March 2014
Intermediate to advanced
412 pages
11h 16m
English
Content preview from Numerical Methods and Optimization
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240 Numerical Methods and Optimization: An Introduction
Since the objective function is expressed in terms of nonbasic variables only,
the only way for us to change the value of z is by changing at least one of
the nonbasic variables from 0 to some positive value (recall that all variables
must be nonnegative). To increase the value of z, we can increase the value of
a nonbasic variable that has a positive coefficient in the objective. Due to the
linearity of the objective function, increasing a variable by 1 unit will change
the objective by value equal to the coefficient of that variable in the z-row
of the dictionary. Thus, to get the highest possible increase in the objective
per unit of increase in the variable value, it makes sense to try to increase ...
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