Simplex Method

1
Simplex Method: Maximization Problem

1. After adding the slack variables, the standard LPP is given as
maximize P = 70x1
50x2
subject to 4x1 + 3x2 + x3
240
2x1 + x2 + x4
100
x1 , x2 , x3 , x4
Tableau 1:
Basic
x3
x4
P
x1
4
2
70
x2
3
1
50
x1
0
1
0
x2
1
x3
1
0
0
x4
0
1
0
R.H.S.
240
100
0
Tableau 2:
Basic
x3
x1
P
1
2
15
x3
1
0
0
x4
-2
R.H.S.
40
50
3500
1
2
35
Tableau 3:
Basic
x2
x1
P
x1
0
1
0
x2
1
0
0
x3
1
1
-2
15
x4
-2
3
2
R.H.S.
40
30
4100
Thus, P = 4100, x1 = 30 , x2 = 40

maximize P = 10x1
5x2
subject to 4x1 + x2 + x3
28
2x1 + 3x2 + x4
24
x1 , x2 , x3 , x4
Tableau 1:
Basic
x3
x4
P
x1
4
2
10
x2
1
3
5
1
x3
1
0
0
x4
0
1
0
R.H.S.
28
24
0
Tableau 2:
Basic
x1
x1
1
x4
Basic
x1
x2
P
x1
1
0
0
x2
x3
1
4
5
2
52
1
4
- 12
5
2
x4
0
R.H.S.
7
10
70
Tableau 3:
x2
0
1
0
x3
x4
3
10
- 15
1
- 10
2
5
R.H.S.
6
4
80
Thus, P = 80, x1 = 6 , x2 = 4

maximize P = 70x1
50x2 + 35x3
subject to 4x1 + 3x2 + x3 + x4
240
2x1 + x2 + x3 + x5
100
x1 , x2 , x3 , x4 , x5
Tableau 1:
x1
4
2
70
x2
3
1
50
Basic
x4
x1
P
x1
0
1
0
x2
1
x3
-1
1
2
1
2
15
Basic
x2
x1
P
x1
0
1
0
x2
1
0
0
Basic
x4
x5
P
x3
1
1
-35
x4
1
0
0
x5
0
1
0
R.H.S.
240
100
0
Tableau 2:
x4
1
0
0
x5
-2
x4
1
1
2
15
x5
-2
1
2
35
R.H.S.
40
50
3500
Tableau 3:
x3
-1
1
-15
Tableau 4:
2
3
2
R.H.S.
40
30
4100
Basic
x2
x3
P
x1
1
1
0
Thus, P = 4550, x1 = 0 , x2 = 70,
x2
1
0
0
x3
0
1
0
x4
x5
12
1
2
12
15
2
R.H.S.
70
30
4550
3
2
55
5
x3 = 30

maximize P = 2x1
+ x2
x1 + x2 + x4
x1 , x2 , x3 , x4
Tableau 1:
Basic
x3
x4
P
x1
5
1
2
x2
1
1
1
x3
1
0
0
x4
0
1
0
R.H.S.
9
5
0
Basic
x1
x1
1
x2
x3
x4
1
5
- 51
2
5
x4
0
R.H.S.
1
5
4
5
- 53
x1
1
0
0
x2
0
1
0
x3
Tableau 2:
9
5
16
5
18
5
1
0
Tableau 3:
Basic
x1
x3
P
1
4
- 14
1
4
x4
- 14
R.H.S.
1
4
6
5
4
3
4
Thus, P = 6, x1 = 1 , x2 = 4

maximize P = 30x1
40x2
10
x1 + x2 + x4
x1 + 2x2 + x5
12
x1 , x2 , x3 , x4 , x5
Tableau 1:
3
Basic
x3
x4
x5
P
x1
2
1
1
30
x2
1
1
2
40
x3
1
0
0
0
x4
0
1
0
0
x5
0
0
1
0
R.H.S.
10
7
12
0
Tableau 2:
Basic
x3
x4
x2
P
x1
3
2
1
2
1
2
x2
0
x3
1
x4
0
x5
- 12
R.H.S.
4
- 12
0
0
1
2
1
0
10
0
0
20
6
240
Tableau 3:
Basic
x3
x1
x2
P
Thus, P = 260, x1 = 2 , x2 = 5,
x1
0
1
0
0
x2
0
0
1
0
x3
1
0
0
0
x4
-3
2
-1
20
x5
1
-1
1
10
R.H.S.
1
2
5
260
x3 = 1

maximize P = x1
2x2
subject to x1 + x2 + x3
x1 + 3x2 + x4
12
x1 4x2 + x5
x1 , x2 , x3 , x4 , x5
Tableau 1:
Basic
x3
x4
x5
P
x1
-1
-1
1
1
x2
1
3
-4
2
x3
1
0
0
0
x4
0
1
0
0
x5
0
0
1
0
R.H.S.
2
12
4
0
Basic
x2
x4
x5
P
x1
-1
2
-3
1
x2
1
0
0
0
x3
1
-3
4
2
x4
0
1
0
0
x5
0
0
1
0
R.H.S.
2
6
12
4
Tableau 2:
Tableau 3:
Basic
x2
x1
x5
P
P = 7,
x1 = 3,
x1
0
1
0
0
x2
1
0
0
0
x3
- 12
- 32
- 12
x4
1
2
1
2
3
2
1
2
1
2
x5
0
0
1
0
R.H.S.
5
3
21
7
x2 = 5
Simplex Method: Dual Problem

1.
Minimize C = 40x1 + 12x2 + 40x3
Subject to
2x1 + x2 + 5x3 20
4x1 + x2 + x3 30
x1 , x2 , x3 = 0
2
A= 4
40
1
1
12
5
1
40
20
30
2
1
AT =
5
20
4
1
1
30
40
12
40
The Dual Maximization Problem is

Maximize P = 20y1 + 30y2
Subject to 2y1 + 4y2 40
y1 + y2 12
5y1 + y2 40
y1 , y2 0
We then add the slack variables y3 , y4 , y5 to obtain the following standard LPP.
Maximize
Subject to
P = 20y1 + 30y2
2y1 + 4y2 + y3 = 40
y1 + y2 + y4 = 12
5y1 + y2 + y5 = 40
y1 , y2 , y3 , y4 , y5 0
Tableau 1 is given below;

Basic
y3
y4
y5
P
y1
2
1
5
-20
y2
4
1
1
-30
5
y3
1
0
0
0
y4
0
1
0
0
y5
0
0
1
0
RHS
40
12
40
0
The pivot column is the one corresponding to -30 in the last row. Thus y2 enters the basic set.
Quotients are 40/1 = 40, 12/1 = 12, 40/4 = 10, thus the pivot row is the one corresponding
to the smallest quotients so y3 leaves the basic set. The number 4 is the pivot coefficient.
After performing the necessary row operations we get Tableau 2 shown below
Basic
y2
y1
1/2
y4
y2
1
y3
1/4
y4
0
y5
0
-1/4
0
0
-1/4
15/2
0
0
1
0
30
300
1/2
y5
P
9/2
-5
RHS
10
The entering variable is y1 . The quotients are 30/(9/2) = 6.667; 2/(1/2) = 4; 10/(1/2) = 20.
Thus y4 leaves the basic set and the pivot coefficient is 1/2.
Basic
y2
y1
y5
P
y1
0
1
0
0
y2
1
0
0
0
y3
1/2
-1/2
2
5
y4
-1
2
-9
10
y5
0
0
1
0
RHS
8
4
12
320
Since all the coefficients in the last row are positive, the solution given in Tableau 3 is the
optimal solution.
C = P = 320,
x1 = 5,
x2 = 10,
x3 = 0.
2.
Minimize
C = 21x1 + 50x2
Subject to 2x1 + 5x2 12
3x1 + 7x2 17
x1 , x2 0
2
A= 3
21
5
7
50
12
17
2
A = 5
12
T
3 21
7 50
17

Subject to 2y1 + 3y2 21
5y1 + 7y2 50
y1 , y2 0
We then add the slack variables y3 , y4 to obtain the following standard LPP.
6
Maximize
Subject to
P = 12y1 + 17y2
2y1 + 3y2 + y3 = 21
5y1 + 7y2 + y4 = 50
y1 , y2 , y3 , y4 , y5 0

Basic
y3
y4
P
y1
2
5
-12
y2
3
7
-17
y3
1
0
0
y4
0
1
0
RHS
21
50
0
The pivot column is the one corresponding to -17 in the bottom row, so y2 is the entering
variable. The quotients are 50/5 = 10 and 21/3 = 7, so y3 is the leaving variable and the
number 3 is the pivot coefficient.
Basic
y2
y1
2/3
y2
1
y3
1/3
y4
0
RHS
7
y4
1/3
-7/3
-2/3
17/3
119
The entering variable is y1 . The quotients are 1/(1/3) = 3; 7/(2/3) = 10.5 ;. Thus y4 leaves
the basic set and the pivot coefficient is 1/3.
Basic
y2
y1
P
y1
0
1
0
y2
1
0
0
y3
5
-7
1
y4
2
3
2
RHS
5
3
121
optimal solution.
C = P = 121,
x1 = 1,
x2 = 2
3.
Minimize
C = 2x1 + 10x2 + 8x3
Subject to
x1 + x2 + x3 6
x2 + 2x3 8
x1 + 2x2 + 2x3 4
x1 , x2 , x3 0
7
1
1 1 6
0
1 2 8
A=
1
2 2 4
2 10 8
1
1
AT =
1
6
0
1
2
8
1 2
2 10
2 8
4

Maximize P = 6y1 + 8y2 + 4y3
Subject to
y1 y3 2
y1 + y2 + 2y3 10
y1 + 2y2 + 2y3 8
y1 , y2 , y3 0
Maximize
Subject to
P = 6y1 + 8y2 + 4y3

y1 y3 + y4 = 2
y1 + y2 + 2y3 + y5 = 10
y1 + 2y2 + 2y3 + y6 = 8
y1 , y2 , y3 0

Basic
y4
y5
y6
P
y1
1
1
1
-6
y2
0
1
2
-8
y3
-1
2
2
-4
y4
1
0
0
0
y5
0
1
0
0
y6
0
0
1
0
RHS
2
10
8
0
Pivot coefficient is 2, and y2 enters, whilst y6 leaves the basic set.

Basic
y4
y5
y2
P
y1
1
1/2
1/2
-2
y2
0
0
1
0
y3
-1
1
1
4
y4
1
0
0
0
y5
0
1
0
0
y6
0
-1/2
1/2
4
RHS
2
6
4
32
Comparing the quotients obtained using the column corresponding to -2, we see that y4 leaves
and y1 enters the basic set.
After performing the necessary row operations we get Tableau 3 shown below;
8
Basic
y1
y5
y2
P
y1
1
0
0
0
y2
0
0
1
0
y3
-1
3/2
3/2
2
y4
1
-1/2
-1/2
2
y5
0
1
0
0
y6
0
-1/2
1/2
4
RHS
2
5
3
36
optimal solution.
C = P = 36,
x1 = 2, x2 = 0, x3 = 4.
4.
Minimize C = 16x1 + 9x2 + 21x3
Subject to
x1 + x2 + 3x3 12
2x1 + x2 + x3 16
x1 , x2 , x3 0
1 1
A= 2 1
16 9
3
1
21
12
16
1
1
AT =
3
12
2 16
1 9
1 21
16

Subject to
y1 + 2y2 16
y1 + y2 9
3y1 + y2 21
y1 , y2 0
Maximize
P = 12y1 + 16y2
Subject to y1 + 2y2 + y3 = 16
y1 + y2 + y4 = 9
3y1 + y2 + y5 = 21
y1 , y2 0
Tableau 1 is given in the table below
Basic
y3
y4
y5
P
y1
1
1
3
-12
y2
2
1
1
-16
9
y3
1
0
0
0
y4
0
1
0
0
y5
0
0
1
0
RHS
16
9
21
0
and y2 enters the basic set. The number 2 is the pivot coefficient.
Basic
y2
y4
y5
P
y1
1/2
1/2
5/2
-4
y2
1
0
0
0
y3
1/2
-1/2
-1/2
8
y4
0
1
0
0
y5
0
0
1
0
RHS
8
1
13
128
and y1 enters the basic set. The number 1/2 is the pivot coefficient.
Basic
y2
y1
y5
P
y1
0
1
0
0
y2
1
0
0
0
y3
1
-1
2
4
y4
-1
2
-5
8
y5
0
0
1
0
RHS
7
2
8
136
optimal solution.
C = P = 136, x1 = 4, x2 = 8, x3 = 0.
10

Simplex Method

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Simplex Method

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1

Simplex Method: Maximization Problem

subject to 4x1 + 3x2 + x3

2. After adding the slack variables, the standard LPP is given as

3. After adding the slack variables, the standard LPP is given as

subject to 4x1 + 3x2 + x3 + x4

Thus, P = 4550, x1 = 0 , x2 = 70,

4. After adding the slack variables, the standard LPP is given as

5. After adding the slack variables, the standard LPP is given as

6. After adding the slack variables, the standard LPP is given as

Simplex Method: Dual Problem

The Dual Maximization Problem is

Tableau 1 is given below;

The Dual Maximization Problem is

Tableau 1 is given below;

The Dual Maximization Problem is

P = 6y1 + 8y2 + 4y3

Tableau 1 is given below;

Pivot coefficient is 2, and y2 enters, whilst y6 leaves the basic set.

The Dual Maximization Problem is

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