1 = 0+1 = 1
= 0-(1*1)/1 = 0-1 = -1
= 1-(1*1)/1 = 1-1 = 0
= 0-(1*0)/1 = 0-0 = 0
= 400 – (1*200)/1 = 400 – 200 = 200

S4 = 0-(2*0)/1 = 0-0 = 0
= 0-(2*0)/1 = 0-0 = 0
= -1-(2*-1)/1 = -1+2 = 1
= 0-(2*1)/1 = 0-2 = -2
= 2-(2*1)/1 = 2-2 = 0
= 1-(2*0)/1 = 1-0 = 1
= 500 – (2*200)/1 = 500-400 = 100

Now check for Optimality condition:


For Max: all cj-zj ≤ 0

All the Cj – Zj values are ≤ 0, so no need for further iterations.

So the corresponding x1 & x2 values are the solutions

X1 = 200
X2 = 600
Maximize Z = 4x1 + 3x2

Z = 4*200 + 3*600
Z = 800 + 1800
Z = 2600

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