Question
Suppose that we have a basic feasible solution of the system Ax = b, x 0 with basis B. Suppose that z k
Suppose that we have a basic feasible solution of the system Ax = b, x ≥ 0 with basis B. Suppose that z k – c k > 0 and x k is introduced into the basis and x Br is removed from the basis. Denote the new basis by B’. Show algebraically that after pivoting:
a. The column under x is (B’) -1 a j .
b. The column under the right hand side is (B’) -1 b.
c. The new cost row is composed of (c B ) (B’) -1 a j - c i
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Elementary Linear Algebra with Applications
Authors: Bernard Kolman, David Hill
9th edition
132296543, 978-0132296540
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