May 2015
Intermediate to advanced
466 pages
10h 33m
English
Content preview from Optimization
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123Linear Programming
Since the constraints are of ≥ type, the dual problem is not in standard
form. Writing the constraints in the canonical form,
Ax = b
where
A x=
=
−
−
− −
− −
1 0 1 0 0 0
0 1 0 1 0 0
2 1 0 0 1 0
1 3 0 0 0 1
;
xx
x
x
x
x
x
1
2
3
4
5
6
3
4
25
26
=
−
−
−
−
; b
TABLE 4.3
Algorithm for the Dual-Simplex Method
Step 1: Write the dual LPP in canonical form
Minimize z = c
T
x
subject to Ax = b
x ≥ 0
Compute matrices B and N from matrix A, corresponding to basic and nonbasic variable sets.
c
N
and c
B
are the cost coefcients of basic and nonbasic variables. Print the initial tableau.
Step 2: Compute minimum(b
i
), which gives ...
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