Simplex Method
• Discovery of Simplex method (1963) - Goerge B.Dantzig (1914 -2005).
• American Mathematician and WWII mathematical advisor to Pentgon
• Simplex Method is Today‟s rich field of mathematical optimization.
The geometric figure formed by a set of n + 1 points in an n-dimensional space
is called a simplex.
• a zero-dimensional simplex is a point;
• a one-dimensional simplex is a line segment;
• a two-dimensional simplex is a triangle and its interior;
• a three-dimensional simplex is a tetrahedron and its interior.
Condition – I: Objective Function should be Maximization
Condition – II: All the constraints should be in ≤
Simplex Table Procedure
Step 1: Remove the inequalities and rewrite the equation in the canonical form.
(Hint: for ≤ introduce + ve slack variable, = introduce + ve artificial variable, ≥ first
introduce – ve surplus variable and second + ve artificial variable)
Step 2: Based on the canonical form of the equation prepare the simplex table.
Step 3: Examine the „Z‟ row & select the most –ve co-efficient & identify that column as
“pivot column”.
Step 4: Divide the right hand side values by the respective pivot column and enter the values
in the ratio column. Select the lowest ratio. (Hint: ignore –ve & infinity ratio).
Step 5: By selecting the lowest ratio identify that row as the pivot row.
Step 6: As per the position of the pivot column remove the leaving variable, enter the
entering variable in the initial basic variable column. Divide the pivot row by the pivot
element and enter the value in the new pivot row.
Step 7: To fill up the new rows, by applying the Gauss Jordan elimination process,
New Row = {[Old Row] – [[New pivot] X [Corresponding pivot column co-efficient]]}
Step 8: After filling the 1st table, examine the Z row. If there are negative values in the Z
row, select the most –ve value and repeat the iteration process until all the values in the Z
row become non – negative
Step 9: After completing the iteration examine the initial basic variable column and right
hand side value column.
Method of penalties
Big - M Method (Chranes Penalty method)
Step1: Introduce the slack variable (or) surplus variable S1, S2… Sn and artificial (or) auxiliary
variable a1, a2,.. an. Write the canonical form of equation.
Consider the objective function ± Mai (Z max = - Mai and Z Min = Ma) and obtain new
objective function.
Step 2: Enter all the values into Big M – Tabular Column.
Step 3: Examine the Z row. Select the most negative value with Co-efficient of M. (for max) (for
min select the most + ve). Identify respective column as pivot column.
Step 4: Divide the right-hand side values by the respective pivot column and enter the values in the
ratio column. Select the lowest ratio. (hint: ignore –ve & infinity ratio)
Step 5: By selecting the lowest ratio identify that row as the pivot row
Step 6: As per the position of the pivot column remove the leaving variable, enter the entering
variable in the initial basic variable column. Divide the pivot row by the pivot element and enter the
value in the new pivot row
Step 7: To fill up the new rows, by applying the Gauss Jordan elimination process,
New Row = {[Old Row] – [ [New pivot] X [Corresponding pivot column co-efficient]]}
Step 8: Repeat the iteration process until all the values in the Z row becomes -M co-efficient and
negative numerical values.
Two Phase method
Step1: The objective function should be made as always maximum, if objective is minimum
introduce the functional parameter.
Step2: Write the given equations in canonical form by introducing artificial and slack variables.
Step 3: Enter all the values in the simplex table similar to the simplex method. Additional row as to
be introduced by adding the artificial value and assign negative sign to that value.
Phase-I
Consider the new row „w‟ and select the most negative value, proceed the iteration similar to the
simplex method. All the values in the new „w‟ row become non-ve, stop the iteration.
Phase – II
From the above step, eliminate the w row and artificial variable column and examine the Z row.
If there are negative values in Z row, select the most negatives and proceed similar to simplex
method until all the values in the Z row become non-ve.
W – Artificial objective function or Imaginary Objective function.
