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Lecture 9: Linear Programming

Lecture 9: Linear Programming

Lecture 9: Linear Programming

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Solution via the simplex method<br />

Setting the RH variables equal to zero, we can immediately<br />

obtain a basic feasible vector (but not, in general, the<br />

optimal one) x = (+2, 0, 0, +8)<br />

Increasing x 3 from zero will clearly decrease z, so we<br />

conclude that the optimal feasible vector must have x 3 = 0<br />

const<br />

x 2 x 3<br />

z 0 + 2 –4<br />

x 1 + 2 –6 + 1<br />

x 4 + 8 + 3 –2<br />

205

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