The Dual Simplex Algorithm Operational Research-Level4

Prepared by T.M.J.A.Cooray Department of Mathemtics

MA(4020) Operational Research,Dual simplex method

Introduction
The

simplex method starts with a dictionary which is feasible but does not satisfy the optimality condition on the Z equation. It then performs successive pivot operations , preserving feasibility , to find a dictionary which is both feasible and optimal.

MA(4020) Operational Research,Dual simplex method

 The

dual simplex algorithm starts with a dictionary which satisfies the optimality condition on the z- equation, but is not feasible. It then performs successive pivot operations, which preserve optimality, to find a dictionary which is both feasible and optimal. This Dual simplex method is very useful in sensitivity analysis and also in solving Integer programming problems.
MA(4020) Operational Research,Dual simplex method

Method
Feasibility

condition: variable having the most negative value. (break ties arbitrarily) condition: find the ratios of the coefficients of the objective row and the leaving variable row.

Optimality

MA(4020) Operational Research,Dual simplex method

Method
Leaving variable :basic variable having the most negative value. (break ties arbitrarily) .
Entering

variable non basic variable with the smallest absolute ratio , that is min |Zj/aij| such that aij < 0. if all the denominators are 0 or +ve , the problem has no feasible solution. (Can not get rid of infeasibility.)
MA(4020) Operational Research,Dual simplex method 5

 Once

we have identified the leaving and the entering variables , we perform the normal pivot operation to move to the next dictionary.

MA(4020) Operational Research,Dual simplex method

Min Zy=60Y1+40Y2 Subject to :5Y1+4Y2 6, 10Y1+4Y2 8 Y1,Y2 0

Y1
60 -5 -10

Y2
40 -4 -4
-10

s1
0 1 0

s2
0 0 1

value
0 -6 -8

-5Y1-4Y2+s1 =- 6, Ratio : -6 -10Y1-4Y2+s2=8 Smallest absolute value

MA(4020) Operational Research,Dual simplex method

Y1 0 0 1

Y2 16 -2 2/5

s1 0 1 0

s2 6 -1/2 -1/10

value ratio -48 -2 4/5

-8 Smallest absolute value MA(4020) Operational

Research,Dual simplex method

-12

The optimal solution

Y1 Y2 s1 s2 value

0
0 1

0
1 0

8
-1/2 1/5

2
1/4 -1/5

-64
1 2/5

This is a feasible solution and still optimal . Stop the procedure. MA(4020) Operational
Research,Dual simplex method 9

Exercise
Minimize : Z 3x1 2 x2 subject to : 3x1 x2 3 4 x1 3x2 6 x1 x2 3 x1 , x2 0
MA(4020) Operational Research,Dual simplex method 10