Principles of Mathematics in Operations Research

(Rick Simeone) #1
Solutions 249

w=[0,2,2]Ei^1 B-^1 = [2,2,0].
w = cTBB~l = [0,2,2]

rXl = cXl - wNxi = 1 - [2,2,0]

rS2 = cS2 - wNS2 = 0 - [2,2,0]

rSl =cSl -wNs> =0-[0,2,2]

= -3 < 0.

= -2 < 0.

= -2<0.

Optimal.


  1. revised simplex with B = LU decomposition:


Let XB = (si,X3,X2)T, XN = (x\,S2,sz)T. Then, B =

triangular, L = I3. Solve BXB — bhy back substitution.

X2 = 2, x 3 = 10, si = 8 — X2 = 6.

Solve wB = CB by back substitution.

iyi=0, W2 = 2, W3 = 2 — tui = 2.

101
010
001

is upper

The rest is the same, S3 enters and s± leaves.
001"
010
-10 1

New basis is B =

"00 r
010
100

001"
010
-101

=

"-10 r
010
001

PB = LU &
1

Solve BxB - Pb= (2,10, 8)T by substitution.

x 2 = 2, £3 = 10, s 3 = x 2 - 2 = 6.

Solve wB = PcB = (2,2,0)r by substitution.

wi = 0, w 2 = 2, w 3 = 2 - wi = 2.

The rest is the same.

= hU.
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