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Unformatted text preview: Math464  HW 7 Due on Friday, Mar 5 1 Linear Optimization (Spring 2010) Brief solutions to Homework 7 1. We start the standard form LP with A = 1 2 2 1 0 0 2 1 2 0 1 0 2 2 1 0 0 1 , b = 20 20 20 , and c T = 10 12 12 0 0 0 . The details of the revised simplex method iterations are tabulated below. j gives the entering variable x j enters, and x B ( ) leaves. We choose the candidate variable with the smallest index to enter in each iteration. In case of a tie for the leaving variable, we choose the one with the smaller index as well. iter B (1) B (2) B (3) B 1 x B c N j d B * 1 4 5 6 1 0 0 0 1 0 0 0 1 20 20 20  10 12 12 1 1 2 2 10 2 2 4 1 6 1 1 / 2 0 1 / 2 1 1 10 10  7 2 5 2 3 / 2 1 / 2 1 3 3 4 1 2 1 1 3 / 2 1 1 / 2 1 1 10 10  9 2 7 3 5 / 2 3 /...
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 Spring '10
 Bertsekas
 Optimization

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