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Published bySuhendra Suharto Dharmawijaya Modified over 5 years ago
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Practical Issues Finding an initial feasible solution Cycling
Two phase method Fundamental Theorem Efficiency of Simplex Method
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Initialization What if the origin is not a feasible solution?
Create auxiliary problem as follows Add a new variable x0 Subtract x0 from all constraints Objective: minimize x0 (or maximize –x0) Solve auxiliary problem to find feasible solution or prove problem is infeasible
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Cycling Can the simplex method cycle?
Degenerate basic solutions lead can cause degenerate pivots and can lead to cycling Example in text given for the rules Max coefficient enters Smallest subscript leaves 2 methods are given for eliminating cycling Perturbation or lexicographic method Smallest subscript method
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Fundamental Theorem Every LP in the standard form has the following three properties: If it has no optimal solution, it is infeasible or unbounded If it has a feasible solution, then it has a basic feasible solution First phase of 2-phase simplex proves infeasible or gives basic feasible solution If it has an optimal solution, then it has a basic optimal solution 2nd phase gives basic optimal solution or proves unbounded
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