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Chapter 6 Special Cases in Simplex Method
Chapter 6 Special Cases in Simplex Method
simplex Method .
Any LP be ① infeasible
§
0 can
③ multi
opt sols
p
Question :
① No feasible Sol .
f¥ opt Sol
② unbounded feasible I
region
opt Sol .
method
This LP will be solved by either Big -
M
or Two -
phase method .
EG . MAX 2- = 2K , -122
St .
- N, -12132
2. it Ns E l
Ki 30 .
MAX 2- = 2K , -122
St .
- N, -121 -
Kz = 2
2e Ns
, t +24=1
Hi 30 .
I -_ 1.2 . 3.4 .
H) Solve it
using Big -
M method .
MAX 2- = 2K , -122 -
M 25 .
St .
- N, -12k -
Zz +25=2
(* * )
Kitna +24 = I Ns :
artificial variable .
Ni 30 .
I -_ 1.2 .
3. 4.5
,,*o
TI .
Ki Na KS 204 Us the patio
-
Ns
-
l l -
I 0 I 2 2/1=2
µ y, =
,
-2 -
I O O M O
↳
-2in -
I -
M M O O -2M
,,o#
-2L Ki Ks Hs Uk Ks rhs
-
25 -2 O -
l -
l l l
z,
ITZM O M HM O l M
-
-
② Solve it
using Two-phase method
Nih
phase 25
St .
- N, -12<-23 +25=2
(* * )
2e Ns
, t +24 = I
Ni 30 .
I -_ 1.2 . 3.4 .
rhs ratio
,,*
I ki Nz Ks 24 Us
⑧
25 -
l l -
I 0 I 2 2
µ, ,
O O O O
-
I O
G -
l l
-
I O O 2
,,c÷
It KiN2K3k4N5t#
Ks -2 O -
I -
l l l
a,
-2 O -
I -
I 0 I
I ends
phase with 25 to .
-0
If be increasedone variable can to an
arbitrarily large number
without
violating any constraint ,
the feasible region is unbounded
0 Furthermore ,
for a Max problem ,
if be T
upper bound opt Sol
{
Z can without an No .
from
if Z is bounded above I
opt
Sol .
E.g . Max Z =
22Gt Nz
Sit . N, -
Nz E IO
Z
2x ,
-
ka E 40
N, .
Na 30 .
Max Z = 2K , t Nz
Sit . N, -
Nz +23 = 10
2N K2
1-24=40
-
R, .
Na 30 .
Nz 24 30
, ,
z,,o,|#
It K,NzKsK¢r# ratio
Kz I * -
l l O lo lo
ya zo
,
-
2 -
I O O O
It 21222324M€
2e ,
o,*→ I l l O 10
-
µ,
O -3 2 O 20
o.fi#/m--m7.IIso
TI x,KzN3K¢t#
/ O I I 30
I.
K, Nz
-
= -
24+30
O O -4 3 80 2- =
4223
Not an
opt
Sol ,
but we cannot
perform any further pivot operation .
K, Nz 24+30
{
= -
22=223-24+20
z 4223-324*80
-
T
F S> 0 ,
let Nz = S . 24=0 . then C 8+30 ,
28 -120,8 .
O )
is a feasible Sol .
unbounded feasible region .
Also ,
Z = IS Tso .
No finite opt Sol .
For a Max
problem ,
if there is some rkco .
and Yik EO Citi "
- m)
¥÷¥÷
.
.
E.G . Max 2- =
6K , -222
S.T. 2K , -
R2 EZ
K, £4
Hi ,
Nz 30
Max 2- =
6K , -222
S.T. 2K , -
Nz Tks =2
*I 1-24=4
Hi ,
Nz 23 , Ny 30
,c
I KiN2N3k¢r#
Nz 2¥ -
l l O 2
-
G 2 O O 0
0Yz*_yz#
It KiK2N3K¢r#
K, I 72 42 0 I
24
O -
I 3 o 6
017€
It kikzksk.ch#
I O O 1
2e , 4
22
O O 2 2 12
opt Sol .
I# ( 4 .
6 ,
O ,
05 with 2-
*
= 12 .
Question .
moreover ,
feasible
rj =
region
Zj g-
-
co
is
.
unbounded
then ,
this
.
PI .
let IB be the B. v .
B =
( tf bfz ,
.
. . .
KB ; B. v
is the ith .
accordingly .
BBB = I ¥ ,
NB -
.
Tsi =P .
B-' AJ =
5; Ij =
BE =
Ey Ii
b- =
EI RBI Toi
,
-
oaf +
Oaf
=
Ei 2B ,
.
-
Toi -
O C
II. yijbi ) to
aj
=
¥ ,
( NB -
.
-
Oyij ) b- i +09J
Where Rbi =
NB
Oyij
{
-
-
nj = O
Z
'
=
Em CBI KB,
'
;
t
Cj Nj
'
=
ET CB,
-
,
( Kisi -
Oyij ) t
Cj O
=
IT ,
Cos -243
,
.
.
-
0¥ ,
CB -
.
bij t
G-
-
£5343 0£55 g- O
= -
+
-
Z O
Zjt Cj O
-
O C
z
Cj )
=
Zj
-
-
Z
Orj
= -
Since '
tjao ,
as O T to th , Z T to tis .
# .
E.g
. Max 2- =
42 , -11422
Sit .
2K , -1722 £21
72 , + 222 £21
Hi ,
Nz 30
Max 2- =
42 , -11422
Sit .
2K , -1722 + Nz = 21
72 , -1222 +24=21
Hi ,
H2 23 , Hq 30
K,N2N32e4r#
yzo#
I ratio
as 2 7 * I 0 21 3
µ, %
-4 -
14 O O O
4470-471/1500
II kikzksk.co#
K2 47 I 47 O 3
see,
O 2 O 42
It this
10-445745/730
.
K, Nz Kz 24
01745-445%2
Kz
O 2 O 42
a
different set
of opt Sol IF = ( 73 ,
73 ,
o, o ,
T
with It = 42 .
:
.
If in the
opt tableau . I a nonbasic variable
Nj with
rj =D ,
then there are
infinite number
of opt sols .
④ Degeneracy .
O .
degenerate BFS :
a BFS with one or more B.v .
at o levee .
o redundant
information causes
degeneracy .
B. v
if rank CA ) =m ,
in .
n - m N B. v
. .
n -
m boundaries are
sufficient to determine a BFS
multiple sets of n -
m boundaries correspond to the same
extreme
pt .
F.G .
Max 2- = 2K , t KL ← Meo
St .
4N , -1322 E 12
42, t 22 ES ←
Us =D
4K , -
Na Ef
→
-0 ← 23=0
q,
K , . Nz 30 .
3 B. v
I
.
Max Z = 2K , t KL rank CA ) =3 2 N .
B. v .
St .
4N , -1322 tug = 12 2 lines are sufficient to determine
42, t 22 +24 = 8 1 extreme pt .
4K , -
Ki . 22 , Rs , Na .
B- 30 .
3 different sets of B. v .
information redundancy , .
Example.
Max x0 = 2x1 + x2
Subject to 4x1 + 3x2 12
4x1 + x2 8
4x1 x2 8
x1 , x2 0
x1 x2 x3 x4 x5 b
x3 4 3 1 0 0 12
x4 4⇤⇤ 1 0 1 0 8
x5 4⇤ 1 0 0 1 8
x0 2 1 0 0 0 0
x1 x2 x3 x4 x5 b x1 x2 x3 x4 x5 b
x3 0 4 1 0 1 4 x3 0 2⇤⇤ 1 1 0 4
x4 0 2⇤ 0 1 1 0 x1 1 1/4 0 1/4 0 2
x1 1 1/4 0 0 1/4 2 x5 0 2 0 1 1 0
x0 0 3/2 0 0 1/2 4 x0 0 1/2 0 1/2 0 4
Degenerate Vertex {x4 = 0 and basic} Degenerate Vertex {x5 = 0 and basic}
# #
x1 x2 x3 x4 x5 b x1 x2 x3 x4 x5 b
x3 0 0 1 2 1⇤ 4 x2 0 1 1/2 1/2 0 2
x2 0 1 0 1/2 1/2 0 x1 1 0 1/8 3/8 0 3/2
x1 1 0 0 1/8 1/8 2 x5 0 0 1 2 1 4
x0 0 0 0 3/4 1/4 4 x0 0 0 1/4 1/4 0 5
x1 x2 x3 x4 x5 b
x5 0 0 1 2 1 4
x2 0 1 1/2 1/2 0 2
x1 1 0 1/8 3/8 0 3/2
x0 0 0 1/4 1/4 0 5
aopertiaonratiama.EIY.ae?degenerateBFsatterpiot
xBj§_..---bs----|p#
Ks ratio
#
:
KB; bis
pi BYy.es
- r - - - - - -
. . -
- - - -
- -
Bibs .
Vs Yoo
pivot at y is i
:÷÷÷ti÷÷:l:÷:.÷ t
B. V
KBJ is a
degenerate
.
O tableau to the
3 all
correspond same extreme
pt ,
so , there is no
change in
obj value .
Question : Is it
possible that the simplex method cycles through
these 3 or part of these tableau s forever ?
rule to select :
variable
entering :
Most negative
{
.
in Nuh ratio
leaving variable :
then there is a tie ,
Subject to x1 2
8x1 x2 + 9x3 + 14 x4 11
12x1 12 x2 + 3x3 + 12 x4 24
x2 1
x1 , x2 , x3 , x4 0
Tableau 0: Tableau 1:
x1 x2 x3 x4 x5 x6 x7 x8 b x1 x2 x3 x4 x5 x6 x7 x8 b
x5 1⇤ 0 0 0 1 0 0 0 2 x1 1 0 0 0 1 0 0 0 2
x6 8 1 9 1/4 0 1 0 0 16 x6 0 1 9 1/4⇤ 8 1 0 0 0
x7 12 1/2 3 1/2 0 0 1 0 24 x7 0 1/2 3 1/2 12 0 1 0 0
x8 0 1 0 0 0 0 0 1 1 x8 0 1 0 0 0 0 0 1 1
x0 20 1/2 6 3/4 0 0 0 0 0 x0 0 1/2 6 3/4 20 0 0 0 40
Tableau 2: Tableau 3:
x1 x2 x3 x4 x5 x6 x7 x8 b x1 x2 x3 x4 x5 x6 x7 x8 b
x1 1 0 0 0 1 0 0 0 2 x1 1 3/8 15/4 0 0 1/2 1/4 0 2
x4 0 4 36 1 32 4 0 0 0 x4 0 8⇤ 84 1 0 12 8 0 0
x7 0 3/2 15 0 4⇤ 2 1 0 0 x5 0 3/8 15/4 0 1 1/2 1/4 0 0
x8 0 1 0 0 0 0 0 1 1 x8 0 1 0 0 0 0 0 1 1
x0 0 7/2 33 0 4 3 0 0 40 x0 0 2 18 0 0 1 1 0 40
Tableau 4: Tableau 5:
x1 x2 x3 x4 x5 x6 x7 x8 b x1 x2 x3 x4 x5 x6 x7 x8 b
x1 1 0 3/16 3/64 0 1/16 1/8 0 2 x1 1 0 0 0 1 0 0 0 2
x2 0 1 21/2 1/8 0 3/2 1 0 0 x2 0 1 0 5/2 56 2⇤ 6 0 0
x5 0 0 3/16⇤ 3/64 1 1/16 1/8 0 0 x3 0 0 1 1/4 16/3 1/3 2/3 0 0
x8 0 0 21/2 1/8 0 3/2 1 1 1 x8 0 0 0 5/2 56 2 6 1 1
x0 0 0 3 1/4 0 2 3 0 40 x0 0 0 0 1/2 16 1 1 0 40
Tableau 6: Tableau 7:
x1 x2 x3 x4 x5 x6 x7 x8 b x1 x2 x3 x4 x5 x6 x7 x8 b
x1 1 0 0 0 1 0 0 0 2 x1 1 0 0 0 1 0 0 0 2
x6 0 1/2 0 5/4 28 1 3 0 0 x6 0 1 9 1/4⇤ 8 1 0 0 0
x3 0 1/6 1 1/6 4 0 1/3⇤ 0 0 x7 0 1/2 3 1/2 12 0 1 0 0
x8 0 1 0 0 0 0 0 1 1 x8 0 1 0 0 0 0 0 1 1
x0 0 1/2 0 7/4 44 0 2 0 40 x0 0 1/2 6 3/4 20 0 0 0 40
To avoid
-
EA
)
Tf .
NiNzN3K4K5N6N7K8r#
2e , I O O O l O O O 2
3/4 5/2
'
O O -2 I Yz O O
-
ay
-
µ, o , g , *, o z o o
Ng O Itt O O O O O l l
0-5/42420203/2047
|
TI NiN2N3K4K5K6K7K8r#
2e , I O O O l O O O 2
% 3/4 44
'
O O O -2 I
-
Yz
26
µ, o o g , se, o z , ,
Zz O l O O O O O l l
00420203kt ,
opt Sol !
Bland 's rule
=
To
"
avoid cycling ,
use .
to select
① entering variable :
among all N B. v-
.
Nj with
rjco .
{
:
, .
.
variable 28
departing :
Example .
Tableau 1:
x1 x2 x3 x4 x5 x6 x7 x8 b
x1 1 0 0 0 1 0 0 0 2
x6 0 1 9 1/4 8 1 0 0 0
x7 0 1/2 3 1/2 12 0 1 0 0
x8 0 1⇤ 0 0 0 0 0 1 1
x0 0 1/2 6 3/4 20 0 0 0 40
Tableau 2:
x1 x2 x3 x4 x5 x6 x7 x8 b
x1 1 0 0 0 1 0 0 0 2
x6 0 0 9 1/4 8 1 0 1 1
x7 0 0 3 1/2⇤ 12 0 1 1/2 1/2
x2 0 1 0 0 0 0 0 1 1
x0 0 0 6 3/4 20 0 0 1/2 81/2
Tableau 3:
x1 x2 x3 x4 x5 x6 x7 x8 b
x1 1 3/8 15/4 0 0 1/2 1/4 0 2
x6 0 0 15/2 0 2 1 1/2 3/4 3/4
x4 0 0 6 1 24 0 2 1 1
x2 0 1 0 0 0 0 0 1 1
x0 0 0 21/2 0 2 0 3/2 5/4 165/4
optimal solution ⌅