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Carlos Hilado Memorial State College Fortune Towne Campus Bacolod City

The document discusses using the simplex method to solve a standard minimization problem in linear programming. It explains that to minimize using the simplex method, the problem must be converted into an equivalent maximization problem through constructing the dual problem. This involves taking the transpose of the constraint matrix and rewriting the objective function and constraints in terms of the transposed matrix. Then the simplex method can be applied to the dual problem to find the minimum of the original problem.

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Joshua de Jesus
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35 views2 pages

Carlos Hilado Memorial State College Fortune Towne Campus Bacolod City

The document discusses using the simplex method to solve a standard minimization problem in linear programming. It explains that to minimize using the simplex method, the problem must be converted into an equivalent maximization problem through constructing the dual problem. This involves taking the transpose of the constraint matrix and rewriting the objective function and constraints in terms of the transposed matrix. Then the simplex method can be applied to the dual problem to find the minimum of the original problem.

Uploaded by

Joshua de Jesus
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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CARLOS HILADO MEMORIAL STATE COLLEGE

FORTUNE TOWNE CAMPUS

BACOLOD CITY

SIMPLEX MINIMIZATION METHOD OF LINEAR PROGRAMMING

Standard Minimization with the Dual Method

Using the simplex method directly does not allow us to minimize. If you think about it, the regions for
maximization and minimization are “flipped” since the inequalities point in different directions (we use
“flipped” loosely here and without explicitly defining it).

Intuitively, we might figure that to use the simplex method, we would somehow “flip” the problem at hand.
That is, in fact, exactly what takes place.

In order to be able to carry out the procedure that will soon follow, we must meet the following requirements
for a standard minimization problem.

Standard Minimization Problem

Mathematically speaking, in order to use the “flipped” simplex method to solve a linear programming
problem, we need the standard minimization problem:

 an objective function, and


 one or more constraints of the form,
a1x1 + a2x2 + a3x3 + … anxn ge V
o All of the anumber represent real-numbered coefficients and
o the xnumber represent the corresponding variables.
o V is a non-negative (0 or larger) real number

Notice that the only difference here is that the inequality is greater-than-or-equal-to.

There is one very important term that we need to consider: the transpose of a matrix.

Transpose of a Matrix

The transpose of matrix A, denoted AT, is the matrix that switches the rows and columns of matrix A.

Example: A=⎡⎢⎣123456⎤⎥⎦A=[123456] AT=[135246]AT=[135246]

Notice that laying down the first column produces the first row of At and that laying down the second column
produces the second row of AT.
The mathematics behind this gets even more hideous than that of the standard maximization problem. Though
we could formally present the mathematics taking place, it is not intuitive and only leads to a rote, procedural
learning experience. We will make use of our technology.

Needless to say, we still do have to follow a process in order to perform standard minimization. We will
describe the procedure below.

Dual Problem for Standard Minimization

In a nutshell, we will reconstruct the minimization problem into a maximization problem by converting it into
what we call a Dual Problem. This is just a method that allows us to rewrite the problem and use the Simplex
Method, as we have done with maximization problems. Once its set-up, the rest is fairly simple.

1. Build a matrix out of the constraints and objective function without slack variables, letting the first
column contain coefficients of the first variable, second column the coefficients of the second variable,
etc. Let the final column represent the constant for each of the constraints. For the objective function (last
row), place a 1 to represent the coefficient of the name of the objective function (e.g. 1P = 2x + 3y).
2. Find the transpose of the matrix.
3. Rewrite the constraints and objective function using the new matrix – this is called the Dual Problem.
Treat each new column as if it represented coefficients of all original variables.
4. Build an initial simplex tableau
5. Solve by using the Simplex Method
6. The solution will appear in the last row of the slack variable column and the minimized objective function
value will appear in the last row, last column of the final tableau.

RESEARCHER:

JOSHUA DE JESUS BSBA 3-B

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