Revised Simplex

Revised Simplex Method Revised Simplex Method
The Revised Simplex Method The Revised Simplex Method

Simplex method
We perform calculation on the entire tableau
during each iteration
H th info mation needed i i However, the information needed in moving
from one table to the next table are
row C
Column corresponding to non-basic
variable entering the basic
The current basic variables and their The current basic variables and their
values
Revised simplex method or simplex method Revised simplex method or simplex method
with multipliers does precisely this
Revised Simplex Method Revised Simplex Method
Uses original columns and matrix-vector g
operation
Original columns corresponding to
variables x
1
, x
2
, . are denoted by column
vectors P
1
, P
2
, . and
the right hand side constants by the
column vector b
Revised Simplex Method
We define Basic Matrix B whose elements
are the original columns corresponding to
the basic variables
Then, we find the Inverse of the Basic
Matrix, B
-1
Any column can be updated by pre-
y p y p
multiplying the original columns by the
inverse of the basic matrix
Suppose
denotes the updated column corresponding
t th i bl X d
j
P
to the variables X
j
and
denotes the updated constants b
Then
j all for P B P
j j
1
=
b B b
1
=
Further, we define
,
= C
B
B
-1
(simplex multiplier) .
The relative profit coefficient can be
calculated using calculated using
j j j
P C C . =
j j j
Illustration using
Waste Treatment Plant Problem Waste Treatment Plant Problem
Maximize Z = 5x
1
- x
2
S bject to Subject to
2x x 10 2x
1
x
2
10
0.4x
1
+ 0.8 x
2
4
2x x 0 2x
1
x
2
0
x
1
0 and x
2
0
Standard form Standard form
Maximize Z = 5x
1
- x
2
Subject to
2x
1
x
2
+ x
3
=10
0.4x
1
+ 0.8 x
2
+ x
4
= 4
2x
1
- x
2
- x
5
+ A
1
= 0
x x x x x A 0 x
1
, x
2
, x
3
, x
4
, x
5
, A
1
0
Here x
3
, x
4
are slack variables, x
5
is a surplus variable, and
A is an artificial variable
x
3
, x
4
and A
1
are the basic variables
A
1
is an artificial variable
Using Big M method, the Objective function
will be
Maximize Z = 5x
1
- x
2
M A
1
Let P
1
, P
2
, ., P
6
denote the columns
1
,
2
, ,
6
corresponding to variable x
1
, x
2
..,x
5,
and
A
1
; and b right hand constants
(
(
(
=
(
(
(
=
(
(
(
=
(
(
(
=
(
(
(

=
(
(
(
= 0
0
0
0
1
0
0
1
5 / 4
1
5 / 2
2
6 5 4 3 2 1
P P P P P P
(
(
(
=
(
(
(
(
(
(
(
(
(
(

(
(
4
10
1 1 0 0 1 2
b and
(
(
=
0
4 b and
x
3
, x
4
& A
1
are the initial basic variables
3
,
4 1
| | I P P P B =
(
(
(
(
= =
6 4 3
0 1 0
0 0 1
b b B b and I B
Hence
= = =
(
1 1
,
1 0 0
b b B b and I B = = =
Basis B
-1
Constant
x
3
1 0 0 10
x
4
0 1 0 4
Tableau 1
A
1
0 0 1 0
Max Z = 5x
1
- x
2
M A
1
The simplex multiplier for Tableau 1 p p
( ) ( ) M M B C
B
=
(
(
(
(
= = .

0 0
1 0 0
0 1 0
0 0 1
0 0
1
(
1 0 0
P C C
j j j
| |
. =
2
Using
( )
( )
M M C
|
|
|
+ =
|
|
|
.
|
\
|
=
1
2 5
2
5 / 2
2
0 0 5
1
Positive, x
1
will enter the basis
( )
( ) M M C
M M C
=
|
|
|
|
=
=
|
|
|
.
\

=
0
0
0 0 0
1
1
5 / 4 0 0 1
5
2
( ) M M C
|
|
.
\
1
0 0 0 0
5
Pivot column (Updated x
1
column)
( ( (
2 2 0 0 1
(
(
(
=
(
(
(
(
(
(
= =

2
5 / 2
2
2
5 / 2
2
1 0 0
0 1 0
0 0 1
1
1
1
P B P
(
2 2 1 0 0
Basis B
-1
Constant Variable Pivot Minimum
Tableau 1_updated
Basis B Constant Variable
to enter
Pivot
Column
Minimum
Ratio
x
3
1 0 0 10 2 10/2=5
x
1
x
4
0 1 0 4 2/5 4/(2/5)=10
A
1
0 0 1 0 2 0/2= 0 0/2= 0
1
//
Thus, x
1
will replace A
1
Doing Pivot operation with reference to pivot g p p
column (pivot element)
Tableau 2
Basis B
-1
Constant
x
3
1 0 -1 10 x
3
1 0 1 10
x
4
0 1 -1/5 4
x
1
0 0 1/2 0 x
1
0 0 1/2 0
Simplex multiplier for Table 2
(
( ) ( ) 2 / 5 0 0
2 / 1 0 0
5 / 1 1 0
1 0 1
5 0 0 =
(
(
(

= .
( ) 2 / 3 5 / 4
1
2 / 5 0 0 1
|
|
|
C
elements C
j
( )
( ) 2 / 5 0
0
2 / 5 0 0 0
2 / 3
1
5 / 4 2 / 5 0 0 1
2
|
|
|
|
=
|
|
.
=
C
C
Most Positive,
( )
( ) 2 / 5 0
0
2 / 5 0 0
2 / 5
1
0 2 / 5 0 0 0
5
|
|
|
|
=
|
|
.
M M A
C
Most Positive,
x
5
( ) 2 / 5
1
0 2 / 5 0 0
1
=
|
|
.
\
= M M A
Pivot column
(
(
(
(
(
(

/
1 0
/
1 0 1
(
(
(
=
(
(
(
(
(
(
=
2 / 1
5 / 1
1
0
2 / 1 0 0
5 / 1 1 0
5
P
Basis B
-1
Constant Variable Pivot Minimum
Tableau 2_updated
Basis B Constant Variable
to enter
Pivot
Column
Minimum
Ratio
x
3
1 0 -1 10 1 10
x
5
x
4
0 1 -1/5 4 1/5 20 20
x
1
0 0 1/2 0 -1/2
Thus, x
5
will replace x
3
Pivot operation with reference to pivot column p p
Basis B
-1
Constant
x
5
1 0 -1 10
Tableau 3 5
x
4
-1/5 1 0 2
x
1
1/2 0 0 5
Tableau 3
1
/
The simplex multiplier for Tableau 3 p p
( ) ( ) 0 0 2 / 5
0 0 2 / 1
0 1 5 / 1
1 0 1
5 0 0
1
=
(
(
(

= = .

B C
B
(
P C C
j j j
|
|
. =
1
Using
P i i
( ) C
| |
=
|
|
|
.
=
1
2 / 3
1
5 / 4 0 0 2 / 5 1
2
Positive,
x
2
( ) C
| |
=
|
|
|
.
|
\
|
= 2 / 5
0
0
1
0 0 2 / 5 0
3
( ) M M A =
|
|
|
.
|
\
|
=
1
0
0
0 0 2 / 5 1
Pivot column
(
(
(
(
(
(
0 1 1 0 1
(
(
(
=
(
(
(
(
(
(
=
2 / 1
1
1
5 / 4
0 0 2 / 1
0 1 5 / 1
2
P
Basis B
-1
Constant Variables Pivot Minimum
Tableau 3_updated
Basis B Constant Variables
to enter
Pivot
Column
Minimum
Ratio
x
5
1 0 -1 10 0
x
2
x
4
-1/5 1 0 2 1 2
x
1
1/2 0 0 5 -1/2
1
/ /
Thus, x
2
will replace x
4
Pivot operation with reference to pivot column p p
Tableau 4
Basis B
-1
Constant
Tableau 4
x
5
1 0 -1 10
x
2
-1/5 1 0 2
x
1
2/5 1/2 0 6
Simplex multiplier for Tableau 4 p p
( )
|
.
|
\
|
=
(
(
(
(

= . 0
2
3
5
11
0 1 5 / 1
1 0 1
5 1 0
. \
(
2 5
0 2 / 1 5 / 2
elements C
j
| |
C
| |
=
|
|
|
.
|
\
|
|
.
|
\
|
=
5
11
0
0
1
0
2
3
5
11
0
3
All N ti
C
| |
=
|
|
|
.
|
\
|
|
.
|
\
|
=
2
3
0
1
0
0
2
3
5
11
0
4
All Negative;
Hence, Optimal
M M A =
|
|
|
.
|
\
|
|
.
|
\
|
=
1
0
0
0
2
3
5
11
1
Optimal Solution p
0
10 , 0 , 0 , 2 , 6
5 4 3 2 1
= = = = =
A d
x x x x x
10
0
1
|
|
|
= A and
( ) 28
6
2 5 1 0 =
|
|
|
.
\
= = b C Z
B
6
|
.
\
Same result as earlier Same result as earlier
Example Example
Minimize Z = -3X
1
+ X
2
+ X
3 1 2 3
S. T.
X
1
2X
2
+ X
3
11 X
1
2X
2
X
3
11
-4X
1
+ X
2
+ 2X
3
3
2X
1
X
3
= -1 2X
1
X
3
1
X
1
, X
2
, X
3
0
Solution Solution
X
1
= 4
1
X
2
= 1
X
3
= 9 X
3
9
Z = - 2
Class Practice Problem Class Practice Problem
Solve the following problem using Revised g p g
Simplex Method
Max Z = x
1
+ x
2
Subject to
2x
1
+ 5x
2
6
1 2
x
1
+ x
2
2
x
1
, x
2
0
Solution of the Class Practice Problem Solution of the Class Practice Problem
Converting to Standard Form and modifying g y g
the Objective function;
Max Z = x
1
+ x
2
Mx
5
Mx
6
S b Subject to
2x
1
+ 5x
2
x
3
+ x
5
= 6
+ + 2 x
1
+ x
2
- x
4
+x
6
= 2
x
1
, x
2
....., x
6
0
X
5
and x
6
are artificial variables
Solution
(
=
(
=
(
=
(
=
(
=
(
=
(
=
2
6
1
0
0
1
1
0
0
1
1
5
1
2
6 5 4 3 2 1
b and
P P P P P P
Basis B
-1
Constant Variable
to enter
Pivot
Column

2
X
5
1 0 6
x
2
5
x
6
0 1 2 1
x
2
1/5 0 6/5
x
1
2/5
x
6
-1/5 1 4/5 3/5 x
6
1/5 1 4/5 3/5
x
2
1/3 -2/3 2/3
X
4
2/3
X
4
x
1
-1/3 5/3 4/3 -5/3
x
4
1/2 -1 1 -1/2 x
4
1/2 1 1
x
3
1/2
x
1
1/2 0 3 -1/2
Unbounded Solution Unbounded Solution as Minimum Ratio Rule Fails as Minimum Ratio Rule Fails
Calculations for Table 1 Calculations for Table 1
( ) ( ) M M M M B C
B
=
(
= = .

1 0
0 1
1
Simplex Multiplier
(
1 0
( ) |
|
|
2
p p
Relative Profit Coefficients
( )
( ) + =
|
|
.
|
\
|
=
+ =
|
|
.
|
\
|
=
6 1
1
5
1
3 1
1
2
1
2
1
M M M C
M M M C
x
2
should enter
the basis
( )
| |
=
|
|
.
|
\
|
=
. \
0
0
1
0
1
3
M M M C
( )
|
|
.
|
\
|
=
|
|
.
|
\
|
|
|
.
|
\
|
=
=
|
|
.
|
\
|
=
1
5
1
5
1 0
0 1
1
0
0
2
4
P
M M M C
Updated x
2
column
. \ . \ . \
1 1 1 0
Calculations for Table 2
( )
|
.
|
\
|

+
=
(
(
= = .

M
M
M B C
B
1
/
0 5 / 1
1
1
Simplex Multiplier ( )
|
.
\
(
B
5 1 5 / 1
| |
| |
3 3
2
1 M M
p p
+
|
|
|
|
|
+
=
|
|
.
|
\
|
|
.
|
\
|

+
=
1
1
1
5
3 3
1
2
5
1
1
1
M M
M
M
M
C
x
1
should enter
the basis
=
|
|
|
|
|
|
|

+
=
+
=
|
|
.
|
\
|
|
.
|
\
|

+
=
0
1
0
5
1
0 5
1
0
3
M M
M
C
M
M
M
C
|
|
.
|
\
|
=
|
|
.
|
\
|
|
|
.
|
\
|
=
=
|
|
.
|
.
\
=
5 / 3
5 / 2
1
2
1 5 / 1
0 5 / 1
1 5
0
1
4
P
M M C
Updated x
1
column
|
.
\
|
.
\
|
.
\
5 / 3 1 1 5 / 1
( ) ( ) 1 0
3 / 2 3 / 1
1 1
1
=
(
(

= = .

B C
B
Simplex Multiplier
( ) ( ) 1 0
3 / 5 3 / 1
1 1
(
. B C
B
p p
( ) =
|
|
.
|
\
|
= 0
0
1
1 0 0
3
C
( )
( ( (
=
|
|
.
|
\
|
=
3 / 2 0 3 / 2 3 / 1
1
1
0
1 0 0
4
C
x
4
should enter
the basis
(
=
(

=
3 / 5
3 / 2
1
0
3 / 5 3 / 1
3 / 2 3 / 1
4
P
Updated x
4
column
( ) ( ) 0 2 / 1
1 2 / 1
1 0
1
=
(
(

= = .

B C
B
Simplex Multiplier
( ) ( ) 0 2 / 1
0 2 / 1
1 0
(
. B C
B
p p
( )
| |
=
|
|
.
|
\
|
=
1
2 / 3
1
5
0 2 / 1 1
2
C
( )
(
(
(
(
(
(

=
|
|
.
|
\
|
=
2 / 1 1 1 2 / 1
2 / 1
0
1
0 2 / 1 0
3
P
C
x
3
should enter
the basis
Updated x column
(
=
(
=
2 / 1 0 0 2 / 1
3
P
Updated x
3
column

Revised Simplex

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Revised Simplex

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Revised Simplex Method Revised Simplex Method

The Revised Simplex Method The Revised Simplex Method

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