Gomory Fractional Cut

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Question 1:

The non – integer optimal solution of an LPP is given below. Find all
integer optimal solution by introducing gomory fractional cut.

Cj 4 6 2 0 0 0
Basi
CB s X1 X2 X3 S1 S2 S3 b
4 X1 1 0 0 3/10 1/5 0 5/2
6 X2 0 1 0 1/20 1/5 0 5/4
1 ¼ 25/
2 X3 0 0 0 1 4

Solution:

In the continuous variable optimal solution,

X1 = 2 + ½ , X2 = 1 + ¼ , and X3 = 6 + ¼ .

The variable X1 has the largest fractional part and hence now X1 row
is taken as the source row.

Therefore, X1 + 3/10 S1 + 1/5 S2 = 5/2.

Or X1 + (0 + 3/10) S1 + (0 + 1/5) S2 = 2 +1/2.

Therefore 3/10 S1 + 1/5 S2 >= ½

Or 3/10 S1 + 1/5 S2 – G1 = ½

Or -3/10 S1 – 1/5 S2 + G1 = -1/2.

After adding second constraint to the given table, the resulting


problem is solved by the dual simplex method.
Cj 4 6 2 0 0 0 0
Basi G1
CB s X1 X2 X3 S1 S2 S3 b
4 X1 1 0 0 3/10 1/5 0 0 5/2
6 X2 0 1 0 1/20 1/5 0 0 5/4
1 ¼ 0 25/
2 X3 0 0 0 1 4
0 G1 0 0 0 (-3/10) -1/5 0 1 -1/2
Zj 4 6 2 2 2 2 0
Cj – Zj 0 0 0 -2 -2 -2 0
Ratio - - - 20/3 10 - -

Cj 4 6 2 0 0 0 0
Basi G1
CB s X1 X2 X3 S1 S2 S3 b
4 X1 1 0 0 0 0 0 1 2
6 X2 0 1 0 0 1/6 0 1/6 7/6
1 0 5/6 35/
2 X3 0 0 -1/6 1 6
0 S1 0 0 0 1 2/3 0 -10/3 5/3
Zj 4 6 2 0 2/3 2 20/3
Cj – Zj 0 0 0 0 -2/3 -2 -20/3
Ratio - - - 0 10 - -
In these optimal solution variables X2 and X3 are continuous.

X2 = 1 + 1/6, X3 = 5 + 5/6.

The variable X3 has largest fractional part and hence X3 row is taken
as source row.

Therefore, X3 -1/6S2 + S3 + 5/6 G1 = 5+5/6.

Or X3 + (-1 + 5/6) S2 + 1S3 + (0+ 5/6) G1 =5+ 5/6.


The corresponding secondary constraint is

G2 – 5/6 S2 -5/6 G1 = -5/6.

After adding this constraint to the above table , the resulting table is
solved by the dual simplex method.

Cj 4 6 2 0 0 0 0 0
Basi G1
CB s X1 X2 X3 S1 S2 S3 G2 b
4 X1 1 0 0 0 0 0 1 0 2
6 X2 0 1 0 0 1/6 0 1/6 0 7/6
1 0 5/6 35/
2 X3 0 0 -1/6 1 0 6
0 S1 0 0 0 1 2/3 0 -10/3 0 5/3
0 0 (- -5/6
0 G2 0 0 5/6) 0 1 -5/6
Zj 4 6 2 0 2/3 2 20/3 0
Cj – Zj 0 0 0 0 -2/3 -2 -20/3 0
Ratio - - - - 4/5 - 8

Cj 4 6 2 0 0 0 0 0
Basi G1
CB s X1 X2 X3 S1 S2 S3 G2 b
4 X1 1 0 0 0 0 0 1 0 2
6 X2 0 1 0 0 0 0 0 1/5 1
2 X3 0 0 1 0 0 1 1 -1/5 6
0 S1 0 0 0 1 0 0 -4 4/5 1
0 S2 0 0 0 0 1 0 1 -6/5 1
Zj 4 6 2 0 0 2 6 4/5
Cj – Zj 0 0 0 0 0 -2 -6 -4/5
The all integer solution is X1 = 2, X2 =1 , X3 = 6, which gives Zmax = 26.

Question 2:

The non – integer optimal solution of an LPP is given below. Find all
integer optimal solution by introducing gomory fractional cut.

Cj 3 1 3 0 0 0
CB Basis X1 X2 X3 S1 S2 S3 b
1 4/9 10/
3 X3 0 0 1/9 4/9 3
1 X2 0 1 0 1/3 1/3 1/3 3
0 1/9 16/
3 X1 1 0 7/9 10/9 3
Zj 3 1 3 2 3 5
Cj – Zj 0 0 0 -2 -3 -5

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