MIE376 Lec 5 - NLPQPv2.page30

MIE376 Lec 5 - NLPQPv2.page30 - ² Æ for example if e 3 is...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
MIE376 - Mathematical Programming 30 Need Wolfe’s Algorithm ± Uses “complimentarity Pivoting” ± Modify the simplex entering variable rule to prevent both variables in a Complimentarity Constraint to be in the basis
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: ² Æ for example, if e 3 is in the basis, x 3 may not enter! ² Otherwise Simplex method is unchanged...
View Full Document

{[ snackBarMessage ]}

Ask a homework question - tutors are online