Simplex Method Implementation

 It starts with a basic feasible solution.

 Then it moves through a sequence of other basic feasible solutions that successively improve the value of
the objective function.
 Eventually, the optimal value is reached and the method is terminated.

 Suppose that a gas-processing plant receives a fixed amount of raw gas each week.
 The raw gas is processed into two grades of heating gas, regular and premium quality.
 These grades of gas are in high demand (that is, they are guaranteed to sell) and yield different profits
to the company.
 However, their production involves both time and on-site storage constraints.
 For example, only one of the grades can be produced at a time, and the facility is open for only 80
hr/week.
 Further, there is limited on-site storage for each of the products. All these factors are listed below (note
that a metric ton, or tonne, is equal to 1000 kg):

Maximize the profits for this operation by simplex method

 Maximize Z = 150x1 + 175x2 Subject to
Maximize Z = 150x1 + 175x2 Subject to
7x1 + 11x2 ≤ 77
10x1 + 8x2 ≤ 80 7x1 + 11x2 + S1 =77
x1 ≤ 9 10x1 + 8x2 + S2 = 80
x2 ≤ 6 x1 + S3 =9
x1 , x2 ≥ 0 X2 +S4 =6
x1, x2, S1, S2, S3, S4 ≥ 0
Step 1
The first step is to start at a basic feasible solution (that is, at an extreme corner point of the
feasible space). For cases like ours, an obvious starting point would be point A; that is, x1 = x2 = 0.
The original 6 equations with 4 unknowns become

The starting values for the basic variables are given automatically as
being equal to the right-hand sides of the constraints.
 Z = 150x1 + 175x2 7x1 + 11x2 + S1 =77
Step 2
Z -150x1 + 175x2= 0 10x1 + 8x2 + S2 = 80
x1 + S3 =9
Let us put them in a tabular form X2 +S4 =6
x1, x2, S1, S2, S3, S4 ≥ 0

The objective function is expressed as

Step 3
 The next step involves moving to a new basic feasible solution that leads to an improvement of the
objective function.
 This is accomplished by increasing a current nonbasic variable (at this point, x1 or x2) above zero so
that Z increases.
 For the present example, extreme points must have 2 zero values. Therefore, one of the current basic
variables (S1, S2, S3, or S4) must also be set to zero.
  One of the current nonbasic variables must be made basic (nonzero). This variable is called the
entering variable.
 In the process, one of the current basic variables is made nonbasic (zero). This variable is
called the leaving variable.
 The entering variable can be any variable in the objective function having a negative coefficient
(because this will make Z bigger).
 The variable with the largest negative value is conventionally chosen because it usually leads to the
largest increase in Z.
 For our case, x2 would be the entering variable since its coefficient, -175, is more negative than the
coefficient of x1, -150.
 Based on its coefficient, x2 should be chosen to enter.
 However, to keep the present example brief, we choose x1 since his will bring us to the maximum quicker.

Next, we must choose the leaving variable from among the current basic variables— S1, S2, S3, or S4
 For this we will calculate the values at which the constraint lines intersect the axis or line
corresponding to the entering variable (in our case, the x1 axis) called intercept.
 We can calculate this value as the ratio of the righthand side of the constraint (the “Solution” column of
the table) to the corresponding coefficient of x1.
 For example, for the first constraints slack variable S1, the result is Refer table in
the last slide
 The remaining intercepts can be calculated and listed as the last column of the table

Because 8 is the smallest positive intercept, it means that the second constraint line will be reached first
as x1 is increased.
Hence, S2 should be the leaving variable.

So let us use B (x2 = S2 = 0), and the new basic solution becomes
Smallest intercept

By replacing value of x2=S2=0 7x1 + 11x2 + S1 =77

in the original equations given 10x1 + 8x2 + S2 = 80
on the right x1 + S3 =9
X2 +S4 =6

The solution of this system of equations effectively defines the values of the basic variables
x1 = 8, S1 =21, S3 =1, and S4 = 6.
 Step 4

Convert the pivot element to 1 and then eliminate the coefficients in the same column above and below
the pivot element

For this example, the pivot row is S2 (the leaving variable) and the pivot element is 10 (the coefficient of
the entering variable, x1).
Dividing the row by 10 and replacing S2 by x1 gives

The row was divided by

S2 is replaced by x1 10 the pivot element

This is referred here for easy understanding

Pivot element in the original

table
 Step 5
 Next, the x1 coefficients in the other rows can be eliminated.
 For example, for the objective function row, the pivot row is multiplied by -150 and the result subtracted
from the first row to give

This row is multiplied by -150

and subtracted from the first row

Multiply the row by 7 and subtract from row 2, similarly

make x1=0 in row 4 by deducting row 3 from row 4

Similar operations can be performed on the remaining rows to develop the new table given in the next
slide,
 The objective function to Z = 1200.
Only one more variable, x2, has a negative value in the objective function, and it is therefore chosen as
the entering variable.
According to the intercept values (now calculated as the solution column over the coefficients in the x2
column), the first constraint has the smallest positive value, and therefore, S1 is selected as the leaving
variable.
S1 is replaced by x2, divided by
pivot element 7 and then repeat
step 5

Because there are no negative coefficients

remaining in the objective function row, the The final solution is tabulated as x2 = 3.889 and x2 = 4.889, which give
results are final a maximum objective function of Z = 1413.889