ALGEBRAIC METHOD – SIMPLEX METHOD

EXAMPLE: Solve the following LP Model using Simplex Method

Min Z = 5 x1 - 4 x2 + 6 x3 - 8 x4
Subject to

x1 + 2 x2 + 2 x3 + 4 x4 ≤ 40

2 x1 - x 2 + x 3 + 2 x 4 ≤ 8

4 x1 - 2 x2 + x3 - x4 ≤ 10

x1, x2 , x3 , x4 ≥ 0
ALGEBRAIC METHOD – SIMPLEX METHOD
Step 1:
Determine a Starting Basic Feasible Solution

STANDARD FORM: Min Z = 5 x1 - 4 x2 + 6 x3 - 8 x4

Subject to
Min Z - 5 x1 + 4 x2 - 6 x3 + 8 x4 = 0
x1 + 2 x2 + 2 x3 + 4 x4 ≤ 40
x 1 + 2 x 2 + 2 x3 + 4 x 4 + S 1 = 40 2 x1 - x2 + x3 + 2 x4 ≤ 8

2 x1 - x2 + x3 + 2 x4 + S2 =8 4 x1 - 2 x2 + x3 - x4 ≤ 10

4 x1 - 2 x2 + x3 - x4 + S3 = 10 x1, x2 , x3 , x4 ≥ 0

x1, x2 , x3 , x4 , S1 , S2 , S3 ≥ 0
ALGEBRAIC METHOD – SIMPLEX METHOD
Assuming
x1 = 0, x2 = 0 , x3 = 0 , x4 = 0 (non-basic variables ) STANDARD FORM:
Z - 5 x1 + 4 x 2 - 6 x 3 + 8 x 4 = 0
Z=0
s1 = 40 x 1 + 2 x 2 + 2 x3 + 4 x 4 + S 1 = 40
Starting Basic Feasible solution. 2 x 1 - x2 + x 3 + 2 x 4 + S2 =8
s2 = 8
s3 = 10 4 x 1 - 2 x2 + x 3 - x 4 + S3 = 10
x1, x2 , x3 , x4 , S1, S2 , S3 ≥ 0
ALGEBRAIC METHOD – SIMPLEX METHOD
Z =0
s1 = 40
s2 = 8
s3 = 10

x1 x2 x3 x4 s1 s2 s3 Z - 5 x1 + 4 x2 - 6 x3 + 8 x4 = 0
Basic Sol
Z -5 4 -6 8 0 0 0 0 x1 + 2 x2 + 2 x3 + 4 x4 + S1 = 40
s1 1 2 2 4 1 0 0 40 2 x1 - x2 + x3 + 2 x4 + S2 =8
s2 2 -1 1 2 0 1 0 8 4 x1 - 2 x2 + x3 - x4 + S3 = 10
s3 4 -2 1 -1 0 0 1 10
x1, x2 , x3 , x4 , S1, S2 , S3 ≥ 0

Basic Variables: s1, s2, s3

Non-Basic Variables: x1, x2 , x3 , x4
ALGEBRAIC METHOD – SIMPLEX METHOD
Positive Coefficients

Optimal ? Basic x1 x2 x3 x4 s1 s2 s3 Sol

Z -5 4 -6 8 0 0 0 0
NO
s1 1 2 2 4 1 0 0 40
s2 2 -1 1 2 0 1 0 8
s3 4 -2 1 -1 0 0 1 10
ALGEBRAIC METHOD – SIMPLEX METHOD
Entering Var.

Entering Variable Basic x1 x2 x3 x4 s1 s2 s3 Sol

Z -5 4 -6 8 0 0 0 0
x4 enters s1 1 2 2 4 1 0 0 40
s2 2 -1 1 2 0 1 0 8
s3 4 -2 1 -1 0 0 1 10
ALGEBRAIC METHOD – SIMPLEX METHOD
Entering Var.
Pivot Element

Leaving Variable Basic x1 x2 x3 x4 s1 s2 s3 Sol

Z -5 4 -6 8 0 0 0 0 Ratio
x4 enters s1 1 2 2 4 1 0 0 40 40/4 = 10
s2 2 -1 1 2 0 1 0 8 8/2 = 4 Min. Ratio
s2 leaves s3 4 -2 1 -1 0 0 1 10
ALGEBRAIC METHOD – SIMPLEX METHOD
Entering Var.
Pivot Element

Leaving Variable Basic x1 x2 x3 x4 s1 s2 s3 Sol

Z -5 4 -6 8 0 0 0 0 Ratio
x4 enters s1 1 2 2 4 1 0 0 40 40/4 = 10
s2 2 -1 1 2 0 1 0 8 8/2 = 4 Min. Ratio
s2 leaves s3 4 -2 1 -1 0 0 1 10

s1
x4
s3
ALGEBRAIC METHOD – SIMPLEX METHOD
Entering Var.
Pivot Element

Leaving Variable Basic x1 x2 x3 x4 s1 s2 s3 Sol

Z -5 4 -6 8 0 0 0 0 Ratio
x4 enters s1 1 2 2 4 1 0 0 40 40/4 = 10
s2 2 -1 1 2 0 1 0 8 8/2 = 4 Min. Ratio
s2 leaves s3 4 -2 1 -1 0 0 1 10
Z
s1
x4
s3
ALGEBRAIC METHOD – SIMPLEX METHOD
Pivot Element

Computation Basic x1 x2 x3 x4 s1 s2 s3 Sol

Z -5 4 -6 8 0 0 0 0 Ratio
s1 1 2 2 4 1 0 0 40 40/4 = 10
Current Pivot Row s2 2 -1 1 2 0 1 0 8 8/2 = 4
s3 4 -2 1 -1 0 0 1 10
Z
s1
New Pivot Row x4 1 -1/2 1/2 1 0 1/2 0 4
s3

New Pivot Row = (Current pivot row ) / pivot element

New Pivot Row = (2 -1 1 2 0 1 0 8) / 2
New Pivot Row = (1 -1/2 1/2 1 0 1/2 0 4)
ALGEBRAIC METHOD – SIMPLEX METHOD
Pivot Column
Coeff

Computation Basic x1 x2 x3 x4 s1 s2 s3 Sol

Current Z-Row Z -5 4 -6 8 0 0 0 0 Ratio
s1 1 2 2 4 1 0 0 40 40/4 = 10
s2 2 -1 1 2 0 1 0 8 8/2 = 4
s3 4 -2 1 -1 0 0 1 10
Z -13 8 -10 0 0 -4 0 -32
s1
New Pivot-Row x4 1 -1/2 1/2 1 0 1/2 0 4
s3

New Z-Row = (Current Z-Row ) – (Pivot Col. Coeff.) (New Pivot Row)
New Z-Row = (-5 4 -6 8 0 0 0 0) – (8) (1 -1/2 1/2 1 0 1/2 0 4)
New Z-Row = ( -13 8 -10 0 0 -4 0 -32 )
ALGEBRAIC METHOD – SIMPLEX METHOD
Pivot Column
Coeff
Computation Basic x1 x2 x3 x4 s1 s2 s3 Sol
Z -5 4 -6 8 0 0 0 0 Ratio
Current S1-Row s1 1 2 2 4 1 0 0 40 40/4 = 10
s2 2 -1 1 2 0 1 0 8 8/2 = 4
s3 4 -2 1 -1 0 0 1 10
Z -13 8 -10 0 0 -4 0 -32
s1 -3 4 0 0 1 -2 0 24
New Pivot-Row x4 1 -1/2 1/2 1 0 1/2 0 4
s3

New S1-Row = (Current S1-Row ) – (Pivot Col. Coeff.) (New Pivot Row)
New S1-Row = (1 2 2 4 1 0 0 40) – (4) (1 -1/2 1/2 1 0 1/2 0 4)
New S1-Row = (-3 4 0 0 1 -2 0 24 )
ALGEBRAIC METHOD – SIMPLEX METHOD
Pivot Column
Coeff
Computation Basic x1 x2 x3 x4 s1 s2 s3 Sol
Z -5 4 -6 8 0 0 0 0 Ratio
s1 1 2 2 4 1 0 0 40 40/4 = 10
s2 2 -1 1 2 0 1 0 8 8/2 = 4
Current S3-Row s3 4 -2 1 -1 0 0 1 10
Z -13 8 -10 0 0 -4 0 -32
s1 -3 4 0 0 1 -2 0 24
New Pivot-Row x4 1 -1/2 1/2 1 0 1/2 0 4
s3 5 -5/2 3/2 0 0 1/2 1 14

New S3-Row = (Current S3-Row ) – (Pivot Col. Coeff.) (New Pivot Row)
New S3-Row = (4 -2 1 -1 0 0 1 10) – (-1) (1 -1/2 1/2 1 0 1/2 0 4)
New S3-Row = ( 5 -5/2 3/2 0 0 1/2 1 14 )
ALGEBRAIC METHOD – SIMPLEX METHOD

Optimum Sol ? Basic x1 x2 x3 x4 s1 s2 s3 Sol

Z -5 4 -6 8 0 0 0 0 Ratio
No
s1 1 2 2 4 1 0 0 40 40/4 = 10
s2 2 -1 1 2 0 1 0 8 8/2 = 4
s3 4 -2 1 -1 0 0 1 10
Z -13 8 -10 0 0 -4 0 -32
s1 -3 4 0 0 1 -2 0 24
x4 1 -1/2 1/2 1 0 1/2 0 4
s3 5 -5/2 3/2 0 0 1/2 1 14
ALGEBRAIC METHOD – SIMPLEX METHOD

Entering Variable Basic x1 x2 x3 x4 s1 s2 s3 Sol

Z -5 4 -6 8 0 0 0 0 Ratio
s1 1 2 2 4 1 0 0 40 40/4 = 10
s2 2 -1 1 2 0 1 0 8 8/2 = 4
s3 4 -2 1 -1 0 0 1 10
Z -13 8 -10 0 0 -4 0 -32
s1 -3 4 0 0 1 -2 0 24
x2 Enters x4 1 -1/2 1/2 1 0 1/2 0 4
s3 5 -5/2 3/2 0 0 1/2 1 14
ALGEBRAIC METHOD – SIMPLEX METHOD

Leaving Variable Basic x1 x2 x3 x4 s1 s2 s3 Sol

Z -5 4 -6 8 0 0 0 0 Ratio
s1 1 2 2 4 1 0 0 40 40/4 = 10
s2 2 -1 1 2 0 1 0 8 8/2 = 4
s3 4 -2 1 -1 0 0 1 10 10/-1 = -1
Z -13 8 -10 0 0 -4 0 -32 Ratio
s1 -3 4 0 0 1 -2 0 24 24/4 = 6 Min. Ratio
x2 Enters x4 1 -1/2 1/2 1 0 1/2 0 4
S1 Leaves s3 5 -5/2 3/2 0 0 1/2 1 14
ALGEBRAIC METHOD – SIMPLEX METHOD

Computations Basic x1 x2 x3 x4 s1 s2 s3 Sol

Z -5 4 -6 8 0 0 0 0 Ratio
s1 1 2 2 4 1 0 0 40 40/4 = 10
s2 2 -1 1 2 0 1 0 8 8/2 = 4
s3 4 -2 1 -1 0 0 1 10 10/-1 = -1
Z -13 8 -10 0 0 -4 0 -32 Ratio
s1 -3 4 0 0 1 -2 0 24 24/4 = 6 Min. Ratio
x2 Enters
S1 Leaves
x4 1 -1/2 1/2 1 0 1/2 0 4 - ve
s3 5 -5/2 3/2 0 0 1/2 1 14 - ve
Is Optimal?
Z -7 0 -10 0 -2 0 0 -80
Yes x2 -3/4 1 0 0 1/4 -1/2 0 6
STOP x4 0.62 0 0.5 1 0.12 0.25 0 7
s3 3.12 0 1.5 0 0.62 -0.75 1 29
ALGEBRAIC METHOD – SIMPLEX METHOD

Basic x1 x2 x3 x4 s1 s2 s3 Sol
Z -5 4 -6 8 0 0 0 0 Ratio
s1 1 2 2 4 1 0 0 40 40/4 = 10
s2 2 -1 1 2 0 1 0 8 8/2 = 4
s3 4 -2 1 -1 0 0 1 10 10/-1 = -1
Z -13 8 -10 0 0 -4 0 -32 Ratio
s1 -3 4 0 0 1 -2 0 24 24/4 = 6 Min. Ratio
x4 1 -1/2 1/2 1 0 1/2 0 4 - ve
s3 5 -5/2 3/2 0 0 1/2 1 14 - ve
Optimal Solution
Z -7 0 -10 0 -2 0 0 -80
x2 = 6 x2 -3/4 1 0 0 1/4 -1/2 0 6
x4 = 7 x4 0.62 0 0.5 1 0.12 0.25 0 7
Z = -80 s3 3.12 0 1.5 0 0.62 -0.75 1 29