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Bahir Dar Institute of LINEAR PROGRAMMING

Technology
History of LP
▪ US Air Force investigate applying mathematical techniques
MSc in Construction
to military budgeting and planning
Technology and Management
▪ George Dantzig proposed LP model
▪ Air Force initiated project SCOOP (Scientific Computing of
Optimum Programs) and SCOOP began in June 1947,
System Analysis and Management Techniques
Dantzig and associates developed:
✓ An initial mathematical model of the general linear programming
Linear Programming problem
✓ A general method of solution called the simplex method.
By: Solomon Melaku (PhD.)

January, 2022.

LINEAR PROGRAMMING LP ASSUMPTION

Why LP? ▪ A definite objective that can be mathematically represented in an

▪ Most popular optimization technique equation format exist.

▪ LP software packages are readily available ▪ Constraints are always limiting the use of the available resources.

▪ A lot of work on specialized algorithms for solving specific LP ▪ There different alternative or solutions for the problem at hand,

problems (EXCEL-SOLVER, XPRESS-MP, GAMS, LINDO, and for each solution there is a specific value for the objective

LINGO, AMPL, MINOS,TORA, etc. ) function.

▪ Many problems can be converted to a LP formulation ▪ The preferred solution is the one that optimizes the objective and
satisfies the constraints.

▪ All relationships between variables are linear.

▪ Linear programming assumes confident in all gathered data.

▪

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LINEAR PROGRAMMING LINEAR PROGRAMMING

▪ Mathematical Model Guideline for Model Formulation

▪ Decision variables 1. Understand the problem thoroughly.

▪ Linear objective function 2. Write a verbal statement of the objective function and each
✓ Maximization constraint.
✓ Minimization 3. Define the decision variables.
▪ linear constraints 4. Describe the objective function in terms of the decision
✓ Inequalities LE or GE variables.
✓ Equation = 5. List the constraints in terms of the decision variables.
▪ Non-negativity constraints

FORMULATION OF LP PROBLEM STANDARD FORM OF THE MODEL

▪ The key terms of linear programming model are resources, m, and ▪ Maximize Z = c1x1 + c2x2 + c3x3 + ……. + cnxn
activities, n, where:

✓ m denotes the number of different kinds of resources and ▪ Constraints:

s.t. a11x1 + a12x2 +……+ a1nxn ≤ b1
✓ n denotes the number of activities being considered.
a21x1 + a22x2 +……+ a2nxn ≤ b2
▪ Assume: Z= value of overall measure of performance
am1x1 + am2x2 +……+ amnxn ≤ bm
✓ Xj = level of activity j (j=1, 2, ….. , n)

✓ Cj = increase in Z that result from each unit increase in activity j ▪ Note: b1, b2, … bm Note are non negative RHS values
✓ bi = amount of resource i that is available to activity j (i = 1, 2, 3, ….., m) ▪ Non – negative variables
✓ aij = amount of resource i consumed by each unit of activity j. e.g. x1, x2 ≥ 0

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GENERAL MATHEMATICAL MODEL OF LP FORMULATION OF LP PROBLEM

▪ The general form of allocating resources to activities ▪ Formulation of LP Problems: clearly define the decision
variables objective and constraints, objective, and constraints.

▪ An Example of LP model:
Maximize Z = 2x1 + 3x2 – 3x3
Subjected to:
3x1 - x2 + 2x3 ≤ 7
x1 - 2x3 ≤ 4
2x1 + 2x2 + x3 ≤ 8
▪ Typical resources are money, equipment, personnel, etc. 3x1 ≤ 5
▪ Sample activities include specific products, investing in particular projects, x1, x2, x3 ≥ 0
shipping goods, etc.

OTHER FORMS

1. Minimization problems

✓ Min z = 0.4x1 + 0.5x2

2. Problems with constraints on alternative forms,

▪ The direction of an inequality is reversed by multiplying both GRAPHICAL METHOD

sides by (-1)

3. Problems involving negative RHS variables

▪ Multiplying both sides by (-1), makes the right-hand side positive

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GRAPHICAL METHOD Maximization Example

▪ Product mix problem - Beaver Creek Pottery Company

▪ For a model with only two variables, it is possible to solve the
▪ How many bowls and mugs should be produced to maximize profits
problem by drawing the feasible region and determining how the given labor and materials constraints?
objective function is optimized on that region ▪ Resource Availability: 40 hrs of labor per day, and 120 lbs of clay
▪ Product resource requirements and unit profit:
▪ Gives you intuition and understanding of linear programming
models and their solution. Resource Requirements

Feasible Vs Infeasible Solutions Labor Clay Profit

Product
(Hr./Unit) (Lb./Unit) ($/Unit)
▪ A feasible solution is a solution for which all the constraints are
Bowl 1 4 40
satisfied.
Mug 2 3 50
▪ An infeasible solution is a solution for which at least one
constraint is violated.

Resource Requirements

Labor Clay Profit

Product
(Hr./Unit) (Lb./Unit) ($/Unit)

Bowl 1 4 40 X2 is mugs

Mug 2 3 50
Maximize Z = $40x1 + $50x2
Resource 40 hrs of labor per day subject to: 1x1 + 2x2  40
Availability: 120 lbs of clay
4x1 + 3x2  120
Decision x1 = number of bowls to produce per day x1, x2  0
Variables: x2 = number of mugs to produce per day
Objective Maximize Z = $40x1 + $50x2
Function:
X1 is bowls
Resource 1x1 + 2x2  40 hours of labor
Constraints: 4x1 + 3x2  120 pounds of clay
Non-Negativity x1  0; x2  0
Constraints:

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Labor Constraint Labor Constraint Area

Maximize Z = $40x1 + $50x2 Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40 subject to: 1x1 + 2x2  40
4x1 + 3x2  120 4x1 + 3x2  120
x1, x2  0 x1, x2  0

Clay Constraint Area Both Constraints

Maximize Z = $40x1 + $50x2 Maximize Z = $40x1 + $50x2

subject to: 1x1 + 2x2  40 subject to: 1x1 + 2x2  40
4x1 + 3x2  120 4x1 + 3x2  120
x1, x2  0 x1, x2  0

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Feasible Solution Area Extreme (Corner) Point Solutions

Maximize Z = $40x1 + $50x2

Maximize Z = $40x1 + $50x2 subject to: 1x1 + 2x2  40
subject to: 1x1 + 2x2  40 4x1 + 3x2  120
4x1 + 3x2  120 x1, x2  0
x1, x2  0

Check the feasible solutions for changed objective of

Z = 70x1 + 20x2

EXAMPLE

▪ The WYNDOR GLASS CO. produces high-quality glass products,

including windows and glass doors.
▪ It has three plants. Aluminum frames and hardware are made in
Plant 1, wood frames are made in Plant 2, and Plant 3 produces the
glass and assembles the products.

▪ Because of declining earnings, top management has decided to

revamp the company’s product line. Unprofitable products are being
discontinued, releasing production capacity to launch two new
products having large sales potential:

▪ Product 1: An 8-foot glass door with aluminum framing

▪ Product 2: A 4 6 foot double-hung wood-framed window

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EXAMPLE EXAMPLE

▪ Product 1 requires some of the production capacity in Plants 1 and ▪ The OR team began by having discussions with upper management
3, but none in Plant2. Product 2 needs only Plants 2 and 3. The to identify management’s objectives for the study. These discussions
marketing division has concluded that the company could sell as led to developing the following definition of the problem:
much of either product as could be produced by these plants.
▪ However, because both products would be competing for the same ✓ Determine what the production rates should be for the two products in
production capacity in Plant 3, it is not clear which mix of the two order to maximize their total profit, subject to the restrictions imposed by
products would be most profitable. Therefore, an OR team has been the limited production capacities available in the three plants. (Each
formed to study this question. product will be produced in batches of 20, so the production rate is defined
as the number of batches produced per week.) Any combination of
production rates that satisfies these restrictions is permitted, including
producing none of one product and as much as possible of the other.

EXAMPLE EXAMPLE

▪ The OR team also identified the data that needed to be gathered: ▪ Obtaining reasonable estimates of these quantities required enlisting
1) Number of hours of production time available per week in each plant for the help of key personnel in various units of the company. Staff in
these new products. (Most of the time in these plants already is committed the manufacturing division provided the data in the first category
to current products, so the available capacity for the new products is quite above. Developing estimates for the second category of data
limited.) required some analysis by the manufacturing engineers involved in
2) Number of hours of production time used in each plant for each batch designing the production processes for the new products. By
produced of each new product. analyzing cost data from these same engineers and the marketing
3) Profit per batch produced of each new product. (Profit per batch produced division, along with a pricing decision from the marketing division,
was chosen as an appropriate measure after the team concluded that the the accounting department developed estimates for the third
incremental profit from each additional batch produced would be roughly category.
constant regardless of the total number of batches produced. Because no
substantial costs will be incurred to initiate the production and marketing of ▪ Table below summarizes the data gathered.
these new products, the total profit from each one is approximately this ▪ The OR team immediately recognized that this was a linear
profit per batch produced times the number of batches produced.) programming problem of the classic product mix type, and the team
next undertook the formulation of the corresponding mathematical
model

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EXAMPLE EXAMPLE

▪ The gathered data for the problem Formulation as a Linear Programming Problem
To formulate the mathematical (linear programming) model for this
problem, let:
X1: number of batches of product 1 produced per week
X2: number of batches of product 2 produced per week
Z total profit per week (in thousands of dollars) from producing these
two products

Thus, x1 and x2 are the decision variables for the model. Using the
bottom row of Table, we obtain

Max. Z = 3x1 + 5x2

EXAMPLE EXAMPLE

To summarize, in the mathematical language of linear programming, Graphical Solution

the problem is to choose values of x1 and x2 so as to:

Maximize Z = 3x1 + 5x2

subject to the restrictions

x1  4
2x2  12
3x1 + 2x2  18
And
x1  0, x2  0

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EXAMPLE EXAMPLE

Graphical Solution – Optimal Solution The Wyndor Glass Co. problem would have no feasible solutions if the
constraint 3x1 + 5x2  50 were added to the problem.

EXAMPLE EXAMPLE

The Wyndor Glass Co. problem would have Multiple Optimal solutions if the The Wyndor Glass Co. problem would have No Optimal solutions if the only
objective function were changed to Z = 3x1 + 2x2 functional constraint were x1  4, because x2 then could be increased
indefinitely in the feasible region without ever reaching the maximum value of
Z = 3x1 + 5x2

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NOTES EXAMPLE – 1: LP MODEL FORMULATION

▪ As in this case, any problem having multiple optimal solutions will have an
infinite number of them, each with the same optimal value of the objective
function.
▪ Another possibility is that a problem has no optimal solutions. This occurs only
if (1) it has no feasible solutions or (2) the constraints do not prevent improving
the value of the objective function (Z) indefinitely in the favorable direction
(positive or negative). The latter case is referred to as having an unbounded Z.
▪ A corner-point feasible (CPF) solution is a solution that lies at a corner of the
feasible region.
▪ Relationship between optimal solutions and CPF solutions: Consider any
linear programming problem with feasible solutions and a bounded feasible
region. The problem must possess CPF solutions and at least one optimal
solution. Furthermore, the best CPF solution must be an optimal solution.
▪ If a problem has exactly one optimal solution, it must be a CPF solution.
▪ If the problem has multiple optimal solutions, at least two must be CPF
solutions.

GRAPHICAL METHOD SOLUTION

▪ Problem is to maximize revenue from two crops, given

constraints on available land and capital

▪ LP model formulation:

▪ OF max. Z = 2x1 + x2 ( maximize the net benefit)

s.t. 3x1 + x2 <= 300 (limit on total cost)

x1 + x2 <= 200 (limit on land)

x1 >= 0, x2 >= 0 (cannot plant a negative area)

▪ In general, the optimal solution lies at one of the corner
points of the feasible region.

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SOLUTION (SOME NOTES) SOLUTION (SOME NOTES)

▪ Map the feasible region (region OAPD) ▪ Plot the objective function, Z, on the same graph.
▪ A corner-point feasible (CPF) solution is a solution that lies at a
corner of the feasible region. ▪ Determine the direction for moving Z within the feasible range
▪ Any point within or on the boundary of the feasible region is a ▪ Shift the objective function line in the direction of improvement until
feasible solution
▪ Solutions: it last intersected the feasible region
✓ P (0,200) Z = 200 ▪ Consider a line for the OF for an arbitrary value of c
✓ P(50,150) Z = 250
▪ Say c=40
✓ P (100,0 ) Z = 200
✓ P(0,0) Z = 0 ▪ P(50,150) is the farthest point from the origin representing the
▪ An optimal solution is a feasible solution that has the most optimal solution Z=250
favorable value of the objective function. (largest value for
maximization and the smallest value for minimization problems).

LP SOLUTIONS UNIQUE OPTIMAL SOLUTION

▪ Whenever a linear programming model is formulated and

solved, the result will be one of four characteristic solution
types:
▪ 1) unique optimal solution,

▪ 2) alternate optimal solutions,

▪ 3) no-feasible solution, and

▪ 4) unbounded solutions.

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ALTERNATE OPTIMAL SOLUTION NO FEASIBLE SOLUTION

▪ The intersection of the objective function line and the feasible ▪ This may occur when

region at optimality becomes a line segment constraints conflict with one

another. (over constrained)

▪ Assume the following set of

constraints

▪ 5x1 + 5x2 ≤ 50

▪ x1 ≥ 8

▪ x2 ≥ 6

▪ No feasible region formed

UNBOUNDED SOLUTION EXAMPLE 3

▪ A situation where the problem is under constrained. ▪ An aggregate mix of sand and gravel must contain no less than

▪ Assume the following set of constraints 20% no more than 30% of gravel. The in situ soil contains 40%

▪ 5x1 + 5x2 ≥ 50 gravel and 60% sand. Pure sand may be purchased and shipped to
site at 5 units of money/m3. A total mix of at least 1000 m3 is
▪ x1≤ 8
required. There is no charge for using in situ material.
▪ x1≥ 6
▪ The objective is to minimize the cost

▪ Draw the feasible region

▪ Determine the optimum solution by the graphical method

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SOLUTION SOLUTION

▪ Total quantity of material needed = 1000 m3

▪ Min. quantity of gravel in the mix = 0.20 x 1000 = 200 m3 ▪ Optimum solution:
▪ Max. quantity of gravel in the mix = 0.30 x 1000 = 300 m3 ✓ x1 = 750
▪ Let the decision variables be as follows: ✓ x2 = 250
✓ x1 : Quantity of material from in situ ▪ Amount of gravel = 300m3
✓ x2 : Quantity of material from outside from in situ
▪ The objective is to minimize the cost, z, ▪ Amount of sand = 700 m3;
✓ Min z = 5*x2 450 m3 from in situ and
▪ The constraints are: 250 m3 from outside.
✓ x1 + x2 ≥ 1000
✓ 0.4x1 ≥ 200
✓ 0.4x1 ≤ 300
✓ x1, x2 ≥ 0

EXERCISE

1. Min Z = 11x1 + 3x2

Subject to 4x1 + x2 ≥ 12
2x1 + 2x2 ≤ 18
4x1 - 5x2 ≤ 0
x1, x2 ≥ 0
2. Maximize Z = 3x1 + 2x2
2x1 + 3x2 ≤ 9
10x1 + 2x2 ≤ 20
x1, x2 ≥ 0
3. Maximize Z = 40x1 + 100x2
12x1 + 6x2 ≤ 3000
4x1 + 10x2 ≤ 2000
2x1 + 3x2 ≤ 900
x1, x2 ≥ 0
52

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INTRODUCTION TO SIMPLEX METHOD

▪ Inequalities has to be transformed into equality before

feasibility solution calculation
▪ From linear programing, non negative feasible solutions are
expected

SIMPLEX METHOD Maximize ( or minimize) Z = ∑cjxj , j =1,2,3,…,n

Subject to
∑aijxj ( ≤ ≥ = ) bi, i = 1,2,3, …m
Xj ≥ 0
The constants of bi is assumed non negative!!!!

INTRODUCTION TO SIMPLEX METHOD Algebraic Form Preparation for Simplex Method Demonstration

▪ A linear constraint of the form ∑aijxj ( ≤ ≥ = ) bi can be converted

into equality by adding or subtracting new non negative variable in
to the left hand side of the inequality. ▪ max 𝐙 = 2x1 + 3x2 +0S1 +0S2
• 𝐌ax 𝐙 = 2x1 + 3x2 S.T
▪ The new variable is known as the slack variable (Loose) added left S.T 2𝑥1 + 𝑥2 + 𝑺1 = 4
in the process of satisfying the objective function in ≤ (Sj or Xj or 2𝑥1 + 𝑥2 ≤ 4 𝑥1 + 2𝑥2 + 𝑺2 = 5
any letter) 𝑥1 + 2𝑥2 ≤ 5 𝑥1 , 𝑥2 , 𝑆1, 𝑆2 ≥ 0

𝑥1 , 𝑥2 ≥ 0
▪ What will be the surpluses
▪ Conversion from ≥ to = is achieved by subtracting a nonnegative
direction
surplus variable from the left-hand side of the inequality (Excess) If the sign in equations was ≥ sign?

▪ Artificial Variables for = signs (which show no loss or gain)

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EXAMPLE OF LP Demonstration

▪ Maximize 5x1 + 7x2

✓ s.t. x1 ≤ 6 ▪ The development of the simplex method computations is
facilitated by imposing two requirements on the LP model:
2x1 + 3x2 ≤ 19
1. All the constraints are equations with nonnegative right-hand
x1 + x2 ≤ 8 side.
x1, x2 ≥ 0 2. All the variables are non-negative.
▪ Standard form with equality constraints:
✓ Max. 5x1 + 7x2 + 0s1 + 0s2 + 0s3 Multiplying both sides of the
✓ s.t. x1 + s1 = 6 equation by -1, if necessary.
2x1 + 3x2+ s2 = 19 Then sign of equations
basically changed
x1 + x2 + s3 = 8
x1, x2, s1, s2, s3 ≥ 0

PROPERTIES OF THE CPF SPLUTIONS SIMPLEX METHOD

▪ If there is exactly one optimal solution, then it must be a CPF

▪ Extreme point (or Simplex filter) theorem:
solution.
▪ If the maximum or minimum value of a linear function defined over
▪ If there are multiple optimal solutions, then at least two must be
a polygonal convex region exists, then it is to be found at the
adjacent CPF feasible solutions.
boundary of the region.
▪ There are only a finite number of CPF solutions.

▪ If a CPF solution has no adjacent CPF solution that are better as ▪ General Simplex LP model:
measured by the objective function, then there are no better CPF ▪ min (or max) z = Σ ci xi Simplex only deals
solutions anywhere; i.e., it is optimal. ▪ s.t. Ax = b with equalities
x≥0

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STANDARD FORM SOME DEFINITIONS

▪ A total of n+m variables (n decision variables and m slack ▪ Basic feasible solution: Assume there are a total of n + m
variables) and a constraint set of m equations variables (n decision and m slack variables). Then a basic
solution is one that has m number of basic variables and n
▪ These equations can be solved uniquely for any set of m variables number of non-basic variables. All non basic variables are
zeros.
▪ Simplex method: the starting solution start by assuming all
▪ Basic feasible solution: a basic solution which is also
decision variables to be zero => Z=0 feasible is a basic feasible solution.

▪ Iterations are performed on this starting solution for better values

of OF till optimality reached.

The Algebra Of The Simplex Method GENERAL STRUCTURE OF THE SIMPLEX METHOD

▪ Constraint boundaries ▪ In any linear programming problem that possesses at least one
▪ Feasible region optimal solution, if a CPF solution has no adjacent CPF solutions
X2 ▪ Corner-point feasible (CPF)
(0,9)
solutions that are better (as measured by the objective function), then it must
▪ Adjacent CPF solutions be an optimal solution.
(0,6) (2,6) (4,6)
▪ Edges of the feasible region

(4,3) Optimality test in the Simplex

Method:
If a CPF solution has no adjacent
(0,0) (4,0) (6,0) solutions that are better, then it must
X1 be an optimal solution

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THE SIMPLEX METHOD IN TABULAR FORM THE SIMPLEX METHOD IN TABULAR FORM

The tabular form of the simplex method records only the essential The steps of the simplex method are
information, namely,
1. Determine a starting basic feasible solution.
(1) the coefficients of the variables
2. Select an entering variable using the optimality
(2) the constants on the right-hand sides of the equations and
condition. Stop if there is no entering variable; the last
(3) the basic variable appearing in each equation.
solution is optimal. Else, go to step 3.
3. Select a leaving variable using the feasibility condition.
The tabular form of the simplex method uses a simplex tableau to
compactly display the system of equations yielding the current BF 4. Determine the new basic solution by using the
solution. appropriate Gauss-Jordan computations. Go to step 2.

ENTERING AND DEPARTING VARIABLE THE SIMPLEX METHOD IN TABULAR FORM

▪ Entering variable: the variable entering the basis is the one with Mathematical Procedures
the most negative coefficient in the z-row. It will contribute to the
Use the simple Gauss-Jordan row operations
1. Pivot row
increase of OF most.
a. Replace the leaving variable in the Basic column with the entering
▪ The one basic variable to leave is the one which gives the variable.
minimum ratio test by applying those pivot column coef. That are
strictly positive..
New pivot row = Current (Old) pivot row ÷ Pivot element

a. All other rows, including z

New row = (Current row) - (Corresponding pivot column coefficient)

X (New pivot row)

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Maximization Problem

Constructing the initial simplex table cj c1 c2 c3 c4 c5

CB Basic x1 x2… S1 S2… A1… b θ

cj c1 c2 c3 c4 c5 variable
0 S1
CB Basic x1 x2… S1 S2 A1… b θ 0 S2
variable 0 S3
Zj
0 S1
Cj - Zj
0 S2
S3 Zj Row
0
Zj • The Zj-value under b-column represents the current profit.

Cj - Zj • Other values in the Zj row represent the amount by which contribution

(profit) would be reduced if one unit of the corresponding variable x1, x2 etc
was added to the basis column.
• They represent the contribution lost per unit of the variables.

Maximization Problem

cj c1 c2 c3 c4 c5
Cj - Zj row Maximization Problem Minimization Problem
CB Basic x1 x2… S1 S2… A1… b θ
variable the profit will be increased if a
S1 Positive coefficient in the cost will be increased if a
0 unit of a corresponding
S2 the Cj - Zj indicate the unit of a corresponding variable
0 variable is introduced into the
S3 amount by which is introduced into the solution
0 solution
Zj
Cj - Zj the profit will be decreased if
Negative coefficient in the cost will be decreased if a
a unit of a corresponding
the Cj - Zj indicate the unit of a corresponding variable
The Cj - Zj row variable is introduced into the
amount by which is introduced into the solution
solution
• The Cj - Zj row is called a base row or the Net Evaluation Row (NER).
• Coefficients in this row represent the net marginal improvement in the value of the The current solution is
optimal if the values in
objective function Z for each unit of the respective column variable introduced into Negative or zero Positive or zero
the Cj - Zj are
the solution.
• This row determines whether the current solution is optimal or not.

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EXAMPLE Example of Simplex Method Tabular Form

Pivot Column (entering variable)

Cj 5 4 0 0 0 0 RHS ǿ
Max 5x1 + 4x2
β x1 x2 S1 S2 S3 S4
S.t 24/6 =
Pivot Row
6X1 + 4x2 ≤ 24 0 S1 6 4 1 0 0 0 24 4
leaving Variable
1x1 + 2x2 ≤ 6 Initial 0 S2 1 2 0 1 0 0 6 6/1 =6

-1x1 + x2 ≤ 1 Iteration 1/-1

0 S3 -1 1 0 0 1 0 1 (ignore

x2 ≤ 2 Pivot element 0 S4 0 1 0 0 0 1 2 2/0 ignore

X1, x2 ≥ 0 zj 0 0 0 0 0

cj-zj 5 4 0 0 0
Pivot column coefficient

New pivot row = Current pivot row ÷ Pivot element

New other row = (Current row) - (Corresponding pivot column coefficient) X (New pivot row)

PROBLEM
Cj 5 4 0 0 0 0 RHS
β x1 x2 S1 S2 S3 S4
0 S1 6 4 1 0 0 0 24
0 S2 1 2 0 1 0 0 6
Initial Iteration 0 S3 -1 1 0 0 1
X1 entering row0=leaving row/pivot
1 element Max. 6x1 + 5x2
0 S4 0 1 0 0 0 1 2
zj 0 0 0 0 0 x4 - (its coefficint* x1 entering row)
x4 = old
cj-zj 5 4 0 0 0
x5 = old x5 - (its coefficint* x1 entering row)
S.T
β
Cj
x1
5
x2
4
S1
0
S2
0 0 0 RHS ǿ
X1 + x2 ≤ 5
x6S3= old x6 -S4(its coefficint* x1 entering row)
5 x1 1 2/3 1/6 0 0 0 4 6 3x1 + 2x2 ≤ 12
0 S2 0 1 1/3 - 1/6 1 0 0 2 1 1/2
Initial Iteration 2
0 S3 0 1 2/3 1/6 0 1 0 5 3 X1, x2 ≥ 0
0 S4 0 1 0 0 0 1 2 2
zj 5 3 1/3 5/6 0 0 0 20
cj-zj 0 2/3 - 5/6 0 0 0

Cj 5 4 0 0 0 0 RHS ǿ
β x1 x2 S1 S2 S3 S4
5 x1 1 0 1/4 - 1/2 0 0 3
4 x2 0 1 - 1/8 3/4 0 0 1 1/2
Initial Iteration 3
0 S3 0 0 3/8 -1 1/4 1 0 -2 1/2
0 S4 0 0 1/8 - 3/4 0 1 1/2
zj 5 4 3/4 1/2 0 0 21
cj-zj 0 0 - 3/4 - 1/2 0 0

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PROBLEM

Cj 6 5 0 0 RHS ǿ
β x1 x2 S1 S2
NW = old -
Initial Iteration 1 0 S1 0 1/3 1 - 1/3 1 coef*pr
Max 6x1 + 5x2 Max z = 6x1 + 5x2 0S1 + 0S2 6 x1 1 2/3 0 1/3 4 PR =old/pc
S.t S.t zj 6 4 0 2 24
X1 + x2 ≤ 5 X1 + x2 + S1 = 5 cj-zj 0 1 0 -2

3x1 + 2x2 ≤ 12 3x1 + 2x2 + S2 = 12

X1, x2 ≥ 0 X1, x2, S1, S2 ≥ 0 Cj 6 5 0 0 RHS ǿ
New other row = (Current row) - (pivot column coefficient) X (New pivot row)
element β x1 x2 S1 S2
0 S1 0 1/3 1 - 1/3 1 3
Initial Iteration 1
Cj 6 5 0 0 RHS ǿ 6 x1 1 2/3 0 1/3 4 6
zj 6 4 0 2 24
β x1 x2 S1 S2 cj-zj 0 1 0 -2
0 S1 1 1 1 0 5 5
Initial Iteration Cj 6 5 0 0 RHS ǿ
0 S2 3 2 0 1 12 4
β x1 x2 S1 S2
zj 0 0 0 0 0 Initial Iteration 2
5 x2 0 1 3 -1 3
6 x1 1 0 -2 1 2
cj-zj 6 5 0 0
zj 6 5 3 1 27
cj-zj 0 0 -3 -1

PROBLEM 1 PROBLEM 2

▪ Find all basic feasible solutions of the following system: ▪ Min. Z = 2X1 – 3X2 + 6X3
Max Z = 5x1 + 6x2 Subjected to:
S.t. 4x1 + 2x2 ≤ 200 3X1 – X2 + 2X3 ≤ 7
x1 + 3x2 ≤ 150 2X1 + 4X2 ≤ -12
x1≥ 0 x2≥ 0 -4X1 + 3X2 + 8X3 ≥ 10
X1, X2, X3 ≥ 0

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CASES FOR A TIE

▪ Entering variable: If two non basic variables have the same

most-negative (Non negative) coefficients in the Z-row in
any iteration, there is a tie for the entering variable.

▪ The tie can be broken by arbitrarily choosing anyone

SPECIAL CASES variable as the entering variable as the optimal solution will
be reached eventually regardless of the variable chosen.

EXAMPLE FOR A TIE MULTIPLE SOLUTIONS

▪ Max x1 + x2 ▪ Multiple solutions are alternate solutions to a problem yielding the

S.t. 2x1 + x2 ≤ 4 same optimum value of the OF.

x1 + 2x2 ≤ 3 ▪ Existence of multiple solution is indicated by the presence of a

zero in the z-row under a non-basic variable in the final simplex
x1 ≥ 0; x2 ≥ 0
table giving optimal solution.

▪ The alternate solution is obtained by choosing this non basic

variable as the entering variable, and finding a new solution in the
next iteration.

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EXAMPLE CASES FOR A TIE

▪ Max. x1+1/2x2 ▪ Departing variable: If the ratio is the same between two rows, and

S.t. 2x1 + x2 ≤ 4 is also the minimum among the ratios for all rows, there is a tie for
the departing variable. Here also, any one variable can be
x1 +2x2 ≤ 3
arbitrarily selected as the departing variable. This results in a
x1 ≥ 0; x2 ≥ 0
degenerate solution.

▪ Degeneracy reveals that there is at least one redundant constraint.

▪ Unfortunately, on some examples, degeneracy may lead to

cycling, i.e. a sequence of pivots that goes through the same
tableaus and repeats itself indefinitely. “cycling”)

EXAMPLE

▪ Max. 2x1 +x2

S.t. 3x1 + x2 ≤ 6
x1 -x2 ≤ 2
x2 ≤ 3
x1 ≥ 0; x2 ≥ 0

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