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AE4 Topic # 3 Linear Programming - Simplex Method (1)

The document outlines the simplex method for solving linear programming problems, detailing the steps to prepare a simplex tableau and determine optimal solutions. It includes definitions of key terms such as Cj, Zj, and slack variables, as well as procedures for converting constraints into equations for both maximization and minimization problems. Examples illustrate the conversion process, emphasizing the importance of artificial variables in minimization scenarios.

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Alcala, Jarnie P.
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4 views

AE4 Topic # 3 Linear Programming - Simplex Method (1)

The document outlines the simplex method for solving linear programming problems, detailing the steps to prepare a simplex tableau and determine optimal solutions. It includes definitions of key terms such as Cj, Zj, and slack variables, as well as procedures for converting constraints into equations for both maximization and minimization problems. Examples illustrate the conversion process, emphasizing the importance of artificial variables in minimization scenarios.

Uploaded by

Alcala, Jarnie P.
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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AE4 MANAGEMENT SCIENCE

TOPIC 3 : LINEAR PROGRAMMING


SIMPLEX MODEL

PREPARED BY INSTR. CHERRY BARTOLOME


LEARNING OBJECTIVES

By the end of this topic, the student should be able to:


• State the basic steps involved in the simplex method;
• Demonstrate how to prepare a simplex tableau; and
• Determine the optimal solution using simplex method.
DEFINITION OF SIMPLEX METHOD

The simplex method of solving linear programming problems is appropriate


when numerous variables and constraints are presented. It involves a
repetitive process of finding the optimal solution to a problem, that is to
either maximize profit or minimize cost.
The following are the basic steps involved in the simplex method:
1. Determine the objective function and the constraints of the problem.
2. Convert the explicit constraints from an inequality to an equality.
3. Prepare the simplex tableau and compute the values of Cj, Zj, and Cj –
Zj.
4. Check if the simplex tableau needs to be improved.
5. Determine the incoming column and outgoing row.
6. Improve the table and repeat step 3.
DEFINITION OF TERMS

•Cj refers to the contribution margin or profit contribution per


unit of a product
•Zj is the amount of profit that will be reduced if one unit of any
variable is added to the mix.
•Cj – Zj is the difference between the contribution margin and
expected reduction of one unit of a variable.
BASIC PROCEDURES IN CONVERTING CONSTRAINTS TO
EQUATION – MAXIMIZATION PROBLEM
To convert the constraints to equations in a maximization problem,
follow the steps below:

1. Add a slack variable if the symbol is ≤.


2. Add a slack variable if the symbol is =.
3. Multiply the equation by negative 1 and add a slack variable
if the symbol sign is ≥.

A slack variable represents the unused resources needed to fill the


gap between the left and the right elements of the inequality. It does
not have a profit contribution in the initial solution.
BASIC PROCEDURES IN CONVERTING CONSTRAINTS TO
EQUATION – MAXIMIZATION PROBLEM

To illustrate the conversion of constraints to equation, let us use this


hypothetical linear equation:

ORIGINAL LINEAR NEW LINEAR EQUATION:


EQUATION:
MAX PROFIT : P = 40x + 20y + 0S1 +
MAX PROFIT : P = 40x + 0S2 + 0S3
20y Subject to: 4x + y + S1 =
Subject to: 4x + y ≤ 20 x + y + S2
20 x + y = 20
= 20 x + - x – 4y + S3 = - 20
4y ≥ 20
BASIC PROCEDURES IN CONVERTING CONSTRAINTS TO
EQUATION – MINIMIZATION PROBLEM

In a minimization problem, the following steps are done to convert the


constraints to equations:
1. Add a slack variable is the symbol used is ≤.
2. Add an artificial variable if the symbol used is =.
3. Subtract a slack variable and an artificial variable if the symbol sign is
≥.

An artificial variable prevents the slack variable from becoming a


zero and prevents an equality constraint from resulting in constant
zero. The coefficient value of an artificial variable in an objective
function is equal to the power of ten greater than the coefficient
value found in the objective and constraints.
BASIC PROCEDURES IN CONVERTING CONSTRAINTS TO
EQUATION – MINIMIZATION PROBLEM

To illustrate the conversion of constraints to equation in a minimization


problem, let us use this hypothetical linear equation:
ORIGINAL LINEAR NEW LINEAR EQUATION:
EQUATION:
MIN COST: C = 10x + 20y + 0S1 + 0S2 +
MIN COST: C = 10x + 100A1 + 100A2
20y Subject to: 4x + y - S1 + A1 =
Subject to: x + y ≥ 20 3x + y + S2 =
10 3x + 12
y ≤ 10 x x + y + A2 = 10
+ y = 10

The coefficient of the artificial variable in the objective function is 100. This is
because of the rule that the coefficients of artificial variables in objective
functions must be 10 raised to the highest coefficient of variables of the objective
function or constraint on the tens place. The coefficient of variable y in the
objective function is 20, and it is the largest; hence, the coefficient of A will be
102 equals 100.

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