Example
Solve the following L.P. using simplex method
Max Z= 6X1+4X2
Subject to
X1+X2 ≤12
X1-2X2 ≤ 6
X2 ≤ 8
X1, X2 ≥ 0
Solution
Put the problem in standard form
First step: Add SLACK variables
Max Z- 6X1-4X2=0
Subject to
X1+X2 +X3 =12
X1-2X2 +X4 =6
X2 +X5 = 8
X1, X2, X3, X4, X5 ≥ 0
Max z - 6x1 - 4x2 =0
Subj. to:
The Simplex Tableau x1 + x2 + x 3 = 12
initial tableau x1 - 2x2 + x4 = 6
x2 + x5 = 8
Basic
Eq Var z x1 x2 x3 x4 x5 RHS
0 z 1 -6 -4 0 0 0 0
1 x3 0 1 1 1 0 0 12
2 x4 0 1 -2 0 1 0 6
3 x5 0 0 1 0 0 1 8
z = 6x1 + 4x2
The Simplex Algorithm
Step 1: Select a new variable to enter the basis.
Pick the non-basic variable having the greatest negative value.
Basic
Eq Var z x1 x2 x3 x4 x5 RHS
0 z 1 -6 -4 0 0 0 0
1 x3 0 1 1 1 0 0 12
2 x4 0 1 -2 0 1 0 6
3 x5 0 0 1 0 0 1 8
Step 2: Select a basic variable to leave the basis.
Pick the basic variable having the smallest ratio of the RHS divided by the
corresponding positive coefficient from the incoming variable.
1x1 - 2x2 + x4 = 6
Basic
Eq Var z x1 x2 x3 x4 x5 RHS Ratio
0 z 1 -6 -4 0 0 0 0
1 x3 0 1 1 1 0 0 12 12/1
2 x4 0 1 -2 0 1 0 6 6/1
3 x5 0 0 1 0 0 1 8
pivot point
Step 3: Use row operations to find the new basic solution.
Basic
Eq Var z x1 x2 x3 x4 x5 RHS
0 z 1 -6 -4 0 0 0 0
1 x3 0 1 1 1 0 0 12
2 x4 0 1 -2 0 1 0 6
3 x5 0 0 1 0 0 1 8
Basic
Eq Var z x1 x2 x3 x4 x5 RHS
0 z 1 0 -16 0 6 0 36
1 x3 0 0 3 1 -1 0 6
2 x1
0 1 -2 0 1 0 6
3 x5 0 0 1 0 0 1 8
Max z = 6x1 + 4x2
Subj. to:
x2 x1 + x2 <= 12
12 x1 -2x2 <= 6
x2 <= 8
8
(4,8)
z
z
(10,2)
x1
6 12
-3
2nd Iteration z = 6x1 + 4x2
Find minimum ratio
Pick the non-basic variable having the greatest negative value.
Basic
Eq Var z x1 x2 x3 x4 x5 RHS Ratio
0 z 1 0 -16 0 6 0 36
1 x3 0 0 3 1 -1 0 6 6/3
2 x1 0 1 -2 0 1 0 6
3 x5 0 0 1 0 0 1 8 8/1
Pivot point
Basic
Eq Var z x1 x2 x3 x4 x5 RHS
0 z 1 0 -16 0 6 0 36
1 x3 0 0 3 1 -1 0 6
2 x1 0 1 -2 0 1 0 6
3 x5 0 0 1 0 0 1 8
Basic
Eq Var z x1 x2 x3 x4 x5 RHS
0 z 1 0 0 16/3 2/3 0 68
1 x2 0 0 1 1/3 -1/3 0 2
2 x1
0 1 0 2/3 1/3 0 10
3 x5 0 0 0 -1/3 1/3 1 6
Max z = 6x1 + 4x2
Subj. to:
x2 x1 + x2 <= 12
12 x1 -2x2 <= 6
x2 <= 8
8
(4,8)
z
z
(10,2)
x1
6 12
-3