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Lecture 9D - Simplex Algorithm Column Generation a 5 a 6 0...

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EE103 Lec 9D (SEJ) 1 Simplex Algorithm: Column Generation ( ) 5 4 1 , 0 0,40 1 z a a B = ⎢ ( ) 2 4 2 , 0 20,40 1 z a a B = ⎢ ( ) 1 4 3 , 0 12,40 1 z a a B = ⎢ ( ) 5 6 0 , 0 0,0 1 z a a B = ⎢ EE103 Lec 9D (SEJ) 2 Column Generation: Implementation 1 1 1 1 1 1 1 0 0 0 1 0 0 1 1 z new t t t t t t N N B B B B B N b B N B b B I B T T c c c B N c c B b The basic structure at every iteratio c B n ⎞⎛ = = = ⎟⎜ 1 1 1 , 0 , B N t j j j B t B x B b x j c c c B a z c B b = = ∈ℵ = = variables where is the index set of non basic 0 0 1 t t N B N b B T c c = 1 1 1 0 0 , 1 1 z z t t B B B B B B c c B = = 0 0 1 T b A original data c
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