Solving Linear Programs:

The Simplex Method

Simplex-1
 Back to Wyndor Glass
• Constraint boundaries
X2 • Feasible region
(0,9)
• Corner-point solutions
• Corner-point feasible (CPF)
solutions
(0,6) (2,6) (4,6) • Adjacent CPF solutions
• Edges of the feasible region

(4,3) Optimality test in the Simplex

Method:
If a CPF solution has no
adjacent solutions that are
(0,0) (4,0) (6,0) better, then it must be an
X1 optimal solution
Simplex-2
 The Augmented Form
Set up the method first:
Convert inequality constraints to equality constraints by
adding slack variables

Augmented Form
Original Form

Maximize Z = 3x1+ 5x2

Maximize Z = 3x1+ 5x2

subject to x1 +s1 =4
subject to x1 ≤4
2x2 = 12
2x2 ≤ 12
3x1+ 2x2 = 18
3x1+ 2x2 ≤ 18

x1,x2 ≥0
x1,x2 ≥ 0
Simplex-3
 Wyndor Glass
Z- 3x1 - 5x2 =0 (0)

x1 +s1 =4 (1)
2x2 +s2 = 12 (2)
3x1+ 2x2 +s3 = 18 (3)

• Convert to initial tableau

Basic
Z x1 x2 s1 s2 s3 r.h.s.
variable

Simplex-4
 Wyndor Glass, Iteration 1
Basic
Z x1 x2 s1 s2 s3 r.h.s.
variable
Z 1 -3 -5 0 0 0 0
s1 0 1 0 1 0 0 4
s2 0 0 2 0 1 0 12
s3 0 3 2 0 0 1 18
• Optimality test
• Entering variable (steepest ascent) – pivot column
• Leaving variable (minimum ratio test) – pivot row
• Gaussian elimination
Basic
Z x1 x2 s1 s2 s3 r.h.s.
variable
Z 1
0
0
0
Simplex-5
 Wyndor Glass, Iteration 2
Basic
Z x1 x2 s1 s2 s3 r.h.s.
variable
Z 1 -3 0 0 5/2 0 30
s1 0 1 0 1 0 0 4
x2 0 0 1 0 1/2 0 6
s3 0 3 0 0 -1 1 6
• Optimality test
• Entering variable (steepest ascent) – pivot column
• Leaving variable (minimum ratio test) – pivot row
• Gaussian elimination
Basic
Z x1 x2 s1 s2 s3 r.h.s.
variable
Z 1
0
0
0
Simplex-6
 Wyndor Glass, Iteration 3
Basic
Z x1 x2 s1 s2 s3 r.h.s.
variable
Z 1 0 0 0 3/2 1 36
s1 0 0 0 1 1/3 -1/3 2
x2 0 0 1 0 1/2 0 6
x1 0 1 0 0 -1/3 1/3 2
• Optimality test
• Entering variable (steepest ascent) – pivot column
• Leaving variable (minimum ratio test) – pivot row
• Gaussian elimination
Basic
Z x1 x2 s1 s2 s3 r.h.s.
variable
Z 1
0
0
0
Simplex-7
 Special Cases, Example 2
Z- 6x1- 4x2 =0 (0)

x1 +s1 =4 (1)
2x2 +s2 = 12 (2)
3x1+ 2x2 +s3 = 18 (3)
Basic
Z x1 x2 s1 s2 s3 r.h.s.
variable

Basic
Z x1 x2 s1 s2 s3 r.h.s.
variable

Simplex-8
 Special Cases, Example 3
Z- 3x1- 3x2 =0 (0)

x1 +s1 =4 (1)
2x2 +s2 = 12 (2)
3x1+ 2x2 +s3 = 18 (3)

Basic
Z x1 x2 s1 s2 s3 r.h.s.
variable

Simplex-9
 Special Cases, Example 4
Z- 3x1- 5x2 =0 (0)

x1 +s1 =4 (1)
2x2 +s2 = 12 (2)
3x1+ 3x2 +s3 = 18 (3)

Basic
Z x1 x2 s1 s2 s3 r.h.s.
variable

Simplex-10