Maximization Problem Solving with Simplex

Aug 30, 2024

Lecture Notes: Solving Maximization Problems Using Simplex Tableau

Introduction

  • Objective: Solve a maximization problem using the simplex tableau method.
  • Initial Setup:
    • Convert the problem into standard form.
    • Add slack variables to convert inequalities to equalities.
    • Ensure all variables are non-negative.

Simplex Method Overview

  • Variables:
    • Two decision variables, additional slack variables.
  • Basic Solution:
    • Set two variables to zero and solve for the others.
    • Example: X2 and S1 set to 0 results in X1 = 8 and S2 = -12 (not feasible due to non-negativity).
  • Basic Feasible Solution:
    • Set X1 and X2 to 0 to make S1 = 16 and S2 = 12.
    • Feasible as all variables are non-negative.

Constructing the Simplex Tableau

  • Components:
    • Cj Row: Objective coefficient row.
    • A Matrix: Coefficients of variables in constraints.
    • B Column: Right-side quantities (initially for basic variables).
  • Basic Variables:
    • Slack variables S1 and S2, considered unit columns.
    • Basis column indicates which are basic variables.
  • Zj Calculation:
    • Multiply Cb values with corresponding column values, sum the results.
    • Represents unit contribution to the objective function.

Net Evaluation Row (Cj - Zj)

  • Indicates net change in objective function if a variable enters the solution.
  • Selection:
    • Choose non-basic variable with highest positive value in Cj - Zj row as new basic variable.
    • Key column corresponds to this variable.

Iterations

  • Initial Basis:
    • Basic feasible solution with X1, X2 = 0; S1 = 16; S2 = 12.
  • Pivot Process:
    • Calculate ratios of B column values to pivot column values.
    • Select row with minimum ratio as pivot row.
    • Perform row operations to create unit column for new basic variable.
  • Objective Function Value:
    • Calculated from Zj row.

Conclusion

  • Optimal Solution:
    • Achieved when all Cj - Zj values are non-positive.
    • Final solution values: X1 = 2, X2 = 3, Objective Function = 32.
  • Graphical Representation:
    • Basic solutions correspond to feasible region's extreme points.
  • Steps Recap:
    1. Convert to standard form with slack variables.
    2. Develop initial tableau.
    3. Select non-basic variable with largest Cj - Zj.
    4. Calculate pivot row and perform row operations.
    5. Repeat until optimal solution is achieved.

Summary

  • Successfully solved the maximization problem through systematic iterations and tableau adjustments.

  • End of Lecture