Documente Academic
Documente Profesional
Documente Cultură
Subject to x1 + 2 x2 + x3 = 3
2 x1 x2 =4
x1 , x2 , x3 0
Subject to
x1 + x2 + x3 =4
x1 + 4 x2 + x4 = 8
x1 , x2 , x3 , x4 0
Degeneracy
Unbounded Solutions
Infeasible Solutions
DEGENERACY
Degeneracy
During the application of Simplex method, a tie for the
minimum ratio may be broken arbitrarily.
x2
Example 1 Constraint x1 + 4x2 8 is
redundant as it is not essential
Max z = 3x1 + 9x2 for finding the optimal solution
Subject to
x1 + 4x2 8
x1 + 2x2 4
x1 + 4x2 8
x1, x2 0
x1
x1 + 2x2 4
Basic x1 x2 s1 s2 Sol.
z 0 0 3/2 3/2 18
Optimality conditions are
x2 0 1 - 2 satisfied
x1 1 0 -1/2 2 0
How to remove degeneracy
(4,0)
Graphical Solution
Solving by simplex method
Max z = 2x1 + x2
Subject to Unbounded
x1 - x2 10 optimal
2x1 40 space
x1, x2 0
x1
Graphical Solution
Solving by simplex method
Basic x1 x2 s1 s2 Sol.
z -2 -1 0 0 0
s1 1 -1 1 0 10
s2 2 0 0 1 40
Basic x1 x2 s1 s2 Sol.
z 0 0 -1 3/2 50
x1 1 0 0 1/2 20
x2 0 1 -1 1/2 10
Unbounded Solution.
INFEASIBLE SOLUTION
Infeasible solution
This situation can never occur when all the constraints are
).
of the type (
3x1 + 4x2 12
x1, x2 0
2x1 + x2 2
Solving by simplex method
B.V x1 x2 x4 x3 R Sol.n
z 1+5M 0 M 2+4M 0 4 4M
x2 2 1 0 1 0 2
R -5 0 -1 -4 1 4
Subject to
x1 x 2 10
2 x1 x 2 40
x1 , x 2 0
Basic z x1 x2 s1 s2 Sol. Ratio
z 1 -2 1 0 0 0
s1 0 1 -1 1 0 10 10
s2 0 2 -1 0 1 40 20
z 1 0 -1 2 0 20
x1 0 1 -1 1 0 10 -
s2 0 0 1 -2 1 20 20
z 1 0 0 0 1 40
x1 0 1 0 -1 1 30
x2 0 0 1 -2 1 20
Note that we have got the optimal tableau.
(30,20)
a1 1 a1 2 . . a1 n
a a 22 . . a 2 n
21
A = .
.
a m 1 am 2 . . a m n
To formalize the definition of a basic solution, the system AX =b
can be expressed in vector form as follows
n
A j x j = b
j=1
Where Aj is the jth column of A. A subset of m vectors is
said to form a basis, B, if and only if, the selected m vectors
are linearly independent. In this case, the matrix B is nonsingular.
If XB is the set of m variables associated with the vectors of
nonsingular B, then XB must be a basic solution. In this case,
we have
1
BXB = b X B = B b
The problem can be written as
1 c z 0
=
0 A X
b
Let B is a m x m non-singular sub-matrix of the
coefficient matrix A.
Let XB be the corresponding set of basic variables
with cB as its associated objective vector. The
corresponding solution (and the objective function
value ) may be computed as follows:
1 -c B z 0
X =
0 B B b
1
z 1 CB 0
X = 0 b
B B
1
z 1 CB B 0
=
X 1
B 0 B b
1
z C B B b C B X B
X = 1 = B 1 b
B B b
The general simplex tableau:
1 cB B 1 c z 1 cB B 0
1 1
1 = 1
0 B 0 A X 0 B b
1 1
1 cB B A - C z cB B b
1 = 1
0 B A X B b
Thus in the new simplex tableau the z column
will be 1
0
.
.
0
Basic z xj Solution
1 1
z 1 cB B A j c j cB B b
1 1
XB 0 B Aj B b
Consider the following LPP
Maximize z = x1 x2 + 2x3
subject to 2 x1 2 x2 + 3x3 5
x1 + x2 x3 3
x1 x2 + x3 2
x1 , x2 , x3 0
After introducing the slack variables s1, s2 , s3 to the
respective constraints, the problem becomes
Maximize z = x1 x2 + 2x3
Subject to 2x1 2x2 + 3x3 + s1 =5
x1 + x2 x3 + s2 =3
x1 x2 + x3 + s3 = 2
x1, x2 , x3, s1, s2 , s3 0
So the starting simplex tableau is
Basic z x1 x2 x3 S1 S2 S3 Sol
z 1 -1 1 -2 0 0 0 0
S1 0 2 -2 3 1 0 0 5
S2 0 1 1 -1 0 1 0 3
S3 0 1 -1 1 0 0 1 2
After we apply the Simplex method a portion of
the tableau is as follows:
Basic z x1 x2 x3 s1 s2 s3 Sol
z 1 1 1 0
x2 0 1 3 0
s3 0 0 1 1
x3 0 1 2 0
Basic z xj Solution
1 1
z 1 cB B A j c j cB B b
1 1
XB 0 B Aj B b
Since x 2 , s 3 , x 3 are the basic variables in the
final tableau in that order, the basic matrix B is
formed by the columns corresponding to these
variables in the starting tableau in that order.
2 0 3
B = 1 0 1
1 1 1
1 3 0
B 1
= 0 1 1
1 2 0
Basic z x1 x2 x3 s1 s2 s3 Sol
z 1 2 0 0 1 1 0 8
x2 0 5 1 0 1 3 0 14
s3 0 2 0 0 0 1 1 5
x3 0 4 0 1 1 2 0 11
Consider the following LPP
Maximize z = 4x1 + 3x2 + x3 + 2x4
subject to
4 x1 + 2 x2 + x3 + x4 5
3x1 + x2 + 2 x3 + x4 4
x1 , x2 , x3 , x4 0
After introducing the slack variables s1, s2
to the respective constraints, the problem becomes
Maximize z = 4 x1 + 3 x2 + x3 + 2 x4
subject to
4 x1 + 2 x2 + x3 + x4 + s1 =5
3 x1 + x2 + 2 x3 + x4 + s2 = 4
x1 , x2 , x3 , x4 , s1 , s2 0
After we apply the Simplex method a portion of
the final tableau is as follows:
Basic z x1 x2 x3 x4 s1 s2 Sol
z
x2 1 -1
x4 -1 2
Basic z x1 x2 x3 x4 s1 s2 Sol
z 1 3 0 2 0 1 1 9
x2 0 1 1 -1 0 1 -1 1
x4 0 2 0 3 1 -1 2 3