2. ๏ง Local and global optima
๏ง Convex Set
๏ง Convex Functions
๏ง Convex Programming Problem
๏ง Forms of Linear Programming Problem
3. Simplex Algorithm
๏ง [1947]. George B. Dantzig developed a technique to solve linear
programs----known as Simplex Algorithm
๏ง The simplex method is an iterative method that generates a sequence
of basic feasible solutions (corresponding to different bases) and
eventually stops when it has found an optimal basic feasible solution.
4. ๏ง The given LP is in the Standard form.
๐๐๐๐๐๐๐ง๐ (๐๐ ๐๐๐ฅ๐๐๐๐ง๐) ๐โฒ๐ฅ
๐ด๐ฅ = ๐
๐ฅ โฅ 0
๏ง ๐ โฅ 0
๏ง There exists a collection ๐ฉ of m variables called a basis such that
๏ง the submatrix ๐จ๐ฉ of ๐จ consisting of the columns of ๐จ corresponding to the variables in
๐ฉ is the ๐ ร ๐ identity matrix and
๏ง the cost coefficients corresponding to the variables in ๐ฉ are all equal to ๐.