Simplex algorithm: Difference between revisions

Revision as of 19:15, 26 February 2021

Revision as of 17:09, 27 February 2021

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===Entering variable selection===

Since the entering variable will, in general, increase from 0 to a positive number, the value of the objective function will decrease if the derivative of the objective function with respect to this variable is negative. Equivalently, the value of the objective function is decreasedincreased if the pivot column is selected so that the corresponding entry in the objective row of the tableau is positive.

If there is more than one column so that the entry in the objective row is positive then the choice of which one to add to the set of basic variables is somewhat arbitrary and several ''entering variable choice rules''<ref name="Murty66">{{harvtxt|Murty|1983|p=66}}</ref> such as [[Devex algorithm]]<ref>Harris, Paula MJ. "Pivot selection methods of the Devex LP code." Mathematical programming 5.1 (1973): 1–28</ref> have been developed.