Simplex

Method
LP Solution
Simplex
Method
• is an algebraic procedure for solving linear programming
problems.
• The simplex method uses elementary row operations to
iterate from one basic feasible solution (extreme point) to
another until the optimal solution is reached.

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How to find an initial basic feasible solution?

• For each constraint equation, the coefficient of one of the m basic variables in that
equation must be 1, and the coefficient for all the remaining basic variables in that
First Property equation must be 0.
• The coefficient for each basic variable must be 1 in only one constraint equation.

• enables us to find a basic feasible solution requires the values of the right-hand
sides of the constraint equations be non-negative. This ensures that the basic
Second Property solution obtained by setting the basic variables equal to the values of the right-hand
sides will be feasible

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How to solve LP using Simplex Method?

Step 1 Step 2 Step 3

Formulate the problem Set up the standard form by Set up the tableau form
adding slack and/or subtracting
surplus variables

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 Consider the Par problem which aims to determine how many standard
bags and deluxe bags it should produce to maximize the total profit
contribution. The LP formulation of the problem led to the following
mathematical model:

Maximize: 𝑍=10𝑥+9𝑦

Subject to:
7/10 𝑥+1𝑦≤630 Cutting & dyeing constraint (Constraint 1)
1/2 𝑥+5/6 𝑦≤600 Sewing constraint (Constraint 2)
1𝑥+2/3 𝑦≤708 Finishing constraint (Constraint 3)
1/10 𝑥+1/4 𝑦≤135 Inspection & packaging constraint (Constraint 4)
𝑥,𝑦≥0 Non-negativity constraint

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 Summary of Steps in using Simplex
Method

1 2 3 4 5
Convert the Develop the Improve the Calculate the Move towards
LP model in a initial simplex solution next tableau the best
tableau form tableau through solution
iterations.

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 1
Convert the
LP model in a
tableau form

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 2
Develop the
initial simplex
tableau

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 3
Improve the
solution
through
iterations.

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 4
Calculate the
next tableau

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 Summary of Steps in using Simplex
Method
• Assuming that the problem has all less-than-or-equal-to constraints and involves maximization:
1. Formulate a linear programming model of the problem.
2. Add slack variables to each constraint to obtain standard form. This is also the tableau form
necessary to identify an initial basic feasible solution for problems involving all less-than-or-
equal-to constraints.
3. Set up the initial simplex tableau.
4. Choose the non-basic variable with the largest entry in the net evaluation row to bring into the
basis. This identifies the pivot column: the column associated with the incoming variable.
𝑏𝑖
5. Choose as the pivot row that row with the smallest ratio of for 𝑎𝑖𝑗 > 0 where 𝑗 is the pivot
𝑎𝑖𝑗
column. This identifies the pivot row: the row of the variable leaving the basis when variable 𝑗
enters.

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 Summary of Steps in using Simplex
Method
6. Perform the necessary elementary row operations to convert the column for the incoming variable to a unit column with a 1 in
the pivot row.
a. Divide each element of the pivot by the pivot element (the element in the pivot row and pivot column).
b. Obtain zeros in all other positions of the pivot column by adding or subtracting an appropriate multiple of the new pivot row.
Once the row operations have been completed, the value of the new basic feasible solution can be read from the 𝑏ത column
of the tableau.
7. Test for optimality. If 𝑐𝑗 − 𝑧𝑗 ≤ 0 for all columns, we have the optimal solution. If not, return to step 4.
• The algorithm is basically the same for problems with equality and greater-than-or-equal-to constraints except that setting up
tableau form requires a little more work.

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 Example
• Find the optimal solution using Simplex Method

Maximize Z = 5x1 + 10x2 + 8x3

subject to
3x1 + 5x2 + 2x3 ≤ 60
4x1 + 4x2 + 4x3 ≤ 72
2x1 + 4x2 + 5x3 ≤ 100
x1,x2,x3 ≥ 0

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 Example

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 Activity

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Solving a Minimization Problem
• The first approach requires that we change the rule used to introduce a variable
into the basis. That is, we can select the most negative 𝑐_𝑗−𝑧_𝑗 as the one to
First Approach introduce next. This approach means that the stopping rule for the optimal solution
will also be changed. That is, we would stop when every value in the net evaluation
row is zero or positive.

• The second approach is based on the fact that any minimization problem can be
converted to an equivalent maximization problem by multiplying the objective
Second Approach function by – 1. Solving the resulting maximization problem will provide the optimal
solution to the minimization problem.

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 Example
• Consider the following LP model:

Minimize: 𝑍=2𝑥_1+3𝑥_2
Subject to: 1𝑥_1 ≥125 Demand for Product 1
1𝑥_1+1𝑥_2≥350 Total Production
2𝑥_1+1𝑥_2≤600 Processing time
𝑥_1,𝑥_2≥0 Non-negativity

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 Example

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 Example

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 Example

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 Example

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 Summary of Steps (another
approach to Simplex)
1. Equate the objective function to zero
2. Determine slack/surplus variable
3. Set up the tableau
4. Check Optimality
1. To check optimality using the tableau, all values in the first row must contain values greater than or equal to zero. If a value is less than zero, it means that
variable has not reached its optimal value.
2. If a tableau is not optimal, the next step is to identify the pivot variable to base a new tableau

5. Identify pivot variables

6. Create new tableau
7. Identify optimal solution

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 Example - Maximization
Max Z = 7x1 + 4x2

Subject to:

2x1 + x2 <= 20
x1 + x2 <= 18
x1 <= 8

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 Example - Maximization

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 Example - Maximization

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 Example - Maximization

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 Example - Maximization

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 Example - Minimization
Min Z = 3x1 + 2x2

Subject to:

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

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 Example - Minimization

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 Example - Minimization

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 Example - Minimization

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 Special Cases
• In graphical method, we discussed how infeasibility, unboundedness, and
alternative optimal solutions could occur when solving linear programming
problems using the graphical solution procedure.
• These special cases can also arise when using the simplex method.
• In addition, a special case referred to as degeneracy can theoretically cause
difficulties for the simplex method.

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 Infeasibility
• Infeasibility occurs whenever there is no solution to the linear program that
satisfies all the constraints, including the non-negativity constraints.
• Consider the following LP model:
Maximize 50𝑥_1+40𝑥_2
subject to:
3𝑥_1+5𝑥_2≤150 Constraint 1
1𝑥_2≤ 20 Constraint 2
8𝑥_1+5𝑥_2≤300 Constraint 3
1𝑥_1+1𝑥_2≥ 50 Constraint 4
𝑥_1, 〖 𝑥〗_2≥0 Non-negativity
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 Infeasibility
• Two iterations of the simplex method will provide the following tableau:
𝑥1 𝑥2 𝑺𝟏 𝑺𝟐 𝑺3 𝑺4 𝐴4

Basis 𝒄𝑩 50 40 0 0 0 0 - M 𝒃𝒊

𝑥2 40 0 1 8ൗ 0 − 3ൗ25 0 0 12
25
𝑆2 0 0 0 − 8ൗ25 1 3ൗ 0 0 8
25
𝑥1 50 1 0 − 5ൗ25 0 5ൗ 0 0 30
25
𝐴4 -M 0 0 − 3ൗ25 0 − 2ൗ25 -1 1 8

𝒛𝒋 50 40 𝟕𝟎 + 𝟑𝑴 0 𝟏𝟑𝟎 + 𝟐𝑴 M - M 1980 -
𝟐𝟓 𝟐𝟓 8M
𝒄𝒋 − 𝒛𝒋 0 0 −𝟕𝟎 − 𝟑𝑴 −𝟏𝟑𝟎 − 𝟐𝑴 -M 0
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 Infeasibility

We recognize infeasibility when one or more of the artificial variables remain in the final
solution at a positive value.

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 Unboundedness
• For maximization problems, we say that a linear program is unbounded if the value
of the solution may be made infinitely large without violating any constraints.
Thus, when unboundedness occurs, we can generally look for an error in the
formulation of the problem.
• Consider the following LP model:
Maximize 20𝑥1+10𝑥2
subject to:
1𝑥_1 ≥2 Constraint 1
1𝑥_2≤ 5 Constraint 2
𝑥_1, 〖 𝑥〗_2≥0 Non-negativity
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 Unboundedness
• After bringing in 𝑥_1 and removing 𝐴_1 at the first iteration, the simplex tableau is as follows:

𝑥1 𝑥2 𝑺𝟏 𝑺𝟐

Basis 𝒄𝑩 20 10 0 0 𝒃𝒊

𝑥1 20 1 0 - 1 0 2

𝑆2 0 0 1 0 1 5

𝒛𝒋 20 0 - 20 0 40

𝒄𝒋 − 𝒛𝒋 0 10 20 0

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 Unboundedness

When employing the simplex solution procedure, an unbounded linear program exists if at some
iteration, the simplex method tells us to introduce variable j into the solution and all the 𝑎𝑖𝑗 less
than or equal to zero in the jth column

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 Alternative Optimal Solution
• A linear program with two or more optimal solutions is said to have alternative optimal
solutions.
• When using the simplex method, we cannot recognize that a linear program has alternative
optimal solutions until the final simplex tableau is reached.
• Consider the following LP model:
Maximize30𝑥_1+50𝑥_2
subject to:
3𝑥_1+5𝑥_2≤150 Constraint 1
1𝑥_2≤ 20 Constraint 2
8𝑥_1+5𝑥_2≤300 Constraint 3
𝑥_1, 〖 𝑥〗_2≥0 Non-negativity
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 Alternative Optimal Solution
• The final simplex tableau for this LP model is shown here:
𝒙𝟏 𝒙𝟐 𝑺𝟏 𝑺𝟐 𝑺3

Basis 𝒄𝑩 30 50 0 0 0 𝒃𝒊

𝑥2 50 0 1 0 1 0 20

𝑆3 0 0 0 − 8ൗ3 25ൗ 1 𝟐𝟎𝟎ൗ

3 𝟑
𝑥1 30 1 0 1ൗ − 5ൗ3 0 𝟓𝟎ൗ
3 𝟑
𝒛𝒋 30 50 10 0 0 1500

𝒄𝒋 − 𝒛𝒋 0 0 -10 0 0
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 Alternative Optimal Solution
• In looking at the net evaluation row in 𝒙𝟏 𝒙𝟐 𝑺𝟏 𝑺𝟐 𝑺3
the optimal simplex tableau, we see
Basis 30 50 0 0 0
that the 𝑐_𝑗−𝑧_𝑗 value for the non 𝒄𝑩 𝒃𝒊
basic variable 𝑆_2 is equal to zero.
This indicates that the LP may have 𝑥2 50 0 1 8ൗ 0 − 3ൗ 12
25 25
alternative optimal solutions.
𝑆2 0 0 0 − 8ൗ25 1 3ൗ 8
25
• We can introduce 𝑆_2 into the basis
without changing the value of the 𝑥1 30 1 0 − 5ൗ25 0 5ൗ
25
30
solution. The tableau obtained after
30 50 10 0 0 1500
introducing 𝑆_2 follows: 𝒛𝒋

𝒄𝒋 − 𝒛𝒋 0 0 -10 0 0

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 Alternative Optimal Solution

When using the simplex method, we can recognize the possibility of alternative optimal solutions
if 𝑐𝑗 − 𝑧𝑗 equals zero for one or more of the nonbasic variables in the final simplex tableau.

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 Degeneracy
• A linear program is said to be degenerate if one or more of the basic variables have a value of
zero.
• Degeneracy does not cause any particular difficulties for the graphical solution procedure;
however, degeneracy can theoretically cause difficulties when the simplex method is used to
solve an LP problem.
• Consider the following LP model:
Maximize50𝑥_1+40𝑥_2
subject to:
3𝑥_1+5𝑥2≤175 Constraint 1
1𝑥_2≤ 20 Constraint 2
8𝑥_1+5𝑥_2≤300 Constraint 3
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𝑥1, 𝑥2≥0 Non-negativity
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 Degeneracy
• The simplex tableau after one iteration is as follows:

𝒙𝟏 𝒙𝟐 𝑺𝟏 𝑺𝟐 𝑺3

Basis 𝒄𝑩 50 40 0 0 0 𝒃𝒊

𝑆1 0 0 25ൗ 1 0 − 3ൗ8 𝟏𝟐𝟓ൗ

8 𝟐
𝑆2 0 0 1 0 1 0 20

𝑥1 50 1 5ൗ 0 0 1ൗ 𝟕𝟓ൗ
8 8 𝟐
𝒛𝒋 50 𝟐𝟓𝟎ൗ 0 0 𝟓𝟎ൗ 1875
𝟖 𝟖

𝒄𝒋 − 𝒛𝒋 0 𝟕𝟎ൗ 0 0 − 𝟓𝟎ൗ𝟖
𝟖
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 Degeneracy
• The entries in the net evaluation row indicate that 𝑥_2 should enter the basis. By calculating the appropriate ratios to
determine the pivot row, we obtain
𝒙𝟏 𝒙𝟐 𝑺𝟏 𝑺𝟐 𝑺3

Basis 𝒄𝑩 50 40 0 0 0 𝒃𝒊

𝑆1 0 0 25ൗ 1 0 − 3ൗ8 𝟏𝟐𝟓ൗ ÷ 𝟐𝟓ൗ = 𝟐𝟎

8 𝟐 𝟖
𝑆2 0 0 1 0 1 0 20÷ 𝟏 = 𝟐𝟎

𝑥1 50 1 5ൗ 0 0 1ൗ 𝟕𝟓ൗ ÷ 𝟓ൗ = 𝟔𝟎
8 8 𝟐 𝟖
𝒛𝒋 50 𝟐𝟓𝟎ൗ 0 0 𝟓𝟎ൗ 1875
𝟖 𝟖

𝒄𝒋 − 𝒛𝒋 0 𝟕𝟎ൗ 0 0 − 𝟓𝟎ൗ𝟖
𝟖
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 Degeneracy
• The simplex tableau after this iteration is as follows:

𝒙𝟏 𝒙𝟐 𝑺𝟏 𝑺𝟐 𝑺3

Basis 𝒄𝑩 50 40 0 0 0 𝒃𝒊

𝑥2 40 0 1 8ൗ 0 − 3ൗ25 20
25
𝑆2 0 0 0 − 8ൗ25 1 3ൗ 0
25
𝑥1 50 1 0 − 5ൗ25 0 5ൗ 25
25
𝒛𝒋 50 40 𝟕𝟎ൗ 0 𝟏𝟑𝟎ൗ 2050
𝟐𝟓 𝟐𝟓

𝒄𝒋 − 𝒛𝒋 0 0 − 𝟕𝟎ൗ𝟐𝟓 0 − 𝟏𝟑𝟎ൗ𝟐𝟓
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 Degeneracy
Whenever we have a tie in the minimum 𝑏𝑖ൗ𝑎𝑖𝑗 ratio, there will always be a basic variable equal to zero in the
next tableau.

• Since we are at the optimal solution in the preceding case, we do not care that 𝑆_2 is in a solution at a zero value.
• However, if degeneracy occurs at some iteration prior to reaching the optimal solution, it is theoretically possible for the
simplex method to cycle; that is, the procedure could possibly alternate between the same set of non-optimal basic feasible
solutions and never reach the optimal solution.
• Cycling has not proven to be a significant difficulty in practice. Therefore, introducing any special steps into the simplex
method to eliminate the possibility that degeneracy will occur is not recommended.

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