Linear Programming Optimization: The Simplex Method

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Part 3: The algorithm under the hood

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Up until now, this series has covered the fundamentals of linear programming. In this text, we’re going to move from basic concepts into the main points under the hood! This text will cover the simplex method, which is the algorithm that is commonly used to unravel linear programming problems. While we are going to solve a straightforward linear programming example by hand with the simplex method, our focus will likely be on the intuition of the algorithm relatively than memorizing the algorithmic steps (we have now computers for that form of stuff!).

Here is what we will cover:

  1. Why the simplex method is required
  2. Moving from graphical solutions to algebraic
  3. Demonstrating how the simplex method works with a straightforward example

In the primary article of this series, we went over how the attributes of linear programming allow it to only consider the corner points of constraints as potential optimal solutions. It is a very powerful feature that narrows an infinite solution space to a finite solution space. Within the examples we reviewed, we only had a number of constraints and a number of variables — we even solved a few of them by hand! After taking a look at…

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