Search for tag: "simplex"
MAT168L17Continuation of modern geometric descriptions of polyhedrons. Included are definitions of convex polyhedron, half spaces, hyperplanes, affine dimension, and some connections to Linear Programming.
From Acadia Larsen
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L15MATH168Discussion of simplex method with respect to convergence, degeneracy of pivots, pivot rules, and optimality. Improvement of theorems in previous lectures so now we can guarantee that the simplex…
From Acadia Larsen
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MATH168L11Terminology and notation for the simplex method. Dictionaries, basis, slack variables, basic feasible solutions and the relationship between these. Certification of results in terms of the objective…
From Acadia Larsen
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LP Polyhedra-Lec13perturbation method, complexity of simplex method, primal and dual dictionaries.
From Jesus De Loera
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2020-11-23: Cutting plane algorithms (MAT 168 Optimization)Separation of constraints within a cutting-plane algorithm for solving an LP with exponentially many constraints. Warm starts: Adding a valid inequality to a dictionary by rewriting it in the…
From Matthias Koeppe
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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
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2020-11-02: Transportation, min-cost flow problems (MAT 168 Optimization)Structure of the node-arc incidence matrix, rank deficiency. Generalizing the classic transportation problem to transportation problems with transshipment nodes, and to general (single commodity)…
From Matthias Koeppe
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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
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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
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