EconPapers    
Economics at your fingertips  
 

The Simplex Method

David G. Luenberger and Yinyu Ye
Additional contact information
David G. Luenberger: Stanford University
Yinyu Ye: Stanford University

Chapter Chapter 3 in Linear and Nonlinear Programming, 2016, pp 33-82 from Springer

Abstract: Abstract The idea of the simplex method is to proceed from one basic feasible solution (that is, one extreme point) of the constraint set of a problem in standard form to another, in such a way as to continually decrease the value of the objective function until a minimum is reached. The results of Chap. 2 assure us that it is sufficient to consider only basic feasible solutions in our search for an optimal feasible solution. This chapter demonstrates that an efficient method for moving among basic solutions to the minimum can be constructed.

Keywords: Revised Simplex Method; Basic Feasible Solution; Relative Cost Coefficients; Simplex Procedure; Northwest Corner Rule (search for similar items in EconPapers)
Date: 2016
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-3-319-18842-3_3

Ordering information: This item can be ordered from
http://www.springer.com/9783319188423

DOI: 10.1007/978-3-319-18842-3_3

Access Statistics for this chapter

More chapters in International Series in Operations Research & Management Science from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-04-01
Handle: RePEc:spr:isochp:978-3-319-18842-3_3