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Simplex algorithm

math Maturity 7-9 Next article →

Math can help us find the best way to do things. This is called linear programming.

Simplex algorithm
Simplex algorithm

It helps us reach a goal while following certain rules. These rules are called constraints. One way to solve these problems is the simplex algorithm. It was created by George Dantzig. This method helps us find the best possible answer among many choices.

To understand how it works, imagine a geometric shape called a polytope.

Simplex-description-en
Simplex-description-en

This shape is formed by all the possible answers that follow the rules. The corners of this shape are called vertices. We call a solution found at a corner a basic feasible solution. The algorithm works by walking along the edges of this shape. It moves from one corner to another to find the best one.

Simplex-method-3-dimensions
Simplex-method-3-dimensions

Each step takes us toward a better answer.

George Dantzig developed this method during World War II. He worked for the US Army Air Force. At that time, he used a desk calculator for his planning. A colleague challenged him to make the process automatic in 1946. Dantzig used ideas from the work of Wassily Leontief. He realized he could turn ground rules into an objective function. This is a mathematical goal that we want to maximize.

Finding the best answer happens in two main steps. The first step is called Phase I. In this phase, the math looks for a starting corner. If no corner can be found, the problem is called infeasible. This means there are no answers that follow all the rules. The second step is called Phase II.

Simplex-method-3-dimensions
Simplex-method-3-dimensions

This phase starts at the first corner and moves along the edges. It continues until it reaches the best corner or an infinite edge.

We can use math symbols to show how the algorithm moves. A pivot operation is the way the math jumps between corners. It changes which variables are part of the solution. One variable enters the group while another leaves. This process is done using a table called a tableau. The tableau helps keep track of all the numbers. By following these steps, the algorithm always finds the best answer or tells us if no answer exists.

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File:Simplex-method-3-dimensions.png
Simplex-method-3-dimensions.png
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