Simplex Method (2-Stage)

1
LINEAR PROGRAMMING
Example 2
I = x + 0.8y
x + y 1000
2x + y 1500
3x + 2y 2400
x + y 800
Maximise
subject to
I
I - x - 0.8y
x + y + s1
+ s2
2x + y
3x + 2y
+ s3
x+ y
- s4
Maximise
where
subject to
LINEAR PROGRAMMING
I
I - x - 0.8y
x + y + s1
+ s2
2x + y
3x + 2y
+ s3
x+ y
- s4
Maximise
where
subject to
Stage 1
=
=
=
=
=
0
1000
1500
2400
800
A ( = a1)
A + x + y - s4
I
I - x - 0.8y
x + y + s1
2x + y
+ s2
3x + 2y
+ s3
x+ y
- s 4 + a1
Minimise
where
Maximise
where
subject to
= 0
= 1000
= 1500
= 2400
= 800
Example 2
Stage 2
= 800
=
=
=
=
=
0
1000
1500
2400
800
SIMPLEX TABLEAU
Initial (artificial) solution
s1
s2
s3
s4
a1
LINEAR PROGRAMMING
RHS
-1
800
-1
-0.8
1000
1500
Example 2
Maximise I = x + 0.8y
subject to x + y 1000
2x + y 1500
3x + 2y 2400
x + y 800
y
96 0
80 0
64 0
48 0
Initial artificial
solution
32 0
2400
-1
800
I = 0
16 0
at (0, 0)
x
0
0
160
320
48 0
64 0
80 0
9 60
I = 0, x = 0, y = 0, s1 = 1000, s2 = 1500, s3 = 2400, s4 = 0

A = a1 = 800
STAGE 1 : PIVOT 1
Choosing the pivot column
STAGE 1 : PIVOT 1
Choosing the pivot element
s1
s2
s3
s4
a1 RHS
s1
s2
s3
s4
a1 RHS
-1
800
-1
800
-1
-0.8
-1
-0.8
0 1000
0 1000
1000/1
0 1500
0 1500
1500/2
2400
2400 2400/3
-1
800
-1
800
Most positive number in first objective row
800/1
Ratio test: Min. of 4 ratios gives 2 as pivot element
STAGE 1 : PIVOT 1
Making the pivot
STAGE 1 : PIVOT 1
Making the pivot
s1
s2
s3
s4
a1 RHS
s1
s2
s3
s4
a1 RHS
-1
800
0.5
-0.5
-1
50
-1
-0.8
-1
-0.8
0 1000
0 1000
0.5
0.5
750
0.5
0.5
750
2400
2400
-1
800
-1
800
Divide through the pivot row by the pivot element
First objective row pivot row
STAGE 1 : PIVOT 1
Making the pivot
10
STAGE 1 : PIVOT 1
Making the pivot
s1
s2
s3
s4
a1 RHS
s1
s2
s3
s4
a1 RHS
0.5
-0.5
-1
50
0.5
-0.5
-1
50
-0.3
0.5
750
-0.3
0.5
750
0 1000
0.5
-0.5
250
0.5
0.5
750
0.5
0.5
750
2400
2400
-1
800
-1
800
Second objective row + pivot row
First constraint row - pivot row
11
STAGE 1 : PIVOT 1
Making the pivot
12
STAGE 1 : PIVOT 1
Making the pivot
s1
s2
s3
s4
a1 RHS
s1
s2
s3
s4
a1 RHS
0.5
-0.5
-1
50
0.5
-0.5
-1
50
-0.3
0.5
750
-0.3
0.5
750
0.5
-0.5
250
0.5
-0.5
250
0.5
0.5
750
0.5
0.5
750
0.5
-1.5
150
0.5
-1.5
150
-1
800
0.5
-0.5
-1
50
Third constraint row 3 x pivot row
Fourth constraint row pivot row
13
STAGE 1 : PIVOT 1
New (artificial) solution
s1
s2
s3
s4
14
LINEAR PROGRAMMING
a1 RHS
0.5
-0.5
-1
50
-0.3
0.5
750
0.5
-0.5
250
0.5
0.5
750
Example 2
2x + y 1500
3x + 2y 2400
x + y 800
y
96 0
80 0
64 0
48 0
Artificial solution
after
Stage 1, pivot 1:
32 0
0.5
-1.5
150
0.5
-0.5
-1
50
16 0
I = 750
x
0
0
160
320
48 0
64 0
80 0
at (750, 0)
9 60
I = 750, x = 750, y = 0, s1 = 250, s2 = 0, s3 = 150, s4 = 0

A = a1 = 50
15
STAGE 1 : PIVOT 2
16
STAGE 1 : PIVOT 2
s1
s2
s3
s4
a1 RHS
s1
s2
s3
s4
a1 RHS
0.5
-0.5
-1
50
0.5
-0.5
-1
50
-0.3
0.5
750
-0.3
0.5
750
0.5
-0.5
250
0.5
-0.5
250
250/0.5
0.5
0.5
750
0.5
0.5
750
750/0.5
0.5
-1.5
150
0.5
-1.5
150
150/0.5
0.5
-0.5
-1
50
0.5
-0.5
-1
50
50/0.5
Ratio test: Min. of 4 ratios gives 0.5 as pivot element
Most positive number in first objective row
17
STAGE 1 : PIVOT 2
Making the pivot
18
STAGE 1 : PIVOT 2
Making the pivot
s1
s2
s3
s4
a1 RHS
s1
s2
s3
s4
a1 RHS
0.5
-0.5
-1
50
-1
-0.3
0.5
750
-0.3
0.5
750
0.5
-0.5
250
0.5
-0.5
250
0.5
0.5
750
0.5
0.5
750
0.5
-1.5
150
0.5
-1.5
150
-1
-2
100
-1
-2
100
First objective row 0.5 x pivot row
19
STAGE 1 : PIVOT 2
Making the pivot
20
STAGE 1 : PIVOT 2
Making the pivot
s1
s2
s3
s4
a1 RHS
s1
s2
s3
s4
a1 RHS
-1
-1
0.2
0.2
0.5
-0.5
250
0.5
0.5
750
0.5
0.5
750
0.5
-1.5
150
0.5
-1.5
150
-1
-2
100
-1
-2
100
-0.6 0.6 780
Second objective row + 0.3 x pivot row
-0.6 0.6 780

-1 200
First constraint row - 0.5 x pivot row
21
STAGE 1 : PIVOT 2
Making the pivot
22
STAGE 1 : PIVOT 2
Making the pivot
s1
s2
s3
s4
a1 RHS
s1
s2
s3
s4
a1 RHS
-1
-1
0.2
0.2
-1
200
-1
200
-1 700
-1
700
0.5
-1.5
150
-1
-1 100
-1
-2
100
-1
-2
-0.6 0.6 780
Second constraint row - 0.5 x pivot row
-0.6 0.6 780
100
Third constraint row - 0.5 x pivot row
23
STAGE 1 : PIVOT 2
New (feasible) solution
s1
s2
s3
s4
0
a1 RHS
-1
0.2
-1
200
-1
700
-0.6 0.6 780
24
LINEAR PROGRAMMING
Example 2
2x + y 1500
3x + 2y 2400
x + y 800
y
96 0
80 0
64 0
48 0
Feasible solution
after
Stage 1, pivot 2:
32 0
-1
-1
100
-1
-2
100
16 0
x
0
0
I = 780, x = 700, y = 100, s1 = 200, s2 = 0, s3 = 100, s4 = 0
160
320
48 0
64 0
80 0
9 60
I = 780
at (700, 100)
A = a1 = 0
25
STAGE 2 : PIVOT 1
26
STAGE 2 : PIVOT 1
s1
s2
s3
s4
RHS
s1
s2
s3
s4
RHS
0.2
-0.6
780
0.2
-0.6
780
200
200
200/1
700
700
700/1
-1
100
-1
100
100/1
-1
-2
100
-1
-2
100
Most negative number in objective row
27
STAGE 2 : PIVOT 1
Making the pivot
28
STAGE 2 : PIVOT 1
Making the pivot
s1
s2
s3
s4
RHS
s1
0.2
-0.6
780
200
700
-1
100
-1
-2
100
s2
s3
s4
RHS
840
200
700
-1
100
-1
-2
100
-0.4 0.6
Objective row + 0.6 x pivot row
29
STAGE 2 : PIVOT 1
Making the pivot
s1
s2
30
STAGE 2 : PIVOT 1
Making the pivot
s3
s4
RHS
s1
-0.4 0.6
840
-1
100
700
-1
100
-1
-2
100
First constraint - pivot row
s2
s3
s4
RHS
-0.4 0.6
840
-1
100
-1
600
-1
100
-1
-2
100
Second constraint - pivot row
31
STAGE 2 : PIVOT 1
Making the pivot
s1
s2
32
STAGE 2 : PIVOT 1
New (feasible) solution
s3
s4
RHS
s1
-0.4 0.6
840
-1
100
-1
600
-1
100
-3
300
Fourth constraint + 2 x pivot row
s2
s3
s4
RHS
-0.4 0.6
840
-1
100
-1
600
-1
100
-3
300
I = 840, x = 600, y = 300, s1 = 100, s2 = 0, s3 = 0, s4 = 100
33
LINEAR PROGRAMMING
2x + y 1500
3x + 2y 2400
x + y 800
y
96 0
80 0
64 0
34
STAGE 2 : PIVOT 2
Example 2
s1
s2
s3
s4
RHS
-0.4 0.6
840
-1
100
Feasible solution
after
Stage 2, pivot 1:
-1
600
-1
100
I = 840
-3
300
48 0
32 0
16 0
x
0
0
160
320
48 0
64 0
80 0
at (600, 300)
9 60
Most negative number in objective row
35
STAGE 2 : PIVOT 2
s1
s2
36
STAGE 2 : PIVOT 2
Making the pivot
s3
s4
RHS
s1
-0.4 0.6
840
-1
100
100/1
-1
600
600/2
-1
100
-3
300
s2
s3
s4
RHS
-0.4 0.6
840
-1
100
-1
600
-1
100
-3
300
37
STAGE 2 : PIVOT 2
Making the pivot
38
STAGE 2 : PIVOT 2
Making the pivot
s1
s2
s3
s4
RHS
s1
s2
s3
s4
RHS
0.4
0.2
880
0.4
0.2
880
-1
100
-1
100
-1
600
-2
400
-1
100
-1
100
-3
300
-3
300
Objective row + 0.4 x pivot row
Second constraint row - 2 x pivot row
39
STAGE 2 : PIVOT 2
Making the pivot
40
STAGE 2 : PIVOT 2
Making the pivot
s1
s2
s3
s4
RHS
s1
s2
s3
s4
RHS
0.4
0.2
880
0.4
0.2
880
-1
100
-1
100
-2
400
-2
400
200
200
-3
300
-1
600
Third constraint row + pivot row
Fourth constraint row + 3 x pivot row
41
STAGE 2 : PIVOT 2
s1
New (optimal) solution
s2
s3
s4
RHS
42
LINEAR PROGRAMMING
2x + y 1500
3x + 2y 2400
x + y 800
y
96 0
80 0
0.4
0.2
880
-1
100
-2
400
Example 2
64 0
48 0
Optimal solution
after
Stage 2, pivot 2:
32 0
200
-1
600
16 0
x
0
0
160
320
48 0
64 0
80 0
9 60
I = 880
at (400, 600)
I = 880, x = 400, y = 600, s1 = 0, s2 = 100, s3 = 0, s4 = 200

Simplex Method (2-Stage)

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Simplex Method (2-Stage)

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1

Initial (artificial) solution

I = 0, x = 0, y = 0, s1 = 1000, s2 = 1500, s3 = 2400, s4 = 0

Choosing the pivot column

Choosing the pivot element

Most positive number in first objective row

Ratio test: Min. of 4 ratios gives 2 as pivot element

Making the pivot

Making the pivot

Divide through the pivot row by the pivot element

First objective row pivot row

Making the pivot

Making the pivot

Second objective row + pivot row

First constraint row - pivot row

Making the pivot

Making the pivot

Third constraint row 3 x pivot row

Fourth constraint row pivot row

New (artificial) solution

I = 750, x = 750, y = 0, s1 = 250, s2 = 0, s3 = 150, s4 = 0

Choosing the pivot column

Choosing the pivot element

Ratio test: Min. of 4 ratios gives 0.5 as pivot element

Most positive number in first objective row

Making the pivot

Making the pivot

Divide through the pivot row by the pivot element

First objective row 0.5 x pivot row

Making the pivot

Making the pivot

-0.6 0.6 780

Second objective row + 0.3 x pivot row

-0.6 0.6 780

First constraint row - 0.5 x pivot row

Making the pivot

Making the pivot

-0.6 0.6 780

Second constraint row - 0.5 x pivot row

-0.6 0.6 780

Third constraint row - 0.5 x pivot row

New (feasible) solution

-0.6 0.6 780

I = 780, x = 700, y = 100, s1 = 200, s2 = 0, s3 = 100, s4 = 0

Choosing the pivot column

Choosing the pivot element

Ratio test: Min. of 3 ratios gives 1 as pivot element

Most negative number in objective row

Making the pivot

Making the pivot

Divide through the pivot row by the pivot element

Objective row + 0.6 x pivot row

Making the pivot

Making the pivot

First constraint - pivot row

Second constraint - pivot row

Making the pivot

New (feasible) solution

Fourth constraint + 2 x pivot row

I = 840, x = 600, y = 300, s1 = 100, s2 = 0, s3 = 0, s4 = 100

Choosing the pivot column

Most negative number in objective row

Choosing the pivot element

Making the pivot