Revised Simplex Method

Original simplex method calculates and stores all

numbers in the tableau – many are not needed.

→ Revised Simplex Method (more efficient for

computing)

Used in all commercially available packages. (e.g.

IBM MPSX, CDC APEX III)

Max Z = cx
subject to Ax ≤ b
x ≥ 0

Initially constraints become (standard form):

A I x = b
xs
xs = slack variables
Basis matrix: columns relating to basic variables.

B11 . . . . . . . . . . B1m
.. . . . ..
B = .. . . . ..
. . . . .
Bm1 . . . . . . . . . . Bmm

(Initially B = I )

Basic variable values: xB = xB1

..
..
..
xBm

At any iteration non-basic variables = 0

B xB = b
Therefore xB = B-1b B-1→ inverse matrix.

At any iteration, given the original b vector and

the inverse matrix, xB (current R.H.S.) can be
calculated.

Z = cBxB where cB = objective coefficients of

basic variables
 Step in the Revised Simplex Method

1. Determine entering variable, Xj , with associated

vector Pj .

- compute Y = cBB-1
- compute zj – cj = Y Pj - cj for all non-basic
variables.
Choose largest negative value (maximisation).
If none, stop.

2. Determine leaving variable, Xr , with associated

vector Pr .

- compute xB = B-1b (current R.H.S.)

- compute current constraint coefficients of
entering variable:

αj = B-1Pj

Xr is associated with

θ = Min { (xB )k / αjk , αjk > 0}

k

(minimum ratio rule)

3. Determine next basis i.e. calculate B-1

Go to step 1.
Example:

Max Z = 3X1 + 5X2

s.t. X1 ≤ 4
2X2 ≤ 12
3X1 + 2X2 ≤ 18
X1 , X2 ≥ 0

Standard form of constraints:-

X1 + S1 = 4
2X2 + S2 = 12
3X1 + 2X2 + S3 = 18
X1 , X2 , S1 , S2 , S3 ≥ 0

xB = B-1b = 1 0 0 4 4
0 1 0 12 = 12
0 0 1 18 18

cB = 0 0 0

Z = 0 0 0 4 = 0
12
18
First iteration

Step 1

Determine entering variable, Xj , with associated

vector Pj .

- compute Y = cBB-1
- compute zj – cj = Y Pj - cj for all non-basic
variables.

Y = 0 0 0 1 0 0 = 0 0 0
0 1 0
0 0 1

z1 – c 1 = 0 0 0 1 - 3 = -3
0
3

and similarly for z2 – c2 = - 5

Therefore X2 is entering variable.

Step 2

Determine leaving variable, Xr , with associated

vector Pr .

- compute xB = B-1b (current R.H.S.)

- compute current constraint coefficients of
entering variable:

αj = B-1Pj

Xr is associated with

θ = Min { (xB )k / αjk , αjk > 0}

k

xB = 4 α2 = 1 0 0 0 0
12 0 1 0 2 = 2
18 0 0 1 2 2

θ = Min { - , 12/2 , 18/2 }

= 12/2
therefore S2 leaves the basis.
Step 3

Determine new B-1

B = 1 0 0 B-1 = 1 0 0
0 2 0 0 ½ 0
0 2 1 0 -1 1

Solution after one iteration:

xB = B-1b

= 1 0 0 4 4
0 ½ 0 12 = 6
0 -1 1 18 6
Go to step 1

Step 1 (second iteration)

Compute Y = cBB-1

Y = 0 5 0 1 0 0 = 0 5/2 0
0 ½ 0
0 -1 1
- compute zj – cj = Y Pj - cj for all non-basic
variables (X1 and S2):-

X1: z1 – c1 = 0 5/2 0 1 - 3 = -3
0
3

S2: z4 – c4 = 0 5/2 0 0 - 0 = 5/2

1
0

Therefore X1 enters the basis.

Step 2

Determine leaving variable.

xB = 4 α1 = 1 0 0 1 1
6 0 ½ 0 0 = 0
6 0 -1 1 3 3

θ = Min { 4/1 , - , 6/3 }

= 6/3
therefore S3 leaves the basis.
Step 3

Determine new B-1

B = 1 0 1 B-1 = 1 1/3 -1/3

0 2 0 0 1/2 0
0 2 3 0 -1/3 1/3

Solution after two iterations:

xB = B-1b

= 1 1/3 -1/3 4 2
0 1/2 0 12 = 6
0 -1/3 1/3 18 2

Go to step 1
Step 1

- compute Y = cBB-1

Y = 0 5 3 B-1 = 0 3/2 1

- compute zj – cj = Y Pj - cj for all non-basic

variables (S2 and S3):-

S2: z4 – c4 = 0 3/2 1 0 - 0 = 3/2

1
0

S3: z5 – c5 = 0 3/2 1 0 - 0 = 1
0
1

No negatives. Therefore stop.

Optimal solution:

S1* = 2
X2* = 6
X1* = 2
Z* = cB xB = 0 5 3 2 = 36
6
2