Optimization

391Appendix B

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% MATLAB code dual_step1.m (Solves step 1 of the problem)

% Gomory’s method (All-integer problem)

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% The matrix A and b corresponds to equation Ax=b

% c -> vector of cost coefficients

% basic_set -> set of basic variables

% nonbasic_set -> set of nonbasic variables

% B -> matrix containing basic variable columns of A

% N -> matrix containing nonbasic variable columns of A

% xb -> basic variables

% y -> simplex multipliers

% cb -> cost coefficients of basic variables

% cn -> cost coefficients of nonbasic variables

%

clear all

clc

format rational

format compact

A = [1 0 7/11 1/11 0;

0 1 -4/11 1/11 0;

0 0 -7/11 -1/11 1];

b = [85/11;30/11;-8/11]; ...