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Prob. 1
Prob. 2
Prob. 3
Prob. 4
=
=1
=
Subject to:
=1
0
0
= 1,2, ,
>
= 1,2, ,
Subject to:
=
0
0
Important theorems
Theorem 1
Theorem 2
Theorem 3
Example
Maximize:
= 1 + 32
Subject to:
1 + 2 1
1 + 2 2
1 , 2 0
Example
2
Definitions
Dependent
variables
Independent
variables
Basic
solution
Equivalent systems
System
=
=1
0; 0
= 1,2, ,
>
= 1,2, ,
System
=
=1
0; 0
= 1,2, ,
>
= 1,2, ,
Elementary operations
Elementary operations are the operations transform a
given system into an equivalent system
System
=
=1
0; 0
Multiplying any equation by a constant 0
Replacing any equation by the equation + ,
where is any other
Simplex algorithm
Starting at a Basic
solution (or a vertex)
Test for optimality
Example
Maximize the objective function:
= 21 102 + 43 64
Subject to:
31 2 + 24 16
1 + 22 3 24 4
2 + 33 4 0
1 , 2 , 3 , 4 0
Example
Transform to the canonical form
Minimize
= 21 + 102 43 + 64
Subject to:
31 2 + 24 + 5 = 16
1 22 + 3 + 24 + 6 = 4
2 33 + 4 + 7 = 0
1 , 2 , 3 , 4 , 5 , 6 , 7 0
5 , 6 , 7 are slack variables
Example
Build the constraint matrix
3
1
0
1 0 2
2 1 2
1 3 1
1
0
0
Dependent variables: 5 , 6 , 7
Independent variables: 1 , 2 , 3 , 4
0
1
0
0
0
1
Example
Basic solution
1
0
2
0
3
0
= 4 = 0
5
16
6
4
7
0
Example
Build the simplex table
16
3
4 1
0
0
Dependent
variables
1 0
2 1
2 1
2 0
1 3 1 0
0
1
0
0
0
1
Example
Build the simplex table
16
3
4 1
0
0
Dependent
variables
1 0
2 1
2 1
2 0
1 3 1 0
2 10
4 6
0
1
0
0
0
1
Example
Select the column with maximum positive of
16
3
4 1
0
0
Dependent
variables
1 0
2 1
2 1
2 0
1 3 1 0
2 10
4 6
0
1
0
0
0
1
Example
Elementary operations to move to the next vertex
Dependent
variables
0
1
0
1
0
0
0
0
1
Example
Elementary operations to move to the next vertex
16
3
4 1
12 3
Dependent
variables
1 0
2 1
2 1
2 0
7 0
7 0
6 2
0 14 0
0 0
1 0
3 1
4
Example
Change the basic solution
16
3
4 1
12 3
Dependent
variables
1 0
2 1
2 1
2 0
7 0
7 0
6 2
0 14 0
0 0
1 0
3 1
4
Example
Elementary operations to move to the next vertex
Dependent
variables
1
0
0
1
0
0
0
0
1
Example
Elementary operations to move to the next vertex
Dependent
variables
16
3
28
3
1 13
0 73
28
48
1
3
1
3
2
3
8
3
0 8
0 18 2 4
Example
Conclusion
= 21 + 102 43 + 64
reaches minimum value of 48 at
1
163
2
0
3
283
= 4 = 0
5
16
6
4
7
18
Example
Conclusion
= 21 102 + 43 64
reaches maximum value of 48 at
1
163
2
0
= =
3
283
4
0
Example
Minimize the objective function:
= 21 + 2
Subject to:
1 + 2 = 3
31 2 1
21 + 32 9
1 , 2 0
Example
Transform to the canonical form
Minimize
Subject to:
= 21 + 2
1 + 2 = 3
31 2 3 = 1
21 + 32 + 4 = 9
1 , 2 , 3 , 4 0
3 , 4 are slack variables
Example
Build the constraint matrix
11
1
0 0
33 1 1 0
22
3
0 1
1
0
0
0
1
0
Example
Basic solution
1
0
2
0
3
= = 0
3
5
6
1
4
9
Example
There are hidden variables, simplex table of Phase 1
Dependent
variables
3
1
9
1
1
0 0
3 1 1 0
2
3
0 1
1 = 5 + 6
1
0
0
0
1
0
Example
There are hidden variables, simplex table of Phase 1
Dependent
variables
3
1
9
1
1
0 0
3 1 1 0
2
3
0 1
1
0
0
0
1
0
0 1
1 = 5 + 6
Example
Change the basic solution
Dependent
variables
3
1
9
1
1
0 0
3 1 1 0
2
3
0 1
1
0
0
0
1
0
0 1
1 = 5 + 6
Example
Change the basic solution
Dependent
variables
0
1
0
1 = 5 + 6
0
0
1
1
0
0
Example
Elementary operations
Dependent
variables
8
3
1
3
25
3
4
3
13
11
3
4
3
1
3
13
2
3
1
3
13
1
3
23
43
1
0
0
1 = 5 + 6
Example
Change the basic solution
Dependent
variables
8
3
1
3
25
3
4
3
13
11
3
4
3
1
3
13
2
3
1
3
13
1
3
23
43
1
0
0
1 = 5 + 6
Example
Change the basic solution
Dependent
variables
0
1
0
1
0
0
1 = 5 + 6
0
0
1
Example
Elementary operations
Dependent
variables
1
4
14
14
3
4
1
4
11
4
14
1 = 5 + 6
0
1
1
4
1
4
Example
Elementary operations
Dependent
variables
14
3
4
1
4
11
4
1 1
1
4
14
14
1 = 5 + 6
1
4
1
4
Example
= 21 + 2
Phase 2
Dependent
variables
1
4
14
14
0
1
Example
= 21 + 2
Phase 2
Dependent
variables
1
4
14
14
14
0
1