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Example 1 Pivoting to Find an Improved Solution



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Example 1 Pivoting to Find an Improved Solution
Use the simplex method to find an improved solution for the linear programming problem represented by the tableau shown below













Basic Variable

-1

1

1

0

0

11



1

1

0

1

0

27



2

5

0

0

0

90



-4

-6

0

0

0

0




Solution
The objective function for this problem is
.
Note that the current solution

corresponds to a z-value of 0. To improve this solution, choose as the entering variable, because −6 is the least entry in the bottom row.















Basic Variable

-1

1

1

0

0

11



1

1

0

1

0

27



2

5

0

0

0

90



-4

-6

0

0

0

0



























Entering


















To see why you choose as the entering variable, remember that . So, it appears that a unit change in produces a change of 6 in z, whereas a unit change in produces a change of only 4 in z.
To find the departing variable, locate the ’s that have corresponding positive elements in the entering variable’s column and form the ratios

Here the least nonnegative ratio is 11, so choose as the departing variable













Basic Variable




-1

1

1

0

0

11



Departing

1

1

0

1

0

27






2

5

0

0

0

90






-4

-6

0

0

0

0

































Entering





















Note that the pivot is the entry in the first row and second column. Now, use Gauss-Jordan elimination to obtain the improved solution shown below[4]

The new tableau is shown below













Basic Variable

-1

1

1

0

0

11



2

0

-1

1

0

16



7

0

-5

0

1

35



-10

0

6

0

0

66



Note that has replaced in the basic variables column and the improved solution



has a z-value of
.
In Example 1, the improved solution is not optimal because the bottom row has a negative entry. So, apply another iteration of the simplex method to improve the solution further. Choose as the entering variable. Moreover, the lesser of the ratios and is 5, so is the departing variable. Gauss-Jordan elimination produces the matrices shown below


So, the new simplex tableau is as shown below













Basic Variable

0

1

2/7

0

1/7

16



0

0

3/7

1

-2/7

6



1

0

-5/7

0

1/7

5



0

0

-8/7

0

10/7

116




In this tableau, there is still a negative entry in the bottom row. So, choose as the entering variable and as the departing variable, as shown in the next tableau.













Basic Variable




0

1

2/7

0

1/7

16






0

0

3/7

1

-2/7

6



Departing

1

0

-5/7

0

1/7

5






0

0

-8/7

0

10/7

116




































Entering


















One more iteration of the simplex method gives the tableau below. (Check this.)













Basic Variable




0

1

0

-2/3

1/3

12






0

0

1

7/3

-2/3

14






1

0

0

5/3

-1/3

15






0

0

0

8/3

2/3

132



Maximum z-value

In this tableau, there are no negative elements in the bottom row. So, the optimal solution is



with
.
The linear programming problem in Example 1 involved only two decision variables, and , so you could have used a graphical solution technique, as in [2], Example 2. Notice in the figure below that each iteration in the simplex method corresponds to moving from one vertex to an adjacent vertex with an improved z-value

.
  1. Applications of The Simplex Method


Here is a summary of the steps involved in the simplex method.
The Simplex Method (Standard Form)
To solve a linear programming problem in standard form, use the steps below.

    1. Convert each inequality in the set of constraints to an equation by adding slack variables.

    2. Create the initial simplex tableau.

    3. Locate the most negative entry in the bottom row, excluding the “b-column. ”This entry is called the entering variable, and its column is the entering column. (If ties occur, then any of the tied entries can be used to determine the entering column.)

    4. Form the ratios of the entries in the “b-column” with their corresponding positive entries in the entering column. (If all entries in the entering column are 0 or negative, then there is no maximum solution.) The departing row corresponds to the least nonnegative ratio . (For ties, choose any corresponding row.) The entry in the departing row and the entering column is called the pivot.

    5. Use elementary row operations to change the pivot to 1 and all other entries in the entering column to 0. This process is called pivoting.

    6. When all entries in the bottom row are zero or positive, this is the final tableau. Otherwise, go back to Step 3.

    7. If you obtain a final tableau, then the linear programming problem has a maximum solution. The maximum value of the objective function is the entry in the lower right corner of the tableau.

Note that the basic feasible solution of an initial simplex tableau is
.
This solution is basic because at most m variables are nonzero (namely, the slack variables). It is feasible because each variable is nonnegative.
The next two examples illustrate the use of the simplex method to solve a problem involving three decision variables.
There are many commercially available optimization software packages to aid operations researchers in such areas as allocating resources to maximize profits and minimize costs. Many of these packages use the simplex method as their foundation. Also, free online tools are available that enable you to check your work in this chapter. Many of these are user-friendly interfaces that use the simplex method as well as the graphical method to solve linear programming problems. These freeware programs show the steps in the solution, which can be very helpful in the learning process. Use online optimization freeware to check the solution of Example 1 in this section and to check the solution of Example 2 in [2]. As you will see in the next section, the simplex method can also be applied to minimization problems. In addition to optimizing the objective function, commercially available software packages often contain built-in sensitivity reporting to analyze how changes or errors in the data will affect the outcome.[5]

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