I have tried to solve this Linear Program:
max z = −2*x1 − x2
s.t. −2*x1 + x2 + x3 ≤ −4
x1 + 2x2 − x3 ≤ −6
x1,x2,x3≥0
Choosing -6, wouldn't work unless 0 is allowed as a ratio.
Choosing -4 works but on the next iteration, row 1 (second constraint) has a negative RHS (-4) but the coefficients for all the constraints are positive (problem)
z x1 x2 x3 s1 s2 | RHS | Basic Variables
-------------------------|-----|----------------
1 0 2 1 1 0 | -4 |
0 1 -1/2 -1/2 -1/2 0 | 2 | x1
0 0 5/2 0 1/2 1 | -4 | s2
I assume that this problem is infeasible in the case however I'm not sure as I am not very confident with this method. If I am wrong in my assumption could someone demonstrate, with this example, how the dual simplex method would be applied.
Math overflow answer:
0 Ratios do count for this method:
Solved:
Initial Tableau:
Iteration 1:
Iteration 2:
Complete
Optimal Primal Solution: