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technique is understood only basic arithmetic is required to actually process the problem, and it
removes the need for graph plotting and hence the need to directly find extreme points for the
feasible region or to solve the equations for that point. It was developed in 1947 by George
Dantzig after his work at the Pentagon during world war II, and has stood the test of time as
perhaps the key tool of linear programming despite the development of barrier or interior-point
methods.
The process works by converting the equations which define the linear programming problem
into a tableau, and then by performing operations on that tableau generate further tableau closer
to the optimal solution until the optimality condition is reached, in which case the solution is
optimal.
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Arash‐Simplex method lecture notes
• 3x + 3y ≤ 120
• 2x + 4y ≤ 150
• x≥0,y≥0
Note that often linear programming questions are not simply given in equations but as
descriptions of "real" problems, such as a company that wishes to maximize its profit given the
various products it can supply and the limitations on their production. However, it is usually easy
to turn these into linear equations such as the above. If it is required to minimize Z = 10x + 12y
Given a set of inequalities such as these, it is necessary to introduce slack variables to create
Where s,t are slack variables the value of which is unknown but which ensure that whatever
values of x,y are chosen the totals are 120 and 150 respectively.
This means that the problem is now to maximize: Z = 10x + 12y + 0s + 0t. This objective
function is then re-written in the form Z - 10x -12y -0s -0t =0. This allows the initial tableau to
be created as follows:
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Arash‐Simplex method lecture notes
Where the top two lines are from the inequalities and the bottom line is the objective row. The
purpose of the Simplex method is to maximize the value of Z, that is the value in the bottom
If the objective row of a tableau has zero entries in the columns labeled by basic variables and
no negative entries in the columns labeled by non-basic variables then the solution represented
To reach this condition it is necessary to identify pivots and use these to convert non-basic
variables (s,t) into basic variables (x,y). At each stage the pivotal column chosen is the one
with the most negative value in the objective row: in this example the y column. The pivot is
then identified by the examination of θ values. These are calculated for all rows except the
objective row by dividing the entry in the "value" column by the entry in the pivotal column (in
this instance the "y" column). The pivot is then the entry in the pivotal column which
In this example the θ values are 120/3 = 40 for the s row and 150/4 = 37.5 for the t row, and
hence the pivot is the 4 in column y, row t. Having identified the pivot, divide all values in the
pivotal row by the value of the pivot, meaning that the pivot becomes 1, and replace the label of
Arash‐Simplex method lecture notes
Now each other value in the pivotal column must be reduced to zero. To do this, the
relevant multiple of the pivotal row is added or subtracted for every entry on the row. This
includes the objective row. For example, to turn the entry of 3 in row s, column y into 0 it is
necessary to subtract 3 lots of the entry in row y, column y. Thus 3 lots of row y is subtracted
from row s, meaning the entry in the x column becomes 3 - 3*0.5, the s column becomes 1- 3*0
and so on. Similarly 12 lots of row y is added to row Z to give the next tableau:
This does not satisfy the optimality condition so the process is repeated. This time the pivotal
column is x, and the pivotal row is s. Dividing the pivotal row by the pivot (1.5) and exchanging
labels gives:
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Arash‐Simplex method lecture notes
Then addition or subtraction of the pivotal row from the others gives:
The entries for the basic variables x,y are now equal to zero, and the entries under the non-
basic variables s,t are non-negative. Hence this tableau represents the optimal solution. The
values of x and y are 5 and 35 from their respective rows, and this gives a maximum value of
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