Simplex method
Online lecture
Thinh Tien Nguyen, Ph.D.
Linear program
maximize
subject to
where
b0
Example
maximize
subject to
Standard form
maximize
subject to
where
slack variables
Simplex method
maximize
nonbasic variables
subject to
basic variables
entering variable
leaving variable
Simplex tableau
Simplex tableau
Simplex tableau
Gaussian elimination
Simplex tableau
Stop if the circled coefficients are non-negative
Example
maximize maximize
subject to subject to
Example
-4 is the smallest
Example
The smallest ratio is 8/4=2
Example
-1 is a negative number
Example