Simplex Method (Two Phase Technique)

Phase-I Add the artificial variables to secure a starting solution. Form a new objective function that seeks the minimization of the sum of the artificial variables subject to the same constraints of original problem. If the minimum value of the new objective function is zero(meaning that all artificial variables are zero), the problem has a feasible solution space. Go to Phase-II. Otherwise, if the minimum is positive, the problem has no feasible solution. STOP. Phase-II Use the optimum basic solution of Phase-I as starting solution for the original problem
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Example
Objective Function Maximize z = 12x1 + 15x2 + 9x3 Constraints 8x1 + 16x2 + 12x3 250 4x1 + 8x2 + 10x3 80 7x1 + 9x2 + 8x3 = 105 x1 , x2 , x3 0

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Artificial variables
Artificial variables be added in constraints with (=) and ( ) signs. 8x1 + 16x2 + 12x3 + s1 = 250 4x1 + 8x2 + 10x3 s2 + R1 =80 7x1 + 9x2 + 8x3 + R2 = 105 R1 and R2 must be zero in above equations. We introduce another objective function Minimum w = R1 + R2 during phase-I. If w becomes zero, the original problem will have a feasible solution space. Now, R1 = -4x1 - 8x2 10x3 + s2 + 80 R2 = -7x1 - 9x2 - 8x3 +105 And Minimum w = R1 + R2
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Phase-I (Min. w)

Basi x1 x2 x3 s1 s2 R1 R2 b b/a c w 11 17 18 0 -1 0 0 185 R1 4 8 10 0 -1 1 0 80 8

1 105 13.1 2 s1 x1 x2 x3 s1 s2 250 Basi 8 16 12 1 0 0R10 R2 b20.8 b/a c w 3.8 2.6 0 0 0.8 -1.8 0 41
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Key col um n Key Ele me nt

8 0 0 R2 7 9 x3 0.4 0.8 1

K e y r o w

0 -0.1 0.1 0

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Basi x1 x2 x3 s1 s2 R1 R2 b b/a c w 3.8 2.6 0 0 0.8 -1.8 0 41

x3 0.4 0.8 1

R2 3.8 2.6 Basi x1 x2 x3 c s1 3.2 6.4 w 0 0 0 x3

Key col um n
0 -0.1 0.1 0 0 0.8 0.8 s1 s2 R1 0 1 1.2 -1.2 0 0 -2.6 K e y r 0 8 Optimumo Tableau w 1 41 for R2 b b/a Phase-I 0 154 -1 0
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0 0.52 18/2/12 - 0.01 - 3.684 0 6 0.18 6 0.10

Key Ele me nt

Basi x1 x2 x3 s1 c z -12 -15 -9 0

s2 0

b 0

b/a

- 3.684 0.18 Before starting with the second phase we have to make 4 the coefficients of basic variables in the z equation x1 1 equal to zero. 0.68 0 0 0.21 10.79 Basi x1 x2 x3 s1 s2 b b/a s1 0 4.21 0 1 1.87 119.4 c 7 z 0 - -9 0 2.52 129.4 6.79 6 8
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x3

0 0.52 1 6

Basi x1 x2 x3 s1 s2 b b/a c z 0 - -9 0 2.52 129.4 6.79 6 8 - 3.684 0.18 4 x1 1 0.68 0 0 0.21 10.79 Basi x1 x2 x3 s1 s2 b b/a c s1 0 4.21 0 1 1.87 119.4 z 0 0 0 0.87 162.6 7 2.05 2 6 x3 0 0.52 1 0 - 3.684 6 8/2/12 0.18 4 x3 0 0.52 1 6 0

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Key col um n
x2 x3 s1 s2 b b/a K e y r o w Optimum Tableau b/a 0 2.05 6 0 0.52 1 6 0 0.87 162.6 2 0

Phase-II

Basi x1 c z 0

- 3.684 0.18 4 x1 x1 x2 0 0.21 10.79 Basi 1 0.68 0 x3 s1 s2 b c s1 00 4.21 03.9 1.87 119.4 1 0 0.15 177 z 0 7 x2 0 1
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Key Ele me nt

x3

1.9

0 -0.35

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Solution: x1= 6 X2=7 x3= 0

Max. z = 12x1 + 15 x2 + 9 x3 = 12*6 + 15*7 + 9*0 = 72 + 105 +0 =8/2/12 177

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Class work
Mr. Akbar Lashari has two farms: Mango farm and Wheat farm. In this drought season he will need to purchase 35 acre-feet additional water for mango farm and 30 acre-feet for wheat farm. He can buy from a neighboring well of Mr. Ayaz Soomro. Mr. Soomro says, I shall sell water on rate of Rs.4/0 per acre-feet. Transportation of water will cost to Rs. 1/0 for mango farm and Rs. 3/0 for wheat farm. However Mr. Soomro can sell 50 acre-feet of water in total. Mr. Lashari can also buy from another well of Mr. Abdul Lateef Khatri. Mr. Khatri offers Rs. 5/0 per acre-feet, and transportation charges from there are: Rs. 1/0 and Rs. 3/0 to mango farm and wheat farm respectively. Mr. Khatri can provide 60 acre-feet of water in total. Help Mr. Lashari in deciding the amount of water from 8/2/12 each well and which farm he should provide that
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