%% Math 464 Linear Optimization (Spring 2023) %% Lecture 12, 02/16/2023 %% Basic directions and reduced costs >> A = [1 1 -1 0 0; 3 1 0 -1 0; 3 2 0 0 1] A = 1 1 -1 0 0 3 1 0 -1 0 3 2 0 0 1 >> b = [2 4 10]'; >> Bind = [1 4 5]; % For A(2,0) >> B = A(:,Bind) B = 1 0 0 3 -1 0 3 0 1 % 2nd basic direction at A(2,0) >> j=2; >> dB = -inv(B)*A(:,j) dB = -1 -2 1 >> [m,n] = size(A) m = 3 n = 5 >> d = zeros(n,1); d(j)=1 d = 0 1 0 0 0 >> d(Bind) = dB d = -1 1 0 -2 1 >> % lets us move from A to E along AE. % 3rd basic direction at A(2,0) >> j=3; >> d = zeros(n,1); d(j)=1 d = 0 0 1 0 0 >> dB = -inv(B)*A(:,j) dB = 1 3 -3 >> d(Bind) = dB d = 1 0 1 3 -3 >> % lets us move from A to B along AB >> Bind = [1 4 5]; % For A(2,0) >> c = [2 1 0 0 0]' c = 2 1 0 0 0 >> cB = c(Bind) cB = 2 0 0 % reduced cost c' = (c^T - C_B^T B^{-1} A)^T >> cP = c' - cB'*inv(B)*A cP = 0 -1 2 0 0 >> cP = cP' cP = 0 -1 2 0 0 >>