Article | REF: AF1254 V1

Linear Programming. Methods and Applications

Author: Jean-François SCHEID

Publication date: October 10, 2015

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4. Simplex method

The simplex method was developed by G. Dantzig (1947). It comprises two phases:

  • phase 1 – initialization: find a feasible basic solution (or detect the impossibility: DR=ϕ );

  • phase 2 – progression: move from one vertex to a neighbouring vertex to increase the objective function F (or detect a non-major objective function F).

The terminology of the simplex method comes from the fact that we call n-simplex, or simply simplex, the convex envelope of a set of n + 1 points (n = 1: a segment, n = 2: a triangle, n = 3: a tetrahedron).

We'll start by describing phase 2, i.e....

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Simplex method