Linear Programming, Lecture 11. Convergence of Simplex method

September 27, 2016. Penn State University.

[mohamadternanni]

for lemma B in the base case, do you mean that (if b1=0 then I will assume it is not 0, so I can solve it using case (a) and get a sequence of pivot steps which fulfills the other assumption needed for lemma B. I can then set the bi's(here it is only b1) to be 0 and solve my original problem with the same pivot sequence? ) Thank you so much for making these lectures available to the public. They are making my life so much easier to study the first part of 'Optimization Methods in Finance".