ECE 307 - Techniques For Engineering Decisions: Topic 3: Introduction To The Simplex Algorithm

ECE 307 – Techniques for Engineering
Decisions
Topic 3: Introduction to the Simplex Algorithm
George Gross
Department of Electrical and Computer Engineering
University of Illinois at Urbana-Champaign
ECE 307 © 2005, 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.
SOLUTION OF SYSTEMS OF LINEAR

EQUATIONS
We examine the solution of
Ax = b
using Gauss-Jordan elimination
We first use a simple example and then
generalize to cases of general interest
Consider the system of two equations in five
unknowns:
1
EQUATIONS
⎧⎪ x1 − 2 x 2 + x 3 − 4 x 4 + 2 x 5 = 2 (i )
S1 ⎨
⎪⎩ x1 − x 2 − x 3 − 3 x 4 − x 5 = 4 ( ii )
For this simple example, the number of
unknowns exceeds the number of equations
and so the system has multiple solutions;
this is the principal reason that the LP solution
is nontrivial

EQUATIONS
The Gauss-Jordan elimination uses elementary
row operations:
multiplication of any equation by a nonzero
constant
addition to any equation of a constant
multiple of any other equation
We transform S1 into the set S2 by multiplying
equation (i) by -1 and adding it to equation (ii)
⎧⎪ x1 − 2 x2 + x3 − 4 x4 + 2 x5 = 2
S2 ⎨
⎪⎩ x2 − 2 x3 + x4 − 3 x5 = 2
2
DEFINITIONS
A basic variable is a variable x i that appears
with the coefficient 1 in an equation and with the
coefficient 0 in all the other equations
The variables x j that are not basic are called
nonbasic variables
In the system S 2 , x 1 appears as a basic variable;
x 2 , x 3 , x 4 and x 5 are nonbasic variables
Basic variables may be generated through the
use of elementary row operations
DEFINITIONS
A pivot operation is the sequence of elementary

row operations that reduces a system of linear
equations into the form in which a specified
variable becomes basic
A canonical system is a set of linear equations
obtained through pivot operations with the
property that the system has the same number of
basic variables as the number of equations in the
set
3
CANONICAL SYSTEM FORM
We transform the system S2 into the canonical
form of system S3 :
⎧ x1 − 3 x3 − 2 x4 − 4 x5 = 6
S3 ⎪⎨
⎪⎩ x2 − 2 x3 + x4 − 3 x5 = 2
The basic solution is obtained from a canonical

system with all the nonbasic variables set to 0
For the example, we set x 3 = x 4 = x 5 = 0 and so

x 1 = 6 and x 2 = 2
BASIC FEASIBLE SOLUTION

A basic feasible solution is a basic solution in
which the values of all the basic variables are
nonnegative
In the example of system S 2 , we may choose

any two variables to be basic
In general for a system of m equations in n

⎛n⎞
unknowns there are ⎜ ⎟ combinations of
⎝m⎠
possible basic variables
4
BASIC FEASIBLE SOLUTION
As n increases the number of combinations
becomes large (although finite)
For the example, we have
⎛ 5⎞ 5!
⎜ ⎟ = = 10
2
⎝ ⎠ 3! 2!
combinations of possible choices

THE SIMPLEX SOLUTION METHOD
We next use a simple example to construct the

simplex solution method
The simplex method is a systematic and

efficient way of examining a subset of the basic
feasible solutions of the LP to hone in on an
optimal solution
We apply the notions introduced in the

definitions above
5
SIMPLEX METHODOLOGY EXAMPLE
max Z = 5 x 1 + 2 x 2 + 3 x 3 − x 4 + x 5
s .t .
⎧
canonical ⎪ x 1 + 2 x 2 + 2 x 3 + x 4 = 8 (*)
⎪
⎨
form ⎪
⎪⎩3 x 1 + 4x2 + x3 + x5 = 7 (**)
xi ≥ 0 i = 1, … ,5
The canonical form of the example allows the

determination of a basic feasible solution
x1 = x 2 = x 3 = 0 x4 = 8, x5 = 7
The corresponding value of the objective is
Z = − 8 + 7 = −1
The next step is to improve the basic feasible

solution by finding an adjacent basic feasible
solution
6
ADJACENT FEASIBLE SOLUTION
An adjacent feasible solution is one which
differs from the current basic feasible solution
in exactly one basic variable
Note, we characterize a basic feasible solution
by the following traits

basic variable ≥ 0
nonbasic variable = 0

The search of an adjacent basic feasible
solution uses the idea of making a nonbasic
variable into a basic variable by increasing its
value from 0 to the largest positive value
without violating any constraints
To make the search efficient, we choose the

nonbasic variable that can improve the value of
Z by the largest amount
7
In the example, consider the nonbasic variable
x 1 , we leave x 2 = x 3 = 0 and examine the
possibility of making x 1 into a basic variable
The variable x 1 enters in both constraints
x1 + x 4 = 8
3 x1 + x5 = 7
The largest value x 1 can assume without

making x 4 or x 5 negative is
⎧ 7⎫ 7
min ⎨8, ⎬ =
⎩ 3⎭ 3
We have the new basic variable with the value

7
x1 = ,
3
and the previous basic variable
17
x4 = ,
3
8
and the three nonbasic variables are set to 0:
x 2 = x 3 = 0 and x 5 = 0
Note that we have an improvement in Z since its

value becomes
7 17 18
Z =5 i − = = 6 > −1
3 3 3
We next need to put the system of equations
into canonical form:
max Z = 5 x 1 + 2 x 2 + 3 x 3 − x 4 + x 5
s .t .
⎧ x + 2x + 2 x3 + x4 = 8 (*)
canonical ⎪⎪
1 2
⎨
form ⎪
⎪⎩ 3 x 1 + 4 x 2 + x3 + x5 = 7 (**)
xi ≥ 0 i = 1, … ,5
9
multiply equation (**) by −

1 and add to
3
equation (*)
2 5 1 17
x 2 + x 3 + x4 − x 5 =
3 3 3 3
multiply equation (**) by 1

3
4 1 1 7
x1+ x2 + x + x5 =
3 3 3 3 3

We continue this process until the condition of
optimality is satisfied:
in a maximization problem, a basic feasible

solution is optimal if and only if the relative
profits of each nonbasic variable is ≤ 0
in a minimization problem, a basic feasible

solution is optimal if and only if the relative
costs of each nonbasic variable is ≥ 0
10
The relative profits (costs) are given by the
change in Z corresponding to a unit change in a
nonbasic variable
SIMPLEX ALGORITHM FOR

MAXIMIZATION
Step 1: start with an initial basic feasible
solution with all constraint equations in
canonical form
Step 2: check for optimality condition: if the
relative profits are < 0 for each
nonbasic variable, then the basic
feasible solution is optimal and stop;
else, go to Step 3
11
SIMPLEX ALGORITHM FOR
MAXIMIZATION
Step 3: select a nonbasic variable to become
the new basic variable; check the limits
on the nonbasic variable – the limiting
constraint determines the basic variable
that is being replaced by the selected
nonbasic variable
Step 4: determine the canonical form for the
new set of basic variables through
elementary row operations; compute the
basic feasible solution, Z and return to
Step 2
THE SIMPLEX TABLEAU
We use an efficient way to represent visually the
steps in the simplex method through a sequence
of so-called tableaus
We illustrate the tableau for the simple example
for the initial basic feasible solution

12
THE SIMPLEX TABLEAU
coefficients of the coefficient of xj in Z

basic variables in Z
cj 5 2 3 –1 1
constraint
cB basic constants
x1 x2 x3 x4 x5
variables
–1 x4 1 2 2 1 8
1 x5 3 4 1 1 7
THE SIMPLEX TABLEAU

The optimality check requires the evaluation of
⎛ column corresponding ⎞
c j = c j − ⎜⎜ c TB i to x in canonical form ⎟⎟
⎝ j ⎠
For each nonbasic variable j, for our example,
we have
⎡1 ⎤
c1 = 5 − ⎡⎣−1, 1⎤⎦ i ⎢ ⎥ = 3
⎣ 3⎦
⎡ 2⎤
c 2 = 2 − ⎡⎣−1, 1⎤⎦ i ⎢ ⎥ = 0
⎣4 ⎦
⎡ 2⎤
c 3 = 3 − ⎡⎣−1, 1⎤⎦ i ⎢ ⎥ = 4
⎣1 ⎦
13
THE SIMPLEX TABLEAU
We interpret as the change in Z corresponding
to a unit increase in x j
cj 5 2 3 –1 1 constraint
basic constants
cB x1 x2 x3 x4 x5
variables
–1 x4 1 2 2 1 8
1 x5 3 4 1 1 7
cT 3 0 4 0 0 Z = –1
SIMPLEX TABLEAU
Note that the optimality test indicates that
c1 = 3 > 0 and c3 = 4 > 0

and so the initial basic feasible solution is non-
optimal
Since c 3 > c1 , we pick x 3 as the nonbasic

variable to become a basic variable
We examine the limiting solution for x 3 in the

two constraint equations:
14
THE SIMPLEX TABLEAU
equation limiting basic upper limit on

variable x3
1 x4 (8/2) = 4
2 x5 (7/1) = 7
and so the limiting value is
min { 4, 7 } = 4
We replace the basic variable x 4 by x 3

max Z = 5 x 1 + 2 x 2 + 3 x 3 − x 4 + x 5
s .t .
⎧ x + 2x + 2 x3 + x4 = 8 (*)
canonical ⎪⎪
1 2
⎨
form ⎪
⎪⎩ 3 x 1 + 4 x 2 + x3 + x5 = 7 (**)
xi ≥0 i = 1, … , 5
15
THE SIMPLEX TABLEAU
For the new basic feasible solution, we put the
equations into canonical form
multiplying (*) by 1 to produce (*†)

2
subtract (*†) from (**) to produce (**†)
1 1
x1 + x 2 + x 3 + x = 4 (* †)
2 2 4
5 1
x1 + 3 x 2 − x + x 5 = 3 (* * †)
2 2 4
The adjacent basic feasible solution is
x1 = x2 = x4 = 0 x3 = 4, x5 = 3
THE SIMPLEX TABLEAU
We prepare the corresponding tableau
cj 5 2 3 –1 1
constraint
cB basic
x1 x2 x3 x4 x5 constants
variables
3 x3 1/2 1 1 1/2 4
1 x5 5/2 3 –1/2 1 3
cT 1 –4 0 –2 0 Z = 15
x 3 = 4, x 5 = 3
16
THE SIMPLEX TABLEAU
Since c 1 > 0 , the basic feasible solution is non-

optimal
We examine how to bring x1 into the basis
equation limiting basic upper limit on

variable x1
(*†) x3 4/(1/2) = 8
(**†) x5 3/(5/2) = 6/5
THE SIMPLEX TABLEAU

The variable x1 enters the basis with the value
⎧ 6⎫ 6
min ⎨ 8, ⎬ =
⎩ 5⎭ 5
and x5 is replaced as a basic variable by x 1
We need to put the equations
1 1
x1 + x 2 + x 3 + x = 4 (*†)
2 2 4
5 1
x1 + 3 x 2 − x + x 5 = 3 (**†)
2 2 4
into canonical form for the basic variables
x 3 and x 1
17
THE SIMPLEX TABLEAU
The following elementary row operations are
used
multiply (**†) by – 1/5 and add to (*)

2 3 1 17
x + x3 + x − x =
5 2 5 4 5 5 5
multiply (**†) by 2/5
6 1 2 6
x1 + x − x + x =
5 2 5 4 5 5 5
and construct the corresponding tableau

THE SIMPLEX TABLEAU
cj 5 2 3 –1 1
constraint
cB basic x1 x2 x3 x4 x5 constants
variables
3 x3 2/5 1 3/5 – 1/5 17/5
5 x1 1 6/5 – 1/5 2/5 6/5
cT 0 – 26/5 0 – 9/5 – 2/5 Z = 81/5
16.2 > 15
c j ≤ 0 implies optimality
18
SIMPLEX TABLEAU EXAMPLE
max Z = 3 x1 + 2x2
s .t .
− x1 + 2x2 ≤ 4
x1 + 2x2 ≤ 14
x1 − x2 ≤ 3
x1 ≥ 0 x 2 ≥ 0
We put this problem into standard form:

max Z = 3 x 1 + 2 x 2 canonical form
s .t .
⎫
− x1 + 2 x 2 + x 3 = 4 ⎪
⎪⎪
x1 + 2 x 2 + x4 = 14 ⎬
⎪
x1 − x 2 + x5 = 3 ⎪
⎪⎭
x1 , …, x5 ≥ 0
x 3 , x 4 , x 5 are fictitious variables
19
cj 3 2 0 0 0 constraint
cB basic
variables
0 x3 –1 2 1 4
0 x4 3 2 1 14
0 x5 1 –1 1 3
cT 3 2 0 0 0 Z = 0
c j = c j − ( c BT • column corresponding to x j )

The data in c T indicates that the highest relative
profits correspond to x 1 so want to make x 1 a
basic variable
To bring x 1 into the basis requires to evaluate
⎧ 14 ⎫
min ⎨∞ , , 3⎬ = 3
⎩ 3 ⎭
and so x 1 replaces x 5 with the value 3
We evaluate the basic variable at the adjacent
basic feasible solution and convert into
canonical form; the new tableau becomes
20
cB basic
variables
0 x3 1 1 1 7
0 x4 5 1 –3 5
3 x1 1 –1 1 3
cT 0 5 0 0 –3 Z = 9
We reproduce here the calculation of the c T
components
c j = c j −( c T
B i column corresponding to x j )
for each nonbasic variable x j
Note that ci = 0 for each basic variable x i by
definition
21
The calculations give

c1 = 0 by definition since x 1 is in the basis
⎡1⎤
⎢ ⎥ indicates possible
c 2 = 2 − ⎡⎣0 0 3⎤⎦ ⎢ 5 ⎥ = 5 improvement
⎢ ⎥
⎣ − 1⎦
c 3 = 0 by definition since x 3 is in the basis
c 4 = 0 by definition since x 4 is in the basis
⎡ 1 ⎤
⎢ ⎥
c 5 = 0 − ⎡⎣0 0 3⎤⎦ ⎢ − 3⎥ = − 3
⎢ ⎥
⎣ 1 ⎦
Clearly, the only choice is to get x 2 into the

basis and so we need to establish the limiting
condition from the three equations by evaluating
min {7 , 1, ∞} = 1
and so x 2 replaces x 4 , which becomes a

nonbasic variable
We need to rewrite the equations into canonical

form and construct the new tableau
22
cB basic
variables
0 x3 1 –1/5 8/5 6
2 x2 1 1/5 –3/5 1
3 x1 1 1/5 2/5 4
cT 0 0 0 –1 Z = 14
cj ≤ 0∀ j ⇒ optimum
An optimum is at the solution of

canonical form
1 8
x3 − x + x = 6 ⎫
5 4 5 5
x2 + 1
x − 2
x = 1 ⎬
⎪
5 4 5 5
x1 + 1
x + 2
x = 4 ⎭
⎪
5 4 5 5
given by
x4 = x5 = 0
x3 = 6
x2 = 1
x1 = 4
23
LINEAR PROGRAMMING EXAMPLE
Consider the following LP

max Z = 3 x1 + 2 x 2
s .t .
− x1 + 2x2 ≤ 4
3 x1 + 2 x 2 ≤ 14
x1 − x 2 ≤ 3
x1 ≥ 0 x 2 ≥ 0
The graphical representation corresponds to
x2 = 4
x2
x + 2
-
D
3
3
=
3x 1
2
- x
E
+
3x 1
2x 2
2
1
-x
3x 1
=1
tableau 3
2x 2
4
+
2x 2
1
C
Z
=
=9
Z
tableau 1
=3
B
A x1
1 2 3 tableau 2
24
The tableau approach leads to C which is an

optimal solution with
x 1 = 4, x 2 = 1, x 3 = 6, x 4 = 0, x 5 = 0
Note that any point along CD has Z = 14 and as
such D is another optimal solution correspon-
ding to an adjacent basic feasible solution
We may obtain D from C by bringing into the
basis the nonbasic variable x 5 in Tableau 3;
note that c5 = 0
We may choose x 5 as a basic variable without
effecting Z since the relative profits are 0 ; we
compute the limiting value of x 5
The limit is imposed by x 3 which, consequent-
ly, leaves the basis
The corresponding tableau is:

25
cj 3 2 0 0 0
constraint
cB basic x1 x2 x3 x4 x5 constants
variables
0 x3 5/8 –1/8 1 15/4
2 x2 1 3/8 1/8 13/4
3 x1 1 –1/4 1/4 5/2
cT 0 0 0 –1 0 Z = 14
cj ≤ 0 ∀ j
The adjacent feasible solution is given by
5 13 15
x1 = , x2 = , x3 = x4 = 0 , x5 =
2 4 4
Note that at this basic feasible solution,
cj ≤ 0 ∀ j
and so this is also an optimal solution
26
ALTERNATE OPTIMAL SOLUTION
In general, an alternate optimal solutions is
indicated whenever there exists a nonbasic
variable x j with c j = 0 in an optimal tableau
MINIMIZATION LP
Consider a minimization problem

n
min Z = ∑ ci xi
i =1
s.t .
Ax = b
x≥0
In the simplex scheme, replace the optimality
check by the following :
if each coefficient c j is ≥ 0 , stop; else, select
the nonbasic variable with the most negative
value in c to become the new basic variable
27
MINIMIZATION LP
Every minimization LP may be solved as a

maximization LP because of equivalence
min Z = cT x max Z ′ = (− c T ) x
s.t . s.t .
Ax = b Ax = b
x ≥ 0 x ≥ 0
with the solutions of Z and Z ′ related by
min{ Z } = − max { Z ′}
COMPLICATIONS IN THE SIMPLEX

METHODOLOGY
Two variables x j and x k are tied in the selection

of the nonbasic variables to replace a current
basic variable when c j = c k ; the choice of the
new nonbasic variable to enter the basis is
arbitrary
Two or more constraints may give rise to the
same minimum ratio value in selecting the basic
variable to be replaced
We consider the example of the following tableau
28
METHODOLOGY
cj 0 0 0 2 0 3/2 constraint
cB basic
x1 x2 x3 x4 x5 x6 constants
variables
0 x1 1 1 –1 0 2
0 x2 1 2 0 1 4
0 x3 1 1 1 1 3
cT 0 0 0 2 0 3/2 Z = 0
candidate for basic variable


METHODOLOGY
in selecting the nonbasic variable x 4 to
enter the basis, we observe that the first
two constraints give the same minimum
ratio: this means that when x 4 is first
increased to 2 , both the basic variables x 1
and x 2 will reduce to zero even though only
one of them can be made a nonbasic
variable
we arbitrarily decide to remove x 1 from the
basis to get the new basic feasible solution:
29
METHODOLOGY
3
cj 0 0 0 2 0
2 constraint
cB basic constants
variables x1 x2 x3 x4 x5 x6
2 x4 1 1 –1 2
0 x2 –2 1 2 1 0
0 x3 –1 1 1 1 1
cT –2 0 0 0 2 3/2 Z = 4

METHODOLOGY
in the new basic feasible solution
x1 = 0 x 2 = 0 x 3 = 1 x 4 = 2 x 5 = 0 x 6 = 0 ,
we treat x 2 as a basic variable whose value is
0, the same as if it were a nonbasic variable

30
DEGENERACY
A degenerate basic feasible solution is one

where one or more basic variables is 0
Degeneracy may lead to a number of
complications in the simplex approach: an
important implication is a minimum ratio of 0 , so
that no new nonbasic variable maybe included in
the basis and therefore the basis remains
unchanged
We consider the following example tableau
DEGENERACY
cj 0 0 0 2 0 3
2 constraint
cB basic
x1 x2 x3 x4 x5 x6 constants
variables
2 x4 1/2 1 1/2 2
0 x5 –1 1/2 1 1/2 0
0 x3 1 –1 1 0 1
cT 0 –1 0 0 0 1/2 Z = 4
31
DEGENERACY
the logical choice being the nonbasic variable

x 6 to enter the basis; this leads to finding the
limiting constraint from two equations
1
x = 2 − x4
2 6
1
x = 0 − x5
2 6
and no constraint in the third equation; thus
x 6 = min {4, 0 , ∞ }
DEGENERACY
Degeneracy may result in the construction of

new tableaus without improvement in the
objective function value, thereby reducing the
efficiency of the computations: theoretically, an
infinite loop, the so-called cycling, is possible
Whenever ties occur in the minimum ratio rule,
an arbitrary decision is made regarding which
basic variable is replaced, ignoring the
theoretical consequences of degeneracy and
cycling
32
MINIMUM RATIO RULE COMPLICATIONS
The minimum ratio rule may not be able to

determine the basic variable to be replaced:
this is the case when all equations lead to ∞
as the limit
Consider the example and corresponding tableau
max Z = 2 x1 + 3 x 2
s.t .
x1 − x 2 + x 3 = 2
− 3 x1 + x 2 + x4 = 4
x i ≥ 0, i = 1,...,4
cj 2 3 0 0 constraint
cB basic
x1 x2 x3 x4 constants
variables
0 x3 1 –1 1 2
0 x4 –3 1 1 4
2 3 0 0 Z = 0
cT
The nonbasic variable x 2 enters the basis to
replacing x 4 and the new tableau is

33
cj 2 3 0 0 constraint
cB basic constants
variables x1 x2 x3 x4
0 x3 –2 1 1 6
3 x2 –3 1 1 4
cT 11 0 0 –3 Z = 12
We select x 1 to enter the basis but we are

unable to get limiting constraints from the two
equations
1
−2 x 1 + x 3 = 6 x1 = x − 3
2 3
1 4
−3 x 1 + x 2 = 4 x1 = x2 −
3 3
In fact, as x 1 increases so do x 2 and x 3 and Z
and therefore, the solution is unbounded
The failure of the minimum ratio rule to result in
a bound at any simplex tableau implies that the
problem has an unbounded solution

34

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ECE 307 – Techniques for Engineering

SOLUTION OF SYSTEMS OF LINEAR

 We examine the solution of

using Gauss-Jordan elimination

 We first use a simple example and then

generalize to cases of general interest

 Consider the system of two equations in five

 For this simple example, the number of

unknowns exceeds the number of equations

and so the system has multiple solutions;

this is the principal reason that the LP solution

SOLUTION OF SYSTEMS OF LINEAR

 A pivot operation is the sequence of elementary

 The basic solution is obtained from a canonical

 For the example, we set x 3 = x 4 = x 5 = 0 and so

BASIC FEASIBLE SOLUTION

 In the example of system S 2 , we may choose

 In general for a system of m equations in n

 As n increases the number of combinations

becomes large (although finite)

 For the example, we have

combinations of possible choices

THE SIMPLEX SOLUTION METHOD

 We next use a simple example to construct the

 The simplex method is a systematic and

 We apply the notions introduced in the

THE SIMPLEX SOLUTION METHOD

 The canonical form of the example allows the

 The corresponding value of the objective is

 The next step is to improve the basic feasible

 An adjacent feasible solution is one which

differs from the current basic feasible solution

in exactly one basic variable

 Note, we characterize a basic feasible solution

by the following traits

ADJACENT FEASIBLE SOLUTION

 To make the search efficient, we choose the

 In the example, consider the nonbasic variable

x 1 , we leave x 2 = x 3 = 0 and examine the

possibility of making x 1 into a basic variable

 The variable x 1 enters in both constraints

ADJACENT FEASIBLE SOLUTION

 The largest value x 1 can assume without

 We have the new basic variable with the value

and the three nonbasic variables are set to 0:

 Note that we have an improvement in Z since its

SIMPLEX METHODOLOGY EXAMPLE

 multiply equation (**) by −

 multiply equation (**) by 1

THE SIMPLEX SOLUTION METHOD

 in a maximization problem, a basic feasible

 in a minimization problem, a basic feasible

 The relative profits (costs) are given by the

change in Z corresponding to a unit change in a

SIMPLEX ALGORITHM FOR

THE SIMPLEX TABLEAU

 We use an efficient way to represent visually the

steps in the simplex method through a sequence

 We illustrate the tableau for the simple example

for the initial basic feasible solution

coefficients of the coefficient of xj in Z

THE SIMPLEX TABLEAU

 Note that the optimality test indicates that

We examine the solution of

We first use a simple example and then

Consider the system of two equations in five

For this simple example, the number of

A pivot operation is the sequence of elementary

The basic solution is obtained from a canonical

For the example, we set x 3 = x 4 = x 5 = 0 and so

In the example of system S 2 , we may choose

In general for a system of m equations in n

As n increases the number of combinations

For the example, we have

We next use a simple example to construct the

The simplex method is a systematic and

We apply the notions introduced in the

The canonical form of the example allows the

The corresponding value of the objective is

The next step is to improve the basic feasible

An adjacent feasible solution is one which

Note, we characterize a basic feasible solution

To make the search efficient, we choose the

In the example, consider the nonbasic variable

The variable x 1 enters in both constraints

The largest value x 1 can assume without

We have the new basic variable with the value

Note that we have an improvement in Z since its

multiply equation (**) by −

multiply equation (**) by 1

in a maximization problem, a basic feasible

in a minimization problem, a basic feasible

The relative profits (costs) are given by the

We use an efficient way to represent visually the

We illustrate the tableau for the simple example

Note that the optimality test indicates that

Since c 3 > c1 , we pick x 3 as the nonbasic

We examine the limiting solution for x 3 in the

We replace the basic variable x 4 by x 3

multiplying () by 1 to produce (†)

We prepare the corresponding tableau

Since c 1 > 0 , the basic feasible solution is non-

multiply (**†) by – 1/5 and add to (*)

We put this problem into standard form:

We reproduce here the calculation of the c T

Note that ci = 0 for each basic variable x i by

The calculations give

Clearly, the only choice is to get x 2 into the

We need to rewrite the equations into canonical

An optimum is at the solution of

Consider the following LP

The tableau approach leads to C which is an

We may choose x 5 as a basic variable without

The limit is imposed by x 3 which, consequent-

The corresponding tableau is:

The adjacent feasible solution is given by

Note that at this basic feasible solution,

Consider a minimization problem

Two variables x j and x k are tied in the selection

in the new basic feasible solution

A degenerate basic feasible solution is one

Degeneracy may result in the construction of

The minimum ratio rule may not be able to

The nonbasic variable x 2 enters the basis to

We select x 1 to enter the basis but we are

The failure of the minimum ratio rule to result in