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Setting Up the Simplex Tableau

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(1)

Setting Up the Simplex Tableau

+ x4

+ x5 =

=

= =

18 + 2x2

3x1

12 2x2

4 + x3

x1

0 - 5x2

-3x1 Z

18 1

0 0

2 3

0 (3)

x5

12 0

1 0

2 0

0 (2)

x4

0 -5

x2

1 -3

x1

0 1

Z

Coefficient of:

(1) (0)

Eq.

4 0

0 1

x3

0 0

0 0

Z

Right Side x5

x4 x3

(2)

Iterations of the Simplex Method in Tabular Form

18 1

0 0

2 3

0 (3)

x5

12 0

1 0

2 0

0 (2)

x4

0 -5

x2

1 -3

x1

0 1

Z

Coefficient of:

(1) (0)

Eq.

4 0

0 1

x3

0 0

0 0

Z

Right Side x5

x4 x3

Basic Var

(3)

Iterations of the Simplex Method in Tabular Form

18 1

0 0

2 3

0 (3)

x5

12 0

1 0

2 0

0 (2)

x4

0 -5

x2

1 -3

x1

0 1

Z

Coefficient of:

(1) (0)

Eq.

4 0

0 1

x3

0 0

0 0

Z

Right Side x5

x4 x3

Basic Var

Optimality Test: Are all coefficients in row (0) 0?

(4)

Iterations of the Simplex Method in Tabular Form

18 1

0 0

2 3

0 (3)

x5

12 0

1 0

2 0

0 (2)

x4

0 -5

x2

1 -3

x1

0 1

Z

Coefficient of:

(1) (0)

Eq.

4 0

0 1

x3

0 0

0 0

Z

Right Side x5

x4 x3

Basic Var

Select Entering Basic Variable

(5)

Iterations of the Simplex Method in Tabular Form

18 1

0 0

2 3

0 (3)

x5

12 0

1 0

2 0

0 (2)

x4

0 -5

x2

1 -3

x1

0 1

Z

Coefficient of:

(1) (0)

Eq.

4 0

0 1

x3

0 0

0 0

Z

Right Side x5

x4 x3

Basic Var

Pivot Column

Select Leaving Basic Variable

1. Select coefficient in pivot column > 0 2. Divide Right Side value by this coefficient

(6)

Iterations of the Simplex Method in Tabular Form

18/2 = 9 1

0 0

2 3

0 (3)

x5

12/2 = 6 0

1 0

2 0

0 (2)

x4

0 -5

x2

1 -3

x1

0 1

Z

Coefficient of:

(1) (0)

Eq.

4 0

0 1

x3

0 0

0 0

Z

Right Side x5

x4 x3

Basic Var

Pivot Column

Select Leaving Basic Variable

1. Select coefficient in pivot column > 0 2. Divide Right Side value by this coefficient

(7)

Iterations of the Simplex Method in Tabular Form

18 1

0 0

2 3

0 (3)

x5

12 0

1 0

2 0

0 (2)

x4

0 -5

x2

1 -3

x1

0 1

Z

Coefficient of:

(1) (0)

Eq.

4 0

0 1

x3

0 0

0 0

Z

Right Side x5

x4 x3

Basic Var

Pivot Column Pivot Row

Pivot Number

Use Gaussian Elimination

(8)

Iterations of the Simplex Method in Tabular Form

Coefficient of:

(1)

Right Side x5

x4 x3

Basic Var

0

(9)

Iterations of the Simplex Method in Tabular Form

Coefficient of:

(1)

Right Side x5

x4 x3

Basic Var

0

(10)

Iterations of the Simplex Method in Tabular Form

6 1

-1 0

0 3

0 (3)

x5

6 0

1/2 0

1 0

0 (2)

x2

4 0

0 1

0 1

0 (1)

x3

30 0

5/2 0

0 -3

1 (0)

Z

x2 x1

Z

Coefficient of:

Eq.

Right Side x5

x4 x3

Basic Var

1

Select 2(degrees of freedom) nonbasic variables: x1and x4

(11)

Iterations of the Simplex Method in Tabular Form

6 1

-1 0

0 3

0 (3)

x5

6 0

1/2 0

1 0

0 (2)

x2

4 0

0 1

0 1

0 (1)

x3

30 0

5/2 0

0 -3

1 (0)

Z

x2 x1

Z

Coefficient of:

Eq.

Right Side x5

x4 x3

Basic Var

1

Optimality Test: Are all coefficients in row (0) 0?

(12)

Iterations of the Simplex Method in Tabular Form

6 1

-1 0

0 3

0 (3)

x5

6 0

1/2 0

1 0

0 (2)

x2

4 0

0 1

0 1

0 (1)

x3

30 0

5/2 0

0 -3

1 (0)

Z

x2 x1

Z

Coefficient of:

Eq.

Right Side x5

x4 x3

Basic Var

1

Select Leaving Basic Variable

1. Select coefficient in pivot column > 0 2. Divide Right Side value by this coefficient

(13)

Iterations of the Simplex Method in Tabular Form

6/3 = 2 1

-1 0

0 3

0 (3)

x5

6 0

1/2 0

1 0

0 (2)

x2

4/1 = 4 0

0 1

0 1

0 (1)

x3

30 0

5/2 0

0 -3

1 (0)

Z

x2 x1

Z

Coefficient of:

Eq.

Right Side x5

x4 x3

Basic Var

1

Select Leaving Basic Variable

1. Select coefficient in pivot column > 0 2. Divide Right Side value by this coefficient

(14)

Iterations of the Simplex Method in Tabular Form

6 1

-1 0

0 3

0 (3)

x5

6 0

1/2 0

1 0

0 (2)

x2

4 0

0 1

0 1

0 (1)

x3

30 0

5/2 0

0 -3

1 (0)

Z

x2 x1

Z

Coefficient of:

Eq.

Right Side x5

x4 x3

Basic Var

1

Use Gaussian Elimination

(15)

Iterations of the Simplex Method in Tabular Form

Coefficient of:

Eq.

Right Side x5

x4 x3

Basic Var

1

(16)

Iterations of the Simplex Method in Tabular Form

Coefficient of:

Eq.

Right Side x5

x4 x3

Basic Var

1

(17)

Iterations of the Simplex Method in Tabular Form

36 1

3/2 0

0 0

1 (0)

Z

2 -1/3

1/3 1

0 0

0 (1)

x3

6 0

1/2 0

1 0

0 (2)

x2

2 1/3

-1/3 0

0 1

0 (3)

x1

x2 x1

Z

Coefficient of:

Eq.

Right Side x5

x4 x3

Basic Var

2

Optimality Test: Are all coefficients in row (0) 0?

(18)

Tie-Breaking for Entering Basic Variable

18 1

0 0

2 3

0 (3)

x5

12 0

1 0

2 0

0 (2)

x4

0 -3

x2

1 -3

x1

0 1

Z

Coefficient of:

(1) (0)

Eq.

4 0

0 1

x3

0 0

0 0

Z

Right Side x5

x4 x3

Basic Var

Choice of entering basic variable is arbitrary

(19)

Tie-Breaking for Leaving Basic Variable (Degeneracy)

18/3 = 6 1

0 0

3 3

0 (3)

x5

12/2 = 6 0

1 0

2 0

0 (2)

x4

0 -5

x2

1 -3

x1

0 1

Z

Coefficient of:

(1) (0)

Eq.

4 0

0 1

x3

0 0

0 0

Z

Right Side x5

x4 x3

Basic Var

Might encounter degeneracy(one or more BF solutions equal to zero) if there are redundant constraints (a BF solution with more than nconstraints passing through it)

(20)

No Leaving Basic Variable – Unbounded Z

0 -5

x2

1 -3

x1

0 1

Z

Coefficient of:

(1) (0)

Eq.

4 1

x3

0 0

Z

Right Side x3

Basic Var

No candidates for leaving basic variable –

Entering basic variable could be increased indefinitelywithout giving negative values to any current basic variables

(21)

Multiple Optimal Solutions

3 1/2

0 -3/2

1 0

0 (3)

x2

6 -1

1 3

0 0

0 (2)

x4

0 0

x2

1 0

x1

0 1

Z

Coefficient of:

(1) (0)

Eq.

4 0

0 1

x1

18 1

0 0

Z

Right Side x5

x4 x3

Basic Var

Final tableau has one or more nonbasic variable with a coefficient of zero in row (0)

(22)

Simplex Method Definitions

‡

Slack Variables

– Added to convert functional inequality constraints to

equivalent equality constraints

‡

Augmented Solution

– Solution for the original variables that is

augmented by the slack variables

„ (3,2) ĺ (3,2,1,8,5)

‡

Basic Solution

– Augmented corner-point solution

‡

Basic Feasible (BF) Solution

– Augmented CPF solution

‡

Degrees of Freedom

– Number of variables – number of equations

„ 5 – 3 = 2

„ Number of variables that are set equal to zero

‡

Nonbasic Variables

– Variables that are set equal to zero

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