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Assignment Q.No.

5 Solve the following LP problem using Simplex method


Maximize, Z = 12X1 + 16X2
Subject to
10X1 + 20X2  120
8X1 + 8X2  80
X1  0, X1  0

Z = 12X1 + 16X2
10X1 + 20X2 + S1 = 120
8X1 + 8X2 + S2 = 80
Z = 12X1 + 16X2 + 0S1 + 0S2
X1, X2, S1, S2  0

Note : S1 and S2 are called Slack variables, it can take any slack between the left and right
hand side inequalities upon converting into equal)
Initial Simplex tableau

Cbi Cj Solution Ratio

Basic variables

Zj

Cj - Zj

Cj = Coefficient of objective function


Note: Cbi = Coefficient of basic variables
ZJ =
(sum of cost of basic variables multiplied by coefficients of constraint variables)
Initial Simplex tableau 10X1 + 20X2 + S1 = 120 ZJ =
objective function, Z = 12X1 + 16X2 + 0S1 + 0S2 8X1 + 8X2 + S2 = 80

Cbi Cj 12 16 0 0 Solution Ratio

Basic variables
X1 X2 S1 S2

0 S1 10 20 1 0 120

0 S2 8 8 0 1 80

Zj

Cj - Zj

Cj = Coefficient of objective function


Cbi = Coefficient of basic variables The cost of slack variables S1 and S2 are zero
Next find the values of Zj
Look for optimality condition
Cbi Cj 12 16 0 0 Solution Ratio

Basic variables
X1 X2 S1 S2
(BV)

0 S1 10 20 1 0 120

0 S2 8 8 0 1 80

Zj 0 0 0 0 0

Cj - Zj 12 16 0 0

For all maximization problems Cj – Zj should be  0


For all minimization problems Cj – Zj should be > 0
Look for optimality condition

For all maximization problems Cj – Zj should be  0

For all minimization problems Cj – Zj should be  0

Since Cj – Zj are 12 and 16 respectively which are more than zero and positive
Solution is not optimal

Next select the maximum value of Cj – Zj, i.e 16 (this is called key column)

Then calculate the ratio i.e 120/20 = 6 (dividing the solution by bi value of this column)
similarly 80/8 =10

In order to find the key row, select the column of least ratio, i.e 6
Cbi Cj 12 16 0 0 Solution Ratio

Basic variables X1 X2 S1 S1
(BV)

120
0 S1 10 1 0 120

10
20

0
120/20 = 6

0 S2 8 8 0 1 80 80/8 = 10

Zj
0 0 0 0 0

Cj - Zj 0 0
12 16

Next select the maximum value of Cj – Zj, i.e 16 (this column is called key column)
Then calculate the ratio i.e 120/20 = 6
similarly 80/8 =10
In order to find the key row, select the column of least ratio, i.e 6
Cbi Cj 12 16 0 0 Solution Ratio

Basic variables X1 X2 S1 S1
(BV)

120
0 S1 10 1 0 120

10
20

0
1
120/20 = 6

0 S2 8 8 0 1 80 80/8 = 10

Zj
0 0 0 0 0

Cj - Zj 0 0
12 16
1St Iteration process

CBj Cj 12 16 0 0 Solution Ratio

Basic variables X1 X2 S1 S2
(BV)

S1
0

S2
0

Zj

Cj - Zj

Cj = Coefficient of objective function


Replace S1 with X2
Cbj = Coefficient of basic variables
1St Iteration process

CBj Cj 12 16 0 0 Solution Ratio

Basic variables X1 X2 S1 S2
(BV)

X2 10/20 20/20 1/20 0/20 120/20


16

S2
0

Zj

Cj - Zj

for the first row, divide the old coefficients of basic vales of variables with the key element
1St Iteration process

CBj Cj 12 16 0 0 Solution Ratio

Basic variables X1 X2 S1 S2
(BV)

X2 1/20 1 1/20 0 6
16

S2
0

Zj

Cj - Zj

for the first row, divide the old coefficients of basic vales of variables with the key element
For the values of the second row use the following formula
Cbi Cj 12 16 0 0 Solution Ratio

Basic variables X1 X2 S1 S1
(BV)

120
0 S1 10 1 0 120

10
20

0
1
120/20 = 6

0 S2 8 8 0 1 80 80/8 = 10

Zj
0 0 0 0 0

Cj - Zj 0 0
12 16
1St Iteration

Cbi Cj 12 16 0 0 Solution Ratio

Basic variables
X1 X2 S1 S2

16 X2 1/2 1 1/20 0 6

0 S2 4 0 - 2/5 1 32

Zj

Cj - Zj
Find Zj Value

(16 x 1/2) + (0 x 4) = 8

(16 x 1) + (0 x 0) = 16

(16 x 1/20) + (0 x – 2/5) = 4/5

(16 x 0) + (0 x 1) = 0
(16 x 6) + (0 x 32) = 96
Next select the maximum value of Cj – Zj, i.e 4 (this is called key column)
Cbi Cj 12 16 0 0 Solution Ratio

Basic variables X1 X2 S1 S2

16 X2 1/2 1 1/20 0 6

0 S2 4 0 - 2/5 1 32

Zj 8 16 4/5 0 96

Cj - Zj 4 0 - 4/5 0

Since Cj – Zj are 4,0. – 4/5 and 0, respectively, 4 is more than zero and positive.
Therefore, Solution is not optimal
For all maximization problems Cj – Zj should be  0
Next select the maximum value of Cj – Zj, i.e 4 (this is called key column)
2nd Iteration

Cbi Cj 12 16 0 0 Solution Ratio

Basic variables X1 X2 S1 S2

16 X2 1/2 1 1/20 0 6 12
1/2

S2 44 0 - 2/5 1 32
0 8

Zj 8 16 4/5 0

Cj - Zj 4 0 - 4/5 0

In order to find the key row, select the column of least ratio, i.e 8
2nd Iteration entering variable

CBj Cj 12 16 0 0 Solution Ratio

Basic variables
X1 X2 S1 S2
(BV)

16 X2 ½1/2 1 1/20 0 6 /1/2 12

0 S2 44 00 - 2/5
- 2/5 11 32 8

32
32/4

Zj 8 16 4/5 0

Cj - Zj 4 0 - 4/5 0

leaving variable
Cbi Cj 12 16 0 0 Solution Ratio

Basic variables X1 X2 S1 S2

16 X2

12 X1 4/4 0/4 - 2/5/4 0/4 32/4

Zj

Cj - Zj

in order to find new variables, divide the row with key element 4
CBj Cj 12 16 0 0 Solution Ratio

Basic variables
X1 X2 S1 S2
(BV)

16 X2

12 X1 1 0 - 1/10 1/4 8

Zj

Cj - Zj
CBj Cj 12 16 0 0 Solution Ratio

Basic variables
X1 X2 S1 S2
(BV)

16 X2 0 1 1/10 - 1/8 2

12 X1 1 0 - 1/10 1/4 8

Zj

Cj - Zj
Find Zj Value

(16 x 0) + (12 x ) = 12

(16 x 1) + (12 x 0) = 16

(16 x 1/10) + (12 x – 1/10) = (16/10 – 12/10) = 4/10 = 2/5

(16 x -1/8) + (12 x 1/4) = (- 2 + 3) =1

(16 x 2) + (12 x 8) =128


2nd Iteration

CBj Cj 12 16 0 0 Solution Ratio

Basic variables X1 X2 S1 S2
(BV)

16 X2 0 1 1/10 - 1/8 2

12 X1 1 0 - 1/10 1/4 8

Zj 12 16 2/5 1 128

Cj - Zj 0 0 - 2/5 -1

X1 = 2, X2 = 8, Z = 128