Simplex Method – appropriate when solving LP problems with numerous variables and
constraints. It shows repetitive process of finding the optimal solution, either to maximize
profit or minimize cost. This method was
introduced by Professor George Dantzig of Standford University.
Simplex Maximization
Steps:
1. Construct objective function and constraints of the problem.
2. Convert explicit constraints from inequality to equality.
3. Prepare initial simplex tableau and compute for the value of Cⱼ, Zⱼ, and
C ⱼ-Zⱼ.
4. Check if the simplex tableau needs to be improved.
In a maximization problem the table needs to be improved if there is a positive value on C
ⱼ-Zⱼ row. However, once the values on C ⱼ-Zⱼ row are already equivalent to zero or
negative, an optimal solution has been reached already.
5. Determine the incoming column and the outgoing row.
Incoming Variable/Column - highest positive value in C ⱼ-Zⱼ row.
Outgoing Variable/Column – determined by dividing the RHS with pivot element/value.
Get the smaller ratio.
Pivot Value – intersection of incoming variable and leaving variable.
6. Improve the table and repeat step 3.
In a maximization problem the table needs to be improved if there is a positive value on C
ⱼ-Zⱼ row. However, once its values are already equivalent to zero or negative, an optimal
solution has been reached already.
Simplex Minimization
Steps:
1. Construct objective function and constraints of the problem.
2. Convert explicit constraints from inequality to equality.
3. Prepare initial simplex tableau and compute for the value of Cⱼ, Zⱼ, and
C ⱼ-Zⱼ.
4. Check if the simplex tableau needs to be improved.
In a minimization problem the table needs to be improved if there is a negative value on
C ⱼ-Zⱼ row. However, once its values are already equivalent to zero or positive, an optimal
solution has been reached already.
5. Determine the incoming column and the outgoing row.
Incoming Variable/Column - highest negative value in C ⱼ-Zⱼ row.
Outgoing Variable/Column – determined by dividing the RHS with pivot element/value.
Get the smaller ratio.
Pivot Value – intersection of incoming variable and leaving variable.
6. Improve the table and repeat step 3.
In a maximization problem the table needs to be improved if there is a positive value on C
ⱼ-Zⱼ row. However, once its values are already equivalent to zero or negative, an optimal
solution has been reached already.