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Review: Jeff Chak-Fu WONG

This document provides an overview of topics related to mathematics for logistics, including: 1. The simplex method for solving linear programs and its variants. 2. Artificial variable techniques like the two-phase simplex method. 3. Other concepts like duality, integer linear programming, and the revised simplex method. 4. Each section provides 1-3 main points about each topic.

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28 views9 pages

Review: Jeff Chak-Fu WONG

This document provides an overview of topics related to mathematics for logistics, including: 1. The simplex method for solving linear programs and its variants. 2. Artificial variable techniques like the two-phase simplex method. 3. Other concepts like duality, integer linear programming, and the revised simplex method. 4. Each section provides 1-3 main points about each topic.

Uploaded by

julianli0220
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Review

Jeff Chak-Fu WONG


Department of Mathematics
Chinese University of Hong Kong

jwongmath. uhk.edu.hk

MAT581SS
Mathematics for Logistics
Produced by Jeff Chak-Fu WONG

ABLE OF

TABLE OF C ONTENTS
1. The Simplex Method
2. Artificial Variable Technique
3. Variants OF Simplex Method
4. The Revised Simplex Method
5. Duality in Linear Programming
6. Integer Linear Programming

C ONTENTS

T HE S IMPLEX M ETHOD
1. Graphical Method
2. For getting the new elements in the simplex tableau we are first
explicitly, and
computing the inverse of the new basis matrix B
then using the same to get XB , yj , zj etc.
3. Pivoting in the simplex method.

HE

S IMPLEX M ETHOD

The flow chart given in Figure 1 details all the steps involved in the
simplex method.
Initial b.f.s

Compute all (z - c )
j

YES
Are all (z - c ) > 0 ?
j

YES

Is some (z j - c j) < 0
and for that y ij < 0?

Optimal
Solution

STOP

Unbounded
Solution

NO !
(z - c ) = min { z - c }
k

x / yrk = min { x / y
Br

Bi

ik

| y > 0}
ik

Enter a k and take b r out


Get new basis matrix B and repeat

Figure 1:
HE

S IMPLEX M ETHOD

A R TIFICIAL VARIABLE T ECHNIQUE


1. The big M method
2. The two-phase simplex method

A RTIFICIAL VARIABLE T ECHNIQUE

VARIANTS OF S IMPLEX M ETHOD


1. Degeneracy and cycling
2. Unbounded solution
3. Multiple solution or alternative optimum solution
4. No feasible solution
5. Unrestricted variables

VARIANTS OF S IMPLEX M ETHOD

T HE R EVISED S IMPLEX M ETHOD


1. The Revised Simplex Method in a direct computation approach
2. The Revised Simplex Method in a tableau form

HE

R EVISED S IMPLEX M ETHOD

D UALITY IN L INEAR P ROGRAMMING


1. The Dual Problem
2. Duality Theorem
3. Dual Simplex Method

D UALITY IN L INEAR P ROGRAMMING

NTEGER

I NTEGER L INEAR P ROGRAMMING


1. Gomorys Cutting Plane Method for All Integer LP
2. Gomorys Cutting Plane Method for Mixed Integer LP
3. Land and Doigs branch and bound method

L INEAR P ROGRAMMING

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