Revised simplex method: Difference between revisions

Revision as of 15:11, 12 March 2014

Revision as of 15:32, 12 March 2014

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\end{array}

</math>

where <{{math>\boldsymbol{|'''''A}''''' \in∈ \mathbb{'''R}^{'''<sup>''m \times ''×''n}''</mathsup>}}. Without loss of generality, it is assumed that the constraint matrix <math>\boldsymbol{{math|'''''A'''''}}</math> has full row rank and that the problem is feasible, i.e., there is at least one <{{math>\boldsymbol{|'''''x}''''' \ge≥ \boldsymbol{'''0'''}}</math> such that <{{math>\boldsymbol{|'''''Ax}''''' {{=}} \boldsymbol{'''''b'''''}}</math>. If <{{math>\boldsymbol{|'''''A'''''}}</math> is rank-deficient, either there are redundant constraints, or the problem is infeasible. Both situations can be handled by a presolve step.

==Algorithmic description==