The simplex algorithm

The simplex method with tableaux for a maximisation problem: choosing the entering variable and the pivot, one iteration, the stopping rule, reading the solution and the path from vertex to vertex.

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  • Simplex algorithm: what is it?

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    A method for solving a linear programme that moves from one vertex of the feasible region to a neighbouring vertex of better value, until no improvement is possible.

    It starts from a basic feasible solution (the origin, when every constraint is a ≤ with a non-negative right-hand side) and in practice examines only a small share of the vertices.

  • Here is the workshop's initial tableau (objective 30x + 20y). Which cell is the pivot of the first iteration (largest-gain rule)?

    ```text
    x y e1 e2 | b
    L1 2 1 1 0 | 100
    L2 1 1 0 1 | 80
    z -30 -20 0 0 | 0
    `

    • Column x, row L1 (the coefficient 2)
    • Column x, row L2 (the coefficient 1)
    • Column y, row L2 (the coefficient 1)
    • Column y, row L1 (the coefficient 1)
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    Column x, row L1 (the coefficient 2)

    −30 is the most negative coefficient, so x enters. Ratios: 100 / 2 = 50 for L1 and 80 / 1 = 80 for L2. The smaller is 50: L1 gives the pivot.

  • At each iteration, the … variable is chosen in the objective row, and the … variable by the smallest ratio of right-hand side to positive coefficient in the column.

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    At each iteration, the entering variable is chosen in the objective row, and the leaving variable by the smallest ratio of right-hand side to positive coefficient in the column.

    Choosing the smallest ratio keeps every right-hand side non-negative: the new solution stays feasible.

  • Simplex tableau: what is it?

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    A table that stores the constraints written as equalities, with the variables' coefficients, the right-hand sides and, in the last row, the objective.

    For a maximum, the objective row is written z − c·x: a negative coefficient signals a possible gain, and the last cell gives the objective's value.