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IE417 Lecture 24

5

Another Approach

  • A solution is called a complementary basic feasible solution (CBFS) if

  • it is a complementary feasible solution, and

  • it belongs to a complementary cone whose generators are linearly independent.

This de nition is similar to that used in the simplex algorithm. N o t e t h a t e i t h e r w j o r z j i s b a s i c Idea: Use a pivoting algorithm to nd a solution. .

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