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Simplex Method

The document provides an overview of the Simplex Method for solving Linear Programming Problems (LPP), developed by George B. Dantzig. It outlines the standard form of LPP, steps to convert LPP into standard form, basic terminology related to LPP, and an algorithm for solving LPP using the Simplex Method. Examples are included to illustrate the conversion and application of the method.

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020406yash
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16 views

Simplex Method

The document provides an overview of the Simplex Method for solving Linear Programming Problems (LPP), developed by George B. Dantzig. It outlines the standard form of LPP, steps to convert LPP into standard form, basic terminology related to LPP, and an algorithm for solving LPP using the Simplex Method. Examples are included to illustrate the conversion and application of the method.

Uploaded by

020406yash
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Simplex Method

Introduction:
The graphical method can not be applied when the
number of variables are three or more than that.IF LPP
contains three variable it is intersection of planes which goes
in 3D. Which is tedious to imagine the region.
The simplex method is developed by George B. Dantzig.
An American Mathematician. This method is based on
fundamental property that optimal solution exits at one of the
corner points of the feasible region.
This method is applicable only when LPP is expressed in
the standard form.
Standard form of LPP:
The LPP is said to be in standard form if it has the following properties.
1. The objective function is of either maximization or minimization type.
2. All the constraints are equations except non-negativity restrictions.
3.The right hand side constants of each of the constraints must be non negative.
4.All the variables are non negative.
Steps to Convert LPP in Standard form
1. Convert all inequality constraints into equations.(Except no negativity
restrictions)
A constraint of the type “≤” can be converted into equations by adding a slack
variable to the left hand side.
A constraint of the type “≥” can be converted into equations by subtracting
surplus variable from the left hand side.
2. If the right hand side constant of an equation is negative then it is made
nonnegative by multiplying both sides of equations by -1
3. If some variable y does not require non negativity restriction then it is known as un restricted
variable. But in the standard for we want all the variables must be nonnegative that is ≥ 0. Then in
This we substitute y = y’ – y “ where y’,y’’ ≥ 0.
4. The slack and surplus variables denotes unused amount. Therefore we put coefficient of such
variable as zero in objective function.
5. For constraints of the type ≥ or = we introduce another type of variable called artificial
variable. These variables are fictitious and have no physical meaning . The role of artificial
variable is to find initial basic feasible solution.
6. Suppose equation is x1 –x2 +3x3 ≥ 60 then if we take x1 –x2 + 3x3 – s1 = 60 then basic
solution becomes negative which we don’t want therefore we are adding Artificial variable to
greater that or equal to or equal to form of equation.

Example.
Convert the following LPP in standard form
Max Z = 3x1 + x2 – x3
subject to,
x1 –x2 +3x3 ≥ 0
2x1 – x2 +2x3 =2
-x1 +2x2 + 2x3 ≤ -1
x1 , x2, x3 ≥ 0
.
Solution:
Max Z= 3x1 + x2 – x3 + 0s1 + 0 s2 – MR1-MR2
Subject to,
x1 –x2 +3x3 –s1+ R1= 0
2x1 – x2 +2x3 + R2 =2
x1- 2x2 – 2x3 –s2 + R3 = 1
x1,x2,x3,s1,s2,R1,R2,R3 ≥ 0
where s1, s2 are surplus variables and R1,R2,R3 are artificial variables.

Example.
Max Z= 15x1 + x2
subject to,
x1 + 2 x2 ≤ 10
2x1 +3x2 = 12
x1 + x2 ≥ 3
x1 ,x2 ≥ 0
Basic Terminology
1. Solution to LPP: A et of n real numbers (x1,x2,x3,…..,xn) which satisfies all
the constraints of the general LPP is called solution of geeral LPP
2. Feasible region or solution space: The set of all solutions of LPP is called
feasible region or solution space.
3. Basic solution: A solution of the general LPP which is obtained by setting its
(n-m) variables equal to zero is called a basic solution.
4. Basic Feasible solution: A feasible solution which is also basic is called Basic
feasible solution.
5. Basic variables: A variable which occurs in basic solution is called basic
variable.
6. Non-basic variables: A variable which we equate to zero while obtaining a
basic solution is called a non-basic variable.
7. Non-degenerate solution: If each of the m variables of basic feasible solution
is positive then that basic feasible solution is called Non-degenerate solution.
8. Degenerate solution: If one or more of basic variables assumes value zero then it is
degenerate solution. Such a variable has no contribution to the objective function.

9. Initial Basic Feasible Solution(IBFS): the basic feasible solution which is used to
initiate the iterations of simplex method is called IBFS.

10. Optimal solution: A feasible solution which optimizes the objective function is
called an optimal solution.

11. Alternate Solution: When a LPP has more than one solution which give same
optimum value of the problems it is said to have alternate solution.

Algorithm For solving LPP By Simplex method:


1. Covert LPP to standard form.

2. Obtain the IBFS by equating n-m variables to zero.


Cj ----> C1 C2 0 Cn Right hand
CB
consraints ratio
xB x1 x2 0 xn B B/xj

C1 x1 b1

C2 x2 b2
Coefficient matrix of constraints
0 0 (In th standard form 0

0 0 0

Cn xn bn

Zj-Cj Z1-C1 Z2-C2 0 Zn-Cn Z=C


4. First calculate Zj by formula Zj= CB.xj(j=1,2,3….,n) where CB is the coefficient of
basic variables in the objective function.
Then compute Zj – Cj (j= 1,2,…..,n) and put them in the last row of the table.
Examine signs of Zj –Cj:
1. If all Zj – Cj ≥ 0 then we get an optimum solution.
2. If at least one of the (Zj – Cj ) ≤ 0 then go to the next step.
5. See the most negative element in Zj – Cj , row , corresponding variable is entering
variable. and the column is called key column or pivot column
6. Compute the minimum ratio using the formula M.R. = B/xj (xj ≥ 0) where xj is the
column corresponding to key column.
7. the variable corresponding to minimum ratio is the outgoing or leaving varible. And
corresponding row is called key row. The element at the intersection of key row and
key column is called key element or pivot element.
8. By applying elementary row operations convert this pivot element into 1 remaining
element in pivot column into 0.
9. Write basic feasible solution and go to step 4.
10 Repeat the procedure till we get optimal solution.
Note :
1. If there is tie occurs in Zj – Cj or in minimum ratio then that can be broken arbitrary i.e. choose
any one.
2. While finding minimum ratio , if we get either undefined or negative value then ignore the
corresponding ratio.

Example:
Find standard form of following LPP
1. Max Z= 5x1 + 3x2
subject to,
x1 – 2 x2 = 12
- x1 + x2 ≥ -1
3x1 + 8 x2 ≤ 8

x1 , x2 ≥ 0

2. Min Z = x1 – 3 x2 +2 x3
subject to,
3x1 – x2 + 2 x3 ≤ 7
-2x1 + 4x3 ≤ 12
-4x1 +3 x2 + 8 x3 ≤ 10

x1 , x2 ,x3 ≥ 0

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