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Session 5 - Simplex Method
Session 5 - Simplex Method
Management
Goa Institute of Management
PGDM-FT 2023-2024
In Standard form:
𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒 𝑍 = 4𝑥1 + 5𝑥2 + 0𝑠1 + 0𝑠2
𝑠. 𝑡.
𝑥1 − 5𝑥2 + 𝑠1 = 6
−3𝑥1 + 4𝑥2 + 𝑠2 = 1
𝑥1 , 𝑥2 , 𝑠1 , 𝑠2 ≥ 0
In Standard form:
𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒 𝑍 = 4𝑥1 + 5𝑥2 + 0𝑢1 + 0𝑢2
𝑠. 𝑡.
𝑥1 − 5𝑥2 − 𝑢1 = 6
−3𝑥1 + 4𝑥2 − 𝑢2 = 1
𝑥1 , 𝑥2 , 𝑢1 , 𝑢2 ≥ 0
In Standard form:
𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒 𝑍 = 4𝑥1 − 5𝑥2 + 0𝑢 + 0𝑠
𝑠. 𝑡.
𝑥1 − 5𝑥2 − 𝑢 = 6
−3𝑥1 + 4𝑥2 + 𝑠 = 1
𝑥1 , 𝑥2 , 𝑢, 𝑠 ≥ 0
𝒄𝒋
Iteration 1: 𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS
Basic variables: 𝑠1 , 𝑠2 , 𝑠3
Non-basic variables: 𝑥1 , 𝑥2
𝒔𝟏
𝒔𝟐
𝒔𝟑
𝑧𝑗
Note that we 𝒄𝒋 40 10 0 0 0
obtained an identity
𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS
submatrix in the
simplex table
against the basic 0 𝒔𝟏 2 1 1 0 0 50
variables. 0 𝒔𝟐 2 5 0 1 0 100
0 𝒔𝟑 2 3 0 0 1 90
𝑧𝑗
𝒄𝒋 40 10 0 0 0
𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS
0 𝒔𝟏 2 1 1 0 0 50
0 𝒔𝟐 2 5 0 1 0 100
0 𝒔𝟑 2 3 0 0 1 90
𝑧𝑗 0 0 0 0 0 0
Simplex Tableau 𝑠. 𝑡.
2𝑥1 + 𝑥2 + 𝑠1 = 50
2𝑥1 + 5𝑥2 + 𝑠2 = 100
Iteration 1: 2𝑥1 + 3𝑥2 + 𝑠3 = 90
& 𝑥1, 𝑥2 , 𝑠1 , 𝑠2 , 𝑠3 ≥ 0
Basic variables: 𝑠1 , 𝑠2 , 𝑠3
Non-basic variables: 𝑥1 , 𝑥2
Basic feasible solution: 𝑠1 = 50 , 𝑠2 = 100, 𝑠3 = 90. 𝑍 = 0
Compute 𝑐𝑗 − 𝑧𝑗 to determine the entering variable.
𝒄𝒋 40 10 0 0 0
𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS
0 𝒔𝟏 2 1 1 0 0 50
0 𝒔𝟐 2 5 0 1 0 100
0 𝒔𝟑 2 3 0 0 1 90
𝑧𝑗 0 0 0 0 0 0
𝑐𝑗 − 𝑧𝑗 40 10 0 0 0
Simplex Tableau 𝑠. 𝑡.
2𝑥1 + 𝑥2 + 𝑠1 = 50
2𝑥1 + 5𝑥2 + 𝑠2 = 100
2𝑥1 + 3𝑥2 + 𝑠3 = 90
& 𝑥1, 𝑥2 , 𝑠1 , 𝑠2 , 𝑠3 ≥ 0
Iteration 1:
Basic variables: 𝑠1 , 𝑠2 , 𝑠3
Non-basic variables: 𝑥1 , 𝑥2
𝒄𝒋 40 10 0 0 0
𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS
0 𝒔𝟏 2 1 1 0 0 50
0 𝒔𝟐 2 5 0 1 0 100
0 𝒔𝟑 2 3 0 0 1 90
𝑧𝑗 0 0 0 0 0 0
𝑐𝑗 − 𝑧𝑗 40 10 0 0 0 0
Out of the non-basic variables, 𝑥1 ℎ𝑎𝑠 𝑡ℎ𝑒 ℎ𝑖𝑔ℎ𝑒𝑠𝑡 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑐𝑗 − 𝑧𝑗 value. Hence it will enter the set of basic
variables in the next iteration
𝒄𝒋 40 10 0 0 0
𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS
0 𝒔𝟏 2 1 1 0 0 50
0 𝒔𝟐 2 5 0 1 0 100
0 𝒔𝟑 2 3 0 0 1 90
𝑧𝑗 0 0 0 0 0 0
𝑐𝑗 − 𝑧𝑗 40 10 0 0 0 0
Simplex Tableau 𝑠. 𝑡.
2𝑥1 + 𝑥2 + 𝑠1 = 50
2𝑥1 + 5𝑥2 + 𝑠2 = 100
Iteration 1: 2𝑥1 + 3𝑥2 + 𝑠3 = 90
& 𝑥1, 𝑥2 , 𝑠1 , 𝑠2 , 𝑠3 ≥ 0
Basic variables: 𝑠1 , 𝑠2 , 𝑠3
Non-basic variables: 𝑥1 , 𝑥2
Basic feasible solution: 𝑠1 = 50 , 𝑠2 = 100, 𝑠3 = 90. 𝑍 = 0
𝑥1 will enter the set of basic variables in the next iteration.
Compute ratios to determine the leaving variable.
𝒄𝒋 40 10 0 0 0
𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS Ratio
0 𝒔𝟏 2 1 1 0 0 50 25
0 𝒔𝟐 2 5 0 1 0 100 50
0 𝒔𝟑 2 3 0 0 1 90 45
𝑧𝑗 0 0 0 0 0 0
𝑐𝑗 − 𝑧𝑗 40 10 0 0 0 0
Simplex Tableau 𝑠. 𝑡.
2𝑥1 + 𝑥2 + 𝑠1 = 50
2𝑥1 + 5𝑥2 + 𝑠2 = 100
Iteration 1: 2𝑥1 + 3𝑥2 + 𝑠3 = 90
Basic variables: 𝑠1 , 𝑠2 , 𝑠3 & 𝑥1, 𝑥2 , 𝑠1 , 𝑠2 , 𝑠3 ≥ 0
Non-basic variables: 𝑥1 , 𝑥2
Basic feasible solution: 𝑠1 = 50 , 𝑠2 = 100, 𝑠3 = 90. 𝑍 = 0
0 𝒔𝟏 2 1 1 0 0 50 25
0 𝒔𝟐 2 5 0 1 0 100 50
0 𝒔𝟑 2 3 0 0 1 90 45
𝑧𝑗 0 0 0 0 0 0
𝑐𝑗 − 𝑧𝑗 40 10 0 0 0 0
Simplex Tableau 𝑠. 𝑡.
2𝑥1 + 𝑥2 + 𝑠1 = 50
2𝑥1 + 5𝑥2 + 𝑠2 = 100
Iteration 1: 2𝑥1 + 3𝑥2 + 𝑠3 = 90
Basic variables: 𝑠1 , 𝑠2 , 𝑠3 & 𝑥1, 𝑥2 , 𝑠1 , 𝑠2 , 𝑠3 ≥ 0
Non-basic variables: 𝑥1 , 𝑥2
Basic feasible solution: 𝑠1 = 50 , 𝑠2 = 100, 𝑠3 = 90. 𝑍 = 0
𝑥1 will enter the set of basic variables in the next iteration.
𝑠1 will leave the set of basic variables in the next iteration.
𝒄𝒋 40 10 0 0 0
𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS Ratio
0 𝒔𝟏 2 1 1 0 0 50 25
0 𝒔𝟐 2 5 0 1 0 100 50
0 𝒔𝟑 2 3 0 0 1 90 45
𝑧𝑗 0 0 0 0 0 0
𝑐𝑗 − 𝑧𝑗 40 10 0 0 0 0
Iteration 2: 𝑐𝑗 𝒄−𝒋 𝑧𝑗 40 10 0 0 0 0
Basic variables: 𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS Ratio
𝑥1 , 𝑠2 , 𝑠3
Non-basic 40 𝒙𝟏
variables: s1 , 𝑥2
0 𝒔𝟐
Iteration 2:
Basic variables: 𝑥1 , 𝑠2 , 𝑠3
Non-basic variables: s1 , 𝑥2
Basic feasible solution: 𝑥1 = 25 , 𝑠2 = 50, 𝑠3 = 40. 𝑍 =
1000
No variable can enter. Algorithm terminates. Optimal
solution is obtained in iteration 2.
𝒄𝒋 -1 -1 4 0 0 0
Iteration 1: 𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS
Basic variables: 𝑠1 , 𝑠2 , 𝑠3
Non-basic variables: 𝑥1 , 𝑥2 , 𝑥3
0 𝒔𝟏 1 1 2 1 0 0 9
0 𝒔𝟐 1 1 -1 0 1 0 2
0 𝒔𝟑 -1 1 1 0 0 1 4
𝑧𝑗
𝒄𝒋 -1 -1 4 0 0 0
Iteration 1: 𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS
Basic variables: 𝑠1 , 𝑠2 , 𝑠3
Non-basic variables: 𝑥1 , 𝑥2 , 𝑥3
0 𝒔𝟏 1 1 2 1 0 0 9
0 𝒔𝟐 1 1 -1 0 1 0 2
Basic feasible solution:
0 𝒔𝟑 -1 1 1 0 0 1 4
𝑥1 = 0, 𝑥2 =0, 𝑥3 =0, 𝑠1 =
9 , 𝑠2 = 2, 𝑠3 = 4 𝑧𝑗 0 0 0 0 0 0 0
Z=0
𝒄𝒋 -1 -1 4 0 0 0
Iteration 1: 𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS
Basic variables: 𝑠1 , 𝑠2 , 𝑠3
Non-basic variables: 𝑥1 , 𝑥2 , 𝑥3
0 𝒔𝟏 1 1 2 1 0 0 9
0 𝒔𝟐 1 1 -1 0 1 0 2
Basic feasible solution:
0 𝒔𝟑 -1 1 1 0 0 1 4
𝑥1 = 0, 𝑥2 =0, 𝑥3 =0, 𝑠1 =
9 , 𝑠2 = 2, 𝑠3 = 4 𝑧𝑗 0 0 0 0 0 0 0
Z=0 𝒄𝒋 -𝑧𝑗 -1 -1 4 0 0 0
𝒄𝒋 -1 -1 4 0 0 0
𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS
𝑥3 will be the entering
variable 0 𝒔𝟏 1 1 2 1 0 0 9
0 𝒔𝟐 1 1 -1 0 1 0 2
0 𝒔𝟑 -1 1 1 0 0 1 4
𝑧𝑗 0 0 0 0 0 0 0
𝒄𝒋 -𝑧𝑗 -1 -1 4 0 0 0
𝒄𝒋 -1 -1 4 0 0 0
𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS Ratio
𝑥3 will be the entering
variable
𝑠3 will be the leaving 0 𝒔𝟏 1 1 2 1 0 0 9 4.5
variable 0 𝒔𝟐 1 1 -1 0 1 0 2 -
0 𝒔𝟑 -1 1 1 0 0 1 4 4
𝑧𝑗 0 0 0 0 0 0 0
𝒄𝒋 -𝑧𝑗 -1 -1 4 0 0 0
0 𝒔𝟏
0 𝒔𝟐
4 𝒙𝟑 -1 1 1 0 0 1 4
𝑧𝑗
11-10-2023 𝒄𝒋Mohan
Deepti -𝑧𝑗 | Goa Institute of Management
Simplex Tableau 𝒄𝒋 -1 -1 4 0 0 0
𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒
𝑍 = −𝑥1 − 𝑥2 + 4𝑥3 + 0𝑠1 + 0𝑠2 + 0𝑠3
𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS Ratio
𝑠. 𝑡.
𝑥1 + 𝑥2 + 2𝑥3 + 𝑠1 = 9
𝑥1 + 𝑥2 − 𝑥3 + 𝑠2 = 2 0 𝒔𝟏 1 1 2 1 0 0 9 4.5
−𝑥1 + 𝑥2 + 𝑥3 + 𝑠3 = 4
0 𝒔𝟐 1 1 -1 0 1 0 2 -
& 𝑥1, 𝑥2 , 𝑥3 , 𝑠1 , 𝑠2 , 𝑠3 ≥ 0
0 𝒔𝟑 -1 1 1 0 0 1 4 4
𝑧𝑗 0 0 0 0 0 0 0
Iteration 2: 𝒄𝒋 -𝑧𝑗𝒄𝒋 -1 -1 4 0 0 0
-1 -1 4 0 0 0
Basic variables: 𝑠1 , 𝑠2 , 𝑥3
Non-basic variables: 𝑥1 , 𝑥2 , 𝑠3 𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS Ratio
0 𝒔𝟏
0 𝒔𝟐 0 2 0 0 1 1 6
4 𝒙𝟑 -1 1 1 0 0 1 4
𝑧𝑗
11-10-2023 𝒄𝒋Mohan
Deepti -𝑧𝑗 | Goa Institute of Management
Simplex Tableau 𝒄𝒋 -1 -1 4 0 0 0
𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒
𝑍 = −𝑥1 − 𝑥2 + 4𝑥3 + 0𝑠1 + 0𝑠2 + 0𝑠3
𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS Ratio
𝑠. 𝑡.
𝑥1 + 𝑥2 + 2𝑥3 + 𝑠1 = 9
𝑥1 + 𝑥2 − 𝑥3 + 𝑠2 = 2 0 𝒔𝟏 1 1 2 1 0 0 9 4.5
−𝑥1 + 𝑥2 + 𝑥3 + 𝑠3 = 4
0 𝒔𝟐 1 1 -1 0 1 0 2 -
& 𝑥1, 𝑥2 , 𝑥3 , 𝑠1 , 𝑠2 , 𝑠3 ≥ 0
0 𝒔𝟑 -1 1 1 0 0 1 4 4
𝑧𝑗 0 0 0 0 0 0 0
Iteration 2: 𝒄𝒋 -𝑧𝑗𝒄𝒋 -1 -1 4 0 0 0
-1 -1 4 0 0 0
Basic variables: 𝑠1 , 𝑠2 , 𝑥3
Non-basic variables: 𝑥1 , 𝑥2 , 𝑠3 𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS Ratio
0 𝒔𝟏 3 -1 0 1 0 -2 1
0 𝒔𝟐 0 2 0 0 1 1 6
4 𝒙𝟑 -1 1 1 0 0 1 4
𝑧𝑗
11-10-2023 𝒄𝒋Mohan
Deepti -𝑧𝑗 | Goa Institute of Management
Simplex Tableau 𝒄𝒋 -1 -1 4 0 0 0
𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒
𝑍 = −𝑥1 − 𝑥2 + 4𝑥3 + 0𝑠1 + 0𝑠2 + 0𝑠3
𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS Ratio
𝑠. 𝑡.
𝑥1 + 𝑥2 + 2𝑥3 + 𝑠1 = 9
𝑥1 + 𝑥2 − 𝑥3 + 𝑠2 = 2 0 𝒔𝟏 1 1 2 1 0 0 9 4.5
−𝑥1 + 𝑥2 + 𝑥3 + 𝑠3 = 4
0 𝒔𝟐 1 1 -1 0 1 0 2 -
& 𝑥1, 𝑥2 , 𝑥3 , 𝑠1 , 𝑠2 , 𝑠3 ≥ 0
0 𝒔𝟑 -1 1 1 0 0 1 4 4
𝑧𝑗 0 0 0 0 0 0 0
Iteration 2: 𝒄𝒋 -𝑧𝑗𝒄𝒋 -1 -1 4 0 0 0
-1 -1 4 0 0 0
Basic variables: 𝑠1 , 𝑠2 , 𝑥3
Non-basic variables: 𝑥1 , 𝑥2 , 𝑠3 𝒄𝑩 𝒙𝑩 𝒙𝟏 𝒙𝟐 𝒙𝟑 𝒔𝟏 𝒔𝟐 𝒔𝟑 RHS Ratio