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Published byKory Reeves Modified over 9 years ago
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Linear Program MAX C B X B + C NB X NB s.t. BX B + A NB X NB = b X B, X NB ≥ 0
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Important LP Equations
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Important LP Derivatives
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Duality
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Unbounded Solution
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Infeasible Solution
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Multiple Optima
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Degeneracy
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Complementary Slackness derived from duality
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Reduced Cost Negative derivative of objective function with respect to a variable At optimality: –Zero for all basic variables –Non-negative for all non-basic variables (max) –Non-positive for all non-basic variables (max)
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Multi-input, Multi-output
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Mixing / Blending
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Spatial Equilibrium (GAMS Ex.)
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Sequencing
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Storage
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Lexicographic preferences
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Weighted Preferences
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Well behaved, Separable Function
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Disequilibrium – Known Life
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Disequilibrium – Unknown Life
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Equilibrium ‑ Unknown Life
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Fixed Costs
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Fixed Capacity
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Minimum Habitat Size
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Warehouse
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Mutual exclusive products
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Either-Or-Active constraints
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Distinct Variable Values
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Badly behaved non-linear functions
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Non-linear Programming Specification often straightforward Solving more difficult –scaling (manual vs. computer) –lower bounds to avoid division by zero and other illegal operations –local versus global extremes
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