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  • Linear and Integer Programming: The Simplex Method

    Diunggah oleh

    Vitor Abella
    9 tayangan17 halaman
    This document provides a tutorial on the simplex method for solving linear programs (LPs). It begins by introducing the standard form that LPs must be converted to for the simplex method. This includes defining the standard form both mathematically and through an example. It then discusses converting LPs expressed in other forms into standard form by introducing slack and surplus variables and rewriting constraints if needed. The document aims to explain all aspects of putting a LP into standard form as the first act of using the simplex method to solve it.

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    This document provides a tutorial on the simplex method for solving linear programs (LPs). It begins by introducing the standard form that LPs must be converted to for the simplex method. This includes defining the standard form both mathematically and through an example. It then discusses converting LPs expressed in other forms into standard form by introducing slack and surplus variables and rewriting constraints if needed. The document aims to explain all aspects of putting a LP into standard form as the first act of using the simplex method to solve it.

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    © All Rights Reserved
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    9 tayangan17 halaman

    Linear and Integer Programming: The Simplex Method

    Diunggah oleh

    Vitor Abella
    This document provides a tutorial on the simplex method for solving linear programs (LPs). It begins by introducing the standard form that LPs must be converted to for the simplex method. This includes defining the standard form both mathematically and through an example. It then discusses converting LPs expressed in other forms into standard form by introducing slack and surplus variables and rewriting constraints if needed. The document aims to explain all aspects of putting a LP into standard form as the first act of using the simplex method to solve it.

    Hak Cipta:

    © All Rights Reserved
    Unduh sebagai PPTX, PDF, TXT atau baca online dari Scribd
    Tandai sebagai konten tidak pantas
    dari 17

    LINEAR AND INTEGER

    PROGRAMMING
    The Simplex Method: A tutorial in three acts.

    Three to Simplex
    1. The Standard Form Linear Program.
    2. Dictionaries.
    3. Pivoting.

    Putting it all together in an example.

    ACT I: THE STANDARD


    FORM.
    Revision of material covered under LP
    formulations.

    Some words of wisdom


    If you cannot solve the proposed problem, try to solve
    first some related problem. Could you imagine a more
    accessible related problem?
    - George Plya (How to Solve It?)

    George Plya
    (source: mactutor)

    Linear Program

    Linear Program in Matrix Form

    Standard Form (Definition)

    Standard Form (Matrix Notation)

    Standard Form LP (Example)

    Converting LPs to Standard Form


    Problem

    Linear Program
    (in your favorite form)

    Linear Program
    (in the standard form)

    Solution

    Converting to Standard Form

    Objective Direction

    Equality Constraints

    Missing Non-Negative Constraint


    Problem: missing constraint
    Introduce two fresh variables:
    Replace every occurrence of
    Add the constraints

    with

    Converting to Standard Form

    Conversion to Standard Form (Result)

    Transform Solutions Back

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