Abstract
For completeness and ease of reference the revised simplex method (RSM) is first described briefly. Consider the linear program (LP):
where A is m by n, c is 1 by n and b is m by 1. Let
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c B be the vector formed from the elements of c corresponding to the basic variables;
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c1 B be the basic cost vector in Phase 1;
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c j be the jth element of the vector c;
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c1 j be the jth element of the Phase 1 objective vector;
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a j be the jth column of the matrix A;
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B be the basic matrix (or the basis);
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d j be the vector obtained by updating a j with the basis B;
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π be the dual vector in Phase 2;
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π1 be the dual vector in Phase 1; and
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* be the solution vector.
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© 1989 Springer Science+Business Media New York
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Ho, J.K., Sundarraj, R.P. (1989). Specifications for a Robust Code. In: DECOMP: an Implementation of Dantzig-Wolfe Decomposition for Linear Programming. Lecture Notes in Economics and Mathematical Systems, vol 338. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-9397-9_2
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DOI: https://doi.org/10.1007/978-1-4684-9397-9_2
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