3-Variable Problem by Simplex Method

Minimize: z = 51 2 83
subject to: 2x1 + 5x2 3 1
-2x1 - 122 + 3 9
-3x1 - 82 + 23 4
xi 0, i = 1 , ... , 3.

Starting with
Basic Feasible Solution
Introduce slack variables as basic variables and the actual variables
as non-basic (set to 0), then the right-hand side of each constraint
represents the basic solution..

Canonical Form
2x1 + 5x2 - x3 + x4

=1

-2x1 - 12x2 + 3x3 + x5 = 9

-3x1 - 8x2 + 2x3 + x6 = 4

Treating the slack variables as basic and the others as non-basic,
the starting basic feasible solution is
Basic:

x4 = 1, x5 = 9, x6 = 4

Non-basic:

x1 = x2 = x3 = 0

z=0 is a basic feasible solution

We have the following situation:

Basic:
x4 = 1, x5 = 9, x6 = 4 ;
Non basic:
x1 = x2 = x3 = 0 ;
z= 0:
5x1 3x2 8x3 = 0.
The largest negative coefficient in the f equation is that of x3.
Thus, our next basic feasible solution should use x3 as one of
its basic variables.

Basic

x1

x2

x3

x4

x5

x6

x4
x5
x6

-1

-2
-3
5

-12
-8
-4

3
2
-8

0
0
0

1
0
0

Obj.

RHS
(bi)

0
1
0

0
0
-1

9
4
0

The variable x3 is to be brought into the basic set as entering

variable implying that it will have a value greater than or equal to
zero in the next basic feasible solution. Therefore the column
containing x3 is now pivotal column. For constraint 1, the
coefficient of x3 is negative and therefore, the choice of Row 1 as
pivotal row is ruled out. constraint will remain positive as a
result of making x3 basic.

Basic

x1

x2

x3

x4

x5

x6

x4
x5

2
-2

5
-12

-1
3

1
0

0
1

x6

-3
5

-8
-4

2
-8

0
0

0
0

Obj.

Basic

x1

x2

x3

x4

x5

x6

x4
x5

1/2
5/2

1
0

0
0

1
0

0
1

x6

-3/2 -4
-7 -35

1
0

0
0

0
0

Obj.

RHS
(bi)

0
0

0
0

1
9

1
0

0
-1

4
0

RHS
(bi)

0
0

3
3

-3/2
1/2 0
4
-1

2
16

R1+1/2R3
R2-3/2R3

Basic

x1

x2

x3

x4

x5

x6

x4
x5

1/2
5/2

1
0

0
0

1
0

0
1

x6

-3/2
-7

-4
-35

1
0

0
0

0
0

Obj.

Basic

x1

x2

x3

x4

x5

x6

x4
x5

1/2
5/2

1
0

0
0

1
0

0
1

x6

Obj.

21/2

0
0

1
0

4
35

0
0

-3/2
3/2
43/2

-3/2
1/2
4

RHS
(bi)

0
0

3
3

0
-1

2
16

RHS
(bi)

0
0

3
3

Already 1
Already 0

0
-1

14
121

R3+4R1

General Notation and Computer input

Matrix form

Input A B and CT

Now let us see what are

Surplus Variables
n

a
i 1 j 1

x bj

ji i

a
i 1 j 1

x 1.xn j b j

ji i

But then another limitation arises when the coefficient of slack variables becomes
negative. To take care of such situation, Artificial Variables are added to the
system. The LPP Transforms to minimizing
Minimize

z ' yi
i 1

Subject to

a
i 1 j 1

x yi b j

xi , yi 0

ji i

Try Examples Two phase Method on Page 137, 141, 145

DEGENERACY AND CYCLING

Let a LPP in Canonical form be given by

If there are several candidates for departing variables (tie among many) by criteria.

Then the value of basic variable not selected turns out to be zero.

A basic feasible solution in which some basic variables are zero is called
degenerate.
Example
z = 5x1 + 3x3
x1 - x2 2
2x1 + x2 4
-3x1 + 2x2 6
x1 0 x2 0

Examples

CHECK EXAMPLE PAGE 127

DUALITY
Maximize
z = cT x
Ax b
x0

Minimize
z' = bT w

(13)

AT x c
w0

(13)

Primal

Dual

z = 2x1 + 3x2

z' = 2w1 + 5w2 w3

3x1 + 2x2 2

3w1 - w2 4w3 2

-x1 + 2x2 5
4x1 + x2 1
x1 0 x2 0

2w1 + 2w2 w3 3
w1 0, w2 0, w3 0

Important Result: What is dual of the Dual problem? Prove it.

Check Statements of Theorems 3.4, 3.5, 3.6

Imp: Duality Theorem

Dual Simplex Method

With initial Tableau

Basic

x1=x

x2 =y

x3

x4

Obj.R

-120

-100

x3=u x4 =v

z =f

bj

0 15

Basic

x1=x x2 =y

x3=u

x4 =v

z =f

bj

x3

4/5

-1/5

x1

3/5

1/5

Obj.R

-28

24

360

Basic

x1=x x2 =y

x3=u

x4 =v z =f

Xb

x2

5/4 -1/2

5/2

x1

-3/4 1/2

3/2

Obj.R

430

35

10