The Simplex Method Home Department of Management单纯形法管理层.pptVIP

ORIGINAL PROBLEM (1) ? Minimize C = 16x1 + 45x2 ? DUAL PROBLEM (2) ? Maximize P = 50y1 + 27y2 subject to 2x1 + 5x2 ≥ 50 x1 + 3x2 ≥ 27 x1, x2 ≥ 0 ? subject to 2y1 + y2 ? 16 5y1 + 3y2 ? 45 y1,y2 ≥ 0 ? Solution of Minimization Problems MINIMIZATION PROBLEMS The Dual Form Graphical Approach Solution of Minimization Problems with Simplex Method A Transportation Problem The Big M method Minimization by The Big M Method The Simplex Method The geometric method of solving linear programming problems presented before. The graphical method is useful only for problems involving two decision variables and relatively few problem constraints. What happens when we need more decision variables and more problem constraints? We use an algebraic method called the simplex method, which was developed by George B. DANTZIG (1914-2005) in 1947 while on assignment with the U.S. Department of the air force. Standard Maximization Problems in Standard Form A linear programming problem is said to be a standard maximization problem in standard form if its mathematical model is of the following form: Maximize the objective function Subject to problem constraints of the form With non-negative constraints Slack Variables “A mathematical representation of surplus resources.” In real life problems, it’s unlikely that all resources will be used completely, so there usually are unused resources. Slack variables represent the unused resources between the left-hand side and right-hand side of each inequality. Basic and Nonbasic Variables Basic variables are selected arbitrarily with the restriction that there be as many basic variables as there are equations. The remaining variables are non-basic variables. This system has two equations, we can select any two of the four variables as basic variables. The remaining two variables are then non-basic variables. A solution found by setting the