最优化-lec3 Degeneracy 最优化理论与方法课件（英文版－南京大学）.ppt

1 Degeneracy A BFS is a degenerate BFS if one or more basic variables are zero in the BFS. Example: 2 Degeneracy Suppose that at some iteration in the simplex method, we have the following situation: The above situation can lead to the following consequence: degenerate problem 3 Degeneracy Consider the problem: 4 Termination Terminating without degeneracy If we don’t meet any degenerate problem when applying the simplex method, we can always terminate as indicated by the following theorem. 5 Termination 6 Termination The same as the initial basis 7 Termination Terminating with degeneracy The Bland’s rule is often used to handle degenerate problems. 8 Termination Terminating with degeneracy [Reference] Robert G. Bland, New finite pivoting rules for the simplex method, Mathematics of Operations Research 2 (1977) pp. 103-107. 9 Termination 10 The Dual Problem(对偶问题) For every linear programming problem there is a companion problem It is called the “dual” linear program The roles of variables and constraints are reversed Consider a baker who makes and sells two types of cakes, one simple and one elaborate. Both cakes require basic ingredients (flour, sugar, eggs, …), as well as fancier ingredients such as nuts and fruit for decoration and flavor, with the elaborate cake using more of the fancier ingredients. There are also greater labor costs associated with the elaborate cake. The baker would like to maximize profit. Example 11 The Dual Problem Suppose that some other company would like to take over the baker’s business. What price should be offered? A price could be determined by setting values on the baker’s assets (plain ingredients, fancy ingredients, and labor). This is the dual problem, which allows us to determine the daily value of the baker’s business. 12 The Dual Problem While it’s possible to define a dual to any linear program, the symmetry of the two problems is most obvious when the linear program is in canonical form. Primal LP Dual LP If the