Mathematical Programming
23MT2004
Dr. Pandava Sudharshan Babu,
Assistant Professor, KLH.
Session-4 (LP- Simplex Method)
Credits: Respective owners
Limitations of Graphical Method:
1.Limited to Two Variables
2.Manual and Time-Consuming
3.Unsuitable for Complex Problems
4.No Guarantee of Integer Solutions
5.Difficult for Infeasibility or Unboundedness
6.Educational and Conceptual Purpose Only
Real-world problems are usually solved using computational methods like the Simplex algorithm
or software tools (e.g., Excel Solver, MATLAB, or Python's PuLP).
Simplex Method:
• The Simplex method is a widely used algorithm for solving linear programming (LP) problems.
• It systematically finds the optimal solution to a problem by iterating through feasible solutions.
Applications
•Resource allocation in industries
•Transportation and logistics
•Portfolio optimization
•Workforce scheduling
Steps in the Simplex Method:
1.Formulate the LP Problem
1. Define the objective function (maximize or minimize).
2. List the constraints as linear inequalities.
3. Ensure all variables are non-negative.
2.Convert to Standard Form
1. Convert inequalities into equalities by adding slack, surplus, or artificial variables.
2. Ensure the objective function is in maximization form (if not, multiply by -1).
3.Set Up the Initial Simplex Table
1. Create a tableau with coefficients of variables, slack variables, and the right-hand side (RHS).
4.Identify the Pivot Column (Entering Variable)
1. Look at the bottom row (objective function). Choose the column with the most negative value for maximization.
5.Identify the Pivot Row (Leaving Variable)
1. Divide the RHS values by the corresponding positive values in the pivot column to find the smallest positive
ratio.
6.Perform the Pivot Operation
1. Adjust the tableau to make the pivot element 1 and other elements in the pivot column 0.
7.Iterate Until Optimal Solution
1. Repeat steps 4–6 until there are no negative values in the bottom row for a maximization problem (or no positive
values for a minimization problem).
8.Extract the Solution
1. The final tableau gives the values of decision variables and the optimal value of the objective function.
Example 1: Solve the following Linear programming problem using Simplex method
Steps to Solve:
2.
3.
4.
Also make other elements in the column to zero by performing elementary operations.
Final solution:
Example 2:
Example 3:
Home assignment and Practice problems: