Lecture Slides On Simplex Computations

DR.
ADU SAKYI
October 12, 2020
CSCP 265 Operations Research

CONTENT
Graphical Analysis of linear programming

Unbounded solution
Infeasible Solution
Linear programming: Simplex Method

Introduction
Basics of Simplex Method
Simplex Method Computation
1
Graphical Analysis of linear
programming
UNBOUNDED SOLUTION
Unbounded Solution
Unbounded solutions occur when there is a feasible region
which is not bounded.
2
UNBOUNDED SOLUTION
Unbounded Solution
Unbounded solutions occur when there is a feasible region
which is not bounded.
• A maximization problem may don’t have optimal solution,

since the values of the decision variables may be increased
arbitrarily.
• This is illustrated with the help of the following problem
Maximize
3x1 + x2
subject to:
x1 + 2x2 ≥ 6, −x1 + x2 ≤ 6, −x1 + 2x2 ≥ −6, x1 ≥ 0, x2 ≥ 0
2
UNBOUNDED SOLUTION
3
UNBOUNDED SOLUTION
• In this case, there is no point (x1 , x2 ) to maximize the

objective function because there are always other feasible
points for which the objective function is larger.
• The unbounded solutions typically arise because some real
constraints, which represent a practical resource
limitation, have been missed from the linear programming
formulation. In such situation the problem needs to be
reformulated and re-solved.
4
INFEASIBLE SOLUTION
Infeasible Solution
A linear programming problem is said to be infeasible if
no feasible solution of the problem exists.
5
INFEASIBLE SOLUTION
Infeasible Solution
A linear programming problem is said to be infeasible if
no feasible solution of the problem exists.
Lets consider the following example

Minimize
200x1 + 300x2
subject to:
4x1 +6x2 ≥ 2400, 2x1 +2x2 ≤ 800, 4x1 +3x2 ≥ 1800, x1 ≥ 0, x2 ≥ 0
5
INFEASIBLE SOLUTION
6
INFEASIBLE SOLUTION
There is no solution satisfying all the three constraints (first,

second, and third). Thus, the linear problem is infeasible. 6
ASSIGNMENT 1
(1) An organization is interested in the analysis of two products

which can be produces from the idle time of labour, ma-
chine and investment. It was notified on investigation that
the labour requirement of the first and the second prod-
ucts was 4 and 5 units respectively and the total available
man hours was 48. Only first product required machine
hour utilization of one hour per unit and at present only 10
spare machine hours are available. Second product needs
one unit of byproduct per unit and the daily availability of
the byproduct is 12 units.
7
ASSIGNMENT 1 CONT..
According to the marketing department the sales potential of

first product cannot exceed 7 units. In a competitive market,
first product can be sold at a profit of Ghc.6 and the second
product at a profit of Ghc.10 per unit.
Formulate the problem as a linear programming model. Also
determine graphically the feasible region. Identify the redundant
constraints if any.
8
ASSIGNMENT 1 CONT..
(2) Maximize
1170x1 + 1110x2
subject to:
9x1 + 5x2 ≥ 500
7x1 + 9x2 ≥ 300
5x1 + 3x2 ≤ 1500
7x1 + 9x2 ≤ 1900
2x1 + 4x2 ≤ 1000
x1 ≥ 0, x2 ≥ 0
Find graphically the feasible region and the optimal
solution.
9
Linear programming: Simplex
Method
INTRODUCTION
Introduction
The graphical method of solving linear programming
problem is of limited application in the business problems
as the number of variables is substantially large.
INTRODUCTION
Introduction
If the linear programming problem has larger number
of variables, the suitable method for solving is Simplex
Method.
INTRODUCTION
Introduction
If the linear programming problem has larger number
of variables, the suitable method for solving is Simplex
Method.
The simplex method is an iterative process, through
which it reaches ultimately to the minimum or maximum
value of the objective function
10
INTRODUCTION
Introduction
The simplex method also helps the decision
maker/manager to identify the following:
• Redundant Constraints
• Multiple Solutions
• Unbounded Solution
• Infeasible Problem
11
BASICS OF SIMPLEX METHOD
The basic of simplex method is explained with the following

linear programming problem.
Example
Maximize
60x1 + 70x2
subject to:
2x1 + x2 ≤ 300
3x1 + 4x2 ≤ 509
4x1 + 7x2 ≤ 812
x1 ≥, x2 ≥ 0
12
Solution
First we introduce the variables
s 3 , s4 , s5 ≥ 0
So that the constraints becomes equations, thus
2x1 + x2 + s3 = 300
3x1 + 4x2 + s4 = 509
4x1 + 7x2 + s5 = 812
s3 , s4 , s5 are called SLACK VARIABLES
13
There are two types of solutions they are basic and basic
feasible, which are discussed as follows:
14
Basic Solution
We may equate any two variables to zero in the above
system of equations, and then the system will have three
variables. Thus, if this system of three equations with
three variables is solvable such a solution is called as basic
solution.
14
Basic Solution
We may equate any two variables to zero in the above
system of equations, and then the system will have three
variables. Thus, if this system of three equations with
three variables is solvable such a solution is called as basic
solution.
Example if we take x1 = 0 and x2 = 0, the solution of the

system becomes
s3 = 300, s4 = 509, s5 = 812
14
this is a basic solution.
• The variables s3 , s4 and s5 are known as basic variables

where as x1 , x2 are known as non-basic variables.
15
• The variables s3 , s4 and s5 are known as basic variables

where as x1 , x2 are known as non-basic variables.
• If the number of constraints is m and the number of
variables including the slack variables is n then the
number of basic solution of the linear programming are at
most n Cn−m =n Cm basic solutions.
15
Basic Feasible Solution
If the basic variables satisfy the nonnegativity constraints,
the basic solution is a Basic Feasible Solution.
16
• The solution
s3 = 300, s4 = 509, s5 = 812
this is a basic feasible solution.
16
• The solution
s3 = 300, s4 = 509, s5 = 812
this is a basic feasible solution.

• If the number of constraints is m and the number of
variables including the slack variables is n then the
number of basic solution of the linear programming are at
most n Cn−m =n Cm basic feasible solutions.
16
• Every basic feasible solution is an extreme point of the

convex set of feasible solutions and every extreme point is
a basic feasible solution of the set of given constraints.
17

• Since one the basic feasible solution will maximize or mini-
mize the objective function, the searching of extreme points
can be carry out starting from one basic feasible solution
to another
17

• Since one the basic feasible solution will maximize or mini-
mize the objective function, the searching of extreme points
can be carry out starting from one basic feasible solution
to another
• The Simplex Method provides a systematic search so that
the objective function increases in the cases of maximiza-
tion progressively until the basic feasible solution has been
identified where the objective function is maximized.
17
Simplex Method Computation
SIMPLEX METHOD COMPUTATION
Consider the linear programming problem Maximize
Z = 60x1 + 70x2
subject to :
2x1 + x2 + s3 = 300
3x1 + 4x2 + s4 = 509
4x1 + 7x2 + s5 = 812
x1 , x2 , s3 , s 4 , s5 ≥ 0
18
Consider the linear programming problem Maximize
Z = 60x1 + 70x2
subject to :
2x1 + x2 + s3 = 300
3x1 + 4x2 + s4 = 509
4x1 + 7x2 + s5 = 812
x1 , x2 , s3 , s 4 , s5 ≥ 0
The slack variables provide a basic feasible solution from which
the simplex Computation starts. That is s3 = 300, s4 = 509
and s5 = 812 with the corresponding profit z = 0.
18
Lets CB represent the coefficient of the basic variables in the

objective function, XB the numerical values of the basic
variable. Also lets express the objective function as
z − 60x1 − 70x2 = 0.
19
Lets CB represent the coefficient of the basic variables in the

objective function, XB the numerical values of the basic
variable. Also lets express the objective function as
z − 60x1 − 70x2 = 0.
The first compact simplex table is given as
CB Basic Cj 60 70 0 0 0
Variables XB x1 x2 s3 s4 s5
0 s3 300 2 1 1 0 0
0 s4 509 3 4 0 1 0
0 s5 812 4 7 0 0 1
z -60 -70 0 0 0
19
• We may observe that if either x1 or x2 is included as a basic

variable the profit will increase.
20

• Since the coefficient of x2 is higher we choose x2 to be
included as a basic variable in the next iteration.
• An equivalent criterion of choosing a new basic variable can
be obtained the last row of the table i.e. corresponding to z.
Since the entry corresponding to x2 is smaller between the
two negative values, x2 will be included as a basic variable
in the next iteration.
20

• Since the coefficient of x2 is higher we choose x2 to be
included as a basic variable in the next iteration.
• An equivalent criterion of choosing a new basic variable can
be obtained the last row of the table i.e. corresponding to z.
Since the entry corresponding to x2 is smaller between the
two negative values, x2 will be included as a basic variable
in the next iteration.
• However with three constraints there can be only three
basic variables. Hence which of the existing basic variables
should be made non-basic?
20
From the first equation (constraint)

2x1 + s3 = 300 − x2
but x1 = 0. Hence in order that s3 ≥ 0 we have
300 − x2 ≥ 0
thus
x2 ≤ 300
Similarly from the second constraint (for x1 = 0 and s4 ≥ 0)
509
x2 ≤
4
Also from the third constraint (for x1 = 0 and s5 ≥ 0)
812
x2 ≤
7 21
Next choose
509 812
x2 = min(x2 ≤ 300, x2 ≤ , x2 ≤ ) = 116
4 7
22
Next choose
509 812
x2 = min(x2 ≤ 300, x2 ≤ , x2 ≤ ) = 116
4 7
If x2 = 116, we note from the
first constraint that s3 = 184
second constraint that s4 = 45
third constraint that s5 = 0
22
Next choose
509 812
x2 = min(x2 ≤ 300, x2 ≤ , x2 ≤ ) = 116
4 7
If x2 = 116, we note from the
first constraint that s3 = 184
second constraint that s4 = 45
third constraint that s5 = 0
Hence s5 becomes non-basic in the next iteration.
22
• The revised basic variables are s3 , s4 and x2 . Accordingly,

we make CB1 = 0, CB2 = 0 and CB3 = 70.
23

• As x2 is the incoming basic variable we make the
coefficient of x2 one by dividing each element of row-3 by
7. Thus the numerical value of the element corresponding
to x1 is 4/7, corresponding to s5 is 1/7 in Table 2.
23

• As x2 is the incoming basic variable we make the
coefficient of x2 one by dividing each element of row-3 by
7. Thus the numerical value of the element corresponding
to x1 is 4/7, corresponding to s5 is 1/7 in Table 2.
• The incoming basic variable should appear only in the
third row. Hence we use row reduction methods to
transform other elements in that column to zero.
23
We thus obtain Table 2 as
CB Basic Cj 60 70 0 0 0
0 s3 184 10/7 0 1 0 -1/7
0 s4 45 5/7 0 0 1 -4/7
70 x2 116 4/7 1 0 0 1/7
zj − cj -20 0 0 0 70/7
24
We thus obtain Table 2 as
CB Basic Cj 60 70 0 0 0
0 s3 184 10/7 0 1 0 -1/7
0 s4 45 5/7 0 0 1 -4/7
70 x2 116 4/7 1 0 0 1/7
zj − cj -20 0 0 0 70/7
The zj − cj row is calculated as
z1 − c1 = 10/7 ∗ 0 + 5/7 ∗ 0 + 4/7 ∗ 70 − 60 = −20
z5 − c5 = −1/7 ∗ 0 − 4/7 ∗ 0 + 1/7 ∗ 70 − 0 = 70/7
24
Now we apply the rule to Table 2. Here the only negative

zj − cj is z1 − c1 = −20. Hence x1 should become a basic
variable at the next iteration.
25
Now we apply the rule to Table 2. Here the only negative

zj − cj is z1 − c1 = −20. Hence x1 should become a basic
variable at the next iteration.
We compute the minimum ratio

184 45 116 644
Min , , = Min , 63, 203 = 63
10/7 5/7 4/7 5
This minimum occurs corresponding to s4 , it becomes a non

basic variable in next iteration.
25
Table 3 is computed using similar rules
CB Basic Cj 60 70 0 0 0
0 s3 94 0 0 1 -2 1
60 x1 63 1 0 0 7/5 -4/5
70 x2 80 0 1 0 -4/5 3/5
zj − cj 0 0 0 28 -6
26
Table 3 is computed using similar rules
CB Basic Cj 60 70 0 0 0
0 s3 94 0 0 1 -2 1
60 x1 63 1 0 0 7/5 -4/5
70 x2 80 0 1 0 -4/5 3/5
zj − cj 0 0 0 28 -6
z5 − c5 < 0, hence s5 should be made a basic variable in the

next iteration.
Now we compute the minimum ratios (ignore negative ratios)

94 80
Min , = 94
1 3/5
26
The variable s3 becomes non basic in the next iteration, Table

4 is computed as
27

4 is computed as
CB Basic Cj 60 70 0 0 0
0 s5 94 0 0 1 -2 1
60 x1 691/5 1 0 4/5 -1/5 0
70 x2 118/5 0 1 -3/5 2/5 0
zj − cj 0 0 6 16 0
27

4 is computed as
CB Basic Cj 60 70 0 0 0
0 s5 94 0 0 1 -2 1
60 x1 691/5 1 0 4/5 -1/5 0
70 x2 118/5 0 1 -3/5 2/5 0
zj − cj 0 0 6 16 0
Note that zj − cj ≥ 0 for all j, so that the objective function

can’t be improved any further. Thus, the objective function is
maximized for x1 = 691/5 and x2 =118/5. The maximum
value of the objective function is 9944.
27
ASSIGNMENT
A soft drinks company has a two products viz. Coco-cola and

Pepsi with profit of $2 and $1 per unit. The following table
illustrates the labour, equipment and materials to produce per
unit of each product. Determine suitable product mix which
maximizes the profit using the simplex method.
Pepsi Coco-cola Total Resources

Labour 3 2 12
Equipment 1 2.3 6.9
Material 1 1.4 4.9
28
END OF LECTURE
29

Lecture Slides On Simplex Computations

Uploaded by

Lecture Slides On Simplex Computations

Uploaded by

DR.

October 12, 2020

CSCP 265 Operations Research

Graphical Analysis of linear programming

Linear programming: Simplex Method

Simplex Method Computation

• A maximization problem may don’t have optimal solution,

• In this case, there is no point (x1 , x2 ) to maximize the

Lets consider the following example

4x1 +6x2 ≥ 2400, 2x1 +2x2 ≤ 800, 4x1 +3x2 ≥ 1800, x1 ≥ 0, x2 ≥ 0

There is no solution satisfying all the three constraints (first,

(1) An organization is interested in the analysis of two products

According to the marketing department the sales potential of

The basic of simplex method is explained with the following

So that the constraints becomes equations, thus

Example if we take x1 = 0 and x2 = 0, the solution of the

• The variables s3 , s4 and s5 are known as basic variables

• The variables s3 , s4 and s5 are known as basic variables

s3 = 300, s4 = 509, s5 = 812

this is a basic feasible solution.

s3 = 300, s4 = 509, s5 = 812

this is a basic feasible solution.

• Every basic feasible solution is an extreme point of the

• Every basic feasible solution is an extreme point of the

• Every basic feasible solution is an extreme point of the

Consider the linear programming problem Maximize

Consider the linear programming problem Maximize

Lets CB represent the coefficient of the basic variables in the

Lets CB represent the coefficient of the basic variables in the

• We may observe that if either x1 or x2 is included as a basic

• We may observe that if either x1 or x2 is included as a basic

• We may observe that if either x1 or x2 is included as a basic

From the first equation (constraint)

Hence s5 becomes non-basic in the next iteration.

• The revised basic variables are s3 , s4 and x2 . Accordingly,

• The revised basic variables are s3 , s4 and x2 . Accordingly,

• The revised basic variables are s3 , s4 and x2 . Accordingly,

We thus obtain Table 2 as

We thus obtain Table 2 as

The zj − cj row is calculated as

z1 − c1 = 10/7 ∗ 0 + 5/7 ∗ 0 + 4/7 ∗ 70 − 60 = −20

z5 − c5 = −1/7 ∗ 0 − 4/7 ∗ 0 + 1/7 ∗ 70 − 0 = 70/7

Now we apply the rule to Table 2. Here the only negative

Now we apply the rule to Table 2. Here the only negative

We compute the minimum ratio

This minimum occurs corresponding to s4 , it becomes a non

Table 3 is computed using similar rules

Table 3 is computed using similar rules

z5 − c5 < 0, hence s5 should be made a basic variable in the

The variable s3 becomes non basic in the next iteration, Table

The variable s3 becomes non basic in the next iteration, Table

The variable s3 becomes non basic in the next iteration, Table

Note that zj − cj ≥ 0 for all j, so that the objective function

A soft drinks company has a two products viz. Coco-cola and

Pepsi Coco-cola Total Resources

You might also like