4.
2: Maximization By The Simplex Method
Learning Objectives
In this section, you will learn to solve linear programming maximization problems using the Simplex Method:
1. Identify and set up a linear program in standard maximization form
2. Convert inequality constraints to equations using slack variables
3. Set up the initial simplex tableau using the objective function and slack equations
4. Find the optimal simplex tableau by performing pivoting operations.
5. Identify the optimal solution from the optimal simplex tableau.
In the last chapter, we used the geometrical method to solve linear programming problems, but the geometrical approach will not
work for problems that have more than two variables. In real life situations, linear programming problems consist of literally
thousands of variables and are solved by computers. We can solve these problems algebraically, but that will not be very efficient.
Suppose we were given a problem with, say, 5 variables and 10 constraints. By choosing all combinations of five equations with
five unknowns, we could find all the corner points, test them for feasibility, and come up with the solution, if it exists. But the
trouble is that even for a problem with so few variables, we will get more than 250 corner points, and testing each point will be
very tedious. So we need a method that has a systematic algorithm and can be programmed for a computer. The method has to be
efficient enough so we wouldn't have to evaluate the objective function at each corner point. We have just such a method, and it is
called the simplex method.
The simplex method was developed during the Second World War by Dr. George Dantzig. His linear programming models helped
the Allied forces with transportation and scheduling problems. In 1979, a Soviet scientist named Leonid Khachian developed a
method called the ellipsoid algorithm which was supposed to be revolutionary, but as it turned out it is not any better than the
simplex method. In 1984, Narendra Karmarkar, a research scientist at AT&T Bell Laboratories developed Karmarkar's algorithm
which has been proven to be four times faster than the simplex method for certain problems. But the simplex method still works the
best for most problems.
The simplex method uses an approach that is very efficient. It does not compute the value of the objective function at every point;
instead, it begins with a corner point of the feasibility region where all the main variables are zero and then systematically moves
from corner point to corner point, while improving the value of the objective function at each stage. The process continues until the
optimal solution is found.
To learn the simplex method, we try a rather unconventional approach. We first list the algorithm, and then work a problem. We
justify the reasoning behind each step during the process. A thorough justification is beyond the scope of this course.
We start out with an example we solved in the last chapter by the graphical method. This will provide us with some insight into the
simplex method and at the same time give us the chance to compare a few of the feasible solutions we obtained previously by the
graphical method. But first, we list the algorithm for the simplex method.
THE SIMPLEX METHOD
1. Set up the problem. That is, write the objective function and the inequality constraints.
2. Convert the inequalities into equations. This is done by adding one slack variable for each inequality.
3. Construct the initial simplex tableau. Write the objective function as the bottom row.
4. The most negative entry in the bottom row identifies the pivot column.
5. Calculate the quotients. The smallest quotient identifies a row. The element in the intersection of the column
identified in step 4 and the row identified in this step is identified as the pivot element. The quotients are computed by
dividing the far right column by the identified column in step 4. A quotient that is a zero, or a negative number, or that has a
zero in the denominator, is ignored.
6. Perform pivoting to make all other entries in this column zero. This is done the same way as we did with the Gauss-
Jordan method.
7. When there are no more negative entries in the bottom row, we are finished; otherwise, we start again from step 4.
8. Read off your answers. Get the variables using the columns with 1 and 0s. All other variables are zero. The maximum
value you are looking for appears in the bottom right hand corner.
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