Chapter 1: Introduction

http://www.cise.ufl.edu/research/sparse/Morgan/chapter1.htm

TOC Abstract (1) Intro (2) Simplex (3) Impl (4) Test (5) Results (6) Concl Scripts Biblio Author Chairman

Chapter 1 Introduction
Observe the world and predictable patterns will emerge. When air pressure falls, bad weather often follows. High and low tides relate to the setting and rising of the moon. Hair and eye color pass from parent to child. Patterns emerge from systems as small as the atom and as large as the universe. Mathematics allow us to express these patterns as equations, and thereby to predict future changes. Linear algebra, the mathematics of systems of equations, further allows complex interactions within a system to be expressed as a unified entity representing the entire system all at once: a matrix. Linear algebra provides the methods necessary to analyze unwieldy systems. Insight into information such as the stresses and strains at multiple locations in a building, harmonic frequencies of an aircraft design, and how to maximize and minimize many individual aspects of an entire system allows the development of larger and more complex designs. Of special interest to industry, even after 40 years of intense research, is the ability to optimize. Before the 1940s, optimization techniques on systems of equations were essentially heuristics, simply educated guesses. Not until the Simplex Method was first proposed in 1947 by Dantzig did optimization become a defined process resulting in determinate answers. Optimization problems became linear programs, systems of equations that must be satisfied yet are underdetermined and thus allowing an infinite number of solutions. The Simplex Method observes that the solution set of such linear programs are convex (see Figures 1 & 2), that is, the solution set of a linear program of n variables can be represented as a convex polygon in n-space. Furthermore, if a maximum or minimum value of the solution exists, it will exist at a corner of this polygonal region. Figure 1

The solution set for the linear program:

Proving the last, but very important, characteristic is not too difficult. Realizing that each of the n variables has a linear relationship with the solution, then each variable has a minimum effect at one extreme and a maximum at the other, with either a non-decreasing or a non-increasing effect in between. Therefore, any solution found away from a corner can be translated along at least one variable, while either increasing or
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Chapter 1: Introduction

http://www.cise.ufl.edu/research/sparse/Morgan/chapter1.htm

decreasing the solutions value, until the solution set border is reached. The process can always be repeated until a corner of the solution set is encountered. Figure 2

The solution set for the linear program:

Thus the Simplex Method must visit corners of the solution set to find the minimum or maximum values. If the solution set involves many variables, this search could take an extended period of time and involve a large number of computations. Thus, variations of the Simplex Method algorithm have been developed to address these specific problems. This study is a comparison between those variations.

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