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# Chapter 5

## OVERVIEW OF THE SIMPLEX METHOD

More realistic approach as it is not limited to problems with two decision variables Systematically examines basic feasible solutions for an optimal solution. Based on the solutions of linear equations (equalities) using slack variables to achieve equality.
Rule

Linear programming models have fewer equations than variables; unless the number of equations equals the number of variables, a unique solution cannot be found.

## Overview of the Simplex Method

Steps Leading to the Simplex Method
Put In Tableau Form
Execute Simplex Method

## Example a LP mathematical model

Max Z = 60x1 + 50x2
subject to: 4x1 + 10x2 <= 100 (assembly hours) 2x1 + x2 <= 22 (inspection hours) 3x1 + 3x2 <= 39 (storage cubic feet) x1 , x2 >= 0

## DEVELOP THE INITIAL SIMPLEX TABLEAU

Notation used in the simplex tableau:

## Completed Initial Tableau for the Server Problem

Unit Vector Each tableau represents a basic feasible solution to the problem.
A simplex solution in a maximization problem is optimal if the CZ row consists entirely of zeros and negative numbers (i.e., there are no positive values in the bottom row). When this has been achieved, there is no opportunity for improving the solution.

## Determining the Entering and Exiting Variables

Select the leaving variable as the one that has the smallest nonnegative ratio of quantity divided by substitution rate.

INITIAL TABLEAU

## Completed Second Tableau

Interpreting the Second Tableau At this point, variables s1, x1, and s3 are in solution. Not only are they listed in the basis, they also have a 0 in row C Z. The solution at this point is s1 = 56, x1 = 11, and s3 = 6.

Note, too, that x2 and s2 are not in solution. Hence, they are each equal to zero. The profit at this point is \$660, which is read in the Quantity column in row Z. Also, note that each variable in solution has a unit vector in its column.

## Interpreting the Third Tableau

In this tableau, all of the values in the bottom row are either negative or zero, indicating that no additional potential for improvement exists. Hence, this tableau contains the optimal simplex solution, which is s1 = 24 x1 = 9 x2 = 4

## SUMMARY OF THE SIMPLEX PROCEDURE MAXIMIZE PROBLEM

Initial Tableau 1. Write each constraint so that all variables are on the left side and a nonnegative constant is on the right. Then add a slack variable to the left side, thereby making it an equality. 2. Develop the initial tableau. 1. List the variables across the top of the table and write the objective function coefficient of each variable just above it. 2. There should be one row in the body of the table for each constraint. List slack variables in the basis column, one per row. 3. In the C column, enter the objective function coefficient of 0 for each slack variable. 4. Compute values for row Z. 5. Compute values for row C Z.

## SUMMARY OF THE SIMPLEX PROCEDURE MAXIMIZE PROBLEM

Subsequent Tableaus 1. Identify the variable with the largest positive value in row C Z. This variable will come into solution next. 2. Using the constraint coefficients in the entering variables column, divide each one into the corresponding Quantity column value. The smallest nonnegative ratio that results indicates which variable will leave the solution mix. 3. Compute replacement values for the leaving variable: Divide each element in the row by the row element that is in the entering variable column. These are the pivot row values for the next tableau. Enter them in the same row as the leaving variable and label the row with the name of the entering variable. Write the entering variables objective function coefficient next to it in column C.

## SUMMARY OF THE SIMPLEX PROCEDURE MAXIMIZE PROBLEM

Subsequent Tableaus (contd) 4. Compute values for each of the other constraint equations: i. Multiply each of the pivot row values by the number in the entering variable column of the row being transformed (e.g., for the first row, use the first number in the entering variables column; for the third row, use the third number in the entering variables column). ii. Then subtract the resulting equation from the current equation for that row and enter the results in the same row of the next tableau. 5. Compute values for row Z: For each column, multiply each row coefficient by the row value in column C and then add the results. Enter these in the tableau. 6. Compute values for row C Z: For each column, subtract the value in row Z from the objective function coefficient listed in row C at the top of the tableau.

## SUMMARY OF THE SIMPLEX PROCEDURE MAXIMIZE PROBLEM

Subsequent Tableaus (contd)

7.

Examine the values in the bottom row. If all values are zero or negative, the optimal solution has been reached. The variables that comprise the solution are listed in the basis column and their optimal values can be read in the corresponding rows of the quantity column. The optimal value of the objective function will appear in row Z in the Quantity column.

If the solution is not optimal, repeat steps 17 of this section until the optimal solution has been attained.

Exercise:
Max Z = 40x1 + 50x2
subject to: x1 + 2x2 <= 40 (labor, hr) 4x1 + 3x2 <= 120 (clay, Ib) x 1 , x2 >= 0

## Initial Tableau for Example 4S-2

Second Tableau

Third Tableau

Sequence of Tableaus

SPECIAL ISSUES
Unbounded Solutions
A solution is unbounded if the objective function can be improved without limit. An unbounded solution will exist if there are no positive values in the pivot column.

Degeneracy
A conditions that occurs when there is a tie for the lowest nonnegative ratio which, theoretically, makes it possible for subsequent solutions to cycle (i.e., to return to previous solutions).

EXAMPLE

Second Tableau

## SPECIAL ISSUES (contd)

Multiple Optimal Solutions
Occur when the same maximum value of the objective function might be possible with a number of different combinations of values of the decision variables because the objective function is parallel to a binding constraint.

Final Tableau for Modified Server Problem with an Alternative Optimal Solution

## SPECIAL ISSUES (contd)

Infeasibility
A problem in which no combination of decision and slack/surplus variables will simultaneously satisfy all constraints. Can be the result of an error in formulating a problem or it can be because the existing set of constraints is too restrictive to permit a solution. Recognized by the presence of an artificial variable in a solution that appears optimal (i.e., a tableau in which the signs of the values in row C Z indicate optimality), and it has a nonzero quantity.

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