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Lecture Day 4: Solving Linear Programming Problems Using The Simplex Method Special Cases in Using The Simplex Method

The document discusses the simplex method for solving linear programming problems. It provides examples of tableau representations and outlines the steps for performing the simplex method. These include identifying the entering variable based on positive reduced costs, finding the leaving variable by calculating pivot element ratios, and updating the tableau by replacing the leaving variable and adjusting all rows based on the pivot row. The examples show performing multiple iterations of the simplex method to arrive at an optimal solution.

Uploaded by

illustra7
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
22 views

Lecture Day 4: Solving Linear Programming Problems Using The Simplex Method Special Cases in Using The Simplex Method

The document discusses the simplex method for solving linear programming problems. It provides examples of tableau representations and outlines the steps for performing the simplex method. These include identifying the entering variable based on positive reduced costs, finding the leaving variable by calculating pivot element ratios, and updating the tableau by replacing the leaving variable and adjusting all rows based on the pivot row. The examples show performing multiple iterations of the simplex method to arrive at an optimal solution.

Uploaded by

illustra7
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Lecture Day 4

Solving Linear Programming Problems


Using the Simplex Method
Special Cases in Using the Simplex Method

Tableau 1
Cj

200

500

CB

Basic
Variables

X1

X2

S1

S2

S3

Solution
Values

S1

40

S2

1.2

240

S3

0.5

81

Zj

Cj - Zj

200

500

Tableau 1
Cj

200

500

CB

Basic
Variables

X1

X2

S1

S2

S3

Solution
Values

S1

40

S2

6/5

240

S3

1/2

81

Zj

Cj - Zj

200

500

In a maximization problem, the value of


the objective function can be increased by
selecting (as the entering variable) the
non-basic variable that has the largest
positive Cj Zj value.

If there is no positive Cj Zj,


no improvement is possible.

Tableau 1
Cj

200

500

CB

Basic
Variables

X1

X2

S1

S2

S3

Solution
Values

S1

40

S2

6/5

240

S3

1/2

81

Zj

Cj - Zj

200

500

Entering Variable

Calculate the ratios of the coefficients in the


Solution column divided by the coefficients in
the simplex column of the entering variable.

Consider only those ratios whose denominator


is greater than zero.
The resulting minimum ratio is the new value
of the entering variable. The basic variable in
the row with the minimum positive ratio is the
leaving variable.

Tableau 1
Cj
CB

Basic
Variables

200 500

Leaving
Variable

X1

X2

S1

S2

S3

Solution
Values

S1

40

S2

6/5

240 240/4 = 60

S3

1/2

81 81/1 = 81

Zj

Cj - Zj

200

500

Ratio

40/1 = 40

Tableau 2
Cj
CB

Basic
Variables

200 500
X1

X2

S1

S2

S3

Solution
Values

Ratio

The entering variable would simply replace the


position of your leaving variable.

Tableau 2
Cj
CB

Basic
Variables

500

X2

S2

S3

200 500
X1

X2

S1

S2

S3

Solution
Values

Ratio

The entering variable would simply replace


the position of your leaving variable.
To update the pivot row:
Multiply each coefficient in the pivot row by
the reciprocal of the pivot element.

Tableau 1
Cj
CB

Basic
Variables

200 500

X1

X2

S1

S2

S3

Solution
Values

Ratio

S1

40

40

S2

6/5

240

60

S3

1/2

81

81

Zj

Cj - Zj

200

500

Tableau 2
Cj
CB

Basic
Variables

500

X2

S2

S3

200 500

X1

X2

S1

S2

S3

Solution
Values

40

Ratio

NPR

The entering variable would simply replace


the position of your leaving variable.

To update the pivot row:


Multiply each coefficient in the pivot row by
the reciprocal of the pivot element.
To update the other rows of the tableau:
New Row =
Old Row (Pivot Intersection Number x New Pivot Row)

Tableau 1
Cj
CB

Basic
Variables

200 500

X1

X2

S1

S2

S3

Solution
Values

Ratio

S1

40

40

S2

6/5

240

60

S3

1/2
NR = OR
1 (PIN
0 x 0NPR) 1

81

81

Zj

0
6/5

0
4

0
0

0
1

0
0

Cj - Zj

200

500

0
240

Tableau 2
Cj
CB

Basic
Variables

500

200 500

X1

X2

S1

S2

S3

Solution
Values

X2

40

S2

6/5

-4

80

S3

NR = OR (PIN x NPR)

6/5
( 0

4
4

0
4

1
0

0
0

240
160)

6/5

-4

80

Ratio

NPR

Tableau 1
Cj
CB

Basic
Variables

200 500

X1

X2

S1

S2

S3

Solution
Values

Ratio

S1

40

40

S2

6/5

240

60

S3

1/2

81

81

Zj

NR
0 = OR
0 (PIN
0 x 0NPR) 0

Cj - Zj

200
1/2

500
1

00

00

10

81

Tableau 2
Cj
CB

Basic
Variables

500

200 500

X1

X2

S1

S2

S3

Solution
Values

X2

40

S2

6/5

-4

80

S3
NR = OR (PIN x NPR)
1/2
( 0
1/2

81

40)

-1

41

Ratio

NPR

Tableau 2
Cj
CB

Basic
Variables

500

200 500

X1

X2

S1

S2

S3

Solution
Values

X2

40

S2

6/5

-4

80

S3

1/2

-1

41

Zj

500

500

20,000

Cj - Zj

200

-500

Ratio

NPR

Calculate the ratios of the coefficients in the


Solution column divided by the coefficients in
the simplex column of the entering variable.

Consider only those ratios whose denominator


is greater than zero.
The resulting minimum ratio is the new value of
the entering variable. The basic variable in the
row with the minimum positive ratio is the
leaving variable.

Tableau 2
Cj
CB

Basic
Variables

500

200 500

X1

X2

S1

S2

S3

Solution
Values

Ratio

X2

40

S2

6/5

-4

80

200/3

S3

1/2

-1

41

82

Zj

500

500

20,000

Cj - Zj

200

-500

The entering variable would simply replace the


position of your leaving variable.

Tableau 3
Cj
CB

Basic
Variables

500

X2

200

X1

S3

200 500
X1

X2

S1

S2

S3

Solution
Values

Ratio

The entering variable would simply replace


the position of your leaving variable.
To update the pivot row:
Multiply each coefficient in the pivot row by
the reciprocal of the pivot element.

Tableau 2
Cj
CB

Basic
Variables

500

200 500

X1

X2

S1

S2

S3

Solution
Values

Ratio

X2

40

S2

6/5

-4

80

200/3

S3

1/2
1

0
-1
0
0 -10/3 5/6

1
0

41
200/3

82

Zj

500

500

20,000

Cj - Zj

200

-500

Tableau 3
Cj
CB

Basic
Variables

500

X2

200

X1

S3

200 500

S1

X1

X2

S2

S3

Solution
Values

0 -10/3 5/6

200/3

Ratio

NPR

The entering variable would simply replace


the position of your leaving variable.

To update the pivot row:


Multiply each coefficient in the pivot row by
the reciprocal of the pivot element.
To update the other rows of the tableau:
New Row =
Old Row (Pivot Intersection Number x New Pivot Row)

Tableau 2
Cj
CB

Basic
Variables

500

200 500

X1

X2

S1

S2

S3

Solution
Values

Ratio

X2

40

S2

6/5

-4

80

200/3

S3

1/2

-1

41

82

Zj

NR
OR 500
(PIN x 0NPR) 0
0 =500

Cj - Zj

200

-500

20,000

Tableau 3
Cj
CB

Basic
Variables

500

200 500

X1

X2

S1

S2

S3

Solution
Values

X2

40

200

X1

0 -10/3 5/6

200/3

S3

Ratio

NPR

Tableau 2
Cj
CB

Basic
Variables

500

200 500

X1

X2

S1

S2

S3

Solution
Values

Ratio

X2

40

S2

6/5

-4

80

200/3

S3

1/2

-1

41

82

Zj

NR
OR 500
(PIN x 0NPR) 0
0 =500

Cj - Zj

200
1/2

00

-500
-1

00

10

20,000
41

Tableau 3
Cj
CB

Basic
Variables

500

200 500

X1

X2

S1

S2

S3

Solution
Values

X2

40

200

X1

0 -10/3 5/6

200/3

S3

23/3

41

2/3 -5/12

NR = OR (PIN x NPR)
1/2

-1

(1/2

-5/3 5/12

100/3)

2/3 -5/12

23/3

Ratio

NPR

Tableau 3
Cj
CB

Basic
Variables

500

200 500

X1

X2

S1

S2

S3

Solution
Values

X2

40

200

X1

0 -10/3 5/6

200/3

S3

23/3

Zj
Cj - Zj

2/3 -5/12

200 500 -500/3 500/3 0 100,000/3


0

0 500/3 -500/3 0

Ratio

NPR

Tableau 3
Cj
CB

Basic
Variables

500

200 500

X1

X2

S1

S2

S3

Solution
Values

Ratio

X2

40

40

200

X1

0 -10/3 5/6

200/3

S3

23/3

Zj
Cj - Zj

2/3 -5/12

200 500 -500/3 500/3 0 100,000/3


0

0 500/3 -500/3 0

Calculate the ratios of the coefficients in the


Solution column divided by the coefficients in
the simplex column of the entering variable.

Consider only those ratios whose denominator


is greater than zero.
The resulting minimum ratio is the new value of
the entering variable. The basic variable in the
row with the minimum positive ratio is the
leaving variable.

Tableau 3
Cj
CB

Basic
Variables

500

200 500

X1

X2

S1

S2

S3

Solution
Values

Ratio

X2

40

40

200

X1

0 -10/3 5/6

200/3

S3

23/3

23/2

Zj
Cj - Zj

2/3 -5/12

200 500 -500/3 500/3 0 100,000/3


0

0 500/3 -500/3 0

The entering variable would simply replace the


position of your leaving variable.

Tableau 4
Cj
CB

Basic
Variables

500

X2

200

X1

S1

200 500
X1

X2

S1

S2

S3

Solution
Values

Ratio

The entering variable would simply replace


the position of your leaving variable.
To update the pivot row:
Multiply each coefficient in the pivot row by
the reciprocal of the pivot element.

Tableau 3
Cj
CB

Basic
Variables

500

200 500

X1

X2

S1

S2

S3

Solution
Values

Ratio

X2

40

40

200

X1

0 -10/3 5/6

200/3

S3

23/3

23/2

Zj
Cj - Zj

2/3 -5/12

200
500
500/3 3/2
0 100,000/3
0
0 -500/3
1 -5/8
23/2
0

0 500/3 -500/3 0

Tableau 4
Cj
CB

Basic
Variables

500

X2

200

X1

S1

200 500

X1

X2

S1

S2

S3

Solution
Values

1 -5/8

3/2

23/2

Ratio

NPR

The entering variable would simply replace


the position of your leaving variable.

To update the pivot row:


Multiply each coefficient in the pivot row by
the reciprocal of the pivot element.
To update the other rows of the tableau:
New Row =
Old Row (Pivot Intersection Number x New Pivot Row)

Tableau 3
Cj
CB

Basic
Variables

500

200 500

X1

X2

S1

S2

S3

Solution
Values

Ratio

X2

40

40

200

X1

0 -10/3 5/6

200/3

S3

23/3

23/2

Zj
Cj - Zj

2/3 -5/12

200
NR =500
OR-500/3
(PIN500/3
x NPR)0 100,000/3
00

0
10 500/3
1 -500/3
0
0

40

Tableau 4
Cj
CB

Basic
Variables

500

X2

200

X1

S1

200 500

S2

S3

Solution
Values

5/8 -3/2

57/2

X1

X2

S1

1 -5/8

3/2

23/2

NR = OR (PIN x NPR)
0
(0

1
0

1
0
1 -5/8

5/8

0
3/2

40
23/2)

-3/2

57/2

Ratio

NPR

Tableau 3
Cj
CB

Basic
Variables

500

200 500

X1

X2

S1

S2

S3

Solution
Values

Ratio

X2

40

40

200

X1

0 -10/3 5/6

200/3

S3

23/3

23/2

Zj
Cj - Zj

2/3 -5/12

200
NR =500
OR-500/3
(PIN500/3
x NPR)0 100,000/3
10

0
00 500/3
-10/3 -500/3
5/6
0

200/3

Tableau 4
Cj
CB

Basic
Variables

500

200 500

S2

S3

Solution
Values

5/8 -3/2

57/2

X1

X2

S1

X2

200

X1

0 -5/4

105

S1

1 -5/8

3/2

23/2

NR = OR (PIN x NPR)
1
(0
1

0 -10/3 5/6
0
0 -10/3 25/12 -5
0

-5/4

200/3
-115/3)
105

Ratio

NPR

Tableau 4
Cj
CB

Basic
Variables

500

200 500

S2

S3

Solution
Values

5/8 -3/2

57/2

X1

X2

S1

X2

200

X1

0 -5/4

105

S1

1 -5/8

3/2

23/2

Zj

200

500

0 125/2 250

Cj - Zj

0 -125/2 -250

35,250

Ratio

NPR

End of Lecture Day 4

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