Simplex Method in Linear Programming

One of the standard techniques followed in linear programming is the simplex method. It is used to solve an optimization problem involving only one function with several constraints. These constraints are expressed in terms of inequalities. These inequalities are a part of a polygonal region and the solution lies in one of its vertices. In this article, we will define this method and its uses.

What is the Simplex Method?

As mentioned earlier, the simplex method in LPP is defined as an optimization method developed by George Dantzig in 1947 to overcome the constraints of a polygonal graph of inequalities. The solution to this problem lies in one of the polygon’s vertices. He was a mathematical advisor working for the US Air Force. The prime aim of this method is to develop a restriction of the extreme points or vertices for examination.

This invention is quite useful and powerful in solving the constraints issues of linear programming. It is also considered as an efficient algorithm of standard employment on computers for solving optimization problems. It provides a feasible or optimal solution.

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Algorithm of the Simplex Method

Now that we know the simplex method definition, let us proceed to the stepwise explanation of the simplex algorithm.

1. Establishment of the Problem

The first step is to establish the given problem in the form of inequality constraints along with an objective function.

2. Conversion of Inequalities to Equations

The second step comprises the conversion of the inequalities developed to describe the objective function into equations by the process of addition of slack variables to all the inequality expressions involved.

3. Simplex Tableau Creation

The objective function is written at the bottom row. In this expression, all the inequality constraints appear in their particular rows. This is done to represent the problem in an augmented matrix form. This representation is called the initial simplex tableau.

4. Definition of the Largest Coefficient

In this step, the identification of the greatest negative entry is done at the bottom row. This helps in identifying the pivotal column. The biggest negative entry is identified to define the largest coefficient present in the developed objective function. This identification leads to the increment of the value of the developed objective function in the fastest way possible.

5. Computation of Quotients

The fifth step comprises the actions where the quotients are calculated. For this, we divide the entries present in the farthest right column by the first column entries. We have to exclude the entries in the bottom row. In this aspect, we will get a set of quotients from the division. The smallest one among them defines the row we need to consider. This row will deliver us the pivot element. This element is defined by the identified row and the identified element.

6. Pivoting

Pivoting is then carried out until all the other entries in the column have a zero value.

7. Repetition if Needed

If you find no negative entries at the bottom row, the process comes to an end. If there is a negative value persisting, you will have to start the same process right from Step 4.

8. Determination of the Solution

The final tableau of the simplex method will determine its solution.

To explain the process in simpler words, an algebraic specification is developed and used for the optimization problem. Using this algebraic expression, a test is done to determine the optimality of an extreme point. If the test does not pass then the simplex method solver is used for another adjacent vertex or extreme point.

The direction of choosing the adjacent vertex or extreme point is defined by the fastest increase in value of the objective function. The procedure ends with a value of the objective extending to positive infinity. If not then another extreme point is chosen and reached with a high value in the objective function closer to the predecessor. When a dual problem arises, the technique of simplex method minimization is used by mathematicians to develop a specific algorithm. This is how the simplex method problems can be solved.

Applications of Simplex Methods

• It is used for solving manufacturing and design problems in the engineering sector.

• It is also used for the maximization of profit

• It is also used in the energy industry for the optimization of an electric power system.

• The simplex method is also used in the supply chain and logistics industry for optimizing time and cost-efficiency.

Let us consider a simplex method example. This method of solving an optimization issue is used in identifying and considering the limitations of laborers and the resource material in order to find the ideal or optimal production levels. This process is done for the maximization of output and profit in certain circumstances.

You will find relevant simplex method questions in the books to solve. Consider understanding the concept first by simplifying the steps and learning how to apply this method of solving optimization problems in different scenarios.