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ISE 330 Introduction To Operations Research: Deterministic Models
ISE 330 Introduction To Operations Research: Deterministic Models
ISE 330 Introduction To Operations Research: Deterministic Models
www-scf.usc.edu/~ise330/2007
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So Far, So Good
Until now, we have dealt with the standard form of the Simplex method
What if the model has a non-standard form?
How do we get the initial BF solution?
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Adapting for an Equality Constraint
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Adapting for an Equality Constraint
Non-Standard Form
Z = 3x1 + 5x2
Artificial Problem
x1 ≤ 4
2x2 ≤ 12 Z -3x1 - 5x2 + M x5 = 0
3x1 + 2x2 = 18 x1 + x3 = 4
2x2 + x4 = 12
Z -3x1 - 5x2 = 0 3x1 + 2x2 + x5 = 18
x1 + x3 = 4
2x2 + x4 = 12
3x1 + 2x2 = 18
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Adapting for an Equality Constraint
Z -3x1 - 5x2 + M x5 = 0
x1 + x3 = 4
2x2 + x4 = 12
3x1 + 2x2 + x5 = 18
Z -3x1 - 5x2 + M x5 = 0
-M( 3x1 + 2x2 + x5 = 18)
Z–(3M+3)x1-(2M+5) x2=-18 M
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Adapting for an Equality Constraint
Z -(3M+3)x1 - (2M+5) x2 = -18M
x1 + x3 = 4
2x2 + x4 = 12
3x1 + 2x2 + x5 = 18
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 -3M-3 - 2M-5 0 0 0 -18M
x3 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 2 0 1 0 12
x5 (3) 0 3 2 0 0 1 18
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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 -3M-3 - 2M-5 0 0 0 -18M
x3 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 2 0 1 0 12
x5 (3) 0 3 2 0 0 1 18
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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 -3M-3 - 2M-5 0 0 0 -18M
x3 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 2 0 1 0 12
x5 (3) 0 3 2 0 0 1 18
Z (0)
x1 (1) 0 1 0 1 0 0 4
x4 (2)
x5 (3)
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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 -3M-3 - 2M-5 0 0 0 -18M
x3 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 2 0 1 0 12
x5 (3) 0 3 2 0 0 1 18
Z (0) 1 0 - 2M-5 3M+3 0 0 - 6M+12
x1 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 2 0 1 0 12
x5 (3) 0 0 2 -3 0 1 6
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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 0 - 2M-5 3M+3 0 0 - 6M+12
x1 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 2 0 1 0 12
x5 (3) 0 0 2 -3 0 1 6
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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 0 - 2M-5 3M+3 0 0 - 6M+12
x1 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 2 0 1 0 12
x5 (3) 0 0 2 -3 0 1 6
Z (0)
x1 (1)
x4 (2)
x2 (3) 0 0 1 -3/2 0 1/2 3
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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 0 - 2M-5 3M+3 0 0 - 6M+12
x1 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 2 0 1 0 12
x5 (3) 0 0 2 -3 0 1 6
Z (0) 1 0 0 -9/2 0 M+5/2 27
x1 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 0 3 1 -1 6
x2 (3) 0 0 1 -3/2 0 1/2 3
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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 0 0 -9/2 0 M+5/2 27
x1 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 0 3 1 -1 6
x2 (3) 0 0 1 -3/2 0 1/2 3
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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 0 0 -9/2 0 M+5/2 27
x1 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 0 3 1 -1 6
x2 (3) 0 0 1 -3/2 0 1/2 3
Z (0)
x1 (1)
x3 (2) 0 0 0 1 1/3 -1/3 2
x2 (3)
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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 0 0 -9/2 0 M+5/2 27
x1 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 0 3 1 -1 6
x2 (3) 0 0 1 -3/2 0 1/2 3
Z (0) 1 0 0 0 3/2 M+1 36
x1 (1) 0 1 0 0 -1/3 1/3 2
x3 (2) 0 0 0 1 1/3 -1/3 2
x2 (3) 0 0 1 0 1/2 0 6
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Adapting for a Negative Right-Hand Side
x1 - x2 ≤ -1
Multiply by -1
-x1 + x2 ≥ 1
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Adapting for Minimization
Multiply by -1
Max -Z = -2x1 -3x2
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Adapting for a ≥ Constraint
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Adapting for a ≥ Constraint
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Adapting for a ≥ Constraint
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No Feasible Solutions
Sign that the problem has no feasible solution even though the Big M
method has lead to an answer
In the final solution, at least one artificial variable is greater than zero
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Homework (Due September 26, 2007)
4.4-6(a),(b) - 15 points
4.4-7 - 10 points
4.4-8 - 10 points
4.5-4 - 10 points
4.5.-8 - 15 points
4.6-6(a),(c) - 15 points
4.6-9(a) - 10 points
4.6-17 - 15 points
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