MSIS 685 : LINEAR PROGRAMMING

The algorithm stopping condition is : - B N 0 (coefficients of the non-basic variables in the objective function) Let Y* = B. To establish the theorem we now prove that . Y* is D- feasible . X* = Y* and invoke Corollary 2. is straightforward : Y* = (B) b = (B b) by the associativity of matrices = XB = XB + XN with XN = 0 (non-basic variables) ................
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