MANAGEMENT SCIENCE

LINEAR
PROGRAMMING
(Simplex Method)
CORONEL, SHAIRA ALESSANDRA
CUZON, MOLLEEN
DAGANGON, TRIXSHA FAITH
DIVINAGRACIA, CHERRY
GALAMITON. JOHN CLARK SAR
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LINEAR PROGRAMMING
The simplex method was developed during the Second
World War by Dr. George Dantzig. His linear programming
models helped the Allied forces with transportation and
scheduling problems.

The Simplex method is an approach to solving linear

programming models by hand using slack variables,
tableaus, and pivot variables as a means to finding the
optimal solution of an optimization problem.

A linear program is a method of achieving the best outcome

given a maximum or minimum equation with linear
constraints.
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To solve a linear programming model using the

Simplex method the following steps are necessary:
●Standard form
●Introducing slack variables
●Creating the tableau
●Pivot variables
●Creating a new tableau
●Checking for optimality
●Identify optimal values
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SIMPLEX METHOD - MAXIMIZATION
A legal firm has 900 hours of staff time and 100 hours of reviewing time available

1 each week. The firm charges ₱2000 for legal documents and ₱300 for consultation.
Each legal document requires 100 hours of staff time and 10 hours of review time,
and each consultation requires 10 hours of staff time and 2 hours of review time.
What number of legal document and consultation will bring in a maximum revenue?

Step 1: Standard Form

Maximize: z = 2000x 1+ 300x2

Subject to x 1+ x 2 < 900
x1+ x2 < 100

Step 2: Determine slack variables

100x1+ 10x 2+ S1 = 900 (staff time)

10x + 2x2+ S 2 = 100 (review time)
X1 , X2 , S1 , S2 = 0

Let x1represents the no. of legal documents, and x2 the no. of consultation.
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Step 3: Setting up the Tableau

Maximize: z - 2000x1- 300x 2 = 0

Subject to:
100x1 + 10x2+ S1 = 900
10x1 + 2x2 + S2 = 100
X 1, X2 , S1 , S2 = 0

Basic Variable X 1 X2 S1 S 2 RHS

Z -2000 -300 0 0 0

S1 100 10 1 0 900

S2 10 2 0 1 100
 MANAGEMENT SCIENCE Green – Pivot column
Blue – Pivot Row
Step 4: Pivot Variables Orange – Pivot element

Basic
X1 X2 S1 S2 RHS RATIO
Variable
smallest
value Z -2000 -300 0 0 0

S1 100 10 1 0 900 9

S2 10 2 0 1 100 10

Step 5: Create a New Tableau

Formula: New Pivot Row = Current Pivot Row / Pivot Element

Basic
X1 X2 S1 S2 RHS RATIO
Variable

Z -2000 -300 0 0 0

X1 1 1/10 1/100 0 9

S2 10 2 0 1 100
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Formula: New Row = (Current row) - ( Pivot column coefficient) * New pivot row

Basic1
X X S1 S RHS RATIO
Variable 1 2 2

Z 0 -100 20 0 18000

X1 1 1/10 1/100 0 9

S2 10 2 0 1 100

Basic
X1 X2 S1 S2 RHS RATIO
Variable

Z 0 -100 20 0 18000

X1 1 1/10 1/100 0 9 90

S2 0 1 -1/10 1 10 10
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Basic
X1 X2 S1 S RHS RATIO
Variable 2

Z 0 -100 20 0 18000

X1 1 1/10 1/100 0 9

X2 0 1 -1/10 1 10

Basic
X1 X2 S1 S2 RHS RATIO
Variable

Z 0 -100 20 0 18000

X1 1 0 1/50 -1/10 8

X2 0 1 -1/10 1 10
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Basic
X X S S 2 RHS RATIO
Variable 1 2 1

Z 0 0 10 100 19000

X1 1 0 1/50 -1/10 8

X2 0 1 -1/10 1 10
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STEP 7: IDENTIFY OPTIMAL VALUES
Basic
X1 X2 S1 S2 RHS RATIO
Variable
Maximum
Z 0 0 10 100 19000 Revenue

X1 1 0 1/50 -1/10 8 X1

X2 0 1 -1/10 1 10 X2

From this tableau, we see that the maximum revenue is ₱19,000

X1= 8
X2= 10

Substitute the given value of X1and X2 in the equation.

100(8) + 10(10) = 900
800 + 100 = 900
900 = 900

10(8) + 2(10) = 100

80 +20 = 100
100 = 100

Maximum revenue = 2000x1+ 300x 2

= 2000(8) + 300(10)
= 16000 + 3000
Maximum revenue = 19000
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SIMPLEX METHOD - MINIMIZATION
A pharmacist produces a drug from two ingredients. Each ingredient contains the
2 same three antibiotics in different proportions. Each ingredient A results ₱80 in
cost; each ingredient B results ₱50 in cost. The production of the antibiotics is
dependent on the availability of limited resources. The resource requirements for
the production are as follows:
RESOURCE REQUIREMENTS
MINIMUM
ANTIBIOTIC
REQUIREMENTS
INGREDIENT A INGREDIENT B

1 3 UNITS 1 UNIT 6

2 1 UNIT 1 UNIT 4

3 2 UNITS 6 UNITS 12

The company wants to determine the quantity of ingredient A and B that must go
in the drug in order to meet the antibiotics minimum requirements at minimum cost.

Solution:
Step 1. Represent the unknown
2 problem.
Let, Ingredient A = X1
Ingredient B = X 2
Requirement = Right Hand Side (RHS)
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Step 2. Tabulate the data about the facts.

Materials Ingredient A (X1) Ingredient B (X2) Requirement RHS

Antibiotic 1 3 1 6

Antibiotic 2 1 1 4

Antibiotic 3 2 6 12

Cost ₱80 ₱50

Step 3. Formulate the objective function and constraints by restating the information
in mathematical form.

OBJECTIVE FUNCTION: C = 80X1+ 50X2

CONSTRAINTS: 3X1+ X2 6 ≥
X1+ X 2 4 ≥
2X1+ 6X2 12 ≥
X1, X2 0 ≥
Step 4. Convert to a system of linear equations. We have to subtract Surplus
Variable.
3X1+ X2– S1= 6
X 1+ X2– S2 = 4
2X1+ 6X2 – S3 = 12
80 X1+ 50 X2+ P = 0
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Step 5. Pivot Column – Most Positive at the last row.

TEST
BV X1 X2 S1 S2 S3 P RHS
RATIO

S1 3 1 -1 0 0 0 6 2

S2 1 1 0 -1 0 0 4 4

S3 2 6 0 0 -1 0 12 6

P 80 50 0 0 0 1 0 80

Tableu 1. X1= Pivot Column; 80 = Most Positive at the last row; 3 = Pivot Element;
S1= Pivot Row; 2 = smallest positive

TEST
BV X1 X2 S1 S2 S3 P RHS
RATIO

S1 1 1/3 -1/3 0 0 0 2 6

S2 0 2/3 1/3 -1 0 0 2 3

S3 0 5 1/3 2/3 0 -1 0 8 1 1/12

P 0 23 1/3 26 2/3 0 0 1 -160

Tableu 2. X2= Pivot Column; 23 1/3 = Most Positive at the last row; 5 1/3= Pivot Element
S3= Pivot Row; 2 = smallest positive
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TEST
BV X1 X2 S1 S2 S3 P RHS
RATIO

S1 1 0 -3/8 0 0 0 1 1/2 24

S2 0 0 1/4 -1 1/8 0 1 8

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

P 0 0 23 3/4 0 4 3/8 1 -195

Tableu 3. S3= Pivot Column; 4 3/8 = Most Positive at the last row; 1/8= Pivot Element
S2= Pivot Row; 8 = smallest positive

BV X1 X2 S1 S2 S3 P RHS

X1 1 0 -1/2 1/2 0 0 1

S3 0 0 2 -8 1 0 8

X2 0 1 1/2 -1 3/5 0 0 3

P 0 0 15 35 0 1 -230
Tableu 4.
P = -C S1 = 0 X1 = 1
P = - (230) S2 = 0 X2 = 3
C = 230 S3 = 8 C =230 Thus, (1,3) minimize the C= 230
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SIMPLEX METHOD - MAXIMIZATION
George holds two part-time jobs, Job I and Job II. He never wants to work more

3 than a total of 12 hours a week. He has determined that for every hour he works at
Job I, he needs 2 hours of preparation time, and for every hour he works at Job II,
he needs one hour of preparation time, and he cannot spend more than 16 hours for
preparation. If he makes ₱50 an hour at Job I, and ₱40 an hour at Job II, how many
hours should he work per week at each job to maximize her income?

Solution: STEP 1. Set up the problem.

Let x 1 represents the no. of hours per week George will work at Job 1
and x2 the no. hours per week George will work at Job 2.

Z (Maximum Revenue) = 50x 1+ 40x2

Subject to: x 1 + x2 ≤ 12
≤
2x1+ x 2 16
x1 ≥ 0; x 2 0≥
STEP 2. Convert the inequalities into equations.
Objective to function ; −50x1−40x + Z=0
Subject to constraint x1+ x2+ y1= 12
2x1+x2 +y2 = 16
x1 0; x2≥ 0 ≥
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STEP 2. Convert the inequalities into equations.

Objective to function ; −50x1 −40x 2+ Z=0
Subject to constraint x1 + x 2+ y 1= 12
2x 1+x 2+y2 = 16
≥
x1 0; x 2 0 ≥

STEP 3. Construct the initial simplex tableau.

Subject to
X1 X2 Y1 Y2 Z C
constraint

1st 1 1 1 0 0 12

2nd 2 1 0 1 0 16

Objective
-50 -40 0 0 1 0
to function
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STEP 4. The most negative entry in the bottom row identifies the pivot column.
Subject to
X1 X2 Y1 Y2 Z C
constraint

1st 1 1 1 0 0 12

2nd 2 1 0 1 0 16

Objective
-50 -40 0 0 1 0
to function

Pivot column.

STEP 5. Calculate the quotients. The smallest quotient identifies a row. The element in the
intersection of the column identified in step 4 and the row identified in this step is identified as
the pivot element.
Subject to
X X Y Y Z C
constraint

1st 1 1 1 0 0 12 12 ÷ 1 = 12

2nd 2 1 0 1 0 16 16 ÷ 2 = 8
Objective
-50 -40 0 0 1 0
to function
Pivot Element
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STEP 6. Perform pivoting to make all other entries in this column zero.
Subject to
X1 X2 Y1 Y2 Z C
constraint

1st 1 1 1 0 0 12

2nd 1 1/2 0 1/2 0 8

Objective
-50 -40 0 0 1 0
to function

To obtain a zero in the entry first above the pivot element, we multiply the second row by -1 and
add it to row 1. We get
Subject to
X1 X2 Y1 Y2 Z C
constraint

1st 0 1/2 1 -1/2 0 4

2nd 1 1/2 0 1/2 0 8

Objective
-50 -40 0 0 1 0
to function
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To obtain a zero in the element below the pivot, we multiply the second row by 50 and add
it to the last row. We get
Subject to
X1 X2 Y1 Y2 Z C
constraint

1st 0 1/2 1 -1/2 0 4

2nd 1 1/2 0 1/2 0 8

Objective
0 -15 0 25 1 400
to function

We now determine the basic solution associated with this tableau.

X1 Y1 Z C

0 1 0 4

1 0 0 8

0 0 1 400
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STEP 7. When there are no more negative entries in the bottom row, we are finis
otherwise, we start again from step 4.
Subject to
X1 X2 Y1 Y2 Z C
constraint

1st 0 1/2 1 -1/2 0 4 4 ÷ 1/2 = 8

2nd 1 1/2 0 1/2 0 8 8 ÷ 1/2 = 16

Objective
0 -15 0 25 1 400
to function

We make the pivot element 1 by multiplying row 1 by 2, and we get

Subject to
X X Y Y Z C
constraint

1st 0 1 2 -1 0 8

2nd 1 1/2 0 1/2 0 8

Objective
0 -15 0 25 1 400
to function
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Now to make all other entries as zeros in this column, we first multiply row 1 by -1/2
and add it to row 2, and then multiply row 1 by 15 and add it to the bottom row.
Subject to
X1 X2 Y1 Y2 Z C
constraint

1st 0 1 2 -1 0 8

2nd 1 0 -1 1 0 4

Objective
0 0 30 10 1 520
to function

The answer lies in the bottom row. The bottom row corresponds to the equation:
0x1+ 0x2+ 30y1+ 10y2+ Z = 520 or
Z = 520 - 30y1 −10y2

X1 X2 Z C

0 1 0 8

1 0 0 4

0 0 1 520
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