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9 Chapter 4 Simplex Method

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SIMPLEX METHOD

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2015

ESSENTIALS OF
OPERATIONS RESEARCH
Chapter 4: Linear Programming-Iii (Simplex Method)

Simplex method is an algebraic procedure in


which a series of repetitive operations are
used to reach at the optimal solution.
Therefore, this procedure has a number of
steps to find out a solution of the problem.
There may be any number of variables and
constraint in the problem , however, it is very
tough to solve manually, when there are
more than 4 variables. It requires a computer
for large number of variables.

Prof (Dr.) Dalgobind Mahto


3/10/2015
CHAPTER 4

LINEAR PROGRAMMING-III (SIMPLEX METHOD)

4.1 INTRODUCTION
Simplex method is an algebraic procedure in which a series of repetitive operations are used to
reach at the optimal solution. Therefore, this procedure has a number of steps to find out a
solution of the problem. There may be any number of variables and constraint in the problem ,
however, it is very tough to solve manually, when there are more than 4 variables. It requires a
computer for large number of variables

The simplex method was developed by American mathematician D.B. Dantzig.

4.2 SIGNIFICANT TERMS OF SIMPLEX METHOD

 Iteration: A single cycle of operations in a solution algorithm made up of a number of


such cycles. In other words, the meaning of iteration is to reach at the optimal solution
passing through various stages of operation.

 Simplex Method. A computational procedure for solving a linear programming problem.


The method embodies an algebraic algorithm, termed the simplex algorithm, which
transforms by iterative steps a starting solution into an optimum solution (or determines
that such a solution does not exist).

 Revised Simplex Method (Computing Form). A variant of the simplex method,


especially suitable for problems in which the number of variables is much larger than the
number of equations. The method employs (1) an implicit inverse, “product form of the
inverse,” or (2) an explicit inverse of the current basis to compute an updated row or
column of the tableau as required. The simplex multipliers comprise the profit row of the
inverse; they are used to test for optimality and to select a new entering variable.

 Tableau. The current matrix, with auxiliary row and/or columns, as it appears at an
iterative stage in the standard simplex method.

 Initial Solution. The solution used at the beginning of an iterative solution to a


mathematical problem

 Slack Variable. An auxiliary variable introduced to convert an inequality constraint to an


equation.

 Surplus Variable. A slack variable when an inequality is of the “greater than or equal
to” form

 Artificial Basis. A set of artificial vectors which may be used to initiate


the simplex method (q.v.).
 Artificial Variables. Auxiliary variables introduced into the equality constraints,
at the start of the simplex method of linear programming in order to provide an
identity basis required to initiate the procedure.

4.3 TECHNIQUE OF SOLVING LP PROBLEM USING SIMPLEX METHOD


The various iterative stages of Simplex method for solving OR problems are as follows
 Step 1: Formulate the problem
The problem must be put in the form of a mathematical model. The standard form of the
simplex method contains the following properties
o An objective function, which requires maximization or minimization
o All the constraints could be formed into equations
o All the variables should be non negative
 Step 2 :Set up the initial simplex table with slack variables or surplus variables in the
solution.
o A constraint of type < or > can be converted into an equation by adding a slack
variable or subtracting a surplus variable on the left hand side of the constraint.
o For example, in the constraint X1 + 3X2 < 15 we add a slack S1 > 0. To The left
side to obtain an equation : X1 + 3X2 + S1 = 15, S1 > 0
o Now consider the constraint 2X1 + 3X2 - X3 = > 4, since the left side is not smaller
than the right side we subtract a surplus variable S2 > 0 from the left side to obtain
the equation 2X1 + 3X2 - X3 - S2 = 4 , S2 > 0
 Step 3 : Determine the decision variables which are to be brought in the solution
 Step 4 : Determine which variables to replace
 Step 5 : Calculate new row values for entering variables
 Step 6 : Revise remaining rows
 Step 7 : Repeat step 3 to step 6 until and unless an optimal solution is obtained

The simplex method can be understood in a better way with the help of an example

SOLVED EXAMPLES OF SIMPLEX PROBLEM

Example 1 Solve the following linear programming problem by simplex method.


Maximize Z = 10X1 + 20X2
Subject to the following constraints
3X1 + 2X2 < 1200
2X1 + 6X2 < 1500
X1 < 350
X2 < 200
X1 , X2 > 0

Solution

Step 1. Formulate the problem


Problem is already stated in the mathematical model.
Step 2. Set up the initial simplex table with the slack variables in solution. By
introducing the slack variables, the equation in step I, i.e. the mathematical model can
be rewritten as follows
3X1 + 2X2 +S1 = 1,200
2X1 +6X2+ S2 = 1,500
70
X1 + S3- = 350
X2+ S4 = 200
Where S1 S2 S3 and S4 are the slack variables. Let us re- write the above equation in
symmetrical manner so that all the four slacks S1, S2 , S3 and S4 appear in all equation
3X1 + 2X2 + 1S1 + 0S2 + 0S3 + 0S4 = 1,200
2X1 + 6X2 + 0S1 + 1S2 + 0S3 + 0S4 = 1,500
1X1 + 0X2 + 0S1 + 0S2 + 1S3 + 0S4 = 350
0X1 + 1X2 + 0S1 + 0S2 + 1S3 + 0S4 = 200
Let us also write the objective function Z by introducing the slack in it.
Z =10X1 + 20X2 + 0S1 + 0S2 + 1S3 + 0S4
The first simplex table 4.1 can now be written as follows

Table 4.1: Initial simplex table

The first simplex table is shown in Table 4.1. In order to understand the rule, the table is
thoroughly explained as follows.
 Row 1 contains C or the contribution to total profit with the production of one unit of
each product X1 and X2. This row gives the coefficients of the variables in the objective
function which will remain the same. Under column 1(CJ) is provided profit unit of 4
variables S1 S2 S3 S4 which is zero.
 All the variables S1, S2, S3, S4 are listed under solution Mix. Their profit is zero and
written under column 1 (CJ) as explained above.
 The constraints variables are written to the right of solution mix. These are X1 X2 S1, S2,
S3 and S4 Under these are written coefficient of variable and under each are written the
coefficients X1, X2, S1, S2, S3 and S4 in first constraint equation are 3,2,1,0,0 and 0,
respectively which are written under these variables in the first level. Similarly,, the
remaining 3 rows represents the coefficient of the variables as they appear in the other 3
constraint equation The entries in the quantity column represent the right hand side of
each constraint equation. These values are 1,200, 1,500, 350 and 200 receptivity, for the
given problem.
 The Zj values in the second row form the bottom refer to the amount of gross profit that
is given up by the introducing one unit the solution. The subscript j refer to the specific
variable being considered. The Zj values under the quantity column is the total profit for
their solution. In the initial column all the Zj -values will be zero because no real product
is being manufactured and hence there is on gross profit to be lost if they are replaced. 5.
The bottom row of the table contains net profit per unit obtained by introducing one unit
of a given variable into the solution. This row is designated as the CJ – Zj row. The
procedure for calculating Zj and Cj – Zj values is given below

Calculation of Zj

Table 4.2
Cj x X1 Cj x X2 Cj x S1

0x3=0 0 x 2 =0 0x1=0
+ + +
0 x 2= 0 0 x 6= 0 0 x 0= 0
+ + +
0 x 1= 0 0 x 0= 0 0 x 0= 0
+ + +
0x0=0 0 x 1= 0 0 x 0= 0

Zx1 = 0 Zx2 = 0 Zs1 = 0

In the same way, Zs2, Zs2 and Zs4 can be calculated as 0 each

Calculation of Cj - Zj
Cx1 – Zx1 = 10 – 0 = 10
Cx2 – Zx2 = 20 – 0 = 20
Cs1 – Zs1 = 0 – 0 = 0
Cs2 – Zs2 = 0 – 0 = 0
Cs3 – Zs3 = 0 – 0 = 0
Cs4 – Zs4 = 0 – 0 = 0
The total profit for this solution is Rs zero.

Step 3.
Determine the variable to be brought into the solution. An improved solution is possible if there
is a positive value in Cj – Zj row. The variable with the largest positive value in the Cj – Zj, row is
subjected as the objective is to maximize the profit, The column associated with this variable is
referred to as ‘Key column‘ and is designated by a small arrow beneath this column. In the given
example , 20 is the largest possible value corresponding to X2 which is selected as the key
column.

Step 4.
Determine which variable is to be replaced. To make this determination, divine each amount in
the contribution quantity column by the amount in the comparable row of Key column, X2 and
choose the variable associated with smallest quotient as the one to be replace. In the given
example, these value are calculated as
for the S1 row – 1200/2 = 600
for the S2 row – 1500/6 = 250
for the S3 row – 350/2 = 
for the S4 row – 200/1 = 200
Since the smallest quotient is 200 corresponding to S4 , S4 will be replaced, and its row is
identified by the small arrow to the right of the table as shown. The quotient represents the
maximum value of X which could be brought into the solution.
Step 5.
Calculate the new row values for entering the variable. The introduction of X2 into the solution
requires that the entire S4 row be replaced. The values of X2, the replacing row, are obtained by
dividing each value presently in the S4 row by the value in column X2 in the same row. This
value is termed as the key or the pivotal element since it occurs at the intersection of key row and
key column.
The row values entering variable X2 can be calculated as follows:
0/1 = 0 ; 1/1 = 1 ; 0/1 = 0 ; 0/1 = 0 ; 0/1 = 0; - 1/1 = 1; 200/1 = 200

Step 6.
Update the remaining rows. The new S2 row values are 0, 1, 0, 0, 1 and 200 which are same as
the previous table as the key element happens to be 1. The introduction of a new variable into the
problem will affect the values of remaining variables and a second set of calculations need to be
performed to update the initial table. These calculations are performed as given here:

Updated S1 row = old S1 row – intersectional element of old S1 row x corresponding element of
new X2 row.
= 3 – [2 x 0] = 3
= 2 – [2 x 1] = 0
= 1 – [2 x 0] = 1
= 0 – [2 x 0] = 0
= 0 – [2 x 0] = 0
= 0 – [2 x 1] = -2
= 1200 – [2 x 200] = 800

Similarly, the updated elements of S2 and S3 rows can be calculated as follows:


Elements of updated S2 row
2 – [6 x 0] = 2
6 – [6 x 1] = 0
0 – [6 x 0] = 0
1 – [6 x 0] = 1
0 – [6 x 0] = 0
0 – [6 x 1] = -6
1500 – [6 x 200] = 300
Elements of updated S3 Row
1 – [0 x 0] = 1
0 – [0 x 1] = 0
0 – [0 x 0] = 0
0 – [0 x 0] = 0
1 – [0 x 0] = 1
0 – [0 x 1] = 0
350 – [0 x 200] = 350

Now, again rewriting the second simplex table, we have updated elements as presented in Table
4.3 as follows
Table 4.3
The new variable entering the solution would be X1. It will replace the S2 row which can be
shown as follows:
for the S1 row – 800/2 = 266.7
for the S2 row – 300/6 = 150
for the S3 row – 350/2 = 350
for the S4 row – 200/1 = 

As he quotient 150 corresponding of S2 row is the minimum, it will be replaced by X1
in the new solution. The corresponding elements of S2 row can be calculated as
follows:

New element of S2 row to be replace by X1 are


2/2 = 1 ; 0/2 = 0 ; 0/2 = 0 ; 1/2 = 1/2 ; 0/2 = 0; - 6/2 = -3; 300/2 = 150;
The updated elements of S1 and S3 rows can be calculated as follows:
Elements of updated S1 row
3 – [3 x 1] = 0
0 – [3 x 0] = 0
1 – [3 x 0] = 1
1 – [3 x 1/2] = -3/2
0 – [3 x 0] = 0
-2 – [3 x 3] = -7
800 – [3 x 150] = 350
Elements of updated S3 row
1 – [1 x 1] = 0
0 – [1 x 0] = 0
0 – [1 x 0] = 0
0 – [1 x 1/2] = 1/2
Elements of updated X2 row
0 – [0 x 1] = 0
1 – [0 x 0] = 1
0 – [0 x 0] = 0
0 – [0 x 1/2] = 0
0 – [0 x 0] = 0
1 – [0 x -3] = 1
200 – [0 x 150] = 200

Revised simplex table can now be written as shown in Table 4.4 below:
Table 4.4

Now the new entering variable will be S4 and it will replace S1 as shown below:
350/7 = 50
150/-3 = -50
200/3 = 66.7
200/1 = 200

In these figures, 50 represent the minimum quotient which corresponds to row S1. The
negative sign is not considered.
The new elements of S1 row to be replaced by S4 can be calculated as follows
The new elements of S4 row would be
0/7 = 0; 0/7 = 0; 1/7 = 1/7; (-3/2) x (1/7) = - 3/14; 0/7 = 0; 1; 7/7 = 1; 350/7 = 50
The updated elements of the other rows can be calculated as follows:
Elements of updated X1 row
1 – [-3 x 0] = 1
0 – [-3 x 0] = 0
0 – [-3 x 1/7] = 3/7
1 / 2 – [-3 x 3/14] = 1/7
0 – [-3 x 0] = 0
-3 – [-3 x 1] = 0
150 – [-3 x 50] = 300
Elements of updated S3 row
0 – [3 x 0] = 0
0 – [3 x 0] = 0
0 – [3 x 1/7] = 3/7
1 / 2 – [3 x 3/14] = -1/7

Elements of updated X2 row


0 – [1 x 0] = 0
1 – [1 x 0] = 1
0 – [1 x 1/7] = 1/7
0 – [1 x -3/14] = 3/14
0 – [1 x 0] = 0
1 – [1 x 1] = 0
200 – [1 x 50] = 150

Revised simplex table can now be written as shown in Table 4.5 below:
Table 4.5

As there is no positive value in Cj – Zj row it represents the optimal solution, which is given as:
X1 = 300 units : X2 = 150 units
And the maximum profit Z = Rs 6,000

Example(181): use the two –phase simplex method to


Maximize Z = 5 x1 - 4 x2 + 3 x3,

Subject to 2 x1 + x2 - 6 x3 = 20,
6 x1 +5 x2 + 10 x3 ≤ 76,
8 x1 - 3 x2 + 6 x3 ≤ 50,
x1 , x2 , x3 ≥ 0.
Solution: PHASE 1: It consist of the following steps:
Step 1. Set up the problem in the Standard Form
The given constraints , after the introduction of slack and artificial variable take the form

2 x1 + x2 - 6 x3 + A = 20 ,
6 x1 +5 x2 + 10 x3 + s2 = 76 ,
8 x1 - 3 x2 + 6 x3 + s3 = 50,
x1 , x2 , x3 ,s2 , s3 , A1 ≥ 0
The new (artificial) objective function is
Minimize w = A1
The new objective function is called the infeasibility form or auxiliary (dummy) objective
function. Thus the problem for phase 1 in the standard form can be written as

Minimize w = 0 x1 +0 x2 + 0 x3 + 0 s2 + 0 s3+ A1,


Subject to 2 x1 + x2 - 6 x3 +0 s2 + 0 s3+ A1 = 20,
6 x1 +5 x2 + 10 x3 + s2 + 0 s3+ 0A1 = 76,
8 x1 - 3 x2 + 6 x3 +0 s2 + s3+ 0 A1 = 50,
x1 , x2 , x3 ,s2 , s3 , A1 ≥ 0.

Step 2. Find an initial basic feasible solution


Setting variable x1 = x2 = x3 = 0 , the basic feasible solution to the auxiliary problem is
x1 = x2 = x3 = 0 ,
A1 = 20 ,
s2 = 76 ,
s3 = 50 ,
Table given below represent the solution.

Cj 0 0 0 0 0 1
Cb Basic x1 x2 x3 s2 s3 A1 b θ
1 A1 2 1 -6 0 0 1 20 10
0 s2 6 5 10 1 0 0 76 38/3
0 s3 (8) -3 6 0 1 0 50 25/4 ←
Zj 2 1 -6 0 0 1 20
Cj- Zj -2 -1 6 0 0 0
↑ Initial b.f.s for phase 1 problem

Table 1.1
Step 3 . Perform optimality Test
Since Cj – Zj is negative under some variable, table 1.1 is not optimal.
Step 4 . Iterate Toward an Optimal Solution

In the table 1.1 , x1 is the incoming variable , s3 is the outgoing variable and (8) is the key
element. This element is made unity in table 1.2. Performing iteration to get an optimal solution
result in the following table:

Cj 0 0 0 0 0 1
CB Basic x1 x2 x3 s2 s3 A1 b θ
1 A1 0 (7/4) -15/2 0 -1/4 1 15/2 30/7←
0 s2 0 29/4 11/2 1 -3/4 0 77/2 154/29
0 x1 1 -3/8 3/4 0 1/8 0 25/4 -50/3
Zj 0 7/4 -15/2 0 -1/4 1 15/2
Cj- Zj 0 -7/4 15/2 0 1/4 0
↑ Second b.f.s for phase 1 problem

Table 1.2

Cj 0 0 0 0 0 1
CB Basic x1 x2 x3 s2 s3 A1 b
0 x2 0 1 -30/7 0 -1/7 4/7 30/7
0 s2 0 0 256/7 1 2/7 -29/7 52/7
0 x1 1 0 -6/7 0 1/14 3/14 55/7
Zj 0 0 0 0 0 0 0
Cj- Zj 0 0 0 0 0 1
Optimal b.f.s for phase 1 problem

Table 1.3

Since cj – Zj is non-negative under all columns, table 1.3 is optimal. Also since Wmin = 0 and
no artificial variable appear in the basic , this tableau gives a b.f.s to the original problem.

PHASE II: PHASE II of the simplex method finds optimal solution to the original problem .
Objective function for the initial table of phase II is the objective function of the original (given
problem) . The remaining part of initial table for phase II is the last table for phase I, with the
only difference thet Zj and cj-Zj row in the last table for phase I are changer to account for
changes in the cost coefficients. Table 1.3 represent the initial table for phase II computatations.
Note that in table 1.3 contains no artificial variable, it is considered in table 1.4.

Cj 5 -4 3 0 0
CB Basic x1 x2 x3 s2 s3 b
-4 x2 0 1 -30/7 0 -1/7 30/7
0 s2 0 0 256/7 1 2/7 52/7
5 x1 1 0 -6/7 0 1/14 55/7
Zj 5 -4 90/7 0 13/14 155/7
Cj- Zj 0 0 -69/7 0 -13/14
Optimal b.f.s for phase 1 problem
Table 1.4
Since cj- Zj is either negative or zero under all variable columns. Table 1.4 gives optimal basic
feasible solution for the original problem . The optimal solution is
x1 = 55/7 , x2 = 30/7 , x3 = 0 : Zmax = 155/7.

Example (198): Solve the following L.P problem by simplex method:


Maximize Z = 4 x1 + 10 x2 ,

Subject to 2 x1 + x2 ≤ 10,
2 x1 +5 x2 ≤ 20,
2 x1 + 3 x2 ≤ 18,
x1 , x2 ≥ 0.
(i). Indicate that this problem has an alternate optimal basic feasible solution.
(ii). Find the optimal solution.
(iii). Hence show that this problem has multiple optimal solutions.

Solution:
Step 1. Set up the problem in the Standard Form
Introducing slack variables s1 , s2 , s3 the problem can be expressed in the standard form as
Minimize Z = 4 x1 + 10 x2 + 0 s1 + 0 s2+ 0s3,
Subject to 2 x1 + x2 + s1 + 0 s2+ 0 s3 = 10,
2 x1 +5 x2 + 0 s1 + s2 + 0 s3 = 20,
2 x1 + 3 x2 + 0 s1 +0 s2 + s3 = 18 ,
x1 , x2 , s1 ,s2 , s3 ≥ 0.

Step 2. Find an initial basic feasible solution


The i.b.f.s is
Table 1.5 represent this solution
Table given below represent the solution.

Cj 4 10 0 0 0
CB Basic x1 x2 s1 s2 s3 b θ
0 s1 2 1 1 0 0 10 10
0 s2 2 (5) 0 1 0 20 4←
0 s3 2 3 0 0 1 18 6
Zj 0 0 0 0 0 0
Cj- Zj 4 10 0 0 0
↑ Initial basic feasible solution

Table 1.5

Step 3 . Perform optimality Test


Since Cj – Zj is positive under some variable, table 1.5 is not optimal.
Step 4 . Iterate Toward an Optimal Solution

In the table 1.5 , x2 is the incoming variable , s2 is the outgoing variable and (5) is the key
element. In table 1.6 , s2 is replaced by x2

Cj 4 10 0 0 0
CB Basic x1 x2 s1 s2 s3 b θ
0 s1 (8/5) 0 1 -1/5 0 6 15/4←
10 x2 2/5 1 0 1/5 0 4 10
0 s3 4/5 0 0 -3/5 1 6 15/2
Zj 4 10 0 2 0 40
Cj- Zj 0 0 0 -2 0
↑ Optimal basic feasible solution

Table 1.6

Step 5. Perform Optimally Test

Since cj- Zj is either negative or zero under all variable columns , table 1.6 is optimal. The
optimal solution is
x1=0(non-basic),
x2=4 (basic),
s1=6 (basic),
s2=0 (non-basic),
s3=6 (basic),
Zmax = 40,
(i). In table 1.6 , element of net evaluation row (cj –Zj row) under x1 column ( Corresponding to
the non-basic variable x1) is zero. It indicates that by introducing x1 into solution , there will be
no improvement in the value of objective function Z. In other word , it indicates the existence of
an alternate optimal basic feasible solution.
(ii). Choosing x1 as the incoming variable and slack s1 as the outgoing variable in table 1.6 and
carrying out the iteration yield table 1.7.

Cj 4 10 0 0 0
CB Basic x1 x2 s1 s2 s3 b
4 x1 1 0 5/8 -1/8 0 15/4
10 x2 0 1 -1/4 1/4 0 5/2
0 s3 0 0 -1/2 -1/2 1 3
Zj 4 10 0 2 0 40
Cj- Zj 0 0 0 -2 0
Alternate Optimal basic feasible solution

Table 1.7
Table 1.7 gives the following alternate optimal basic feasible solution :
x1= 15/4 (Basic),
x2 = 5/2 (Basic),
s1= 0 (non- basic),
s2= 0 (non- basic),
s3= 3 (non- basic),
Zmax = 40

Note that the maximum value of the objective function remains the same . The above two are the
basic feasible optimal solutions. Now if two basic feasible optimal solution are known an infinite
number of non-basic feasible optimal solution can be derived by taking any weighted average of
these two solution.
For example, if

Then X* =  X1 + (1- ) X2 , where 0 ≤  ≤ 1.


It can be seen that gives the same maximum value 40 of Z for all value 0 ≤  ≤ 1. The problem
therefore has multiple solutions.

Example (202):
Maximize Z = 107 x1 + x2 + 2 x3,

Subject to 14 x1 + x2 - 6 x3 +3 x2 = 7,
16 x1 +1/2 x2 -6 x3 ≤ 5,
3 x1 - x2 - x3 ≤ 0 ,
x1 , x2 , x3 , x4 ≥ 0.
Solution : Step 1 . Set up the problem in the standard form
The first constraint is of equality form . It can be divided throughout by 3 to give unit
coefficient to x4
i.e 14/3 x1 + 1/3 x2 - 2 x3 + x4 = 7/3
Variable x4 , now , occur in constraint 1 with unit coefficient and it occurs in no other constraint
and hence can be treated as a slack variable. Introducing slack variables , say x5 and x6 in second
and third constraints , the problem can be expressed in standard form as
Maximize Z = 107 x1 + x2 + 2 x3 +0 x4+ 0 x5 + 0 x6
Subject to 14/3 x1 + 1/3 x2 - 2 x3 + x4+ 0 x5 + 0 x6 = 7/3 ,
16 x1 + 1/2 x2 - 6 x3 + 0 x4+ x5 + 0 x6 = 5,
3 x1 - x2 - x3 + 0 x4+ 0 x5 + x6 = 0,
x1 , x2 , x3 , x4 , x5 , x6 ≥ 0,

Step 2.Find an initial basic feasible solution


Setting decision variable x1 , x2 , x3 each equal to zero, the basic (degenerate) feasible
solution is
x1 = x2 = x3 = 0 (non-basic)
x4 = 7/3 (basic),
x6 = 0 (basic)
z = 0,
This solution is represented in table 1.8.
Cj 107 1 2 0 0 0
CB Basic x1 x2 x3 x4 x5 x6 b θ
0 x4 14/3 1/3 -2 1 0 0 7/3 1/2
0 x5 16 1/2 -6 0 1 0 5 5/16
0 x6 (3) -1 -1 0 0 1 0 0←
Zj 0 0 0 0 0 0 0
Cj-Zj 107 1 2 0 0 0

Table 1.8 Initial basic feasible solution

Step 3: Perform Optimality Test


Since cj-Zj is positive under some variable columns , table 1.8 is not optimal.

Step 4: Iterate Towards an Optimal Solution


In table 1.8 , x1 is incoming variable , x6 is outgoing variable and (3) is the key element. In
table 1.9 , x6 is replaced by x1.

Cj 107 1 2 0 0 0
CB Basic x1 x2 x3 x4 x5 x6 b θ
0 x4 0 17/9 -4/9 1 0 -14/9 7/3 -21/4
0 x5 0 35/6 -2/3 0 1 -16/3 5 -15/2
107 X1 1 -1/3 -1/3 0 0 1/3 0 -0
Zj 107 -107/3 -107/3 0 0 107/3 0
Cj-Zj 0 110/3 113/3 0 0 -107/3

Table 1.9 Second basic feasible solution

Step 5. Perform Optimality Test


Since cj-Zj is positive under some variable columns , table 1.9 is not optimal.
Step 6. Iterate Towards an Optimal Solution
In table 1.9, x3 is the incoming variable. However, since all replacement ratio(in θ- column) are
negative , the problem has an unbounded solution.

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