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The Simplex Maximization Method of Linear Programming: MS 11 - Management Science

The document describes the steps for solving a linear programming problem using the simplex maximization method. It involves setting up an initial table with the objective function and constraints, identifying the entering and outgoing variables, and iteratively solving the problem by creating new tables to drive the pivot element to zero until an optimal solution is found. An example problem on maximizing profits given production constraints is provided to demonstrate the simplex maximization method.

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inChristVeluz Ageas
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224 views

The Simplex Maximization Method of Linear Programming: MS 11 - Management Science

The document describes the steps for solving a linear programming problem using the simplex maximization method. It involves setting up an initial table with the objective function and constraints, identifying the entering and outgoing variables, and iteratively solving the problem by creating new tables to drive the pivot element to zero until an optimal solution is found. An example problem on maximizing profits given production constraints is provided to demonstrate the simplex maximization method.

Uploaded by

inChristVeluz Ageas
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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THE SIMPLEX MAXIMIZATION

METHOD OF LINEAR
PROGRAMMING

MS 11 – Management Science
A. Simplex Maximization Problems
The method of solving a maximization problem is
different from minimization in the simplex
method.
Steps in Solving a Maximization Problem
1) Set up the constraints from the conditions of the
problem.
2) Convert the inequality explicit constraints to
equations by adding slack variables.
3) Enter the numerical coefficients and variables in
the simplex table.
4) Calculate Cj and Zj values.
5) Determine the optimum column or entering
variable by choosing the most positive value in
the Cj - Zj row.
6) Divide the quantity-column values by the non-zero
and non-negative entries in the optimum column.
The smallest quotient belongs to the pivotal row.
7) Compute the values for the replacing row by
dividing all entries by the pivot. Enter the result in
the next table.
8) Compute the new entries for the remaining rows
by reducing the optimum column entries to zero
(entries in the constraint rows).
9) Calculate Cj and Zj values. Compute also for Cj-Zj
row.
10) If there is a positive entry in the Cj — Zj row,
return to step 5. The final solution has been obtained if
there is no positive value in the Cj - Zj row.
Example 1: Consider the following linear programming
problem:
The Margan Furnitures Problem.
Maximize: Z = 80x + 60y
Subject to: 4x + 2y ≤ 60 explicit constraints
2x + 4y ≤ 48
x ≥ 0, y ≥ 0 - implicit constraints
We may use Z to represent the quantity we want to
maximize.
Before we convert the explicit constraints to
equations, we may have the option of removing
first the greatest common factor in each inequality
whenever possible, to simplify the coefficients. So,
dividing each inequality by 2, (the common factor)
we have the program:
 Maximize: Z = 80x + 60y
 Subject to: 2x + y ≤ 30
x + 2y ≤ 24
x≥0,y≥0
Converting the Constraints to Equations
To convert the inequalities to equations,
since in our problem, the left members are less
than the right members, they can be equal if we
add some quantities to the left. Let this quantities
be called slack variables. The slack variables fill
the gap between the left and the right members of
the inequalities. It can also be said that a slack
variable represents the unused quantities in the
constraints. This can be seen in checking the
objectives after the solutions are found.
Let Sn represent the slack variables.
 The new program with slack variables will
be:
 Maximize: z = 80x + 60y + 0S1 + 0S2
 Subject to: 2x + y + S1 = 30
x + 2y + S2 = 24
x≥0 , y≥0
S1 ≥ 0 , S2 ≥ 0
SETTING UP THE INITIAL TABLE
 Initial Table
 The initial table contains the coefficients of the
objective in the Cj row. Note that the slack variables do
not contribute any profit, hence they have zero
coefficients in the objective, The second row is
composed of the product, quantity (or constant) column
and solution variables
 The initial table should begin with zero contributions
to profit, entered in the Cj column. Since the
corresponding variables (with zero profit contribution)
are S1 and S2, then these variables should be the ones
entered in the product column.
 We must add two more rows in the table, the Zj and
Cj-Zj rows. Zj row obtained by multiplying the profit
contribution in Cj column by each of the coefficients in
the constraints then add their products.
Hence:
0(30 2 1 1 0) = 0 0 0 0 0
0(24 1 2 0 1) = 0 0 0 0 0
Zj = 0 0 0 0 0
To compute for Cj - Zj row, subtract the entries in Zj
row from Cj row entries.
80 60 0 0
- ( 0 0 0 0)
Cj – Zj = 80 60 0 0
The column containing the greatest positive
entry in the Cj - Zj is the optimum Column. In
our table, 80 is the greatest positive, hence we
encircle the column. If we divide 30 and 24 by
2 and 1 respectively, 30 ÷ 2 has a smaller
quotient, hence the first constraint row is the
pivotal row.
Initial Table with the indicated optimum column
and pivotal row
entering Variable

Cj 80 60 0 0
Prod Qty x y S1 S2
0 S1 30 2 1 1 0 Pivotal row
Outgoing
Variable 0 S2 24 1 2 0 1
Zj 0 0 0 0 0
Cj – Zj 80 60 0 0

Optimum column
The variable found at the top of the optimum
column should be the entering or incoming
variable and the variable to the left of the pivotal
row is the outgoing variable. The entry encircled
twice is called the pivot.
The Second Table
The pivotal row entries should be divided by 2, the
pivot, in order to change the pivot to l.
(30 2 1 1 0) ÷ 2 =15 1 ½ ½ 0. The result is called
the replacing row and should be the row to be
entered first in the second table.
0 X

0
The second constraint row or S2 row is the
row to be replaced. Since the numeral found
below the pivot is I (in the old row) we must
multiply the replacing row by - I, (additive
inverse of I ) and add the result to the row to
be replaced in order that the entry below the
pivot becomes zero.
=
0 0 0

s
0 0 0
5

to
th
is e
1
- End -

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