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1. Proportionality
• The contribution of each decision variable to the objective function or
to each constraint is proportional to the value of that variable. The
contributions from decision variables are independent from one
another .
2. Additivity
Every function in a linear programming model is the sum
of the individual contributions of the activities.
3. Divisibility
4. Certainty
• Value assigned to each parameter of a linear programming
model is assumed to be a known constant.
• Matrix form
Standard and Canonical Forms of an LP
How to convert an LP to standard form?
1. Slack variables
2. Surplus variables
4. Unrestricted variables
Example
Example
Geometric Solution
Convex combination:
Convex set:
Convex sets
Proof?
Extreme Points
Example
- In the 2 variable case you could see all the corner points.
Example:
Simplex method
Simplex method
Simplex method
2. Obtain a BFS to the LP. This BFS is called the initial BFS.
In general, the most recent BFS is called the current BFS. Therefore,
at the beginning the initial BFS is the current BFS.
4. If the current BFS is not optimal, then find an adjacent BFS with a
better objective function value (one non-basic variable becomes basic
and one basic variable becomes non-basic).
5. Go to Step 3.
Simplex method
Example
Simplex method
Main iteration: