The simplex method

In this lesson we describe the simplex method which is the most common and well known method for solving linear programming problems. The method is described in great detail and several examples of applications are used to illustrate the different steps of the simplex algorithm. A given linear programming problem having a particular structure is presented that allows solving the problem immediately. The idea of the simplex is to obtain this very convenient structure by exchanging sequentially basic and non-basic variables. This means moving from an extreme point of the feasible region to another extreme point in each step until an optimum is obtained.