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Simplex Minimization

Lecture notes on Quantitative methods in Business Studies-Simplex minimization subheading

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Tony Litunda
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0% found this document useful (0 votes)
7 views3 pages

Simplex Minimization

Lecture notes on Quantitative methods in Business Studies-Simplex minimization subheading

Uploaded by

Tony Litunda
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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Minimization Example

Solve the following LPP using simplex method

Minimize Z = 2x1 – 3x2 + 6x3

Sbject to 3x1 – x2 + 2x3 ≤ 7

2x1 + 4x2 ≥-12

-4x1 + 3x2 + 8x3 ≤ 10

X1, x2, and x3 ≥ 0

Solution

3x1 – x2 + 2x3 ≤ 7

-2x1 - 4x2 ≤ 12

-4x1 + 3x2 + 8x3 ≤ 10

Add the slack variables

Z = 2x1 – 3x2 + 6x3 + 0S1 + 0S2 + 0S3

3x1 – x2 + 2x3 + S1 ≤ 7

-2x1 - 4x2 + S2 ≤ 12

-4x1 + 3x2 + 8x3 + S3 ≤ 10

CBi Cj 2 -3 6 0 0 0 Solution Ratio


Basic X1 X2 X3 S1 S2 S3
Variable
0 S1 3 -1 2 1 0 0 7
0 S2 -2 -4 0 0 1 0 12
0 S3 -4 3 8 0 0 1 10
Zj 0 0 0 0 0 0 0
Cj – Zj 2 -3 6 0 0 0

Optimality Condition:

Minimization:
All the Cj – Zj ≥ 0
Maximization:
All the Cj – Zj ≤ 0
Select the most negative value as key column
Divide the solution by the elements of the key column
Then select the highest ratio for key row

CBi Cj 2 -3 6 0 0 0 Solution Ratio


Basic X1 X2 X3 S1 S2 S3
Variable
0 S1 5/3 0 14/3 1 0 1/3 31/3 31/3x3/5 = 31/5
0 S2 -22/3 0 32/3 0 1 4/3 76/3 76/3x-3/22=-38/11
-3 X2 -4/3 1 8/3 0 0 1/3 10/3 10/3x-3/4=-10/4
Zj 4 -3 -8 0 0 -1 -10
Cj – Zj -2 0 14 0 0 1

For the entering variable X2, divide the old values by the key element (3).

For New values of S1 and S2, use the formula

Old Value – [Corr. Key Column Value x Corr. new value]

Where X2 row becomes the corresponding new values for both S1 and S2

For S1 Values

3 – [-1 x -4/3] = 3 – 4/3 = 5/3

-1 – [-1 x 1] = -1 + 1 = 0 e.t.c

For S2 Values

-2 – [-4 x -4/3] = -2 – 16/3 = -22/3 e.t.c

For Zj Values

(0 x 5/3) + (0 x -22/3) + (-3 x -4/3) = 0 + 0 + 12/3 = 4

(0x0) + (0x0) + (-3x1) = 0 + 0 – 3 = -3 e.t.c

Test the Optimality Condition after filling in the Cj – Zj row

Pick the most negative number for the key column and then find the ratio by dividing the
solutions by the elements in the key column.

We then pick the most positive number from the ratios for the key row and hence get the key
element.

In the next iteration table, divide the old S1 values by the key element (5/3)
CBi Cj 2 -3 6 0 0 0 Solution Ratio
Basic X1 X2 X3 S1 S2 S3
Variable
2 X1 1 0 14/5 3/5 0 1/5 31/5
0 S2 0 0 156/5 22/5 1 14/5 354/5
-3 X2 0 1 32/5 4/5 0 3/5 58/5
Zj 2 -3 -68/5 -6/5 0 -7/5 -112/5
Cj – Zj 0 0 98/5 6/5 0 7/5

The entering variable X1 values form the new values used in the formula

For New values of S2, use the formula

Old Value – [Corr. Key Column Value x Corr. new value] i.e

-22/3 – [-22/3x1] = -22/3 + 22/3 = 0 e.tc

We use the same formula to find the new values for X2.

We then get all the positive values hence the optimality condition is met.

X3 value is taken to be zero because we didn’t get a new value for it hence optimum solution is -
112/-

X1 = 31/5 , X2 = 58/5 , X3 = 0

This can be tested by substituting into the objective function as;

Minimize Z = 2x1 – 3x2 + 6x3

Z = 2[31/5] – 3[58/5] + 6[0]

= 62/5 – 174/5

= -112/5

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