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ATISH KHADSE
Indeed, the penalty is so costly that unless any of the respective variables' inclusion is warranted algorithmically, such variables will never be part of any feasible solution. This method removes artificial variables from the basis. Here, we assign a large undesirable (unacceptable penalty) coefficients to artificial variables from the objective function point of view. If the objective function (Z) is to be minimized, then a very large positive price (penalty, M) is assigned to each artificial variable and if Z is to be minimized, then a very large negative price is to be assigned. The penalty will be designated by +M for minimization problem and by M for a maximization problem and also M>0.
Example: Minimize Z= 600X1+500X2 subject to constraints, 2X1+ X2 >or= 80 X1+2X2 >or= 60 and X1,X2 >or= 0
2 1 1 2 Zj 3M 3M Cj - Zj 600-3M 500-3M
0 80 1 60 M 0
It is clear from the tableau that X2 will enter and A2 will leave the basis. Hence 2 is the key element in pivotal column. Now,the new row operations are as follows: R2(New) = R2(Old)/2 R1(New) = R1(Old) - 1*R2(New)
Cj Basic Basic CB Variab Soln(XB) le (B) M 500 A1 X2 50 30 600 X1 3 2 1 2 Zj 3M/2+250 Cj - Zj 350-3M/2 500 X2 0 1 500 0 0 S1 -1 0 M M 0 S2 1 2 - 1/2 M/2-250 250-M/2 M A1 1 0 M 0
Min.Ratio (XB/Pivota l Col.)
100/3 60
It is clear from the tableau that X1 will enter and A1 will leave the basis. Hence 2 is the key element in pivotal column. Now,the new row operations are as follows: R1(New) = R1(Old)*2/3 R2(New) = R2(Old) (1/2)*R1(New)
Cj CB 600 500 Basic Varia Basic ble Soln(XB) (B) X1 X2 100/3 40/3 Zj Cj - Zj 600 X1 1 0 600
0
500 X2 0 1 500 0
0 S1 2 3 1 3 700 3 700 3
0 S2 1 3 2 3 400 3 400 3
Since all the values of (Cj-Zj) are either zero or positive and also both the artificial variables have been removed, an optimum solution has been arrived at with X1=100/3 , X2=40/3 and Z=80,000/3.