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    Example of Gomory's Cutting Plane Method: X X X X X X

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    Suganya Siva
    This document provides an example of using Gomory's Cutting Plane Method to find an integer solution to a linear programming problem. It begins with a linear program to minimize an objective function subject to constraints. The dual simplex method finds an initial solution of x1 = 7, x2 = 0, x3 = 1/2 with an objective value of 23. However, the variables must be integers. A new inequality is generated and added to the tableau. Pivoting operations are then performed, resulting in an integer solution of x1 = 4, x2 = 0, x3 = 1 and objective value of 26, satisfying both the primal and dual optimality conditions.

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    Example of Gomory's Cutting Plane Method: X X X X X X

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    Suganya Siva
    121 views3 pages
    This document provides an example of using Gomory's Cutting Plane Method to find an integer solution to a linear programming problem. It begins with a linear program to minimize an objective function subject to constraints. The dual simplex method finds an initial solution of x1 = 7, x2 = 0, x3 = 1/2 with an objective value of 23. However, the variables must be integers. A new inequality is generated and added to the tableau. Pivoting operations are then performed, resulting in an integer solution of x1 = 4, x2 = 0, x3 = 1 and objective value of 26, satisfying both the primal and dual optimality conditions.

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    Gomory

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    This document provides an example of using Gomory's Cutting Plane Method to find an integer solution to a linear programming problem. It begins with a linear program to minimize an objective function subject to constraints. The dual simplex method finds an initial solution of x1 = 7, x2 = 0, x3 = 1/2 with an objective value of 23. However, the variables must be integers. A new inequality is generated and added to the tableau. Pivoting operations are then performed, resulting in an integer solution of x1 = 4, x2 = 0, x3 = 1 and objective value of 26, satisfying both the primal and dual optimality conditions.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    121 views3 pages

    Example of Gomory's Cutting Plane Method: X X X X X X

    Uploaded by

    Suganya Siva
    This document provides an example of using Gomory's Cutting Plane Method to find an integer solution to a linear programming problem. It begins with a linear program to minimize an objective function subject to constraints. The dual simplex method finds an initial solution of x1 = 7, x2 = 0, x3 = 1/2 with an objective value of 23. However, the variables must be integers. A new inequality is generated and added to the tableau. Pivoting operations are then performed, resulting in an integer solution of x1 = 4, x2 = 0, x3 = 1 and objective value of 26, satisfying both the primal and dual optimality conditions.

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    of 3

    Gomorys Cutting Plane Method

    Page 1 of 3

    Example of Gomorys Cutting Plane Method


    Consider the linear program
    min 2x 1 + 15x 2 + 18x 3

    Subject to
    -x 1 + 2x 2 - 6x 3 -10 x 2 + 2x 3 6 2x 1 + 10x 3 19 -x 1 + x 2 -2 x 1, x 2, x 3 0

    We can solve this problem the dual simplex method algorithm. The final tableau is as follows: x1 x1 z2 x3 z4 1 0 0 0 0 x2 10 5 2 11 31 x3 0 0 1 0 0 z1 5 2 1 5 8 z2 0 1 0 0 0 z3 3 1 3 3 z4 0 0 0 1 0 7 5 5 23

    Which corresponds to the solution


    x1 = 7 x2 = 0 x3 =
    1 2

    Objective function = 23

    Now, imagine that we need x1, x2 and x3 to be integers. The third row reads
    -2x 2 + x 3 - z 1 - 1 z 3 = 1 2 2 1 -2x 2 + x 3 - z 1 - 2 z 3 1 2 1 -2x 2 + x 3 - z 1 - z 3 2

    If all the variables are integers, we also have that


    1 -2x 2 + x 3 - z 1 - z 3 2 -2x 2 + x 3 - z 1 - z 3 0

    We can add this new inequality to our tableau in the form


    -2x 2 + x 3 - z 1 - z 3 + z 5 = 0

    Daniel Guetta, 2010

    Gomorys Cutting Plane Method Inserting this inequality into our tableau, we obtain x1 x1 z2 x3 z4 z5 1 0 0 0 0 0 x2 10 5 2 11 2 31 x3 0 0 1 0 1 0 z1 5 2 1 5 1 8 z2 0 1 0 0 0 0 z3 3 1 3 1 3 z4 0 0 0 1 0 0 z5 0 0 0 0 1 0

    Page 2 of 3

    7 5 5 0 23

    The matrix in the body of the tableau is AB 1A . Thus, those columns corresponding to basis variables should give AB 1AB = I . Looking at the

    highlighted basis columns above, this is clearly not the case in the x3 column. We fix this by subtracting the x3 row from the last row: x1 x1 z2 x3 z4 z5 1 0 0 0 0 0 x2 10 5 2 11 0 31 x3 0 0 1 0 0 0 z1 5 2 1 5 0 8 z2 0 1 0 0 0 0 z3 3 1 3 3 z4 0 0 0 1 0 0 z5 0 0 0 0 1 0 7 5 5 23

    z5 is negative, and we therefore pivot on that row. The only column with a negative entry in that row is z3, so we pivot there. x1 x1 z2 x3 z4 z5 1 0 0 0 0 0 x2 10 5 2 11 0 31 x3 0 0 1 0 0 0 z1 5 2 1 5 0 8 z2 0 1 0 0 0 0 z3 0 0 0 0 1 0 z4 0 0 0 1 0 0 z5 6 2 1 6 2 6 4 4 1 2 1 26

    Daniel Guetta, 2010

    Gomorys Cutting Plane Method

    Page 3 of 3

    This solution is both primal and dual optimal, with only integer solution.
    x1 = 4 x2 = 0 x3 = 1 Objective function = 26

    Daniel Guetta, 2010

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