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LINEAR AND INTEGER PROGRAMMING The Simplex Method: A tutorial in three acts.

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Presentation on theme: "LINEAR AND INTEGER PROGRAMMING The Simplex Method: A tutorial in three acts."— Presentation transcript:

1 LINEAR AND INTEGER PROGRAMMING The Simplex Method: A tutorial in three acts.

2 Three to Simplex 1. The Standard Form Linear Program. 2. “Dictionaries”. 3. Pivoting. Putting it all together in an example.

3 ACT I: THE STANDARD FORM. Revision of material covered under LP formulations.

4 Some words of wisdom If you cannot solve the proposed problem, try to solve first some related problem. Could you imagine a more accessible related problem? - George Pólya (How to Solve It?) George Pólya (source: mactutor)

5 Linear Program

6 Linear Program in Matrix Form

7 Standard Form (Definition)

8 Standard Form (Matrix Notation)

9 Standard Form LP (Example)

10 Converting LPs to Standard Form Linear Program (in your favorite form) Linear Program (in your favorite form) Linear Program (in the standard form) Linear Program (in the standard form) Problem Solution

11 Converting to Standard Form

12 Objective Direction

13 Equality Constraints

14 Missing Non-Negative Constraint Problem: missing constraint Introduce two fresh variables: Replace every occurrence of with Add the constraints

15 Converting to Standard Form

16 Conversion to Standard Form (Result)

17 Transform Solutions Back


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