Introduction
In this short chapter, we shall explain what is meant by linear programming and
sketch a history of this subject.
‘A DIET PROBLEM
Polly wonders how much money she mst spend on food in order to get all the
energy (2,000 kcal, protein (55g), and calcium (800 mg) that she needs every day.
(or iron and vitamins, she will depend on pills, Nutritionists would disapprove,
but the introductory example ought to be simple) She chooses six foods that seem
tobe cheap sources of the nutrients; her data are collected in Table |
Table L.1_ Nutritive Value per Serving
Enery —Protdn Calcium Prise pe serving
Food Servingsiee feel) ®t (Gens)
tae me no 6 2 3
Chicken 1008 ms on 2 Pay
ays dhe 1 4 B
Whole mit are 1 eae 9
‘chery pie 10¢ oe 2 0
Pork with beans 260. m8 #0 841 Intodeon
Then she begins to think about her menu, For example, 10 servings of pork with
beans would take care of all her needs for only () $L90 per day. On the other hand,
10 servings of pork with beans is alot of pork with beans she would not be able
to stomach more than 2 servings a day. She decides to impose servings-perday
Timits on all sx foods
Oatmeat at most 4 servings por day
Chicken at most 3 servings per day
Ess at most 2 servings per day
Milk at most 8 servings por day
Cherry pie at most 2 servings per day
Por: with beans at most 2 servings per day
'Now, another look at the data shows Polly that § servings of milk and 2 servings of|
cherry pie every day wll satisfy the requirements nicely and ata cost of only $1.12
Infact, she could ext down a litte on the pie oF the milk or perhaps try a different
combination. But so many combinations seem promising that one could go on and
‘0a, locking for the best one, Trial and error isnot particularly helpful here. To be
systematic, we may speculate about some as yet unspecified men consisting of x
servings of oatmeal, x, servings of chicken, xy servings of eggs, and 80 on. In order
to stay below the upper limits, that menu mus satisfy
Oexc4
ay
And, of course, there are the requitements for energy, protein, and calcium; they
lead tothe ineaualities
Ox, + 205%; + 160s, + 160x, + 420x, + 260%, 2 2,000
fyb Ry t Byt Sut ay + ye 55 ay
Dept We + Shey + 285Sxy + Dey + Bs, = 800
some numbers x}, X3y---»Xq satisfy inequalities (1.1) and (2, then they describe
satisfactory menu; such a menu will cost, n cents per day,
Bx, + 2p + Bay + De + Mey + 19% ay
In designing the most economical menu, Polly Wants to find numbers, %24+--1 Xe
that satisfy (1.1) and (1.2), and make (13) as small as possible. As a mathematician
Lisear Progamming 5
would put it she wants to
minimize 3x, + 24x, + 1Bxy + 9x4 + 20x5 + 1986
subject to ned
ih AA
8
a
Mx; + 208x; + 160xy + 1602 + 420%5 + 260% > 2000
det B+ Bayt Bx t At Mage 55
Dey # dey + 4x, + BS, + xy + Hy > 800.
Heer problem is known asa diet problem,
LINEAR PROGRAMMING
Problems of this kind are called “linear programming prol
for short; linear programming is the branch of applied mathematics conoe
these problems. Here are other examples
1" or “LP problems
sd with
maximize Sx + 4x3 + 3x)
subjectto 2s, 43m, + xy <5
44 x bon si as)
By tay toys 8
en)
(vith “xy, x3, 25 2 0" used as shorthand forx; 2 0.x: 2 Oxy 2 OOF
subjetto =x, #6; xt UR
eT fa
nse 0.
In general, if ex ea,
Xu Xy---1%ydehied by
are real numbers, then the function f of real variables
Shen Sapo) = eam beak te oats Eo6 1 tatrdtion
is called fnear fintion. IF i Hinear fonction and if bis areal number, then the
equation
Seas
‘called a linear equation and the inequalities
fi Xe) SB
Psi anh) BD
alts axe both
ave called linear inequalities. Linear equations and linear in
‘referred to as linear constraints. Finally, linear programming problem isthe problem
‘of maximizing (or minimizing) a linear fonction subject toa finite number of linear
‘constrains. We shal usually attach diferent subscripts ito diferent constraints and
‘iferent subscripts j to diferent variables. For simplicity of exposition, we sball
restrict ourselves in Chapters 1-7 to LP problems of te fllowing form:
maximize Sex,
an
subject to = 2m
x20 FT 2am
“These problems wil be refered 103s LP problems inthe standard form. (The reader
should be warned that the terminology i far from unified; several authors prefer the
terms canonical or symmetric form, and others reserve these adjectives for altogether
different problems) For example, (15) # a problem in the standard form (with
n= 3m =3,0y1 = 24,3 — 3,and S0 on}. What distinguishes the problems in the
standard form ftom the fest? First, all of their constraints are linear ineguailes
Secondly, the last n of the m 4m constraints in (1.7) are very speci: they simply
stipulate that none ofthe variables may assume negative values. Such constraints
‘ate called nonnegatiity constraints. (Note thr problem (1.6 dirs from the standard
form on both counts; two of its constraints are linear equations and the variables
yy Xa may assume negative values)
"The linea function that is to be maximized or minimized in an LP problem is
called the objective function of that problem, For example, the function of variables
in San Say Has Hay Ne defined by
Hoste Karson Xe) = By + 2b + Bey + De Fy + 19H
fn the objective function of Poly’s diet problem (1.4), Numbers yj, Xap %y that
sitisy all the constraints of an LP problem ate said to constitute a feasible solution
‘of that problem. For instance, we have observed that
0 x =8,
O x20 x =2 %=0
Hisory of Linear Programming 7
isa feasible solution of 14), Finally, a feasible solution that maximizes the objective
function (or minimizes it, depending onthe form ofthe problem) is alled aa optinal
solution; the corresponding value ofthe objective function is called the optimal value
ofthe problem. As it turns out, the unique optimal solution of (Lis
mn O, x0, 45, t= my
‘or simply (4,0, 0,45, 2,0, Accordingly, the optimal value of (1.4) is 92.5. Not every
LLP problem has # unique optimal solution; some problems have many different
‘optimal solutions and others have no optimal solutions at all. The latter may occur
for one of two radically diferent reasons: either there are no feasible solutions at all
for there ae, in a sense, t00 many of them, The frst case may be ilustrated on the
problem
maxinize 3x, ~
subjectto xy +
Bae as)
xyx 0
which has no feasible solutions at al, Such problems are called infeasible. On the
‘other hand, even though the problem
subjectio -24 + xy S-1
2x 5-2 as
{does have feasible solutions, none of them is optimal: for every number Af there isa
feasible solution x,, x such that x, ~ x, > M. In sense, (19) has such an abun-
dance of feasible solutions that none of them can aspire to be the best. Problems with
this property are called unbounded. AS we shall prove later (Theorem 3.4), every
linear programming problem belongs to one of the three categories noted here: it
thas an optimal solution, is infeasible, or is unbounded.
HISTORY OF LINEAR PROGRAMMING
As mathematical disciplines go, linar programming is quite yourg. It stated in 1947 when
G.8. Dantig designed the “sinplee matnod” for saving linear programming formulations of
US. ie Fare planning problems, What followed war an exciting gered of rapid development
in this new ted. Te Soon became clear that surpesngly wie range of apatealy untlated
aproblems i production management coud be sated in liner programming ters and, st
Import, solved by the simplex medod. Such peoblems, i notica at alba tedtionaly
been tacked by a biv-ormis approach guided only by expereno and intuition. The use of|
linear peogramming oflen brought about x considera increase in the eine ofthe whole
operation. (Untl ther, expassion of te elceney fone uraly caer from technological
Imovatons Tis new way to increase eceney ner esting technolgen! conditions by
improvements in orgniation and planing, made many manages appreciate the pratcl
inportance of maemaes Atleast t made them are ofthe navantge of Rating tel des
Sion pblems in leseent and welldeGined terms) Ae the popuiy of tne programming.
theory increased, applications io new ates cure, many of them fr from obvious In {uT,
‘these aplition simul further theoretical research by pointing ut the mee fox solving
problems that woud have others seemed uninteresting. le this senting interplay between
‘heory and applications, «new bane of apled mathematics established i,
A calcul developed rom the seventsnth century's nest to solve problems of mechanic,
linear programming developed from the twentieth entry's pe to sole problems of manage
tment. Yet otter profound inuences stiminted the evolution of the new Gl Com ite Sty
ineetioo, Eeoomies was one of tea: 2 early a8 1947, TC. Koopmans bspan pointing oxt
‘hat inca rogrammiog povided a exalan amewark or he analy of asia economic
theories such as the enomned system propote in 1874 by L, Wales. On the other han, neat
programming Brought together peeviously knows theorems of pore mathemates concerning
0c diverse topics 85 the geometyof convex ses extremal problens of combinatorial nate,
And te theory of two-prion games Final, mas fertarate and perhaps even Inevitable tht
linear programming developed concurreny wth modern computer tchaology: without elec
onic computers, resend lrg sale near programing wou be whinkble
‘Sse felds tre rarely born ovenight; withthe advabiage of indight one can often
‘ack dv the soures that paved the way forthe deve breakthrough, The held of lear
‘programming is no exception At the core of ts mathematical theory ithe sty of ystems of
linear ineguaies; such systems were invented by Fourer as fa back at 182% Sine then,
‘quite af eer matberasians ave cosidave the subj, although none of them bas devised
nalgocthn whose eisiency has come los to that ofthe rnplex method. Neverthe sone
of them: proved vatious spc ater of fondarenal theorem that snow eal the ality
‘thorn a inear programming. On the applied site LV, Kanforvich piatod out tho practi!
Sienincane ofa reseed cas of LP problems and proposed radiant algorithm fr Ue
‘olution acl a5 1939. Regret, this effort resin negated inthe USSR ad urkaown
*Sseutee unl lang attr linearproaramming bose an leant tory throught eed
work of Dantig and other.
Tn th 19%, tinar programming came cic 1 pubic attention, On Oxtber 14, 1975, he
Royal Sweden Academy of Scenes awarded the Nabe Prize in seonomie sien 10 LV
Kantorovch and T,C. Koopa “or thet conrbutons othe theory of optimum lection
‘of tesoures” (As the reader may know, there sno Nob Pris in utenti, Apparent the
Academy regarded the work of G.. Danis, ho i universally resognid athe father of
linear programming, as teing too mathematieaL) The second event was even soe data
Ever sine the ivention of the simplex metho, ithemaicsse had teen looking for the
etal satisctory algorithm to save LP problems (A word of explanation is in rd: theo
Fetal eitera for ding te eiiecy af gots are quite diferent from practical Ones
has agri ike the simplex med, which seninetystsfetory in paca apps
tions, maybe found theoretically arsasactory. Th converse is also tut theoretical sai
Factory algoritims may be thoroughly wales in practice, We sal esr to thi istinton in
Problems 9
‘Chapter 4) The breakthrough came in 1979 when LG, Kishin published a description of
suche algorithm (based on euler works by Shar, an by Judn and Nemirovaki, Newspapers
{round te world published eport ofthis esl, some of than ul flats isiterpetaions.
‘Wesal resent he algorithm the append.
Fora thorough survey ofthe istry olin programing, the rade i refered to Chapter?
of Dantig’s monograph 196). Refenees to many aplictins of ner programing is be
found in Riley ana Case (1958). Some of the more resent spoiations ar rerenced in Case
as15, °
PROBLEMS
“Anewes to probs marked withthe symbol Aare found atthe back ofthe book
1.1 Which othe problems below aren the tard om
Maximize 3x; ~ $4»
sibeetio 4, +
6 ~ Gas
sy 4 8x 220
mune 0
b. Minimise Sey 4 ey dey # yt Sey
subjctto 8x) $26, + 64 +S #3 5
Bay +90, # Tey + 9ey 4 3ey 52
Maximize 8x 4,
Teuee
12. Stein th standard fom:
minimize 81, + 9¢+ 285 ~ 6a ~ Sse
subject to 6, + 65) ~ 108) + 2k, ~ B52 3
13 Prove that (18) infeasible nd (1.9) s unbounded
ana
ind nessary and suient conditions forthe numbers s and ro make the LP problem
sibjetio sx, +08 <1
mond
4 have an optinal solution,
einaiais
w
Prove or disprove: Uf problem (Ls unbounded, ten there «subsp such thatthe
subject 10S aysy Say + bey + 3
Repeating this process finite number of times, we shall eventually arrive at an
‘optimal solution
“To begin with, we need some feasible solution xy... X4- Finding one in our
‘example presents no difficulty: setting the decision variables x, x, al 280, We
Fist Etample 15
evaluate the slack variables x,, xs, xg fom (2.3). Hence our initial solution,
p20, 80, H=5, HH IL, xem 8 es)
mao,
yields 2 = 0
ia the spirit ofthe grand strategy sketched above, we should now look fora
solution that yields a higher value of z. Finding sich a solution isnot di
tramp, ifwe keep %, = x, = Oand increase the value of x, we obtain
‘Thus if we keep x3 = xj = Oand set x, = J, we obtain z
sq = 5). Better yet, if we keep x
3). However, if we keep x3 = x5
Xo = ly this won't do, since feasibility requires
Sx, >
Stand xe = 3x5 = 7,
4 = Oand set x, = 2, we obtain
10(and
and set x, = 3, ve
S. for every J, The mora is that we cannot increase x; to auch. The question
is: Just how much can we increase x, (heeping x; = x5 = 0 at the same time) and
ull maintain feasibility (4, X3, 6 2 0)?
‘The condition x, = 5 ~ 2xy ~ 3x, — xy BO implies x 4; similarly, xg > 0
implies x, < 1 and xg 2 0 implies x, < §. OF those three bounds, the first i the
neh neon ' 20
"Next, we should loo fora feasible solution that i even better than (2.6) However,
this task seems a little more dificult. What made the fis iteration so easy? We had
at our disposal not only the feasible solution (25), but also the system of linear
‘equations (23), which guided us in our quest for an improved feasible solution. If
‘we wish to continue ina similar way, we should manufhcture & new sytem of linear
‘equations that relates to (2.6) much as system (23) relates to (2.5)
‘What properties should the new system have? Note that (3) expresses the vari
lables that assume positive values in (25) in terms ofthe variables that assume ere
‘values in (25), Similarly, the new system should expres those variables that assume
positive values in (2.6) in terms of the variables that assume zero values in (26):
in shor, it should express x, x5 % (as Wel a5 2) in terms of x, xs, and xy In pa
‘ular the variable xy, which just changed its value from zero to positive shoud
change its position from the right-hand side tothe left-hand side of the system of|
‘equations. Similaly, the variable x, which just changed its value from positive to
‘22r0, should move from the letchand side to the right-hand side
‘To consteuet the new system, we shall begin with the neweomer to the le-hand
side, namely, the variable x. The desied formula for x in terms of x25 5X4 8
obtained easily fom the fist equation in (23):
3 td
apa jan pe en16 2 How te Simplex Method Weeks
Next, in order to express xs, x, and = in terms of x, 5 es We simply substitute
from (2.7) into the corresponding rows of (2.3)
2a)
[AS we di in the first iteration, we shall now try to increase the valu of = by in
creasing the value ofa suitably chosen right-hand side variable while atthe same
ine keeping the remaining right-hand sie variables fixed at oro, Note tht increnses
the values of x oF x, would bring about decreases inthe value of, which is very
‘uch against our intentions. Thus, we have no choice: the right-hand side variable
{o increase its value is neoesaily x. How much can we ineease x? The answet
cen be read directly from system (28); with x, = xy = 0, the constraint x, > 0
implies xy < 5,the constraint xs 2 Oimposes no restriction ata, and the constraint
Xe & implies xy < I, Hence, vy = 1 isthe best we ean do; o0F new solution is
°. 29)
ee reer y
Lx
(Note thatthe value of z just inreased from 125 t0 13),
‘As we have leaned, getting just the improved solution isn't good enough; we also
want a system of linesr equations to go with (29). In this system, the positive-valued
Variables x, x, x5 willappear on thee, whereas the ero-valued variables x, X46
—_
Distionaiss 17
will appear on the right. To construct the system, we begin again with the neweomer
{phe le-hand side, namely the variable x,. From the third equation in (2.8), we have
f+ xz + 3s ~ 2x: substituting fr» ito the remaining equations in (28),
210)
[Now its time for the third iteration, First of al, fom the right-hand side of (210)
wwe have 10 choote a variable whose increase brings sbout an inerease ofthe objective
function. However, there is no such variable: indeod, i we increase any ofthe right-
hand side variables x, XX We Will make the value of: decrease. Thus it seems
that we have come toa standstill Infact, the very presence ofthis standstill indicates
solved our problem; the solution described by the last
that we are done; we have
table is optimal. Why? The answer lies hidden in the lst row of (2.10)
eu
13 — 3x) — a4 — Xe
(Our last solution (29) yields 2 = 13; proving that this solution i optimal amounts
to proving that every feasible solution satisfies the inequality # = 13, Since every
Feasible solution x1, ...4¢ satisies, smong other relations, the inequalities
% 2 Ovse 2 Ohand vg = O,thedesied inequality 2 < 13 followsdirecty from (2.1).
DICTIONARIES
In general, given a problem
subject to F ays sh (= 12. 12)
20
‘we fitst introduce the slack variables x, som tnd denote the objective
function by 2. That i, we defi
b- Sax Cm b2-m
213)a
18 2 How the Simplex Method Works
In the framework of the simplex method, each feasible Solution x, 2-4 Of
(2.12) is represented by n +m nonnegative numbers x}, ¥3,---» Eyre Wild Xyey
Sern defined by (213) In each iteration, the simplex method moves fom
Some feasible soltion x, Xp, ---+ Xp tO nother feasible solution XX,
Which is better than the previous one in the sense that
Lome Sen
(Actually, the last statement is not quite correct: the inequality is not always strict.
‘This point and other subtleties wil be discussed in Chapter 3)
[As we have seen itis convenient to associate a sytem of linear equations with
ch of the fesible solutions: such systems make it easier to find the improved
-asible Solutions. They do so by translating any choiee of values ofthe right-hand side
variables into the corresponding valves of the left-hand side variables and of the
objective function, Following J. E. Strum (1972), we shall reer to these systems as
dlitionares. Thus, every dictionary associated with (2.12) wil bea system of linear
‘equations in the variables x, x3... Xs, atd = However, not every system of linear
equations in these variables constitute dictionary. To begin wit, we have defined
yen Byes evs Sound Zinterms OFX y+. Fu andso then +m + 1 variables
are heavily interdependent. This interdependence must be captured by every die
Uionary associated with (2.12): the translations must be correct. More precisely, we
shall insist tha
Every solution ofthe:
a solution of 213),
1 ofequations comprising a dictionary must be also
nd vice vers, a)
For example, for every choice of numbers x, X3,---1 Xe and +, the following three
statements are equivalent:
+ suas fe 2 constitute a solution of 23),
si constitute a solution of (28),
xy.22)-+-5 67 constitute a soltion of 210),
Inthat senso, the three dictionaries (2.3, (2.8, and (2.10) contain the same information
conoerning the interdependence among the seven variables. Nevertheless, each of
‘the three dictionaries presents this information in its very own way. The form of
23) suggests that we are fee to choose the numerical values of xy, andy at
wil, whereupon tho values of xa, Xs, Xe atd # are dtermined: in This dictionary,
the decision variables x, x3, x) act as independent variables, while = and the slack
variables xq, x5 4 are dependent on them. Dictionary (28) presents x, Xs, Xs a8
Independent and -,,x5, x5, a8 dependent. In dictionary (2.10), the independent
variables are v3, x4, and the dependent ones ate xs, 4,7 Tn general:
‘The equations of every dictionary must express m of the variables»,
in terms of the remaining » (2.15)
speecspuam and the objective function =
variables.
7 ropetis (214) ad (21) rth ing proprio ona
‘The moFon to these to property done (23), (28), and (20) hve the
following property
Setting the right-hand side variables at zero and evaluating the le-hand side
srriables, we astive ata feasible solution,
‘ictionaties with this adcltional property will be called feasible dictionaries. Hence,
very feasible dictionary describes a feasible solution. However, not every feasible
“hloion is described by a feasible dictionery; fr instance, no dictionary describes
{he tearble solution x, = 1.x, = 0,x5 = 1X4 = 2x5 ~ 5,x¢ = 3 of(21}, Feasible
foutions thet ean fe described by dictionaries are called basic. The characteristic
feature ofthe simplex method isthe fact that it works exclusively with basic feasible
tolutions and ignores all other feasible solutions
‘SECOND EXAMPLE _—,
We shall complete our preview of the simplex method by applying it to another
LP problem:
maximize Sey + Sx: + 3x
subjectto xy + Bx + my 3
a +n
dy - Kt 2QS4
2x + 3x 52
Sark 20
In this ease, the inital asible dictionary reads
med- dg
melt 3s
4a det 2K
22-2 -3y+
= Sey Fey + Bk.
(Even though the order of the equations ina dictionary is quite irrelevant, we shall
‘make a habit of writing the formula for : last and separating it from the rest ofthe
table bya solid line, Of course, that daes nor mean that the lst equation is the som
ofthe previous ones} This feasible dictionary describes the feasible solution
a3
m=O =O x,20-2 How the Simplox Meshod Works
However, there is no need to write this solution down, as we just did the solution
is implicit in the dictionary.
In the first iteration, we shall attempt to increase the value of z by making one
ofthe right-hand side varisbles positive. At this moment, any ofthe three variables
jp %y% Would do. In small examples, ii common practice to choose the variable
‘at, in the formula for s, has the largest coeficent: the increase in that variable
will make s increase atthe fastest rate (but not necessarily 10 the highest level), In
ur case this rule leaves us a choice between x, and x; choosing arbitrarily, we
decide to make x, positive, AS the value of x; increases, so does the value of x5
However, the values of x,,X,, and x; decreate, and none of then is allowed to
bbocome negative, Of the three Constraints xq > 0, xg 2 0, xy > O that impose upper
Dounds on the inerement of xy, the lat constraint x; 2 O is the most stringent
it implies xy <1. In the improved feasible solotion, we shall have x, = 1 and
xX; = 0, Without writing the new solution down, we shall now construct the new
dictionary. All we need to know is that x, just made its way fom the right-hand
side to the lef, whereas x, went inthe opposite diection. From the fourth equation
in 216, we have
ae
: st tx, — be, en
ae
Substituting from (217) into the remaining equations of (2.16, we artive at the
desired dictionary
213)
Digression on Terminology
‘The variables x that appear on the left-hand side ofa dictionary are called haste;
the variables x that appear on the right-hand side ate nonbasic. The basic variables
fare said f0 constitute a buss, Ofcourse, the buss changes with each iteration: for
‘example i the first iteration, x, entered the basis whereas x let it. In
=
Second Example 21
ve fist choose the nonbasic variable that is to enter the bass and then we find out
hich basie variable must leave the basis, The choiee of the entering Va
motivated by our desire to increase the value ofz; the determination of the leaving
{rnvable is based on the cequicement that all variables must assume nonnegative
‘value, The leaving variable is that basic variable whose nonnegativty imposes the
most stingent upper bound on the increment of the entering variable, The formula
for the leaving variable appears in the pot row ofthe dictionary; the computational
18 relered to 88 pivoting
process of constructing the new dictiona
Back to the Second Example
In our example, the variable to enter the basis during the second iteration is quite
unequivocally x. This is the only nonbasie veriable in (2.18) whose coefficient in
the last row is positive, OF the four basi variables, xq imposes the most stringent
"upper bound on the increase of x, and, therefore, has to leave the basis. Pivoting
wearrive at our thie dictionary,
2,4 ht
nett fasten be
4 1
mete a9
#2 =
2 9%, %,,-2,,-H,
Jn the third iteration, the entering variable is xz and the leaving variable is x
Pivoting yields the diction
220)———
{At this point, no nonbasic variable ean enter the basis without making the value of =
‘decrease, Hence, the last ditionary describes an optimal solution of our example,
‘That solution is
2 8 30
a
and it yields
eet
‘FURTHER REMARKS ,
The reader may have noticed that, having frst careflly laid down the definition of
ictionary, we then proceeded to refer to (2.18, (2.19), and (220) as dictionar
‘without bothering to verify that they do indeed have property (2.14) Such careless-
ness can be easily justified. Take, for example, system (218), Since (218) arises from
(216) by arithmetical operations (namely, pivoting with x, entering and x, leaving),
every solution of (2.16) must be also a solution of (2.18). The converse ie also true,
since (2.16) can be obtained from (2.18) by pivoting with x; entering and x, leaving
Hence, every solation of (2.18) fsa solution of (2.16), an vice versa Similar arguments
show that every solution of (2.19) s solution of (2.18) and vice versa; and tat every
solution of (2.20) ia solution of (219), and vice versa
Avot pint of concen isthe question ofthe miquenes, 4 oppoted to the existent of
‘opt solitons. This question willbe of no gret interest ow ovethels is easy to dea
‘ith and so we wl grout ofthe way now. Note tat in each of out two exams, we not nly
{ound sp optinalspaton, Bol we alo collated the evidence to prove tht thee it oak one
‘optimal Solution For instance, the Ral itonary Tor our fs pebiem reads
PeB—i,- wo
‘The las row shows that evry feasible soliton with z ~ 1 sts xy — x4 ~ x5 ~ Oi the
‘es ofthe dcsioary shows ha every such Solutio ais =) = yx, = 2,xq = Lstheelons,
‘her jt one optimal ation. Asim argament appl othe eco probem
‘Of cours, there ae LP probleme with sore thaa jst one optimal sluton: having saved
Tablese Format 23
1 the opinal elution. For
sch problems by the simplex method, we can eletvely describ
at fie consider the llowing dictionary
“the ast row shows that every opti solution sts x, = O (but not necstrly x, = Oe
‘Thelip For such solitons, the resto the detionar phe
Biase 65 ey
We coneude that every optimal sostion ava by the sbsittion formulas (221 fom some
yond ny ue tht
Sm— 65S
n95, = Bey <4
te EO
(an ct, the incauaity ~9xy ~ 2x < 4 is nly ceundant it vty freed by x, = 0
ile to point out in oar overview ofthe
sinples method. Weshll igus them o Chao 3
TABLEAU FORMAT
“Te splex method i fen iiroduced in a format ifering (tom ous. To online the more
pops tales format, we sl tur othe rs example his apt To bein, ets write
{on the uations ofthe fit tionary ia sight modi fom
Day +B tH 5
dnt mtd, te oil
xy 4 fy #2 tne 8
Fie, a Fey =o
Recording jus th costes atthe, touts with he ight -and sides, we obtin out Bat
table
231100 5
44 oon
s47001 8
aadgsg 00
oa
24 2 How the Simplex Method Works
Ina siular wy, the sguation ofthe second dlesionary.
s
13k
3a
HH
Teis a rotie mater totale the pivoting rus, pesiauly derived io terms of actionaries,
into the language of tebleaos. The flowing seps dere the procedure; the reader should
ve no toubeveijing its corte [At aay tt, the procedure x not portant for out
‘xpontion ince we donot us the abn frm).
‘Step 1. Examine al umbers inthe ast ow encept te one fires right, which equa the
‘ren valiof =) all ofthem ae negative o ao, sop: the taban describes an opal
felution, Othervte nd the large of hee marber he column in whic appears elle
the pte om and corresponds vo the entering arse.
or example the pivot columa it out Gest abe the Sst one
4 o10 u
3 or 8
F ooo 0
Step 2. For ech so whoge entry rn the pivot coum ¢ peste, ook up the entry sa
therghimos colin Tecow with the smallest nto called he iat rv and careponds
to the nving viral (al the ents nthe pivot corm are negative a 2, tben the
problem i unbocnded: more on that in Chaser 3)
Inoreampl htt ow ste ist 0 (ih
AWaming 25
‘Step 3. Divide every enty in the pivot roby the ptt maer, und ia the intersection of
ths pivot row with the pivot colin
pat
154709
Sa aeoloniae
a!
‘tp 4. From every remaining row, sir a stable multiple of he new pivot row. This
operations designed to make ever ett inthe pivot column (except fr the pivot aambs)
come vero; heen the “tle mse” els when the new pot row sulted by
the entry appenring in the pvot column and in the row i question. In our example sap 4
refuls nth second tablets)
tables nothing bt a cryptic recording of ditions withthe variables colietad on
thelthand de and the symbols for these variables omit. We shal contin ose dito:
nates itd sine they are mare expt (OF couse nothing green the reader tied of
‘ting the seme symbols, ovsrand over agin rom vsng the tle shorthand)
A WARNING
There is often more than one way of describing a particular algorthin; descriptions
imed at clarifying underlying concepts are offen quite diffrent from those that
suggest efiient computer implementations. The simplex method is no excepti
Dictionaries may provide a convenient tool for explaining its basic principles. How
ver, in implementing the method for computer solutions of large problems, consider
sions of computational effcioney and numerical accuracy overshadow such didactic
niceties. We shell begin to study ecient implementations ofthe simplex method in
(Chapters 7 end 626 2 How the Simplex Method Works
| PROBLEMS.
4.21. Solve the following probs by the simplex metho:
Hel a maximize 3x, $2 4 dey
| whee s+ mt 2o <4
ay E3ee5
maxims 5, 4 ry + 955+ Boe
mbes FO Gt SS
Bereeencet
subjetto 2x; + uy <3
mya 20.
j 22 Use the simples method to daserib lth optinal solutions ofthe following problem:
rmainize 24+ 3 + Sey 4g Pitfalls and
wipe xj FIs 43ey4 ees
| Bi ey How to Avoid Them
‘The exemples illustrating the simplex method in the preceding chapter were purposely
smooth, They didnot point ou the dangers that cen occur. The purpose ofthe present
clupter, therefore, isto rigorously analyze the method by scrutinizing its every step,
THREE KINDS OF PITFALLS
Three kinds of pitfalls can occur in the simplex method.
() INITIALIZATION. We might not be able to start: How do we get hold of,
a feasible dictionary?
(id) ITERATION. We might get stu in some iteration: Can we slays choose
an entering variable, find the leaving variable, and construct the next feasible
dictionary by pivoting?
(Gi) TERMINATION, We might not be able to finish: Can the simplex method
construct an endless sequence of dictionaries without ever reaching an optimal
i solution?
i
n