Linear Programming

Graphical Method

Simplex Algorithm

Table Method

  • Faster than the equation method (less verbose);

  • Less semantically clear than the equation method;

  • Z column must only contain 0's or 1's;

  • We chose the pivot col by selecting the most negative value in the Z row;

  • The algorithm stops when the Z row contains only positive values;

  • Rows "labels" contain only the positive decision variables.

  1. Add the decision variables to the table;

  2. Find the evident solution with the decision variables = 0; When we don't have an evident solution (all decision variables = 0), we add an artificial variable to the table. Then, we try to find a solution where the artificial variable = 0, and once we find it, we continue the algorithm without the artificial variable.

  3. Do the table;

  4. While the Z row contains negative values:

    1. Choose the pivot column: the most negative value in the Z row;

    2. Choose the pivot row: the line where (values column / pivot column) is the smallest positive value in the Z row;

    3. Change the base:

Equation Method

  • Slower than the graphical method (more verbose);

  • More semantically clear than the table method;

Branch and Bound

  • Used to solve integer linear programming problems;

  • Multiple simplex algorithms are used until we find a solution where all decision variables are integers.

  • Multiple graphical methods can speed up the process: On the same graph, we draw the lines the problem's constraints, then we draw the lines each subproblem's constraints.

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