Shikha Bhotika GB045

Checking the results of a decision against its expectations shows executives what their strengths are, where they need to improve, and where they lack knowledge or information. It basically helps to understanding the underlying principles help to interpret and analyze solution of any LP problem.

Simplex method was developed by G B Dantzig in 1947. Most of the problems when formulated as an LP model have more than two variables and are too large to be interpret with the help of graphical solution method. Therefore simplex method is more efficient method to suggest an optimal solution for such LP problems

The concept of simplex method is similar to the graphical method. In the graphical method, extreme point of the feasible solution space are examined in order to search for the optimal solution that lies at one of these points. For LP problems with several variables, we may not be able to graph the feasible region, but the optimal solution will still lie at an extreme point of manysided, multidimensional figure that represents the feasible solution space. The simplex method examines the extreme points in a systematic manner, repeating the same set of steps of the algorithm until an optional solution is found. It is for this reason that it is also called the iterative method.

Simplex method examines corner points of the feasible region, using matrix row operations, until an optimal solution is found.

Steps of the simplex method algorithm for obtaining an optimal solution to a linear programming problem are as follows:

Step1: formulation of the mathematical model. Step2: set-up the initial solution. Step 3: test for optimality. Step 4: select the variable to enter the basis. Step 5: test for feasibility. Step 6: finding the new solution. Step 7: repeat the procedure.

In certain cases, it is difficult to obtain an initial basic feasible solution. Such cases arise: When the constraints are of the type n aij xj bi, xj 0 j=1 But some right-hand side constants are negative. In this case after adding the non-negative slack variable si(i=1,2,3,m), the initial solution so obtained will be si=-bi for some i. this is not the feasible solution because it voliates the nonnegativity conditions of slack variables

n aij xj bi, xj 0 j=1 In this case to convert the inequalities into the equation form, adding surplus variables. n aij xj - si, = bi, xj 0, si 0 j=1 Letting xj=0(j=1,2,3,n), we get an initial solution si = bi. This is also not a feasible solution as it violates the nonnegativity conditions of surplus variables. In this case, we add artificial variables, Ai(i=1,2,3,,m), to get an initial basic solution. The resulting system of equations then becomes:

n aij xj si + Ai = bi j=1 xj, si, Ai 0, i=1,2,m And has m equations and (n+m+m) variables(i.e. n decision variables, m artificial variables and m surplus variables). An initial basic feasible solution of the new system can be obtained by equating (n+2m-m) = (n+m) variables equal to zero. Thus the new solution to the given LP problem is: the two systems of equations are not equivalent. Thus to get back to the original problem, artificial variables must be dropped out of the optimal solution. There are two methods for eliminating these variables from the solution.

Two-Phase method Big-M method or Method of Penalties.

The simplex method both for the minimization and the maximization LP problem may be summarized in the form of a flow chart:-

start Convert LP model into standard form by adding slack or artificial variables Decided coefficient of these variables in the objective function Setup initial simplex table to obtain initial solution Compute zj and cj-zj values Do cj-zj Do cjIs LP problem of ve zj +ve max or min type? values values exist? exist? This solution is optimal Select key column Select key column with largest negative with largest positive cj-zj value cj-zj value Select key row with min If all zero, then current solution is unbounded and stop the procedure Identify key element at the intersection of key row and key column Update the entries in the simplex table by First obtaining key row values, and Apply elementary row operations

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