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Simplex Algorithm Steps Explained

The Simplex Algorithm is a method for solving linear programming problems. It involves setting up a Simplex Table and using pivoting steps to iteratively find an optimal solution. The steps include: 1) obtaining an initial basic feasible solution; 2) computing net evaluations to check for optimality; 3) if not optimal, choosing a entering variable and leaving variable using ratios; 4) updating the table. It repeats until an optimal solution is found. The Dual Simplex Algorithm follows similar steps but works with the dual problem. Branch and Bound solves integer problems by dividing the problem into sub-problems and bounds and eliminates regions not containing optimal solutions.

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Aditi Sharma
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© © All Rights Reserved
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Topics covered

  • Maximization,
  • Solution Techniques,
  • Decision Variables,
  • Dual Simplex Algorithm,
  • Algorithm Steps,
  • Optimal Solution,
  • Optimality Criteria,
  • Pivotal Element,
  • Objective Function,
  • Operations Research
0% found this document useful (0 votes)
141 views6 pages

Simplex Algorithm Steps Explained

The Simplex Algorithm is a method for solving linear programming problems. It involves setting up a Simplex Table and using pivoting steps to iteratively find an optimal solution. The steps include: 1) obtaining an initial basic feasible solution; 2) computing net evaluations to check for optimality; 3) if not optimal, choosing a entering variable and leaving variable using ratios; 4) updating the table. It repeats until an optimal solution is found. The Dual Simplex Algorithm follows similar steps but works with the dual problem. Branch and Bound solves integer problems by dividing the problem into sub-problems and bounds and eliminates regions not containing optimal solutions.

Uploaded by

Aditi Sharma
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOC, PDF, TXT or read online on Scribd

Topics covered

  • Maximization,
  • Solution Techniques,
  • Decision Variables,
  • Dual Simplex Algorithm,
  • Algorithm Steps,
  • Optimal Solution,
  • Optimality Criteria,
  • Pivotal Element,
  • Objective Function,
  • Operations Research

Simplex Algorithm

Step-1: Objective Function

Maximization
Minimization

For Minimization type


Minimization

Z = - Max (- Z)

Step -2 : Whether all bi ( i = 1,2,..m) are all non- negative. If any bi is ve, then multiply
the corresponding in equation by (-1), so as to get all bi 0(i 1,2,.....m)
Step: -3: Convert all inequations to equations by introduction of slack/surplus variables. Put
the costs of these variables equal to zero.
Step: -4 Obtain an initial basic feasible solution to the problem.
X B B 1b

and put it in the first column of the simplex table


Step -5: Compute the net evaluations Z j C j C B Y j C j
Examine the sign of Z j C j
(i) If all Z j C j 0 , then the initial b.f.s XB is an optimum b.f.s.
(ii) If at least one Z j C j 0 , proceed on to next step.
Step 6: If there are more than one negative Z j C j ,then choose the most negative of them,
Let it be Z r C r for some j= r.
(i ) If all Yir 0(i 1,2,.....m) , then unbounded solution .
(ii) If at least one Yir 0(i 1,2,.....m) , then the corresponding vector Yr enters the
basis YB.

Step- 7: Compute the ratio

x Bi

,
Y

0
,
i

1
,
2
,...
m

ir
Yir

x BK
and choose the minimum of them
Ykr

Then the vector Yk leaves the basis YB .


The common element Ykr , which is in the k-th row and r-th column is the pivotal
element of the table.

Step : 8: Convert the pivotal element to unity by dividing the row by the leading (pivotal)
element itself and all other elements in its column to zeroes by making use of the
relations:

Y kj

Ykj
Ykr

Y ij Yij

: j = 1,2, n
Ykj
Ykr

.Yir

: i 1,2,.....m 1, i k

Step -9: Go to step 5 and repeat the computational procedure until either an optimum
solution is obtained or there is an indication of an un-bounded solution.

Simplex Table
CB

XB

YB

Ci
Cj

Yi
Yj

XB1
XB2
Z

C= ( C1
C2
Y1
Y2
Y11
Y21
Y12
Y22
Zj- Cj = j = 1,2,3,4

C3
Y3
Y31
Y32

C4 )
Y4
Y41
Y42

Zj Cj = CB Yj Cj : j = 1,2,3,4

Sample Problem
Max Z = 7 x1 5 x 2
S.t .

x1 2 x 2 6
4 x1 3 x 2 12
x1, x 2 0

x3 6
XB
x4 12

CB
0
0

x B1 6
6
Y11 1

YB
Y3
Y4

x B 2 12

3
Y12
4

XB
x3 6
x 4 12

C=(7 5
Y1 Y2
1 2
4* 3

Z=0

CB
0
7

YB
Y3
Y1

-7 -5

XB
X3= 3
X1= 3
Z = 21

C= 7
Y1
0
1
0

0 0)
Y3 Y4
1 0
0 1

5
Y2
5/4

1/4

0
Y3
1
0
0

0
Y4
-1/4

7/4

X1 = 3,

X2 = 0

Z = 21

Dual Simplex Algorithm


Step- 1: Obtain an initial B.F.S to the L.P.P and put the soln in the stating dual simplex table.
Step 2: Test the nature of Z j C j in the starting simplex table
(a) If all Z j C j and XBi are all non-negative for all i and j, then an optimum b.f.s.
has been obtained.
(b) If all Z j C j are non-negative and at least one basic variable, say, X Bi, is ve,
then go to step 3.
(c) If at least one Z j C j is ve , the method is not applicable to the given problem.
Step 3: Select the most negative of XBis. The corresponding basis vector then leaves the basis,
say YB. Let XBk be the most ve basis variable, so that Yk leaves YB.
Step 4: Test the nature of Ykj, j = 1,2..n.
(a) If all Ykj are non-negative , there does not exist any feasible soln to the given problem.
(b) If at least one Ykj is ve, compute the replacement ratios,

Z j C j

,Ykj 0 j 1,2,.....n
Ykj

and choose the maximum of these. The corresponding column vector, say Yr
Z r Cr
( corresponding to
), then enters the basis, say YB.
Ykr
Step 5: Test the new created dual simplex table for optimality.
Repeat the procedure until either an optimum b.f.s has been obtained ( in a
finite no. of steps) or there is an indication of the non- existence of feasible solution.

Start
Problem 1
Z1 = 63
X1 = 4.5, X2 = 3.5

Problem -3
Z3 =58
X1 = 4, X2 = 3.33

Problem -2
Z2 = 35
X1 = 5, X2 = 0

Z4 = No soln

Z5 = 55
X1 = 4, X2 = 3

Optimum Soln = Z0 = 55 : X1 = 4, X2 = 3
Problem

Branch & Bound Algorithm


Constraints in
Optimum Solution
additional (2)
Z0 X1 X2

0 x1 7,0 x 2 7

2
3

5 x1 7,0 x 2 7
0 x1 4,0 x 2 7

35 : 5 : 0

4
5

0 x1 4,4 x 2 7
0 x1 4,0 x 2 3

----55 : 4 : 3

CB
2
2
0

YB
Y1
Y2
S1

XB
4/7
12/7
-5/7
7

4
7

6:

Y1
1
0
0
0

10
3

Y2
0
1
0
0

Non- integer Original


Problem
Integer
Non- integer

9 7
:
2 2

58 : 4 :

Type of Soln

No Soln
Integer (optimal)
Y3
5/7
-1/7
-6/7
8/7

Y4
-3/14
5/14
-5/14*
2/7

S1
0
0
1
0

First operation
CB
2
2
0

Opti Soln :

YB
Y1
Y2
Y4

XB
1
1
2
4

X1 = 1, X2 = 1,

Max

Y1
1
0
0
0

Y2
0
1
0
0

Z=4.

Branch & Bound Technique


Maximum Z= 7 X1 + 9X2

X 1 3X 2 6

s.t.

7 x 1 X 2 35
0 X1, X 2 7

(1)
(2)
(4)

X 1 andX 2 are int egers.

Soln :

Y3
43/35
-1
12/5
16/35

Y4
0
0
1

S1
-3/5
1
-14/5
4/5

Common questions

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The pivotal element in the Simplex tableau is critical as it facilitates the process of transitioning from one basic feasible solution to another. Located at the intersection of the entering column and exiting row, the pivotal element is used to perform row operations that normalize the tableau by zeroing out all other elements in the pivotal column and ensuring the pivot row is unity. This procedure updates the basis, representing a move to adjacent vertices in the feasible region .

The Dual Simplex Algorithm is applicable when the optimal tableau for the linear programming problem has all net evaluations (Cj - Zj) non-negative, yet has at least one basic variable with a negative value. This means the problem is at the boundary of feasibility but not yet optimal. Conversely, if any net evaluation is negative, the Dual Simplex Method cannot be applied as it assumes the feasibility of dual constraints inherently .

An unbounded solution occurs when, during the Simplex procedure, the entering vector possesses non-negative entries across the tableau's constraints, indicating no finite limit to the increase of the objective function associated with the entering variable. This implies that the linear programming problem lacks sufficient constraints to define a closed feasible region, allowing the objective function to be indefinitely increased .

Branch and Bound may determine there is no solution to a linear programming problem when all potential branches violate constraints or the integer feasibility is never met across explored branches due to conflicting or nonsensical constraint combinations. This is particularly complex in situations where relaxation solutions systematically result in fractional values that cannot satisfy integer restrictions, indicating the absence of any valid integer solutions .

The Simplex Algorithm checks the optimality by examining the sign of the net evaluations (Cj - Zj) for the non-basic variables. If all these values are non-negative, the current basic feasible solution is optimal. If at least one value is negative, further iterations are needed. The most negative value indicates which variable will enter the basis, suggesting that the current solution is not optimal .

In the Dual Simplex Algorithm, verification of the optimal solution occurs by ensuring all net evaluations (Cj - Zj) remain non-negative upon each tableau transformation while adjusting for negative basic variables. This step may require multiple iterations as adjustments to eliminate negative basic variables and thus shift feasibility requires recalculations of net evaluations until all negativity is resolved and the system is optimal .

When encountering multiple negative net evaluations (Cj - Zj), the Simplex Algorithm selects the most negative value to determine which non-basic variable should enter the basis next. This choice is crucial for driving the optimization process towards feasibility and potentially an optimal solution by redefining which constraints are tight at the vertices of the feasible region .

The Branch and Bound method differs from the Simplex Algorithm as it is specifically designed for integer linear programming problems. It iteratively explores branches of feasible regions (subproblems) by bounding potential solutions and discarding branches that do not satisfy the integer constraint, whereas the Simplex Algorithm continually improves solutions in continuous space without considering integer requirements. This difference leads Branch and Bound to navigate problem space more exhaustively .

The initial steps for applying the Simplex Algorithm in solving a minimization problem begin with transforming the objective function into a maximization problem by negating it. Next, ensure that all the constraint's right-hand side constants (b_i) are non-negative; if any are negative, multiply the whole constraint by (-1). Then convert all inequality constraints into equations by introducing slack or surplus variables and set the cost coefficient of these variables to zero. These steps prepare the linear problem for further processing through the Simplex tableau .

Slack and surplus variables convert inequality constraints into equalities by absorbing the difference between the left and right sides of the constraints. This transformation is crucial as the Simplex Algorithm operates on systems of linear equations. Therefore, these variables create an augmented system with a baseline coefficient for each constraint and allow the algorithm to identify feasible starting points by using them as initial basic variables .

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