Professional Documents
Culture Documents
a 11 a 12 ` a 1n 1 0 0
a 21 a 22 ` a 2n 0 1 0
A=
_
a m1 a m2 a mn 0 0 1
x1 x n+1 b1
x2 x n+2 b2
x= , xs = , b= .
_ _ _
xn x n+m bm
x
0
xs
The first row of the initial table of the simplex method can be written in the matrix form
z ? cx = 0
or
z
1 ?c 0 x =0
xs
can be represented by
1 ?c 0 0
0 A I b
z
1 ?c 0 0
x = . M
0 A I b
xs
1 2 6 x1 x3
c= 2 3 ,A = ,b = ,x = , xs = .
2 1 9 x2 x4
z
z x1
1 ?c 0 x = 1 ?2 ?3 0 0 x2 = z ? 2x 1 ? 3x 2
xs x3
x4
z
z x1
0 1 2 1 0 x 1 + 2x 2 + x 3
0 A I x = x2 =
0 2 1 0 1 2x 1 + x 2 + x 4
xs x3
x4
x1
x 1 2 1 0 x2
A I =
xs 2 1 0 1 x3
x4
0
1 2 1 0 x2
(Let x 1 , x 3 be 0) =
2 1 0 1 0
x4
2 0
= x2 + x4
1 1
2 0 x2
=
1 1 x4
We know that the effect of the row operation can be represented by multiplying a matrix from the
left. If after one iteration, x 2 , x 4 are the current basic variable, then all the row operations up to that
point will change the columns of x 2 , x 4 into an identity matrix. Therefore all those operation is
2 0
equivalent to multiplying the inverse of B = .
1 1
?1
1
2 0 0
B ?1 = = 2
1 1 ? 12 1
Because the same operation is applied to the right hand side, we have the new lower part of the right
hand side
1
0 6 3 x2
B ?1 b = 2
= = Å= x B Æ
? 12 1 9 6 x4
1
0 6
That gives us x 2 = 3 and x 4 = 9, so z = 3 0
2
= 3 ¿ 3 + 0 ¿ 6 = 9.
? 12 1 9
cB
In general, suppose that B is formed by the columns of A that correspond to the basic variables,
and we define x B and c B similarly. Then initially, the simplex table in the matrix form is
z
1 ?c 0 0
x =
0 A I b
xs
z c B B ?1 b 1 c B B ?1 0
= =
xB B ?1 b 0 B ?1 b
1 c B B ?1
Therefore, is the matrix representing all the row operations and the matrix for the
0 B ?1
simplex table after the iteration is
z
1 c B B ?1 1 ?c 0 1 c B B ?1 0
x =
0 B ?1 0 A I 0 B ?1 b
xs
z
1 c B B ?1 A ? c c B B ?1 c B B ?1 b
x = .
0 B ?1 A B ?1 B ?1 b
xs
1 2
c B B ?1 A ? c = 3
2
0 ? 2 3 = ? 12 0
2 1
1 ? 12 0 3
2
0 9
0 1/2 1 1/2 0 3
0 3/2 0 ?1/2 1 6
Next step: x 1 would be the entering basic variable and x 4 would be the leaving basic variable.
x2 2 1
xB = ,B = . We have
x1 1 2
2
? 13
B ?1 = 3
, cB = 3 2 , c B B ?1 = 4 1
? 13 2
3
3 3
2
? 13 1 2
c B B ?1 A ? c = 3 2
3
? 2 3 = 0 0
? 13 2
3
2 1
The calculation in the second line is not necessary.. That tells us that this is an optimal solution. The
solution is
x2 2
? 13 6 1
xB = = B ?1 b = 3
=
x1 ? 13 2
3
9 4
1 ?1/3 1
0 2
? 13
B ?1 new = 2
= 3
0 2/3 ? 12 1 ? 13 2
3
?1 :
Of course we can also do the row operations on B old
1
0 2 ¿R2 1
0 ? 12 R2+R1 2
? 13
2
Õ Õ
3 2 3
.
? 12 1 ? 13 2
3
? 13 2
3
There is a formal description of this on pages 171-172. The vector R mentioned in the book in
our example is
?1/3
2/3