Why Real Solvers Use Revised Simplex
Examines the computational reasons that production LP solvers implement the revised simplex method instead of the explicit tableau: smaller working memory, preservation of sparsity in the constraint matrix, and lower per-iteration flop counts. Students compute concrete memory and arithmetic comparisons for realistically-sized LPs.
Tutorial
Working Memory: Tableau vs. Basis Inverse
Real linear programs typically have — many more variables than constraints. A logistics LP might have constraints but decision variables. Working memory becomes a first-order concern.
The explicit simplex tableau maintains every entry of an array of numbers across every iteration: stored entries.
The revised simplex method maintains only:
- the basis inverse (or, equivalently, its factorization), an object — stored entries;
- read-only access to the original problem data (which both methods need to load anyway).
The relevant comparison is
Notice that does not depend on When the tableau is approximately times larger than the basis inverse.
Illustration:
- Tableau: entries.
- Basis inverse: entries.
- Ratio:
For industrial-scale LPs with the tableau is roughly the basis inverse — often the difference between fitting in fast memory and not.