5/30/2013

The Revised Simplex Method

 The tableau form of the simplex method considered
so far is convenient for hand calculations but is
inefficient for computer implementation.
 The method can alternatively be presented in a
matrix form that lends itself to efficient numerical
implementation.
 It also gives a clearer picture of the computations
involved and makes it straightforward to derive
OPTIMIZATION THEORY-II sensitivity analysis procedures.

Lecture 11

The Matrix Form of the Simplex The Matrix Form of the Simplex
Method Method
 Consider an LP problem expressed in the standard  Identifying columns of the constraint coefficient matrix that
form as multiply a given optimization variable, we write the constraint
equations as follows:

The Matrix Form of the Simplex The Matrix Form of the Simplex
Method Method
 The general solution of the constraint equations can now be  From these general expressions, the basic feasible solution of
written as follows: the problem is obtained by setting and thus
 Basic feasible solution:
giving

 Substituting this into the objective function, we get  Also from the objective function expression, it is clear that if a
new variable is brought into the basic set, the change in the
objective function will be proportional to .
 Thus, this term represents the reduced objective function row of
or
the simplex tableau.

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 5/30/2013

The Matrix Form of the Simplex

Example
Method
 Using this new notation, the problem can be expressed in the
following form:

and a basic solution can be written as follows:

 This form gives us a way to write the simplex tableau

corresponding to any basic solution by simply performing a
series of matrix operations.

Example Example
 Consider , , and , , , as a sets of basic and  The corresponding basic solution tableau can be written by
nonbasic variables, respectively. simply performing the required matrix operations as follows:
 The partitioned matrices corresponding to selected basic and
nonbasic variables are as follows: