11.2. THE SIMPLEX TABLEAU 223
along with the constraints x≥ 0. Writing the above in augmented matrix form yields(A 0 b−c 1 0
)(11.2)
Permute the columns and variables on the left if necessary to write the above in the form
(B F 0−cB −cF 1
) xB
xF
z
=
(b0
)(11.3)
or equivalently in the augmented matrix form keeping track of the variables on the bottomas B F 0 b
−cB −cF 1 0xB xF 0 0
. (11.4)
Here B pertains to the variables xi1 , · · · ,x jm and is an m×m matrix with linearly independentcolumns,
{a j1 , · · · ,a jm
}, and F is an m×n matrix. Now it is assumed that
(B F
)( x0B
x0F
)=(
B F)( x0
B
0
)= Bx0
B = b
and since B is assumed to have rank m, it follows
x0B = B−1b≥ 0. (11.5)
This is very important to observe. B−1b≥ 0! This is by the assumption that x0 ≥ 0.Do row operations on the top part of the matrix(
B F 0 b−cB −cF 1 0
)(11.6)
and obtain its row reduced echelon form. Then after these row operations the above be-comes (
I B−1F 0 B−1b−cB −cF 1 0
). (11.7)
where B−1b ≥ 0. Next do another row operation in order to get a 0 where you see a −cB.Thus (
I B−1F 0 B−1b0 cBB−1F ′− cF 1 cBB−1b
)(11.8)
=
(I B−1F 0 B−1b0 cBB−1F ′− cF 1 cBx0
B
)
=
(I B−1F 0 B−1b0 cBB−1F− cF 1 z0
)(11.9)