MATH 304 –MODULE 3

Mr. Kenneth Tercero

LP Model in Equation Form
The development of the simplex method computations is facilitatedby
imposing two requirements on the constraints of the problem:

1. All the constraints (with exception of the nonnegativity of the variables) are
equation with nonnegative right-hand side.
2. All the variables are nonnegative.
Converting Inequalities into Equations
with Non-negative Right-Hand Side
In ≤ constraints, the right hand side canbe thought of asrepresenting the limit
on the availability of aresource,in which casethe left hand side would represent
the usage of this limited resources by the activities (variable of the model).
The difference between the right hand side and the left hand side of the <=
constraint thus yields the un-used or slack amount
Toconvert <= inequality to an equation, anonnegative slackvariable isadded
to the left-hand side of the constraint
Converting Inequalities into Equations
with Non-negative Right-Hand Side
Next, a≥ constraint set the lower limit on the activities of the LPmodel, so that the
amount by which the left-handed side exceedsthe minimum limit represents a
surplus. The conversion from ( ≥ ) to ( = ) is achieved by subtracting anonnegative
surplus variable from the left side of inequality.
Converting Inequalities into Equations
with Non-negative Right-Hand Side
The only remaining requirement is for the right hand side of the resulting equation
to be nonnegative. The conditions canalwaysbe satisfied by multiplying both sides
of the resulting equation by -1, where necessary.
SIMPLEX METHOD
Isan iterative technique that begins with afeasible solution that is not
optimal, but serves asastartingpoint.

alinear-programming algorithm that cansolve problems having more

than two decision variables.

Developed by George Dantzig in 1946

SIMPLEX METHOD
The simplex technique involves generating aseries of solutions in tabular form,
called tableaus

Eachtableau corresponds to acorner point of the feasible solution space.

The first tableau corresponds to the origin. Subsequent tableaus are developed by
shifting to an adjacent corner point in the direction that yields the highest
(smallest) rate of profit (cost).
Simplex Algorithm
The keysolution concepts

Solution Concept 1: the simplex method focuses on CPFsolutions.

Solution concept 2: the simplex method is an iterative algorithm (a systematic
solution procedure that keepsrepeating afixed series of steps, called, an iteration,
until adesired result has been obtained)
General Structure of Simplex Method
 Setting Up the Simplex Method
The standard form to solve the simplex method

Where the objective is maximized, the constraints are equalities and the variables
are allnonnegative.

Take note: These slack variables represent the part that is not used or not available from each resource in
each constraint. Also, these variables represent the difference between the actual needs and the availability.
TERMINOLOGIES
Iteration
Simplex Tablaeu
Right hand side (RHS)
Basic Variables (BV)
Pivot Column
Intersectional elements
Test Ratio
Pivot
Pivoting
Solving Linear Programming Problem Using simplex
Method
Represent the unknown in the problem
Tabulate the data about the facts
Formulate the objective function and constraints by
restating the information in the mathematical form
Step 1: Convert to a system of linear equations
 Step 2: Set up the initial tableau

TABLEAU 1
Discussion 5.1
Step 3: Check Optimality

TABLEAU 1

BV X Y s1 s2 s3 z Solution
s1 3 2 1 0 0 0 18
s2 2 4 0 1 0 0 20
s3 1 0 0 0 1 0 5
z -1200 -1600 0 0 0 1 0
Step 4: Select the Pivot Column

TABLEAU 1

BV X Y s1 s2 s3 z Solution
s1 3 2 1 0 0 0 18
s2 2 4 0 1 0 0 20
s3 1 0 0 0 1 0 5
z -1200 -1600 0 0 0 1 0
 STEP 5: Identify the pivot row using the Test Ratio
Test

BV X Y s1 s2 s3 z Solution Ratio
Test
s1 3 2 1 0 0 0 18
s2 2 4 0 1 0 0 20
s3 1 0 0 0 1 0 5
z -1200 -1600 0 0 0 1 0
RECALL: Elementary Row Operations

Interchange two rows.

Multiply a row by a nonzero constant.

Add a multiple of a row to another row.

 Step 6:Privoting

Take note: The pivot entry transforms to 1 and all other entries in the pivot
column transforms to 0’s

BV X Y s1 s2 s3 z Solution Ratio
Test
s1 3 2 1 0 0 0 18 18/2=9
y 20/4=5
s3 1 0 0 0 1 0 5
z -1200 -1600 0 0 0 1 0
 Step 6:Privoting

Take note: The pivot entry transforms to 1 and all other entries in the pivot
column transforms to 0’s

BV X Y s1 s2 s3 z Solution Ratio
Test
s1 18/2=9
y 1/2 1 0 1/4 0 0 5 20/4=5
s3 1 0 0 0 1 0 5
z -1200 -1600 0 0 0 1 0
 Step 6:Privoting

Take note: The pivot entry transforms to 1 and all other entries in the pivot
column transforms to 0’s

BV X Y s1 s2 s3 z Solution Ratio
Test
s1 2 0 1 -1/2 0 0 8 18/2=9
y 1/2 1 0 1/4 0 0 5 20/4=5
s3 1 0 0 0 1 0 5
z
Return to step 3: Check optimality

BV X Y s1 s2 s3 z Solution
s1 2 0 1 -1/2 0 0 8
y 1/2 1 0 1/4 0 0 5
s3 1 0 0 0 1 0 5
z -400 0 0 400 0 1 8000
Step 4: Select the Pivot Column

BV X Y s1 s2 s3 z Solution
s1 2 0 1 -1/2 0 0 8
y 1/2 1 0 1/4 0 0 5
s3 1 0 0 0 1 0 5
z -400 0 0 400 0 1 8000
 STEP 5: Identify the pivot row using the Test Ratio
Test

BV X Y s1 s2 s3 z Solution Ratio
Test
s1 2 0 1 -1/2 0 0 8
y 1/2 1 0 1/4 0 0 5
s3 1 0 0 0 1 0 5
z -400 0 0 400 0 1 8000
 Step 6:Privoting

Take note: The pivot entry transforms to 1 and all other entries in the pivot
column transforms to 0’s

BV X Y s1 s2 s3 z Solution Ratio Test

x 8/2=4
y 1/2 1 0 1/4 0 0 5 5/(1/2)=10
s3 1 0 0 0 1 0 5 5/1=5
z -400 0 0 400 0 1 8000
 Step 6:Privoting

Take note: The pivot entry transforms to 1 and all other entries in the pivot
column transforms to 0’s

BV X Y s1 s2 s3 z Solution Ratio Test

x 1 0 1/2 -1/4 0 0 4 8/2=4
y 5/(1/2)=10
s3 1 0 0 0 1 0 5 5/1=5
z -400 0 0 400 0 1 8000
 Step 6:Privoting

Take note: The pivot entry transforms to 1 and all other entries in the pivot
column transforms to 0’s

BV X Y s1 s2 s3 z Solution Ratio Test

x 1 0 1/2 -1/4 0 0 4 8/2=4
y 0 1 -1/4 3/8 0 0 3 5/(1/2)=10
s3 5/1=5
z -400 0 0 400 0 1 8000
 Step 6:Privoting

Take note: The pivot entry transforms to 1 and all other entries in the pivot
column transforms to 0’s

BV X Y s1 s2 s3 z Solution Ratio Test

x 1 0 1/2 -1/4 0 0 4 8/2=4
y 0 1 -1/4 3/8 0 0 3 5/(1/2)=10
s3 0 0 -1/2 1/4 1 0 1 5/1=5
z
Stop Iteration
When there are no more negative entries in the bottom row, we are finished;
otherwise we start again from step 3

BV X Y s1 s2 s3 z Solution
x 1 0 1/2 -1/4 0 0 4
y 0 1 -1/4 3/8 0 0 3
s3 0 0 -1/2 1/4 1 0 1
z 0 0 200 300 0 1 9600
Basic and Non Basic Variable
A basic variable can be classified to have a single 1 value in its column and the rest be all zeros. If a
variable does not meet this criteria, it is considered non –basic variable

BV X Y s1 s2 s3 z Solution
x 1 0 1/2 -1/4 0 0 4
y 0 1 -1/4 3/8 0 0 3
s3 0 0 -1/2 1/4 1 0 1
z 0 0 200 300 0 1 9600
Non –basic variables
If a variable is non basic, it means the optimal solution of that variable is zero.

BV X Y s1 s2 s3 z Solution
x 1 0 1/2 -1/4 0 0 4
y 0 1 -1/4 3/8 0 0 3
s3 0 0 -1/2 1/4 1 0 1
z 0 0 200 300 0 1 9600
Basic variables
If the variable is basic, the row that contains 1 value will correspond to RHS value.
The RHS value will represent the optimal solution for the given variable

BV X Y s3 z Solution
x 1 0 0 0 4
y 0 1 0 0 3
s3 0 0 1 0 1
z 0 0 0 1 9600
Identify the Optimal Solution
When there are no more negative entries in the bottom row, we are finished;
otherwise we start again from step 6

X Y z Solution
1 0 0 4
0 1 0 3
0 0 0 1
0 0 1 9600
~END~