LINEAR

PROGRAMMING
THE SIMPLEX METHOD
(Minimization – 2 Phase Model)
Minimize Z = x1 - 2x2 -3x3
Subject to constraints,
-2x1 + x2 + 3x3 = 2
2x1 + 3x2 + 4x3 = 1

and x1, x2,x3 ≥ 0

Minimize Z = x1 - 2x2 -3x3
Subject to constraints,
-2x1 + x2 + 3x3 = 2 Maximize Z * = - x1 + 2x2 + 3x3
2x1 + 3x2 + 4x3 = 1 Subject to Constraints

and x1, x2,x3 ≥ 0 -2x1 + x2 + 3x3 + A1 = 2

2x1 + 3x2 + 4x3 + A2 = 1
and x1, x2,x3, A
1 , A2 ≥0
Phase- 1

Maximize Z * = - A1 - A2
Subject to Constraints

-2x1 + x2 + 3x3 + A1 = 2
2x1 + 3x2 + 4x3 + A2 = 1
and x1, x2,x3, A 1 , A2 ≥0
 Cj 0 0 0 -1 -1
Profit per Variables in Solution
unit Basics Variables Min Ratio
X1 X2 X3 A1 A2
CB B b = XB XB / X2

-1 A1 2 -2 1 3 1 0

-1 A2 1 2 3 4 0 1

Z* = - 3 Zj 0 -4 -7 -1 -1

Cj - Zj 0 4 7 0 0
 Cj 0 0 0 -1 -1
Profit per Variables in Solution
unit Basics Variables Min Ratio
X1 X2 X3 A1 A2
CB B b = XB XB / X2

-1 A1 2 -2 1 3 1 0 2/3 = 0.66

-1 A2 1 2 3 4 0 1 1 / 4 = 0.25

Z* = - 3 Zj 0 -4 -7 -1 -1

Cj - Zj 0 4 7 0 0
 Iteration - 1

R2 (new) = R2 (old) / Key element (4)

= 1/4, 2/4, 3/4, 4/4, 0/4
= 1/4, 1/2, 3/4, 1, 0

R1 (new) = R1 (old) - 3 R2 (new) 3-3x1=0

2 - 3 x 1/4 = 5/4 1-3 x 0 = 1
-2 -3 x 1/2 = - 7/2
1-3 x 3/4 = - 5/4
 Cj 0 0 0 -1
Profit per Variables in Solution
unit Basics Variables
X1 X2 X3 A1
CB B b = XB

-1 A1 5/4 -7/2 -5/4 0 1

0 X3 1/4 1/2 3/4 1 0

Z* = - 5/4 Zj 7/2 5/4 0 -1

Cj - Zj -7/2 -5/4 0 0
 Result

X1 = 0, X2 = 0, X3 = 1/4

A1 = 5/4, A2 = 0

Max Z * = - 5 / 4

Since the value of Z* < 0 consists the artificial variable A1 also in

the basis with 5/4 positive value. Therefore the LPP does not have
any feasible solution.
Example - 2
Maximize Z = 3x1 + 2x2 + 2x3
Subject to constraints,
5x1 + 7x2 + 4x3 ≤ 7 Since RHS of Constraint 2 is (-)
-4x1 + 7x2 + 5x3 ≥ -2 Multiply it by -1 to convert it as (+)
3x1 +4x2-6x3 ≥ 29/7
4x1 - 7x2 - 5x3 ≤ 2
and x1, x2,x3 ≥ 0
Maximize Z = 3x1 + 2x2 + 2x3
Subject to constraints,
5x1 + 7x2 + 4x3 ≤ 7
4x1 - 7x2 -5x3 ≤ 2
3x1 +4x2-6x3 ≥ 29/7

and x1, x2,x3 ≥ 0

Phase- 1: Minimize Z* = A1
Minimize Z * = A1
Subject to Constraints

5x1 + 7x2 + 4x3 + S1 = 7

4x1 - 7x2 - 5x3 + S2 = 2
3x1 + 4x2 - 6x3 - S3 + A1 = 29/7
and x1, x2,x3, S1, S2, S3, A1 ≥ 0
Setting the variables X1, X2, X3, S3 = 0, S1=7, S2=2, A1=29/7
 Initial Solution
Cj 0 0 0 0 0 0 1
Profit Variables Solution Min
per unit in Basics Variables Ratio
X1 X2 X3 S1 S2 S3 A1
CB B b = XB XB / X2

0 S1 7 5 7 4 1 0 0 0

0 S2 2 4 -7 -5 0 1 0 0

1 A1 29/7 3 4 -6 0 0 -1 1

Z* =
29/7 Zj 3 4 -6 0 0 -1 1

Cj - Zj -3 -4 6 0 0 1 0
 Initial Solution
Cj 0 0 0 0 0 0 1
Profit Variables Solution Min
per unit in Basics Variables Ratio
X1 X2 X3 S1 S2 S3 A1
CB B b = XB XB / X2

0 S1 7 5 7 4 1 0 0 0 7/1 = 1

0 S2 2 4 -7 -5 0 1 0 0 (-)

1 A1 29/7 3 4 -6 0 0 -1 1 29/28

Z* =
29/7 Zj 3 4 -6 0 0 -1 1

Cj - Zj -3 -4 6 0 0 1 0
 Initial Solution
Cj 0 0 0 0 0 0 0
Profit Variables Solution Min
per unit in Basics Variables Ratio
X1 X2 X3 S1 S2 S3 A1
CB B b = XB XB / X2

0 X2 1 5/7 1 4/7 1/7 0 0 0 7/5

0 S2 9 9 0 -1 1 1 0 0 1

1 A1 1/7 1/7 0 -58/7 -4/7 0 -1 1 1

Z* =
1/7 Zj 1/7 0 -58/7 -4/7 0 -1 1

Cj - Zj -1/7 0 58/7 4/7 0 1 0

 Initial Solution
Cj 0 0 0 0 0 0
Profit Variables Solution Min Ratio
per unit in Basics Variables
X1 X2 X3 S1 S2 S3
CB B b = XB XB / X2

0 X2 2/7 0 1 42 3 0 5

0 S2 0 0 0 521 37 1 63

0 X1 1 1 0 -58 -4 0 -7

Z* =
1/7 Zj 0 0 0 0 0 0

Cj - Zj 0 0 0 0 0 0
Here all Cj – Zj = 0 under non-basic variables column
Min Z* = 0
No Artificial Variable appears in the basis
Hence it is the basic feasible solution of the LPP .
Phase- 2: Minimize Z* = A1
Minimize Z * = A1
Subject to Constraints

5x1 + 7x2 + 4x3 + S1 = 7

4x1 - 7x2 - 5x3 + S2 = 2
3x1 + 4x2 - 6x3 - S3 + A1 = 29/7
and x1, x2,x3, S1, S2, S3, A1 ≥ 0
Setting the variables X1, X2, X3, S3 = 0, S1=7, S2=2, A1=29/7
 Phase – 2
Cj 3 2 2 0 0 0
Profit Variables Solution Min Ratio
per unit in Basics Variables
X1 X2 X3 S1 S2 S3
CB B b = XB XB / X2

2 X2 2/7 0 1 42 3 0 5

0 S2 0 0 0 521 37 1 63

3 X1 1 1 0 -58 -4 0 -7

Z* =
25/7 Zj 3 2 -90 -6 0 -11

Cj - Zj 0 0 92 6 0 11
 Phase – 2
Cj 3 2 2 0 0 0
Profit per Variables in Solution Min
unit Basics Variables Ratio
X1 X2 X3 S1 S2 S3
CB B b = XB

2 X2 2/7 0 1 0 9/521 -42/521 -41/521

2 X3 0 0 0 1 37/521 1/521 63/521

3 X1 1 1 0 0 62/521 58/521 7/521

Z* =
25/7 Zj 3 2 2 278/521 92/521 65/521

Cj - Zj 0 0 0 -278/521 -92/521 -65/521

 Phase – 2
Cj 3 2 2 0 0 0
Profit Variables Solution Min Ratio
per unit in Basics Variables
X1 X2 X3 S1 S2 S3
CB B b = XB XB / X2

2 X2 2/7 0 1 42 3 0 5 1/147

0 S2 0 0 0 521 37 1 63 0

3 X1 1 1 0 -58 -4 0 -7 (-)

Z* =
25/7 Zj 3 2 -90 -6 0 -11

Cj - Zj 0 0 92 6 0 11
Here all Cj – Zj ≤ 0
X1 = 1
X2 = 2/7
X3 = 0

Max Z = 25/7
THANK YOU
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