MATH 340 Lecture Notes - Lecture 6: Linear Programming
Document Summary
Last time i set down the following standard rule for choosing which variables enter and leave using the simplex method: choose the entering variable to be the non-basic one with the largest (positive) coe cient in z. In the event of a tie, pick the one with the lowest subscript. Let"s redo our initial example x5 = 5 2x1 x2 x3 3x4 x6 = 3 x1 3x2 x3 2x4. 6x1 +8x2 +5x3 +9x4 z = using this rule. Since i took the example here from his book (exercise 2. 1) there"s actually an option to automatically load it. We can then go through and follow the standard rule to do the simplex method, and nd it takes four iterations for this problem. As usual we introduce slack variables and write out our dictionary. x4 = 8 +x1 x2 x3 x5 = 3 +2x1 x2 x6 = 2 2x1 +x2 +2x3.
