0% found this document useful (0 votes)
61 views39 pages

c03 LP Methods

This document provides instructions for using an Excel workbook containing examples of linear programming models and methods. It explains that the Math Programming and Teach LP add-ins must be loaded to use the workbook fully. It also provides an overview of the sections and examples contained in the workbook, which cover topics like preparing linear programs, the simplex method, special cases like cycling and unbounded solutions, and using different solution methods like the primal and dual simplex algorithms.

Uploaded by

Marissa Marissa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
61 views39 pages

c03 LP Methods

This document provides instructions for using an Excel workbook containing examples of linear programming models and methods. It explains that the Math Programming and Teach LP add-ins must be loaded to use the workbook fully. It also provides an overview of the sections and examples contained in the workbook, which cover topics like preparing linear programs, the simplex method, special cases like cycling and unbounded solutions, and using different solution methods like the primal and dual simplex algorithms.

Uploaded by

Marissa Marissa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
You are on page 1/ 39

Instructions

Sect.
2
LP1

3
LP2

4
LP2_Tab

5
LP3

6
LP3_Tab

7
Bland
Unbound

8
TwoPhase

9
Dual_Simplex

10
Matrix

11
Matrix1
TeachLP1
TeachLP2
TeachLP3

Page 1

Instructions

Chapter 3 Examples
Operations Research Models and Methods
Paul A. Jensen and Jonathan F. Bard
http://www.me.utexas.edu/~jensen/ORMM/computation/unit/mp_add/index.html
http://www.me.utexas.edu/~jensen/ORMM/methods/unit/linear/subunits/teach/index.html

Instructions
To use this workbook, you must first load the Math Programming add-in. See the Excel help file
topic "About add-ins" before continuing.
Some problems use the Teach LP add-in. See the Excel help file topic "About add-ins" before
continuing.
For cases using the LP/IP Solver you must first load the Jensen LP/IP Solver.
This workbook comes without control buttons. To make the buttons choose Add Buttons from
the Math Programming menu. This adds buttons to all the worksheets.
When you are moving a workbook to another computer, use the Remove Buttons command.
This simplifies opening the workbook on the other computer. Buttons are removed from all
worksheets.
This workbook comes without control buttons. To make the buttons choose Relink Buttons from
the Teach LP menu. This adds buttons to all Teach LP worksheets.

Linear Programming Methods


Preparing the Model
Example for the section

Geometric Properties of a Linear Program


Example for the section

Simplex Tableau
Simplex Tableau for LP2

Information from the Simplex Form


Example for the section

Simplex Method Using Tableaus


Simplex Tableau for LP3

Special Events
Example with cycling
Unbounded Solution

The Initial Basic Feasible Solution


The Expanded Model (with artificials)

Dual Simplex Algorithm


Example for the section

Simplex Method Using Matrix Notation


Matrix example with (1, 3, 5) basic

Revised Simplex Method


Matrix example solved with the revised simplex method

Examples solved with the Teach LP add-in


The text example solved with the tableau simplex method
The text example solved with the revised simplex method
The text example solved with the interior point method

Page 2

Instructions

Add-ins Used
Math Programming-Linear-LP/IP Solver
Math Programming-Linear-LP/IP Solver
Teach LP-Tableau
Math Programming-Linear-LP/IP Solver
Teach LP-Tableau
Teach LP-Tableau
Teach LP-Tableau
Teach LP-Tableau
Teach LP-Tableau - Dual Simplex option
Teach LP-Revised Simplex
Teach LP-Revised Simplex
Teach LP-Tableau
Teach LP-Revised
Teach LP-Interior

Page 3

Linear Model
1
0
1
1
0
100
100
0
60

Change

Name:
Type:
Goal:
Objective:

LP1
LP1
Max
20

Solve

Solver:
Type:
Sens.:
Side:

Variables
Name:
Values:
Lower Bounds:
Change Relation
Upper Bounds:

1
x+

2
y+

0
0
###

0
0
###

3
x10
0
###

Linear Obj. Coef.:

-1

-1

Vary

Constraints
Num. Name
1
Con 1
2
Con 2
3
Con 3
4
Con 4

Value
-20
20
0
0

Rel.
<=
<=
<=
<=

RHS
20
20
20
20

Jensen LP/IP
Linear
No
No

Linear Constraint Coefficients


1
1
-2
-1
-1
2
1
-1
0
-1
1
0

Ph. 1 Iter.
0
Total Iter.
1
Comp. Time 00:01
Status Optimal

Algorithmic Details for problem LP1.


Jensen LP Solution Algorithm
Start Solution
Add Artificial and Slack Variables
Slack Variable: 4 added for constraint 1.
Slack Variable: 5 added for constraint 2.
Slack Variable: 6 added for constraint 3.
Slack Variable: 7 added for constraint 4.
Start Phase 2
Iterations Iter.
Enters
Leaves
Red. Cost Var. Chg
1
3
5
-2
10
Finish
Optimal: z = 20

Linear Model
1
0
1
1
0
100
100
0
60

Change

Name:
Type:
Goal:
Objective:

LP2
LP1
Max
55

Solve

Solver:
Type:
Sens.:
Side:

Variables
Name:
Values:
Lower Bounds:
Change Relation
Upper Bounds:

1
X1
20
0
###

Linear Obj. Coef.:

Vary

Constraints
Num. Name
1
Con 1
2
Con 2
3
Con 3

Value
-15
35
20

Rel.
<=
<=
<=

RHS
5
35
20

Jensen LP/IP
Linear
No
No

2
X2
5
0
###
3

Linear Constraint Coefficients


-1
1
1
3
1
0

Ph. 1 Iter.
0
Total Iter.
3
Comp. Time 00:00
Status Optimal

Algorithmic Details for problem LP2.


Jensen LP Solution Algorithm
Start Solution
Add Artificial and Slack Variables
Slack Variable: 3 added for constraint 1.
Slack Variable: 4 added for constraint 2.
Slack Variable: 5 added for constraint 3.
Start Phase 2
Iterations Iter.
Enters
Leaves
Red. Cost Var. Chg
1
2
3
-3
5
2
1
4
-5
5
3
3
5
-0.75
20
Finish
Optimal: z = 55

Teach Linear Programming


Name:LP2_Tab
Type: Tableau_Primal
Variables:
5
Constraints:
3
Z
Artificials:
0
LP
Option: Demo Data
x
c
1
C1
2
C2
3
C3

Phase:
Status:

Enter LP data in the equality form and press the button

1
X1
20
2
-1
1
1

2
X2
5
3
1
3
0

2
Iter.:
4
Optimal Solution

Row
Basic Basic
Number Index Variables
0
0
z
1
2
X2
2
1
X1
3
3
X3

3
X3
20
0
1
0
0

4
X4

5
X5
0
0
0
1
0

0
0 RHS
0
5
0
35
1
20

Press to restart

1
X1

z
1
0
0
0

0
0
1
0

Enter:
Name

3
X3

Leave:
Name

5
X5

2
X2

3
X3

4
X4

5
X5

0
1
0
0

0
1
1
0 0.333 -0.333
0
0
1
1 -0.333 1.333

Right
Side
55
5
20
20

press the button

Primal
Ratio
------20

Linear Model
1
0
1
1
0
100
100
0
60

Change

Name:
Type:
Goal:
Objective:

LP3
LP1
Max
70

Solve

Solver:
Type:
Sens.:
Side:

Variables
Name:
Values:
Lower Bounds:
Change Relation
Upper Bounds:

1
X1
10
0
###

2
X2
20
0
###

Linear Obj. Coef.:

Vary

Constraints
Num. Name
1
Con 1
2
Con 2
3
Con 3

Value
30
40
50

Rel.
<=
<=
>=

RHS
30
40
10

Jensen LP/IP
Linear
No
No

Linear Constraint Coefficients


-1
2
2
1
1
2

Ph. 1 Iter.
1
Total Iter.
4
Comp. Time 00:01
Status Optimal

Algorithmic Details for problem LP3.


Jensen LP Solution Algorithm
Start Solution
Add Artificial and Slack Variables
Slack Variable: 3 added for constraint 1.
Slack Variable: 4 added for constraint 2.
Surplus Variable: 5 added for constraint 3.
Artifical Variable: 6 added for constraint 3.
Start Phase 1
Iterations Iter.
Enters
Leaves
Red. Cost Var. Chg
1
2
6
-2
5
Start Phase2
Iterations Iter.
Enters
Leaves
Red. Cost Var. Chg
2
1
2
-2
10
3
5
4
-3
10
4
2
3
-0.5
20
Finish
Optimal: z = 70

Teach Linear Programming


Name:LP3_Tab1
Type: Tableau_Primal
Variables:
6
c1
Constraints:
3
Z
Artificials:
1
LP
Option: Demo Data
x
c
1
C1
2
C2
3
C3

Phase:
Status:

Enter LP data in the equality form and press the button


0

1
X1
10
3
-1
2
1

2
X2
20
2
2
1
2

2
Iter.:
5
Optimal Solution

0
3
X3

0
4
X4

0
0
1
0
0

0
0
0
1
0

-1

5
6
X5
art1
40
0
0 -9999 RHS
0
0
30
0
0
40
-1
1
10

Press to restart
Enter:
Name

Row
Basic Basic
Number Index Variables
0
0
z
1
2
X2
2
5
X5
3
1
X1

1
X1

z
1
0
0
0

2
X2
0
0
0
1

0
1
0
0

2
X2
3
X3
0.2
0.4
0.6
-0.2

Leave:
Name

3
X3

4
X4
1.6
0.2
0.8
0.4

5
X5
0
0
1
0

6
art1
9999
0
-1
0

press the button

Right Primal
Side
Ratio
70 --20
20
40 --10 ---

Teach Linear Programming


Name: Bland
Type: Tableau_Primal
Variables:
7
Constraints:
3
Z
Artificials:
0
LP
Option: Self
Data
x
c
1
C1
2
C2
3
C3

Phase:
Status:

2
Iter.:
Not Optimal

Enter LP data in the equality form and press the button

1
X1
0
10
0.5
0.5
1

2
X2

3
X3

0
-57
-5.5
-1.5
0

17

Row
Basic Basic
Number Index Variables
0
0
z
1
3
X3
2
4
X4
3
7
X7

0
-9
-2.5
-0.5
0

4
X4

5
X5

0
-24
9
1
0

6
X6
0
0
1
0
0

7
X7
0
0
0
1
0

1
0 RHS
0
0
0
0
1
1

Press to iterate

z
1
0
0
0

1
X1
20
-2
-0.5
1

Enter:
Name

4
X4

Leave:
Name

2
X2

3
X3

4
X4

9
4
0.5
0

0
1
0
0

0
0
1
0

2
X2
5
X5
-10.5
0.5
0.25
0

6
X6
70.5
-4.5
-1.25
0

press the button

7
X7
0
0
0
1

Right Primal
Side
Ratio
0 --0 --0
0
1 ---

Teach Linear Programming


Name:Unbound
Type: Tableau_Primal
Variables:
6
c1
Constraints:
3
Z
Artificials:
1
LP
Option: Demo Data
x
c
1
C1
2
C2
3
C3

Phase:
Status:

2
Iter.:
Unbounded

Enter LP data in the equality form and press the button


0
1
X1
8.5
6
0
-4
2

0
2
X2

0
0
1
0
0

4
X4
34
0
0
1
0

3
X3

5
3
1
3
-3

5
X5

-1
6
art1

0
0
0 -9999 RHS
0
0
5
0
0
15
-1
1
2

Press to restart
Enter:
Name

Row
Basic Basic
Number Index Variables
0
0
z
1
2
X2
2
4
X4
3
1
X1

1
X1

z
1
0
0
0

2
X2
0
0
0
1

0
1
0
0

5
X5
3
X3
12
1
3
1.5

Leave: --Name ###


4
X4
0
0
1
0

5
6
X5
art1
-3 10002
0
0
-2
2
-0.5
0.5

press the button

Right Primal
Side
Ratio
66 --5 --34 --8.5 ---

Teach Linear Programming


Name:TwoPhase
Type: Tableau_Primal
Variables:
5
c1
Constraints:
2
Z
Artificials:
2
LP
Option: Demo Data
x
c
1
C1
2
C2

Phase:
Status:

Enter LP data in the equality form and press the button


0

0
-7
4
-2

2
X2
3.75
3
8
1

1
X1

2
Iter.:
4
Optimal Solution

-1

3
4
5
X3
art1
art2
0.75
0
0
0 -9999 -9999 RHS
0
1
0
30
-1
0
1
3

Press to restart
Enter:
Name

Row
Basic Basic
Number Index Variables
0
0
z
1
3
X3
2
2
X2

-1

z
1
0
0

1
X1
8.5
2.5
0.5

2
X2

3
X3

Leave:
Name

3
4
X3
art1
0 4E-008 9999
0
1 0.125
1
0 0.125

1
X1
5
Right
art2
Side
9999 11.25
-1
0.75
0
3.75

press the button

Primal
Ratio
--0.75
---

Teach Linear Programming


Name:
Dual_Simplex
Type: Tableau_Dual
Variables:
5
Constraints:
2
Z
Artificials:
0
LP
Option: Self
Data
x
c
1
C1
2
C2

Phase:
Status:

2
Iter.:
Not Optimum
Free Iterations

Enter LP data in the equality form and press the button

1
X1
0
-5
1
-1

2
X2
1
-35
-1
-3

3
X3

4
X4

1
-20
-1
0

5
X5
0
0
1
0

0
0 RHS
0
-2
1
-3

Press to itera Press tPress to pivot

Row
Basic Basic
1
Number Index Variables z
X1
0
0
z
1
20
1
2
X2
0 0.333
2
3
X3
0 -1.333
Dual Ratio --15

Enter:
Name

3
X3

2
X2

3
X3

0
1
0
---

0
0
1
---

Leave:
Name

1
X1

4
5
Right
X4
X5
Side
20
5
-55
0 -0.333
1
-1 0.333
1
20
---

press the button

Primal
Ratio
----1

Teach Linear Programming


Name: Matrix
Type: Revised
Variables:
6
Constraints:
3
Z
Artificials:
0
LP
Option: Self Data
x
c
1
C1
2
C2
3
C3
Phase:
Status:

Enter LP data in the equality form and press the button

1
X1
0
2
2
3
0

2
Iter.:
Not Optimal

Basic Variable Indices


Basic Variables

2
X2

1
X1
1
X1

Red. Cost
inimum Reduced Cost
Column
Variable at Minimum

6
1.25
1
1
1

4
X4

5
X5
0
0
1
0
0

6
X6
0
0
0
1
0

Basic Variables
0
0 RHS
0
7
0
6
1
9

Basis

Press to iterate

3
X3

5
X5

2
X2
0 -0.083
-0.083
2
X2

Basic Solution
Objective Value
Z
8.5
1
X1
2
3
X3
1.5
5
X5
0

3
X3
0.5
3
2
0
6

Enter:
Name

3
X3

4
X4
0

5
X5
1

2
X2

Leave:
Name

1
X1

6
X6
0 0.167

Entering Variable X 2
Red. Cost -0.083
Entering C 1
0.333
Column C 2
0.167
C3
0

1
3
5

Basis Ratio
X1
6
X3
9
X5
---

he button

Basic Variables
cB
C1
C2
C3

1
X1

3
X3
2
2
3
0

5
X5
3
2
0
6

Minimum Ratio
Row
Basic Variable
Name

C1
0
0
1
0

6
1
1
X1

Basis
Inverse

X1
X3
X5

1
0.5
0
-1.5

C2

C3
0 0.167
0 -0.167
0 0.167
1
0.5

Teach Linear Programming


Name:Matrix1
Type: Revised
Variables:
6
Constraints:
3
Z
Artificials:
0
LP
Option: Demo Data
x
c
1
C1
2
C2
3
C3
Phase:
Status:

Enter LP data in the equality form and press the button

1
X1

2
X2
0
2
2
3
0

6
1.25
1
1
1

2
Iter.:
4
Optimal Solution

3
X3
0.5
3
2
0
6

5
X5
0
0
1
0
0

6
X6
0
0
0
1
0

Basic Variables
0
0 RHS
0
7
0
6
1
9

Basis

Press to restart

Basic Variable Indices


Basic Variables

2
X2

5
X5

3
X3

2
X2

3
X3

Red. Cost
inimum Reduced Cost
Column
Variable at Minimum

1
X1
0.25
0
2
X2

Basic Solution
Objective Value
Z
9
2
X2
6
5
X5
0
3
X3
0.5

4
X4

Enter:
Name
4
X4
0 1.125

5
X5

Entering Variable
Red. Cost
Entering C 1
Column C 2
C3

X2

2
X2

Leave:
Name

1
X1

6
X6
0 0.125

0
1
0
0

2
5
3

Basis Ratio
X2
6
X5
--X3
---

he button

Basic Variables
cB
C1
C2
C3

2
X2
1.25
1
1
1

5
X5

3
X3
0
0
1
0

Minimum Ratio
Row
Basic Variable
Name

3
2
0
6

6
1
2
X2

Basis
Inverse

X2
X5
X3

C1
1.125
1.5
-1.5
-0.25

C2

C3
0 0.125
0
-0.5
1
0.5
0
0.25

Teach Linear Programming


Name:TeachLP1
Type: Tableau_Primal
Variables:
9
c1
Constraints:
3
Z
Artificials:
1
LP
Option: Demo Data
x
c
1
C1
2
C2
3
C3

Phase:
Status:

Enter LP data in the equality form and press the button


0

0
14
15
14
18

2
X2
1.185
3
0
14
0

1
X1

2
Iter.:
4
Optimal Solution

Row
Basic Basic
Number Index Variables
0
0
z
1
5
X5
2
2
X2
3
8
X8

0
3
X3
0
7
18
15
6

0
16
16
10
16

5
X5
2.765
19
17
11
12

4
X4

0
0
0
1
0

8
X8
8.824
0
0
0
1

4
5
X4
X5
1.807 8E-007
0.941
1
-0.025
8
4.706 ###

6
X6
1.601
0.118
0.122
2.588

6
X6

7
X7
0
1
2
3
4

Press to restart

z
1
0
0
0

1
X1
3.685
0.882
0.307
7.412

Enter:
Name

2
X2

2
X2

3
X3
13.84
1.059
0.239
-6.706

0
0
1
0

Leave:
Name

7
X7

press the button


-1
9
art1
0
-9999 RHS
1
47
0
47
0
42

7
X7
0.214
0
0.071
0

8
X8
0
0
0
1

9
art1
10000
0.059
-0.046
-0.706

Right Primal
Side
Ratio
56.08 --2.765 --1.185 1.185
8.824 ---

Teach Linear Programming


Name:TeachLP2
Type: Revised
Variables:
9
c1
Constraints:
3
Z
Artificials:
1
LP
Option: Demo Data
x
c
1
C1
2
C2
3
C3
Phase:
Status:

Enter LP data in the equality form and press the button


0

0
14
15
14
18

2
X2
1.185
3
0
14
0

1
X1

2
Iter.:
4
Optimal Solution

3
X3
0
7
18
15
6

0
16
16
10
16

5
X5
2.765
19
17
11
12

4
X4

0
6
X6

0
7
X7

0
1
2
3
4

0
0
0
1
0

-1

8
9
X8
art1
8.824
0
0 -9999
0
1
0
0
1
0

Press to restart

Basic Variable Indices


Basic Variables

5
X5

2
X2
2
X2

Red. Cost
inimum Reduced Cost
Column
Variable at Minimum

1
X1
3.685
0
2
X2

Basic Solution
Objective Value
Z
56.08
5
X5
2.765
2
X2
1.185
8
X8
8.824

8
X8

Enter:
Name

3
4
X3
X4
0 13.84 1.807

5
X5

Entering Variable
Red. Cost
Entering C 1
Column C 2
C3

X2

Leave:
Name

7
X7

6
7
X6
X7
0 1.601 0.214

8
X8

0
0
1
0

2
X2

5
2
8

9
art1
0 10000

Basis Ratio
X5
--X2
1.185
X8
---

he button

RHS
47
47
42

Basic Variables
cB
Basis
C1
C2
C3

Minimum Ratio 1.185


Row
2
Basic Variable
2
Name X 2

5
X5
19
17
11
12

2
X2
3
0
14
0

8
X8
0
0
0
1

Basis
Inverse

X5
X2
X8

C1
C2
0.979 0.214
0.059
0
-0.05 0.071
-0.71
0

C3
0
0
0
1

Teach Linear Programming


Name:TeachLP3
Enter LP data in the equality form and press the button
Type: Interior
riables:
8
raints:
3
ZP
ZD
56.08
ificials:
0
LP
1
2
3
4
5
6
7
8
Option: Demo Data
X1
X2
X3
X4
X5
X6
X7
X8
x
6E-006 1.185 2E-006 1E-005 2.765 1E-005
0 8.823
c
14
3
7
16
19
1
0
0 RHS
1
C1
15
0
18
16
17
2
0
0
47
2
C2
14
14
15
10
11
3
1
0
47
3
C3
18
0
6
16
12
4
0
1
42
Step Factor:

Initial Solution
X
1
1
2
1
3
1
4
1
5
1
6
1
7
1
8
1
Current Solution
X
1 6E-006
2 1.185
3 2E-006
4 1E-005
5 2.765
6 1E-005
7
0
8 8.823

0.8Stopping Gap: 0.001

Pi
Z
33
11
32
26
21
8
1
1

1
1

2
1

3
1

Pi
Z
1
2
3
3.685
0.979 0.214 5E-006
4E-005
13.84 Iter.:
11
1.807 Gap
0
Press to iterate
2E-005 Mu 4E-006
1.601
Press to restart
0.214
5E-006

Feasibility Vectors
Primal
Dual
1
9
1
0
2
9
2 ###
3 2E-009
3
0
4
0
5 2E-016
6
0
7
0
8
0
Direction Vectors

Comp. Slack.
1 ###
2 ###
3 ###
4 ###
5 ###
6 ###
7 ###
8 ###
Ratio Vectors

d(Pi)
1 4E-006
2 ###
3 ###

Next Solution
X
1 1E-006
2 1.185
3 3E-007
4 3E-006
5 2.765
6 3E-006
7 2E-005
8 8.824

1
2
3
4
5
6
7
8

d(Z)
###
###
6
###
###
###
###
###

d(X)
1 ###
2 1E-005
3 ###
4 ###
5 2E-005
6 ###
7 ###
8
0

Ratio(Z)
Ratio(X)
1 59208
1 1.214
2 1.087
2
- -3
- -3 1.215
4 48671
4 1.214
5 1.089
5
- -6 83804
6 1.215
7 74643
7 1.214
8
1.1
8
- -Min
1.087 Min
1.214
Z Step
0.87 X Step 0.971

Pi
Z
3.685
9E-006
13.84
1.807
4E-006
1.601
0.214
1E-006

Solution History
Iter. Obj.
1
1
60
1
2
30.85 0.356
3
81.99 0.417
4
51.42 0.306
5
55.82 0.061
6
55.8 0.015
7
56.02 0.004
8
56.07 0.001
9
56.08
0
10
56.08 3E-005
11
56.08 6E-006

1
2
3
0.979 0.214 1E-006

Gap 5E-005

Primal Solution
2
3
4
1
1
1
0.339
0.2 0.533
1.209
0.04 0.832
0.888 0.008 0.665
1.141 0.008 0.204
1.162 0.003 0.041
1.179 0.001 0.008
1.183
0 0.002
1.185 4E-005
0
1.185 8E-006 7E-005
1.185 2E-006 1E-005

6
1
1
0.759 0.486
3.082 0.374
1.761
0.31
2.534 0.065
2.706 0.026
2.752 0.007
2.762 0.002
2.764
0
2.765 7E-005
2.765 1E-005

1
3.474
6.724
2.152
0.473
0.214
0.059
0.013
0.003
0.001
0

1
3.624
1.34
2.664
7.299
8.474
8.746
8.807
8.82
8.823
8.823

Obj.
136
79.71
64.3
59.97
57.64
56.44
56.16
56.1
56.09
56.08
56.08

he button

X_Diag X 1
X2
X3
X4
X5
X6
X 1 6E-006
0
0
0
0
0
X2
0 1.185
0
0
0
0
X3
0
0 ###
0
0
0
X4
0
0
0 ###
0
0
X5
0
0
0
0 2.765
0
X6
0
0
0
0
0 ###
X7
0
0
0
0
0
0
X8
0
0
0
0
0
0

X7
X8
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0 8.823

Z_Inv
Z1
Z2
Z3
Z4
Z5
Z6
Z7
Z8

Inv(MMULT(A,MMULT(MMULT(Z_Inv,Xdiag),TRANSPOSE(A)) MMULT(Z_Inv,Xdiag)
1
2
3
1
7 ### ###
2
### ### ###
3
### ### ###

Dual Solution
1
2
3
1
1
1
0.557 0.644 0.554
0.644 0.343 0.427
0.9
0.3 0.085
0.956 0.255 0.017
0.972 0.224 0.006
0.977 0.216 0.002
0.979 0.215
0
0.979 0.214
0
0.979 0.214 2E-005
0.979 0.214 5E-006

Z1
Z2
Z3
Z4
Z5
Z6
Z7
Z8
0.271
0
0
0
0
0
0
0
0 ###
0
0
0
0
0
0
0
0 0.072
0
0
0
0
0
0
0
0 0.553
0
0
0
0
0
0
0
0 ###
0
0
0
0
0
0
0
0 0.625
0
0
0
0
0
0
0
0 4.667
0
0
0
0
0
0
0
0 ###
MMULT(Z_Inv,Xdiag),dD)
0
###
0
0
###
0
0
0

XZe
###
###
###
###
###
###
###
###

-b+Mu*A*Zinv*e + A*Zinv*X*DeltaD
-43
-43
-38

Z_Inv*e
0.271
###
0.072
0.553
###
0.625
4.667
###

e
1
1
1
1
1
1
1
1

You might also like