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Unformatted text preview: From the constraint Bx B + Nx N = b pre-multiplying both sides by B-1 x B = B-1 b - B-1 Nx N . Substituting x B back into the objective z = c B T (B-1 b - B-1 Nx N ) + c N T x N z = c B T B-1 b - (c B T B-1 N - c N T ) x N Note • The term c B T B-1 b is the numerical value of the objective function associated with the B-set. • The term c B T B-1 N-c N T is the vector of coefficients of the non-basic variables in the z-equation. • For maximization problems the entering variable has the most negative coefficient, for minimization problems it has the most positive coefficients. In the first iteration this method will appear like overkill, but we can then the same approach for future iterations. Thus the required expression for identifying the entering variable is...
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This note was uploaded on 07/10/2011 for the course MIE 376 taught by Professor Daniel during the Spring '11 term at University of Toronto- Toronto.
- Spring '11