Skip to main content Accessibility help
×
Hostname: page-component-84b7d79bbc-dwq4g Total loading time: 0 Render date: 2024-07-26T23:33:12.906Z Has data issue: false hasContentIssue false

Appendix D - The revised simplex method

Published online by Cambridge University Press:  06 July 2010

Gerard Cornuejols
Affiliation:
Carnegie Mellon University, Pennsylvania
Reha Tütüncü
Affiliation:
Quantitative Resources Group, Goldman Sachs Asset Management, New York
Get access

Summary

As we discussed in Chapter 2, in each iteration of the simplex method, we first choose an entering variable looking at the objective row of the current tableau, and then identify a leaving variable by comparing the ratios of the numbers on the right-hand side and the column for the entering variable. Once these two variables are identified we update the tableau. Clearly, the most time-consuming job among these steps of the method is the tableau update. If we can save some time on this bottleneck step then we can make the simplex method much faster. The revised simplex method is a variant of the simplex method developed with precisely that intention.

The crucial question here is whether it is necessary to update the whole tableau in every iteration. To answer this question, let us try to identify what parts of the tableau are absolutely necessary to run the simplex algorithm. As we mentioned before, the first task in each iteration is to find an entering variable. Let us recall how we do that. In a maximization problem, we look for a nonbasic variable with a positive rate of improvement. In terms of the tableau notation, this translates into having a negative coefficient in the objective row, where Z is the basic variable.

To facilitate the discussion below let us represent a simplex tableau in an algebraic form, using the notation from Section 2.4.1.

Type
Chapter
Information
Publisher: Cambridge University Press
Print publication year: 2006

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Save book to Kindle

To save this book to your Kindle, first ensure coreplatform@cambridge.org is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

Available formats
×

Save book to Dropbox

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.

Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

Available formats
×