The Simplex Method

Antonio J. Conejo, 2018

What

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The Simplex Method

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The Simplex Method

Just 1!

As many
as
needed

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The Simplex Method

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The Simplex Method

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The Simplex Method

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Initialization

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 The Simplex Method The partition

OCTAVE

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The Simplex Method

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Regularization step!

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Regularization step!
1

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 JUST
ONE!
The Simplex Method
1

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 K big for this variable not to
be in the final solution
The Simplex Method

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The Simplex
Method

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The Simplex Method

Grow Grows

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The Simplex Method

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 The Simplex Method
THUS

This guarantees the that new b tide

is non-negative

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The Simplex Method

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The Simplex Method

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The Simplex Method – Example

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The Simplex Method – Example
New
column/
variable

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The Simplex Method – Example

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The Simplex Method – Example

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The Simplex Method – Example

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 Before

The Simplex Method – Example pivoting!

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The Simplex Method – Example After
pivoting!

It has
increased

All
positive!
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Optimization steps!

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 Which
one?
The Simplex Method
2

Which
one?

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The Simplex Method
2

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2

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 The Simplex Method

!!!

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The Simplex Method

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The Simplex Method

0 0

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The Simplex Method Negative
for xBr to
decrease
as xs
increases

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The Simplex Method

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The Simplex Method

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 They are
The Simplex Method possible
values for
xs

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The Simplex Method

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The Simplex Method

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Optimality checking!

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The Simplex Method

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Example: The Simplex Method

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The Simplex Method: Example

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The Simplex Method

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The Partition

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The Simplex Method

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 Octave
The Simplex Method

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The Simplex Method

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The Simplex Method

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 x2
The Simplex Method
(3,16)

(0,16)

(12,10)

(0,8)

x1

(4,0) (12,0)
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 New
column/
variable

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The Simplex Method

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The Simplex Method

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 Before

The Simplex Method pivoting!

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The Simplex Method After
pivoting!

It has
increased

All
positive!
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 x2
The Simplex Method
(3,16)

(0,16)

(12,10)

(0,8)

x1

(4,0) (12,0)
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October 4, 2018 A. J. Conejo 59
The Simplex Method

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The Simplex Method

?
0

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The Simplex Method

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The Simplex Method

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The Simplex Method

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 Before

The Simplex Method pivoting!

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The Simplex Method

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The Simplex Method
Smaller!

After
pivoting!

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 x2
The Simplex Method
(3,16)

(0,16)

(12,10)

(0,8)

x1

(4,0) (12,0)

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The Simplex Method

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The Simplex Method

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 Before

The Simplex Method pivoting!

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The Simplex Method

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 After

The Simplex Method pivoting!

Smaller!

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 x2
The Simplex Method
(3,16)

(0,16)

(12,10)

(0,8)

x1

(4,0) (12,0)

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The Simplex Method

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The Simplex Method

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 Before

The Simplex Method pivoting!

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The Simplex Method

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 After

The Simplex Method pivoting!

Smaller!

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 x2
The Simplex Method
(3,16)

(12,10)

x1

(4,0) (12,0)
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The Simplex Method !!!

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The Simplex Method

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The Simplex Method

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 x2
The Simplex Method
(3,16)

(0,16)

(12,10)

(0,8)

(4,0) (12,0) x1

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Detecting Infeasibility,
Unboundedness and
Cycling

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Detecting Infeasibility, Unboundedness and
Cycling

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Infeasibility

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Infeasibility

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Infeasibility

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Infeasibility
x2

Increasing

x1

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Unboundedness

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Unboundedness

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Unboundedness Non-negative

Non-negative

Non-negative

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Unboundedness

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Unboundedness

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Unboundedness
x2

Increasing

x1

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Cycling

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Cycling

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Cycling

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This is it!

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