Chapter 3 The Simplex Method and Sensitive Analysis

Used The Ready Mikks model. To Explain the details of the Simplex
Method. The Problem is expressed in equation form as

Linear Problem (LP)

Example:
Max z = 5x1 + 4x2

Subject To:
6x1 + 4x2 ≤ 24 [ Raw Material M1]
x1 + 2x2 ≤ 6 [Raw Material M2]
- x1 + 2x2 ≤ 1 [ Market Limit]
x2 ≤ 2 [Demand limit]
X1 , x2 ≥ 0
 Step 1
Standard Form of Linear Problem (SLP)
Max z = 5x1 + 4x2 + 0 (S1 + S2 + S3 + S4)
z - 5x1 - 4x2 + 0 (S1 + S2 + S3 + S4)
Subject To:
6x1 + 4x2 + S1 = 24 [ Raw Material M1]
x1 + 2x2 + S2 = 6 [Raw Material M2]
- x1 + x2 + S3 = 1 [ Market Limit]
x2 + S4 = 2 [Demand limit]
S1, S2, s3
X1 , x2 ≥ 0 and S4 are
Slack
variables.
 Step 2
Find Initial Basic Feasible Solution

By Setting (N – M ) at zero Level, Where N is Number of

Variables and M is number of Constraints.

Max z = 5x1 + 4x2

(6–4)=2 Subject To:
6x1 + 4x2 + S1 = 24
Where two variables (X1 = X2 = 0) are called
x1 + 2x2 + S2 = 6
Non Basic variables and remaining all
- x1 + 2x2 + S3 = 1
variables are called Basic Variables. x2 + S 4 = 2
X1 , x2 ≥ 0

Therefore S1 = 24, S2 = 6, S3 = 1 and S4 =2

Z= 0
 Based on the Optimality Condition, All coefficients of Z –row are not Positive,
Hence the Table is not Optimal 6x1 + 4x2 + S1 = 24
x1 + 2x2 + S2 = 6
Objective Function:
Z - 5x1 -4x2 -0(S1 + S2 +S3 +S4 = 0 - x1 + x 2 + S 3 = 1
Iteration 0
x2 + S 4
In This Manner, the Starting Simplex tableau can be represented as Follows:
Entering Variable
Leaving Variable
Basis X1 X2 S1 S2 S3 S4 Solutions Ratio

Z -5 -4 0 0 0 0 0

S1 6 4 1 0 0 0 24/6=4
24
S2 1 2 0 1 0 0 6/1=6
6
1
S3 -1 1 0 0 1 0
2
S4 0 1 0 0 0 1

Largest negative number Calculate the ratio; then, determine the smallest positive
number as Leaving Variable in case of Minimization or
A variable Which have largest negative number in case
Maximization
of Maximization is called Entering Variable
Iteration 0
Pivot Column

Basis X1 X2 S1 S2 S3 S4 Solutions

Z -5 -4 0 0 0 0 0

S1 6 4 1 0 0 0
24
S2 1 2 0 1 0 0 6
1
S3 -1 1 0 0 1 0
2
S4 0 1 0 0 0 1

Pivot Element/Key Pivot Row

 The Gauss-Jordan Computations needed to produce the new basic solution
included two types

1. Pivot row
a. Replace the leaving variable in the basic column with the entering variable
b. New Pivot Row = current pivot row + Pivot Element

Replace S1 in the Basic Column with X1:

New X1- Row = (Current S1- row ) / 6
= (6 4 1 0 0 0 24) / 6
= 1 2/3 1/6 0 0 0 4

2. All other rows, including Z

New Row = (Current row ) – (Its Pivot column Coefficient) x ( New Pivot Row
New Z- Row = (Current Z- row ) – (Its Pivot column Coefficient) x ( New Pivot Row)
= (– 5 – 4 0 0 0 0 0) – (–5) (1 2/3 1/6 0 0 0 4)
= –5 –4 0 0 0 0 0
5 10/3 5/6 0 0 0
20

0 2/3 5/6 0 0 0
Calculate Remaining S2, S3 and S4 rows
New S2- Row = (Current S2- row ) – (Its Pivot column Coefficient) x ( New Pivot Row)
= (1 2 0 1 0 0 6) – (1) (1 2/3 1/6 0 0 0 4)

1 2 0 1 0 0 6
– 1 – 2/3 – 1/6 0 0 0 –4

0 4/3 – 1/6 1 0 0 2

New S3- Row = (Current S3- row ) – (Its Pivot column Coefficient) x ( New Pivot Row)
= (-1 1 0 0 1 0 1) – (– 1) (1 2/3 1/6 0 0 0 4)

-1 1 0 0 1 0 1
1 2/3 1/6 0 0 0 4

0 5 /3 1/6 0 1 0 5
Calculate Remaining S2, S3 and S4 rows
New S4- Row = (Current S4- row ) – (Its Pivot column Coefficient) x ( New Pivot Row)
= (0 1 0 0 0 1 2) – (0) (1 2/3 1/6 0 0 0 4)

0 1 0 0 0 1 2
0 0 0 0 0 0 0

0 1 0 0 0 1 2
 Based on the Optimality Condition, All coefficients of Z –row are not Positive,
Hence the Table is not Optimal
Iteration 2
In This Manner, the next tableau can be represented as Follows:
Leaving Variable
Entering Variable

Basis X1 X2 S1 S2 S3 S4 Solutions Ratio

Z 0 -2/3 5/6 0 0 0 20

X1 1 2/3 1/6 0 0 0 4 4/(2/3)= 6

S2 0 4/3 -1/6 1 0 0 2 2/(4/3)= 3/2

S3 0 5/3 1/6 0 1 0 5 5/(5/3)=3

S4 0 1 0 0 0 1 2 2/1=2

Largest negative number

Thus S2 Leaves the basic solution and new value of X2 is 3/2 =(1.5) . The Corresponding increase in Z is 3/2 X2 = 3/2 x 1.5 = 1. Which yields new Z = 20 + 1 =21
 Iteration 1 Pivot Column

Basis X1 X2 S1 S2 S3 S4 Solutions Ratio

Z 0 -2/3 5/6 0 0 0 20

X1 1 2/3 1/6 0 0 0 4 4/(2/3)= 6

S2 0 4/3 -1/6 1 0 0 2 2/(4/3)= 3/2

S3 0 5/3 1/6 0 1 0 5 5/(5/3)=3

S4 0 1 0 0 0 1 2 2/1=2

Pivot Element/Key Pivot Row

Thus S2 Leaves the basic solution and new value of X2 is 3/2 =(1.5) .
The Corresponding increase in Z is 3/2 X2 = 3/2 x 1.5 = 1. Which yields new Z = 20 + 1 =21
 The Gauss-Jordan Computations needed to produce the new basic solution
included two types
1. Pivot row
a. Replace the leaving variable in the basic column with the entering variable
b. New Pivot Row = current pivot row + Pivot Element
Replace S2 in the Basic Column with X2:
New X2- Row = (Current S2- row ) / 6
= ( 0 4/3 -1/6 1 0 0 2) / (4/3)
= 0 1 -1/8 3/4 0 0 3/2
2. All other rows, including Z
New Row = (Current row ) – (Its Pivot column Coefficient) x ( New Pivot Row
New Z- Row = (Current Z- row ) – (Its Pivot column Coefficient) x ( New Pivot Row)

= (0 –2/3 5/6 0 0 0 20) – (–2/3) (0 1 -1/8 ¾ 0 0 3/2)

= 0 –2/3 5/6 0 0 0 20
0 2/3 -1/12 1/2 0 0 1

0 0 3/4 1/2 0 0 21
 Based on the Optimality Condition, All coefficients of Z –row are Positive, Hence
the Table is Optimal
Iteration 3
Basis X1 X2 S1 S2 S3 S4 Solutions

Z 0 0 3/4 1/2 0 0 21

X1 1 0 1/4 -1/2 0 0 3

X2 0 1 -1/8 3/4 0 0 3/2

S3 0 0 3/8 -5/4 1 0 5/2

S4
0 0 1/8 -3/4 0 1 1/2
Calculate Remaining X1, S3 and S4 rows
New X1- Row = (Current X1- row ) – (Its Pivot column Coefficient) x ( New Pivot Row)

= (1 0 2/3 1/6
5/3 0 0 1/6 0
0 4) – (2/3) (0 11 -1/8 ¾0 5
0 0 3/2)

1 2/3 1/6 0 0 0 4
0 – 2/3 1/12 – 1/2 0 0 –1

1 0 1/4 -1/2 0 0 3

New S3- Row = (Current S3- row ) – (Its Pivot column Coefficient) x ( New Pivot Row)

= (0 5/3 1/6 0 1 0 5) – ( 5/3 ) (0 1 -1/8 ¾ 0 0

3/2) 0 5/3 1/6 0 1 0 5
0 - 5/3 5/24 -5/4 0 0 -5/2

0 0 3/8 - 5/4 1 0 5/2

Calculate Remaining S2, S3 and S4 rows
New S4- Row = (Current S4- row ) – (Its Pivot column Coefficient) x ( New Pivot Row)

= (0 1 0 0 0 1 2) – (1) (0 1 -1/8 ¾ 0 0 3/2)

0 1 0 0 0 1 2
0 -1 1/8 -3/4 0 0 -3/2

0 0 1/8 -3/4 0 1 1/2

 Optimum Solution
Decision Optimum
Varibales Value Recommendation
Z 21 Daily Profits

X1 3 Produce 3 tons of Exterior Paint daily

X2 3/2 Produce 3/2 tons of Interior Paint daily

The End of Solution

Stay Blessed