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The Simplex Method

The graphical method for solving linear programming problems is practical


only when there
are two variables. If there are more than two variables, we could still find the
corners of
the convex region by simultaneously solving the equations of the boundaries.
The objective
function could then be evaluated at these corners. However, as the number
of variables and
the number of constraints increases, it becomes increasingly difficult to
discover the corners and extremely time-consuming to evaluate the function.
Furthermore, some problems
have no solution, and this cannot be determined by using the method of
solving the equations simultaneously.

Simplex Method Tasks


Task A: Setting up the matrix for the simplex method.
Task B: Determining necessary operations and implementing those
operations to
reach a solution.
Task C: Reading the solution from the simplex matrix.

Procedure
To use the simplex method to solve linear programming problems:
1. Use a different slack variable to write each constraint as an equation, with
positive constants on the right side.
2. Set up the simplex matrix. Put the objective function in the last row with
all variables on the left and coefficient 1 for f.
3. Find the pivot entry:
(a) The pivot column has the most negative number in the last row. (If a tie
occurs, use either column.)
(b) The positive coefficient in the pivot column that gives the smallest
nonnegative quotient when divided into the constant in the constraint rows

of the augment is the pivot entry. If there is a tie, either coefficient may be
chosen. If there are no positive coefficients in the pivot column, no solution
exists. Stop.
4. Use row operations with only the row containing the
pivot entry to make the pivot entry a 1 and all other entries in the pivot
column zeros. This makes the variable of the pivot column a basic variable.
This process is called pivoting.
5. The numerical entries in the last row are the indicators of what to do next.
(a) If there is a negative indicator, return to Step 3.
(b) If all indicators are positive or zero, an optimum value has been obtained
for the objective function.
(c) In a complete solution, the variables that have positive entries in the last
row are nonbasic variables
6. After setting the nonbasic variables equal to 0, read the values of the
basic variables and the objective function from the rows of the matrix.

Example:

Nonunique Solutions: Multiple Solutions and No


Solution
A linear programming problem can have multiple
solutions when the optimal value for the objective function occurs at two
adjacent corners
of the feasible region. Consider the following problem.

From Figure 4.18, we can see graphically that this problem has infinitely
many solutions
on the segment joining the points (8, 16) and (16, 0).
The simplex matrix for this problem (with the slack variables introduced) is

The most negative value in the last row is , so the x-column is the pivot
column.
The smallest quotient occurs in row 1; the pivot entry (circled) is 1. Making x
a basic variable gives the following transformed simplex matrix.

This simplex matrix has no negative indicators, so the optimal value of f has
been found
Note that one of the nonbasic variables (y) has a zero indicator. When this
occurs, we can use the column with the 0 indicator as our pivot column
and often obtain a new solution that has the same value for the objective
function. In this
final tableau, if we used the y-column as the pivot column, then we could
find the second
solution that gives the same optimal value of f.

Multiple Solutions
When the simplex matrix for the optimal value of f has a nonbasic variable
with a
zero indicator in its column, there may be multiple solutions giving the same
optimal
value for f. We can discover whether another solution exists by using the
column of
that nonbasic variable as the pivot column.

No Solution
It is also possible for a linear programming problem to have an unbounded
solution (and
thus no maximum value for f ).

Example:

Simplex Method When No Maximum Exists

Shadow Prices

Dual Problems
As with maximization problems, we shall consider only standard
minimization problems, in which the constraints satisfy the following
conditions.

All variables are nonnegative.


The constraints are of the form

where b is positive.

Solution:

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