Linear

Programming:
The Simplex
Method
 Learning Objectives

Students will be able to

• Convert LP constraints to
equalities with slack, surplus, and
artificial variables.
• Set up and solve both
maximization and minimization
LP problems with simplex
tableaus.
• Interpret the meaning of every
number in a simplex tableau.
 Learning Objectives -
continued
Students will be able to
• Recognize cases of infeasibility,
unboundedness, degeneracy, and
multiple optimal solutions in a
simplex output.
• Understand the relationship
between the primal and dual and
when to formulate and use the
dual.
 Flair Furniture
Company
Hours Required to Produce One Unit
Available
X1 X2 Hours This
Department
Tables Chairs Week

Carpentry 4 3 240
Painting/Varnishing 2 1 100

Profit/unit $7 $5

Constraints:
 X    X    (carpentry )
 X    X   
(painting & varnishing )
Objective: Maximize:  X  X
Flair Furniture Company's
Feasible Region & Corner
Points
X2
100

80 B = (0,80)
Number of Chairs

60
X X 
40
C = (30,40)
20
Feasible XX
Region
D = (50,0)

0 20 40 60 80 100 X
Number of Tables
 Flair Furniture -
Adding Slack
Variables
Constraints:
 X    X    (carpentry )

 X    X    (painting & varnishing )

Constraints with Slack Variables

 X    X  S   (carpentry )

 X   X   S   (painting &

1
varnishing )
Objective Function
 X  X
Objective Function with Slack
Variables
 X  X S S
 Flair Furniture’s Initial
Simplex Tableau
Profit Real
per Variables
Unit Prod. Columns Slack
Column Mix Constant
Variables
Column
Column Columns
Cj Profit
$7 $5 $0 $0
per
Solution unit row
Mix X1 X2 S1 S2 Quantity

Constraint
$0 S1 2 1 1 0 100 equation
rows
$0 S2 4 3 0 1 240
Gross
$0 $0 $0 $0 $0 Profit
Zj row
Net
Cj - $7 $5 $0 $0 $0 Profit
Zj row
 Pivot Row, Pivot Number
Identified in the Initial
Simplex Tableau

Cj $7 $5 $0 $0
Solution
Mix X1 X2 S1 S2 Quantity

$0 S1 2 1 1 0 100 Pivot
row
$0 S2 4 3 0 1 240
Pivot number

Zj $0 $0 $0 $0 $0

Cj - $7 $5 $0 $0 $0
Zj
Pivot column
Completed Second Simplex
Tableau for Flair Furniture

Cj $7 $5 $0 $0
Solution
Mix X1 X2 S1 S2 Quantity

$7 X1 1 1/2 1/2 0 50

$0 S2 0 1 -2 1 40

Zj $7 $7/2 $7/2 $0 $350

Cj - $0 $3/2 -$7/2 $0
Zj
 Pivot Row, Column, and
Number Identified in Second
Simplex Tableau

Cj $7 $5 $0 $0
Solution
Mix X1 X2 S1 S2 Quantity

$7 X1 1 1/2 1/2 0 50
Pivot
$0 S2 0 1 -2 1 40 row
Pivot number

Zj $7 $7/2 $7/2 $0 $350

(Total
Cj - $0 $3/2 -$7/2 $0 Profit)
Zj
Pivot column
 Calculating the New X1
Row for Flair’s Third
Tableau
 Number   Corresponding 
 Number   Number     
     above   number 
 in New    in old      
 X Row   X row   pivot in new
 i   i   number   X row 

  

1 = 1 - (1/2) x (0)
0 = 1/2 - (1/2) x (1)
3/2 1/2 (1/2) (-2)
= - x
-1/2 0 (1/2) (1)
30 = 50 - (1/2) x (40)
= - x
Final Simplex Tableau for
the Flair Furniture
Problem

Cj $7 $5 $0 $0
Solution
Mix X1 X2 S1 S2 Quantity

$7 X1 1 0 3/2 -1/2 30

$5 X2 0 1 -2 1 40

Zj $7 5 $1/2 $3/2 $410

Cj - $0 $0 -$1/2-$3/2
Zj
 Simplex Steps for
Maximization
1. Choose the variable with the greatest
positive Cj - Zj to enter the solution.
2. Determine the row to be replaced by
selecting that one with the smallest (non-
negative) quantity-to-pivot-column ratio.
3. Calculate the new values for the pivot
row.
4. Calculate the new values for the other
row(s).
5. Calculate the Cj and Cj - Zj values for
this tableau. If there are any Cj - Zj
values greater than zero, return to Step 1.
 Surplus & Artificial
Variables
Constraints
 X X  X  
X X  
Constraints-Surplus & Artificial
Variables
 X X X S A 
X X A 

Objective Function
Min:  X  X  X
Objective Function-Surplus & Artificial
Variables
Min:  X  X  X  S  MA  MA
 Simplex Steps for
Minimization
1. Choose the variable with the greatest
negative Cj - Zj to enter the solution.
2. Determine the row to be replaced by
selecting that one with the smallest (non-
negative) quantity-to-pivot-column ratio.
3. Calculate the new values for the pivot row.
4. Calculate the new values for the other
row(s).
5. Calculate the Cj and Cj - Zj values for this
tableau. If there are any Cj - Zj values less
than zero, return to Step 1.
 Special Cases
Infeasibility
Cj 5 8 0 0 M M
Sol X1 X2 S1 S2 A1 A2 Qty
Mix
5 X1 1 0 -2 3 -1 0 200
8 X2 0 1 1 2 -1 0 100
M A2 0 0 0 -1 -1 1 20
Zj 5 8 -2 31 - 0 180
- 21- 0+2
M M M
Cj - 0 0 2 M 2M 0
Zj - +21
31
 Special Cases
Unboundedness

Cj 6 9 0 0
Sol X1 X2 S1 S2 Qty
Mix
X1 -1 1 2 0 30
S1 -2 0 -1 1 10
Zj -9 9 18 0 270
Cj - Zj 15 0 -18 0
Pivot
Column
 Special Cases
Degeneracy

Cj 5 8 2 0 0 0
Solution X1 X2 X3 S1 S2 S3 Qty
Mix
8 X2 1/4 1 1 -2 0 0 10
0 S2 4 0 1/3 -1 1 0 20
0 S3 2 0 2 2/5 0 1 10
Zj 2 8 8 16 0 0 80
C j-Z j 3 0 -6 16 0 0

Pivot Column
 Special Cases
Multiple Optima

Cj 3 2 0 0
Sol X1 X2 S1 S2 Qty
Mix
2 X2 3/2 1 1 0 6
0 S2 1 0 1/2 1 3
Zj 3 2 2 0 12
Cj - Zj 0 0 -2 0
 Sensitivity Analysis
High Note Sound Company

Max:  X X 

Subject to :
 X   X   
 X  X   

X1, X2 >= 0
 Sensitivity Analysis
High Note Sound Company
 Simplex Solution
High Note Sound Company

Cj 50 120 0 0
Sol X1 X2 S1 S2 Qty
Mix
120 X2 1/2 1 1/4 0 20
0 S2 5/2 0 -1/4 1 40
Zj 60 120 30 0 2400
Cj - -10 0 -30 0
Zj
 Nonbasic Objective
Function Coefficients

Cj 50 120 0 0
Sol X1 X2 S1 S2 Qty
Mix
120 X2 1/2 1 1/4 0 20
0 S2 5/2 0 -1/4 1 40
Zj 60 120 30 0 2400
Cj – Zj -10 0 -30 0
 Basic Objective Function
Coefficients

Cj 50 120 0 0
Sol X1 X2 S1 S2 Qty
Mix
120 X2 1/2 1 1/4 0 20
+
0 S2 5/2 0 -1/4 1 40
Zj 60+ 120 30+ 0 2400
/2 +  /4 +20 
Cj - Zj -10- 0 -30- 0
/2 /4
 Simplex Solution
High Note Sound Company
Cj 50 120 0 0
Sol X1 X2 S1 S2 Qty
Mix
X2 ½ 1 1/4 0 20
S2 5/2 0 - 1 40
1/4
Zj 60 120 30 0 40
Cj - 0 0 -30 0 2400
Zj

Objective increases by 30 if 1
additional hour of electricians time
is available.
 Shadow Prices
• Shadow Price: Value of One
Additional Unit of a Scarce
Resource
• Found in Final Simplex Tableau
in C-Z Row
• Negatives of Numbers in Slack
Variable Column
 Steps to Form the Dual
To form the Dual:
• If the primal is max., the dual is min.,
and vice versa.
• The right-hand-side values of the primal
constraints become the objective
coefficients of the dual.
• The primal objective function
coefficients become the right-hand-side
of the dual constraints.
• The transpose of the primal constraint
coefficients become the dual constraint
coefficients.
• Constraint inequality signs are reversed.
 Primal & Dual
Primal: Dual

Max: X X Min : U  U

Subject to: Subject to:

 X  X  U  U  

 X X  U  U 

X1, X2 >= 0 U1, U2 >= 0

 Comparison of the Primal
and Dual Optimal Tableaus
Primal’s Optimal Solution

Cj $50 $120 $0 $0
Solution Quantity
Mix X1 X2 S1 S2

$7 X2 20 1/2 1 1/4 0
$5 S2 40 5/2 0 -1/4 1
Zj $2,400 60 120 30 0
Cj - Zj -10 0 -30 0

Cj
Dual’s Optimal Solution

80 60 $0 $0 M M
Solution Quantity
Mix U1 U2 S1 S2 A1 A2
$7 U1 30 1 1/4 0 -1/4 0 1/2
$5 S1 10 0 -5/2 1 -1/2 -1 1/2
Zj $2,400 80 20 0 -20 0 40
Cj - Zj $0 40 0 20 M M-40