Operations Research - Fin (405) - Lecture (2)

Example (2):
Given the following mathematical model, solve it using simplex method:

Max. Z=16X1 + 15X2

St.
40X1 + 31X2 ≤ 124
-X1 + X2 ≤ 1
X1 ≤ 3
X1, X2 ≥ 0

Solution

Solving the mathematical model using simplex method consists of several

steps:
1. Convert the objective function equation into zero equation

Z - 16X1 - 15X2 = 0

2. Covert inequalities of the constraints into equations by using

(adding/subtracting) slack variables

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 40X1 + 31X2 + S1 = 124
-X1 + X2 + S2 = 1
X1 + S3 = 3

3. Formulate the Initial tableau

Column
Basic X1 X2 S1 S2 S3 Solution
Z -16 -15 0 0 0 0
Row S1 40 31 1 0 0 124
S2 -1 1 0 1 0 1
S3 1 0 0 0 1 3

4. Test for Potential to improve the solution: Determine Pivot Column

In other words, to improve the solution we have to begin with the basic
variables; X1 or X2 but which one we should enter in the basic column. To
do so, we have to determine the pivot column, which is the highest negative
value in Z row. So, we know that X2 is the entering variable to the basic
column.

5. Determine the Pivot Row by dividing each value in the solution column
over its corresponding value in the pivot column and choose the minimum
result (≥0). By determining the pivot row, we able to identify the leaving
variable from the basic column.
S1= 124 ➗ 40 = 3.1 S2= 1 ➗ -1 = -1 S3= 3 ➗1= 1

 Then, S3 is the leaving variable

6. Determine the pivot element which is the intersection element between

pivot column and pivot row.
The pivot element is 1.

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Formulate the new table
a. Replacement process: S3 leaves and X1 enters the basic column
b. New Pivot Row Values = Current Row values ➗ Pivot Element

X1 Row 1/1=1 0/1=0 0/1=0 0 / 1= 0 1/1=1 3 /1 = 3

c. New Row =
Value∈ pivot Colum X Pivot Row Values
(Current Row Values) - ( Pivot Element )
New Table

Basic X X S1 S2 S3 Solution

Z 0 - 0 0 16 48

S1 3 1 0 -40 4

S2 0 1 1 4

X1 0 0 1 3

7. Testing for improving the solution

If there are negative values in the Z row, there will be a chance for improving the
solution. Otherwise, it will be the optimal solution.

8. Determine the pivot column

The highest negative value in Z row, which is -15, that is placed in the X2
column. Then, X2 is the entering variable to the basic column.

9. Determine the Pivot row

S1= 4➗31 = 0.129 S2= 4➗1 = 4 S3= 3 ➗0 = 0

Then, S1 is the leaving variable from the basic column.

10. The Pivot Element is 31
12.Formulate the new Table
a. Replacement Process: S1 leaves and X2 enters the basic column
b. New Pivot Row = Current Pivot row ➗ Pivot element
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 X2 Row 0 / 31 = 0 31 / 31 = 1 = 1 / 31 0 / 31 = 0 = -40 / 31 = 4 / 31

c. New Row = current Row values – (its value in pivot Colum* Pivot
Row Values) ➗ Pivot element
The new table:
Basic X1 X2 S1 S2 S3 Solution
Z 0 0 15/31 0 -104/31 1548/31
X2 0 1 1/31 0 -40/31 4/31
S2 0 0 -1/31 1 71/31 120/31
X1 1 0 0 0 1 3

13. Testing for improving the solution :

If there are negative values in the Z row, there will be a chance for improving

the solution. Otherwise, it will be the optimal solution….

14. Determine the pivot column

The highest negative value in Z row, which is -105/31, that is placed in the S3
column. Then, S3 is the entering variable to the basic column.

15. Determine the pivot Row

X2= 4/31➗-40/31 =-1/10 S2= 120/31➗71/31 = 1.6901 X1= 3 ➗1 = 3
16. Pivot Element is 71/31

The new table:

Basic X1 X2 S1 S2 S3 Solution
Z 0 0 31/71 104/71 0 3948/71
X2 0 1 1/71 40/71 0 164/71
S3 0 0 -1/71 71/31 1 120/71
X1 1 0 1/71 -31/71 0 93/71

Test for improving solution: there are no negative values in Z row, so this is the
optimal solution

X1= 93/71
X2= 164/71

Z= 16X1 + 15X2

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 93 164 3948
Z= 16 * ( 71 ) + 15 * ( 71 ) = 71

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