dual simplex

# 3 4 2 0 dual objective coecients increasing y1 means

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Unformatted text preview: 3y1 − 4y2 + 2y3 −y1 − 4y2 + y3 ≥ −4 −y1 − 2y2 + y3 ≥ −2 2y1 + y2 − 4y3 ≥ −1 0 ≤ y1 , y2 , y3 Dual variables −1 −4 1 −4 −1 2100 −2 1010 1 −4 0 0 1 −2 −1 0 0 0 ↑↑↑ y1 y2 y3 −3 −4 2 0 dual objective coeﬃcients D minimize subject to −3y1 − 4y2 + 2y3 −y1 − 4y2 + y3 ≥ −4 −y1 − 2y2 + y3 ≥ −2 2y1 + y2 − 4y3 ≥ −1 0 ≤ y1 , y2 , y3 Dual variables −1 −4 1 −4 −1 2100 −2 1010 1 −4 0 0 1 −2 −1 0 0 0 ↑↑↑ y1 y2 y3 Increasing y1 decreases the value of the dual objective. −3 −4 2 0 dual objective coeﬃcients Increasing y1 means we pivot on row 1. −1 −1 2 −4 −2 1 1 1 −4 −4 −2 −1 1 0 0 0 0 1 0 0 0 −3 0 −4 1 2 0 0 Increasing y1 means we pivot on row 1. −1 −1 2 −4 −2 1 1 1 −4 −4 −2 −1 1 0 0 0 0 1 0 0 0 −3 0 −4 1 2 0 0 ← pivot row Increas...
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