Course : Quantitative Method / Operations Research

LP Simplex
Minimization
Budi Harsanto
blogs.unpad.ac.id/budiharsanto

2012

 Add

slack variable (+S) to constraint equation.

Slack : unused resources.
Slack coefficient in objective function is 0.

Example:
6X1 + 7X2 < 150
Convert,
6X1 + 7X2 + S1 = 150
budi.harsanto@fe.unpad.ac.id

 Reduce

slack/ surplus (-S) and Add artifical (+A)

variable to constraint equation.
Surplus Negative Slack.
Surplus coefficient in objective function is 0.
Example
5X1 + 10X2 + 8X3 210
Convert,
5X1 + 10X2 + 8X3 S1 + A1 = 210
budi.harsanto@fe.unpad.ac.id

Convert =
Add artificial variable (+A).
Artificial coefficient on objective function
Maximization: -M
Minimization: +M
When optimal solution found, all artificial variable must be

leaving from solution mix.

Example (Minimization)
25X1 + 30X2 = 900
Convert,
25X1 + 30X2 + A2 = 900
budi.harsanto@fe.unpad.ac.id

Example
Minimize cost Z = $5X1 + $9X2 + $7X3
Subject to:
5X1 + 10X2 + 8X3 210
25X1 + 30X2 = 900
Minimize cost Z =
$5X1 + $9X2 + $7X3 + $0S1 + $MA1 + $MA2
subject to:
5X1 + 10X2 + 8X3 - 1S1 + 1A1 + 0A2 = 210
25X1 + 30X2 + 0X3 + 0S1 + 0A1 + 1A2 = 900
budi.harsanto@fe.unpad.ac.id

Exercise 1
Convert into the proper form for use in the
simplex method.
Minimize cost Z= 4X1 + 1X2
Subject to:
3X1 + X2 = 3
4X1 + 3X2 > 6
X1 + 2X2 < 3
budi.harsanto@fe.unpad.ac.id

Exercise 2
Convert into the proper form for use in the simplex
method.
Maximize earnings Z= 0,80X1 + 0,40X2 + 1,20X3 - 0,10X4
Subject to:
X1 + 2X2 + X3 + 5X4 < 150
X2 - 4X3 + 8X4 = 70
6X1 + 7X2 + 2X3 - X4 > 120

budi.harsanto@fe.unpad.ac.id

Minimization Procedure
Maximization
i. Entering variable: C-Z biggest

positive.
ii. Leaving variable: smallest non
negative ratio.
iii. Calculate new pivot row.
iv. Calculate the other rows.
v. If still positive number in C-Z ,
repeat step i-v.

budi.harsanto@fe.unpad.ac.id

Minimization
i.
ii.
iii.
iv.
v.

Entering variable: C-Z biggest

negative (most negative).
Leaving variable: smallest non
negative ratio.
Calculate new pivot row.
Calculate the other rows.
If still negative number in C-Z,
repeat step i-v.

EXAMPLE
Solve this Problem!
Minimize Cost Z = 5X1 + 6X2
Subject to:
X1 + X2 = 1000
X1
< 300
X2 > 150
budi.harsanto@fe.unpad.ac.id

Example: Simplex Equation

Minimize Cost Z = 5X1 + 6X2 + 0S1 + 0S2 + MA1 + MA2
Subject to:
X1
+ X2
+ A1
= 1000
X1
+ S1
= 300
X2
- S2
+ A2 = 150

budi.harsanto@fe.unpad.ac.id

Example: Iteration 1
C

Solution Mix

X1

X2

S1

S2

A1

A2

Quantity

A1

1000

S1

300

A2

-1

150

2M

-M

1150M

C-Z

-M+5

-2M+6

budi.harsanto@fe.unpad.ac.id

Example: Iteration 2
C

Solution Mix

X1

X2

S1

S2

A1

A2

Quantity

A1

-1

850

S1

300

X2

-1

150

M-6

-M+6

850M+900

C-Z

-M+5

-M+6

2M-6

budi.harsanto@fe.unpad.ac.id

Example: Iteration 3
C

Solution Mix

X1

X2

S1

S2

A1

A2

Quantity

A1

-1

-1

550

X1

300

X2

-1

150

-M+5

M-6

-M+6

550M+2400

C-Z

M-5

-M+6

2M-6

budi.harsanto@fe.unpad.ac.id

Example: Iteration 4
C

Solution Mix

X1

X2

S1

S2

A1

A2

Quantity

S2

-1

-1

550

X1

300

X2

-1

700

-1

5700

C-Z

M-6

budi.harsanto@fe.unpad.ac.id

Referensi Utama
1. Taylor III, Bernard W, Introduction to
Management Science, Latest Edition.
2. Render, Barry; Stair, Jr Ralph M & Hanna,
Michael E, Quantitative Analysis for
Management, Latest Edition.
3. Taha, Hamdy A., Operation Research An
Introduction, Latest Edition.
4. Internet
budi.harsanto@fe.unpad.ac.id