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Optimization 3rd Lecture 3rd Stage 2024-2025_241013_002111

The document provides an overview of the Simplex Method, a systematic approach to solving linear programming problems with more than two variables. It outlines the necessary steps to convert linear programming problems into standard form, including the use of slack, surplus, and artificial variables. Additionally, it details the iterative process of the Simplex Method through tableau representation to find optimal solutions for maximization problems.

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4 views

Optimization 3rd Lecture 3rd Stage 2024-2025_241013_002111

The document provides an overview of the Simplex Method, a systematic approach to solving linear programming problems with more than two variables. It outlines the necessary steps to convert linear programming problems into standard form, including the use of slack, surplus, and artificial variables. Additionally, it details the iterative process of the Simplex Method through tableau representation to find optimal solutions for maximization problems.

Uploaded by

cfpr6q9vnp
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Optimization

Lecture 3 3rd Stage

Simplex Method

Prof. Dr. Ramzy .S. Hamied


Oil and Gas Engineering Department
2024- 2025
Simplex Method
- With only two decision variables it is possible to use graphical methods -
to solve LP problems, But most real life LP problems are too complex for
simple graphical procedures.
- We need a more powerful procedure called the simplex method.

- The simplex method examines the corner points in a systematic fashion


using basic algebraic concepts, It does this in an iterative manner until an
optimal solution is found and each iteration moves us closer to the optimal
solution.
The Simplex method is an approach to solving linear programming models
by hand using slack variables, tableaus, and pivot variables as a means to
finding the optimal solution of an optimization problem. A linear program
is a method of achieving the best outcome given a maximum or minimum
equation with linear constraints. Most linear programs can be solved using
an online solver such as MatLab, but the Simplex method is a technique for
solving linear programs by hand. To solve a linear programming model
using the Simplex method the following steps are necessary: ‎

‎
- Standard form
- Introducing slack variables
- Creating the tableau
- Pivot variables
- Creating a new tableau
- Checking for optimality
- Identify optimal values
Basic Terms
Slack Variables: A variable added to convert an inequality of equal to or
less than type to equality.
Surplus Variable: A variable subtracted to convert an equality of equal to or
greater than type to equality.
Artificial Variable: A fictitious variable included in the case of inequality of
type and equality to satisfy the non negativity condition of a basic feasible
solution.
Standard Form of LPP
We have to convert the LPP into the standard form of LPP before the
use of simplex method. The standard form of the LPP should have the
following characteristics;
i. All the constraints should be expressed as equations by adding slack
or surplus and / or artificial variables.
ii. The right hand side of each constraint should be made non negative
if it is not, this should be done by multiplying both sides of the
resulting constraints by -1.
iii. The objective function should be of the maximization type.
The general standard form of the LPP is expressed as follows

Where ( S1 , …, Sm ) are the added variables


Simplex Method
- For summary, it is an iterative method used to find optimum solutions for
linear problem when number of variables are more than number of
constraints equations, and when we have more than two variables.
- The easiest way to use this method is by using its tableau form (make a
table).
- It is easier to solve maximization problems (in case of minimization you
can transform).
The basic steps are as follows: Steps Leading to the Simplex
Method
Remark
Slack variables are defined as the non-negative variables which are added in the
LHS of the constraints to convert the inequality ( ≤ ) into an equation. Such variables
are added to the original objective function with zero coefficients.
Surplus variables are removed from the LHS of the constraints to convert the
inequality ( ≥ ) into an equation. Surplus variables, like slack variable carry a zero
coefficient in the objective function. These variables are also called negative slack
variables.
Artificial variables are also defined as the non-negative variables which are added
in the LHS of the constraints to convert equality into the standard form of simplex.
Basic solution (BS) : For a system of m simultaneous linear equations in n
variables (n > m), a solution obtained by setting ( n-m ) variables equal to zero and
solving for the remaining+ variables is called a basic solution. Such m variables
(of course, some of them may be zero) are called basic variables (active variables)
and remaining (n-m) zero-valued variables are called non basic variables (non-active
variable).
Basic feasible solution (BFS) A basic feasible solution is a basic solution which also
satisfies the non-negativity restrictions, that is all basic variables are nonnegative.
Basic solutions are of two types:
a) Non-degenerate BFS: A non-degenerate basic feasible solution is the basic feasible
solution which has exactly m positive xj ( j = 1, 2,…, m). In other words, all basic m
variables are positive, and the remaining (n -m) variables will be all zero.
b) Degenerate BFS: A basic feasible solution is called degenerate, if one or more
basic variables are zero-valued.

Simplex Method for Standard Maximization Problem


1) Convert the system of inequality to equation (constraints) to equations using slack
variables.
2) Set the objective function equal to zero for standard maximization problems.
3) Create a simplex table or tableau and label the active or basic variables.
4) Select the pivot column. This is the column with the most negative number on the
left side of the bottom row. (If all numbers on the bottom row are nonnegative, we
are done.).
5) Select the pivot row. Divide each entry in the constant column by the
corresponding positive entry in the pivot column. The smallest positive ratio
indicates the pivot row.
.
6) Select the pivot, which is the entry in the pivot column and pivot row. The pivot
must be positive. It can't be zero. Identify the new active variable.
7) Perform row operations to make the pivot equal to 1 and the remaining elements in
the pivot column equal to zero. Making the pilot equal to 1 is optional.

8) Repeat the process by identifying the most negative entry on the left side of the
last row.
9) Once the left side of last row is all nonnegative, the solution can be found. The
value of each row variables or active variables is equal to the right most entry in the
row. All inactive variables equal zero.
Example:
Maximize Z = 2 x + 5 y
Subject to
2x+y≤5
x + 2y ≤ 4
x, y ≥ 0
Convert to a system of equations and set the objective function equal 0
2x+y+s=5
x + 2y + t = 4
-2 x - 5 y + Z = 0
This system can be written as follows
2x+y+s+0t+0Z=5
x + 2y + 0 s + t + 0 Z = 4
-2 x - 5 y + 0 s + 0 t + Z = 0

S, t , Z are the active variables that represent the identity columns in the
table The initial basic feasible solutions are the active variables s = 5 , t
= 4, Z = 0

From the last row the most negative number is -5


R2=R2/2

Change the pivot column into identity column


The row t doesn’t contain 1 or zeros , so it is no longer active variable and we
will change t in the row by y (becomes the active variable ).

Since all the entries of the last row are 0 and positive , this mean we have to
stop Then , the active variables are y = 2 , s = 3 , and Z = 10 . Then the non-
active variables are equal to zero (hence x = 0 ).

Finally, the maximum of Z is 10 at (0, 2).


Example: Find the maximum value of
References:
1.https://portal.abuad.edu.ng/lecturer/documents/1586166095Line
ar_Programming.pdf. 512 CHAPTER 9 LINEAR PROGRAMMING.
SECTION 9.4 THE SIMPLEX METHOD.
2. Dr. Hiba G. Fareed “THE SIMPLEX METHOD”, Department of
Mathematics, University of Mustansiriyah.
3- IMSE Concept Library | Laurel Nichols & Gina Christofaro | Spring
2015‎.

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