The Simplex Method

So far we have learned how to solve linear programming problems using the
graphical method, the algebraic method, and the Simplex method. The
graphical method is simple but ii is limited to problems with only two
decision variables. The original algebraic method can be used to solve
problems with more than two decision variables but it is tedious because all
the possibilities are analyzed. The Simplex method advances the algebraic
method by analyzing only a selected set of options thus is much more
efficient and practical.
In order to solve an LPP using the Simplex method, you convert the original
LPP into a standard form first, make a tableau. Assuming the first set of
Basic Solution and Non-basic Solution, the analysis is conducted repeatedly
by choosing the Entering Variable and the Leaving Variable. Please
review the textbook on the Simplex method procedures.
The Gauss-Jordan row operations approach can be used to solve the
equations of the Simplex method. There are several other methods that can
do the same thing but the Gauss-Jordan method is one of the most
recognized one because it can be easily programmed.
Once you know the theory and algorithms, a software package such as Tora
or the MS Excel Solver should be used to solve an LPP.
Integer Programming Problems
Many of the LPP requires that the solution be integers. For example, if the
problem is to estimate the maximum profit for a manufacture that produces
radios, TVs, and DVDs. The problem requires you to find how many of each
product should be produced weekly in order to maximize the companys
profit. Since it is not practical to produce half a TV or radio or DVD, the
analysis is added with additional constraints that require the solution
contains only integer numbers of decision variables.
The most recognized method to solve an integer linear programming
problem (ILLP) is the Branch-and-Bound (B&B) algorithm. This content is
included in Chapter 9 of the text book. Please read the text and practice the
problems.
Even if you do not learn anything further, you should be able to solve a
simple ILLP now. For example, Example 9.2-1 is as follows:

Max z = 5x1 + 4x2

Subject to
X1 + x2 <= 5
10x1 + 6x2 <= 45
X1, x2 nonnegative integer
First, you can solve this problem without the integer constraint. If you solve
the problem using either the graphical method or the Simplex method, you
will find that the optimum solution occurs at x1 = 3.75, x2 = 1.25, and z =
23.75.
Since this solution does not meet the integer requirement. You can do
further analysis as follows:
Since 3 <= x1 <= 4, the closest enclosing integers are 3 and 4. For x2, the
closest enclosing integers are 1 and 2. You can analyze the possibilities
using the following tableau:

X1
3
3
4
4

X2
1
2
1
2

z
19
23
24

Feasible
Y
Y
N
N

You will find that the optimum solution is 23 and occurred at (x1, x2) = (3,2).
An ILPP is said to be a pure ILPP if all the decision variables need to be
integers in the solution set. If only part of the decision variables need to be
integers, the problem is called a mixed ILPP. An example of the mixed ILPP is
as follows:
Assume a company needs to plan for the construction of a civil engineering
project that will use steel bars and cement. Steel bars need to be purchased
in whole numbers, e.g., 500 bars but cement can be measured using
decimals, e.g., 2.5 tons of cement. In this case only the decision variable for
the steel bars need to be integer hence the problem is a mixed ILPP.
Please read Chapter 9.

Please also refer to the following web site if you would like to:
http://mat.gsia.cmu.edu/classes/integer/integer.html
Since the midterm exam is due now, I will not give you assignment for this
week.