Discrete Optimization

Solving Linear Programming Problems: The Simplex Method

Ayseg
ul Gencata Yayml, A. S ima Uyar

2014

Topics

1 Adapting to Other Model Forms

Equality Constraint
Negative Right-hand Sides
Functional Constraints in Form
Minimization
Solving the Radiation Therapy Example
No Feasible Solution
Variables Allowed to be Negative
2 Postoptimality Analysis

Reoptimization
Shadow Prices
Sensitivity Analysis

The Standard Form

The standard form:

Maximize:
Z = c1 x1 + c2 x2 + ... + cn xn
Subject to:
a11 x1 + a12 x2 + ...a1n xn b1
a21 x1 + a22 x2 + ...a2n xn b2

am1 x1 + am2 x2 + ...amn xn bm

x1 0, x2 0, ..., xn 0

Other Forms

Other forms:
= constraints
constraints
Negative right-hand sides
How to make adjustments to other forms of linear programs?
All adjustments can be made during the initialization, then
the simplex method can be applied.
The only problem introduced by the other forms lies in
identifying an initial BF solution.
The standard approach used for all these cases is the artificial
variable technique.

Topics

1 Adapting to Other Model Forms

Equality Constraint
Negative Right-hand Sides
Functional Constraints in Form
Minimization
Solving the Radiation Therapy Example
No Feasible Solution
Variables Allowed to be Negative
2 Postoptimality Analysis

Reoptimization
Shadow Prices
Sensitivity Analysis

Figure 4.3

Figure 4.4

Topics

1 Adapting to Other Model Forms

Equality Constraint
Negative Right-hand Sides
Functional Constraints in Form
Minimization
Solving the Radiation Therapy Example
No Feasible Solution
Variables Allowed to be Negative
2 Postoptimality Analysis

Reoptimization
Shadow Prices
Sensitivity Analysis

Topics

1 Adapting to Other Model Forms

Equality Constraint
Negative Right-hand Sides
Functional Constraints in Form
Minimization
Solving the Radiation Therapy Example
No Feasible Solution
Variables Allowed to be Negative
2 Postoptimality Analysis

Reoptimization
Shadow Prices
Sensitivity Analysis

Figure 4.5

Topics

1 Adapting to Other Model Forms

Equality Constraint
Negative Right-hand Sides
Functional Constraints in Form
Minimization
Solving the Radiation Therapy Example
No Feasible Solution
Variables Allowed to be Negative
2 Postoptimality Analysis

Reoptimization
Shadow Prices
Sensitivity Analysis

Topics

1 Adapting to Other Model Forms

Equality Constraint
Negative Right-hand Sides
Functional Constraints in Form
Minimization
Solving the Radiation Therapy Example
No Feasible Solution
Variables Allowed to be Negative
2 Postoptimality Analysis

Reoptimization
Shadow Prices
Sensitivity Analysis

Figure 4.6

Topics

1 Adapting to Other Model Forms

Equality Constraint
Negative Right-hand Sides
Functional Constraints in Form
Minimization
Solving the Radiation Therapy Example
No Feasible Solution
Variables Allowed to be Negative
2 Postoptimality Analysis

Reoptimization
Shadow Prices
Sensitivity Analysis

Topics

1 Adapting to Other Model Forms

Equality Constraint
Negative Right-hand Sides
Functional Constraints in Form
Minimization
Solving the Radiation Therapy Example
No Feasible Solution
Variables Allowed to be Negative
2 Postoptimality Analysis

Reoptimization
Shadow Prices
Sensitivity Analysis

Topics

1 Adapting to Other Model Forms

Equality Constraint
Negative Right-hand Sides
Functional Constraints in Form
Minimization
Solving the Radiation Therapy Example
No Feasible Solution
Variables Allowed to be Negative
2 Postoptimality Analysis

Reoptimization
Shadow Prices
Sensitivity Analysis

Topics

1 Adapting to Other Model Forms

Equality Constraint
Negative Right-hand Sides
Functional Constraints in Form
Minimization
Solving the Radiation Therapy Example
No Feasible Solution
Variables Allowed to be Negative
2 Postoptimality Analysis

Reoptimization
Shadow Prices
Sensitivity Analysis

Figure 4.8

Topics

1 Adapting to Other Model Forms

Equality Constraint
Negative Right-hand Sides
Functional Constraints in Form
Minimization
Solving the Radiation Therapy Example
No Feasible Solution
Variables Allowed to be Negative
2 Postoptimality Analysis

Reoptimization
Shadow Prices
Sensitivity Analysis

Figure 4.9

References

Hillier&Lieberman
Chapter 4: Solving Linear Programming Problems: The
Simplex Method
4.6 and 4.7