...REVISED SIMPLEX METHOD We have implemented the simplex algorithm by using the Tableau to update the information we proceed along the various steps. For problems with only a few variables the simplex method is efficient. However, problems of practical interest often have several hundred variables. The tableau method is hopeless for problems containing more than a few variables. We are in fact calculating AB-1aj for all j as well as calculating all components of the relative cost coefficient r, albeit in an fairly automatic manner. However, we really need to know only one component rj of r, one row AB-1aj of the Tableau †(B), and the column constant AB-1b of the Tableau in order to pass to the next basic index set B. The goal of the revised simplex method is the ordering of all calculations so that no unnecessary calculations are performed. No new theory will be need. The simplex algorithm exactly as written in an earlier chapter will be implemented. The implementation will avoid all unnecessary calculations and will try whenever possible to update any available information. The Simpex Algorithm (Theoretical Foundation) 1. 2. Start with some basic index set B1 = {i(1), i(2), … ,i(m)}. Compute a coefficient of the relative cost coefficient rj = cj - cBAB-1aj for B1 until some index j with rj > 0 is found. (i).If all rj ≤ 0, termination phase has been reached. (ii).Only those j M N1 are candidates 3. Find AB-1aj = aj and AB-1b = b and compute the allowable ratios of the jth column...
Words: 3270 - Pages: 14
...Simplex method for the Paint Company MAT/205 Finite Mathematics December, 20, 2011 The world of economics for a business can be a challenging area for the owners and operators to keep control of. The process of balancing cost of production to the profit of the item has to be constantly balanced. There are methods that can help a business owner to make the balancing process easier. The simplex method is an algebraic method that can help an individual solve a problem that can have large amounts of variables and problem constraints, and the method also puts inequalities in a format that is usable by computers (Raymond A. Barnett, Michael R. Ziegler, and Karl E. Byleen, 2011). A paint company uses the simplex method to help determine the amount of paint that needs to be produced while keeping cost at a minimum and maximizing profit. The simplex method will be broken down to allow for thorough understanding of the process with the results displayed for the business. The benefits of the method will be discussed so the paint company can utilize the information. A paint company has two plants that produce paint and primer. The A plant produces 20 gallons of paint and 10 gallons of primer per hour. The B plant produces 5 gallons of paint and 25 gallons of primer per hour. The C plant produces 15 gallons of paint and 15 gallons of primer per hour. The price of operating A plant is $80 per hour, the price to operate B plant is $70 per hour, and C plant...
Words: 362 - Pages: 2
...LINEAR PROGRAMING AND SIMPLEX METHOD Devharajan Rangarajan Department of Electronic Engineering National University of Ireland, Maynooth devharajan.rangarajan.2016@mumail.ie Abstract— An optimization problem consists of maximizing or minimizing a real function by systematically choosing input values from within an allowed set and computing the value of the function. This pays way to a new world of constrained optimization. This paper focuses on one such optimization technique known as Linear programming and one of its method known as Simplex method in detail with examples. cTx = c1x1 + · · · + cnxn The subject of linear programming can be defined quite concisely. It is concerned with the problem of maximizing or minimizing a linear function whose variables are required to satisfy a system of linear constraints, a constraint being a linear equation or inequality. The subject might more appropriately be called linear optimization. Problems of this sort come up in a natural and quite elementary way in many contexts but especially in problems of economic planning. (or Ax ≤ b) I. INTRODUCTION Linear programming is the process of taking various linear inequalities relating to some situation, and finding the "best" value obtainable under those conditions. A typical example would be taking the limitations of materials and labour, and then determining the "best" production levels for maximal profits under those conditions. In "real life", linear...
Words: 1927 - Pages: 8
...Linear Programming: Chapter 2 The Simplex Method Operations Research and Financial Engineering Simplex Method An Example. maximize subject to −x1 + 3x2 − 3x3 3x1 − x2 − 2x3 ≤ 7 −2x1 − 4x2 + 4x3 ≤ 3 x1 − 2x3 ≤ 4 −2x1 + 2x2 + x3 ≤ 8 3x1 ≤ 5 x1, x2, x3 ≥ 0. Rewrite with slack variables maximize −x1 + 3x2 − 3x3 ζ = subject to w1 w2 w3 w4 w5 = = = = = 7 3 4 8 5 − + − + − 3x1 + x2 + 2x3 2x1 + 4x2 − 4x3 x1 + 2x3 2x1 − 2x2 − x3 3x1 x1 , x 2 , x 3 , w 1 , w 2 , w 3 , w 4 , w 5 ≥ 0. Notes: • This layout is called a dictionary. • Setting x1 , x2 , and x3 to 0, we can read off the values for the other variables: w1 = 7, w2 = 3, etc. This specific solution is called a dictionary solution. • Dependent variables, on the left, are called basic variables. • Independent variables, on the right, are called nonbasic variables. Dictionary Solution is Feasible maximize −x1 + 3x2 − 3x3 ζ = subject to w1 w2 w3 w4 w5 = = = = = 7 3 4 8 5 − + − + − 3x1 + x2 + 2x3 2x1 + 4x2 − 4x3 x1 + 2x3 2x1 − 2x2 − x3 3x1 x1, x2, x3, w1, w2, w3 w4 w5 ≥ 0. Notes: • All the variables in the current dictionary solution are nonnegative. • Such a solution is called feasible. • The initial dictionary solution need not be feasible—we were just lucky above. Simplex Method—First Iteration • If x2 increases, obj goes up. • How much can x2 increase? Until w4 decreases to zero...
Words: 684 - Pages: 3
...The Simplex Method applied to a Warehouse Problem The simplex method is a mathematical tool used to solve many of today’s problems involving such ideas as maximizing profits or minimizing costs (Barnett, Ziegler, & Byleen, 2011). Most of these problems have such a vast amount of variables and constraints that these problems are more ideally suited for computers to solve (Barnett, Ziegler, & Byleen, 2011). Since the amount of variables and constraints doesn’t effect how the simplex method is applied then a simpler problem can be used to demonstrate how the simplex method works. The problem used in this case will involve two shipping departments in a warehouse. In this case one department ships items that require refrigeration and the other department ships items that don’t have this restriction. Each department has a certain amount of employees assigned to that department that fill the individual orders throughout the day called orderfillers. However the orderfillers can be moved from one department to the other in order to help minimize the overall hours of both departments for finishing the day’s orders. Each individual orderfiller has their own individual rate for moving the cases measured in cases per hour but for this problem average rates will be used. The average rate of production for a refrigerated department orderfiller will drop if that orderfiller is used in the non-refrigerated department and the same applies for an orderfiller moved from the non-refrigerated...
Words: 764 - Pages: 4
...Finite Element Method(FEM) for Two Dimensional Laplace Equation with Dirichlet Boundary Conditions April 9, 2007 1 Variational Formulation of the Laplace Equation The problem is to solve the Laplace equation rPu = 0 (1) in domain subject to Dirichlet boundary conditions on @ . We know from our study of the uniqueness of the solution of the Laplace equation that nding the solution is equivalent to nding u that minimizes 1 Z jjrujjPd W= (2) 2 subject to the same boundary conditions. Here the dierential d denotes the volume dierential and stands for dxdy for a plane region. W has interpretations such as stored energy or dissipated power in various problems. 2 Meshing First we approximate the boundary of by polygons. Then can be divided into small triangles called triangular elements. There is a great deal of exibility in this division process. The term meshing is used for this division. For the resulting FEM matrices to be well-conditioned it is important that the triangles produced by meshing should not have angles which are too small. At the end of the meshing process the following quantities are created. Nv : number of vertices or nodes. Nv ¢ 2 array of real numbers holding the x and y coordinates of the vertices. Ne: number of triangular elements. 1 Ne ¢ 3 array of integers holding the vertices of the triangular elements. Nvf : Number of vertices on which the u values are not...
Words: 1740 - Pages: 7
...the simplex method Earlier in the class we were introduced to linear programming and now we are going to introduce a different method using a more geometric version called the simplex method. First, I am going to have to explain theory of the simplex method and then we’ll explain the real world uses of this algebraic math Ok, so earlier in the class we were introduced into liner equations and inequalities. With the simplex method we are going got look for what is called “The Optimum Solution”, but in order to find the optimum solution we need to change the linear equation so that it can be recognized differently and computer in geometric form as well as on our graph. We are now going to use a special matrix or TABLEAU to find the many variables and to solve for an optimum solution by substituting some of our variables into our sometimes large programming problem. I must say that the problem could sometimes result in a solution or it may also have no solution at all. Once we find that some of the test are confirmed with the simplex method and we come to the optimal solution the process itself stops. With this method we don’t have to consider that the amount of corner point will increase with the amount of variables, since we are only looking for the optimal solution. In the text we are given many examples of what this simplex method of linear programming problems. As I have read throughout the chapters I see that the most probable applications of the simplex method are in...
Words: 406 - Pages: 2
...BASIC LINEAR PROGRAMMING 18.0 LEARNING OBJECTIVES After studying this chapter, readers should be able to: Understand the concept and meaning of linear programming; Know the underlying basic assumptions; Formulate the linear programming problem; Solve linear programming problem using graphical and Simplex methods; and make appropriate and correct interpretations; and Understand the concepts of duality and shadow cost in linear programming. 18.1 INTRODUCTION This is an Operations Research technique that is popular and frequently used in industry, business and other areas of human endeavour. The major focus of Linear Programming (L.P) technique, in decisionmaking, is to optimize the use of limited available resources. That is, it is an economic allocation of scarce resources by means of mathematical modeling. The history of Operations Research tells us that George B. Dantzing developed Linear Programming technique during Second World War. His primary aim of developing the technique then was to solve some military logistics problems. But now, it is being used extensively in wide areas of human endeavours. 18.2 CONCEPT AND MEANING OF LINEAR PROGRAMMING. The term “Linear Programming” consists of two words Linear and Programming. The word “Linear” implies linear relationship among the variables in a model while the word “Programming” implies modeling and solving a problem mathematically. By the combination of these two words, it is obvious that the Linear Programming technique...
Words: 8318 - Pages: 34
...investment made for 5 years at an interest rate of 7%/year. What is the accumulated amount? 540. A) The simple interest is $140, the accumulated amount is $540. B) The simple interest is $115, the accumulated amount is $515. C) The simple interest is $120, the accumulated amount is $520. D) The simple interest is $125, the accumulated amount is $555. Points Earned: 4.0/4.0 Find the present value of $40,000 due in 4 years at the given rate of interest 8%/year compounded monthly. 948. A) The present value is $28,948.67. B) The present value is $29,433.94. C) The present value is $29,076.82. D) The present value is $29,748.06. Points Earned: 4.0/4.0 Solve the system of linear equations using the Gauss-Jordan elimination method. 1. A) B) C) D) E) Points Earned: 4.0/4.0 The following breakdown of a total of 18,686 transportation fatalities that occured in 2007 was obtained from records compiled by the U.S. Department of Transportation (DOT). What is the probability that a victim randomly selected from this list of transportation fatalities for 2007 died in a...
Words: 9617 - Pages: 39
...Evaluation of Vaccinations for Genital Herpes Simplex Virus 2 Infection Herpes simplex virus type 2 (HSV-2) is the most common cause of genital ulcers. The seroprevelence of HSV-2 is increasing within the general population and seroprevelence of the virus correlates with increased sexual activity and age. Research by Cernik, Gallina, and Brodell (2008) states that STD’s causing genital ulcers affect nearly 22 percent of American adults, with nearly 20 million new cases annually worldwide. This DNA double-stranded virus, once contracted through direct contact with infected mucosa, invades the presacral ganglia and remains for life. HSV-2 is predominantly transmitted by sexual contact and has to be considered the major cause of genital herpes (Sauerbrei, 2016). There are many subsets of herpes virus. The two most known for causing ulcerations are HSV-1 and HSV-2. Herpes simplex virus type 1 can cause genital lesions, but is primarily affects the oral mucosa. Another difference between the viruses is the age of onset. Most HSV-1 outbreaks occur during childhood. Though a culture can be performed to differentiate the subtypes, serological testing that detect antibodies such as polymerase chain reaction (PCR) is the preferred method....
Words: 659 - Pages: 3
...maximization and minimization linear programming problems using the graphical method of solution. • solve maximization linear programming problems using the simplex method. • construct the Dual of a linear programming problem. • solve minimization linear programming problems by maximizing their Dual. 0.1.2 Introduction One of the major applications of linear algebra involving systems of linear equations is in finding the maximum or minimum of some quantity, such as profit or cost. In mathematics the process of finding an extreme value (maximum or minimum) of a quantity (normally called a function) is known as optimization . Linear programming (LP) is a branch of Mathematics which deals with modeling a decision problem and subsequently solving it by mathematical techniques. The problem is presented in a form of a linear function which is to be optimized (i.e maximized or minimized) subject to a set of linear constraints. The function to be optimized is known as the objective function . Linear programming finds many uses in the business and industry, where a decision maker may want to utilize limited available resources in the best possible manner. The limited resources may include material, money, manpower, space and time. Linear Programming provides various methods of solving such problems. In this unit, we present the basic concepts of linear programming problems, their formulation and methods of solution. 0.1.3 Formulation of linear programming problems Mathematically...
Words: 10505 - Pages: 43
...LP Assignment This assignment will not be collected for a grade as it is the last assignment immediately prior to the exam. Problems LP1, LP2, LP3, LP4, and B.10 are to be solved by the manual graphical method using an iso-Z line to either maximize or minimize the objective function whichever is appropriate. LP1 The Really Big Shoe (RBS) is a manufacturer of basketball and football shoes. Ed must decide the best way to spend advertising resources. Each football team sponsored requires 120 pairs of shoes. Each basketball team requires 32 pairs of shoes. Football coaches receive $300,000 for shoe sponsorship and basketball coaches receive $1,000,000. Ed’s promotional budget is $30,000,000. The RBS has a limited supply (4 liters or 4000 cubic centimeters) of flubber, a rare and costly compound used in promotional athletic shoes. Each pair of basketball shoes requires 3 cc of flubber and each pair of football shoes requires 1 cc of flubber. Ed wants to sponsor as many basketball and football teams as resources will allow. What are the maximum number of teams that may be sponsored? Formulate the linear program. Solve it graphically. Ans = 26.3 or 26 Basketball teams and 12.3 or 12 Football teams LP2 Mile-High Brewery makes a light beer and a dark beer. Mile-High has a limited supply of barley, bottling capacity, and market for the light beer. Profits are $0.20 per bottle of light beer and $0.50 per bottle of dark beer. The table below shows the resource...
Words: 1629 - Pages: 7
...The causes of additional needs Cystic fibrosis Cystic fibrosis is a genetic condition which is caused by the faulty CFTR gene which is on chromosome 7. This faulty gene blocks the normal workings of a protein which then allows too much salt and not enough water into the cells. This then builds up thick, sticky mucus in the tubes and passageways in the body which cause blockages to occur which then damage the lungs, digestive system and other organs. This then results in inflammation and swelling and infections. This faulty gene has to be inherited by both parents to develop cystic fibrosis, but it is still a relatively common genetic condition as it is estimated that 1 person in every 25 carries the faulty CFTR gene. When both parents’ carries the gene there is a one in four chance that the child will not inherit either of the faulty genes and will not be a carrier of the condition. There’s also a one in two chance that the child will inherit only one of the faulty genes from one of their parents instead of both of them which would mean that they would not have cystic fibrosis, but they would be a carrier of the condition. Finally, there is also a one in four chance that the child will inherit both copies of the faulty gene which would mean that the child would have cystic fibrosis. Downs syndrome The cause of Down syndrome is that it is a genetic condition which occurs when an extra copy of chromosome 21 is present. Chromosome 21 causes physical and developmental characteristics...
Words: 779 - Pages: 4
...ADVANCED OPERATION RESEARCH ASSIGNMENT OF O.R. METHODOLOGY DEVELOPMENT DEVELOPMENT OF TRANSPORTATION METHODOLOGY IN OPERATION RESEARCH “PENGEMBANGAN METODE TRANSPORTASI DALAM OPERASI PENELITIAN” TYPE II – COMPARE & CONTRAST IQBAL TAWAKKAL - 1506694736 PROGRAM MAGISTER TEKNIK INDUSTRI - SALEMBA UNIVERSITAS INDONESIA 1. INTRODUCTION A special class of linear programming problem is Transportation Problem, where the objective is to minimize the cost of distributing a product from a number of sources (e.g. factories) to a number of destinations (e.g. warehouses) while satisfying both the supply limits and the demand requirement. Because of the special structure of the Transportation Problem the Simplex Method of solving is unsuitable for the Transportation Problem. The model assumes that the distributing cost on a given rout is directly proportional to the number of units distributed on that route. Generally, the transportation model can be extended to areas other than the direct transportation of a commodity, including among others, inventory control, employment scheduling, and personnel assignment. Transportation was one of the earliest application areas of operations research, and important transportation problems, such as the traveling salesman problem, vehicle routing problem, and traffic assignment problem, contributed to fundamental knowledge in operations research. Transportation remains one of the most important and vibrant areas of operations...
Words: 2523 - Pages: 11
...Linear Programming (LP) Linear programming, simply put, is the most widely used mathematical programming technique. It has a long history dating back to the 1930s. The Russian mathematical economist Leonid Kantorovich published an important article about linear programming in 1939. George Stigler published his famous diet problem in 1945 (“The Cost of Subsistence”). Of course, no one could actually solve these problems until George Dantzig developed the simplex method, which was published in 1951. Within a few years, a variety of American businesses recognized that they could save millions of dollars a year using linear programming models. And in the 1950s, that was a lot of money. In his book Methods of Mathematical Economics (Springer-Verlag, 1980), Joel Franklin talks about some of the uses of linear programming (LP). In fact, about half of his book is devoted to LP and its extensions. Today, we will analyze one of the examples provided in that book. The example comes from a 1972 article published in the Monthly Review of the Federal Reserve Bank of Richmond. Alfred Broaddus, the author, was trying to explain to bankers how Bankers Trust Company used linear programming models in investment management. His example was simple and effective. The bank has up to 100 million dollars to invest, a portion of which can go into loans (L), and a portion of which can go into securities (S). Loans earn 10%, securities 5%. The bank is required to keep 25% of its invested...
Words: 2832 - Pages: 12