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The Dual Simplex Method

The dual simplex method is an algorithm for solving linear programming problems (LPP) that starts with an infeasible solution and objective function that satisfies the optimality conditions. It iteratively finds a feasible solution by selecting a leaving variable with the most negative value based on the dual feasibility condition and selecting an entering variable that minimizes a value based on the dual optimality condition to get closer to feasibility with each iteration. The method aims to transform an infeasible starting point into a feasible optimal solution for the LPP.

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Geofrey Julius Zellah
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585 views

The Dual Simplex Method

The dual simplex method is an algorithm for solving linear programming problems (LPP) that starts with an infeasible solution and objective function that satisfies the optimality conditions. It iteratively finds a feasible solution by selecting a leaving variable with the most negative value based on the dual feasibility condition and selecting an entering variable that minimizes a value based on the dual optimality condition to get closer to feasibility with each iteration. The method aims to transform an infeasible starting point into a feasible optimal solution for the LPP.

Uploaded by

Geofrey Julius Zellah
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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The dual simplex method

P: 137
The dual simplex method
• This is another method to solve LPP
 not just the dual formulation of an LP
(bi-dual=Primal)

• Simplex
 Starts from a feasible solution and try to get
the objective function satisfies optimality
condition.
 If max all coefficients non-negative
 If min all coefficients non-positive
Dual Simplex Algorithm
• The dual simplex starts with an objective
function that satisfies already the optimality
conditions, and an infeasible solution.

• The aim being, iteration after iteration, to get


the solution feasible.
How ?
Algorithm….
1. Dual Feasibility Condition
The leaving variable is the basic variable with the most
negative value (xr)
2. Dual Optimality Condition
• The entering variable is a nonbasic variable that satisfies
 z j  c j 
Min  , i j  0 
  i j 
• αij being the constraint coefficient of the row of the
leaving variable Xr

Exercise: 4.4.1 Page:138

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