The Dual Simplex Algorithm

Operation Research
Prepared by RITU MALIK

Department of Mathemtics

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 Introduction
The simplex method starts with a
feasible solution and move towards
optimality condition on the Z equation. It
then performs successive pivot
operations , preserving feasibility , to
find solution which is both feasible and
optimal.

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 The dual simplex algorithm starts with a
solution 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 solution
which is both feasible and optimal.
This Dual simplex method is very useful in
sensitivity analysis and also in solving Integer
programming problems.

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 Method
Feasibility
condition: variable having the most
negative value. (break ties arbitrarily)

Optimality condition: find the ratios of the

coefficients of the objective row and the
leaving variable row.

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 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.)
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Working Procedure

MA(4020) Operational
Research,Dual simplex method 6
Once we have identified the leaving and the
entering variables , we perform the normal
pivot operation to move to the next
solution.
Min Zy=60Y1+40Y2
Subject to :5Y1+4Y2 6,
10Y1+4Y2 8
Y1,Y2 0

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 Standard Form

Y1 Y2 s1 s2 value
Min
Zy=60Y1+40Y2+0S1+ 60 40 0 0 0
0S2
-5 -4 1 0 -6
-5Y1-4Y2+s1 =- 6,
-10Y1-4Y2+s2=- 8 -10 -4 0 1 -8
And Y1,Y2,S1,S2 0
Ratio : -6 -10
Smallest absolute value
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Y1 Y2 s1 s2 value ratio

0 16 0 6 -48

0 -2 1 -1/2 -2

1 2/5 0 -1/10 4/5

-8 -12

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 The optimal solution
Y1 Y2 s1 s2 value

0 0 8 2 -64

0 1 -1/2 1/4 1

1 0 1/5 -1/5 2/5

This is a feasible solution and still optimal . Stop

the procedure.
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 Exercise
Minimize : Z 3x1 2 x2

subject to : 3x1 x2 3
4 x1 3x2 6
x1 x2 3
x1 , x2 0
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