LINEAR PROGRAMING

MODEL
BY: MILLION A. (PhD Candidate)
 Simplex Algorithm on
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Maximization problem
 Max Z = 60X1+ 50X2
 Subject to

4X1+10X2 ≤ 100
2X1 + X2 ≤ 22
3X1 + 3X2 ≤ 39
X1, X2 >=0
 Standard form of the
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LPP is as follows:
 (cont’d)

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McGraw-Hill/
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The Initial Simplex Tableau
 Completed Initial Simplex Tableau
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Unit Vector

Each tableau represents a basic feasible solution to the problem.

A simplex solution in a maximization problem is optimal if the C–Z row
consists entirely of zeros and negative numbers (i.e., there are no positive
values in the bottom row). When this has been achieved, there is no
opportunity for improving the solution.
 Determining the Entering and
Exiting Variables
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Select the leaving variable as the one that has the smallest
nonnegative ratio of quantity divided by substitution rate.
 Starting the Second Tableau
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…
…continued
continued
 The Pivot Row of the Second Tableau
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Revised
Revised First
First Row
Row and
and Pivot
Pivot
Row
Row of
of the
the Second
Second Tableau
Tableau

MANAGEMENT SCIENCE 3/9/2015

 Partially Completed
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Second Tableau
 Completed Second Tableau
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Interpreting the Second Tableau

At this point, variables s1, x1, and s3 are in solution. Not only are
they listed in the basis, they also have a 0 in row C – Z. The
solution at this point is s1 = 56, x1 = 11, and s3 = 6.
Note, that x2 and s2 are not in solution. Hence, they are each
equal to zero. The profit at this point is $660, which is read in the
Quantity column in row Z. Also, note that each variable in
solution has a unit vector in its column.
 Determining the Entering
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and Exiting Variables
 Pivot Row Values for the Third Tableau

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Partially
PartiallyCompleted
CompletedThird
ThirdTableau
Tableau
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Interpreting the Third Tableau

In this tableau, all of the values in the bottom row are either negative
or zero, indicating that no additional potential for improvement exists.
Hence, this tableau contains the optimal simplex solution, which is
s1 = 24
x1 = 9
x2 = 4
 Summary of the Simplex Procedure
for a Maximization Problem
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 Initial Tableau
1. Write each constraint so that all variables are on the left
side and a nonnegative constant is on the right. Then add a
slack variable to the left side, thereby making it an equality.
2. Develop the initial tableau.

1. List the variables across the top of the table

and write the objective function coefficient of
each variable just above it.
2. There should be one row in the body of the
table for each constraint. List slack variables in
the basis column, one per row.
3. In the C column, enter the objective function
coefficient of 0 for each slack variable.
4. Compute values for row Z.
5. Compute values for row C – Z.
 Summary of the Simplex Procedure
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for a Maximization Problem (cont’d)
 Subsequent Tableaus
1. Identify the variable with the largest positive value in row
C – Z. This variable will come into solution next.
2. Using the constraint coefficients in the entering variable’s
column, divide each one into the corresponding Quantity
column value. The smallest nonnegative ratio that results
indicates which variable will leave the solution mix.
3. Compute replacement values for the leaving variable:
Divide each element in the row by the row element that
is in the entering variable column. These are the pivot
row values for the next tableau. Enter them in the same
row as the leaving variable and label the row with the
name of the entering variable. Write the entering
variable’s objective function coefficient next to it in
column C.
 Summary of the Simplex Procedure for
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a Maximization Problem (cont’d)
 Subsequent Tableaus (cont’d)
4. Compute values for each of the other constraint equations:
1. Multiply each of the pivot row values by the number in the
entering variable column of the row being transformed (e.g., for
the first row, use the first number in the entering variable’s
column; for the third row, use the third number in the entering
variable’s column).
2. Then subtract the resulting equation from the current equation for
that row and enter the results in the same row of the next tableau.
5. Compute values for row Z: For each column, multiply each row
coefficient by the row value in column C and then add the results.
Enter these in the tableau.
6. 6. Compute values for row C – Z: For each column, subtract the value
in row Z from the objective function coefficient listed in row C at the
top of the tableau.
 Summary of the Simplex Procedure
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for a Maximization Problem (cont’d)

 Subsequent Tableaus (cont’d)
6. Examine the values in the bottom row. If all values
are zero or negative, the optimal solution has
been reached. The variables that comprise the
solution are listed in the basis column and their
optimal values can be read in the corresponding
rows of the quantity column. The optimal value of
the objective function will appear in row Z in the
Quantity column.
7. If the solution is not optimal, repeat steps 1–7 of
this section until the optimal solution has been
attained.
 Example:
Example:Solve
Solvethis
thisminimization
minimizationproblem
problemusing
usingthe
thesimplex
simplex
method:
method:

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 Initial Tableau

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 X1 – entering variable and A2 – the leaving variable

and the Pivot element is 8
 Row operation:

◦ New R2 = 1/8 *Old R2 to make the pivot element ONE

◦ New R1 = -3 * New R2 + Old R1 to make the pivot

column elements ZERO except the key element
 Second Tableau

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 X2 – entering variable and A1 – exiting variable and

key element is 9/2
 Row operation:
 New R1 = 2/9 * Old R1 to make the pivot element ONE
 New R2 = -1/2 * New R1 + Old R2 to make the pivot
column elements ZERO except the key element
 Third Tableau

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 Do we reach at optimal? Yes, b/c in case of

minimization, if all the C-Z row are zero and
positive, it indicates optimality is attained
 Therefore, X1 = 20/3 X2 = 8/3 S1 = 0
S2 = 0
 and Min Z = 212/3
 Example:
Example: Solve
Solve mixed
mixedmaximization
maximizationLPP
LPPusing
usingthe
thesimplex
simplex
approach:
approach:

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Standard form
 Initial Tableau

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 X1= entering variable and A3 – leaving variable and

6 is the pivot element
 Row operation:
 New R3 = 1/6 * Old R3 to make the key element ONE
 New R2 = Old R2 – New R1 to make pivot column
element ZERO
 New R1 = Old R1 b/c the pivot column element (0) is
already changed to ZERO
 The Second Tableau

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 Entering variable X2 and Leaving variable S1 and

key element 1
 Row operation:
 No row operation is needed for R1 b/c the key
element is already ONE, so, New R1 = Old R1
 New R2 = -2/3*R1 + Old R2
 New R3 = -1/3*R1 + Old R3
 The Third Tableau

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 Entering variable S3, leaving variable A2 and

key element 1/6
 Row operation:
 New R2 = 6*old R2
 New R 1 = old R1
 New R3 = 1/6*new R2 + Old R3
 The Final Tableau

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 Do we reach at optimal solution? Yes, b/c all

the values in the last row are zero and
positive
 Hence,
 X1 = 5 X2 = 4 S3 = 14 S1 = 0
 And Max Z = 62
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Some Special Issues
 Unbounded Solutions
 A solution is unbounded if the objective
function can be improved without limit.
 An unbounded solution will exist if there
are no positive ratios (quantity/pivot
column)
 A zero ratio indicates increases a variable
would not use any resources
 This problem arises because the problem
is incorrectly formulated
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 Degeneracy
◦ A conditions that occurs when there is a tie for
the lowest nonnegative ratio which,
theoretically, makes it possible for subsequent
solutions to cycle (i.e., to return to previous
solutions).
 Second Tableau

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 Resolving Degeneracy: Divide the RHSV by the substitution

rate from left to right beginning from next to the pivot
column and compare the ratio in each stage and select the
least positive ratio. Nearer to the top and arbitrary
selection are possible
 Note: tie for the entering variable is done by selecting the
one which is nearer to the left vertical bar
 Final Simplex Tableau

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 Some Special Issues (cont’d)
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 Multiple Optimal Solutions

 Occur when the same maximum value of
the objective function might be possible
with a number of different combinations of
values of the decision variables because
the objective function is parallel to a
binding constraint.
 Final Tableau for Modified Server Problem
with an
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Alternative Optimal Solution
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 Look at the X2 column elements, we expect

this column elements be zero and one but
not, it indicates that we can have optimal or
alternative solution if we improve the solution
by considering this column as a pivot column
 The Alternate Optimal Solution for the Modified
Server Problem

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 Some Special Issues (cont’d)
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 Infeasibility
 A problem in which no combination of decision and
slack/surplus variables will simultaneously satisfy all
constraints.
 Can be the result of an error in formulating a problem or
it can be because the existing set of constraints is too
restrictive to permit a solution.
 Recognized by the presence of an artificial variable in a
solution that appears optimal (i.e., a tableau in which
the signs of the values in row C – Z indicate optimality),
and it has a nonzero quantity.
 Simplex Tableaus for Infeasibility Problem

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 Summary of Use of Slack, Surplus, and Artificial Variables

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 Special cases in graphical solution

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 No Feasible Solutions – infeasible solution
 Occurs in problems where to satisfy one of the
constraints, another constraint must be violated.
 Redundant Constraints
 A constraint that does not form a unique boundary of the
feasible solution space; its removal would not alter the
feasible solution space.
 Multiple Optimal Solutions
 Problems in which different combinations of values of the
decision variables yield the same optimal value.
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unbound solution
• Exists when the value of the objective function can be
increased without limit.
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THANKS