Linear programming problem

Simplex method
➢A more general method known as simplex method is suitable
for solving LPP with large number of variables.

➢Most real life problems when formulated as LP model will

have more than two decision variables , thus we need a more
efficient method to suggest an optimal solution of such
problems

➢It was developed by G.B. Dantizig in 1947.

➢It is an iterative process, progressively approaching and

ultimately reaching the maximum or minimum value of
objective function .
 Basic terms/definitions
➢Slack variable: a variable added to the le₁ft hand side of a
constraint (less than or equal to) to convert the constraint into an
equation is called slack variable. Example. If constraint is given is
2X₁ + 3X₂ ≤ 8 , then 2X₁ + 3X₂ + U₁ = 8 is the equality (equation )
Where U₁ is the slack variable.

➢Surplus variable:- A variable subtracted from left hand side

of the constraint (greater than or equal to) and to convert it into
equality is called a surplus variable. Ex. If 3X₁ + 4X₂ ≥ 10 then
3X₁ + 4X₂ — S₁ = 10 is equation ,where (-S₁ ) is surplus variable
 To conti

Basic solution :- The initial solution obtain after setting the

basic variables as zeros is basic function it is the unique solution
resulting fron setting (n – m) variables equal to zero.
Where m = no. of simultaneous linear equations
N = no. of variables
Basic feasible solution :-A basic solution which satisfies
Xi ≥ 0 , I = 1 ,2 , 3 , … ……….,n is called as a basic feasible
solution which indicate that the decision variable can not be
negative
Optimal solution:-Any basic feasible solution which optimizes
(maximize or minimizes) the objective function of a general LP
problem is known as an optimal solution.
 Canonical and standard form of an LP problem
The simplex method to solve LP problem require the problem be
converted into standard form the standard form of LP problem
should have following characteristics:---

➢All the constraints should be expressed as equations by adding

slack or surplus variables.

➢ the right hand side of each constraint should be made non

negative, if it is not this should be done by multiplying both sides of
the resulting constraint by (-1)

➢The Objective function should be of maximization type, if it is not,

should be converted by multiplying with (-1)
 Steps in simplex method
1. Formulate the objective function and constraints.
2. If the objective is to be minimize , convert into standard form
that is maximization (by multiplying coefficient of objective
function with negative sign (-)
3. Add slack variables to convert each constraint to an equation
4. Set up the first starting solution
5. Check solution for optimality, if optimal ,stop otherwise
continue.
6. Select a variable to enter to improve the solution.
7. select a variable to leave the basis.
8. Perform row operations to complete the solution
9. Return the step 4 and continue the procedure until optimality
is obtained.