Mathematical Programming
23MT2004
Dr. Pandava Sudharshan Babu,
Assistant Professor, KLH.
Session-4 (LP- Simplex Method)
Credits: Respective owners
Limitations of Graphical Method:
[Link] to Two Variables
[Link] and Time-Consuming
[Link] for Complex Problems
[Link] Guarantee of Integer Solutions
[Link] for Infeasibility or Unboundedness
[Link] and Conceptual Purpose Only
Real-world problems are usually solved using computational methods like the Simplex algorithm
or software tools (e.g., Excel Solver, MATLAB, or Python's PuLP).
Simplex Method:
• The Simplex method is a widely used algorithm for solving linear programming (LP) problems.
• It systematically finds the optimal solution to a problem by iterating through feasible solutions.
Applications
•Resource allocation in industries
•Transportation and logistics
•Portfolio optimization
•Workforce scheduling
Steps in the Simplex Method:
[Link] the LP Problem
1. Define the objective function (maximize or minimize).
2. List the constraints as linear inequalities.
3. Ensure all variables are non-negative.
[Link] to Standard Form
1. Convert inequalities into equalities by adding slack, surplus, or artificial variables.
2. Ensure the objective function is in maximization form (if not, multiply by -1).
[Link] Up the Initial Simplex Table
1. Create a tableau with coefficients of variables, slack variables, and the right-hand side (RHS).
[Link] the Pivot Column (Entering Variable)
1. Look at the bottom row (objective function). Choose the column with the most negative value for maximization.
[Link] the Pivot Row (Leaving Variable)
1. Divide the RHS values by the corresponding positive values in the pivot column to find the smallest positive
ratio.
[Link] the Pivot Operation
1. Adjust the tableau to make the pivot element 1 and other elements in the pivot column 0.
[Link] Until Optimal Solution
1. Repeat steps 4–6 until there are no negative values in the bottom row for a maximization problem (or no positive
values for a minimization problem).
[Link] the Solution
1. The final tableau gives the values of decision variables and the optimal value of the objective function.
Example 1: Solve the following Linear programming problem using Simplex method
Steps to Solve:
2.
3.
4.
Also make other elements in the column to zero by performing elementary operations.
Final solution:
Example 2:
Example 3:
Home assignment and Practice problems: