Search for tag: "basis"

LP Polyhedra-Lec13

perturbation method, complexity of simplex method, primal and dual dictionaries.

From  Jesus De Loera on March 7th, 2021 0 likes 11 plays 0  

2020-11-16: LP duality, complementarity (MAT 168 Optimization)

Dual (complementary) basis; dual dictionary, negative transpose property of the dictionary pair; complementarity of primal and basic dual solutions; dual simplex method; complementary slackness…

From  Matthias Koeppe on November 16th, 2020 0 likes 22 plays 0  

2020-10-28: LP pivot rules, fundamental theorem (MAT 168 Optimization)

Pivot rules. Unboundedness. The simplex method with lexicographic perturbation and a deterministic pivot rule as an algorithm. Fundamental theorem of linear optimization. Preview of LP development…

From  Matthias Koeppe on October 28th, 2020 0 likes 22 plays 0  

2020-10-26: Simplex method with perturbations (MAT 168 Optimization)

Resolving degeneracy using lexicographic perturbations. Finite termination of the simplex method with lexicographic perturbations. notes-2020-10-26.pdf Videos and all other materials are copyright…

From  Matthias Koeppe on October 26th, 2020 0 likes 22 plays 0  

2020-10-23: Extreme points, degeneracy, finiteness (MAT 168 Optimization)

Going from an LP in standard equation form to the (primal) dictionary in matrix form for an arbitrary basis. Extreme points as vertices (= 0-dimensional faces) of the polyhedron of feasible points.…

From  Matthias Koeppe on October 23rd, 2020 0 likes 29 plays 0  

2020-10-19: Primal simplex method, phase I (MAT 168 Optimization)

Primal phase I of the simplex method. Definition of extreme points. notes-2020-10-19.pdf Videos and all other materials are copyright 2020 Matthias Köppe and shared as Open Educational…

From  Matthias Koeppe on October 19th, 2020 0 likes 51 plays 0  

2020-10-16: Primal simplex method, optimality certificate (MAT 168 Optimization)

Another step of the simplex method, using Vanderbei's simple pivoting tool (Java version). Nonpositive objective function coefficients in the dictionary as an optimality certificate. General…

From  Matthias Koeppe on October 16th, 2020 0 likes 46 plays 0  

ARE139: Lecture 10, Fall 2015

Lecture 10 presents the Theory of Normal Backwardation (Keynes) and the Theory of Price of Storage (Working) - explain how the prices for different delivery months are related and, in turn, the…

From  Laurie Warren on October 27th, 2015 0 likes 35 plays 0