CH03: SIMPLEX METHOD x1 ≤ 5, Wool | x1, x2 ≥ 0, Non-negativity

→ a technique which begins with a feasible solution STEP 4: Convert the objective function and constraint functions
that is not yet optimal and is improved until there is to equations in standard form.
no further possible improvement.
Obj: P = 1,200x1 + 1,600x2 | = 1,200 x1 + 1,600x2 + 0s1 + 0s2 +
STEPS IN SOLVING MAXIMIZATION 0s3
PROBLEMS
Cons: 3x1 + 2x2 ≤ 18 | 2x1 + 4x2 ≤ 20 | x1 ≤ 5
1. Understand the problem and determine the
objective of the problem and the decision that you 3x1 + 2x2 + s1 = 18 | 2x1 + 4x2 + s2 = 20 | x1 + s3 = 5
must make.
2. Assign decision variables and determine the STEP 5: Create the initial simplex method tableau solution
constraints.
3. Formulate the objective function and constraint STEP 6: Compute for the value Zj of each column by getting
function by transcribing the information to the sum of products of the coefficient in Cj and the coefficient
mathematical form. in that column.
4. Convert the objective function and constraint
functions to equations in standard form.
5. Enter the coefficient of objective function and
constraint functions in the initial simplex method
tableau solution.
6. Compute for Cj – Zj, if there is a positive value in
Zj = (0)(18, 3, 2, 1, 0, 0) + (0)(20, 2, 4, 0, 1, 0) + (0)(5, 1, 0, 0,
the Cj – Zj row, do Step 7.
0, 1)
7. Improve the simplex method tableau:
a. Determine the pivot column. = (0, 0, 0, 0, 0, 0) + (0, 0, 0, 0, 0, 0) + (0, 0, 0, 0, 0, 0)
b. Determine the pivot row.
c. Create the improved simplex method tableau. = (0, 0, 0, 0, 0, 0)
8. Repeat Step No. 7 if there is still a column with a
positive value in the Cj – Zj. If there is no positive Compute for the value of Cj – Zj.
value in the Cj – Zj, the optimal solution is obtained.
Cj – Zj = (1,200, 1,600, 0, 0, 0) – (0, 0, 0, 0, 0)
ILLUSTRATION 01:
= (1,200, 1,600, 0, 0, 0)
A tailor has 18 m2 of cotton, 20 m2 of silk and 5 m2 of wool
available. She can’t decide yet what kind of dress to produce, a STEP 7: Improve the simplex method tableau:
gown or a suit. Each gown requires 3 m2 of cotton, 2 m2 of silk
and 1 m2 of wool while each suit requires 2 m2 of cotton and 4 a. Determine the pivot column – The pivot column is
m2 of silk. If the selling price of a gown and a suit are P1,200 the column with the largest positive value of Cj –
and 1,600 respectively, haw many of each dress should the tailor
produce to obtain the maximum amount of sales?

STEP 1: Understand the problem and determine the objective

of the problem and the decision that you must make. In this
problem, our objective to maximize the sales by getting the
number of gown and suit that should be produced and sold.
Zj.
STEP 2: Assign decision variables and determine the b. Determine the pivot row – The pivot row is the row
constraints. with the lowest answer when the value of RHS
column is divided by the value in the pivot column.
Since we do not know yet the number of units that we will sell,
we can use some variable first to represent the unknown R1 = 18 ÷ 2 = 9
amounts.
R2 = 20 ÷ 4 = 5 The pivot row is R2
Let x1 = the number of gowns to be produced and sold
R3 = 5 ÷ 0 = Undefined
x2 = the number of suits to be produced and sold.
c. Create the improved simplex method tableau.
The constraints are the limitations presented in the problem that i. Improve the pivot row – Improvement of
must be taken into consideration. In this problem, the constraints pivot row is done by dividing each coefficient
are as follows: in the row with the coefficient in that row that
intersects with the pivot column.
a. The maximum number of available cottons is 18 m2
b. The maximum number of available silks is 20 m2 Improved Row (Pivot) = Old Row Coefficient ÷
c. The maximum number of available wools is 5 m2 Pivot
d. The number of gowns and suits to be produced and
sold must not be less than 0 (non-negativity To improve R2, each coefficient in the pivot row
constraint, which is also an implicit constraint that should be divided by 2
restricts all variables to be always zero or any
positive amount only). Improved Row (Pivot) = (20, 2, 4, 0, 1, 0) ÷ 4

STEP 3: Formulate the objective function and constraint = (5, ½, 1, 0, ¼, 0)

function by transcribing the information to mathematical form.
ii. Improve the remaining row – Improvement of
Objective: Maximize P = 1,200x1 + 1,600x2 other rows is computed by subtracting from
each coefficient of the row in the previous
Constraints: 3x1 + 2x2 ≤ 18, Cotton | 2x1 + 4x2 ≤ 20, Silk | table the product of the coefficient of the row

5 | P a g e | MANSCI – Simplex Method

 in the previous table that intersects the pivot v. = (4,800, 1,200, 0, 600, -300, 0) + (4,800, 0,
column and the improved pivot row 1,600, -400, 600, 0) + (0,0,0,0,0,0)
coefficients. vi. = (9,600, 1,200, 1,600, 200, 300, 0)

Compute for the value of Cj – Zj.

Cj – Zj = (1,200, 1,600, 0, 0, 0) – (1,200,
1,600, 200, 300, 0) = (0, 0, -200, -300, 0)

Decision:

Improved Row (Other) = Old Row Coefficient – Intersectional x1 = 4 gowns P = 1,200x1 + 1,600x2
Coefficient x Improved Pivot Row Coefficient = 1,200(4) + 1,600(3)
x2 = 3 suits = 4,800 + 4,800 = 9,600
Improved R1 = (18, 3, 2, 1, 0, 0) – 2 (5, ½, 1, 0, ¼, 0)
P = P9,600.00
= (18, 3, 2, 1, 0, 0) – (10, 1, 2, 0, ½, 0)

= (8, 2, 0, 1, -½, 0)

Improved R3 = (5, 1, 0, 0, 0, 1) – 0 (5, ½, 1, 0, ¼, 0)

= (5, 1, 0, 0, 0, 1) – (0, 0, 0, 0, 0, 0)

= (5, 1, 0, 0, 0, 1)

iii. Compute for Zj and Cj – Zj STEPS IN SOLVING MAXIMIZATION

PROBLEMS
Zj = (0)(8, 2, 0, 1, -½, 0) + (1,600)(5, ½, 1, 0, ¼, 0) + (0)(5, 1, 0,
0, 0, 1)
The following rules are to be observed: In converting inequality
= (0, 0, 0, 0, 0, 0) + (8,000, 800, 1,600, 0, 400, 0) + (0, 0, 0, constraints with greater-than-or-equal-to (≥) sign, a surplus
0, 0, 0) variable should be subtracted, and an artificial variable should
be added. The surplus variable represents the additional
= (8,000, 800, 1,600, 0, 400, 0) resources used in production that exceeds the minimum possible
amount which should be subtracted to the left-hand-side of the
Compute for the value of Cj – Zj. constraint function so we can change the inequality sign to equal
sign (I.e., the resources to be used in optimal solution less the
Cj – Zj = (1,200, 1,600, 0, 0, 0) – (800, 1,600, 0, 400, 0) surplus resources is equal to the minimum amount of resources
to be used).

ILLUSTRATION 2:

A leading soap manufacturing company produces two variants

of soap. It uses three kinds of chemicals in its production. The
total unit cost is P80 and P50 for Soap#1 and Soap#2,
respectively. The production of the soaps depends on the
availability of the chemicals used producing the soap. The
= (400, 0, 0, -400, 0) mixture in producing the soaps are shown below:

Improvement to Tableau 3

a. Determine the pivot column – By looking in the

initial tableau above, we can say that the pivot
column is column of variable x1. STEP 1: Our objective to minimize the cost by getting the
b. Determine the pivot row number of soap#1 and soap#2 that should be produced.
R1 = 8 ÷ 2 = 4 The pivot row is R1 STEP 2: Let x1 = the number of soap#1 to be produced and sold
R2 = 5 ÷ ½ = 10 X2 = the number of soap#2 to be produced and sold.
R3 = 5 ÷ 1 = 5 Constraints:
c. Create the improved simplex method tableau a. The minimum number of chemical 1 to be used is 6
i. Improved Row (Pivot) = (8, 2, 0, 1, -½, 0) ÷ = g.
(4, 1, 0, ½, -¼, 0) b. The minimum number of chemical 2 to be used is 4
ii. Improved R2 = (5, ½, 1, 0, ¼, 0) – ½ (4, 1, 0, g.
½, -¼, 0) c. The minimum number of chemical 3 to be used is
= (5, ½, 1, 0, ¼, 0) – (2, ½, 0, ¼, - 1 8 ⁄ , 0) = 12 g.
(3, 0, 1, -¼, 3 8 ⁄ , 0) d. The number of soap#1 and soap#2 to be produced
Improved R3 = (5, 1, 0, 0, 0, 1) – 1 (4, 1, 0, ½, and sold must not be less than 0 (non-negativity
-¼, 0) constraint, which is also an implicit constraint that
= (5, 1, 0, 0, 0, 1) – (4, 1, 0, ½, -¼, 0) = (1, 0, restricts all variables to be zero or any positive
0, -½, ¼, 1) amount only at all times).
iii. Compute for Zj and Cj – Zj
iv. Zj = (1,200) (4, 1, 0, ½, -¼, 0) + (1,600)(3, 0, STEP 3:
1, -¼, 3 8 ⁄ , 0)+ (0)(1, 0, 0, -½, ¼, 1)
Obj: Minimize C = 80x1 + 50x2

6 | P a g e | MANSCI – Simplex Method

Cons: = (2, 1/3, 1, 0, 0, -1/6, 0, 0)
ii. Improved R1 = (6, 3, 1, -1, 0, 0, 1, 0) – (1) (2,
3x1 + x2 ≥ 6 Chemical 1 1/3, 1, 0, 0, -1/6, 0, 0)
= (6, 3, 1, -1, 0, 0, 1, 0) – (2, 1/3, 1, 0, 0, -1/6,
x1 + x2 ≥ 4 Chemical 2 0, 0)
= (4, 8/3, 0, -1, 0, 1/6, 1, 0)
2x1 + 6x2 ≥ 12 Chemical 3
Improved R2 = (4, 1, 1, 0, -1, 0, 0, 1) – (1) (2,
x1, x2 ≥ 0 non-negativity 1/3, 1, 0, 0, -1/6, 0, 0)
= (4, 1, 1, 0, -1, 0, 0, 1) – (2, 1/3, 1, 0, 0, -1/6,
STEP 4: 0, 0)
= (2, 2/3, 0, 0, -1, 1/6, 0, 1)
Obj: C = 80x1 + 50x2 iii.
= 80x1 + 50x2 + 0s1 + 0s2 + 0s3 + Ma1 + Ma2 + Ma3

Cons:

3x1 + x2 ≥ 6 | x1 + x2 ≥ 4 | 2x1 + 6x2 ≥ 12

3x1 + x2 – s1 + a1 = 6 | x1 + x2 – s2 + a2 = 4 | 2x1 + 6x2 – s3 + a3

= 12

STEP 5:

STEP 6:

Zj = (M)(6, 3, 1, -1, 0, 0, 1, 0, 0) + (M)(4, 1, 1, 0, -1, 0, 0, 1, 0) Improvement to Tableau 4

+ (M)(12, 2, 6, 0, 0, -1, 0, 0, 1)
a. Determine the pivot column Let M be equal to
Zj = (6M, 3M, M, -M, 0, 0, M, 0, 0) + (4M, M, M, 0, -M, 0, 0, 1,000
M, 0) + (12M, 2M, 6M, 0, 0, -M, 0, 0, M)

Zj = (22M, 6M, 8M, -M, -M, -M, M, M, M)

b. Determine the pivot row
R1 = 3/2 ÷ -3/8 = -4
Compute for the value of Cj – Zj. R2 = 1 ÷ 1/4 = 4 The pivot row is R2
R3 = 3/2 ÷ 1/8 = 12
Cj – Zj = (80, 50, 0, 0, 0, M, M, M) – (6M, 8M, -M, -M, -M, M,
M, M)

= (80-6M, 50-8M, M, M, M, 0, 0, 0)

STEP 7:

a. Determine the pivot column – The pivot column is NOTE: Since the leaving value is an artificial variable, the
the column with the most negative value of Cj – Zj. column of that artificial variable will be removed in the next
improvement. Thus, A2 is not included in the improved Tableau
Let M be equal to 1,000 4.

X1 X2 c. Create the improved simplex method tableau

Cj – Zj = 80 – 6M Cj – Zj = 50 – 8M i. Improved Row (Pivot) = (1, 0, 0, ¼, -1, 1/8) ÷
= 80 – 6(1,000) = 50 – 8(1,000) 1/4 = (4, 0, 0, 1, -4, ½ )
= 80 – 6,000 = 50 – 8,000 ii. Improved R1 = (3/2, 1, 0, -3/8, 0, 1/16) – (-
= - 5,920 = -7,950 3/8) (4, 0, 0, 1, -4, ½ )
b. Determine the pivot row = (3/2, 1, 0, -3/8, 0, 1/16) – (-3/2, 0, 0, -3/8,
3/2, -3/16)
R1 = 6 ÷ 1 = 6
= (3, 1, 0, 0, -3/2, ¼)
R2 = 4 ÷ 1 = 4
Improved R3 = (3/2, 0, 1, 1/8, 0, -3/16) – (1/8)
R3 = 12 ÷ 6 = 2 The pivot row is R3 (4, 0, 0, 1, -4, ½ )
= (3/2, 0, 1, 1/8, 0, -3/16) – (1/2, 0, 0 1/8, -1/2,
NOTE: If the leaving value is an artificial variable, the column 1/16)
of that artificial variable will be removed in the next = (1, 0, 1, 0, ½, -¼)
improvement. Thus, A3 is not included in the improved Tableau iii. Zj = (80) (3, 1, 0, 0, -3/2, ¼) + (0) (4, 0, 0, 1,
2. -4, ½ ) + (50) (1, 0, 1, 0, ½, -¼)
= (240, 80, 0, 0, -120, 20) + (0, 0, 0, 0, 0, 0)
c. Create the improved simplex method tableau
i. Improved Row (Pivot) = (12, 2, 6, 0, 0, -1, 0, + (50, 0, 50, 0, 25, -25/2)
0) ÷ 6 = (290, 80, 50, 0, -95, 15/2)

7 | P a g e | MANSCI – Simplex Method

 Compute for the value of Cj – Zj.
Cj – Zj = (80, 50, 0, 0, 0) – (80, 50, 0, -95,
15/2)
= (0, 0, 0, 95, -15/2)

Improvement to Tableau 5

a. The pivot column is column of variable s3.

b. Determine the pivot row
R1 = 3 ÷ 1/4 = 12

R2 = 4 ÷ 1/2 = 8 The pivot row is R2

R3 = 1 ÷ -1/4 = -4
c. Create the improved simplex method tableau
i. Improved Row (Pivot) = (4, 0, 0, 1, -4, ½ ) ÷
1/2 = (8, 0, 0, 2, -8, 1)
ii. Improved R1 = (3, 1, 0, 0, -3/2, ¼) – (1/4)(8,
0, 0, 2, -8, 1)
= (3, 1, 0, 0, -3/2, ¼) – (2, 0, 0, ½, -2, ¼)
= (1, 1, 0, -½, ½, 0)

Improved R3 = (1, 0, 1, 0, ½, -¼) – (-1/4)(8, 0,

0, 2, -8, 1)
= (1, 0, 1, 0, ½, -¼) – (-2, 0, 0, -½, 2, -¼)
= (3, 0, 1, ½, -3/2, 0)
iii. Compute for Zj and Cj – Zj
Zj = (80) (1, 1, 0, -½, ½, 0) + (0) (8, 0, 0, 2, -
8, 1) + (50) (3, 0, 1, ½, -3/2, 0)
= (80, 80, 0, -40, 40, 0) + (0, 0, 0, 0, 0, 0) +
(150, 0, 50, 25, -75, 0)
= (230, 80, 50, -15, -35, 0)

Compute for the value of Cj – Zj.

Cj – Zj = (80, 50, 0, 0, 0) – (80, 50, -15, -35,
0)
= (0, 0, 15, 35, 0)

Decision:

x1 = 1 soap#1 C = 80x1 + 50x2

x2 = 3 soap#2 = 80(1) + 50(3)
C = P230 = 80 + 130
= 230

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