The Simplex Method:
Step 7

Test For Unboundedness

Once an edge is chosen to traverse. (equivalently, once a variable has been chosen to enter the basis), we want to travel down the edge as far as possible.

Normally we can only travel down the edge a limited amount (equivalently, increase the value of the incoming variable), since we hit a boundary of the feasiblity region - going further will force some variable to be negative. If no variables are decresing as we go along the edge, the linear program is unbounded.

The way to calculate if a linear program is unbounded is to perform the calculation B yB = aNp where aNp is the column of A of the entering variable. If all of the elements of yB are [less 0, then the linear program is unbounded and you can stop.

If the linear program is not unbounded, then go to the next step.


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