A SIMPLEX PROBLEM

MINIMIZATION
o Minimization of a function, such as COST
o Select the nonbasic variable with the
smallest (i.e. most negative) cj-Zj value
to enter the basis.
o Optimality has been reached when all
cj Zj values are zero or positive.

Example:
The CTOC Company uses two types of
chocholate in the production of its Fisherman
candy bar. The blending requirements for the
candy are follow:
Unit of requirement of
Chocolate Ingredient
(per ounce)
Type of req.
Calories
Sweetness
Protein

Chocolate 1

Chocolate 2

Total req.

2
2
5

4
2
2

12 units
10 units
10 units

Chocolate 1 costs 5 cents per ounce

Chocolate 2 costs 3 cents per ounce

Bahan Ajar Riset Operasional - Revisi 0 - Update 02 Februari 2010

Solution:
Minimize

Z = 5x1 + 3x2

Subject to: 2x1 + 4x2 12

2x1 + 2x2 = 10
5x1 + 2x2 10
With x1 0, x2 0

x2
5
2x1 + 2x2 = 10

5x1 + 2x2 10
2x1 + 4x2 12
Z = 5x1 + 3x2 = 5(4) + 3(1) = 23
(optimal)
Z = 5x1 + 3x2 = 5(5) + 3(0) = 25

Bahan Ajar Riset Operasional - Revisi 0 - Update 02 Februari 2010

x1

USING SIMPLEX ALGORITHM:

The constraint set is composed of:
q One less than or equal to inequality
utilize a slack variable
q One equality utilize an artificial variable
q One greater than or equal to inequality
utilize a surplus variable n an artificial
variable

Basis matrix an identity matrix:

1 0 0
[B] = 0 1 0
0 0 1
a. 2x1 + 4x2 + 1x3 = 12, with x3 0 and c3 = 0
b. 2x1 + 2x2 + 1x4 = 10, with x4 0
c. Minimize Z = 5x1 + 3x2 + 0x3 + Mx4, where M
is some very large number (usually 104 or 105 in
computerized version of simp. algt.)

d. 5x1 + 2x2 1x5 = 10, with x5 0 and c5 = 0

Initial basic solution:
x1 = 0, x2 = 0, x3 = 12, x4 = 10, x5 = -10
Nonfeasible

Bahan Ajar Riset Operasional - Revisi 0 - Update 02 Februari 2010

Introducing an artificial variable to the equality:

Surplus Artificial

5x1 + 2x2 1x5 + 1x6 = 10

with x5 0 and x6 0, and c5 = 0, c6 = +M
Complete problem formulation:
Minimize Z = 5x1 + 3x2 + 0x3 + Mx4 + 0x5 + Mx6
Subject to:
2x1 + 4x2 + 1x3
= 12
+ 1x4
= 10
2x1 + 2x2
5x1 + 2x2
1x5 + 1x6 = 10
with x1 0, x2 0, x3 0, x4 0, x5 0, x6 0

The Initial simplex tableau:

Pivot column

Pivot
row

cj

+M

+M

a1

a2

a3

a4

a5

a6

2
2

1
0
0

0
1
0

0
0
-1

0
0
1

cb

Variable
in basis

Solution
values, xb

0
+M
+M

X3
X4
X6

12
10
10

4
2
2

Zj

20M

7M

4M

-M

5 7M

3 4M

+M

Cj - Zj

Pivot element

Bahan Ajar Riset Operasional - Revisi 0 - Update 02 Februari 2010

The second simplex tableau:

Pivot column

Pivot
row

cj

+M

+M

cb

Variable
in basis

Solution
values, xb

a1

a2

a3

a4

a5

a6

0
+M
5

X3
X4
X1

8
6
2

0
0
1

16/5

1
0
0

0
1
0

2/5
2/5
-1/5

-2/5
-2/5
1/5

Zj

6M + 10

6/5M
+2

2/5M
-1

-2/5M
+1

-6/5M
+1

-2/5M
+1

7/5M
-1

Cj - Zj

6/5
2/5

Pivot element

The third simplex tableau:

Pivot column

Pivot
row

cj

+M

+M

cb

Variable
in basis

Solution
values, xb

a1

a2

a3

a4

a5

a6

3
+M
5

X2
X4
X1

5/2
3
1

0
0
1

1
0
0

5/16
-3/8
-1/8

0
1
0

1/8

1/4
-1/4

-1/8
-1/4
1/4

Zj

3M
+ 12,5

-3/8M
+ 5/16

1/4M
7/8

-1/4M
+ 7/8

3/8M
5/16

-1/4M
+ 7/8

+5/4M
7/8

Cj - Zj

Pivot element

Bahan Ajar Riset Operasional - Revisi 0 - Update 02 Februari 2010

The fourth simplex tableau:

cj

+M

+M

a1

a2

a3

a4

a5

a6

1
0
0

1/2
-3/2
-1/2

-1/2
4
1

0
1
0

0
-1
0

cb

Variable
in basis

Solution
values, xb

3
0
5

X2
X5
X1

12

0
0
1

Zj

23

-1

7/2

+M
- 7/2

+M

cj - Zj

Optimal solution, with x1 = 4, x2 = 1, x5 = 12,

and Z = 23

Bahan Ajar Riset Operasional - Revisi 0 - Update 02 Februari 2010