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simplex method, we take the following steps:

Simplex Method

slack variables to turn the constraints into equations, and

rewriting the objective function in standard form.

Tool

Simplex Method Tool

number with the largest magnitude in the bottom row

(excluding the rightmost entry). Its column is the pivot

Free Macintosh Simplex

column. (If there are two candidates, choose either one.) If

Method Tool.

all the numbers in the bottom row are zero or positive

(excluding the rightmost entry), then you are done: the basic

solution maximizes the objective function (see below for the

Top of Page

basic solution).

Step 4. Select the pivot in the pivot column: The pivot must

always be a positive number. For each positive entry b in the

pivot column, compute the ratio a/b, where a is the number

in the Answer column in that row. Of these test ratios,

choose the smallest one. The corresponding number b is the

pivot.

Step 5. Use the pivot to clear the column in the normal

manner (taking care to follow the exact prescription for

formulating the row operations described in Chapter 2) and

then relabel the pivot row with the label from the pivot

column. The variable originally labeling the pivot row is the

departing or exiting variable and the variable labeling the

column is the entering variable.

Step 6. Go to Step 3.

Basic Solution

Example

To get the basic solution corresponding to any tableau in the In the following tableau

simplex method, set to zero all variables that do not appear

as row labels (these are the inactive variables).

x y z s t u p Ans

The value of a variable that does appear as a row label (an

active variable) is the number in the rightmost column in

that row divided by the number in that row in the column

labeled by the same variable.

1 0 0 0 4

1 0 3 0 0 8 0 12

4 0 0 0 3 0 0 2

5

2 0 0 0 6 0 4

6 0 0 0 0 0 5 25

the basic solution is

x = 0, y = 2, z =

4, s = 4, t = 2/3,

u = 0, p = 5,

Example

one in which we are to find the

maximum or minimum value of a

linear expression

ax + by + cz + . . .

(called the objective function), subject

to a number of linear constraints of

the form

Ax + By + Cz + . . . N

or

Ax + By + Cz + . . . N.

The largest or smallest value of the

objective function is called the

optimal value, and a collection of

values of x, y, z, . . . that gives the

optimal value constitutes an optimal

solution. The variables x, y, z, . . . are

called the decision variables.

p = 3x 2y + 4z

subject to

4x + 3y z 3

x + 2y + z 4

x 0, y 0, z 0

The objective function is p = 3x 2y + 4z. The

constraints are

4x + 3y z 3

x + 2y + z 4

x 0, y 0, z 0.

really large (z = 1,000,000 say) and thereby make p as

large as I want?

A You can't because

Top of Page

Linear Inequality

Example

To sketch the linear inequality

linear inequality in two variables:

A. Sketch the straight line obtained by

replacing the inequality with an

equality.

B. Choose a test point not on the line

((0,0) is a good choice if the line does

not pass through the origin, and if the

line does pass through the origin a

point on one of the axes would be a

3x 4y 12,

first sketch the line 3x 4y = 12.

good choice).

C. If the test point satisfies the

inequality, then the set of solutions is

the entire region on the same side of

the line as the test point. Otherwise it

is the region on the other side of the

line. In either case, shade out the side

that does not contain the solutions,

leaving the solution region showing.

not on the line). Substituting x=0, y=0 in the inequality

gives

3(0) 4(0) 12.

Since this is a true statement, (0, 0) is in the solution set,

so the solution set consists of all points on the same side

as (0, 0). This region is left unshaded, while the (grey)

shaded region is blocked out.

Top of Page

Feasible Region

Example

collection of linear inequalities is the

collection of points that satisfy all of

the inequalities.

inequalities is the unshaded region shown below

(including its boundary).

determined by a collection of linear

inequalities in two variables: Sketch

the regions represented by each

inequality on the same graph,

remembering to shade the parts of the

plane that you do not want. What is

unshaded when you are done is the

feasible region.

3x 4y 12,

x + 2y 4

x1

y 0.

Top of Page

Graphical Method

Example

linear programming problems in two

unknowns is as follows.

3x 4y 12,

x + 2y 4

x 1, y 0.

A. Graph the feasible region.

B. Compute the coordinates of the

corner points.

C. Substitute the coordinates of the

corner points into the objective

function to see which gives the optimal

value.

D. If the feasible region is not

bounded, this method can be

misleading: optimal solutions always

exist when the feasible region is

bounded, but may or may not exist

when the feasible region is unbounded.

The textbook shows a straightforward

way for determining whether optimal

solutions exist in the case of

unbounded feasible regions.

If you want to see a utility that

automates the whole process, try our

Linear Programming Grapher. It does

everything automatically!

above. Here it is again with the corner points shown.

point:

Point C = 3x + 4y

(1, 1.5) 3(1)+4(1.5) = 9

minimum

(4, 0) 3(4)+4(0) = 12

Therefore, the solution is x = 1, y = 1.5, giving the

minimum value C = 9.

Top of Page

How it Works

Below we present 11 steps to solving a linear program with the two-phase revised

simplex method. The links associated with the numbers go to pages that explain the steps

in more detail. The links inside each list item go to the definitions page where you can

find a glossary of useful linear programming terms.

1. Before you start, put the linear program into standard form. This means making

the linear program the minimizing variety and changing inequality constraints to

equality constraints.

2. Find a first basic feasible solution. (Iterate through these steps with a slightly

expanded form of the problem.)

3. Calculate the Reduced costs.

4. Test for optimality.

6. Calculate the Search Direction.

7. Test for unboundedness.

8. Choose the leaving variable by the Min Ratio Test.

9. Update the solution.

10. Change the basis.

11. Go to Step 3.

Try It!

Definitions Page

Objective Function

The function that is either being minimized or maximized. For example, it may

represent the cost that you are trying to minimize.

Optimal Solution

A vector x which is both feasible (satisfying the constraints) and optimal

(obtaining the largest or smallest objective value).

Constraints

A set of equalities and inequalities that the feasible solution must satisfy.

Feasible Solution

A solution vector, x, which satisfies the constraints.

Basic Solution

x of (Ax=b) is a basic solution if the n components of x can be partitioned into m

"basic" and n-m "non-basic" variables in such a way that:

the m columns of A corresponding to the basic variables form a

nonsingular basis and

the value of each "non-basic" variable is 0.

The constraint matrix A has m rows (constraints) and n columns (variables).

Basis

The set of basic variables.

Basic Variables

A variable in the basic solution (value is not 0).

Nonbasic Variables

A variable not in the basic solution (value = 0).

Slack Variable

A variable added to the problem to eliminate less-than constraints.

Surplus Variable

A variable added to the problem to eliminate greater-than constraints.

Artificial Variable

A variable added to a linear program in phase 1 to aid finding a feasible solution.

Unbounded Solution

For some linear programs it is possible to make the objective arbitrarily small

(without bound). Such an LP is said to have an unbounded solution.

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