complementary_slackness_2 - Step 4 Take the most violated...

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IOE 310-COMPLEMENTARY SLACKNESS 1 $ % COMPLEMENTARY SLACKNESS AND SIMPLEX METHOD Step 0 Start with a primal bfs. Step 1 Compute the tentative dual solution. Step 2 Check if computed solution is a dual feasible. Step 3 If it is, Stop, optimum solutions found.
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Unformatted text preview: Step 4 Take the most violated dual constraint and enter its associated variable into the basis. Step 5 Find leaving variable via the min ratio test. Step 6 Go to step 1....
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This note was uploaded on 04/02/2008 for the course IOE 310 taught by Professor Saigal during the Spring '08 term at University of Michigan.

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