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A Degenerate LP: Definition
A Degenerate LP: Definition
Original LP
maximize x1 + x2 + x3 (1)
subject to
x1 + x2 ≤ 8 (2)
−x2 + x3 ≤ 0 (3)
x 1 , x2 , ≥ 0. (4)
Standard form.
z = x1 + x2 + x3 (5)
s1 = 8 − x 1 − x 2 (6)
s2 = − x2 + x3 (7)
Iteration 1
z = x1 + x2 + x3 (8)
s1 = 8 − x 1 − x 2 (9)
s2 = − x2 + x3 (10)
z = 8 + x 3 − s1 (11)
x1 = 8 − x2 − s1 (12)
s2 = x2 − x3 (13)
Note again that one of the basic variables is 0. The previous pivot did
increase the objective function value from 0 to 8 though.
Iteration 2
z = 8 + x 3 − s1 (14)
x1 = 8 − x2 − s1 (15)
s2 = x2 − x3 (16)
z = 8 + x 2 − s1 − s2 (17)
x 1 = 8 − x 2 − s1 (18)
x3 = x2 − s2 (19)
Note that the objective function did not increase. This occurs because
of degeneracy.
Iteration 3
z = 8 + x 2 − s1 − s2 (20)
x 1 = 8 − x 2 − s1 (21)
x3 = x2 − s2 (22)
z = 16 − x1 − 2s1 − s2 (23)
x 2 = 8 − x 1 − s1 (24)
x 3 = 8 − x 1 − s1 − s2 (25)