Professional Documents
Culture Documents
Examples:
1. Simplex method:
2. Ford-Fulkerson algorithm for maximum flow problem
3. Maximum matching of graph vertices
4. Gale-Shapley algorithm for the stable marriage problem
Linear programming (LP) problem is to optimize a linear function of several variables subject to linear
constraints:
Here there are three possible/feasible outcomes / solutions, among which one is selected as optimal
solution, that is x=3 and y=1.
3. The Simplex Method
Simplex method is the classic method for solving LP problems,
Based on the iterative improvement idea:
Generates a sequence of adjacent points of the problem’s feasible region with improving
values of the objective function until no further improvement is possible Operation
Thus, the general linear programming problem in standard form with m constraints
and n unknowns (n >=m) is
Variables u and v, transforming inequality constraints into equality constrains, are called slack
variables, x and y are basic variables.
3. 2. Basic feasible solutions
A basic solution to a system of m linear equations in n³
m) is obtained by setting n – m variables to 0 and solving the resulting system to get the values
of the other m variables.
The variables set to 0 are called non basic; the variables obtained by solving the system are
called basic.
A basic solution is called feasible if all its (basic) variables are nonnegative.
Now, replace all the rows with their new respective rows in order to make the new tableau. The Entering
Variable Y took the place of departing variable V. But… We cannot finish here, because the objective
row has still a negative value. We have to eliminate it by doing further iterations.