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    Constrained Optimization-Lecture 11

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    maimoona
    The document discusses representing the simplex method in matrix form. This allows for more efficient computer implementation compared to the traditional tableau form. The matrix form gives a clearer picture of the computations and makes sensitivity analysis straightforward. It expresses the linear program as a matrix equation relating basic and non-basic variables. A basic feasible solution can be written by setting non-basic variables to zero. The reduced cost row then represents changes to the objective function based on bringing variables into the basic set. An example illustrates constructing the simplex tableau through matrix operations.

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    Constrained Optimization-Lecture 11

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    maimoona
    36 views2 pages
    The document discusses representing the simplex method in matrix form. This allows for more efficient computer implementation compared to the traditional tableau form. The matrix form gives a clearer picture of the computations and makes sensitivity analysis straightforward. It expresses the linear program as a matrix equation relating basic and non-basic variables. A basic feasible solution can be written by setting non-basic variables to zero. The reduced cost row then represents changes to the objective function based on bringing variables into the basic set. An example illustrates constructing the simplex tableau through matrix operations.

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    Constrained Optimization-Lecture 11 (1)

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    The document discusses representing the simplex method in matrix form. This allows for more efficient computer implementation compared to the traditional tableau form. The matrix form gives a clearer picture of the computations and makes sensitivity analysis straightforward. It expresses the linear program as a matrix equation relating basic and non-basic variables. A basic feasible solution can be written by setting non-basic variables to zero. The reduced cost row then represents changes to the objective function based on bringing variables into the basic set. An example illustrates constructing the simplex tableau through matrix operations.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    36 views2 pages

    Constrained Optimization-Lecture 11

    Uploaded by

    maimoona
    The document discusses representing the simplex method in matrix form. This allows for more efficient computer implementation compared to the traditional tableau form. The matrix form gives a clearer picture of the computations and makes sensitivity analysis straightforward. It expresses the linear program as a matrix equation relating basic and non-basic variables. A basic feasible solution can be written by setting non-basic variables to zero. The reduced cost row then represents changes to the objective function based on bringing variables into the basic set. An example illustrates constructing the simplex tableau through matrix operations.

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    5/30/2013

    The Revised Simplex Method


     The tableau form of the simplex method considered
    so far is convenient for hand calculations but is
    inefficient for computer implementation.
     The method can alternatively be presented in a
    matrix form that lends itself to efficient numerical
    implementation.
     It also gives a clearer picture of the computations
    involved and makes it straightforward to derive
    OPTIMIZATION THEORY-II sensitivity analysis procedures.

    Lecture 11

    The Matrix Form of the Simplex The Matrix Form of the Simplex
    Method Method
     Consider an LP problem expressed in the standard  Identifying columns of the constraint coefficient matrix that
    form as multiply a given optimization variable, we write the constraint
    equations as follows:

    The Matrix Form of the Simplex The Matrix Form of the Simplex
    Method Method
     The general solution of the constraint equations can now be  From these general expressions, the basic feasible solution of
    written as follows: the problem is obtained by setting and thus
     Basic feasible solution:
    giving

     Substituting this into the objective function, we get  Also from the objective function expression, it is clear that if a
    new variable is brought into the basic set, the change in the
    objective function will be proportional to .
     Thus, this term represents the reduced objective function row of
    or
    the simplex tableau.

    1
    5/30/2013

    The Matrix Form of the Simplex


    Example
    Method
     Using this new notation, the problem can be expressed in the
    following form:

    and a basic solution can be written as follows:

     This form gives us a way to write the simplex tableau


    corresponding to any basic solution by simply performing a
    series of matrix operations.

    Example Example
     Consider , , and , , , as a sets of basic and  The corresponding basic solution tableau can be written by
    nonbasic variables, respectively. simply performing the required matrix operations as follows:
     The partitioned matrices corresponding to selected basic and
    nonbasic variables are as follows:

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