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Unit3

Unit3

SimplexMethod

Structure
3.1.

Introduction

3.2.

StandardformofL.P.P
3.2.1ThestandardformoftheLPP
3.2.2FundamentalTheoremofL.P.P.

3.3.

SolutionofL.P.PSimplexmethod
3.3.1InitialbasicfeasiblesolutionofaLPP
3.3.2ToSolveproblembySimplexMethod

3.4.

TheSimplexAlgorithm
3.4.1Steps

3.5.

PenaltycostmethodorBigMmethod

3.6.

Twophasemethod

3.7.

MaximisationExamples

3.8.

Summary
TerminalQuestions
AnswerstoSAQs&TQs

3.1Introduction
ThesimplexmethodprovidesanefficienttechniquewhichcanbeappliedforsolvingLPPofany
magnitudeinvolvingtwoormoredecisionvariables.Inthismethodtheobjectivefunctionusedto
controlthedevelopmentandevaluationofeachfeasiblesolutiontotheproblem.
The simplex algorithm is an iterative procedure for finding the optimal solution to a linear
programming problem. In theearlier methods, if a feasiblesolution to the problemexists, it is
locatedatacornerpointofthefeasibleregiondeterminedbytheconstraintsofthesystem.The
simplexmethod,accordingtoitsiterativesearch,selectsthisoptimalsolutionfromamongtheset
offeasiblesolutionstotheproblem.Theefficiencyofthisalgorithmis,becauseitconsidersonly
thosefeasiblesolutionswhichareprovidedbythecornerpoints,andthattoonotallofthem.We
consideraminimumnumberoffeasiblesolutionstoobtainanoptimalsolution.

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LearningObjectives:
Afterstudyingthisunit,youshouldbeabletounderstandthefollowing

1. TowritethestandardformofLPPfromthegivenhypothesis
2. Applythesimplexalgorithmtothesystemofequations
3. UnderstandthebigMtechnique
4. Knowtheimportanceofthetwophasemethod.
5. Formulatethedualfromtheprimal(andviceversa).
3.2 TheStandardFormOfLPP
Thecharacteristicsofthestandardformare:
1. Allconstraintsareequationsexceptforthenonnegativityconditionwhichremaininequalities
(,0)only.
2. Therighthandsideelementofeachconstraintequationisnonnegative.
3. Allvariablesarenonnegative.
4. Theobjectivefunctionisofthemaximizationorminimizationtype.
The inequality constraints can be changed to equations by adding or substracting the lefthand
sideofeachsuchconstraintsbyanonnegativevariable.Thenonnegativevariablethathasto
be added to a constraint inequality of the form to change it to an equation is called a slack
variable.Thenonnegativevariablethathastobesubstractedfromaconstraintinequalityofthe
form tochangeittoanequationiscalledasurplusvariable.Therighthandsideofaconstraint
equationcanbemadepositivebymultiplyingbothsidesoftheresultingequationby(1)wherever
necessary.Theremainingcharacteristicsareachievedbyusingtheelementarytransformations
introducedwiththecanonicalform.
3.2.1 TheStandardFormOfTheLPP
AnystandardformoftheL.P.P.isgivenby
n

MaximizeorMinimize z = Cixi
i = 1

Subjectto:

aij xj Si = bi (bi 0)i = 1,2 ...........m.

j = 1

&xj 0,j=1,2,n.
Si 0,i=1,2,m.

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3.2.2 FundamentalTheoremOfL.P.P.
Givenasetofmsimultaneouslinearequationsinnunknowns/variables,n m,AX=b,with r(A)
=m.IfthereisafeasiblesolutionX 0,thenthereexistsabasicfeasiblesolution.

SelfAssessmentQuestions1
StateTrue/False

1. Weaddsurplusvariableforofconstraint
2. Therighthandsideelementofeachconstraintisnonnegative.
3.3 Solution OfThe LinearProgrammingProgram SimplexMethod
ConsideraLPPgiveninthestandardform,
Tooptimizez=c1 x1 +c2 x2 ++cn xn
Subjectto
a11 x1 +a12 x2 ++an xn S 1 =b1
a21 x1 +a22 x2 ++a2n xn S2 =b2
.
.

am1 x1 +am2 x2 + +amn xn Sm =bm

x1,x2,xn,S1,S2 ,Sm 0.
To eachof the constraintequationsadda new variable called an artificial variable on theleft
hand side of every equation which does not contain a slack variable. Then every constraint
equationcontainseitheraslackvariableoranartificialvariable.
Theintroductionofslack and surplusvariablesdo notaltereithertheconstraintsortheobjective
function. So such variables can be incorporated in the objective function with zero coefficients.
However,theartificialvariablesdochangetheconstraints,sincetheseareaddedonlytooneside
i.e.,tothelefthandsideoftheequations.Thenewconstraintequationssoobtainedisequivalent
to theoriginalequationsif and onlyifallartificial variableshavevalue zero. Toguaranteesuch
assignmentsintheoptimalsolutions,artificialvariablesareincorporatedintotheobjectivefunction
withverylargepositivecoefficientMintheminimizationprogramandverylargenegativecoefficient
Minthemaximizationprogram.Thesecoefficientsrepresentthepenaltyincurredinmakingan
unitassignmenttotheartificialvariable.
ThusthestandardformofLPPcanbegivenasfollows:
Optimize

Z=CTX

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Subjectto

AX=B,

and

X 0

Unit3

WhereXisacolumnvectorwithdecision,slack,surplusandartificialvariables,Cisthevector
corresponding to the costs, A is the coefficient matrix of the constraint equations and B is the
columnvectoroftherighthandsideoftheconstraintequations.
Example1: ConsidertheLPP
Minimize

Z=4x1 +x2

Subjectto

3x1 +x2 =3
4x1 +3x2 6
x1 +2x2 3,
x1,x2 0

Rewritinginthestandardform,
Minimize
Z=4x1 +x2 +0.S 1 +0.S2 +M(A1 +A2)
Subjectto

3x1+x2 +A1 =3
4x1 +3x2 S1 +A2 =6
x1 +2x2 +S2 =3
x1,x2,S1,S2,A1,A2 0

WhenS2 isslackvariable,S1 isasurplusvariableandA1 &A 2 anartificialvariables.

Representingthisprograminmatrixes,wehave
x1

x2
S
MinimizeZ=(4100MM) 1
S
2
A1
A
2

Subjectto

3 1 0 0 1 0

4 3 - 1 0 0 1
1 2 0 1 0 0

and

x 1

x2
S1
S 0
2
A1
A
2

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x1

x2
S1
3
S = 6

2
3
A1
A
2

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3.3.1 InitialbasicfeasiblesolutionofaLPP
Considerasystemofmequationsinnunknownsx1,x2 xn,
a11 x1 +a12 x2 ++a1n xn =b1
a21 x1 +a22 x2 ++a2n xn =b2

am1 x1 +am2 x2 ++amn xn =bn

Where m n.
Tosolvethissystemofequations,wefirstassignanyofnmvariableswithvaluezero.These
variables which have assigned value zero initially are called the nonbasic variables, the
remaining variables are called basic variables. Then the system can be solved to obtain the
valuesofthebasicvariables.Ifoneormorevaluesofthebasicvariablesarealsozerovalued,
then solution of the system is said to degenerate. If all basic variable, have nonzero values,
thenthesolutioniscalledanondegeneratesolution.
Abasicsolutionissaidtobefeasible,ifitsatisfiesallconstraints.
Example2: Considerthesystemofequations
2x1 +x2 x3 =2
3x1 +2x2 +x3 =3
where x1,x2,x3 0.
Sincethereare3variablesandtwoequations,assign32=1variable,thevaluezeroinitially.
Case(i):Letx3 =0i.e.,x3 beanonbasicvariable,thenequationbecomes
2x1 +x2 =2
3x1 +2x2 =3
Solving,weget
x1 =1,x2 =0.
\ Thesolutiondegenerates,butisfeasible.
Case(ii):Letx2 beanonbasicvariablei.e.,x2 =0,thensolutionis
x1 =1andx3 =0
Herealsothesolutiondegeneratesbutfeasible.
Case(iii):Letx1 benonbasici.e.,x1=0
Solutionisx2 = 1,x3 = 1.
3
3
Thesolutionnondegenerates,butisnotfeasible.

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ConsideraLPPgiveninthestandardform
Optimize

Z=CTX

Subjectto

AX=B,
X 0.

TheinitialsolutionofsuchaproblemdenotedbyX0,isobtainedbytreatingalldecisionandsurplus
variablesasnonbasicvariablesi.e.,theyhaveassigned valuezero,allslackand,artificialvariablesas
basic variables and have assigned values which are on R.H.S. of the corresponding constraint
equations.
3.3.2 ToSolveproblembySimplexMethod
1. Introducestackvariables(S is)for typeofconstraint.
2. Introducesurplusvariables(Sis)andArtificialVariables(Ai)for typeofconstraint.
3. IntroduceonlyArtificialvariablefor=typeofconstraint.
4. Cost(Cj)ofslackandsurplusvariableswillbezeroandthatofArtificialvariablewillbeM
FindZj Cj foreachvariable.
5. Slack and Artificial variables will form Basic variable for the first simplex table. Surplus
variablewillneverbecomeBasicVariableforthefirstsimplextable.
6. Zj =sum of[costofvariablexitscoefficientsintheconstraints Profitorcostcoefficientof
thevariable].
7. Select the most negativevalue of Zj Cj. That columnis called keycolumn. Thevariable
correspondingtothecolumnwillbecomeBasicvariableforthenexttable.
8. Divide thequantitiesby the correspondingvalues ofthekey column toget ratios select the
minimumratio.Thisbecomesthekeyrow.TheBasicvariablecorrespondingtothisrowwill
bereplacedbythevariablefoundinstep6.
9. TheelementthatliesbothonkeycolumnandkeyrowiscalledPivotalelement.
10. Ratioswithnegativeandavaluearenotconsideredfordeterminingkeyrow.
11. Onceanartificialvariableisremovedasbasicvariable,itscolumnwillbedeletedfromnext
iteration.
12. For maximisation problems decision variables coefficient will be same as in the objective
function. For minimizationproblems decisionvariables coefficients will have oppositesigns
ascomparedtoobjectivefunction.
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13. Values of artificial variables will always is M for both maximisation and minimization
problems.
14. TheprocessiscontinuedtillallZj Cj 0.
SelfAssessmentQuestions2
StateTrue/False

1. Abasicsolutionissaidtobeafeasiblesolutionifitsatisfiesallconstraints.
2. Ifoneormorevaluesofbasicvariablearezerothensolutionissaidtobedegenerate.

3.4 TheSimplexAlgorithm
To test for optimality of the current basic feasible solution of the LPP, we use the following
algorithmcalledsimplexalgorithm.Letusalsoassumethattherearenoartificialvariableexisting
intheprogram.
3.4.1Steps
1) Locatethemostnegativenumberinthelast(bottom)rowofthesimplextable,excludingthat
oflastcolumnandcallthecolumninwhichthisnumberappearsastheworkcolumn.
2) Form ratios by dividing each positive numberinthe work column,excluding that of thelast
row into the element in thesame row and last column. Designate that element in the work
columnthatyieldsthesmallestratioasthe pivotelement.Ifmorethanone elementyields
thesamesmallestratiochoosearbitrarilyoneofthem.Ifnoelementintheworkcolumnisnon
negativetheprogramhasnosolution.
3) Useelementaryrowoperationstoconvertthepivotelementtounity(1)andthenreduce all
otherelementsintheworkcolumntozero.
4) Replace the x variable in the pivot row and first column by xvariable in the first row pivot
column.Thevariable whichis tobe replacedis calledtheoutgoingvariableand thevariable
that replacesis called theincomingvariable.This newfirst columnisthecurrentsetofbasic
variables.
5) Repeatsteps1 through 4untiltherearenonegativenumbersin thelast row excluding the
lastcolumn.
6) Theoptimalsolutionisobtainedbyassigningtoeachvariableinthefirstcolumnthatvaluein
thecorrespondingrowandlastcolumn.Allothervariablesareconsideredasnonbasicand
have assigned value zero. The associated optimal value of the objective function is the
numberinthelast row and last columnfor a maximizationprogram butthe negative of this
numberforaminimizationproblem.

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Examples:
3) Maximize z=x1+9x2 +x3
Subjectto x1 +2x2 +3x3 9
3x1 +2x2 +2x3 15
x1,x2,x3 0.
Rewritinginthestandardform
Maximize z=x1 +9x2 +x3 +0.S1 +0.S2
Subjecttotheconditions
x1 +2x2 +3x3 +S1 =9
3x1 +2x2 +2x3 +S2 =15
x1,x2,x3,S 1,S2 0.
WhereS1 andS2 aretheslackvariables.
TheinitialbasicsolutionisS1 =9,S2 =15
S
0
\ X 0 = 1 ,C0 =
S
0
2
Theinitialsimplextableisgivenbelow:

S1 0
S2 0

x1
1
1
3

Zj cj

x2
9
2*
2

x3
1
3
2

S 1
0
1
0

9
1
0
Workcolumn
*pivotelement.

S2
0
0
1

Ratio
9
15

9 =4.5
2
15=7.5
2

S1 outgoing variable,x2 incomingvariable.

SincetherearethreeZj Cj whicharenegative,thesolutionisnotoptimal.
Wechoosethemostnegativeofthesei.e.9,thecorrespondingcolumnvectorx2 entersthe
basisreplacingS1,sinceratioisminimum.Weuseelementaryrowoperationstoreducethe
pivotelementto1andotherelementsofworkcolumntozero.
FirstIterationThevariablex1 becomesabasicvariablereplacingS 1.Thefollowingtableis
obtained.

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X2 9
S2 0

Unit3

x1

x2

x3

S1

S2

1
2
2

3
2
1

1
2
1

9
2

25
2

9
2

9
2
6
81
2

Since all elements of the last row are nonnegative the optimal solution is obtained. The
maximumvalueoftheobjectivefunctionZis 81 whichisachievedforx2 = 9 S2 =6which
2
2
arethebasicvariables.Allothervariablesarenonbasic.
4) UseSimplexmethodtosolvetheLPP
Maximize

Z=2x1+4x2+x3+x4

Subjectto

x1+3x2+x4 4
2x1+x2 3
x2+4x3+x4 3
x1,x2,x3,x4 0

Rewritinginthestandardform
Maximize Z=2x1+4x2+x3+x4+0.S1+0.S2 +0.S3
Subjectto x1+3x2+x4+S1=4
2x1+x2+S2=3
x2+4x3+x4+S3=3
x1,x2,x3,x4,S1,S2,S3 0.
TheinitialbasicsolutionisS1 =4,S2=3,S3=3
S1
4

\X0 = S2 = 3 C0 =
3
S

3

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Theinitialtableisgivenby
X1

x2

x3

x4

S1

S2

S3

S10 1

3*

4
3

S20 2

3
1

S30 0

3
1

Zjcj

Ratio

workcolumn

*pivotelement

S1 istheoutgoingvariable,x2 istheincomingvariabletothebasicset.
Thefirstiterationgivesthefollowingtable:
x1

x2

x3

x4

S1

S2

S3

x2 4

1
3

1
3

1
3

4
3

S2 0

5
3

5
3

S3 0

1
3

4*

2
3

1
3

5
3

ZjCj

2
3

1
3

4
3

16
3

1 1
3
3

Ratio

5
12

Workcolumn

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x3 entersthenewbasicsetreplacingS3,theseconditerationgivesthefollowingtable:
x1

x2

x3

x4

S1

S2

S3

Ratio

x2 4

1
3

1
3

1
3

4
3

S2 0

5*
3

1
3

1
3

5
3

x3 1

1
12

1
6

1
12

1
4

5
12

ZjCj

3
4

1
6

5
4

1
4

23
4

1/2

Workcolumn
x1 entersthenewbasicsetreplacingS2,thethirditerationgivesthefollowingtable:
x1

x2

x3

x4

S1

S2

S3

x2 4

2
5

2
5

x1 2

x3 1

ZjCj

1
5

1
5

1
5

3
5

3
20

1
10

1
20

1
2

7
20

11
10

9
20

1
4

13
2

Sinceallelementsofthelastrowarenonnegative,theoptimalsolutionisZ= 13 whichis
2
achievedforx2=1,x1=1,x3 = 1 andx4=0.
2
5) A manufacturing firm has discontinued production of a certain unprofitableproduct line.
This created considerable excess production capacity. Management is considering to
devotethisexcesscapacitytooneormoreofthreeproducts:callthemproduct1,2and3.
Theavailablecapacityonthemachineswhichmightlimitoutputaregivenbelow:

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MachineType

AvailableTime
(inmachinehoursperweek)

MillingMachine

250

Lathe

150

Grinder

50

Thenumberofmachinehoursrequiredforeachunitoftherespectiveproductisgivenbelow:
Productivity(inMachine
hours/Unit)
MachineType

Product1

Product2

Product3

MillingMachine

Lathe

Grinder

TheunitprofitwouldbeRs.20,Rs.6andRs.8forproducts1,2and3.Findhowmuchof
eachproductthefirmshouldproduceinordertomaximizeprofit?
Letx1,x2,x3unitsofproducts1,2and3areproducedinaweek.
Thentotalprofitfromtheseunitsis
Z=20x1+6x2+8x3
Toproducetheseunitsthemanagementrequires
8x1+2x2+3x3machinehoursofMillingMachine
4x1+3x2+0x3machinehoursofLathe
and 2x1+x3machinehoursofGrinder
Sincetimeavailableforthesethreemachinesare250,150and50hoursrespectively, we
have
8x1 +2x2+3x3 250
4x1+3x2 150
2x1+x3 50.
Obviously x1,x2,x3 0
Thustheproblemisto
Maximize Z=20x1+6x2+8x3
Subjectto 8x1+2x2+3x3 250
4x1+3x2 150
2x1+x3 50,
x1,x2,x3 0.
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Rewritinginthestandardform,
Maximize Z=20x1+6x2+8x3+0S1+0S2+0S3
Subjectto 8x1+2x2+3x3+S1=250
4x1+3x2+S2=150
2x1+x3+S3=50,
x1,x2,x3,S 1,S2,S3 0.
Theinitialbasicsolutionis
S1

X0 = S2
S
3

250

150
50

Theinitialsimplextableisgivenby
x1

x2

x3

S1

S2

S3

20

S1 0

250 250
= 31
8

S20

150 150
=37.5
4

S30

2*

50 50
=25
2

20 6 8

ZJCj

Ratio

Workcolumn

*pivotelement

x1 enters the basic set of variables replacing the variable s3. The first iteration gives the
followingtable:

s10

x1

x2

x3

s1

s2

s3

20

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50

50 =25
2

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s20

3*

50

x120

1
2

1
2

25

Zj Cj

10 500

50
3

Workcolumn*pivotelement
x2 enters the basic setofvariables replacing the variable s2. The seconditeration gives the
followingtable:
x1

x2

x3

S1

S2

S3

20

S10

1
3

2/3

8
3

50
3

50

X26

2
3

1
3

2
3

50
3

X1 20

1*
2

1
2

25

Zj

600

Ratio

50

Cj
workcolumn*pivotelement.
x3 entersthebasicsetofvariablesreplacingthevariablex1.Thethirditerationyieldsthefollowing
table:
x1

x2

x3

S1

S2

S3

20

S 10

2
3

2
3

X 26

4
3

1
3

50

X 38

50

Zj cj

700

Sinceallzjcj 0inthelastrow,theoptimumsolutionis700.
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i.e.,themaximumprofitisRs.700/whichisachievedbyproducing50unitsofproduct2and
50unitsofproduct3.
3.4.2. SelfAssessmentQuestions3
StateYes/No

1. ThekeycolumnisdeterminedbyZj Cj row.
2. Pivotalelementliesonthecrossingofkeycolumnandkeyrow
3. Theveandinfiniteratiosareconsideredfordeterminingkeyrow.
3.5 PenaltyCostMethodOrBigMMethod
ConsideraL.P.P.whenatleastoneoftheconstraintsisofthetype or=.Whileexpressingin
thestandardform,addanonnegativevariabletoeachofsuchconstraints.Thesevariablesare
called artificialvariables.Their addition causesviolationofthe corresponding constraints, since
theyareaddedtoonlyonesideofanequation,thenewsystemisequivalenttotheoldsystemof
constraintsifand onlyif the artificialvariablesarezero. To guarantee such assignmentsin the
optimalsolution,artificialvariablesareincorporatedintotheobjectivefunctionwithlargepositive
coefficients in a minimization program or very large negative coefficients in a maximization
program.Thesecoefficientsaredenotedby M.
Whenever artificial variables are part of the initial solutionX 0, the last row of simplex table will
contain the penalty cost M. The following modifications are made in the simplex method to
minimizetheerrorofincorporatingthepenaltycostintheobjectivefunction.Thismethodiscalled
BigMmethodorPenaltycostmethod.
1) The last row of the simplex table is decomposed into two rows, the first of which involves
thosetermsnotcontainingM,whilethesecondinvolvesthosecontainingM.
2) TheStep1ofthesimplexmethodisappliedtothelastrowcreatedintheabovemodification
andfollowedbysteps2,3and4untilthisrowcontainsnonegativeelements.Thenstep1of
simplex algorithm is applied tothoseelements next tothe last row that arepositioned over
zerointhelastrow.
3) Wheneveranartificialvariableceasestobebasic,itisremovedfromthefirstcolumnofthe
table as a result of step 4, it is also deleted from the top row of the table as is the entire
columnunderit.
4) Thelastrowisremovedfromthetablewheneveritcontainsallzeroes.

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5) If non zero artificial variables are present in the final basic set, then the program has no
solution.Incontrast,zerovaluedartificialvariablesinthefinalsolutionmayexistwhenoneor
moreoftheoriginalconstraintequationsareredundant.
Examples:
6) UsePenaltyCostmethodto
Maximize z=2x1 +3x2
Subjectto x1 +2x2 2
6x1 +4x2 24,
x1,x2 0.
Rewritinginthestandardform,wehave
Maximize z=2x1 +3x2+0S1+0S2 MA1
Subjectto x1+2x2+S1=2
6x1+4x2S2+A1=24,
x1,x2,S1,S2,A1 0.
Theinitialsimplextableis
x1

x2

S1

S2

A1

S1 0

1*

A1M

24

Ratio
2 =2
1
24
6

6M 4M

24M

=4

Workcolumn

Thefirstiterationgivesthefollowingtable:
x1

x2

S1

S2

A1

x1 2

Ai M

12

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8M

6M

1M

12M

Since all elements of the last two rows are non negative, the procedure is complete. But
existence of non zero artificial variable in the basic solution indicates that the problem has no
solution.

3.5.1 SelfAssessmentQuestions4
StateYes/No

1. ThevalueofartificialvalueisM
2. ArtificialvariablesentersasBasicVariable.

3.6 TwoPhaseMethod
The drawback of the penalty cost method is the possible computational error that could result
fromassigningaverylargevaluetotheconstantM.Toovercomethisdifficulty,anewmethodis
considered,wheretheuseofMiseliminatedbysolvingtheproblemintwophases.Theyare
PhaseI:Formulatethenewproblembyeliminatingtheoriginalobjectivefunctionbythesumof
the artificial variables for a minimization problem and the negative of the sum of the artificial
variablesforamaximizationproblem.Theresultingobjectivefunctionisoptimizedbythesimplex
method with the constraints of the original problem. If the problem has a feasible solution, the
optimalvalueofthenewobjectivefunctioniszero(whichindicatesthatallartificialvariablesare
zero).ThenweproceedtophaseII.Otherwise,iftheoptimalvalueofthenewobjectivefunction
isnonzero,theproblemhasnosolutionandthemethodterminates.
PhaseII:UsetheoptimumsolutionofthephaseIasthestartingsolutionoftheoriginalproblem.
Then the objective function is taken without the artificial variables and is solved by simplex
method.
Examples:
7) Usethetwophasemethodto
Maximise z=3x1x2
Subjectto 2x1+x2 2
x1+3x2 2
x2 4,
x1,x2 0
Rewritinginthestandardform,

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Maximize z=3x1x2+0S1MA1 +0.S2+0.S 3

Subjectto 2x1+x2S1+A1=2
x1+3x2+S2=2
x2+S3=4,
x1,x2,S1,S2,S3,A1 0.
PhaseI:
Considerthenewobjective,
Maximize Z*=A1
Subjectto2x1 +x2S 1+A1=2
x1+3x2+S2=2
x2+S3=4,
x1,x2,S1,S2,S3,A1 0.
SolvingbySimplexmethod,theinitialsimplextableisgivenby
x1

x2

S1

A1

S2

S3

A1 1

2*

2=1
2

S2 0

2 =2
1

S3 0

Ratio

- Workcolumn*pivotelement
x1 entersthebasicsetreplacingA1.
Thefirstiterationgivesthefollowingtable:

X1 0

x1

x2

x1

A1

S2

S3

S2 0
S3 0

5
2

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PhaseIiscomplete,sincetherearenonegativeelementsinthelastrow.
TheOptimalsolutionofthenewobjectiveisZ*=0.
PhaseII:
Considertheoriginalobjectivefunction,
Maximize z=3x1x2+0S1+0S2+0S3
Subjectto x1+

x2
2

S1
2

=1

5 x + S1 +S =1
2
2
2
2

x2 +S3 =4
x1,x2,S1,S2,S3 0
withtheinitialsolutionx1=1,S2 =1,S3=4,thecorrespondingsimplextableis

x1 3

x1

x2

S1

S2

S3

S2 0

S3 0

Ratio

5
2

5
2

3
2

1
=2
1
2

- Workcolumn*pivotelement
Proceedingtothenextiteration,wegetthefollowingtable:
x1

x2

S1

S2

S3

S1 0 0

S3 0 0

10

x1 3

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Sinceallelementsofthelastrowarenonnegative,thecurrentsolutionisoptimal.
Themaximumvalueoftheobjectivefunction
Z=6whichisattainedforx1=2,x2=0.
8) Maximize z=3x1+2x2,
subjectto 2x1+x2 2,
3x1+4x2 S2 +A1 12,
x1,x2 0.
Rewritinginthestandardform,
Maximize z=3x1 +2x2+0S1+0.S2MA 1
Subjectto 2x1+x2+S1=2
3x1+4x2S2+A1=2
x1,x2,S1,S2,A1 0.
Solvingbytwophasemethod.
PhaseI:
Considerthenewobjectivefunction
Maximize z*=A1
Subjectto 2x1 +x2+S1=2
3x1+4x2S2+A1=12,
x1,x2,S1,S2,A1 0.
TheinitialSimplextableisgivenby
x1

x2

S1

S2

A1

Ratio

S1 0

1*

2 2
=2
1

A1 1

12 12
=3
4

0 12

- Workcolumn

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Thefirstiterationgivesthefollowingtable:
x1

x2

S1

S2

A1

X2 0

A1 1

Sinceallelementsofthelastrowannonnegative,theprocedureiscomplete.
Buttheexistenceofnonzeroartificialvariableinthebasicsetindicatesthattheproblemhasno
solution.

3.7 MinimizationExamples
Example10
Minimize=Z=3x1 +8x2
Subjectto
x1 +x2=200
x1 80
x2 60
x1 ,x2 0
Solution
Inastandardform
MinimizeZ=3x1 +8x2 +MA 1 +OS1 +MA2 +OS2
Subjectto
x1 +x2 +A1 =200
x1 S1 +A2 =80
x2 +S2 =60
S1,S2,A 1,A2 0
SimplexTable1
Cj

C.B

B.V

x1

x2

S1

S2

A1

A3

Qty

Ratio

A 1

200

200

A 2

80

80 KR

P.E

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S 2

Zj Cj

2M+3 - KC M+8

60

SimplexTable2
Cj

C.B

B.V

x1

x2

S 1

S2

A1

Qty

Ratio

Transformation

A1

120

120

R11 =R1R21

x1

80

R21 =R2

S2

60

60 K

P.E
Zj Cj

M+8-

M+

KC

R31 =R3

SimplexTable3
Cj

C.B

B.V

x1

x2

S1

S2

A1

Qty

Ratio

A1

60

60

P.E

Transformation
R11 =R1

x1

80

ve

R21 =R2

x2

60

R31 =R3 R11

M8

Zj Cj

M+3 KC

SimplexTable4
Cj

C.B

B.V

x1

x2

S1

S2

Qty

Ratio

Transformation

S1

60

ve

R11 =R1

x1

140

ve

R21 =R2 +R11

x2

60

80 K

P.E
Zj Cj

R31 =R11

SimplexTable5

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Cj

C.B

B.V

x1

x2

S1

S2

Qty

S1

120

R11 =R1 +R31

x1

200

R21 =R2 +R31

S2

60

R31 =R3

Zj Cj

SinceallZj Cj 0,theoptimumsolutionisx1 =200

Ratio

Transformation

x2 =0

MinZ=60

3.8.

Summary

InthisunitwesolvedtheL.P.Pbysimplexmethod.Theconstraintsforwhichslack,surplusand
artificialvariablestobeintroducedandthemethodofsolvingL.P.Pisexplainedwithexamples.

TerminalQuestions
1. Maximize z=3x1x2
Subjectto 2x1+x2 2
x1+3x2 3
x2 4,
x1,x2 0.
2. MinimizeZ=6x1 +7x2
Subjecttotheconstraints
x1 +3x2 12
3x1 +x2 12
x1 +x2 8
x1 +x2 0
AnswersToSelfAssessmentQuestions
SelfAssessmentQuestions1
1.False

2.True

SelfAssessmentQuestions2
1.True

2.True

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SelfAssessmentQuestions3
1.Yes

2.Yes

3.No

SelfAssessmentQuestions4
1.Yes

2.Yes

AnswerForTerminalQuestions
1. Z=9

x1 =3

x2 =0

2. Z=5.8

x1 =8/3

x2 =6

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