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LP standard model in
matrix form
Maximize o Minimize z = CX
s. t.
(A,I) X = b
X0
LP standard model in
matrix form
X ( x1 , x2 ,..., xn ) ,
T
a11
a
21
A
...
am1
C (c1 , c2 ,..., cn )
a1,n m
a12
...
a22
...
... a2,n m
...
am 2 ... am ,n m
b1
b
2
...
bm
LP standard model in
matrix form
LP standard model in
matrix form
This means that the n elements of
vector X include any augmented
variables (defect, excess and
artificial), where the m elements
located to the right edge represent
the variables corresponding to the
initial solution.
Example:
Let
( A, I) X P j x j
j 1
1 CI
0 A
z
0
C II
X I
I
b
X II
BXB=b
and
1 CB
B
0
z=CBXB
z 0
XB b
z 1 CBB
1
B
XB 0
0 CBB b
b B1b
1 CBB
1
0
B
1 CI
0 A
C II
1 C B B1
X I
1
0
B
X
II
0
b
Basic
XI
XII
CBB-1A-CI
CBB-1-CII
CBB-1b
XB
B-1A
B-1
B-1b
I m (e1 , e2 ,..., em )
B Pj
j
Bnxt-1=EB-1
Where:
j
1
j
2
j
r
j
r
...
j
1/ r
...
j / j
m
r
rth place
Example:
Step 1
Incoming vector Pj
z j c j YPj c j
Step 1
In maximization (minimization)
problems, choose the incoming vector Pj
with the more negative (positive) zj-cj;
ties are broken arbitrarily.
If every zj-cj are greater or equal than 0,
the optimal solution is reached and it is
given by:
XB =B-1b and z = CBXB
Otherwise go to step 2.
Step 2
Outgoing vector Pr
Step 2
( B 1b) k
j
min
, k 0
j
k
k
Step 3
Next basis
Given the current inverse basis B-1, it
is known that the next inverse basis
is given by:
Bnxt-1=EB-1
Now set B-1 = B-1nxt and go back to step
1.
Step 3
Steps 1 and 2 are exactly the same as
those in the original simplex tableau,
as it is shown in the following table:
Step 3
Basic
x1
z1-c1
XB
x2
z2-c2
xj
xn
zj-cj
zncn
B-1Pj
Solutio
n
B-1b