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Linear Programming Simplex Method PDF

The document describes the 14 step simplex method for solving linear programming problems. Key steps include: 1) Adding slack variables, 2) Setting non-basic variables to zero, 3) Calculating an initial objective function value, 4) Constructing an initial simplex table, 5) Identifying a key column based on maximum opportunity costs, 6) Calculating replacement ratios, 7) Identifying a key row based on minimum replacement ratios, 8) Identifying a key element to pivot on, and 9) Repeating steps 4-8 until an optimal solution is found where all opportunity costs are non-positive.

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Georgina Francheska Ramirez
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247 views14 pages

Linear Programming Simplex Method PDF

The document describes the 14 step simplex method for solving linear programming problems. Key steps include: 1) Adding slack variables, 2) Setting non-basic variables to zero, 3) Calculating an initial objective function value, 4) Constructing an initial simplex table, 5) Identifying a key column based on maximum opportunity costs, 6) Calculating replacement ratios, 7) Identifying a key row based on minimum replacement ratios, 8) Identifying a key element to pivot on, and 9) Repeating steps 4-8 until an optimal solution is found where all opportunity costs are non-positive.

Uploaded by

Georgina Francheska Ramirez
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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LINEAR

PROGRAMMING –
SIMPLEX METHOD
•  Step 1→ Add Non-negative Slack
Variables ( say S 1 , S 2 etc. ) in each
constraint to convert inequalities into
equations. A Slack Variable indicates
under-utilisation of capacity of the
constraint; hence, its contribution to
Objective Function is assumed to be zero
(or negative, if given).
LINEAR PROGRAMMING –
SIMPLEX METHOD

•  This Slack Variable is also called


a s B a s i c V a r i a b l e . O t h e r
variables are called Non-basic
Variables
LINEAR PROGRAMMING –
SIMPLEX METHOD

•  Step 2→ Assuming the value of


each Non-basic Variable equal to
'zero' (i.e. assuming that no
performance has taken place),
calculate the value of each Basic
Variable from the equations.
LINEAR PROGRAMMING –
SIMPLEX METHOD

•  Step 3→ Find the value of 'Z' by


putting the value of each basic
and non-basic variable in the
Objective Function.
LINEAR PROGRAMMING –
SIMPLEX METHOD
•  Step 4→ Draw the Initial Simplex Table
as follows:
LINEAR PROGRAMMING –
SIMPLEX METHOD
•  * Note: The value in the Z j Row for
x 1 variable is computed by the
formula = C 1 x 1 + C 2 x 1 . The
values in the Z j Row in the column
for other variables are computed
by the same formula as stated.
LINEAR PROGRAMMING –
SIMPLEX METHOD
•  Step 5→ Key Column – Mark the
Column having maximum positive
value in (C i – Z j ) row by ↑ sign
representing the Opportunity Cost or
Loss of not introducing one unit of the
variable of that column. This Column is
also known as Key Column. This
column indicates the selection of
incoming variable in the Next Simplex
Table.
LINEAR PROGRAMMING –
SIMPLEX METHOD
•  Step 6→ Replacement Ratio – Find out
Replacement Ratio ( also known as Key
Ratio ) by dividing value in the
Quantity Column of each row by
corresponding Key Column value.
Replacement Ratio represents how
much quantum of variable can be
produced based on that row taking the
Key Column value.
LINEAR PROGRAMMING –
SIMPLEX METHOD
•  Step 7→ Key Row – Mark the Row
h a v i n g m i n i m u m n o n - n e g a t i v e
Replacement Ratio by → sign.
Minimum Replacement Ratio ensures
that no basic variable will ever be
negative. (This can be verified by
putting higher Replacement Ratio in all
constraints). This Row is known as Key
Row. This row indicates the selection
of outgoing variable from the Current
Simplex Table.
LINEAR PROGRAMMING –
SIMPLEX METHOD
•  Step 8→ Key Element – Encircle the
element at the intersection of Key Row
and Key Column. This value is known
as Key Element or Pivot Element.
•  Step 9→ Replace the outgoing variable
by the incoming variable with its
contribution per unit, i.e., C i in the
first Column for Contribution Per Unit.
LINEAR PROGRAMMING –
SIMPLEX METHOD
•  Step 10→ Calculate the new values
of the Key Row as under:
LINEAR PROGRAMMING –
SIMPLEX METHOD
•  Step 11→ Calculate the new values
of other rows (i.e. Non-Key Rows)
as under:
LINEAR PROGRAMMING –
SIMPLEX METHOD
•  Step 12→ Draw another Simplex Table
based on new values of each row.
•  Step 13→ Repeat Steps 4 to 12 till all
values in (C i – Z j ) row becomes zero or
negative which indicates that any further
introduction of additional unit of the
variable having negative value in (C i – Z
j ) row will have negative contribution
towards Objective Function [ no effect in
case of zero in (C i – Z j ) row]. This is
also known as condition for optimal
solution.
LINEAR PROGRAMMING –
SIMPLEX METHOD
•  Step 14→ Find Optimal Solution
from the Final Simplex Table, i.e.,
the value of Z and quantity of Non-
basic Variables. Value of Z = C i .
(Qty of x i ) + C j (Qty of x j ).

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