Chapter

Chapter66
The
The Revised
Revised Simplex
Simplex Method
Method
 This method is a modified version of the
Primal Simplex Method that we studied in
Chapter 5.
 It is designed to exploit the fact that in
many practical applications the coefficient
matrix {aij} is very sparse, namely most of
its elements are equal to zero.

1).1
  Bottom line:
– Don’t update all the columns of the
simplex tableau: update only those
columns that you need!

1).2
 Standard
Standard Form
Form
n
max Z   cj x j
• opt=max 
x
j 1

• ~  a11 x1  a12 x2  ...  a1n xn  b1

• bi ≥ 0 , a21 x1  a22 x 2  ...  a2 n x n  b2

for all i. ..... ..... ... ....

..... ..... ... ....
am1 x1  am 2 x2  ...  amn xn  bm

1).3 x j  0 , j  1,...,n
 More Convenient Form
max Z
x
s. t .
Z  cx  0
Ax  b
x0

1).4
 Canonical Form
n
max z   c j x j
j 1

a11x1  a12 x2  ...  a 1n xn  x n1  b1

a21 x1  a22 x 2  ...  a2 n x n   xn 2  b2
..... ..... ... .... ....
..... ..... ... .... ....
am1 x1  am 2 x2  ...  amn xn   x n m  bm

x j  0 , j  1,...,n  m
1).5 As in the standard format, bi≥0 for all i.
 System
System PP

max Z
x

s.t.
(6.4)
Z cx  0
Sx  b
 x  0
1).6
 Example
Example 6.1.1
6.1.1
max Z  4 x1  3 x2
x

2 x1  x2  x3  40
x1  x2  x4  30
x1  x5  15
x1 , x 2 , x3, x 4 , x 5  0
1).7
 System P

2 1 1 0 0 
 
S  1 1 0 1 0 

1 0 0 0 1 


b  ( 40, 30, 15)
c  ( 4, 3, 0, 0, 0 ) .

1).8
 After
After aa number
number of
of Pivot
Pivot Operations
Operations
System P’
max Z'
x
s. t .
Z'  c' x'  z'
S' x'  b'
x'  0
1).9
 Observation
Observation
 After any iteration of the simplex method the
columns of the m basic variables comprise
the columns of the mxm identity matrix.
 The order in which these columns are
arranged for this purpose is important.
 This order is specified in the BV column of
the simplex tableau.

1).10
 Example 6.1.2
BV Eq. # x1 x2 x3 x4 x5 RHS
x3 1 0 1 1 0 -2 10
x4 2 0 1 0 1 -1 15
x1 3 1 0 0 0 1 15
Z Z 0 -3 0 0 4 60

0 1 1 0 2 

S'  0 1 0 1 
1 
1 0 0 0
 
1

b'  (10,1515
, )
c'  (0, 3, 0, 0, 4)
1).11 Z'=60.
 6.2
6.2 The
The Transformation
Transformation
 How can we compute S’ from S ?
 From Linear Algebra we know that any finite
sequence of pivot operations is equivalent to
(left) multiplication by a matrix.
 In other words,

S’ = TS
 The question is then:

T = ??????
1).12
 What
What is
is T
T ???
???
 Observation 1:
After any number of iterations of the simplex
method, the columns of the coefficient matrix
corresponding to the basic variables at that
iteration, comprise the identity matrix.
 Observation 2:

Initially, the last m columns of the coefficient

matrix comprise the identity matrix.
1).13
 Analysis
Analysis
 If we group the columns of the basic variables into
I and the nonbasic variables into D’, then
S’ = [I,D’]
 If we do the same for the initial matrix S, we have

S = [B,D]
where B is the matrix constructed from the columns
of the initial matrix corresponding to the current
basic variables.

1).14
  Since S’ = TS, it follows that
S’ = [I,D’] = TS = [TB,TD]
hence
I = TB
from which we conclude that
T = B-1

1).15
 Example 6.2.1
BV Eq. # x1 x2 x3 x4 x5 RHS
x3 1 2 1 1 0 0 40
x4 2 1 1 0 1 0 30
x5 3 1 0 0 0 1 15
Z Z -4 -3 0 0 0 0

2 1 1 0 0 
 
S  1 1 0 1 0 

1 0 0 0 1 


1).16
 BV Eq. # x1 x2 x3 x4 x5 RHS
x2 1 0 1 1 0 -2 10
x4 2 0 0 -1 1 1 5
x1 3 1 0 0 0 1 15
Z Z 0 0 3 0 -2 90

0 1 1 0 2
S (2) 
 0 0 1 1 
1

1 0 0 0 1



1).17
 1 0 0 
I  S.2 , S.4 ,S.1   0
(2) (2) (2)  
1 0 

0 0 1 



 1 2 
D'  S.3 ,S.5  1
(2) (2)  
1

 0 1 


1).18
 1 0 2
B  S.I B  S.2 , S.4 , S1   1 1 1

0 0 1


1 0
 
D  S.I D  S.3 ,S.5  0 0

0 1

1).19
  1 0 2 
1 
B  1 1 1 

 0 0 1 


S( 2)  B 1S

 1 0 2 2 1 1 0 0 0 1 1 0 2 

B 1 S  
1
 1 1 1 1 0 1 0  0 0 1 1 1  S(2)
   

 0 0 1 

1 0 0 0 1
 
1 0 0 0 1 



1).20 
 Notation:
Notation:
 IB = Indices of the basic elements (in
canonical form)
 ID = indices of the nonbasic variables in
increasing order
 cB = Initial cost vector of the basic variables

 cD = Initial cost vector of the nonbasic

variables

1).21
  r = reduced costs vector
 D = columns of the coefficient matrix in the
initial simplex tableau corresponding to the
current nonbasic variables.

1).22
 Behind
Behind the
the Formula
Formula (NILN)
(NILN)
 Each column of the coefficient matrix in the new
tableau is equal to B-1 times the corresponding
initial column, i.e
new column = B-1 initial column
 This is also true for the right-hand-side vector, i.e

new RHS = B-1 initial RHS

 Observe that the z-row is not included in this
formulation (why?)

1).23
 1
D'  B D
1
b'  B b

, ,
c'  c B , cD , , , ,
(c B :  c I ; cD :  cI )
B D

,
c'  0, c D

1).24
 1
z'  cB B b
, 1
rD = (c )  c B B D  cD
D

correction

C’B = (0,0,...,0)

1).25
 (NILN)
(NILN)
But
But how
how do
do we
we compute
compute B
B-1??
-1

 Bad news:
 We have to compute it as we go along
 Good News:
 We do not have to compute it from scratch
 Observation:

S’ = B-1S = B-1 [M,I] = [B-1M,B-1I] = [B-1M,B-1]

 Hence, B-1 is equal to the matrix comprising the
1).26 last m columns of the LHS matrix.