Optimization Techniques in Civil Engineering

Module – 1 Lecture Notes – 5

Linear Programming Problems-III
Introduction to Simplex Method

Example
Maximize Z = 5x1 +4x2
Subject to 6x1 + 4x2 ≤ 24
x1 + 2x2 ≤ 6
-x1 + x2 ≤ 1
x2 ≤ 2
x1, x2 ≥ 0
Rewrite problem as
Maximize Z - 5x1 - 4x2 = 0
Subject to
6x1 + 4x2 + S1 = 24
x1 + 2x2 + 0S1 + S2 = 6
-x1 + x2 + 0S1 + 0S2 + S3 = 1
0x1 + x2 + 0S1 + 0S2 + 0S3 + S4 = 2
Rewrite the objective function as
Z - 5x1 + 4x2 + 0S1 +0S2 +0S3 + 0S4 = 0
Where S1, S2, S3, S4 → Stack variables
Solution
STARTING SIMPLEX TABLEAU
Basic Z x1 x2 S1 S2 S3 S4 Solution
Z 1 -5 -4 0 0 0 0 0
S1 0 6 4 1 0 0 0 24
S2 0 1 2 0 1 0 0 6
S3 0 -1 1 0 0 1 0 1
S4 0 0 1 0 0 0 1 2

Non basic (zero) variables – (x1, x2)

Basic variables (S1, S2, S3, S4)
Step - Substitute the non-basic variables
(x1, x2) = (0, 0)

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- Note the special 0-1 arrangement of the coefficients of Z and basic variables (S1, S2, S3, S4)
Check the rate of improvement –
Value of Z will increase by 4 for each unit increase in x2 i.e. rate of improvement for Z is 5 for
x1 and 4 for x2 So, x1 variable is selected as entering variable
Or
It is the variable with most +ve coefficient in Objective function Z = 5x1 + 4x2 or it is the most
-ve coefficient when simplex method redefines the objective function as Z - 5x1 - 4x2 = 0
The above Rule is Known as Optimality Condition.
Step - Compute the non-negative ratios of the RHS of the equations (or in solution column)

Basic x1 Solution Ratio or Intercept

S1 6 24 x1 = 24/6 = 4 (Minimum)
S2 1 6 x1 = 6/1 = 6
S3 -1 1 x1 = 1/-1 = -1 (Ignore)
S4 0 2 x1 = 2/0 = ∞ (Ignore)

The minimum non negative ratio automatically identifies the current based variable S1 as the
leaving variable and assigns x1 = 4. Check graph for Explanation
Entering variable column is called Pivot column AND Leaving variable row is called Pivot
row AND The intersection of pivot column and pivot row is called pivot element.

Basic Z x1 x2 S1 S2 S3 S4 Solution
Z 1 -5 -4 0 0 0 0 0
S1 0 6 4 1 0 0 0 24
S2 0 1 2 0 1 0 0 6
S3 0 -1 1 0 0 1 0 1
S4 0 0 1 0 0 0 1 2

The swapping process – Simplex Tableau 2

Non basic (zero) variable (S1, x2)
Basic variable (x1, S2, S3, S4)
The Swapping process is based on GAUSS JORDAN ROW OPERATIONS
The Gauss Jordan computations needed to produce the new basic solution include two types

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 Optimization Techniques in Civil Engineering

1. Pivot row-
(a) Replace the leaving variable in basic column with entering variable (i.e. replace
x1 with S1 column)
(b) New pivot row = Current pivot row ÷ Pivot Element (x1 = S1/6)
2. New row = (Current row) – (Its pivot column coefficient × New pivot row)
New x1 row = (Current S1 row)/6
= 1/6 × [0, 6, 4, 1, 0, 0, 0, 24] = [0, 1, 2/3, 1/6, 0, 0, 0, 4]
New Z row = (Current Z row) – (–5) × New x1 row
= [1, –5, –4, 0, 0, 0, 0, 0] – (–5) × [0, 1, 2/3, 1/6, 0, 0, 0, 4] = [1, 0, -2/3, 5/6, 0, 0, 0, 20]
New S2 row = Current S2 row – (1) × New x1 row
= [0, 1, 2, 0, 1, 0, 0, 6] – (1) × [0, 1, 2/3, 1/6, 0, 0, 0, 4] = [0, 0, 4/3, -1/6, 1, 0, 0, 2]
New S3 row = Current S3 row – (-1) × (New x1 row)
= [0, -1, 1, 0, 0, 1, 0, 1] – (-1) × [0, 1, 2/3, 1/6, 0, 0, 0, 4] = [0, 0, 5/3, 1/6, 0, 1, 0, 5]
New S4 row = Current S4 row – (0) × (New x1 row) = Current S4 row

Simplex Tableau 2
Basic Z x1 x2 S1 S2 S3 S4 Solution
Z 1 0 -2/3 5/6 0 0 0 20
x1 0 1 2/3 1/6 0 0 0 4
S2 0 0 4/3 -1/6 1 0 0 2
S3 0 0 5/3 1/6 0 1 0 5
S4 0 0 1 0 0 0 1 2

Basic Solution x1 = 4, S2 = 2, S3 = 5, S4 = 2 and Z = 20

Again check - optimality condition.
Z + 0x1 – (2/3) x2 + (5/6) S1 = 0
Entering variable = x2 (most -ve coefficient)
Check the Leaving variable
Basic X2 Solution Ratio or Intercept
S1 2/3 4 x2 = 4 ÷ (2/3) = 6
S2 4/3 2 x2 = 2 ÷ (4/3) = 1.5 (Minimum)
S3 5/3 5 x2 = 5 ÷ (5/3) = 3
S4 1 2 x2 = 2 ÷ 1 = 2

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 Optimization Techniques in Civil Engineering

Minimum non negative ratio i.e. 1.5 identifies (4/3) as the pivot value & as the leaving variable.
Repeat Gauss-Jordan row operations
New pivot row = Current S2 row ÷ (4/3) = [0, 0, 4/3, -1/6, 1, 0, 0, 2] × (3/4)
= [0, 0, 1, -1/8, 3/4, 0, 0, 3/2]
New Z-row = (current z-row) – (-2/3) × (New x2 row)
= [1, 0, -2/3, 5/6, 0, 0, 0, 2, 0] – (-2/3) × [0, 0, 1, -1/8, 3/4, 0, 0, 3/2]
= [1, 0, 0, 3/4, 1/2, 0, 0, 21]
New x1 row = (Current x1 row) – (2/3) × (New x2 row)
= [0, 1, 2/3, 1/6, 0, 0, 0, 4] – (2/3) × [0, 0, 1, -1/8, 3/4, 0, 0, 3/2]
= [0,1, 0, 1/4, -1/2, 0, 0, 3]
New S3 row = Current S3 row – (5/3) × (New x2 row)
New S4 row = Current S4 row – (1) × (New x2 row)
Simplex Tableau 3

Basic Z x1 x2 S1 S2 S3 S4 Solution
Z 1 0 0 3/4 1/2 0 0 21
x1 0 1 0 1/4 -1/2 0 0 3
x2 0 0 1 -1/8 3/4 0 0 3/2
S3 0 0 0 3/8 -5/4 1 0 5/2
S4 0 0 0 1/8 -3/4 0 1 1/2

Observation –
Based on optimality condition, none of the Z-row coefficients associated with non-basic
variables S1 & S2 are negative. Hence the last tableau is optional
x1 = 3, x2 = 3/2, S3 = 5/2, S4 = 1/2 & Z = 21
i.e. Z = 5x1 + 4x2 = 5×3 + 4×(3/2) = 21

SUMMARY -
Optimality condition –
(a) In a maximization problem the entering variable is the non-basic variable having
most negative coefficient in the Z-row.
(b) In a minimization problem the entering variable is the non-basic variable having the
most positive coefficients in the Z-row.

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 Optimization Techniques in Civil Engineering

(c) The optimum is reached at the iterations where all Z-row coefficients of the non-
basic variables are non-negative in case of maximization problem and non-positive
in case minimization problem.
Feasibility condition
(a) For both maximization and minimization problems the leaving variable is the basic
variables associated with the smallest non negative ratio (with strictly positive
denominator).

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Dr. Baboo Rai | National Institute of Technology Patna