REVISED SIMPLEX METHOD

The Revised Simplex Method offers an Efficient

Computational procedure for solving Linear
Programming Problem.

The iterative steps of the Revised Simplex Method are

exactly same as in the Simplex Method Tableau.

The main difference is that computation on Revised

Simplex Method are based on matrix manipulation
rather then on row operations.

Used in all commercially available packages. (e.g., IBM

MPSX, CDC APEX III)
We know that

Basic z x Solution
j
1
z 1 1
cB B A j c j cB B b
1 1
XB 0 B Aj B b
 Revised Simplex Algorithm
Consider the following L.P.P
Max (or Min) Z = CX
Subject to
AX = b, X 0, b 0.

Construct a starting basic feasible solution, and let B

and cB be its associated basis and objective
coefficients.
Compute the inverse B1 by using an appropriate
inversion method.
 Algorithm cont

For each nonbasic variable xj compute

1
z j c j = cBB Aj c j
If z j c j 0 in Max. ( 0 in Min.) for all
nonbasic x stop; the optimal solution given
j
by
1
X B = B b,
z = cB X B
 Algorithm cont

Else, determine the entering variable as the

nonbasic x j variable with the most negative
(positive) z j c j in case of Max. (Min.)

1
Compute B A j , corresponding to the entering
variable x j .

Compute B 1b , and hence determine the

leaving variable x i using minimum ratio test.
 Algorithm cont

From the current basis B, form a new basis by

replacing the leaving vector A i with the entering
vector A j , Go to step 2 to start a new iteration.
Example:

Max Z = X1+ X2

Subject to

3X1 + 2 X2 6
X1 + 4X2 4
X1, X2 0
Standard form:-

Max Z = X1+ X2
Subject to
3X1 + 2X2 + S1 = 6
X1 + 4X2 + S2 = 4
X1, X2, S1, S2 0.
 A = ( A1 A2 A3 A4 ),
Where

3 2 1 0
A1 = , A 2 = , A 3 = , A 4 =
1 4 0 1

6
b =
4
s1
Starting Basic Variables X B0 =
s2
Initial Basis Matrix
1 0
B0 = 0
1

c B0 = (0 0)
Starting BFS
1 1 06 6
X B0 = B0 b = =
0 14 4
 Starting Table

Entering Pivot Min.

Basis B-1 X Variable Column Ratio
B
.
1 0 6
s1
0 1 4
s2
Find zj c j for nonbasic variables x 1 , x 2

z 1 c 1 = c B 0 B 0 1 A1 c1
1 03
= (0 0 ) 1
0 1 1
= 1
1
z 2 c 2 = c B0 B 0 A2 c 2
1 02
= (0 0 ) 1
0 14
= 1
 Take x1 , as entering variable

Pivot column

1 1 0 3
B A1 =
0 1 1
3
=
1
 Entering Pivot Ratio.
Basis B-1 Variable Column
XB
s1 1 0 6 3 6/3 =2
x1
0 1 4 1 4/1 =4
s2
New Basic Variables
x1
X B1 = , c B1 = (1 0 )
s2
New basis Matrix
3 0 1 1/3 0
B1 = , B1 =
1 1 1/ 3 1

Obtain
1 1/ 3 06 2
X B1 = B1 b= =
1 / 3 1 4 2
Basis B-1 Entering Pivot Min
XB Variable Col. Ratio

x1 1/3 0 2

s2 -1/3 1 2
Find z j c j
for nonbasic variables x 2 , s 1
1
z 2 c 2 = c B1 B 1 A2 c2 = 1 / 3

1
z 3 c 3 = c B1 B A3 c3 = 1 / 3

Take x2 , as entering variable

Pivot column
1 2/3
B1 A2 =
10 / 3
 New Table

Basis B-1 Entering Pivot Ratio

XB Variable Col.

1/3 0 2 2/3 3
x 1
x2
s -1/3 1 2 10/3 6/10
2
New Basic Variables
x1
XB2 = , cB2 = (1 1)
New basis Matrix
x2
3 2 1 2/5 1 / 5
B2 = , B2 =
1 4 1 / 10 3 / 10

Obtain
1 2/5 1 / 5 6 8 / 5
X B2 = B 2 b= =
1 / 10 3 / 10 4 3 / 5
Find zj c j
for nonbasic variables s1 , s 2

z3 c3 =3/10

z4 c4 =1/10

All zj c j 0 , hence the solution is optimal.

Optimal Solution

x1 8 / 5
XB = =
x2 3 / 5

8/ 5 11
z = cB X B = (1 1) =
3/ 5 5
 Advantages of Revised Simplex Method

For LPP involving large number of variables, the number of

constraints and the amount of computations is very much
reduced.

Less amount of new information needs to be stored in the

memory of the computer from one iteration to other.

There is less accumulation of round-off errors, since the

revised simplex method works only with the original data
Example 2

Minimize z = x1 + 2x2

Subject to
2x1 +5x2 6
x1 + x2 2
x1 0, x2 0
Solve the following Problem by the Revised
Simplex method given the starting basic feasible
vector XB0 = (x2, x4, x5)T

Minimize Z = 7x2 +11x3 -10 x4 + 26x6

Subject To
x2 - x3 + x5+ x6 = 6
x2 - x3 + x4 + 3x6 = 8
x1 + x2 - 3x3+ x4 + x5 =12
x1 , x2 , x3 , x4 , x5 , x6 0
 x2 1 0 1

X B0 = x 4 , B 0 = 1 1 0
x 1 1 1
5

1 1 1

C B0 = ( 7 10 0 ) , B 0 = 1 0
1
1
0 1 1

1 1 1 6 2
1
B0 b = 1 0 1 8 = 6
0 1 1 12 4