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IE417 Lecture 24

9

Lemke’s Algorithm

Let s be such that The initial basis is z Iteration

q = max{

qi}.

and wj, j

=6 s.

Set

y

= zs.

If d 0, Let d be the basic direction associated with variable y. STOP. The feasible region is unbounded. Otherwise, the variable y enters the basis. Perform a minimum ratio test to determine the leaving variable. I f w 1 j u s t l e f t t h e b a s i s , s e t y = z 1 . I f z 1 j u s t l e f t t h e b a s i s , s e t y If z left the basis, STOP. = w 1 .

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