Skip to Main Content
Introduction to Linear Optimization and Extensions with MATLAB®
book

Introduction to Linear Optimization and Extensions with MATLAB®

by Roy H. Kwon
September 2013
Intermediate to advanced content levelIntermediate to advanced
362 pages
8h 44m
English
CRC Press
Content preview from Introduction to Linear Optimization and Extensions with MATLAB®
110 Introduction to Linear Optimization and Extensions with MATLAB
R
Using as an initial basis B
0
the columns associated with x
1
, x
2
, and x
3
,
the following summary of the iterations is obtained:
Table 3.1 Example of cycling
Iteration Entering Leaving Basic variables Obj value
0 x
1
= 0, x
2
= 0, x
3
= 1 0
1 x
4
x
1
x
4
= 0, x
2
= 0, x
3
= 1 0
2 x
5
x
2
x
4
= 0, x
5
= 0, x
3
= 1 0
3 x
6
x
4
x
6
= 0, x
5
= 0, x
3
= 1 0
4 x
7
x
5
x
6
= 0, x
7
= 0, x
3
= 1 0
5 x
1
x
6
x
1
= 0, x
7
= 0, x
3
= 1 0
6 x
2
x
7
x
1
= 0, x
2
= 0, x
3
= 1 0
At the end of iteration 6, the simplex method revisits the initial basis
B
0
. Thus, the simplex method will cycle indefinitely and never terminate in
this case if the entering and leaving variable ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

MATLAB Optimization Techniques

MATLAB Optimization Techniques

César Pérez López
Practical Financial Optimization: A Library of GAMS Models

Practical Financial Optimization: A Library of GAMS Models

Stavros Zenios, Andrea Consiglio, Soren S Nielson

Publisher Resources

ISBN: 9781439862636