Advanced Topic 39 of 51 Math for Computing
Simplex Method
Classic algorithm for linear programs.
How it works
The simplex method, developed by George Dantzig, solves linear programs by moving from one vertex of the feasible polyhedron to an adjacent one with a better objective value until no improvement is possible. In tableau form, it chooses an entering variable with a favorable reduced cost, finds the leaving variable with a minimum ratio test and pivots using row operations. Phase one finds an initial feasible solution, and anti-cycling rules such as Bland's rule prevent endless loops. Worst-case time is exponential, but it is very fast in practice.
Where it is used
Industrial optimization software, logistics, refinery blending, airline crew planning and teaching linear programming use the simplex method or its variants such as the dual simplex.
Common pitfall
Degenerate pivots can stall progress, and numerical instability appears with poorly scaled problems. Tableau implementations are memory heavy for large problems; revised simplex is preferred. Detecting unbounded and infeasible cases requires careful handling. Scale the problem, use presolve, and rely on tested solver implementations.
Where it fits in the course
Simplex Method is topic 39 of 51 in Math for Computing, rated Advanced. It follows Linear Programming. The next topic is Numerical Methods.
Practice and explore
- Open the interactive lesson, with a mini quiz.
- Take the Math for Computing quiz.
How to study this topic
- Read the explanation above and restate the definition in your own words.
- Open the interactive lesson and answer its mini quiz.
- Read the common pitfall, then write a short example that avoids it.
- Check your understanding in the Math for Computing quiz, and revisit the topic if you miss a question.
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Related topics
- Linear Programming (Math for Computing)
- Numerical Methods (Math for Computing)
- Lagrange Multipliers (Math for Computing)
- Floating Point Error (Math for Computing)