Engineering Optimization: Theory and Practice, Fourth Edition

(Martin Jones) #1

228 Linear Programming II: Additional Topics and Extensions


Step 1We choose the initial feasible point as

X(^1 )=








1 3 1 3 1 3








and setk=1.
Step 2Since|f (X(^1 )) = ||^23 | > 0. 0 5, we go to step 3.
Step 3Since [a]= { 0 , 1 , − 1 },c= { 2 , 1 ,− 1 }T, ||c|| =


( 2 )^2 +( 1 )^2 +(− 1 )^2 =


6,

we find that

[D(X(^1 ))]=





1
3 0 0
0 13 0

(^0013)






[a][D(X(^1 )) ]={ 0 13 −^13 }

[P]=

[

[a][D(X(^1 ))]
1 1 1

]

=

[

0 13 −^13

1 1 1

]

([P][P]T)−^1 =

[ 2

9 0

0 3

]− 1

=

[ 9

2 0

(^013)


]

[D(X(^1 ))]c=





1
3 0 0
0 13 0

(^0013)









2

1

− 1




=








2
3
1
3
−^13








([I]−[P]T( [[P]P]T)−^1 [ P])[D(X(^1 ))]c

=






1 0 0

0 1 0

0 0 1


−




0 1

1
3 1
−^131




[ 9

2 0

(^013)


] [

0 13 −^13

1 1 1

]











2
3
1
3
−^13








=





2
3 −

1
3 −

1
3
−^131616
−^131616












2
3
1
3
−^13








=








4
9
−^29
−^29








Usingα=^14 , Eq. (4.68) gives

Y(^2 )=








1 3 1 3 1 3








−^14








4
9
−^29

−^29








1


3 ( 2 )


6

=








34
108
37
108
37
108







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