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Advanced Topics in Linear Programming† In this chapter, we discuss six advanced linear programming topics: the revised simplex method, the product form of the inverse, column generation, the Dantzig–Wolfe decomposi- tion algorithm, the simplex method for upper-bounded variables, and Karmarkar’s method for solving LPs. The techniques discussed are often utilized to solve large linear programming problems. The results of Section 6.2 play a key role throughout this chapter. 10.1 The Revised Simplex Algorithm In Section 6.2, we demonstrated how to create an optimal tableau from an initial tableau, given an optimal set of basic variables. Actually, the results of Section 6.2 can be used to create a tableau corresponding to any set of basic variables. To show how to create a tableau for any set of basic variables BV, we first describe the following notation (assume the LP has m constraints): BV any set of basic variables (the first element of BV is the basic variable in the first constraint, the second variable in BV is the basic variable in the second constraint, and so on; thus, BV is the basic variable for constraint j j in the desired tableau) b right-hand-side vector of the original tableau’s constraints a column for x in the constraints of the original problem j j B