chapter3Thesimplexalgorithm.pptVIP

2006-3-8 lifengbing The simplex algorithm The typical form of linear programming The optimality conditions The simplex method The Big M method and the Two-Phase Method The simplex tableau in matrix form Exercises The typical form of linear programming The traits of the typical form The optimality conditions for LPs Pivoting operations The simplex algorithm The simplex tableau in matrix form * * Example: Find out the difference between the two following problems There is an identity matrix in constraints as a basic matrix. The objective function is rewritten to be a constraint and a simple goal (maximization) The objective function only contains the nonbasic variables, that is , the coefficients (test indicators) of all the basic variables are zeros Example: Convert the following problem to its’ typical form and find a basic solution Example: Convert the following problem to its’ typical form and find a basic solution Example: Use a table to express the typical form for the following problems The simplex tableau for the typical form Theorem1: For the typical form of linear programming, assume all the test indicators of non-basic variables and all the right-hand sides are nonnegative , then the current basic feasible solution is an optimal one. Theorem2: For the optimal simplex tableau, if some one indicator of a nonbasic variable is zero and its coefficients in constraint has at least one positive element, then the LP has infinitely many optimal solutions Theorem3: For the typical form of linear programming with all the right-hand sides nonnegative, if some one test indicator is negative and all the corresponding coefficients in constraint are non-positive, then the LP has no optimal solution Problem: For the following problem, how to find another basic feasible solution with elementary transformation . In order to find another basic feasible solution, it is must be ensured to satisfy the following two conditions. The right hand sides are always nonne