... problem
x
2
x
3
x
4
x
5
b
01−11 3
12 10 2
c
T
23 −11− 14
Initial tableau—phase II
Transforming the last row appropriately we proceed with:
01−11 3
1
2 −10 2
0 22 0 21
First tableau—phase II
−1 /20 −1 /21 ... one. This gives 2 as the pivot element. The new
tableau is
a
1
a
2
a
3
a
4
a
5
a
6
b
1 /20 0 1 2 32
−1 /21 0 0 0 01
1 /20 1 0 4 43
with corresponding basic feasib...
... contradicting
r
p
0.
32. Use the Dantzig–Wolfe decomposition method to solve
minimize −4x
1
− x
2
−3x
3
−2x
4
subject to 2x
1
+2x
2
+ x
3
+2x
4
6
x
2
+2x
3
+3x
4
4
2x
1
+ x
2
5
x
2
1
− x
3
+2x
4
... changed without changing the
optimal basis?
74 Chapter 3 The Simplex Method
22 . Find a basic feasible solution to
x
1
+2x
2
− x
3
+ x
4
=3
2x
1
+4x
2
+ x...
... found
to be 2. Next, u
3
and u
2
are determined, then
3
and
2
, and finally u
1
and
1
. The
result is shown below:
u
3 46 895
2 2 4 553
22 2 321
3 32 4 2 2
2 −1 120
Cycle of Change
In accordance ... positive, indicating that the current solution is optimal.
3 46 895
2 24 553
22 2 321
33 2 4 2 2
2 −1 020
Degeneracy
As in all linear programming...
... algorithms for solving nonlinear programming problems are not
globally convergent in their purest form and thus occasionally generate sequences
that either do not converge at all or converge ... GLOBAL CONVERGENCE OF DESCENT
ALGORITHMS
A good portion of the remainder of this book is devoted to presentation and analysis
of various algorithms designed to solve nonlinear programming...
... hypothesis both g
k
and Qd
k
belong to g
0
Qg
0
Q
k+1
g
0
, the
first by (a) and the second by (b). Thus g
k+1
∈ g
0
Qg
0
Q
k+1
g
0
. Furthermore
g
k+1
g
0
Qg
0
Q
k
g
0
=d
0
... g
0
g
1
g
k
= g
0
Qg
0
Q
k
g
0
b) d
0
d
1
d
k
= g
0
Qg
0
Q
k
g
0
c) d
T
k
Qd
i
=0 for i k −1
d)
k
=g
T
k
g
k
/d
T...
... problem
minimize x
2
1
+x
2
2
+x
2
3
+x
2
4
−2x
1
−3x
4
subject to 2x
1
+x
2
+x
3
+4x
4
=7 (20 )
x
1
+x
2
+2x
3
+x
4
=6
x
i
0i=1 2 3 4
Suppose that given the feasible point x = 2 2 1 0 we ... and therefore g
2
=0 is adjoined to the set of working constraints.
g
1
= 0
∇f
T
g
2
= 0
x
Feasible region
g
1
T
Fig. 12. 4 Constraint to be dropped
11.9...