Linear Programming Terminology

• The carpenter problem is an example of a linear program.

• T and B (the number of tables and bookcases to produce
weekly) are decision variables.
• The profit function is an objective function.
• The side conditions are called constraints.
• The feasible region is the region containing points satisfying
all of the constraints.
• An extreme point is a vertex of the feasible region.

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Question:

What makes the carpenter problem a linear program?

Answer:
• Whenever a decision variable appears in the objective function
or a constraint, it must appear linearly, that is, it must appear
only as a power term with an exponent of 1, possibly multiplied
by a constant (for example, 25T + 30B is OK, but 25T 2 and
25BT are not).
• The objective function is unique (there is only one quantity to
optimize).
• The decision variables are permitted to assume real values
(they are not restricted to integer values).
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Observations about the carpenter problem

The optimal solution occurred at one of the extreme points (ver-

tices) of the feasible region.

The feasible region was a convex set (a set is not convex if you
can draw a line segment joining two points in the set which does
not lie entirely within the set).

These observations hold in general, and have been exploited to

develop methods (for example, the simplex method) to solve
linear programs efficiently.

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Comment on the number of solutions for a linear pro-
gram

For the carpenter problem, we found a unique solution. It is

possible for a linear program to have no solutions, or an infinite
number of solutions.

A linear program has no solutions when the feasible region is

empty (in that case, the constraints are inconsistent) or when
the feasible region is unbounded.

Exercise: Tweak the numbers in the carpenter problem so that

it has an infinite number of solutions instead of a unique solution.

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In general (that is, for linear programs with a non-empty and
bounded feasible region), the optimal solution for a linear pro-
gram occurs at one of the extreme points of the feasible region.

This suggests the following solution procedure:

1. Find all intersection points of all constraints.

2. Reject all intersection points that are not feasible.

3. For all remaining intersection points, namely those that are extreme
points of the feasible region, evaluate the objective function.

4. Choose the extreme point(s) with the largest/smallest value for the ob-
jective function.

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The above procedure is easy to follow when the number of de-
cision variables is 2. In that case, such as for the carpenter
problem, we can graph the feasible region, and visually decide
whether a particular point of intersection is feasible or not.

However, it is not immediately obvious how to do this when there

are more than 2 decision variables. In this case, such as for the
horse-feeding problem, the feasible region is in Rn, where n is
the number of decision variables.

What is needed is an algebraic procedure to decide whether a

point of intersection is feasible or not . . .

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Slack variables

The idea of a slack variable is to turn an inequality constraint

into an equality constraint.

Let yi be the slack variable for the ith constraint (not including
the non-negativity constraints). Add/Subtract the slack variable
to/from the constraint in such a way (and replace the inequality
to an equality) that the value of yi means the following:

• If yi > 0, the ith constraint is satisfied with room to spare (with slack).
• If yi = 0, the ith constraint is just satisfied.
• If yi < 0, the ith constraint is violated.

That is, yi will measure the extent to which the ith constraint is
satisfied.
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Slack variables & number of intersection points

Let the original linear program have m decision variables and

n constraints. Then the number of intersection points to be
considered is
!
n n!
= .
m m!(n − m)!

For the carpenter problem, m = 2 and n = 4, so the number of

4! = 24 = 6.
intersection points to be considered was 2!2! 4

For the horse-feeding problem, m = 4 and n = 7, giving 35

points of intersection to be considered. Using slack variables,
this can be done systematically, but it’s tedious!

A more efficient method is needed . . .

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The Simplex Method for Linear Programs

• Efficient method of solution that does not require examination

of all points of intersection.
• Algorithm for moving from one feasible extreme point to an-
other in such a way that the objective function is always im-
proved (never worse at the least).
• The algorithm will find optimal solutions whenever they exist.

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10
Logic of the Simplex Method

1. As soon as you arrive at a new corner of the feasible region,

adjust the dictionary. That is, rewrite the constraints so
that the non-corner variables and the objective function are
expressed in terms of the corner variables.

2. Examine the objective function as expressed in the current

dictionary. Suppose that V1, . . . , Vn are the current corner
variables, and that the objective function now reads as P =
P0 + k1V1 + . . . + kn Vn. Then:

(a) If all the ki ’s are strictly less than zero, terminate the
algorithm.
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 (b) If none of the ki ’s are strictly positive, but some ki = 0,
then we are at an optimal corner, but there may exist
other optimal solutions. Terminate the algorithm.

(c) If some of the ki’s are positive, then increase any variable
Vi whose coefficient ki is the largest. Increase Vi to the
maximal allowable extent (that is, Vi loses status as corner
variable; it is referred to as the entering variable). In doing
so, some non-corner variable will necessarily fall to zero
(that is, it will gain status as corner variable; it is referred
to as the exiting variable). In this way, you are moving to
a new corner of the feasible region.

3. Go back to step 1, until the algorithm terminates.

Tableau Notation for the Simplex Method

The tableau for corner 1 of the carpenter problem is as follows:

t b y1 y2 RHS
20 30 1 0 60
5 4 0 1 12
25 30 0 0 P-160
• Objective row: Last row, representing the objective function.
• Basic rows: All other rows, representing a constraint each.
• Corner variables: Those with non-elementary columns (here, t and b).
• Non-corner variables: Those with elementary columns (here, y1 and y2 ).

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The Simplex Method using Tableaus

To move from one feasible corner to another, we proceed as

follows:

Pick a corner of the feasible region to start at (usually the trivial

corner), and make sure that the objective function is expressed
solely in terms of the corresponding corner variables. Adjust the
objective row if necessary.

1. Examine the objective row, and select the largest positive

coefficient (assuming we’re maximizing the objective func-
tion). Place a vertical arrow under this coefficient. The
corresponding column is called the pivot column, and the
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 corresponding variable is the entering variable (this vari-
able will lose corner-variable status). If there are no positive
coefficients, you’re done.

2. Determine the maximal possible increase in the entering vari-

ables as follows. Consider the entries in the basic rows of the
pivot column. Divide each such entry into the right-hand en-
try in the same row, and record the coefficients obtained.
Choose the row determined by the smallest positive coef-
ficient and place a horizontal arrow next to this row. This
row is called the pivot row. The corresponding variable (the
one with entry 1) is called the exiting variable (it will gain
corner-variable status).

3. Determine the new corner variables (old corner variables -

entering variable + exiting variable).
4. Pivot. That is, perform elementary row operations (cf. linear
algebra) to transform the dictionary at the old corner to the
dictionary at the new corner. The pivot entry (the one entry
that is in both the pivot column and the pivot row) must
become 1, and all other entries in the pivot column must
become 0.

5. Go back to step 1 . . .