Optimization Using the Simplex Method
1. Definition
The Simplex Method is an iterative algorithm used for solving Linear Programming
Problems (LPPs). It is applicable when the number of decision variables is greater than two,
making the graphical method impractical. The method systematically evaluates feasible
solutions at the vertices of the feasible region and moves towards the optimal solution
(maximum or minimum value of the objective function).
2. Procedure for the Simplex Method
Step 1: Convert the LPP into Standard Form
Identify the decision variables and objective function (maximize or minimize).
Convert inequalities into equalities by adding slack, surplus, or artificial variables.
Ensure that all right-hand side (RHS) values of constraints are non-negative.
Step 2: Set Up the Initial Simplex Table
Create a Simplex tableau, where each row represents a constraint equation, and
columns include all variables and the objective function.
Step 3: Identify the Pivot Column (Entering Variable)
Select the most negative coefficient in the objective function row (for maximization) or
the most positive coefficient (for minimization).
Step 4: Identify the Pivot Row (Leaving Variable)
Compute the minimum positive ratio of the RHS value divided by the pivot column
values.
The smallest ratio determines the leaving variable (basis variable to be replaced).
Step 5: Perform Row Operations (Pivoting)
Normalize the pivot row to make the pivot element 1.
Adjust all other rows to make other elements in the pivot column zero using row
operations.
Step 6: Repeat Until Optimal Solution is Reached
Continue selecting pivot columns and rows, performing row operations until all
coefficients in the objective row are non-negative (for maximization) or non-positive
(for minimization).
Step 7: Extract the Optimal Solution
The solution is obtained from the final tableau, where the basic variables' values
correspond to the RHS column.
3. Mathematical Formulation
A standard LPP in Simplex form is given by:
Objective Function
Maximize:
Z=c 1 x 1 +c 2 x 2 +. . .+ c n x n
Constraints
a 11 x 1 +a 12 x 2+. . .+a1 n x n ≤ b1 a 21 x 1+ a22 x 2 +. ..+ a2 n x n ≤b 2 . . . a m 1 x 1+ am 2 x2 +. . .+a m n x n ≤ b m
x 1 , x 2 ,. . . , x n ≥ 0
To convert the inequalities into equalities, slack variables s1 , s 2 , . . ., sm are introduced:
a 11 x 1 +a 12 x 2+. . .+a1 n x n+ s 1=b1 a 21 x 1+ a22 x 2 +. ..+ a2 n x n + s2=b2
The Simplex tableau is then constructed to solve iteratively.
4. Example of Simplex Method
Problem Statement
Maximize:
Z=3 x1 +5 x 2
Subject to:
x 1+ 2 x 2 ≤6 3 x 1+2 x 2 ≤ 12 x 1 , x 2 ≥ 0
Step 1: Convert to Standard Form
Introduce slack variables s1 , s 2:
x 1+ 2 x 2 +s 1=6 3 x 1+2 x 2 +s 2=12
New objective function:
Z −3 x 1 − 5 x2 =0
Step 2: Initial Simplex Tableau
Basis x1 x2 s1 s2 RHS
s1 1 2 1 0 6
s2 3 2 0 1 12
Z -3 -5 0 0 0
Step 3: Identify Pivot Column
Most negative coefficient in Z row: −5 at x 2 (Entering Variable).
Step 4: Identify Pivot Row
Compute RHS/Pivot Column:
6 12
=3 , =6
2 2
Smallest ratio: Row 1 (Pivot Row).
Step 5: Perform Row Operations
Make pivot element (2) → 1 by dividing row 1 by 2.
Adjust row 2 to make the pivot column zero.
Step 6: Continue Iterations
Perform additional pivoting steps until Z row has no negative coefficients.
Step 7: Extract the Optimal Solution
Final tableau gives:
x 1=2 , x 2=2, Z=16
Optimal solution: x 1=2 , x 2=2 with maximum profit = 16.
5. Conclusion
The Simplex Method is a systematic way to solve linear programming problems with
multiple variables.
It moves from one basic feasible solution to another until the optimal solution is found.
It is efficient for real-world problems in business, manufacturing, transportation,
and resource management. 🚀
