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Metodo Simplex
Metodo Simplex
Metodo Simplex
Mjdah Al Shehri
Mute ur call
3 3
ST
2x1 + x2 + 3x3 3000 3x1 + 4x2 + 5x3 60x4 2400 [2] x4 32 X2 200 X1 + x2 + x3 800 X1 x2 x3 =0 Xj 0 for all J [1] [3] [4] [5] [6]
4 4
ST
2x1 + x2 + 3x3 3000 3x1 + 4x2 + 5x3 60x4 2400 x4 32 X2 200 X1 + x2 + x3 800 X1 x2 x3 =0 Xj 0 for all J
ST
2x1 + x2 + 3x3 + s1= 3000 3x1 + 4x2 + 5x3 60x4 + s2 = 2400 x4 + s3 = 32 X2 s4 + R4 = 200 X1 + x2 + x3 s5 + R5 = 800 X1 x2 x3 + R6= 0 Xj 0 , Sj 0, Rj 0 for all J
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall
Solving For the optimal solution of [Maximization] when there are artificial variables
Example # 1:
MAX 2x1+ 5x2
ST
X1 4 x1 + 4x2 32 3x1+ 2x2 = 24
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 7 7
Solving For the optimal solution of [Maximization] when there are artificial variables (cont.)
The Solution By adding the appropriate slack, surplus, and artificial variables, we obtain the following:
MAX 2x1 + 5x2 MR1 MR3
ST
X1 s1 + R1 =4 X1 + 4x2 + s2 = 32 3x1 + 2x2 + R3= 24
X1,x2,s1,s2,R1,R3 0
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 8 8
Solving For the optimal solution of [Maximization] when there are artificial variables (cont.)
The initial table :
Basis R1 S2 X1 1 1 X2 0 4 S1 -1 0 S2 0 1 R1 1 0 R3 0 0 RHS 4 32
R1, S2, R3 are basic variables.
R3
Z
3
-2
2
-5
0
0
0
0
0
+M
1
+M
24
0
Make z consistent; (R1, R3) in z-row coefficient (+M,+M) it must be zero; By apply:
MAX objective function
MIN objective function
9 9
Solving For the optimal solution of [Maximization] when there are artificial variables (cont.)
Starting table:
Basis R1 S2 X1 1 1 X2 0 4 S1 -1 0 S2 0 1 R1 1 0 R3 0 0 RHS 4 32
R3
Z
3
-2-4M
2
-5-2M
0
+M
0
0
0
-M
1
-M
24
-28M
10 10
Solving For the optimal solution of [Maximization] when there are artificial variables (cont.)
To determine Entering Variable; We should look to the largest negative number in z-row.
Entering Variable Basis R1 X1 1 X2 0 S1 -1 S2 0 R1 1 R3 0 RHS 4
S2
R3 Z
1
3 -2-4M
4
2 -5-2M
0
0 +M
1
0 0
0
0 -M
0
1 -M
32
24 -28M
11 11
Solving For the optimal solution of [Maximization] when there are artificial variables (cont.)
Calculate the ratio; then, determine the smallest positive number as Leaving Variable Leaving Variable
Basis X1 X2 S1 S2 R1 R3 RHS Ratio
R1
S2 R3
1
1 3
0
4 2
-1
0 0
0
1 0
1
0 0
0
0 1
4
32 24
4
32 8
-2-4M
-5-2M
+M
-M
-M
-28M
Pivot element = ( 1, 0, -1, 0, 1, 0, 4)/ (1) ( 1, 0, -1, 0, 1, 0, 4) Hamdy A. Taha, Operations Research: An introduction, Prentice Hall
12 12
Solving For the optimal solution of [Maximization] when there are artificial variables (cont.)
First iteration
Entering Variable Basis X1 X1 1 X2 0 S1 -1 S2 0 R1 1 R3 0 RHS 4 Leaving Variable Ratio .
S2
R3 Z
0
0 0
4
2 -5-2M
1
3 -2-3M
1
0 0
-1
-3 2+3M
0
1 -M
28
12 8-12M
28
4
13 13
Solving For the optimal solution of [Maximization] when there are artificial variables (cont.)
Second iteration
Entering Variable Basis X1 X2 S1 S2 R1 R3 RHS Leaving Variable Ratio
X1
S2 S1
1
0 0
2/3
10/3 2/3
0
0 1
0
1 0
0
0 -1
1/3
-1/3 1/3
8
24 4
12
7.2 6
-11/3
2/3
+16
14 14
Solving For the optimal solution of [Maximization] when there are artificial variables (cont.)
Third iteration
Basis
X1 S2 X2 Z
X1
1 0 0 0
X2
0 0 1 0
S1
-1 -5 3/2 11/3
S2
0 1 0 0
R1
1 5 -3/2 -11/2
R3
0 -2 1/2 5/2
RHS
4 4 6 38
Ratio
15 15
Solving For the optimal solution of [Maximization] when there are artificial variables (cont.)
points Classification Reason
X1=0, X2=0
X1=4, X2=0 X1=8, X2=0 X1=4, X2=6
Not Feasible
Not Feasible Feasible but not optimal Feasible and optimal
16 16
Solving For the optimal solution of [Minimization] when there are artificial variables
Example # 2:
Min 4x1 + x2
ST
3x1+ x2 = 3 4x1 + 3x2 6 X1+ 2x2 4 X1, x2 0
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 17 17
Solving For the optimal solution of [Minimization] when there are artificial variables (cont.)
The Solution By adding the appropriate slack, surplus, and artificial variables, we obtain the following:
Min 4x1 + x2 + MR1 + MR2
ST
3x1+ x2 + R1= 3 4x1 + 3x2 s1 + R2 = 6 X1+ 2x2 + s2 = 4 X1, x2 , s1, s2, R1, R2 0
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 18 18
Solving For the optimal solution of [Minimization] when there are artificial variables (cont.)
S2
Z
1
-4
2
-1
0
0
0
-M
0
-M
1
0
4
0
Solving For the optimal solution of [Minimization] when there are artificial variables (cont.)
Entering Variable Basis R1
Starting table:
X1 3 X2 1 S1 0 R1 1 R2 0 S2 0
Leaving Variable
RHS 3
R2
S2 Z
4
1 -4+7M
3
2 -1+4M
-1
0 -M
0
0 0
1
0 0
0
1 0
6
4 9M
20 20
Solving For the optimal solution of [Minimization] when there are artificial variables (cont.)
R2
S2 Z
0
0 0
5/3
5/3 (1+5M)/3
-1
0 -M
-4/3
-1/3 (4-7M)/3
1
0 0
0
1 0
2
3 4+2M
21 21
Solving For the optimal solution of [Minimization] when there are artificial variables (cont.)
X2
S2 Z
0
0 0
1
0 0
-3/5
1 1/5
-4/5
1 8/5 - M
3/5
-1 -1/5 -M
0
1 0
6/5
1 18/5
22 22
Solving For the optimal solution of [Minimization] when there are artificial variables (cont.)
Third iteration
Basis X1 X1 1 X2 0 S1 0 R1 2/5 R2 0 S2 -1/5 RHS 2/5
X2
s1 Z
0
0 0
1
0 0
0
1 0
-1/5
1 7/5 M
0
-1 -M
3/5
1 -1/5
9/5
1 17/5
ST
X1 + 4x2 8 X1 + 2x2 4 X1, x2 0
26 26
27 27
28 28
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Basis X2 X1 Z
X1 0 1 0
X2 1 0 0
S1 -1 3/2
S2 -1/2 2 3/2
RHS 2 0 18
Same objective
Same objective no change and improve ( cycle) It is possible to have no improve and no termination for computation.
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 30 30
31 31
ST
X1 + 2x2 5 X1 + x2 4 X1, x2 0
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 32 32
ST
X1 + 2x2 + s1= 5 X1 + x2 + s2 = 4 X1, x2, s1, s2 0
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 33 33
34 34
X1 1/2 1/2
0
X2 1 0
0
S1 1/2 -1/2
2
S2 0 1
0
10
The coefficient for x1 is 0, which indicates that x1 can enter the basic solution without changing the value of z.
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 36 36
X1 0 1
0
X2 1 0
0
S1 1 -1
2
S2 -1 2
0
RHS 1 3
10
38 38
x1 Z
2 -2
0 -1
0 0
1 0
40 0
All value if x2( nonbasic variable) either zero or negative. So, solution space is unbounded
Hamdy A. Taha, Operations Research: An introduction, Prentice Hall 41 41
42 42