Linear Programming (LP)

Simplex Method

Lecture Notes in Mathematics in the

Modern World

Session 15

National University

August 22, 2018

Session 15 Lecture Notes in Mathematics in the Modern World

 Linear Programming (LP)
Simplex Method

Overview

1 Linear Programming (LP)

2 Simplex Method

Session 15 Lecture Notes in Mathematics in the Modern World

 Linear Programming (LP)
Simplex Method

Today’s Learning Outcomes

At the end of the day, the student must be able to:

Solve LP Problems graphically. .
Assessment
Recitation
Board work

Session 15 Lecture Notes in Mathematics in the Modern World

 Linear Programming (LP)
Simplex Method

QUIZ

In a certain hospital, a nutritionist prepares a menu for patients on

low-fat diets. The primary ingredients are chicken and rice. The
meal must contain enough protein and iron to meet at least the
DOH recommended daily allowance (RDA) for each nutrient. The
RDA for protein is 60 grams and 30 milligrams. Each 4-ounce
serving of chicken contains 60 grams of protein , 15 milligrams of
iron, and 6 grams of fat. Each 1-cup serving of rice contains 12
grams of protein, 9 milligrams of iron, and 3 grams of fat. How
much chicken and rice should be included in the meal in order to
minimize the amount of fat?

Session 15 Lecture Notes in Mathematics in the Modern World

 Linear Programming (LP)
Simplex Method

Simplex Method

Simplex Method is an iterative technique that begins with a

feasible solution that is not optimal, but serves as a starting
point.

Session 15 Lecture Notes in Mathematics in the Modern World

 Linear Programming (LP)
Simplex Method

Simplex Method

Simplex Method is an iterative technique that begins with a

feasible solution that is not optimal, but serves as a starting
point.
With the use of algebraic manipulation, the solution is
improved until no further improvement is posible.

Session 15 Lecture Notes in Mathematics in the Modern World

 Linear Programming (LP)
Simplex Method

Simplex Method

Simplex Method is an iterative technique that begins with a

feasible solution that is not optimal, but serves as a starting
point.
With the use of algebraic manipulation, the solution is
improved until no further improvement is posible.
The simplex method requires that all constraints be expressed
as equations.

Session 15 Lecture Notes in Mathematics in the Modern World

 Linear Programming (LP)
Simplex Method

Simplex Method

Simplex Method is an iterative technique that begins with a

feasible solution that is not optimal, but serves as a starting
point.
With the use of algebraic manipulation, the solution is
improved until no further improvement is posible.
The simplex method requires that all constraints be expressed
as equations.
All the inequalities shall be converted into equations or in the
standard form of linear programming problem.

Session 15 Lecture Notes in Mathematics in the Modern World

 Linear Programming (LP)
Simplex Method

Standard LP Model

A standard LP maximization model is of the form

Maximize: P = a1 x1 + a2 x2 + · · · + an xn
Subject to bi x1 + bi x2 + · · · + bi xn ≤ ci xi ≥ 0, 1 ≤ i ≤ m
where ci > 0 for all i.

Session 15 Lecture Notes in Mathematics in the Modern World

 Linear Programming (LP)
Simplex Method

Steps in Solving Standard LP Maximization Model Using Simplex

Method
1 Set up an LP model of the Problem.
2 Introduce the necessary Slack Variables.
3 Establish the initial Tableau.
4 Examine the simplex tableau for optimal solutions. If the basic
feasible solution is maximal, the problem is solved. Otherwise,
proceed to step 5.
5 Compute a new simplex tableau: select the pivot column, find
pivot row, and pivot about the pivot entry.
6 Proceed to step 4.

Session 15 Lecture Notes in Mathematics in the Modern World

 Linear Programming (LP)
Simplex Method

Definition of Terms

Slack Variables - variables added to constraints to convert

them into equations.
Iteration - is a simplex method which consists of steps (row
operations) performed in moving one basic feasible solution to
another.
Simplex Tableau - is a table used to keep track of the
calculations made when the simplex method is employed.
Pivot Column - is the column in any solution to a
maximization problem which has the lowest value in the last
row.

Session 15 Lecture Notes in Mathematics in the Modern World

 Linear Programming (LP)
Simplex Method

Definition of Terms

Intersectional Elements are elements common to both the

pivot column and the rows representing variables in the
solution.
Pivot Row - is the row in the simplex tableau corresponding
to the basic variable that will leave the solution. It is
determined by the test ratio computed by dividing RHS by
the intersectional elements.
Pivot is the intersection of the pivot row and pivot column.

Session 15 Lecture Notes in Mathematics in the Modern World

 Linear Programming (LP)
Simplex Method

Initial Tableau to Simplex Tableau

Identify the pivot column.

Find the pivot row.
Find the pivot.
Identify the Leaving variable, entering variable, and
intersectional elements (IE).
Use the formula: RR = PR / P [RR - replacing row, PR -
pivot row, P - pivot]
Use the formula: R’R = P’R - (IE x RR) [R’R - remaining
row, PR - previous row]
Enter the results in Tableau 2.
Tableau is optimal if there are no negative entries in the last
row.

Session 15 Lecture Notes in Mathematics in the Modern World

 Linear Programming (LP)
Simplex Method

Example

A local boutique produced two designs of gowns A and B and has

the following materials available: 18 m2 of cotton, 20 m2 of silk,
and 5 m2 of wool. Design A requires the following: 3 m2 of cotton,
2 m2 of silk, and 1 m2 of wool. Design B requires the following: 2
m2 of cotton, 4 m2 of silk. If Design A sells for 1200 pesos and
Design B for 1600 pesos, how many of each garment should the
boutique produce to obtain maximum amount of money?

Session 15 Lecture Notes in Mathematics in the Modern World

 Linear Programming (LP)
Simplex Method

Exercise

Maximize 13x + 6y
Subject to x + 2y ≤ 8
2x + y ≥ 8
2x + 2y ≤ 16
x ≥ 0, y ≥ 0

Session 15 Lecture Notes in Mathematics in the Modern World

 Linear Programming (LP)
Simplex Method

REFERENCE

Bazaraa, M., Jarvis, J., Sherali, H. (2010). Linear

Programming and Network Flows (4th ed.). Wiley.
Sirug, W. S. (2018). Mathematics in the Modern
World. Mindshapers Co., Inc.

Session 15 Lecture Notes in Mathematics in the Modern World