Encyclopedia of Operations Research and Management Science

2001 Edition
| Editors: Saul I. Gass, Carl M. Harris

Multiplier vector

Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_656

For a given feasible basis Bv to a linear-programming problem, let the row vector cB be the ordered set of cost coefficients for the vectors in B.v The multiplier vector is defined as π = cBBv−1. If Bv is an optimal basis, then the components of π are the dual variables associated with the corresponding primal constraints. The vector π is also called the simplex multiplier vector, with the components of π being the simplex multipliers. Simplex method.

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© Kluwer Academic Publishers 2001

Authors and Affiliations

  1. 1.Robert H. Smith School of BusinessUniversity of MarylandCollege PartUSA
  2. 2.School of Information Technology & EngineeringGeorge Mason UniversityFairfaxUSA