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Constrained Optimization-Lecture 11

The document discusses representing the simplex method in matrix form. This allows for more efficient computer implementation compared to the traditional tableau form. The matrix form gives a clearer picture of the computations and makes sensitivity analysis straightforward. It expresses the linear program as a matrix equation relating basic and non-basic variables. A basic feasible solution can be written by setting non-basic variables to zero. The reduced cost row then represents changes to the objective function based on bringing variables into the basic set. An example illustrates constructing the simplex tableau through matrix operations.

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74 views2 pages

Constrained Optimization-Lecture 11

The document discusses representing the simplex method in matrix form. This allows for more efficient computer implementation compared to the traditional tableau form. The matrix form gives a clearer picture of the computations and makes sensitivity analysis straightforward. It expresses the linear program as a matrix equation relating basic and non-basic variables. A basic feasible solution can be written by setting non-basic variables to zero. The reduced cost row then represents changes to the objective function based on bringing variables into the basic set. An example illustrates constructing the simplex tableau through matrix operations.

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maimoona
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© © All Rights Reserved
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5/30/2013

The Revised Simplex Method


 The tableau form of the simplex method considered
so far is convenient for hand calculations but is
inefficient for computer implementation.
 The method can alternatively be presented in a
matrix form that lends itself to efficient numerical
implementation.
 It also gives a clearer picture of the computations
involved and makes it straightforward to derive
OPTIMIZATION THEORY-II sensitivity analysis procedures.

Lecture 11

The Matrix Form of the Simplex The Matrix Form of the Simplex
Method Method
 Consider an LP problem expressed in the standard  Identifying columns of the constraint coefficient matrix that
form as multiply a given optimization variable, we write the constraint
equations as follows:

The Matrix Form of the Simplex The Matrix Form of the Simplex
Method Method
 The general solution of the constraint equations can now be  From these general expressions, the basic feasible solution of
written as follows: the problem is obtained by setting and thus
 Basic feasible solution:
giving

 Substituting this into the objective function, we get  Also from the objective function expression, it is clear that if a
new variable is brought into the basic set, the change in the
objective function will be proportional to .
 Thus, this term represents the reduced objective function row of
or
the simplex tableau.

1
5/30/2013

The Matrix Form of the Simplex


Example
Method
 Using this new notation, the problem can be expressed in the
following form:

and a basic solution can be written as follows:

 This form gives us a way to write the simplex tableau


corresponding to any basic solution by simply performing a
series of matrix operations.

Example Example
 Consider , , and , , , as a sets of basic and  The corresponding basic solution tableau can be written by
nonbasic variables, respectively. simply performing the required matrix operations as follows:
 The partitioned matrices corresponding to selected basic and
nonbasic variables are as follows:

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