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Showing posts from February 13, 2015

SIMPLEX METHOD

Simplex method is an iterative procedure that allows to improve the solution at each step. This procedure is finished when it isn't possible to improve the solution. Simplex method is based on the following property: if objective function, F, doesn't take the max value in the A vertex, then there is an edge starting at A, along which the value of the function grows. You should take care about Simplex method only works with "≤" type inequality and independent coefficients higher or equal to zero, and you will have to standardize the restrictions for the algorithm. Case after this procedure "≥" o "=" type restrictions appear (or not modified) you should try other ways, being Two-Phase Simplex method the best choice. Model of the problem is prepared to adapt it to the Simplex Method This is the standard way of the model: Objective function: c 1 ·x 1  + c 2 ·x 2  + ... + c n ·x n Subject to: a 11 ·x 1