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I was wondering if there is any write up that shows how to perform dual simplex with boxed variables where l <= x <= u and preferably with a small example (like 4-5 variable problem with a few iterations).

I tried searching but I keep getting into some dissertations.

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3 Answers 3

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Two good options:

The second one is a dissertation but I don't understand why this should be an issue.

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  • $\begingroup$ Thanks! I was just hoping for something with simple ratio tests and a bit self contained. Like maybe a 4-5 pages of write up with a few small examples. $\endgroup$
    – Morpheus
    Dec 26, 2022 at 7:05
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A textbook that deals with this at the undergraduate level is Chvatal's Linear Programming. Sadly, it's out of print, but you might be able to find it in an academic library.

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For simplicity, you can write the bounded variable as two additional constraints. In the following example, there are four positive variables with a bounded variable $3 \leq x_1 \leq 5$.

\begin{array}{l} \text{Maximize} & Z = -15x_1 - 10x_2 - 8x_3 - 4x_4\\ \text{subject to:}& \\ &-3x_1 - 5x_2 - 3x_3 \leq -5\\ &-5x_1 - 2x_2 - 6x_4 \leq -3\\ &x_1 \geq 3\\ &x_1 \leq 5\\ &x_1, x_2, x_3, x_4 \geq 0, \end{array}

Now, by performing the dual simplex algorithm the problem is solved in four iterations.

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To try that yourself please, took a look at this link.

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