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O N - L I N E

T U T O R I A L

The Simplex Method of Linear Programming

DISCUSSION QUESTIONS
1.The fundamental purpose of the simplex procedure is to
enablesolutionstobefoundforsetsofsimultaneousequationsin
whichthenumberofvariablesexceedsthenumberofequations.
Thesimplexprocedureis:

Identifythepivotcolumnbyfindingtheminimumcjzj.
Identify the pivot row by dividing each value in the
quantitycolumnbythevalueinthesamerowwhichisin
the pivot column. Select the row having the smallest
positiveresultfromthisdivisionprocessasthenewpivot
row.Circlethenumberattheintersectionofthepivotrow
andthepivotcolumnthisisthepivotnumber.
Divideeachvalueinthepivotrowbythepivotnumberand
puttheresultsinanewtableau.Thisisthenewversionof
thepivotrow.Relabelwiththepivotcolumnvariableandcj.
Multiply the new version of the pivot row by another
number in the pivot column (not the pivot number).
Subtractthisproductfromtherowfromwhichyougotthe
number.Puttheresultinthenewtableau.Dothisforall
numbersinthepivotcolumnexcept,cj,zjandcjzj.
Compute the zj as the sum of each columns values
multipliedbytheircorrespondingcolumnar cj values.To
getthecjzj,subtractthezjrowatthetopofthetableau.
If

all
cj zj valuesarepositive,youhaveanoptimalsolution.
Otherwisereturntofirststep.

2.Differencesbetweengraphicalandsimplexmethods:

Graphiccanbeusedonlywhentwovariablesareinthe
model.

Graphicmustevaluateallcornerpoints(ifcornerpoint
method is used); simplex checks a lesser number of
corners.

Simplexcanbeautomatedandsystematized.

Simplex involves use of surplus, slack, and artificial

variables, and provides useful economic data as a by
product.
Similaritiesbetweengraphicandsimplexmethods:

Bothfindoptimalsolutionatacornerpoint.

Both require a feasible region and the same problem

structure(objectivefunctionandconstraints).
The graphical method, which provides a better intuitive
understanding of the problem than the simplex method, is
preferablewheneveritispossibletouseit.

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3.Pivotcolumn:

Selectthevariablecolumnwiththelargestpositivecjzj
value(inamaximizationproblem)orlargestnegativecjzj
value(inaminimizationproblem).

Pivotrow:

Selecttherowwiththesmallestquantitytocolumnratio
thatisanonnegativenumber.

Pivotnumber:

Definedtobeattheintersectionofthepivotcolumnand
pivotrow.

4.In a maximization problem, the variable with the largest

objectivefunctioncoefficientwillenterasthefirstrealvariable
inthesecondsimplextableau.Therefore,x3withacoefficientof
12,willenterfirst.
In a minimization problem, the variable with the lowest
objectivefunctioncoefficientwillenterasthefirstrealvariable
inthesecondsimplextableau.Therefore,x1,withacoefficientof
2.5,willenterfirst.
5.Slackvariables areaddedonlytolessthanconstraintsfor
useinthesimplexmethod.
6.Stepsinasimplexmaximizationproblem

Step 1: Determine which variable enters the solution

next.
Step2:Determinewhichvariabletoreplace.
Step3:Computenewvaluesforthepivotrow.
Step4:Computenewvaluesforeachremainingrow.
Step5:Computethezjandcjzjrowsandtestfor
optimality.

7.Asurplusvariable,usedtoconvertgreaterthanconstraints
forthesimplexprocess,istheamountoverandabovearequired
minimumlevelsetontherighthandside.
An artificialvariable hasnophysicalmeaning.Itisusedto
prepareanequalityconstraintforthesimplextable.

END-OF-TUTORIAL PROBLEMS
T3.1Theoriginalequationsare:
Objective:9x112x2(maximize)
Subjectto:x1x210(gallons,varnish)
x12x212(lengths,redwood)

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where:

zj
cj zj

x1numberofcoffeetables/week
x2numberofbookcases/week

(b)

The constraint equations must first be rewritten as

equalitieswiththeappropriateslackvariables:
x1x2S110
x12x2S212

andthenthesystemofequationsenteredintothesimplex
tableauasshownbelow:
Initialsimplextableau:

cj

Solution Mix

12

Quantity

0
0

S1
S2
zj
cj zj

x1
1
1
0
9

x2
1
2
0
12

S1
1
0
0
0

S2
0
1
0
0

10
12
0

Secondsimplextableau:

cj

Solution Mix

12

Quantity

0
12

S1
x1
zj
cj zj

x1
1/2
1/2
6
3

x2
0
1
12
0

S1
1
0
0
0

S2
1/2
1/2
6
6

4
6
72

9
12

Solution Mix

12

x1
x2
zj

x1
1
0
9

x2
0
1
12

S1
2
1
6

S2
1
1

cj zj

8
2
96

T3.2(a)Theoriginalequationsare:
Objective:3x19x2(maximize)
Subjectto:x14x224
x12x216

cj

Solution
Mix

9
0

cj

The constraint equations must first be rewritten as

equalitieswiththeappropriateslackvariables:
x14x2S124
x12x2S216
and then the system of equations entered into the
Simplextableauasshownbelow:
Initialsimplextableau:
9

0
0

S1
S2

x1
1
1

x2
4
2

S1
1
0

S2
0
1

Quantity

x1
S2
zj

x1
0.25
0.50
2.25

x2
1
0
9

S2
0
1
0

6
4
54

cj zj

0.75

S1
0.25
0.50
2.2
5
2.25

(d)Thirdsimplextableau:

Optimal:x18,x22,Profit$96

0
0

Becausethisisamaximizationproblem,andalltermsinthe
bottomrowofthetableauarenotnegativeorzero,wedonot
haveanoptimalsolution.

Becausethisisamaximizationproblem,andthebottom
rowofthetableaunowincludesonlynumberswhichare
negativeorzero,wehavereachedtheoptimalsolution.

Solution Mix

0
0

Step 1: Identify the pivot column by finding the

maximumcjzj
Step2:Identifythepivotrowbydividingeachvaluein
thequantitycolumnbythevalueinthesamerowwhichis
in the pivot column. Select the row having the smallest
positiveresultfromthisdivisionprocessasthenewpivot
row.Circlethenumberattheintersectionofthepivotrow
andthepivotcolumnthisisthepivotnumber.
Step3:Divideeachvalueinthepivotrowbythepivot
numberandputtheresultsinanewtableau.Thisisthe
new version of the pivot row. Relabel with the pivot
columnvariableandcj.
Step4:Multiplythenewversionofthepivotrowby
anothernumberinthepivotcolumn(notthepivotnumber).
Subtractthisproductfromtherowfromwhichyougotthe
number.Puttheresultinthenewtableau.Dothisforall
numbersinthepivotcolumnexceptcj,zjandcjzj.
Step 5: Compute the zj as the sum of each columns
values multiplied by their corresponding columnar cj
values.Togetthecjzjsubtractthezjrowatthetopofthe
tableau. If all cj zj values are positive, you have an
optimalsolution.Otherwisereturntostep1.

Quantity

3
3

cj

0
9

(c)Secondsimplextableau:

Thirdsimplextableau:
cj

0
3

96

Quantit
y
24
16

9
3

Solution Mix

x2
x1

x1
0
1

x2
1
0

S1
0.5
1

zj

1.5

cj zj

1.5

0
S2
0.5
2
1.
5
1.5

Quantity
4
8
60

Sincethisisamaximizationproblem,andthebottomrowof
thetableaunowincludesonlynumberswhicharenegativeor
zero,wehavereachedtheoptimalsolution.
Optimal:x18,x24,Profit$60
(e)Intwoiterationsyoushouldhavetheexactsameresultsas
whenstartingfrompart(a)ofthisquestion.Yourintermediate
tableau, however, will not relate to part (c) since you are

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solving this problem by going around the feasible solution

region in the opposite direction. Thus your intermediate
solutionrepresentsadifferentcornerofthefeasibleregion.

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T3.3

x1

x2

98

S2

5
3

x2
x1
zj
cj zj

0
1
3
0

1
0
5
0

1.00 0.00
0.67
0.33
3.00 1.00
3.00 1.00

6
2
36

Becausethisisamaximizationproblem,andthebottom
rowofthetableaunowincludesonlynumberswhichare
negativeorzero,wehavereachedtheoptimalsolution.
Optimal:x12,x26,Profit$36
TheiterationsoftheSimplextableautraversethecorner
solutionsintheorder(a),(b),(c).
T3.4

Theoriginalequationsare:
Objective:3x15x2(maximize)
Subjectto:x26
3x12x218
x1,x20(nonnegativity)
Theoptimalsolutionisfoundattheintersectionofthetwo
constraints. Solving for the values of x1 and x2 at the
intersection,wehave:
x2 6
18 2 x2 18 2 6 6

2
3
3
3
Profit 3x1 5x2 3 2 5 6 6 30 $36
x1

To solve this problem using the simplex method, the

constraintequationsmustfirstberewrittenasequalitieswith
theappropriateslackvariables:
x2S16
3x12x2S218
and then the system of equations entered into the Simplex
tableauasshownbelow:
Initialsimplextableau:
cj

0
0

Solution
Mix
S1
S2
zj
cj zj

x1
0
3
0
3

x2
1
2
0
5

S1
1
0
0
0

S2
0
1
0
0

Quantity

6
18
0

5
0

Solution
Mix
x2

3
x1
0

x2
1

S1

S2
zj

3
0

0
5

cj zj

1
2

5
5

Quantity

S2
0

1
0

6
30

Solution
Mix

Tosolvetheseequationssimultaneously,beginbywriting
themintheformshownbelow:
x12x280
3x1x275
Multiplythesecondequationby2andaddittothefirst:
x1 2 x2 80 x1 2 x2 80
5x1 70
Thus,x170/514.Given:
x12x280
2x280x18014
or
66
x2
33
2
Thecostisgivenby:
C4x15x2414533$221

Thirdsimplextableau:
cj

Theoptimalsolutionisfoundattheintersectionofthetwo
constraints:
x12x280
3x1x275

2(3x1 x2 75) 6 x1 2 x2 150

Secondsimplextableau:
cj

Theoriginalequationsare:
Objective:4x15x2(minimize)
Subjectto:x12x280
3x1x275

Quantity

To solve this problem using the simplex method, the

constraintequationsmustfirstberewrittenasequalities
withtheappropriatesurplusandartificialvariables:

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x12x2S1A180
3x1x2S2A275
andthenthesystemofequationsenteredintothesimplex
tableauasshowninthenextpage.

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Initialsimplextableau:
cj

Solution
Mix

M
M

A1
A2
zj
cj zj

x1
1
3
M
M

x2
2
1
M
M

S1
1
0
M
M

S2
0
1
M
M

A1
1
0
M
0

A2
0
1
M
0

Quantity

80
75

Basicvariables:A180,A275
Nonbasicvariables:x1,x2,S1,S2
Secondsimplextableau:
cj

Solution
Mix

x1

x2

S1

A1
x1

0
1

1.67
0.33

zj
cj zj

4
0

M
M

0
M
M

Quantity

S2

A1

0.33
0.33

1
0

0.33
0.33

M
M

M
0

M
M

M
4

55
25

Basicvariables:A155,x125
Nonbasicvariables:x2,S1,S2,A2
Thirdsimplextableau:
cj

Solution
Mix

x1

x2

0
S1

S2

A1

Quantity

A2

Basicvariables:x114,x233
Nonbasicvariables:S1,S2,A1,A2
Becausethisisaminimizationproblem, and the bottom
rowofthetableaunowincludesonlynumberswhichare
positiveorzero,wehavereachedtheoptimalsolution.
Optimal:x114,x233,Cost$221

T3.5Letx1numberofclassAcontainerstobeused
x2numberofclassKcontainerstobeused
x3numberofclassTcontainerstobeused
Theappropriateequationsare:
Maximize:8x16x214x3
Subjectto:2x1x23x3120(material)
2x16x24x3240(time)
x1,x2,x30(nonnegativity)
Theconstraintequationsmustfirstberewrittenasequalitieswith
theappropriateslackandartificialvariables:
2x1x23x3S1120
2x16x24x3A1240
andthenthesystemofequationsenteredintothesimplextableau
asshowninthenextpage.

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Initialsimplextableau:
cj

0
M

Solution
Mix

x1 x2 x3
2 1 3
2 6 4
M
M M
M
M
M

S1
A1
zj
cj zj

S1
1
0
0
0

A1
0
1
M
0

14

Quantity

120
240

Secondsimplextableau:
cj

Solution
Mix

0
6

S1
x2
zj
cj zj

14

Quantity

x1
5/3
1/3
2
6

x2
0
1
6
0

x3
7/3
2/3
4
10

S1
1
0
0
0

A1
1/6
1/6
1
M

80
40
240

Thirdsimplextableau:
cj

Solution
Mix

14
6

x3
x2

14

x1 x2
5/7 0
1/7
1

x3
1
0

S1
A1
3/7 1/14
2/7 3/14

Quantity

34 2/7
17 1/7

Becausethisisamaximizationproblem,andthebottom
rowofthetableaunowincludesonlynumberswhichare
negativeorzero,wehavereachedtheoptimalsolution.
Optimal:x10,x2=171/7,x3=342/7
or:
x10,x217.143,x334.286
and:
Profit5826/7$582.86
T3.6Theoriginalequationsare:
Objective:4x11x2(minimize)
Subjectto:3x1x23
4x23x26
x12x23
x1,x20
Theconstraintsmustbefirstrewrittenasequalitieswith
theappropriateslack,surplus,andartificialvariables:

3x1x2A13
4x13x2S1A26
x12x2S23

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andthenthesystemofequationsenteredintotheSimplex
tableauasshownbelow:
Initialsimplextableau:
cj

Solution Mix

M
M
0
.

A1
A2
S2
zj
cj zj

Quantity

x1
3
4
1
M
M

x2
1
3
2
M
M

S1
0
1
0
M
M

S2
0
0
1
0
0

A1
1
0
0
M
0

A2
0
1
0
M
0

3
6
3

(a)Variablex1willenterthesolution
(b)VariableA1willleavethesolution.
T3.7 Initialsimplextableau:
cj

Solution Mix

M
M
0

A1
A2
S2
zj
cj zJ

x1
3
4
1
M
M

x2
1
3
2
M
M

S1
0
1
0
M
M

S2
0
0
1
0
0

A1
1
0
0
M
0

A2
0
1
0
M
0

Quantit
y
3
6
3

Secondsimplextableau:
cj

Solution Mix

4
M
0

x1
A2
S2
zj
cj zj

x1
1
0
0
4
0

x2
1/3
5/3
5/3
M
M

S1
0
1
0
M
M

S2
0
0
1
0
0

A1
1/3
4/3
1/3
M
M

A2
0
1
0
M
0

Quantit
y
1
2
2

Thirdsimplextableau:
cj

Solution Mix

4
1
0

x1
x2
S2
zj
cj zj

x1
1
0
0
4
0

x2
0
1
0
1
0

S1
0.2
0.6
1.0
0.2
0.2

S2
0
0
1
0
0

A1
0.6
0.8
1.0
1.6
M

A2
0.2
0.6
1.0
0.2
M

Quantity
0.6
1.2
0.0

NotethatthistableauisdegeneratethebasicvariableS2hasvalue0.
Fourthsimplextableau:
cj
4
1
0

Solution Mix

x1
x2
S1
zj
cj zj

x1
1
0
0
4
0

x2
0
1
0
1
0

S1
0
0
1
0
0

S2
0.2
0.6
1.0
0.2
0.2

A1
0.4
0.2
1.0
1.4
M

M
A2
0
0
1
0
M

Quantity
0.6
1.2
0.0
3.6

Becausethisisaminimizationproblem,andthebottom
rowofthetableaunowincludesonlynumberswhichare
positiveorzero,wehavereachedtheoptimalsolution.
Optimal:x10.6,x21.2,Cost3.6
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