Classical Derivation of the Necessary and Sufficient Conditions for Optimal Linear Programs

Published Online:https://doi.org/10.1287/opre.19.4.1045

This paper presents a new derivation of the key ideas of Dantzig's simplex algorithm by using the differential approach to nonlinear programming. Specifically, the necessary condition shows that a candidate for the optimum is a basic feasible solution, while the sufficiency condition indicates that the optimality indicator (cjzj) for nonbasic variables xj must be nonpositive (nonnegative) in order for a maximization (minimization) linear program to be optimal.

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