【OR】Simplex algorithm for LP

最新推荐文章于 2023-05-30 23:09:31 发布

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最新推荐文章于 2023-05-30 23:09:31 发布

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Standard form
LP must be converted into an equivalent problem in which all constraints are equations and all variables are nonnegative.
Slack variable and excess variable
To transform <= and >= constraints into equations.
Basic and nonbasic variable
A basic solution to AX=b is obtained by setting n-m variables (NBV) equal to 0. The other m variables are BV. LP basic feasible solution (bfs) corresponds to LP extreme point.
Simplex Algorithm
The big M method
When a bfs is not readily apparent, we can add artificial variables to the problem. Also adding M·a into objective function to make sure the artificial variable to be 0 in the solution.
(Two-phase Simplex method is to solve the same problem.)