21.05.2014 Views

Lecture 9: Linear Programming

Lecture 9: Linear Programming

Lecture 9: Linear Programming

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

Generalization to N variables<br />

and M constraints<br />

• The maximum number of required pivots is<br />

min(N – M, M)<br />

• The process can (and should) fail if there<br />

are no negative entries in a column<br />

headed by a positive pivot<br />

– implies there is no maximum allowed<br />

value of z (i.e. no boundary prevents us<br />

from going to infinity along that basis<br />

vector)<br />

211

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!