As per the given question,
Let there are m linear equation which has n variables,
{ a 11 x 1 + a 12 x 2 . . . . . . . . . + a 1 n x n = b 1 a 21 x 1 + a 21 x 2 . . . . . . . . . + a 2 n x n = b 2 a 31 x 1 + a 32 x 3 . . . . . . . . . + a 3 n x n = b 3 . . . . . . . . . a n 1 1 + a n 2 x 2 . . . . . . . . . + a n n x n = b n \begin{cases}
a_{11}x_1+a_{12}x_2.........+a_{1n}x_n=b_1 \\
a_{21}x_1+a_{21}x_2.........+a_{2n}x_n=b_2 \\
a_{31}x_1+a_{32}x_3.........+a_{3n}x_n=b_3 \\.
..\\
...\\.
..\\
a_{n_1 1}+a_{n2}x_2.........+a_{nn}x_n=b_n \\
\end{cases} ⎩ ⎨ ⎧ a 11 x 1 + a 12 x 2 ......... + a 1 n x n = b 1 a 21 x 1 + a 21 x 2 ......... + a 2 n x n = b 2 a 31 x 1 + a 32 x 3 ......... + a 3 n x n = b 3 ... ... ... a n 1 1 + a n 2 x 2 ......... + a nn x n = b n
Let it is Ax=b
it have the basic feasible solution if,
A x = b ; x ≥ 0 Ax=b ; x \geq0 A x = b ; x ≥ 0
The Simplex Method uses the pivot procedure to move from one BFS to an “adjacent” BFSwith an equal or better objective function value.
Pivot Procedure:
Choose a pivot element a i j a_{ij} a ij Divide row i of the augmented matrix [ A ∣ b ] [A|b] [ A ∣ b ] by a i j a_{ij} a ij [ . . . a i j . . . a i l . . . . . . . . . . . . . . . . . . . . . . . . a k j . . . a k l . . . ] → [ . . . 1 . . . a i l a i j . . . . . . . . . . . . . . . . . . . . . . . . a k j . . . a k l . . . ] \begin{bmatrix}
...& a_{ij}&... & a_{il}&... \\
...& ...&... &...&...\\
...&...a_{kj}&...&a_{kl}&...\\
\end{bmatrix}\rightarrow \begin{bmatrix}
...& 1&... & \frac{a_{il}}{a_{ij}}&... \\
...& ...&... &...&...\\
...&...a_{kj}&...&a_{kl}&...\\
\end{bmatrix} ⎣ ⎡ ... ... ... a ij ... ... a kj ... ... ... a i l ... a k l ... ... ... ⎦ ⎤ → ⎣ ⎡ ... ... ... 1 ... ... a kj ... ... ... a ij a i l ... a k l ... ... ... ⎦ ⎤
3.For each row k(other than row i), add − a k j x −a_{kj}x − a kj x row i to row k.
The element in row k, column l becomes − a k j × a i l + a k l −a_{kj}×a_il+a_kl − a kj × a i l + a k l
[ . . . 1 . . . a i l a i j . . . . . . . . . . . . . . . . . . . . . . . . a k j . . . a k l . . . ] → [ . . . 1 . . . a i l a i j . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . a k l − a k j a i l a i j . . . ] \begin{bmatrix}
...& 1&... & \frac{a_{il}}{a_{ij}}&... \\
...& ...&... &...&...\\
...&...a_{kj}&...&a_{kl}&...\\
\end{bmatrix} \rightarrow \begin{bmatrix}
...& 1&... & \frac{a_{il}}{a_{ij}}&... \\
...& ...&... &...&...\\
...&...0&...&a_{kl}-\frac{a_{kj}a_{il}}{a_{ij}}&...\\
\end{bmatrix} ⎣ ⎡ ... ... ... 1 ... ... a kj ... ... ... a ij a i l ... a k l ... ... ... ⎦ ⎤ → ⎣ ⎡ ... ... ... 1 ... ...0 ... ... ... a ij a i l ... a k l − a ij a kj a i l ... ... ... ⎦ ⎤
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