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

* Sensitivity Analysis Example (Sensitivity Analysis) We will examine these ideas via an example. The optimal basic solution is * * Sensitivity Analysis In this case, the optimal basis keeps the same and * * Sensitivity Analysis The feasibility condition will remain satisfied as long as * * Sensitivity Analysis * * Sensitivity Analysis 2a) The optimality condition of the basis keeps if In this case, the optimal basis keeps the same. * * Sensitivity Analysis the reduce costs? the new value of the objective? * * Sensitivity Analysis The new value of the objective is * * Sensitivity Analysis In this case, the optimal basis keeps the same. * * Sensitivity Analysis * * Sensitivity Analysis * * Sensitivity Analysis * * Sensitivity Analysis * * Summary: Knowledge points covered in LP * * Initially, we depart from our usual strategy of considering problems in standard form, since the duality relationship is most symmetric for problems expressed solely in terms of inequalities. * The relationship between the constraints and variables in the primal and dual problems can be summarized as follows. * Degeneracy A BFS is a degenerate BFS if one or more basic variables are zero in the BFS. Example: * 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 * * Degeneracy Consider the problem: * * 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. * * Termination * * Termination The same as the initial basis * * Termination Terminating with degeneracy The Bland’s rule is often used to handle degenerate problems. * * 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. * * Termination * * The Dual Problem(对偶