Simplex Method Intro


📌 Problem Setup

Minimize:

f=2x14x2

Subject to:

3x1+4x2+x3=1700(Constraint 1)2x1+5x2+x4=1600(Constraint 2)x1,x2,x3,x40

We begin with basic variables x3,x4, and non-basic x1=0,x2=0


🔹 Initial Basic Feasible Solution

Set:

✅ Feasible, but not optimal because x1,x2 have negative coefficients.


🔹 Step 1: Bring x2 into the basis

We choose x2 because its coefficient in f is more negative (–4).

Let’s determine how far we can increase x2:

From constraint 1:

x3=17003x14x2x2425

From constraint 2:

x4=16002x15x2x2320

🔎 Tightest bound: x2=320

So let’s set:

New basic variables: x2,x3
New non-basic variables: x1=0,x4=0

New function value:

f=2(0)4(320)=1280

🧠 Now express f(1280) by removing x2

We solve constraint 2 for x2, since x2 just entered the basis via constraint 2.

From:

2x1+5x2+x4=16005x2=16002x1x4x2=16002x1x45

Now substitute into f=2x14x2:

f=2x14(16002x1x45)=2x145(16002x1x4)

Distribute:

f=2x1(64008x14x45)=2x11280+8x15+4x45

Combine like terms:

f=1280+(2x1+8x15)+4x45=1280+(10x1+8x15)+4x45=1280+2x1+4x45

✅ After Step 1:

f(1280)=2x1+4x45orf+1280=2x1+4x45

This means:


🔹 Step 2: Try to bring x1 into the basis

We now ask: how much can x1 increase while keeping everything feasible?

Use updated values (x2=320):

From constraint 1:

3x1+4(320)+x3=17003x1+1280+x3=1700x3=4203x10x1140

From constraint 2:

x4=16002x15(320)=160016002x1=2x1x1=0

🔒 x1 is blocked — can't increase without violating x40

So we’re at an optimal solution.


✅ Final Result

Optimal solution:

Minimum value of the objective:

f=1280

Objective expressed in non-basic variables:

f(1280)=2x1+4x45