Simplex
Simplex
Simplex
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Corner Point Feasible Solutions
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0,0 4,0
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The Essence of the Simplex Method (Cont.) Solving the Example
Optimality Test: Conclude that (0, 6) is not an optimal Solution concept 1: The simplex method focuses only on
solution. (An adjacent CPF solution is better.) CPF solutions. (i.e., finding a best CPF solution)
Solution concept 2: The simplex method is an iterative
Iteration 2: Move to a better adjacent CPF solution, (2, 6), algorithm
• Considering the two edges of the feasible region that
emanate from (0, 6), choose to move along the edge
that leads to the right.
• Stop at the first new constraint boundary encountered
when moving in that direction: 3x +2x = 12.
1 2
• Solve for the intersection of the new set of constraint Solution concept 3: Whenever possible, the initialization of
boundaries: (2, 6). the simplex method chooses the origin (all decision variables
Optimality Test: Conclude that (2, 6) is an optimal equal to zero) to be the initial CPF solution.
solution, so stop
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The Key Solution Concepts
Setting up the Simplex Method
Solution concept 4: in the following iteration move from the
current CPF solution to a better one, it always chooses a CPF
solution that is adjacent to the current one. We convert the inequalities to equalities by use
Solution concept 5: examines each of the edges of the of slack variables (and artificial variables for
feasible region that emanate from this CPF solution, move GE constraints).
along the one with the largest rate of improvement in Z.
Solution concept 6: optimality test consists simply of Let X3 be a slack for the first constraint
checking whether any of the edges give a positive rate of
improvement in Z. If none do, then the current CPF solution X1 ≤ 4 becomes X1 + X3 = 4
is optimal.
With X3 ≥ 0
Slide 13
Our Pivot Using Matrix Algebra Solving for the new BFS
zWe found the largest entry in the Objective Step 3 of the iteration is finding the new BFS.
row (greatest increase in Z).
We know that X1=0, X2=6, and X4=0.
zThe variable in that column was the We need to solve for X3 and X5.
entering variable.
z We did the minimum ratio test by dividing Z – 3X1 – 5X2 =0
X1 +X3 =4
the RHS entries by the positive entries in
2X2 + X4 = 12
the column. The current basic variable is 3X1 +2X2 +X5 = 18
determined by this equation.
Current coefficients on X4 are (0,0,1,0). We
want to make this the pattern of coefficients for X2.
Solving for new BF Solution, Continued Transformed Equations
Z = 3X1 + 2X2
Z - 3X1 – 5X2 =0
X1 + X3 =4
2X2 + X4 = 12 4,3
3X1 + 2X2 = 18
X3 is a slack variable
X4 and X6 are artificial variables
X5 is a surplus variable