Linear Programming The Simplex Method: an Alternative (Cj-Zj) Tableau Form

ECS716: Operational Research Pn Paezah Hamzah

Learning Outcomes Solving LP problems using an alternative form of simplex tableau (with Cj-Zj row) Recall the modified Wyndor Glass Co. problem in which Plant 3 operates at full capacity. We used the following steps to set up the initial simplex tableau.

Max

The Real Problem

Z = 3X1 + 5X2 s.t. X1 4 2X2 12 3X1 +2X2 = 18 X1, X2 0

Max

The Artificial Problem in the standard form

Z = 3X1 + 5X2 +0S1 + 0S2 MA1 s.t. X1 + S1 = 4 2X2 + S2 = 12 3X1 + 2X2 +A1 = 18 X1, X2, S1, S2, A1 0

Eliminate variable A1 from the objective function to get the canonical form

Z - 3X1 - 5X2 X1 2X2 3X1 + 2X2

+ S1

+ MA1 = 0 = 4 + S2 = 12 + A1 = 18

(1) (2) (3) (4)

The elimination of variable A1 to get the canonical form is rather lengthy.

Multiply both sides of equation (4) by M we get 3MX1 + 2MX2 + MA1 = 18M

Then, subtract the new equation from (1) as follows: Z3X1 3MX1 + 5X2 + MA1 = 0 2MX2 + MA1 = 18M = -18M (1)

Z +(3M+3)X1 (2M+5)X2

The standard model in a canonical form

Z - (3 +3M)X1 (5+ 2M)X2 = X1 + S1 = 2X2 + S2 = 3X1 + 2X2 + A1 =

-18M 4 12 18

The objective function (z-row) written at the bottom

2X2 3X1 + 2X2 Z - (3 +3M)X1 (5+ 2M)X2

X1

+ S1

= 4 + S2 = 12 + A1 = 18 = -18M

Iteration 1

Basic Var. S1 S2 S3 Z

Z 0 0 0 1

X1 1 0 3 -3M-3

X2 0 2 2 -2M-5

S1 1 0 0 0

S2 0 1 0 0

A1 0 0 1 0

RHS 4 12 18 -18M

Basic Var.

Z 0 0 0 1 Z 0 0 0 1

X1 1 0 0 0 X1 1 0 0 0

X2 0 2 2 -2M-5 X2 0 0 1 0

S1 1 0 -3 3M+3 S1 1 3 -3/2 -9/2

S2 0 1 0 0 S2 0 1 0 0

A1 0 0 1 0 A1 0 -1 1/2 M+5/2

RHS 4 12 6 -6M+12 RHS 4 6 3 27

Iteration 2

X1 S2 S3 Z Basic Var.

Iteration 3

X1 S2 X2 Z

Iteration 4

Basic Var. X1 S1 X2 Z

Z 0 0 0 1

X1 1 0 0 0

X2 0 0 1 0

S1 0 1 0 0

S2 -1/3 1/3 1/2 3/2

A1 1/3 -1/3 0 M+1

RHS 2 2 6 36

All z-row coefficients 0. Hence, the optimal solution is reached. Optimal solution: X1= 2, X2 = 6, S1 = 2, S2 =0, S3 =0, A1 =0 Optimal value=36

An Alternate Simplex Procedure (Cj-Zj Form) The procedure (in the pink box) done to eliminate variable to get the canonical form in order to set up the initial simplex tableau is rather lengthy. There is an alternate form of simplex tableau which can reduce this step. The simplex procedure is shown in the following flow chart.

Start Convert LP model to Standard Form

Obtain an Initial Basic Feasible Solution

Test for Optimality

Optimal

Interpret

Stop

Not Optimal Determine the Entering Variable *Choose the variable from the pivot column (column with the MOST POSITIVE Cj-Zj row value)

Determine the Leaving Variable

Choose variable from the pivot row (row with the smallest positive RHSto- pivot column ratio)

Obtain an Improved BF Solution

Perform elementary row operations (ERO)

*Testing for Optimality (Maximization problems): All Cj-Zj row values 0 Optimal

*Testing for Optimality (Minimization problems): All Cj-Zj row values 0 Optimal

*Note: The differences in this method occur in the following steps (shown in blue boxes): Selecting the entering variable. Testing for optimality.

How to Use the Cj-Zj Form? To demonstrate the new method, we solve the original Wyndor Glass again. Maximize subject to: Z = 3X1 + 5X2 +0S1 + 0S2 + 0S3 2X2 3X1 + 2X2 X1 + S1 + S2 = 4 = 12 +S3 = 18 0 (Plant 1, hours) (Plant 2, hours) (Plant 3, hours)

X1, X2, S1, S2, S3

where X1 = number of batches of doors produced per week X2 = number of batches of windows produced per week S1= unused hours in Plant 1 S2= unused hours in Plant 2 S3= unused hours in Plant 3

The initial simplex tableau can be written as follows: Cj 0 0 0 Basic S1 S2 S3 Zj Cj-Zj X1 3 1 0 3 X2 5 0 2 2 S1 0 1 0 0 S2 0 0 1 0 S3 0 0 0 1

Coefficients in the objective function for basic variables where Cj Zj

RHS 4 12 18

= the contribution rate (unit profit) = the gross profit given up by adding 1 unit of a variable into the current solution. Cj-Zj = the net profit

How to obtain Zj and Cj-Zj row values? Take the sum of the product of each entry under column Cj and the corresponding entry under each column. Cj 0 0 0 Basic S1 S2 S3 Zj Cj-Zj X1 X2 5 0 2 2 S1 0 1 0 0 S2 0 0 1 0 S3 0 0 0 1

3 1 0 3 0 3-0=3

RHS 4 12 18

(Column Cj) x (Column X1) 0(1) = 0 0(0) = 0 0(3) = 0 Sum = 0 Cj-Zj = 3 0 = 3 The complete initial tableau is shown below.

Iteration 1 Basic S1 S2 S3 Zj Cj-Zj X1 3 1 0 3 0 3 X2 5 0 2 2 0 5 S1 0 1 0 0 0 0 S2 0 0 1 0 0 0 S3 0 0 0 1 0 0

Cj 0 0 0

RHS 4 12 18 0

From the above tableau, we pivot on column X2, the column with the largest positive Cj-Zj value as follows: Iteration 1 Basic S1 S2 S3 Zj Cj-Zj X1 3 1 0 3 0 3 X2 5 0 2 2 0 5 S1 0 1 0 0 0 0 S2 0 0 1 0 0 0 S3 0 0 0 1 0 0

Cj 0 0 0

RHS 4 12 18 0

ratio -12/2=6 18/2=9

SMALLEST positive ratio

LARGEST positive Cj-Zj

Iteration 2 Basic S1 X2 S3 Zj Cj-Zj X1 3 1 0 3 0 3 X2 5 0 1 0 5 0 S1 0 1 0 0 0 0 S2 0 0 0.5 -1 2.5 -2.5 S3 0 0 0 1 0 0

Cj 0 5 0

RHS 4 6 6 30

ratio 4/1=4 -6/3=2

SMALLEST positive ratio

LARGEST positive Cj-Zj

Iteration 3 Basic S1 X2 X1 Zj Cj-Zj X1 3 0 0 1 3 0 X2 5 0 1 0 5 0 S1 0 1 0 0 0 0 S2 0 1/3 0.5 -1/3 1.5 -1.5 S3 0 -1/3 0 1/3 1 -1

Cj 0 5 3

RHS 2 6 2 36

No positive Cj-Zj optimal.

Optimal solution: X1=2, X2=6 [produce 2 batches of doors, 6 batches of windows] Optimal value : $36,000

The Big-M Method Example: Wyndor Glass Co. Suppose Plant 3 is required to operate at full capacity. The third constraint 3X1 +2X2 18 is rewritten as 3X1 2X2 =18.

Max

The Real Problem

Z = 3X1 + 5X2 s.t. X1 4 2X2 12 3X1 +2X2 = 18 X1, X2 0

Max

The Artificial Problem

Z = 3X1 + 5X2 +0S1 + 0S2 MA1 s.t. X1 + S1 = 4 2X2 + S2 = 12 3X1 + 2X2 +A1 = 18 X1, X2, S1, S2, A1 0

There is no need to eliminate variable A1 from the objective function.

Iteration 1 Cj 0 0 -M Basic S1 S2 A1 Zj Cj-Zj X1 3 1 0 3 -3M 3M+3 X2 5 0 2 2 0 -2M+5 S1 0 1 0 0 0 0 S2 0 0 1 0 M -M A1 -M 0 0 1 -M 0 RHS 4 12 18 -18M ratio 4/1=4 -18/3=6
SMALLEST positive ratio

LARGEST positive Cj-Zj

Iteration 2 Cj 3 0 -M Basic X1 S2 A1 Zj Cj-Zj X1 3 1 0 0 3 0 X2 5 0 2 2 -2M 2M+5 S1 0 1 0 -3 3+3M -(3M+3) S2 0 0 1 0 0 0 A1 -M 0 0 1 -M 0 RHS 4 12 6 12-6M ratio --6 3

LARGEST positive Cj-Zj

Iteration 3 Cj 3 0 5 Basic X1 S1 X2 Zj Cj-Zj X1 3 1 0 0 3 0 X2 5 0 0 1 5 0 S1 0 1 3 -3/2 -9/2 9/2 S2 0 0 1 0 0 0 A1 -M 0 -1 1/2 5/2 -M-5/2 RHS 4 6 3 27 ratio 4 2 ---

Iteration 4 Cj 3 0 5 Basic X1 S1 X2 Zj Cj-Zj X1 3 1 0 0 3 0 X2 5 0 0 1 5 0 S1 0 0 1 0 0 0 S2 0 -1/3 1/3 1/2 0 -3/2 A1 -M 1/3 -1/3 0 1 -M-1 RHS 2 2 6 36

All Cj-Zj 0 optimal.

Optimal solution: X1 = 2, X2 = 6 Wyndor should produce 2 batches of doors and 6 batches of windows. Maximum profit = $36,000