Operations Research An Introduction
Tenth Edition
Chapter 3
The Simplex Method
Copyright © 2017, 2011, 2007 Pearson Education, Inc. All Rights Reserved
Today’s Agenda
The Simplex Method: Introduction
LP Model in Equation Form
Slack Variables
Transition from Graphical to Algebraic Solution
Simplex Algorithm
Simplex Iteration: Steps
Homework
Understanding of how and why the algorithm works
Simplex Method
The Simplex Method
•It is an approach for determining the optimal value of a
linear program by hand.
•The graphical method is useful only for problems
involving two decision variables and relatively few
problem constraints.
•What happens when we need more decision variables
and more problem constraints?
•We use an algebraic method called the simplex
method, which was developed by George B. DANTZIG
(1914-2005) in 1947 while on assignment with the U.S.
Department of the air force.
Standard Maximization Problems in
Standard Form
Theprogramming
A linear developmentproblem
of the simplex
is said method
to be a computations is
standard maximization
facilitated
problem by imposing
in standard form iftwo requirementsmodel
its mathematical on the LP the
is of model:
following
form:
1. All the constraints arethe
Maximize equations
objectivewith nonnegative right-
function
hand side.
max
2. All Zthe P c1x1 care
variables 2 x2 ... cn xn
nonnegative.
Subject to problem constraints of the form
a1 x1 a2 x2 ... an xn b ,b 0
x1 , x2 ,..., xn 0
With non-negative constraints
Converting inequalities into equations
with nonnegative right-hand side.
• To convert a inequality to an
equation, a nonnegative slack
LP Model in variable is added to the left-hand side
Equation of the constraint.
Form
• Ex: M1-constraint of the Reddy Mikks
model is converted into an equation
as:
6x1 + 4x2 + s1 = 24, s1 0
“A mathematical representation
of surplus resources.” In real life
problems, it’s unlikely that all
resources will be used
completely, so there usually are
Slack unused resources.
Variables
Slack variables represent the
unused resources between the
left-hand side and right-hand
side of each inequality.
LP: THE SIMPLEX METHOD
max Z = 5x1 + 4x2 max Z = 5x1 + 4x2
Subject to: Subject to:
𝟒 𝒙 𝟏+𝟔 𝒙 𝟐≤𝟐𝟒 𝟒 𝒙 𝟏+𝟔 𝒙 𝟐+𝒔 𝟏=𝟐𝟒
𝒙 𝟏+𝟐𝒙 𝟐≤𝟔 𝟒 𝒙 𝟏+𝟐 𝒙 𝟐+𝒔 𝟐=𝟔
− 𝒙 𝟏+𝒙 𝟐 ≤ 𝟏 -
𝒙 𝟐≤𝟐
𝒙 𝟏, 𝒙 𝟐≥𝟎 𝒙 𝟐+ 𝒔𝟒 =𝟐
𝒙𝟏, 𝒙𝟐, 𝒔𝟏 , 𝒔𝟐 ,𝒔 𝟑 ≥𝟎
Basic Solutions
• When we include the slack variables, we
now have 6 variables and 4 constraints
(equations)!
• When the number of n variables is greater
than the number of equations m, it is an
LP: THE indeterminate system, so we will not find
the final solution of the values (infinite
SIMPLE number of solutions).
• Thus, we must equate the number of
X variables and equations. For this, we simply
set the values of (n-m) variables to zero.
METHO • In our example: (6-4) = 2 variables that will
have values equal to zero so that we can
D find the other variables.
• The variables that will be calculated are
called a basic solution, because they make
up the base of the solution.
• Variables equal to zero are called nonbasic
variables.
Transition from Graphical to Algebraic Solution
Copyright © 2017, 2011, 2007 Pearson Education, Inc. All Rights Reserved
Iterative Process of the Simplex Method
Copyright © 2017, 2011, 2007 Pearson Education, Inc. All Rights Reserved
Simplex Algorithm
Initial Solution
Optimum yes
End
Solution?
no
Entering Variable
Leaving Variable
Pivot
Simplex Method: How to Calculate
• Simplex begins at the origin [(x1,x2) = (0,0)] and seeks a better
solution with each iteration.
• It goes through the extreme points of a feasible region.
• Each simplex iteration is represented by a table called a tableau.
• Steps:
• Assembly of the initial tableau (origin);
• Improved solution calculations, and tableau creation;
• Check if solution found is optimal, if not, next step;
• Repeat calculations until you find the tableau with optimal
solution.
Simplex Iteration: Steps
1. Convert each inequality in the set of constraints to an equation by
adding slack variables.
Maximize z = 5x1 + 4x2 + 0s1 + 0s2 + 0s3 +0s4
Subject to
6x1 + 4x2 + s1 = 24 (raw material M1)
x1 + 2x2 + s2 = 6 (raw material M2)
– x1 + x 2 s3 = 1 (market limit)
x2 s4 = 2 (demand limit)
x1, x2 , s1 0
Next, write the objective equation as: z - 5x1 - 4x2
Simplex Iteration: Steps
2. Create the initial simplex tableau.
Basic z x1 x2 s1 s2 s3 s4 Solution
z 1 -5 -4 0 0 0 0 0 z-row
s1 0 6 4 1 0 0 0 24
s1-row
s2 0 1 2 0 1 0 0 6
s2-row
s3 0 -1 1 0 0 1 0 1
s3-row
s4 0 0 1 0 0 0 1 2
s4-row
Simplex Iteration: Steps
Decision
2. Create the initial simplex tableau. variables
Basic z x1 x2 s1 s2 s3 s4 Solution
z 1 -5 -4 0 0 0 0 0 z-row
s1 0 6 4 1 0 0 0 24
s1-row
s2 0 1 2 0 1 0 0 6
s2-row
s3 0 -1 1 0 0 1 0 1
s3-row
s4 0 0 1 0 0 0 1 2
s4-row
Simplex Iteration: Steps
2. Create the initial simplex tableau.
basic variables
Basic z x1 x2 s1 s2 s3 s4 Solution
z 1 -5 -4 0 0 0 0 0 z-row
s1 0 6 4 1 0 0 0 24
s1-row
s2 0 1 2 0 1 0 0 6
s2-row
s3 0 -1 1 0 0 1 0 1
s3-row
s4 0 0 1 0 0 0 1 2
s4-row
Simplex Iteration: Steps
Objective function
2. Create the initial simplex tableau. coefficients
Basic z x1 x2 s1 s2 s3 s4 Solution
z 1 -5 -4 0 0 0 0 0 z-row
s1 0 6 4 1 0 0 0 24
s1-row
s2 0 1 2 0 1 0 0 6
s2-row
s3 0 -1 1 0 0 1 0 1
s3-row
s4 0 0 1 0 0 0 1 2
s4-row
Simplex Iteration: Steps
Constraints variables
2. Create the initial simplex tableau. coefficients
Basic z x1 x2 s1 s2 s3 s4 Solution
z 1 -5 -4 0 0 0 0 0 z-row
s1 0 6 4 1 0 0 0 24
s1-row
s2 0 1 2 0 1 0 0 6
s2-row
s3 0 -1 1 0 0 1 0 1
s3-row
s4 0 0 1 0 0 0 1 2
s4-row
Simplex Iteration: Steps
Right-hand sides of
the model’s
2. Create the initial simplex tableau. equations
Basic z x1 x2 s1 s2 s3 s4 Solution
z 1 -5 -4 0 0 0 0 0 z-row
s1 0 6 4 1 0 0 0 24
s1-row
s2 0 1 2 0 1 0 0 6
s2-row
s3 0 -1 1 0 0 1 0 1
s3-row
s4 0 0 1 0 0 0 1 2
s4-row
Simplex Iteration: Steps
Nonbasic variables
2. Create the initial simplex tableau.
Basic z x1 x2 s1 s2 s3 s4 Solution
z 1 -5 -4 0 0 0 0 0 z-row
s1 0 6 4 1 0 0 0 24
s1-row
s2 0 1 2 0 1 0 0 6
s2-row
s3 0 -1 1 0 0 1 0 1
s3-row
s4 0 0 1 0 0 0 1 2
s4-row
Simplex Algorithm
Initial Solution
Optimum yes
End
Solution?
no
Entering Variable
Leaving Variable
Pivot
Simplex iteration: initial simplex tableau
Initial tableau: solution starts at the origin (0, 0)
n – m = 6 – 4 = 2 (setting n-m variables equal to zero and solve the
remaining variables)
At the origin we have a basic feasible solution:
s1 = 24; s2 = 6; s3 = 1; s4 = 2
x and y are non basic variables at the origin
Basic z x1 x2 s1 s2 s3 s4 Solution
z 1 -5 -4 0 0 0 0 0
s1 0 6 4 1 0 0 0 24
s2 0 1 2 0 1 0 0 6
s3 0 -1 1 0 0 1 0 1
s4 0 0 1 0 0 0 1 2
Simplex Algorithm
Initial Solution
Optimum yes
End
Solution?
no
Entering Variable
Leaving Variable
Pivot
Simplex iteration: initial tableau
Origin point (0,0)
Is the starting solution optimum?
The objective function z = 5x1 + 4x2 shows that the solution can be
improved by increasing the value of nonbasic x1 or x2 above zero.
Basic z x1 x2 s1 s2 s3 s4 Solution
z 1 -5 -4 0 0 0 0 0
s1 0 6 4 1 0 0 0 24
s2 0 1 2 0 1 0 0 6
s3 0 -1 1 0 0 1 0 1
s4 0 0 1 0 0 0 1 2
Simplex Algorithm
Initial Solution
Optimum yes
End
Solution?
no
Entering Variable
Leaving Variable
Pivot
Simplex 1st iteration: entering variable
x1 is to be selected because is the nonbasic variable with the most
negative coefficient in the the objective equation (simplex
optimality condition).
If x1 is the entering variable, one of the current basic variables
must leave (it becomes a nonbasic at zero level (recall the number
of nonbasic variables must always be n-m).
Basic z x1 x2 s1 s2 s3 s4 Solution
z 1 -5 -4 0 0 0 0 0
s1 0 6 4 1 0 0 0 24
s2 0 1 2 0 1 0 0 6
s3 0 -1 1 0 0 1 0 1
s4 0 0 1 0 0 0 1 2
Simplex Algorithm
Initial Solution
Optimum yes
End
Solution?
no
Entering Variable
Leaving Variable
Pivot
Simplex 1st iteration: leaving variable
The mechanics for determining the leaving variable calls for
computing the ratios of the right-hand side of the equations
(solution column) to the corresponding positive constraints under
the entering variable, x1.
Basic Entering x1 Solution Ratio (or
intercept)
s1 6 24 4
s2 1 6 6
s3 -1 1 -1
s4 0 2 infinite
Simplex 1st iteration: leaving variable
The mechanics for determining the leaving variable calls for
computing the ratios of the right-hand side of the equations
(solution column) to the corresponding positive constraints under
the entering variable, x1. minimum
Basic( Entering x1 Solution Ratio (or
intercept)
s1 6 24 4
s2 1 6 6
s3 -1 1 -1
s4 0 2 infinite
Conclusion: x1 enters and s1 leaves; feasibility
Simplex 1st iteration:
Basic z x1 x2 s1 s2 s3 s4 Solution
z 1 -5 -4 0 0 0 0 0
s1 0 6 4 1 0 0 0 24
s2 0 1 2 0 1 0 0 6
s3 0 -1 1 0 0 1 0 1
s4 0 0 1 0 0 0 1 2
Simplex Algorithm
Initial Solution
Optimum yes
End
Solution?
no
Entering Variable
Leaving Variable
Pivot
Simplex 1st iteration: pivot
The swapping process is based on the Gauss-Jordan row operations. Entering
variable column = pivot column; leaving variable row = pivot row with their
intersection being the pivot element.
pivot row
Basic z x1 x2 s1 s2 s3 s4 Solution
z 1 -5 -4 0 0 0 0 0
s1 0 6 4 1 0 0 0 24
s2 0 1 2 0 1 0 0 6
s3 0 -1 1 0 0 1 0 1
s4 0 0 1 0 0 0 1 2
Pivot column
Simplex 1st iteration: pivot
Pivot row:
a) Replace the leaving variable in the basic column with the
entering variable
b) New pivot row = current pivot row ➗ pivot element
All other rows, including z
New row = (current row) – (pivot column coefficient) (new pivot
row)
Simplex 2nd iteration: pivot
The operations have produced the following tableau (verify!):
Basic z x1 x2 s1 s2 s3 s4 Solution
z 1 0 0 3/4 1/2 0 0 21
x1 0 1 0 1/4 -1/2 0 0 3
x2 0 0 1 -1/8 3/4 0 0 3/2
s3 0 0 0 3/8 -5/4 1 0 5/2
s4 0 0 0 1/8 -3/4 0 1 1/2
Based on the optimality condition, none of the z-row
coefficients are negative. Therefore, the last tableau is optimal.
Reading the simplex optimal tableau
Decision Variable Optimum Value Recommendations
x1 3 Produce 3 tons of
exterior paint daily
x2 3/2 Produce 1.5 tons of
interior point daily
z 21 Daily profit is $21,000
Reading the simplex optimal tableau: status of the
resources
Resource Slack value Status
Raw material, M1 s1 = 0 Scarce
Raw material, M2 s2 = 0 Scarce
Market limit s3 = 5/2 Abundant
Demand limit s4 = 1/2 Abundant
Summary of the Simplex Method
Optimality condition - The entering variable in a maximization
(minimization) problem is the nonbasic variable with the most
negative (positive) coefficient in the z-row.
Feasibility condition – For both the maximization and
minimization problems, the leaving variable is the basic variable
associated with the smallest nonnegative ratio with strictly
positive denominator.
Gauss-Jordan row operations:
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
2. All other rows, including z
New row = (current row) – (pivot column efficient) (new pivot row)
Homework: Time to Practice!!!
1. Consider the following linear programming model.
Maximize Z = 3x1 + 2 x2,
subject to
x1 ≤ 4
x1 + 3x2 ≤ 15
2x1 + x2 ≤ 10
and
x1 ≥ 0, x2 ≥ 0
Work through the simplex method (in algebraic form) to
solve this model.
Homework: Time to Practice!!!
2. The Cannon Hill furniture Company produces tables and chairs.
Each table takes four hours of labor from the carpentry
department and two hours of labor from the finishing department.
Each chair requires three hours of carpentry and one hour of
finishing. During the current week, 240 hours of carpentry time
are available and 100 hours of finishing time. Each table produced
gives a profit of $70 and each chair a profit of $50. How many
chairs and tables should be made?
