
Chapter 21
Solving Linear Optimization Problems
21.1 Introduction
The Simplex algorithm, due to George B. Dantzig, is used to solve linear opti-
mization problems. It is a tabular solution algorithm and is a powerful computational
procedure that provides fast solutions to relatively large-scale applications. There are
many software implementations of this algorithm, or variations of it. The basic algo-
rithm is applied to a linear programming problem that is in standard form, in which
all constraints are equations and all variables non-negative. This chapter presents the
general principles and the basic concepts of numerical solution to linear optimization ...