MANAGEMENT SCIENCE

(LESSON 3 – Minimization)
ENGR. ELMA V. LUZANO
LESSON 3 –LINEAR PROGRAMMING:
SIMPLEX METHOD
SIMPLEX ALGORITHM

- a repetitive technique to maximize or minimize the value

of problems, especially when a large number of variables
or constraints are present.
A linear program is in Standard Minimization Form if the
following conditions are satisfied:

a. The objective function is to be minimized.

b. All variables are nonnegative.
c. All explicit constraints involve ≥
d. All of the constants in the constraints are nonnegative.
The simplex algorithm is basically the same with some deviations from Case 2.
Sample Problem:
Solve the linear program by simplex algorithm.

Objective: Minimize Z = 3x + y
Subject to: x + y ≥ 10
2x + 3y ≥ 24
x, y ≥ 0
EXAMPLE NO. 2

Minimize: C = 5x + 6y

Subject to: x + y ≤ 10
x + 2y ≥ 12
2x + y ≥ 12
x ≥ 3
SOLUTION:
Change the problem from:

minimizing C = 5x + 6y to maximizing P = -C = -5x – 6y

Objective function: P + 5x + 6y = 0

x + y ≤ 10
- x - 2y ≤ -12
- 2x - y ≤ -12
-x≤ -3
Introduce a non-negative slack variable to form equalities

x + y + S1 = 10
- x - 2y + S2 = -12
- 2x - y + S3 = -12
- x + S4 = - 3
Phase I is applicable for Tableau 1, Pivot row: either S2 or S4
if S2, pivot column is y, pivot element is -2
Phase I is
applicable for
Tableau 2,
Pivot row: S3,
pivot column is
x, pivot
element is -3/2.
The maximum P is -44, so minimum Z is 44. This will occur when x =
4, y = 4, S1 = 2, S2=S3 = 0, S4 = 1