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17

We shall show that Ьц ≤ ∣M∣ implies bji < bjj. System ( 4.1) also implies that
∏+1

ɪɪ) λibih = 0,h = 1,∙ ∙ ∙ ,n.
i=l

It is easily derived that

a,∙m ≥ aj∙ ∣m ∣

and

MIMI — λjbjj.

Notice that at least one of the above inequalities holds with strict inequality, say,
λiba > Aj bij ∣. Moreover, it holds that A8M ≤ Λ√∣6√7-1. All of this together implies
that

Aj∣M∣ < AiM ≤ a⅛j ≤ AjM.

It follows that

∣M∣ < Mj-

We are now ready to prove that the new generated column j, denoted by
(M', ’ ’ ’ 5 M-+∣)√ M∙ preserves the same sign pattern as before. Note that

Mj = Mj + сМг, A = 1,   , И + 1.

It is readily seen that

M = — d ≤ 0 and ∣M∣ < M'

Mj ≤ θ for all /г, h M M j∙

Observe that

AiM ≤ Аг|М1
= Аг(сМ + d)
— M Mt
= M(MjAcIMM)-



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