1

Simplex method-

G.B-
Dauntzig


.

( )
( ) .

2
 ( )

) ( LP Simplex

:
.1 ( )
(.)Feasible solution
.2
(.)Best solution
.3
(.)Optimal solution
.

( canonical .1
)form ( )Standard form :
()) (slack variable ( )Z .1
( )Z
.
( ) .2
.
.2
) )xj , si 0 j i .
( )Feasible solution .3
xj , si
.

( )Entering variable .4
(. )Z
( Pivot .5
. )column
( )Leaving variable .6
) (Right hand side RHS
( )Pivot col.
( )
.
(.)Pivot row .7

( ) Pivot element
.
( )Pivot equation .8
(Pivot
) element

5
 .9
(a
.
(b ( )New z :
x
( )z = ( ) z -

( )

.
(c si :

x si ( ) si - ( ) si =

.
.

6
 .10 Optimal solution
.

.
.11

.

7

Non- Basic Z
. var. R.H.S
Basic X1 X2 S1 S2 S3
Var.

Z
S1
S2
S3

8
 :
Max : Z=30X1 +18X2
S.t.
X1 + 2X2 200 )(1
3X1+ 2X2 300 ()2
X1 150 ()3
X1 , X2 0

9
 :

( )1

( )slack ()Si
-:
X1 +2X2 +S1 =200 )(1
3X1+ 2X2 +S2 =300 )(2
X1 +S3 =150 )(3
X1,X2,S1,S2,S30
( )2 ()
-:
Max : Z=30X1 +18X2+0S1+0S2+0S3

10
 ( )3
-:
Max : Z-30X1-18X2-0S1-0S2-0S3=0
( )4
.
:

()S1,S2,S3
Z
.

.
S1 ( . )1
S2 (.)2 S3
(.)3

11

Non- Basic Z
. var. X1 X2 S1 S2 S3 R.H.
Basic S
Var.
Z 1 -30 -18 0 0 0 0
S1 0 1 2 1 0 0 200
S2 0 3 2 0 1 0 300
S3 0 1 0 0 0 1 150

12
 ()5

Z X1
( ) -30
( .)Pivot column

R.H.S
().
( .)Pivot row
R.H.S :
200/1=200
300/3=100
150/1=150
S2 ()100

13


Non- Basic Z
. var. X1 X2 S1 S2 S3 R.H.
Basic S
Var.

Z 1 -30 -18 0 0 0 0
S1 0 1 2 1 0 0 200 200
S2 0 3 2 0 1 0 300 100
S3 0 1 0 0 0 1 150 150

14

X1
.
) )Pivot variable
(.)3
X1 :
)X1= ( 0/3, 3/3, 2/3, 0/3,1/3, 0/3, 300/3
)X1= (0 , 1 , 2/3 , 0 ,1/3 , 0 , 100

15

(- Z Z
)30 :
)-30 * (0 , 1 , 2/3 , 0 , 1/3 , 0 , 100
)= ( 0 , -30 , -20 , 0 , -10 , 0 , -3000
Z
:
) (1 , -30 , -18 , 0 , 0 , 0 , 0
-
) (0 , -30 , -20 , 0 ,-10 , 0 , -3000

(1, 0 , )2 , 0 , 10 , 0 , 3000
.
16

S1
S1 :
)1 * (0 , 1 , 2/3 , 0 , 1/3 , 0 , 100
)= (0 , 1 , 2/3 , 0 , 1/3 , 0 , 100
S1:
)(0 , 1 , 2 , 1 , 0 , 0 , 200
-
)(0 , 1 , 2/3 , 0 , 1/3 , 0 , 100

)(0 , 0 , 4/3 , 1 , -1/3 , 0 , 100

.

17

S3
)1 *(0 , 1 , 2/3 , 0 , 1/3 , 0 , 100
)= (0 , 1 , 2/3 , 0 , 1/3 , 0 , 100
:
)( 0 , 1 , 0 , 0 , 0 , 1 , 150
-
)( 0 , 1 , 2/3 , 0 , 1/3 , 0 , 100

)( 0 , 0 , -2/3 , 0 , -1/3 , 1 , 50

18

B.V. Z X1 X2 S1 S2 S3 R.H.S
.
Z 1 0 2 0 10 0 3000

S1 0 0 4/3 1 -1/3 0 100

X1 0 1 2/3 0 1/3 0 100

S3 0 0 -2/3 0 -1/3 1 50

19

Z
Z .
Z
.
100 ()X1=100
.)Z=3000( 3000

20
 1
Max : Z=2X1 +3X2
S.t.
X1 + 2X2 20 )(1
(X1+ X2 )2
12
X1 , X2 0

21
 2
Max : Z=5X1 +6X2
S.t.
2X1 + 3X2 30 )(1
5X1+ 4X2 60 ()2

X1 , X2 0

22
 3
Max : Z=30X1 +40X2
S.t.
X1 + 2X2 100 )(1
2X1+ X2 140 ()2
2x1+2x2 150

X1 , X2 0

23
 Big-M Method

.
:
( )Si ( Artificial
)Variable
(=)

(. )Si

( )+M ()-M
.

24
 :

Big-M

Min. Z=2X1+X2
S.T:
)X1+3X230------(1
)4X1+2X240------(2
X1,X20

25
 (:)1
( )Canonical Form
(.)Standard Form
=
( )Si
( )Artificial Variable ( )Ai :
X1+3X2-S1+A1=30
4X1+2X2-S2+A2=40
X1,X2,S1,S2,,A1,A2, 0

26
 ( -)2

( )+M ()-M
. :
Min. Z=2X1+X2-0S1-0S2+MA1+MA2
()3
:
Z-2X1-X2+0S1+0S2-MA1-MA2=0

27
 ( )4





()

+M - M
.
28
+M { X1+3X2-S1+A1=30} MX1+3MX2-MS1+MA1=30M
+M { 4X1+2X2-S2+A2=40} 4MX1+2MX2-MS2+MA2=40M

Z - 2X1 - X2 +0S1 +0S2- MA1- MA2 =0

MX1+3MX2 - MS1 +MA1 =30M
4MX1+2MX2 - MS2 + MA2 =40M

Z+(-2+5M)X1+(-1+5M)X2 MS1-MS2+0A1+0A2=70M

29
 ( )5 :

B.V Z X1 X2 S1 S2 A1 A2 R.H.S

Z 1 - 2+5M -1+5M -M -M 0 0 70M

A1 0 1 3 -1 0 1 0 30
10

A2 0 4 2 0 -1 0 1 40
20

30
 Z
X2 ( )-1+5M
( ).
X2
.
) )Pivot variable
(.)3
X2 :
)X2= ( 0/3, 1/3,3/3,-1/3,0/3,1/3, 0/3, 30/3
)X2=( 0 ,1/3 , 1 ,-1/3 ,0 , 1/3 , 0, 10
Z Z
( )-1+5M (
) Z :
:

31
 NEW(Z)=(1, -2+5M, -1+5M, -M, -M, 0, 0, 70M) -
)(-1+5M)x(0,1/3,1,-1/3,0,1/3,0,10
) =(1, -5/3+10/3M, 0, -1/3+2/3M, -M, 1/3-5/3M, 0, 10+20M

NEW(A2)=(0, 4, 2, 0, -1, 0,1, 40) -2x (0,1/3, 1, -1/3, 0, 1/3 ,0,

) 10) = (0, 10/3, 0, 2/3, -1, -2/3, 1, 20

32


B.V Z X1 X2 S1 S2 A1 A2 R.H.S

Z 1 -5/3+10/3M 0 -1/3+2/3M -M 1/3-5/3M 0 10+20M

X2 0 1/3 1 -1/3 0 1/3 0 10 30

A2 0 10/3 0 2/3 -1 -2/3 1 20

6

33
 (X1)
( )-5/3+10/3M Z
( )A2
10/3
:
Pivot Equation X1=0, 1, 0, 1/5, -3/10, -1/5, 3/10, 6
( )z ( )X2 :
New (Z)=(1, -5/3+10/3M, 0, -1/3+2/3M, -M, 1/3-5/3M,0,10+20M ) -
) (-5/3+10/3M)x(0, 1, 0, 1/5, -3/10,-1/5, 3/10, 6
)= (1,0, 0, 0, -1/2, -M, -M, 20

)New(X2) = (0, 1/3, 1, -1/3, 0, 1/3, 0, 10 )-1/3x(0, 1, 0, 1/5,-3/10 , -1/5, 3/10, 6

) = (0, 0, 1, -2/5, 1/10, 2/5, -1/10, 8

34

B.V Z X1 X2 S1 S2 A1 A2 R.H.S

Z 1 0 0 0 -1/2 -M 1/2-M 20

X2 0 0 1 - 2/5 1/10 2/5 -1/10 8

X1 0 1 0 1/5 -3/10 -1/5 3/10 6

) )z :
X1= 6, X2=8, Zmax.=20

35

Special Cases in Simplex

36
 Alternate Optimal Solutions -1

= Z.

37
 :
Max. Z=8X1+4X2
S.T:
4X1+2X28-----(1)
2X1+2X26-----(2)
X1,X20

38
 :

4X1+2X2+S1=8
2X1+2X2+S2=6
X1,X2,S1,S20

Max. Z=8X1+4X2+0S1+0S2

Z-8X1-6X2-0S1-0S2=0

39

B.V Z X1 X2 S1 S2 R.H.S.

Z 1 -8 -6 0 0 0

S1 0 4 2 1 0 8

S2 0 2 2 0 1 6

40


( )X1
( )S1
.Z

(X1= )0/4 4/4 2/4 1/4 0/4 8/4
(= )0 1 0 2

41


B.V Z X1 X2 S1 S2 R.H.S.

Z 1 0 0 2 0 16

X1 0 1 1/2 1/4 0 2

S2 0 0 1 -1/2 1 2

42

Z
.
X1=2 , X2=0 , Z=16

.
X2 ( )
Z
:
X1=1 , X2=2 , Z=16

43
 -2 ( )
Degeneracy

=
( )R.H.S.
.

44
 :
Max. Z= 5X1+9X2
S.T:
X1+2X24
X1+X22
X1 , X2 0

45
 :

X1+2X2+S1=4
X1+X2+S2=2
X1,X2,S1,S20

46

:
Max. Z =5X1+9X2+0S1+0S2
:
Z-5X1-9X2-0S1-0S2=0
:

47

B.V. Z X1 X2 S1 S2 R.H.S

Z 1 -5 -9 0 0 0

S1 0 1 2 1 0 4

S2 0 1 1 0 1 2

48


( )X2
R.H.S.

.S1,S2

.

49
 -3
Unboundedness
R.H.S.
.
:
Max. Z= 4X1+2X2
S.T.:
)3X1-3X260---------(1
)2X1-2X220---------(2
X1,X2

50
 :

3X1-3X2+S1=60
2X1-2X2+S2=20
X1,X2,S1,S20
:
Z=4X1+2X2+0S1+0S2

Z-4X1-2X2-0S1-0S2=0

51

B.V Z X1 X2 S1 S2 R.H.S

Z 1 -4 -2 0 0 0

S1 0 3 -3 1 0 60

S2 0 2 -2 0 1 20

52


X1
S2
R.H.S. .
X1
X1=0/2 2/2 -2/2 0/2 20/2
0 1 -1 0 10

53

B.V Z X1 X2 S1 S2 R.H.S

Z 1 0 -6 0 2 40

S1 0 0 0 1 -3/2 30

X1 0 1 -1 0 1/2 10

54


.Z
X2
.

R.H.S. .
(
)

55
 -4
Infeasibility
( )Ai
.
:
Min. Z=10X1+15X2
S.T.
X1+X2 20 ---- )(1
)X1+X2 30 --------(2
X1,X20

56
 :

X2+X2+S1=20
X1+4X2-S2+A1=30
X1,X2,S1,S2,A10
:
Z=10X1+15X2+0S1-0S2+MA1

Z-10X1-15X2-0S1+0S2-MA1=0

57


M
Z-10X1 -15X2 - 0S1+0S2 - MA1= 0
MX1 + MX2 - MS2+ MA1 =30M
Z+(M-10)X1+ (M-15)X2- 0S1 -MS2+0A1 =30M

58

B.V Z X1 X2 S1 S2 A1 R.H.S.

Z 1 M-10 M -15 0 -M 0 M30

S1 0 1 1 1 0 0 20

A1 0 1 1 0 -1 1 30

X1 Z . S1
1, 1 , 0 , 0, 20 ,1 X1= 0 ,

59

)New (Z) =) 1, M-10,M-15, 0, -M, 0, 30M ( - ( M-10)x(0, 1, 1, 1, 0, 0, 20

)= (1, 0, -5, -M+10, -M, 0, 10M+200

B.V Z X1 X2 S1 S2 A1 R.H.S.

Z 1 0 -5 -M+10 -M 0 10M+200

X1 0 1 1 1 0 0 20

A1 0 1 1 0 -1 1 30

) )Z
A1 .
60