IE534_Lecture_11 - IE 534 Linear Programming Lecture 11 The Simplex Algorithm(1 Lizhi Wang Lizhi Wang([email protected] IE 534 Linear Programming 1 17

IE534_Lecture_11 - IE 534 Linear Programming Lecture 11 The...

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IE 534 Linear Programming Lecture 11: The Simplex Algorithm (1) Lizhi Wang September 17, 2012 Lizhi Wang ([email protected]) IE 534 Linear Programming September 17, 2012 1 / 17
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Outline 1 Homework 3 2 Simplex algorithm overview 3 What exactly is a “corner point”? Lizhi Wang ([email protected]) IE 534 Linear Programming September 17, 2012 2 / 17
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Arbitrage in currency exchange x DE : amount of Dollars exchanged to Euros max 0 All currencies are balanced, one generates a profit Pay attention to the units Lizhi Wang ([email protected]) IE 534 Linear Programming September 17, 2012 3 / 17
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Turning junk into treasure x ij : whether ( x ij = 1 ) or not ( x ij = 0 ) component i is from machine j y i : whether ( y i = 1 ) or not ( y i = 0 ) components i and i + 1 are from the same machine min i c i y i What values can and cannot x and y take? GNU MathProg Language (Lecture 6 and gmpl.pdf in Gusek folder) Lizhi Wang ([email protected]) IE 534 Linear Programming September 17, 2012 4 / 17
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Old McDonald had a farm Decision variables are given Objective function is given Constraints reflect timing of decision making Lizhi Wang ([email protected]) IE 534 Linear Programming September 17, 2012 5 / 17
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Outline 1 Homework 3 2 Simplex algorithm overview 3 What exactly is a “corner point”?
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