6. Simplex convergence
At each stage of the simplex algorithm (in phase 2), we can distinguish remarkable cases, all of which lead to the algorithm being stopped:
1. If the reduced costs are all strictly negative, i.e. , then the current feasible basic solution is the unique optimum (see figure 3);
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Simplex convergence
Bibliography
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(1) - BILLIONNET (A.) - Optimisation discrète – De la modélisation à la résolution par des logiciels de programmation mathématique. - Dunod (2007).
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(2) - BREZINSKI (C.) - Initiation à la programmation linéaire et à l'algorithme du simplexe. - Ellipse, Paris (2006).
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