Lecture Day 4
Solving Linear Programming Problems
Using the Simplex Method
Special Cases in Using the Simplex Method
Tableau 1
Cj
200
500
CB
Basic
Variables
X1
X2
S1
S2
S3
Solution
Values
S1
40
S2
1.2
240
S3
0.5
81
Zj
Cj - Zj
200
500
Tableau 1
Cj
200
500
CB
Basic
Variables
X1
X2
S1
S2
S3
Solution
Values
S1
40
S2
6/5
240
S3
1/2
81
Zj
Cj - Zj
200
500
In a maximization problem, the value of
the objective function can be increased by
selecting (as the entering variable) the
non-basic variable that has the largest
positive Cj Zj value.
If there is no positive Cj Zj,
no improvement is possible.
Tableau 1
Cj
200
500
CB
Basic
Variables
X1
X2
S1
S2
S3
Solution
Values
S1
40
S2
6/5
240
S3
1/2
81
Zj
Cj - Zj
200
500
Entering Variable
Calculate the ratios of the coefficients in the
Solution column divided by the coefficients in
the simplex column of the entering variable.
Consider only those ratios whose denominator
is greater than zero.
The resulting minimum ratio is the new value
of the entering variable. The basic variable in
the row with the minimum positive ratio is the
leaving variable.
Tableau 1
Cj
CB
Basic
Variables
200 500
Leaving
Variable
X1
X2
S1
S2
S3
Solution
Values
S1
40
S2
6/5
240 240/4 = 60
S3
1/2
81 81/1 = 81
Zj
Cj - Zj
200
500
Ratio
40/1 = 40
Tableau 2
Cj
CB
Basic
Variables
200 500
X1
X2
S1
S2
S3
Solution
Values
Ratio
The entering variable would simply replace the
position of your leaving variable.
Tableau 2
Cj
CB
Basic
Variables
500
X2
S2
S3
200 500
X1
X2
S1
S2
S3
Solution
Values
Ratio
The entering variable would simply replace
the position of your leaving variable.
To update the pivot row:
Multiply each coefficient in the pivot row by
the reciprocal of the pivot element.
Tableau 1
Cj
CB
Basic
Variables
200 500
X1
X2
S1
S2
S3
Solution
Values
Ratio
S1
40
40
S2
6/5
240
60
S3
1/2
81
81
Zj
Cj - Zj
200
500
Tableau 2
Cj
CB
Basic
Variables
500
X2
S2
S3
200 500
X1
X2
S1
S2
S3
Solution
Values
40
Ratio
NPR
The entering variable would simply replace
the position of your leaving variable.
To update the pivot row:
Multiply each coefficient in the pivot row by
the reciprocal of the pivot element.
To update the other rows of the tableau:
New Row =
Old Row (Pivot Intersection Number x New Pivot Row)
Tableau 1
Cj
CB
Basic
Variables
200 500
X1
X2
S1
S2
S3
Solution
Values
Ratio
S1
40
40
S2
6/5
240
60
S3
1/2
NR = OR
1 (PIN
0 x 0NPR) 1
81
81
Zj
0
6/5
0
4
0
0
0
1
0
0
Cj - Zj
200
500
0
240
Tableau 2
Cj
CB
Basic
Variables
500
200 500
X1
X2
S1
S2
S3
Solution
Values
X2
40
S2
6/5
-4
80
S3
NR = OR (PIN x NPR)
6/5
( 0
4
4
0
4
1
0
0
0
240
160)
6/5
-4
80
Ratio
NPR
Tableau 1
Cj
CB
Basic
Variables
200 500
X1
X2
S1
S2
S3
Solution
Values
Ratio
S1
40
40
S2
6/5
240
60
S3
1/2
81
81
Zj
NR
0 = OR
0 (PIN
0 x 0NPR) 0
Cj - Zj
200
1/2
500
1
00
00
10
81
Tableau 2
Cj
CB
Basic
Variables
500
200 500
X1
X2
S1
S2
S3
Solution
Values
X2
40
S2
6/5
-4
80
S3
NR = OR (PIN x NPR)
1/2
( 0
1/2
81
40)
-1
41
Ratio
NPR
Tableau 2
Cj
CB
Basic
Variables
500
200 500
X1
X2
S1
S2
S3
Solution
Values
X2
40
S2
6/5
-4
80
S3
1/2
-1
41
Zj
500
500
20,000
Cj - Zj
200
-500
Ratio
NPR
Calculate the ratios of the coefficients in the
Solution column divided by the coefficients in
the simplex column of the entering variable.
Consider only those ratios whose denominator
is greater than zero.
The resulting minimum ratio is the new value of
the entering variable. The basic variable in the
row with the minimum positive ratio is the
leaving variable.
Tableau 2
Cj
CB
Basic
Variables
500
200 500
X1
X2
S1
S2
S3
Solution
Values
Ratio
X2
40
S2
6/5
-4
80
200/3
S3
1/2
-1
41
82
Zj
500
500
20,000
Cj - Zj
200
-500
The entering variable would simply replace the
position of your leaving variable.
Tableau 3
Cj
CB
Basic
Variables
500
X2
200
X1
S3
200 500
X1
X2
S1
S2
S3
Solution
Values
Ratio
The entering variable would simply replace
the position of your leaving variable.
To update the pivot row:
Multiply each coefficient in the pivot row by
the reciprocal of the pivot element.
Tableau 2
Cj
CB
Basic
Variables
500
200 500
X1
X2
S1
S2
S3
Solution
Values
Ratio
X2
40
S2
6/5
-4
80
200/3
S3
1/2
1
0
-1
0
0 -10/3 5/6
1
0
41
200/3
82
Zj
500
500
20,000
Cj - Zj
200
-500
Tableau 3
Cj
CB
Basic
Variables
500
X2
200
X1
S3
200 500
S1
X1
X2
S2
S3
Solution
Values
0 -10/3 5/6
200/3
Ratio
NPR
The entering variable would simply replace
the position of your leaving variable.
To update the pivot row:
Multiply each coefficient in the pivot row by
the reciprocal of the pivot element.
To update the other rows of the tableau:
New Row =
Old Row (Pivot Intersection Number x New Pivot Row)
Tableau 2
Cj
CB
Basic
Variables
500
200 500
X1
X2
S1
S2
S3
Solution
Values
Ratio
X2
40
S2
6/5
-4
80
200/3
S3
1/2
-1
41
82
Zj
NR
OR 500
(PIN x 0NPR) 0
0 =500
Cj - Zj
200
-500
20,000
Tableau 3
Cj
CB
Basic
Variables
500
200 500
X1
X2
S1
S2
S3
Solution
Values
X2
40
200
X1
0 -10/3 5/6
200/3
S3
Ratio
NPR
Tableau 2
Cj
CB
Basic
Variables
500
200 500
X1
X2
S1
S2
S3
Solution
Values
Ratio
X2
40
S2
6/5
-4
80
200/3
S3
1/2
-1
41
82
Zj
NR
OR 500
(PIN x 0NPR) 0
0 =500
Cj - Zj
200
1/2
00
-500
-1
00
10
20,000
41
Tableau 3
Cj
CB
Basic
Variables
500
200 500
X1
X2
S1
S2
S3
Solution
Values
X2
40
200
X1
0 -10/3 5/6
200/3
S3
23/3
41
2/3 -5/12
NR = OR (PIN x NPR)
1/2
-1
(1/2
-5/3 5/12
100/3)
2/3 -5/12
23/3
Ratio
NPR
Tableau 3
Cj
CB
Basic
Variables
500
200 500
X1
X2
S1
S2
S3
Solution
Values
X2
40
200
X1
0 -10/3 5/6
200/3
S3
23/3
Zj
Cj - Zj
2/3 -5/12
200 500 -500/3 500/3 0 100,000/3
0
0 500/3 -500/3 0
Ratio
NPR
Tableau 3
Cj
CB
Basic
Variables
500
200 500
X1
X2
S1
S2
S3
Solution
Values
Ratio
X2
40
40
200
X1
0 -10/3 5/6
200/3
S3
23/3
Zj
Cj - Zj
2/3 -5/12
200 500 -500/3 500/3 0 100,000/3
0
0 500/3 -500/3 0
Calculate the ratios of the coefficients in the
Solution column divided by the coefficients in
the simplex column of the entering variable.
Consider only those ratios whose denominator
is greater than zero.
The resulting minimum ratio is the new value of
the entering variable. The basic variable in the
row with the minimum positive ratio is the
leaving variable.
Tableau 3
Cj
CB
Basic
Variables
500
200 500
X1
X2
S1
S2
S3
Solution
Values
Ratio
X2
40
40
200
X1
0 -10/3 5/6
200/3
S3
23/3
23/2
Zj
Cj - Zj
2/3 -5/12
200 500 -500/3 500/3 0 100,000/3
0
0 500/3 -500/3 0
The entering variable would simply replace the
position of your leaving variable.
Tableau 4
Cj
CB
Basic
Variables
500
X2
200
X1
S1
200 500
X1
X2
S1
S2
S3
Solution
Values
Ratio
The entering variable would simply replace
the position of your leaving variable.
To update the pivot row:
Multiply each coefficient in the pivot row by
the reciprocal of the pivot element.
Tableau 3
Cj
CB
Basic
Variables
500
200 500
X1
X2
S1
S2
S3
Solution
Values
Ratio
X2
40
40
200
X1
0 -10/3 5/6
200/3
S3
23/3
23/2
Zj
Cj - Zj
2/3 -5/12
200
500
500/3 3/2
0 100,000/3
0
0 -500/3
1 -5/8
23/2
0
0 500/3 -500/3 0
Tableau 4
Cj
CB
Basic
Variables
500
X2
200
X1
S1
200 500
X1
X2
S1
S2
S3
Solution
Values
1 -5/8
3/2
23/2
Ratio
NPR
The entering variable would simply replace
the position of your leaving variable.
To update the pivot row:
Multiply each coefficient in the pivot row by
the reciprocal of the pivot element.
To update the other rows of the tableau:
New Row =
Old Row (Pivot Intersection Number x New Pivot Row)
Tableau 3
Cj
CB
Basic
Variables
500
200 500
X1
X2
S1
S2
S3
Solution
Values
Ratio
X2
40
40
200
X1
0 -10/3 5/6
200/3
S3
23/3
23/2
Zj
Cj - Zj
2/3 -5/12
200
NR =500
OR-500/3
(PIN500/3
x NPR)0 100,000/3
00
0
10 500/3
1 -500/3
0
0
40
Tableau 4
Cj
CB
Basic
Variables
500
X2
200
X1
S1
200 500
S2
S3
Solution
Values
5/8 -3/2
57/2
X1
X2
S1
1 -5/8
3/2
23/2
NR = OR (PIN x NPR)
0
(0
1
0
1
0
1 -5/8
5/8
0
3/2
40
23/2)
-3/2
57/2
Ratio
NPR
Tableau 3
Cj
CB
Basic
Variables
500
200 500
X1
X2
S1
S2
S3
Solution
Values
Ratio
X2
40
40
200
X1
0 -10/3 5/6
200/3
S3
23/3
23/2
Zj
Cj - Zj
2/3 -5/12
200
NR =500
OR-500/3
(PIN500/3
x NPR)0 100,000/3
10
0
00 500/3
-10/3 -500/3
5/6
0
200/3
Tableau 4
Cj
CB
Basic
Variables
500
200 500
S2
S3
Solution
Values
5/8 -3/2
57/2
X1
X2
S1
X2
200
X1
0 -5/4
105
S1
1 -5/8
3/2
23/2
NR = OR (PIN x NPR)
1
(0
1
0 -10/3 5/6
0
0 -10/3 25/12 -5
0
-5/4
200/3
-115/3)
105
Ratio
NPR
Tableau 4
Cj
CB
Basic
Variables
500
200 500
S2
S3
Solution
Values
5/8 -3/2
57/2
X1
X2
S1
X2
200
X1
0 -5/4
105
S1
1 -5/8
3/2
23/2
Zj
200
500
0 125/2 250
Cj - Zj
0 -125/2 -250
35,250
Ratio
NPR
End of Lecture Day 4
