THE SIMPLEX

MAXIMIZATION METHOD OF
LINEAR PROGRAMMING
• THE SIMPLEX METHOD OF LINEAR PROGRAMMING WAS DEVELOPED BY GEORGE
D. DANTZIG OF STANFORD UNIVERSITY. IT IS A REPETITIVE OPTIMIZING
TECHNIQUE. IT REPEATS THE PROCESS OF MATHEMATICALLY MOVING FROM AN
EXTREME POINT TO ANOTHER ( IN THE GRAPHICAL METHOD) UNTIL AN OPTIMAL
SOLUTION IS REACHED. UNLIKE THE GRAPHICAL, THE SIMPLEX METHOD CAN BE
HANDLE AN INFINITE NUMBER OF VARIABLES.
•A.  SIMPLEX MAXIMIZATION PROBLEMS
STEP IN SOLVING MAXIMIZATION PROBLEMS
1. SET UP THE CONSTRAINTS FROM THE CONDITIONS OF THE PROBLEM.
2. CONVERT THE INEQUALITY EXPLICIT CONSTRAINTS TO EQUATIONS BY ADDING
SLACK VARIABLES.
3. ENTER THE NUMERICAL COEFFICIENTS AND VARIABLES IN THE SIMPLEX TABLE.
4. CALCULATE VALUES
5. DETERMINE THE OPTIMUM COLUMN OR ENTERING VARIABLE BY CHOOSING THE
MOST POSITIVE VALUE IN THE ROW.
•6.  DIVIDE THE QUANTITY COLUMN VALUES BY THE NON-ZERO AND NON- NEGATIVE
ENTRIES IN THE OPTIMUM COLUMN. THE SMALLEST QUOTIENT BELONGS IN THE
PIVOTAL ROW.
7. COMPUTE THE VALUES FOR THE REPLACING ROW BY DIVIDING ALL ENTRIES BY THE
PIVOT. ENTER THE RESULT IN THE NEXT TABLE.
8. COMPUTE THE NEW ENTRIES FOR THE REMAINING ROWS BY REDUCING THE
OPTIMUM COLUMNS ENTRIES TO ZERO (ENTRIES IN THE CONSTRAINT ROWS).
9. CALCULATE THE VALUES. COMPUTE ALSO FOR ROW.
10. IF THERE IS A POSITIVE ENTRY IN THE ROW, RETURN TO STEP 5. THE FINAL
SOLUTION HAS BEEN OBTAINED IF THERE IS NO POSITIVE VALUE IN THE ROW.
•  
EXAMPLE 1. CONSIDER THE FOLLOWING LINEAR PROGRAMMING PROBLEM:
THE MARGAN FURNITURE PROBLEM
MAXIMIZE: Z
SUBJECT TO:

WE MAY USE Z TO REPRESENT THE QUANTITY WE WANT TO MAXIMIZE

BEFORE WE CONVERT THE EXPLICIT CONSTRAINTS TO EQUATIONS WE MAY HAVE
THE OPTION OF REMOVING FIRST THE GREATEST COMMON FACTOR IN EACH
INEQUALITY WHENEVER POSSIBLE, TO SIMPLIFY THE COEFFICIENTS. SO, DIVIDING
EACH INEQUALITY BY 2, (THE COMMON FACTOR) WE HAVE THE PROGRAM:
•MAXIMIZE:
  Z
SUBJECT TO:
•  CONVERTING THE CONSTRAINTS TO EQUATIONS
• TO CONVERT THE INEQUALITIES TO EQUATIONS, SINCE IN OUR PROBLEM, THE
LEFT MEMBERS ARE LESS THAN THE RIGHT MEMBERS, THEY CAN BE EQUAL IF
WE ADD SOME QUANTITIES TO THE LEFT. LET THESE QUANTITIES BE CALLED
SLACK VARIABLES. THE SLACK VARIABLES FILL THE GAP BETWEEN THE LEFT
AND THE RIGHT MEMBERS OF THE INEQUALITIES. IT CAN ALSO BE SAID THAT A
SLACK VARIABLE REPRESENTS THE UNUSED QUANTITIES IN THE CONSTRAINTS.
THIS CAN BE SEEN IN CHECKING THE OBJECTIVES AFTER THE SOLUTIONS ARE
FOUND.
• LET REPRESENT THE SLACK VARIABLES.
• THE NEW PROGRAM WITH SLACK VARIABLES WILL BE;
MAXIMIZE: Z +
SUBJECT TO:
SETTING UP THE INITIAL TABLE
• THE
  INITIAL TABLE CONTAINS THE COEFFICIENTS OF THE OBJECTIVE IN THE
ROW. NOTE THAT THE SLACK VARIABLES DO NOT CONTRIBUTE ANY PROFIT,
HENCE THEY HAVE ZERO COEFFICIENTS IN THE OBJECTIVE. THE SECOND ROW IS
COMPOSED OF THE PRODUCT QUANTITY (OR CONSTANT) COLUMN AND
SOLUTION VARIABLES.
• THE INITIAL TABLE SHOULD BEGIN WITH ZERO CONTRIBUTIONS TO PROFIT,
ENTERED IN THE
• COLUMN. SINCE THE CORRESPONDING VARIABLES (WITH ZERO PROFIT
CONTRIBUTION) ARE
• AND , THEN THESE VARIABLES SHOULD BE THE ONES ENTERED IN THE PRODUCT
COLUMN.
• WE
  MUST ADD TWO OR MORE ROWS IN THE TABLE, THE ROWS. ROW IS
OBTAINED BY MULTIPLYING THE PROFIT CONTRIBUTION IN COLUMN BY EACH
OF THE COEFFICIENTS IN THE CONSTRAINTS, THEN ADD THEIR PRODUCTS .
HENCE,

•
• TO COMPUTE FOR ROW, SUBTRACT THE ENTRIES IN ROW FROM ENTIRES.

-
•   COLUMN CONTAINING THE GREATEST POSITIVE ENTRY IN THE IS
THE
THE OPTIMUM COLUMN. IN OUR TABLE, 80 IS THE GREATEST
POSITIVE, HENCE WE ENCIRCLE THE COLUMN. IF WE DIVIDE 30 AND
24 BY 2 AND 1 RESPECTIVELY, 30/2 HAS A SMALLER QUOTIENT, HENCE
THE FIRST CONSTRAINT ROW IS THE PIVOTAL ROW.
• THE
  VARIABLE FOUND AT THE TOP OF THE OPTIMUM COLUMN SHOULD BE THE
ENTERING OR INCOMING VARIABLE AND THE VARIABLE TO THE LEFT OF THE
PIVOTAL ROW IS THE OUTGOING VARIABLE. THE ENTRY ENCIRCLED TWICE IS
CALLED THE PIVOT.

• THE SECOND TABLE

• THE PIVOTAL ROW ENTRIES SHOULD BE DIVIDED BY 2, THE PIVOT, IN ORDER TO
CHANGE THE PIVOT TO 1.
• THE RESULT IS CALLED THE REPLACING ROW AND SHOULD BE THE ROW TO BE
ENTERED FIRST IN THE SECOND TABLE.
TABLE 11 (WITH THE REPLACING ROW)
••  
THE
SECOND CONSTRAINT ROW OR ROW IS THE ROW TO
BE REPLACED. SINCE THE NUMERICAL FOUND BELOW
THE PIVOT IS 1 ( IN THE OLD ROW) WE MUST MULTIPLY
THE REPLACING ROW BY -1, (ADDITIVE INVERSE OF 1)
AND ADD THE RESULT TO THE ROW TO BE REPLACED IN
ORDER THAT THE ENTRY BELOW THE PIVOT BECOMES
ZERO. HENCE,
•  
COMPUTING FOR ROW:

•
•
• TO
  COMPUTE FOR ROW MULTIPLY 80 BY AND MULTIPLY BY THEN ADD THE
RESULTS. HENCE,
• 80 = 1200 80 40 40 0
• = 0 0 0 0 0
• 1200 80 40 40 0
TABLE II (WITH ENTRIES
  IN THE ROW
•  TO COMPUTE FOR ROW, WE SUBTRACT 80 40 40 0 FROM 80 60 0 0 , HENCE
TABLE 11 ( WITH COMPLETE ENTRIES OF
ELEMENTS)
DEVELOPING THE THIRD TABLE- AGAIN . WE SELECT THE MOST POSITIVE ENTRY IN THE .
 
WE ENCIRCLE THE COLUMN CONTAINING THIS ENTRY. IN TABLE II, 20 IS THE MOST POSITIVE
IN ROW. HENCE IT BELONGS TO THE OPTIMUM COLUMN.
•  
DIVIDE 15 BY ½ AND 9 BY 3/2 TO LOCATE THE PIVOTAL ROW. SINCE THE LOWER
QUOTIENT IS , SO THE SECOND CONSTRAINT ROW OR ROW IS THE PIVOTAL ROW
AND 3/2 IS THE PIVOT.
AGAIN THE VARIABLE ABOVE THE OPTIMUM COLUMN IS THE ENTERING VARIABLE
AND THE VARIABLE TO THE LEFT OF THE PIVOTAL ROW IS THE OUTGOING
VARIABLE. WE NOW REDUCE THE PIVOT TO 1 BY DIVIDING THE PIVOTAL ROW BY
3/2 1)
TABLE III (WITH THE REPLACING ROW)
• THE
  ROW TO BE REPLACED IS THE X-ROW. THE ENTRY TO BE REDUCED T ZERO IS
½, (IN THE OLD ROW).
• SOLVING FOR THE NEW ENTRIES IN THE X-ROW:
TABLE III ( WITH NEW ENTRIES IN THE FIRST
CONSTRAINT ROW OR X-ROW)
•  AGAIN COMPUTE FOR
•  COMPUTE FOR
•
FIND THE OPTIMUM SOLUTION:
SINCE THE LAST ROW HAS NO MORE POSITIVE ENTRY, THEN TABLE III IS THE
OPTIMUM.
DECISION
X= 12 Y= 6 MAXIMUM Z= 1320