Dantzig Simplex Method

• It was published in 1949 by Dantzig

• Notations:
 How to move from one BFS to another adjacent
better BFS??

 Make one of the basic variable non-basic and

conversely.
 (As adjacent corner points differ in only one basic (non-
basic) variable)
 Which basic variable should be dropped from the
basis (i.e. to be made non-basic)??
 Which non-basic variable should enter to the basis
(i.e. to be made basic)??
 How to ensure the feasibility of new basic solution??
 How to ensure that the new BFS is better??
2
 1 2 0 0 0
CB Var in B Value Yx1 Yx2 Ys1 Ys2 Ys3

0 s1 4 0 1 1 0 0
0 8 1 1 0 1 0
s2
0 10 2 -1 0 0 1
s3
Z=0 -1 -2 0 0 0

2 x2 4 0 1 1 0 0
0 4 1 0 -1 1 0
s2
0 0 0 1
14 2 1
s3
8 -1 0 2 0 0

2 x2 4 0 1 1 0 0
1 4 1 0 -1 1 0
x1
0 0 0 3 -2 1
6
s3
12 0 0 1 1 0
3
 Maximize Z = 3x1 + 2x2
Subject to: 2x1 + x2  6
x1 + 2x2  6
x1 , x 2  0
3 2 0 0
CB Basic Var Val Yx1 Yx2 Ys1 Ys2

0 s1 6 2 1 1 0
0 s2 6 1 2 0 1

Z=0 -3 -2 0 0
3 x1 3 1 1/2 1/2 0
0 s2 3 0 3/2 -1/2 1

9 0 -1/2 3/2 0

3 x1 2 1 0 2/3 -1/3
2 x2 2 0 1 -1/3 2/3

10 0 0 4/3 1/3
4
5
…(1)

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 Summary of Simplex Algorithm
 Step (0):
Find an initial basic feasible solution, (How?) and set up the
simplex tableau accordingly.
 Step (1):
Pick the variable with most negative (positive) relative cost
coefficient as the incoming variable. If all variables have non-
negative (non-positive) relative cost coefficients, the current
solution is optimal, STOP. Otherwise, go to step 2.
 Step (2):
Perform the min ratio test to determine the outgoing variable.
 Step (3):
Perform the necessary row operations to obtain the new
simplex tableau corresponding to new basic feasible solution.
Go to step 1.
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 What happens whenever there is a column in the
simplex tableau with all non-positive entries and the
corresponding relative cost coefficient is also
negative??

 Consider a simplex tableau having a non-basic

variable with:
i. relative cost coefficient is negative (eligible to enter)
(maximization case)
ii. column does not contain any strictly positive value (only
negatives and/or zeros)
 What happens in such a case??
 what would happen when such a variable is selected to
enter??
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 2 1 0 0
CB B XB Yx1 Yx2 Ys1 Ys2

0 s1 1 -1 1 1 0
0 s2 2 1 -2 0 1
0 -2 -1 0 0

0 s1 3 0 -1 1 1
2 x1 2 1 -2 0 1
4 0 -5 0 2

We have an incoming variable, but no variable to depart

Whenever there is a column in the simplex tableau with all the entries
less than or equal to 0 then if the corresponding relative cost coefficient
is also negative, LP is Unbounded.

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What happens when in the optimal tableau, one
or more non-basic variables have relative cost
coefficient 0??
 Suppose a non-basic variable with above said property is
chosen to enter the basis.
 What would be the new objective value?
 Same as previous (Why?)
But it is a new BFS.
Consider:

12
 2 1 0 0 0
CB B XB Yx1 Yx2 Ys1 Ys2 Ys3
0 s1 2 -1 1 1 0 0
0 s2 12 4 2 0 1 0

0 s3 5 2 0 0 0 1
0 -2 -1 0 0 0

0 s1 9/2 0 1 1 0 1/2
0 s2 2 0 2 0 1 -2

2 x1 5/2 1 0 0 0 1/2
5 0 -1 0 0 1

0 s1 7/2 0 0 1 -1/2 3/2

1 x2 1 0 1 0 1/2 -1
2 x1 5/2 1 0 0 0 1/2
6 0 0 0 1/2 0

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 2 1 0 0 0
CB Var in B Value Yx1 Yx2 Ys1 Ys2 Ys3

0 s1 12 4 3 1 0 0
0 8 4 1 0 1 0
s2
0 8 4 -1 0 0 1
s3
Z=0 -2 -1 0 0 0

0 s1 4 0 2 1 -1 0
2 2 1 1/4 0 1/4 0
x1
0 -2 -1 1
0 0 0
Deg BFS s3
4 0 -1/2 0 0 0

1 x2 2 0 1/2 -1/2 0
1
2 3/2 -1/8 3/8 0
x1 1 0
0 1 -2 1
4
s3 0 0
5 0 0 1/4 1/4 0
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 1 2 0 0 0
CB Var in B Value Yx1 Yx2 Ys1 Ys2 Ys3

0 s1 4 0 1 1 0 0
0 8 1 1 0 1 0
s2
0 10 2 -1 0 0 1
s3
Z=0 -1 -2 0 0 0

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 Alternate Solution
Whenever one or more non-basic variables have relative cost coefficient 0 in the
optimal tableau, Alternate Optima exist !!

Znew = Zold

θj(zj-cj) = 0

θj = 0 (zj-cj) = 0

θj = 0 θj > 0

Same solution, different

basis Alternate
solution
 What happens when in a simplex table min
ratio is not attained uniquely ??
• Whenever there is a tie in outgoing variable, any one
can be chosen as the outgoing variable.
– But the next BFS will be degenerate BFS.
• Example:
Maximize Z = 2x1 + x2
Subject to: 4x1 + 3x2  12
4x1 + x2  8
4x1 - x2  8
x1 , x 2  0

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 2 1 0 0 0
CB Var in B Value Yx1 Yx2 Ys1 Ys2 Ys3

0 s1 12 4 3 1 0 0
0 8 4 1 0 1 0
s2
0 8 4 -1 0 0 1
s3
Z=0 -2 -1 0 0 0

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 2 1 0 0 0
CB Var in B Value Yx1 Yx2 Ys1 Ys2 Ys3

0 s1 12 4 3 1 0 0
0 8 4 1 0 1 0
s2
0 8 4 -1 0 0 1
s3
Z=0 -2 -1 0 0 0

0 s1 4 0 2 1 -1 0
2 2 1 1/4 0 1/4 0
x1
0 -2 -1 1
0 0 0
Deg BFS s3
4 0 -1/2 0 0 0

1 x2 2 0 1/2 -1/2 0
1
2 3/2 -1/8 3/8 0
x1 1 0
0 1 -2 1
4
s3 0 0
5 0 0 1/4 1/4 0
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