I'm trying to understand the simplex iteration of a problem with n variables and m technological constraints by following this text. I understand well the geometric interpretation of the iteration - moving between adjacent vertices.
However, I fail to understand the algebraic intuition. Now we're pivoting between adjacent basic feasible solutions = bfs to the standard form of AX + IS = b, X,S >= 0 :
- Why is it that the bfs must have
nvariables equal to 0? - Why should the rest of the variables form a
basis? Isn't a basis a set of linearly independent vectors spanning a sub-space? What are we spanning here, we're just looking for a vertex, aren't we?
Thanks!
The BFS should correctly have
n-mnon-basic variables set to0. Some of thembasic variables may themselves be0but that is a degenerate solution.The basis is indeed the minimal set of linearly independent variables that span vector
b. Note thatbis anm-vector. So,mof the vectors corresponding to the variables can form aBFS. The total number of variables isn. The number of bases is therefore exponentialn Choose m.Pivoting or moving from one vertex to another is nothing but substituting one of the non-basic variables (the associated column vector) into the basis and removing a pre-existing variable out of the basis. Thus, the basis will always have
m(column) vectors.At any one point in time, given a partition of A into basic and nonbasic variables, such as
A = [B|N], thenBx = band hence thexvariables are the coefficients of the span ofBthat givesb.It is a fundamental result of linear programming that every vertex of a bounded linearly constrained LP's feasible polyhedron corresponds to basic solution and vice versa. Reference: https://press.princeton.edu/titles/413.html