MIE376 Lec 5 - NLPQPv2.page30

MIE376 Lec 5 - NLPQPv2.page30 - for example, if e 3 is in...

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