Minimum ratio test

Minimum Ratio Test

The minimum ratio test computes the largest feasible simplex step and chooses the leaving variable.

Formula

\[\theta^*=\min_{i:u_i>0}\frac{x_{B(i)}}{u_i},\qquad u=B^{-1}A_j.\]

Reason

Every positive $u_i$ creates an upper bound on $\theta$; the smallest bound is the first variable to hit zero.

Zero Ratio

If the minimum ratio is zero, the pivot is degenerate.

No Positive u

If no $u_i>0$, no leaving variable exists. With negative reduced cost, the LP is unbounded below.

Checklist

Use only positive $u_i$ and choose the smallest ratio.

See Also

Exam checkpoint

For simplex questions in minimization form, negative reduced costs indicate possible improvement. Use $u=B^{-1}A_j$, apply the ratio test only to positive components of $u$, then update the basis.

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Minimum ratio test
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