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Exemple

2 x 1

Min

3 x 2

x 3

Sous cont
X1 X2 +2X3 +X4 =1
4X1 +2 X2 -X3 +X5 =2
X1 , X2 ,X3 ,X4 ,X5 0
Solution :
Min (-2,-3,-1,0,0) (
Sous cont

X1 , X2 ,X3 ,X4 ,X5)

1 1 2 1 0
4 2 1 0 1

[]

AX=b

x1
x2
x3
x4
x5

[ X1 , X2 ,X3 ,X4 ,X5]

Cx

[]
1
2

Solution initiale
on prend :
B=

[ A 4 , A5 ]

[ ]
1 0
0 1

= B-1
-1

B =
N=

[ A 1 , A 2 , A3 ]

1 1 2
4 2 1

XB = B-1b

CB = (C4,C5) = (0,0)
CN = (C1,C2,C3) = (-2,3,-1)
XB = (X4,x5) = B-1b

[ ] []
1 0
0 1

1
2

1
T
[Z]
det ( B )

= (1,2)

XN = (X1 ,X2,X3) = (0,0,0)


X= (0,0,0,1,2)

1ere

interaction :

CN CB B-1 N = (-2,3,-1) - (0,0)

[ ] [
1 0
0 1

1 1 2
4 2 1

Test d'optimalit: si CN CB B-1 N


= (-2,-3,-1)

La solution n'est pas optimal


On cherche j d'aprs la rgle de STEPEST DECENT alors j =2
-1

Calcule d B = (d4, d5) = -B Nj =

[ ] [ ]

d N = (d1 , d2 , d3) = i j = i2 = (0,1,0)

d = (0,1,0,-1,2)
calculer de distance t
t= min

min =

( X B )i
( d B )i

=1
{2
2

( d B )i < 0

k=2

1 0
0 1

1
2

i=

= (-1, 2)

[ ]
1 0 0
0 1 0
0 0 1

0
Alors la solution x (XB- XN) est optimale

FiFO : prendre la position d'une


premier lment ngatif
Stepest discent : prendre j l'un dix de
l'lment le plus ngatif
Bland's Rule : prendre j la position de
faon que la colon Nj soit le plus
gauche de A

X- = X +td
X- = (0,0,0,1,2) +1 (0,1,0,1,-2)
X- =(0,1,0,2,0)
B=

[ ]
1 0
0 1

N=

1 1 2
4 2 1

Nouvelle = B et N
B=

B=

[ A 4 , A2 ]

B-1 =

1 1
0 2

N=

1 1
0 2

1
T
[Z]
det ( B )

1
2

Vrification de B. B-1

N=

[ A 1 , A 5 , A3 ]

1 0 2
4 1 1

= B-1

2 0
1 1

1 1
0 2

[ ]
1

1 0 2
4 1 1

1
2
1
2

[ ]
1
1
2

0
1
2

[ ]
1 0
0 1

[ ]
1

1
2
1
2

CB = (C4,C2) = (0,-3
CN = (C1,C5,C3) = (-2,0,-1)
XB = (X4,x2) = (2,1)
XN = (X1 ,X5,X3) = (0,0,0)
X-= (0,1,0,2,0)

2EME

interaction :

[ ]
1

-1

CN CB B N = (-2,0,-1) - (0,-3)

3
(-2,0,-1) - (0, 2 )

1 0 2
4 1 1

1
2
1
2

Test d'optimalit: si CN CB B-1 N

1 0 2
4 1 1

Alors

la solution x (XB- XN) est optimale

3 3
3
,
= (-2,0,-1) - (-6, 2 2 ) = (4, 2 ,

La solution n'est pas optimal


On cherche j d'aprs la rgle de STEPEST DECENT alors j =3
Calcule d =(dB, dN)

5
2 )

FiFO : prendre la position d'une premier


lment ngatif
Stepest discent : prendre j l'un dix de
l'lment le plus ngatif
Bland's Rule : prendre j la position de
faon que la colon Nj soit le plus gauche
de A

[ ]
1

d B = (d4, d2) = -B-1 Nj = B-1 N3 =

d N = (d1 , d5 , d3) = i j = i3 = (0,0,1)

1
2
1
2

i=

1
3
d = (0, 2 ,1, 2 ,0)
calculer de distance t
t= min

min =

2 4
=
3 3
2

k=1

( X B )i
( d B )i

( d B )i < 0

X- = X +td
X- = (0,1,0,2,0) +
X

5
4
=(0, 3 , 3 , 0,0)

4
3

1
3
(0, 2 ,1, 2 ,0)

[ ]
2
1

=(

[ ]
1 0 0
0 1 0
0 0 1

3
2 ,

1
2 )

B=

1 1
0 2

N=

1 0 2
4 1 1

Nouvelle = B et N
B=

B=

[ A3 , A2]

-1

B =

2 1
1 2

]
=

2 1
1 2

1
T
[Z]
det ( B )

[ A 1 , A 5 , A4 ]

1
2

Vrification de B. B

N=

N=

-1

[ ]

1 0 1
4 1 0

CN = (C1,C5,C3) = (-2,0,-1)

= B-1

2 1
1 2

2 1
1 2

CB = (C3,C2) = (-1,-3 )

1 0 1
4 1 0

[ ] [ ]
[ ] [ ]
=

1
1
2

1
2
1

1
2

1
2

1
2

1
2

1 0
0 1

4
5
XB = (X3,x2) = ( 3 , 3 )
5
4
XN = (X1 ,X5,X4) = (0,0,0) X-= =(0, 3 , 3 , 0,0)
3EME

interaction :

-1

CN CB B N = (-2,0,-1) - (-1,-3)

(-2,0,-1) - (-2,-2)

1 0 2
4 1 1

La solution est optimal

[ ]
1

1
2

1
2

Test d'optimalit: si CN CB B-1 N

1 0 1
4 1 0

la solution x (XB- XN) est optimale

= (-2,0,-1) - (-10,-2, -2) = (8,2 ,1)

Alors