3.

4 Simplex Method
If a linear programming problem has more than 2 variables, solving graphically is not the way to go. Instead,
we’ll use a more methodical, numeric process called the Simplex Method.
In this class, we’ll only do the simplex method with what we call standard maximization problems.
A standard maximization problem is one in which the objective function is being maximized, one which
includes the “real world” inequality constraints x ≥ 0, y ≥ 0, z ≥ 0, . . ., and in which all of the other
constraint inequalities are of the form ax + by + cz + . . . ≤ D where D is some non-negative number.
We’ll walk through the simplex process with the following example.
Maximize P = 10x + 20y
Subject to:
x + 3y ≤ 36
5x + y ≤ 40
x≥0
y≥0
Note: Once you recognize it as a standard maximization problem, we’ll “ignore” the real-world inequalities
during the simplex process, although we know our answer must make sense.
Steps to the Simplex Method for a Standard Maximization Problem:

1. Introduce slack variables for each inequaility to make them equations and rewrite the objective
function in the form −ax − by − cz − . . . + P = 0.

2. Set up the simplex tableau (table) with the rewritten objective function in the bottom row below the
horizontal line. Any variable corresponding to a unit column is called a basic variable. The other
columns are called non-basic variables. A unit column is one that consists of ones and zeroes only.

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3. Choose the pivot element.

(a) Find the MOST NEGATIVE element in the last row. This determines the pivot column. If there
are two that have the same most negative value, either one is fine.
(b) For each POSITIVE entry above the horizontal line in the pivot column, divide the constant on
the right side of the vertical line by the corresponding element in the pivot column. The row
with the smallest ratio becomes the pivot row.
(c) The element where the pivot column and row intersect is the pivot element.

x y s1 s2 P
1 3 1 0 0 36
5 1 0 1 0 40
−10 −20 0 0 1 0

4. Use the following website to type in your simplex tableau and pivot about the pivot element. (It
is linked on my webpage.) Continue finding pivot elements and pivoting until THERE ARE NO
NEGATIVE ENTRIES IN THE ROW BELOW THE HORIZONTAL LINE.
http://www.zweigmedia.com/RealWorld/tutorialsf1/scriptpivot2.html

5. To find the solution, set all non-basic variables equal to 0 and all basic variables equal to the corre-
sponding entry in the last column.

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To see what this method is really doing, let’s look at the tableaus and read off where we are at each step in
the process by setting all non-basic variables equal to 0 and all basic variables equal to the corresponding
entry in the last column.
x y s1 s2 P
1 3 1 0 0 36
5 1 0 1 0 40
−10 −20 0 0 1 0

x y s1 s2 P
1/3 1 1/3 0 0 12
14/3 0 −1/3 1 0 28
−10/3 0 20/3 0 1 240

x y s1 s2 P
0 1 5/14 −1/14 0 10
1 0 −1/14 3/14 0 6
0 0 45/7 5/7 1 260

We did the problem below graphically in the previous section and found there were leftover blocks of wood
at the optimal solution.
Maximize P = 10x + 16y
Subject to:
2x + 2y ≤ 16
4x + 2y ≤ 20
x ≤ 2y
y≤7
x ≥ 0, y ≥ 0

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 x y s1 s2 s3 s4 P
2 2 1 0 0 0 0 16
4 2 0 1 0 0 0 20
1 −2 0 0 1 0 0 0
0 1 0 0 0 1 0 7
−10 −16 0 0 0 0 1 0

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Solve the linear programming problem using the simplex method.
Maximize P = 10x + 9y + 5z
Subject to:
3x + 2y − 2z ≤ 3
4y + z ≤ 12
6x − 5y + z ≤ 8
x ≥ 0, y ≥ 0, z ≥ 0

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Solve the following linear programming problem using the simplex method.
A firm manufactures three products: tables, desks, and bookcases. To produce each table requires 1 hour
of labor, 10 square feet of wood, and 2 quarts of finish. To produce each desk requires 3 hours of labor, 35
square feet of wood, and 1 quart of finish. To produce each bookcase requires 0.50 hours of labor, 15 square
feet of wood, and 1 quart of finish. Available is at most 25 hours of labor, at most 350 square feet of wood,
and at most 55 quarts of finish. The table yields a profit of $4, the desk $3, and the bookcase $3. Find the
number of each product to be made in order to maximize profits. What is the maximum profit? Are there
any leftovers?