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Unformatted text preview: x s from among the eligible to enter variables, say that basic variable x B i is eligible to leave if ¯ a is > 0, and ¯ b i / ¯ a is = min { ¯ b k / ¯ a ks : ¯ a ks > } . Bland’s Least Index Rule: (CS) Column Selection: select x s , the variable eligible to enter variable having minimum index: s = min { j : ¯ c j > } . (RS) Row Selection: select x B r , the variable eligible to leave variable having minimum index: ¯ a rs > , ¯ b r / ¯ a rs = min { ¯ b i / ¯ a is : ¯ a is > } , and { B r = min { B i : ¯ a is > 0, and ¯ b i / ¯ a is = min { ¯ b k / ¯ a ks : ¯ a ks > }} . Theorem : The simplex method with the least index rule terminates after Fnitely many pivots. This theorem implies the strong duality theorem....
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 Fall '07
 BLAND
 Linear Programming, Optimization, Simplex algorithm, Prof. Bland

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