Added File on the Basics of Simplex Method for Solving Linear Programming Problems (#27040)
* Create Basic-Simplex-Solution Basics on Solving Linear Problems using the Primal Simplex Method and additional information on Alternative Simplex Algorithms. * Rename guide/english/mathematics/Basic-Simplex-Solution to guide/english/mathematics/linear-equations/basic-simplex-solution/index.md
This commit is contained in:
@ -0,0 +1,91 @@
|
|||||||
|
---
|
||||||
|
title: Basics of Simplex Solutions
|
||||||
|
---
|
||||||
|
|
||||||
|
## Reason for Sthe Simplex Method
|
||||||
|
|
||||||
|
In linear algebra, some problems have multiple solutions that can be accepted as feasible, but in order to get the Optimal solution it becomes necessary to use a method such as the Simplex method.
|
||||||
|
Note: Alternative methods such as a Graphical LP can also be used but this is not always possible.
|
||||||
|
|
||||||
|
## Different Simplex Methods:
|
||||||
|
|
||||||
|
Here are the 3 most used methods for solving a LP using Simplex:
|
||||||
|
1. Primal Simplex - Used to solve MAXIMUM Problems.
|
||||||
|
2. Dual Simplex - Used when a derived problem exists within a Primal Simplex Solution (Duality).
|
||||||
|
3. 2-Phase Simplex - Used to solve MIN Problems.
|
||||||
|
|
||||||
|
|
||||||
|
## Solving Linear Programming Problems using Simplex
|
||||||
|
|
||||||
|
In order to use the Simplex method, first the Linear model needs to be converted into canonical form.
|
||||||
|
The canonical for is when all inequality expressions are changed into equal expressions.
|
||||||
|
|
||||||
|
Example:
|
||||||
|
|
||||||
|
Basic LP
|
||||||
|
|
||||||
|
MAX Z = 5X + 4Y
|
||||||
|
Subject to Constraints:
|
||||||
|
1. 8X + 6Y <= 120
|
||||||
|
2. 2X + 1Y <= 50
|
||||||
|
3. X >= 10
|
||||||
|
4. X, y >= 0
|
||||||
|
|
||||||
|
Canonical Form
|
||||||
|
|
||||||
|
MAX Z = -5X - 4Y Note: Z Row becomes negative.
|
||||||
|
ST:
|
||||||
|
1. 8X + 6Y + S1 = 120 Note: In order to set a Smaller-than equation to equal a Slack variable is introduced.
|
||||||
|
2. 2X - 1y + S2 = 50
|
||||||
|
3. X - E1 + A1 = 10 Note: In order to set a Larger-than equation to equal a Excess variable is added and an Artificial variable is subtracted.
|
||||||
|
|
||||||
|
Now the Initial Tablau can be created:
|
||||||
|
|
||||||
|
Note: X & Y will be the Non-Basic-Variables as they are Negative and Slack/Axcess/Artificial variables do not count in this case.
|
||||||
|
|
||||||
|
*
|
||||||
|
T0 | X | Y | S1 | S2 | E1 | A1 || RHS | Ratio
|
||||||
|
Z | -5 | -4 | 0 | 0 | 0 | 0 || 0 | ---
|
||||||
|
1 | 8 | 6 | 1 | 0 | 0 | 0 || 120 | 15
|
||||||
|
2 | 2 | 1 | 0 | 1 | 0 | 0 || 50 | 25
|
||||||
|
3 | 1 | 0 | 0 | 0 | -1 | 1 || 10 | 10 *
|
||||||
|
|
||||||
|
Note: * Represents the Column with the Smallest Negative and the Column with the Smallest Positive.
|
||||||
|
|
||||||
|
Steps:
|
||||||
|
1. Find the Column with the Smallest Negative.
|
||||||
|
2. Devide the RHS with the selected column to calculate the Ratio.
|
||||||
|
3. Find the Row with the Smallest Positive Ratio
|
||||||
|
4. Pivot on the selected Row & Column.
|
||||||
|
5. Continue doing this until no more negative NBVs remain.
|
||||||
|
|
||||||
|
Optimal Table:
|
||||||
|
|
||||||
|
T2 | X | Y | S1 | S2 | E1 | A1 || RHS
|
||||||
|
Z | 0 | 0 | 0.67| 0 | 0.3 | -0.3|| 76.67
|
||||||
|
1 | 0 | 1 | 1.67| 0 | 1.3 | -1.3|| 6.67
|
||||||
|
2 | 0 | 0 | -0.1| 1 | 0.6 | -0.6|| 23.33
|
||||||
|
3 | 1 | 0 | 0 | 0 | -1 | 1 || 10
|
||||||
|
|
||||||
|
Steps:
|
||||||
|
1. Identify all Basic Variables:
|
||||||
|
1.1. Only Columns with a single '1' and rest '0' can be a Basic Variable.
|
||||||
|
1.2. Order of identification is determined by Row number.
|
||||||
|
2. The RHS value corresponding to the '1' value for each BV is the Value of that variable.
|
||||||
|
|
||||||
|
Eg:
|
||||||
|
|
||||||
|
cBV: Y = 6.67 ; S1 = 23.33 ; X = 10
|
||||||
|
|
||||||
|
Thus the Optimal Solution to the LP is Z = 5(10) + 4(6.67)
|
||||||
|
|
||||||
|
----------------------------------------------------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
Reference in New Issue
Block a user