LINEAR PROGRAMMING Maximization

SIMPLEX METHOD Method

Definition of Terms
 An iterative technique that begins with a feasible
solution that is not optimal, but serves as a starting point.

Definition of Terms

Sequence of steps (row operations) performed in

moving one basic feasible solution to another.
SAMPLE PROBLEM
A tailor has the following materials available: 18
square meter cotton, 20 square meter silk, 5 square
meter wool. A gown requires the following: 3 square
meters cotton, 2 square meter silk, and 1 square meter
wool. A suit requires the following: 2 square meter
cotton, 4 square meter silk. If a gown sells for Php1,200
and a suit for Php1,600, how many of each garment
should the tailor make to obtain the maximum amount of
money?
REPRESENT THE UNKNOWN IN THE
PROBLEM

Let: x be the number of gowns

y be the number of suits
TABULATE THE DATA ABOUT THE FACTS

Materials Gown (x) Suit (y) Available

Cotton 3 2 18
Silk 2 4 20
Wool 1 0 5
Profit Php1,200 Php1,600
FORMULATE THE OBJECTIVE FUNCTION AND
CONSTRAINTS
The objective function is:
Maximize: Zj = 1200 x + 1600 y

The structural constraints are:

3x + 2y ≤ 18 Cotton
2x + 4y ≤ 20 Silk
x ≤5 Wool

Non-negativity constraints:
x, y ≥ 0
CONVERT THE INEQUALITY TO EQUATION
(STRUCTURAL CONSTRAINTS)

Constraints Adjustments Maximization

x≤c Add a slack variable x+s=c
x≥c Multiply both sides by (-1) -x + s = -c
and add a slack variable
x=c Add a slack variable x+s=c
 CONVERT THE INEQUALITY TO EQUATION
(STRUCTURAL CONSTRAINTS)
The objective function is: The objective function is:

Maximize: Zj = 1200x + 1600y Maximize: Zj = 1200x + 1600y + 0S1 + 0S2 + 0S3

The structural constraints are: Subject to:

3x + 2y ≤ 18 Cotton 3x + 2y + S1 =18
2x + 4y ≤ 20 Silk 2x + 4y + S2 = 20
x ≤ 5 Wool x + S3 = 5

Non-negativity constraints: x, y, S1, S2 ,S3 ≥ 0

x, y ≥ 0
ENTER THE CONSTRAINTS COEFFICIENTS
IN THE INITIAL TABLEAU AND CALCULATE
Z J AND C J - Z J
Cj Basic Right 1200 1600 0 0 0
Variable Hand
Side
x y S1 S2 S3
0 S1 18 3 2 1 0 0
0 S2 20 2 4 0 1 0
0 S3 5 1 0 0 0 1
Zj 0 0 0 0 0
C j - Zj 1,200 1,600 0 0 0
COMPLETED TABLEAU 1
Cj Basic Right 1200 1600 0 0 0
Variable Hand Side

x y S1 S2 S3
0 S1 18 3 2 1 0 0
0 S2 20 2 4 0 1 0
0 S3 5 1 0 0 0 1
Zj 0 0 0 0 0 0
C j - Zj 1200 1600 0 0 0
DETERMINE THE OPTIMUM COLUMN
Cj Basic Right 1200 1600 0 0 0
Variable Hand Side

x y S1 S2 S3
0 S1 18 3 2 1 0 0
0 S2 20 2 4 0 1 0
0 S3 5 1 0 0 0 1
Zj 0 0 0 0 0 0
C j - Zj 1200 1600 0 0 0
Pivot Row (PR) = RHS ÷ Intersectional Elements (IE)
IDENTIFY THE PIVOT ROW
Cj Basic Right 1200 1600 0 0 0
Variable Hand Side

x y S1 S2 S3
0 S1 18 3 2 1 0 0
0 S2 20 2 4 0 1 0
0 S3 5 1 0 0 0 1
Zj 0 0 0 0 0 0
C j - Zj 1200 1600 0 0 0
Replacing Row (RR)= Pivot Row (PR) ÷ Pivot (P)
SECOND ROW WILL BE THE REPLACING ROW
Cj Basic Right Hand 1200 1600 0 0 0
Variable Side

x y S1 S2 S3
0 S1 18 3 2 1 0 0
1,600 y 20 2 4 0 1 0
0 S3 5 1 0 0 0 1
Zj 0 0 0 0 0 0
C j - Zj 1200 1600 0 0 0

RR = (20, 2, 4, 0, 1, 0) ÷ 4
SECOND ROW WAS REPLACED
Cj Basic Right 1200 1600 0 0 0
Variable Hand Side

x y S1 S2 S3
0 S1 18 3 2 1 0 0
1,600 y 5 1/2 1 0 1/4 0
0 S3 5 1 0 0 0 1
Zj 0 0 0 0 0 0
C j - Zj 1200 1600 0 0 0
 COMPUTE THE NEW VALUES FOR THE
REMAINING ROWS
Cj Basic Right 1200 1600 0 0 0
Variable Hand Side

x y S1 S2 S3
0 S1 18 3 2 1 0 0
1,600 y 5 1/2 1 0 1/4 0
0 S3 5 1 0 0 0 1
Zj 0 0 0 0 0 0
C j - Zj 1200 1600 0 0 0

RRow = Old Row – [ Intersectional Element (IE) x Replacing Row) ]

First Row = (18) – (2) (5) = 8 Third Row = (5) – (0) (5) = 5
PARTIAL TABLEAU 2
Cj Basic Right 1200 1600 0 0 0
Variable Hand
Side
x y S1 S2 S3
0 S1 8 2 0 1 -1/2 0
1,600 y 5 1/2 1 0 1/4 0
0 S3 5 1 0 0 0 1
Zj
C j - Zj
CALCULATE THE Z J AND C J – Z J VALUES
Cj Basic Right 1200 1600 0 0 0
Variable Hand
Side
x y S1 S2 S3
0 S1 8 2 0 1 -1/2 0
1,600 y 5 1/2 1 0 1/4 0
0 S3 5 1 0 0 0 1
Zj
C j - Zj
COMPLETED TABLEAU 2
Cj Basic Right 1200 1600 0 0 0
Variable Hand
Side
x y S1 S2 S3
0 S1 8 2 0 1 -1/2 0
1,600 y 5 1/2 1 0 1/4 0
0 S3 5 1 0 0 0 1
Zj 8,000 800 1,600 0 400 0
C j - Zj 400 0 0 -400 0

Return to Step 7 since the Cj – Zj row still contains a

positive entry.
IDENTIFY THE PIVOT ROW
Cj Basic Right 1200 1600 0 0 0
Variable Hand
Side
x y S1 S2 S3
0 S1 8 2 0 1 -1/2 0
1,600 y 5 1/2 1 0 1/4 0
0 S3 5 1 0 0 0 1
Zj 8,000 800 1,600 0 400 0
C j - Zj 400 0 0 -400 0
FIRST ROW IS THE REPLACING ROW
Cj Basic Right 1200 1600 0 0 0
Variable Hand
Side
x y S1 S2 S3
1,200 x 8 2 0 1 -1/2 0
1,600 y 5 1/2 1 0 1/4 0
0 S3 5 1 0 0 0 1
Zj 8,000 800 1,600 0 400 0
C j - Zj 400 0 0 -400 0
REPLACING THE REMAINING ROWS
Cj Basic Right 1200 1600 0 0 0
Variable Hand
Side
x y S1 S2 S3
1,200 y 4 1 0 ½ -¼ 0
1,600 S2 5 1/2 1 0 1/4 0
0 S3 5 1 0 0 0 1
Zj 8,000 800 1,600 0 400 0
C j - Zj 400 0 0 -400 0
PARTIAL TABLEAU 3

Cj Basic Right Hand 1200 1600 0 0 0

Variables Side

x y S1 S2 S3
1200 X1 4 1 0 ½ -¼ 0
1600 X2 3 0 1 -¼ 3/8 0
0 S3 1 0 0 -½ ¼ 1
Zj
Cj - Zj
COMPLETED TABLEAU 3
Cj Basic Right-hand 1200 1600 0 0 0
Variables side

x y S1 S2 S3

1200 X1 4 1 0 ½ -¼ 0

1600 X2 3 0 1 -¼ 3/8 0

0 S3 1 0 0 -½ ¼ 1

Zj 9600 1200 1600 200 300 0

C j - Zj 0 0 -200 -300 0
If the last Cj – Zj row do no contain a positive
entry the tableau is optimum. Our decision will
be to make:
Decision:
x = 4 gowns S1 = 0
y = 3 suits S2 = 0
Zj = Php9,600 profit S3 = 1
LINEAR PROGRAMMING Maximization
Method
SIMPLEX METHOD Special Cases
ALTERNATIVE OPTIMAL SOLUTION

Objective function line coincides with one

of the binding constraints
More than one solution
INFEASIBILITY

No points satisfy all constraint equation

No solution
UNBOUNDED

Value of the solution may be made infinitely

without violating any of constraint
Infinite Solution