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Simplex Method in Linear Programming

The document outlines the Simplex Method for solving linear programming problems, specifically demonstrating the process through an example of maximizing an objective function with constraints. It details the steps involved, including converting to standard form, building the Simplex tableau, and iterating to find the optimal solution. The final result shows the optimal values for the variables and the maximum value of the objective function.
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0% found this document useful (0 votes)
9 views10 pages

Simplex Method in Linear Programming

The document outlines the Simplex Method for solving linear programming problems, specifically demonstrating the process through an example of maximizing an objective function with constraints. It details the steps involved, including converting to standard form, building the Simplex tableau, and iterating to find the optimal solution. The final result shows the optimal values for the variables and the maximum value of the objective function.
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

The Simplex Method in Linear Programming

Tabular Form with Examples

Eng: Youssef A. Mehanna

April 4, 2025

Eng: Youssef A. Mehanna Simplex Method April 4, 2025 1 / 10


Example 1: Problem Statement

Maximize
z = 7x1 + 6x2

Constraints

2x1 + 4x2 ≤ 16
3x1 + 2x2 ≤ 12
x1 , x2 ≥ 0

Eng: Youssef A. Mehanna Simplex Method April 4, 2025 2 / 10


Simplex Method Steps

1 Convert objective function and constraints to Standard form


Introduce slack variables
Add slack variables to all equations
2 Build Simplex Method Tabular Form
3 Solve using the Simplex Method algorithm

Eng: Youssef A. Mehanna Simplex Method April 4, 2025 3 / 10


Step 1: Standard Form

Introduce Slack Variables


There are two equations, so we have 2 Slack Variables

2x1 + 4x2 ≤ 16 ⇒ Add x3


3x1 + 2x2 ≤ 12 ⇒ Add x4

Add Slack Variables to All Equations

Max : z = 7x1 + 6x2 + 0x3 + 0x4


2x1 + 4x2 + x3 = 16
3x1 + 2x2 + x4 = 12
x1 , x2 , x3 , x4 ≥ 0

Eng: Youssef A. Mehanna Simplex Method April 4, 2025 4 / 10


Step 2: Build Initial Simplex Tableau

Ci : Coefficients from objective function


Xb : Basic variables (initially slack variables)
θ: Ratio variable for pivot selection
CB : Coefficients of basic variables

Ci
7 6 0 0
Xb CB b x1 x2 x3 x4 θ
x3 0 16 2 4 1 0
x4 0 12 3 2 0 1
Ci − Zi 7 6 0 0

Eng: Youssef A. Mehanna Simplex Method April 4, 2025 5 / 10


Step 3: Solving the Simplex Tableau (First Iteration)

1 Pick pivot column with the greatest positive value in Ci − Zi row


(In this case, x1 column with value 7)
2 Calculate the ratio θ for each row: θ = bi /pivot column value
3 Choose pivot row with the smallest positive θ value

Ci
7 6 0 0
Xb CB b x1 x2 x3 x4 θ
x3 0 16 2 4 1 0 16/2 = 8
x4 0 12 3 2 0 1 12/3 = 4
Ci − Zi 7 6 0 0

Pivot element is 3 (intersection of pivot column x1 and pivot row x4 )

Eng: Youssef A. Mehanna Simplex Method April 4, 2025 6 / 10


First Iteration - Resulting Tableau

1 Replace x4 with x1 in the basic variables


2 Update the pivot row: divide all elements by the pivot value (3)
3 Eliminate x1 from other rows: Row1 = Row1 − 2 × Row2
4 Calculate new Ci − Zi values

Ci
7 6 0 0
Xb CB b x1 x2 x3 x4 θ
8
x3 0 8 0 3 1 − 23
2 1
x1 7 4 1 3 0 3
4
Ci − Zi 0 3 0 − 73

Zmax = CBT · b = (0, 7) · (8, 4) = 28

Eng: Youssef A. Mehanna Simplex Method April 4, 2025 7 / 10


Second Iteration

4
1 New pivot column is x2 (largest positive Ci − Zi value: 3)
8 4
2 Calculate θ ratios: 8 = 3 and 2 =6
3 3
3 Pivot row is the first row (smallest θ value)
8
4 Pivot element is 3

Ci
7 6 0 0
Xb CB b x1 x2 x3 x4 θ
8
x3 0 8 0 3 1 − 32 3
2 1
x1 7 4 1 3 0 3 6
4
Ci − Zi 0 3 0 − 37

Eng: Youssef A. Mehanna Simplex Method April 4, 2025 8 / 10


Second Iteration - Resulting Tableau

1 Replace x3 with x2 in the basic variables


8
2 Update pivot row: divide all elements by 3
3 Eliminate x2 from other rows
4 Calculate new Ci − Zi values

Ci
7 6 0 0
Xb CB b x1 x2 x3 x4
3
x2 6 3 0 1 8 − 14
x1 7 2 1 0 − 14 1
2
Ci − Zi 0 0 − 21 −2

Zmax = CBT · b = (6, 7) · (3, 2) = 32

Eng: Youssef A. Mehanna Simplex Method April 4, 2025 9 / 10


Final Solution

Optimal Solution
Since all values in the Ci − Zi row are ≤ 0, we have reached an optimal
solution:

x1 = 2
x2 = 3
x3 = 0
x4 = 0

Maximum value: Zmax = 32

Verification
Z = 7x1 + 6x2 = 7(2) + 6(3) = 14 + 18 = 32

Eng: Youssef A. Mehanna Simplex Method April 4, 2025 10 / 10

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