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Convergence of the
Simplex Algorithm
LI Xiao-lei
Preview
The relationship (for a max problem)
between the z-values for the current bfs
and the new bfs:
z-value for new bfs= z-value of current bfs –
(value of entering variable in new bfs)
(coefficient of entering variable in row 0 of
current bfs) (15)
Preview
(coefficient of entering variable in row
0)<0 and (value of entering variable in
new bfs)≥0
We can deduce the following facts:
if (value of entering variable in new bfs)>0, then
(z-value for new bfs)>(z-value for current bfs)
If (value of entering variable in new bfs)=0, then
(z-value for new bfs)=(z-value for current bfs)
Preview
In each of the LP’s basic feasible
solutions, all the basic variables are
positive(>0). An LP with this property is a
nondegenerate LP.
When the simplex is used to solve a
nondegenerate LP, it is impossible to
encounter the same bfs twice. We are
guaranteed to find the optimal solution
in a finite number of iterations.
Preview
The simplex may fail for a degenerate
LP.
DEFINITION
0 ½ ¼ 1 0 0 0 4 s1=4 16
0 1 ③ 0 -1 1 0 20 a2=20 20/3*
0 1 1 0 0 0 1 10 a3=10 10
Since we are solving a min problem, the variable with the most
positive coefficient in row 0 should enter the basis.
Since 4M-3>2M-2, variable x2 should enter the basis. The ratio test
indicates that x2 should enter the basis in row 2.
Example 4 (continued)
Replace row 2 by 1/3(row 2). The new
row 2 is
1/3x1+x2-1/3e2+1/3a2=20/3
Eliminate x2 from row 0 by adding –(4M-
3)(new row 2) to row 0. the new row 0 is
z+(2M-3)/3x1+(M-3)/3e2+(3-4M)/3a2=(60+10M)/3
Using ero’s to eliminate x2 from row 1
and 3.
Example 4 (continued)
First tableau for Bevco
Basic
z x1 x2 s1 e2 a2 a3 rhs variable ratio
1 (2M- 0 0 (M- (3- 0 (60+1 z=(60+10
3)/3 3)/3 4M)/3 0M)/3 M)/3
0 5/12 0 1 1/12 -1/12 0 7/3 s1=7/3 28/5
0 1/3 1 0 -1/3 1/3 0 20/3 x2=20/3 20
0 2/3 0 0 1/3 -1/3 1 10/3 a3=10/3 5*