Simplex method

Linear programming problem

 Flow chart for Simplex algorithm

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SIMPLEX METHOD Formulation of LPP
Ex 1: A firm manufactures three products A, B & C on which the profits
earned per unit are 4, 3 and 6 respectively. Each product is
processed on three machines M1 , M2 and M3. The time required and
daily capacity of the three machines are given table below:
Machine Time per unit (minutes) Machine Note: Find the
capacity number of units of
Product A Product B Product C product A, B and C to
M1 2 3 2 440 be manufactured to
get maximum profit.
M2 4 - 3 470
M3 2 5 - 430
Solution:
Maximize Z = 4x1 + 3x2 + 6x3
Subject to Let x1 ,x2, x3 be the no of Products A, B ,C
2x1 + 3x2 +2x3 440 rep.
4x1 + 3x3 470 x1 ,x2, x3 are decision variables.
2x1 + 5x2 430
x1,x2, x3 0

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 SIMPLEX METHOD
EX 1: Maximize Z = 4x1 + 3x2 + 6x3 To convert LPP into standard form
Subject to Inequality Add Variable
2x1 + 3x2 +2x3 440 +S Slack variable
4x1 + 3x3 470 -S+A Surplus Artificial
2x1 + 5x2 430 variable variable
x1,x2, x3 0 = A Artificial variable

Sol: Step 1- Express the LPP in standard form

Maximize Z = 4x1 + 3x2 + 6x3 + 0s1 + 0s2 + 0s3,
St 2x1 + 3x2 + 2x3 + s1 = 440
4x1 + 3x3 + s2 = 470
2x1 + 5x2 + s3 = 430
x1,x2, x3, s1, s2, s3 0

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Maximize Z = 4x1 + 3x2 + 6x3 + 0s1 + 0s2 + 0s3, LPP-Simplex method
St 2x1 + 3x2 + 2x3 + s1 = 440 key col
4x1 + 3x3 + s2 = 470
2x1 + 5x2 + s3 = 430 element
x1,x2, x3, s1, s2, s3 0 Table1: IBFS
Cj 4 3 6 0 0 0 b
F.R CB Basic
variable x1 x2 x3 s1 s2 s3
L1 2/3 0 s1 2 3 2 1 0 0 440 220
0 s2 4 0 3 0 1 0 470 470/3 key row
L2 -
element
L3 - 0 s3 2 5 0 0 0 1 430

Zj 0 0 0 0 0 0 0
Leaving variable =
Cj-Zj 4 3 6 0 0 0 Smallest +ve

Zj= c B aij
Entering variable =
New row = old row /Key
Optimal If all (Cj-Zj) 0
largest Positive element

= b/key col element
New row = old row element- Key row element X F.R
F.R= Key col /Key element
Maximize Z = 4x1 + 3x2 + 6x3 + 0s1 + 0s2 + 0s3, F,R Basic
x1 x2 x3 s1 s2 s3 b
St 2x1 + 3x2 + 2x3 + s1 = 440 key col variable
4x1 + 3x3 + s2 = 470 element 2/3 s1 2 3 2 1 0 0 440
2x1 + 5x2 + s3 = 430 - S2 4 0 3 0 1 0 470
x1,x2, x3, s1, s2, s3 0 - S3 2 5 0 0 0 1 430
Cj 4 3 6 0 0 0 b Table2: Iteration 1
F.R CB Basic
variable x1 x2 x3 s1 s2 s3
key row
L4 - 0 s1 -2/3 3 0 1 -2/3 0 380/3 380/9 element
- x3 4/3 0 1 0 1/3 0 470/3
L5 6
0 s3 2 5 0 0 0 1 430
L6 5/3 86

Zj 8 0 6 0 2 0 940 Leaving variable =

Smallest +ve
Cj-Zj -4 3 0 0 -2 0
Optimal If all Cj-Zj) 0 New row = old row /Key element
Entering variable =

largest Positive New row = old row element- Key row element X
F.R

= b/key col element
L41= L11-key row element X F.R L41= 2-(4x2/3)=-2/3
F.R= Key col /Key element
Maximize Z = 4x1 + 3x2 + 6x3 + 0s1 + 0s2 + 0s3,
St 2x1 + 3x2 + 2x3 + s1 = 440
4x1 + 3x3 + s2 = 470
2x1 + 5x2 + s3 = 430 Table:3 Final iteration
x1,x2, x3, s1, s2, s3 0
Cj 4 3 6 0 0 0 b
CB Basic
variable x1 x2 x3 s1 s2 s3
L7 3 X2 -2/9 1 0 1/3 -2/9 0 380/9
L8 x3 4/3 0 1 0 1/3 0 470/3
6

L9 0 s3 28/9 0 0 -5/3 10/9 1 1970/9

Zj 22/3 3 6 1 4/3 0 3200/3

Cj-Zj -10/3 0 0 -1 -4/3 0 Optimal If all Cj-Zj) 0

Basic
x1 x2 x3 s1 s2 s3 b
Ans:
variable
S1 -2/3 0 380/3
x1 = 0, X2 3= 380/9
0 1
X3 =-2/3
470/3 and
x3 470/3
Zmax =4/33200/3
0 1 0 1/3 0
s3 2 5 0 0 0 1 430
 SIMPLEX METHOD-Artificial variable techniques- Big M method

Minimize Z = 12x1 + 20x2,

Subject to
6x1 + 8x2 100
7x1 + 12x2 120
x1,x2 0
Step 1- Express the problem in standard form
Minimize Z = 12x1 + 20x2 + 0s1 + 0s2 + MA1 + MA2
Subject to
6x1 + 8x2 - s1 + A1 = 100
7x1 + 12x2 - s2 + A2= 120
x1,x2,s1, s2, A1, A2 0

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Minimize Z = 12x1 + 20x2 + 0s1 + 0s2 + MA1 + MA2 LPP-Big M method
Subject to key col
6x1 + 8x2 - s1 + A1 = 100
7x1 + 12x2 - s2 + A2= 120 element
x1,x2,s1, s2, A1, A2 0 Table1: IBFS
Cj 12 20 0 0 M M b
F.R CB Basic
variable x1 x2 S1 S2 A1 A2
L1 2/3 M A1 6 8 -1 0 1 0 100 25/2
10 key row
L2 - M A2 7 12 0 -1 0 1 120 element
Zj 13M 20M -M -M M M 220M

Cj-Zj 12- 20- M M 0 0

13M 20M Leaving variable =
Smallest +ve

Optimal If all Cj-Zj) 0 Entering variable =

New row = old row /Key
largest negative element

= b/key col element
New row = old row element- Key row element X F.R
F.R= Key col /Key element
F.R Basic x1 x2 s1 s2 A1 b LPP-Big M method
variable
key col
2/3 A1 6 8 -1 0 1 100 Table2: Iteration:1
element
A2 7 12 0 -1 0 120

Cj 12 20 0 0 M b
F.R CB Basic
variable x1 x2 S1 S2 A1
L1 7/16 M A1 4/3 0 -1 2/3 1 20 15
20 X2 7/12 1 0 -1/12 0 10 key row
L2 - 120/7
element
Zj 20 -M M 200+
20M
Cj-Zj 0 M 0 Leaving variable =
Smallest +ve

Optimal If all Cj-Zj) 0 Entering variable =

New row = old row /Key
largest negative element

= b/key col element
New row = old row element- Key row element X F.R
F.R= Key col /Key element
 LPP-Big M method
Table3: Iteration:2
Cj 12 20 0 0 b
CB Basic
variable x1 x2 S1 S2
Minimize Z = 12x1 + 20x2
12 X1 1 0 -3/4 15 Subject to
6x1 + 8x2 100
20 X2 0 1 7/16 -3/4 5/4 7x1 + 12x2 120
x1,x2, 0
Zj 12 20 -1/4 -9 205

Cj-Zj 0 0 9
F.R Basic
x1 x2 s1 s2 b
Ans: variable

X1 = 15 7/16 A1 4/3 0 -1 2/3 20

X2 = 5/4 - X2 7/12 1 0 -1/12 120

Zmin = 205
 SIMPLEX METHOD
A firm manufactures two products A & B on which
the profits earned per unit are Rs. 3 and Rs. 4
respectively. Each product is processed on two
machines M1 and M2. Product A requires one minute
of processing time on M1 and two minutes on M2. b
requires one minute on M1 and M2. Machine M1 is
available for not more than 7 hrs. 30 minutes. While
machine M2 is available for 10 hrs. during any working
day. Find the number of units of product A and B to
be manufactured to get maximum profit.

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 GRAPHICAL METHOD
Ex 1: Maximize Z = 3x1 + 4x2
Subject to
x1 + x2 450
2x1 + x2 600
x1,x2 0

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 Maximize Z = 3x1 + 4x2 GRAPHICAL METHOD
St x1 + x2 450
2x1 + x2 600 & x1,x2 0

From the Ist constraint x1+x2 450

x1+x2 = 450
When x1 = 0, x2 = 450 (0,450)
When x2 = 0, x1 = 450 (450,0)
From the IInd constraint 2x1 + x2 600
2x1 + x2 = 600
When x1 = 0, x2 = 600 (0,600)
When x2 = 0, x1 = 300 (300,0)

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 GRAPHICAL SOLUTION

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 Method 1
Z(O)= 0;
Z(C)= 1800,
Z(D)= 450+1200=1650,
Z(E)= 900
Thus max value of Z is Rs 1800 and it occurs at
the vertex C(0,450)
Hence the soultion to the problem
X1* = 0 X2 * = 450 and Zmax = Rs 1,800

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 Method 2
Plot the dotted line for Z = 3 x1+ 4 x2 is to put
3 x1+ 4 x2 = 0, giving x1/ x2= -4/3
Plot 4 units of the length on negative side of x1 axis
and 3 units of the length on x axis. The point so
obtained when joined with the origin, represents the
line 3 x1+ 4 x2 = 0.
Draw parallel lines to this line till the farthest away
from the origin and passes thro only one point of the
feasible region. This is the point where maxima is
obtained

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 GRAPHICAL METHOD
Find the maximum value of
Z = 2x1 + 3x2
Subject to
x1 + x2 30
x2 3
x2 12
X1 x2 0
0 x1 20

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 GRAPHICAL METHOD
Find the maximum value of
Z = 2x1 + x2
Subject to
x1 + 2x2 10
x1 + x 2 6
x1 - x2 2
X1 2x2 1
x1,x2 0

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 GRAPHICAL SOLUTION

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 GRAPHICAL METHOD
Find the minimum value of
Z = 5x1 - 2x2
Subject to
2x1 + 3x2 1
x1,x2 0

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 GRAPHICAL METHOD
Find the minimum value of
Z = -x1 + 2x2
Subject to
-x1 + 3x2 10
x1+x2 6
x1-x2 2
x1,x2 0

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 GRAPHICAL SOLUTION

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 SIMPLEX METHOD
Maximize Z = 3x1 + 4x2
Subject to
x1 + x2 450
2x1 + x2 600
x1,x2 0
Step 1- Express the problem in standard form
Maximize Z = 3x1 + 4x2 + 0s1 + 0s2
Subject to
x1 + x2 +s1= 450
2x1 + x2 +s2 = 600
x1,x2, s1, s2 0
11/4/2017 3:24 AM MEE 437 Operations Research
Maximize Z = 3x1 +key
Key element= intersection 4xcol
2+ 0skey
and 1 + 0s2
row
Subject to SIMPLEX METHOD
x1 +/Key
F.R= Key row x2 +s1= 450 New row = old row element-
element 2x + x +s = 600 Key &
row elementX F.R
x ,x , s , s 0 Key Key row
1 2 2 1 2 1 2
New row = old row /Key
element
col
Cj 3 4 0 0
Basic
F.R CB x1 x2 s1 s2 b
variable

0 s1 1 1 1 0 450 450
0 s2 2 1 0 1 600 600
Zj 0 0 0 0 0 =
b/key
Cj-Zj 3 4 0 0 col
element
Leaving variable =
Optimal Entering variable =
If all Cj-Zj) 0 Smallest Positive
largest Positive
Maximize Z = 3x1 +key
Key element= intersection 4xcol
2+ 0skey
and 1 + 0s2
row
Subject to SIMPLEX METHOD
x1 +/Key
F.R= Key row x2 +s1= 450 New row = old row element-
element 2x + x +s = 600 Key row elementX F.R
& x1,x2, s1, s2 0 Key Key row
1 2 2
New row = old row /Key
element
col
Cj 3 4 0 0
Basic
F.R CB x1 x2 s1 s2 b
variable

0 s1 1 1 1 0 450 450
0 s2 2 1 0 1 600 600
Zj 0 0 0 0 0 =
b/key
Cj-Zj 3 4 0 0 col
element
Leaving variable =
Optimal Entering variable =
If all Cj-Zj) 0 Smallest Positive
largest Positive
Maximize Z = 3x1 +key
Key element= intersection 4xcol
2+ 0skey
and 1 + 0s2
row
Subject to SIMPLEX METHOD
x1 +/Key
F.R= Key row x2 +s1= 450 New row = old row element-
element 2x + x +s = 600 Key row elementX F.R
& x1,x2, s1, s2 0 Key Key row
1 2 2
New row = old row /Key
element
col
Cj 3 4 0 0
Basic
F.R CB x1 x2 s1 s2 b
variable

0 s1 1 1 1 0 450 450
0 s2 2 1 0 1 600 600
Zj 0 0 0 0 0 =
b/key
Cj-Zj 3 4 0 0 col
element
Leaving variable =
Optimal Entering variable =
If all Cj-Zj) 0 Smallest Positive
largest Positive
 Cj b
F.R CB Basic
variable x1 x2 x3 s1 s2 s3
0 s1 440

0 s2

0 s3

Zj 0 0 0 0 0 0
Cj-Zj
 Cj b
F.R CB Basic
variable x1 x2 x3 s1 s2 s3
0 s1 440

0 s2

0 s3

Zj 0 0 0 0 0 0
Cj-Zj