SIMPLEX METHOD

Maximization:
Step 1: Convert the linear program into standard form by adding slack variables

Ax + By ≤ C Ax + By ≤ C
Ax + By + S1 = C Ax + By + S2 = C

💡 The purpose of adding a slack variable is to convert the inequalities ≤ to equalities =

Add slack variables into the objective function:

Z = Ax + By
Ax + By + s1 + s2

💡 The number of variables added into the objective function depends on the number of constraints that you have. We only
have two, so only two slack variables are added.

Step 2: Develop the initial simplex tableau with decision variables as non-basic variables

Non-basic means that both x and y are 0 and the slack variables S1 and S2 are basic variables.

Look:

A(0) + B(0) + S1 = C A(0) + B(0) + S2 = C

S1 = C S2 = C

💡 X and Y has a value of 0 and is therefore non-basic, S1 and S2 have a value of C and is therefore basic.

Developing the tableaux:

Let’s say we have the linear programming problem wherein:

Maximize: Z = 7x + 6y Subject to: 2x + 4y ≤ 16

3x + 2y ≤ 12

Doing Step 1:

7x + 6y + s1 + s2 Subject to:

💡
2x + 4y + s1 = 16
Two slack variables are added because there are two 3x + 2y + s2 = 12
constraints

💡 Once the slack variables are added, the

inequalities become equalities

Input the Cj row:

x y s1 s2

7 6 0 0

💡 These come from the coefficients of the objective function above.

SIMPLEX METHOD 1
 Input the coefficients of the constraints

x y s1 s2

Basis Cj 7 6 0 0 Quantity

s1 0 2 4 1 0 16

s2 0 3 2 0 1 12

Zj

Cj-Zj

💡 These come from the coefficients of the constraints

Input the Zj values

x y s1 s2

Basis Cj 7 6 0 0 Quantity

s1 0 2 4 1 0 16

s2 0 3 2 0 1 12

Zj 0 0 0 0 0

Cj-Zj

💡 Zj is equal to the Cj column (s1 = 0, and s2 = 0) multiplied by x, y, s1, and s2 columns then added together.

Input the Cj-Zj row

x y s1 s2

Basis Cj 7 6 0 0 Quantity

s1 0 2 4 1 0 16

s2 0 3 2 0 1 12

Zj 0 0 0 0 0

Cj-Zj 7 6 0 0

💡 This is now the initial simplex tableaux

Step 3: Select the non-basic variable with the highest value in the net evaluation as the pivot column

x y s1 s2

Basis Cj 7 6 0 0 Quantity

s1 0 2 4 1 0 16

s2 0 3 2 0 1 12

Zj 0 0 0 0 0

Cj-Zj 7 6 0 0

💡 Here we have 7 in the x column as the highest value, we will use it as our pivot column.

Step 4: Calculate the ratio of the Quantity column to the pivot column values.

x y s1 s2

Basis Cj 7 6 0 0 Quantity Ratio

s1 0 2 4 1 0 16 16/2 = 8
s2 0 3 2 0 1 12 12/3 = 4

SIMPLEX METHOD 2
 Zj 0 0 0 0 0

Cj-Zj 7 6 0 0

💡 The 2 and 3 divided by the quantity column comes from the pivot column.

💡 We will select the lowest ratio among the two. We now have 3 as our pivot point.

Step 5: Perform the first iteration of the tableaux by doing row operations

x y s1 s2

Basis Cj 7 6 0 0 Quantity

s1 0 2 4 1 0 16

x 7 3 2 0 1 12

Zj 0 0 0 0 0

Cj-Zj 7 6 0 0

💡 Notice that s2 is now replaced by x and its corresponding value on the Cj column is 7, which is equal to the value of x on the
objective function 7x + 6y + s1 + s2

💡 We want to make the pivot point 3 to be equal to 1. To do this we perform the row operation RowOne/3 = NewRowOne

We now have:

x y s1 s2

Basis Cj 7 6 0 0 Quantity

s1 0 2 4 1 0 16

x 7 1 2/3 0 1/3 4

Zj 0 0 0 0 0

Cj-Zj 7 6 0 0

3/3 = 1
2/3 = 2/3
0/3 = 0
1/3 = 1/3
12/3 = 4
Now, we want it so that the value above the pivot point is equal to 0 to do this we perform the row operation −2(RowOne) +
RowTwo = NewRowTwo
Now we have:

x y s1 s2

Basis Cj 7 6 0 0 Quantity

s1 0 0 8/3 1 -2/3 8

x 7 1 2/3 0 1/3 4

Zj 0 0 0 0 0

Cj-Zj 7 6 0 0

−2(1) + 2 = 0
−2(2/3) + 4 = 8/3
−2(0) + 1 = 1

SIMPLEX METHOD 3
 −2(1/3) + 0 = −2/3
−2(4) + 16 = 8
Next, We will find the Zj and Cj-Zj row:

x y s1 s2

Basis Cj 7 6 0 0 Quantity

s1 0 0 8/3 1 -2/3 8

x 7 1 2/3 0 1/3 4

Zj 7 14/3 0 7/3 28

Cj-Zj 0 4/3 0 -7/3

💡 We still have a non-negative and a non-zero value, therefore we will repeat Steps 3, 4, and 5.

Step 6: Repeat steps 3, 4, and 5 until we get no non-negatives and no non-zero in the Cj-Zj row.

If you repeat the process you will get this table:

x y s1 s2

Basis Cj 7 6 0 0 Quantity

y 6 0 1 3/8 -1/4 3

x 7 1 0 -1/4 1/2 2

Zj 7 6 1/2 2 32

Cj-Zj 0 0 -1/2 -2

Therefore, the answers are:

y=3
x=2
z = 32
s1 = 0
s2 = 0

💡 You can now substitute these values in the objective function to get the value of Z

SIMPLEX METHOD 4