TOYCO problem

Primal
Max Z = 3x1 + 2x2 + 5x3
Subject to
1x1 + 2x2 + 1x3 43
3x1 + x2 + 2x3 4!
1x1 + 4x2 + x3 42
"#ere x1$x2$x3 %
&ual
Mi' Z = 43(1 + 4!(2 + 42(3
Subject to
1(1 + 3(2 + 1(3 % 3
2(1 + (2 + 4(3 % 2
1(1 + 2(2 + (3 % 5
"#ere (1$(2$(3 %
)1 )2 )3 S1 S2 S3 Solutio'
Z *3 *2 *5
S1 1 2 1 1 43
S2 3 2 1 4!
S3 1 4 1 42
)1 )2 )3 S1 S2 S3 Solutio'
Z +,2 *2 5,2 115
S1 *1,2 2 1 *1,2 2
)3 3,2 1 1,2 23
S3 1 4 1 42
)1 )2 )3 S1 S2 S3 Solutio'
Z 4 1 2 135
)2 *1,4 1 1,2 *1,4 1
)3 3,2 1 1,2 23
S3 2 *2 1 1 2
"#at i- t#e u-e o. t#i- met#o/0 "#e' 1e are 'ot i' a po-itio' to -ol2e t#e problem e2e'
1it#out t#i- 3'o1le/4e0
T#e importa'ce o. t#i- met#o/ i- reali5e/ 1#e' 1e attempt to carr( out -e'-iti2it(
a'al(-i-6
)7 = 7
*1
b
Z8 9 C8 = YP8 9 C8
Y = C77
*1
Colum'- are 4e'erate/ .rom 7
*1
P
:t a'( poi't o. time t#e re-ulta't )7 matrix ma( a/opt a'( o. t#e .ollo1i'4 .orm-6
16 T#e curre't ;ba-ic< -olutio' remai'- u'c#a'4e/6
26 T#e curre't -olutio' become- i'.ea-ible6
36 T#e curre't -olutio' become- 'o'*optimal6
46 T#e curre't -olutio' become- bot# 'o' optimal a'/ i'.ea-ible6
C=:>?@S :AA@CTB>? A@:SB7BCBTY
C#a'4e- i' t#e D=S 2ector b
Ca-e 1E
CetF- a--ume t#at all t#e re-ource- i' t#e pre2iou- are i'crea-e/ b( 4G6 &o 1e 'ee/ to
re1or3 t#e e'tire problem0 T#e a'-1er i- H>OI
"e 1ill ju-t -tart 1it# t#e optimal i'2er-e o. t#e pre2iou- problem a'/ .i'/ t#e 2alue- o.
ba-ic 2ariable-6
)7 = 7
*1
b
"#ere$ b i- c#a'4e/ 'o16
J x2 J J 1,2 *1,4 J J !2 J J 14 J
J x3 J )7 = J 1,2 J J !44 J = J 322 J
J x! J J *2 1 1 J J 5KK J J 2K J

T#ere i- 'o 'e4ati2e 2alue i' #i- 2ector6 "#at /oe- t#i- i'/icate0
T#e -olutio' i- -till .ea-ible6
"#at i- t#e a--ociate/ pro.it0
)1 = x2 = 14 x3 = 322
Pro.it = 3x1 + 2x2 + 5x3
= 3 x + 2 x 14 + 5 x 322
= L1K+6
Ca-e 2E
Cet- allocate t#e -lac3 capacit( i' operatio' 3 to operatio' 16
i6e6 :2ailable re-ource- i' operatio' 1$ 2 a'/ 3 are 'o1 45$ 4! a'/ 4 re-pecti2el(6
J x2 J J 1,2 *1,4 J J 45 J J 225*115 J J 11 J
J x3 J )7 = J 1,2 J J 4! J = J 23 J = J 23 J
J x! J J *2 1 1 J J 4 J J *++4!+4 J J *4 J
T#e pre-e'ce o. 'e4ati2e 2alue i' ba-ic 2ariable 2ector -#o1- t#at -olutio' i- i'.ea-ible6
M-e /ual -implex met#o/
)1 )2 )3 S1 S2 S3 Solutio'
Z 4 1 2 13N
)2 *1,4 1 1,2 *1,4 11
)3 3,2 1 1,2 23
)! 2 *2 1 1 *4
)1 )2 )3 S1 S2 S3 Solutio'
Z 5 5,2 1,2 135
)2 1,4 1 1,2 1
)3 3,2 1 1,2 23
S1 *1 1 *1,2 *1,2 2
Ca-e 3E
"e ca' al-o .i'/ t#e ra'4e o. 2alue- o. D=S -o t#at t#e curre't -olutio' remai'- .ea-ible6
Suppo-e 1e 'ee/ to .i'/ t#e .ea-ible ra'4e o. capacit( o. operatio'16
J x2 J J 1,2 *1,4 J J 43 + &1 J J J
J x3 J )7 = J 1,2 J J 4! J % J J
J x! J J *2 1 1 J J 42 J J J
J x2 J J 215 + &1,2 *115 J J1+&1,2 J J J
J x3 J )7 = J 23 J = J23 J % J J
J x! J J *K!*2&1+4!+42 J J 2*2&1 J J J
"#ic# implie-
&1 % *2 a'/ &1 1
*2 &1 1
43 *2 43 + &1 44
Mi'imum 2alue o. D=S = 23
Maximum 2alue = 44
T#e proce/ure- illu-trate/ #ere i- applicable 1#e' t#e re-ource- are co'-i/ere/
i'/i2i/uall( o'l(6
://itio' o. 'e1 co'-trai't-
: 3x1 + x2 + x3 5 c#ec3 .or re/u'/a'c(6
"#et#er it i- re/u'/a't or 'ot0 YES
7 Ta3e a'ot#er example i' 1#ic# 1e a// o'e more operatio' li'e i' t#e a--embl( li'e
1it# /ail( capacit( o. 5 mi'ute-6
3x1 + 3x2 + x3 500
C#ec3 t#i-E
"#et#er it i- re/u'/a't or 'ot0 NO
)1 )2 )3 S1 S2 S3 S4 Solutio'
Z 4 1 2 135
)2 *1,4 1 1,2 *1,4 1
)3 3,2 1 1,2 23
S3 2 *2 1 1 2
S4 3 3 1 1 5
T#e -#a/e/ cell- -#oul/ be 3ept at 5ero 2alue$ 7@C:MS@ x2 a'/ x3 are ba-ic6
>e1 -4 ro1 = ol/ -4 9 ;3x2 + 1x3<
= 3 9 ;3x1,4 + 3,2<
= +,4
)1 )2 )3 S1 S2 S3 S4 Solutio'
Z 4 1 2 135
)2 *1,4 1 1,2 *1,4 1
)3 3,2 1 1,2 23
S3 2 *2 1 1 2
S4 +,4 *3,2 1,4 1 *3
:ppl( /ual -implex to 4et x1 = x2 = + x3 = 23 a- Z = L133
CHANGES AFFECTING FEASIBILITY
A. Changes in he !"igina# !$%e&i'e &!e((i&ien
T#e c#a'4e o'l( a..ect t#e optimalit( o. t#e -olutio'
Step-
Compute t#e /ual coe..icie't-
M-e t#e 'e1 /ual 2alue- to /etermi'e t#e Z coe..icie't

T#e 'e1 Z ro1 -ati-.ie- optimalit( a'/ t#e
-olutio' remai'- u'c#a'4e/ ;optimum
2alue ma( c#a'4e<
T#e 'e1 Z ro1 2iolate- t#e optimalit(
co'/itio'6 M-e primal -implex a- u-ual6
B' TOYCO problem
16 >o1 letF- -a( 1e #a2e to mi'imi5e Z = 2x1 + 3x2 + 4x3
>ote all t#e co-t coe..icie't- #a2e c#a'4e/ 'o1
Step1
?et t#e 'e1 /ual coe..icie't-
;(1$(2$(3< = ;'e1 co-t coe..icie't o. ba-ic 2ariable i' t#e optimal primal< ; 7
*1
<
= ;3 4 < J 1,2 *1,4 J
J *1,2 J
J *2 1 1 J
; (1 (2 (3< = ;3,2 5,4 <
Z1 9 C1 = YP1 9 C1
YP1 i- -till t#e -ame6 :'/ C1 = 2 'o16
= ;3,2 5,4 < J 1 J
J 3 J * 2
J 1 J
= 13,4
Z2 9 C2 = YP2 9 C2
= ;3,2 5,4 < J 2 J
J 3 J * 3
J 4 J
=
Z3 9 C3 = YP3 9 C3
= ;3,2 5,4 < J 1 J
J 2 J * 4
J J
=
Z4 9 C4 = YP4 9 C4
= ;3,2 5,4 < J 1 J
J J *
J J
= 3,2
Z5 9 C5 = YP5 9 C5
= ;3,2 5,4 < J J
J 1 J *
J J
= 5,4
Z! 9 C! = YP! 9 C!
= ;3,2 5,4 < J J
J J *
J 1 J
=
"#at 1e .i'/ #ere i- t#at all 2 ro1 coe..icie't i' t#i- maximi5atio' problem i- +2e
i'/icati'4 t#at it i- -till optimal6
"#at i- t#e 2alue o. optimal .u'ctio'0
Bt i- 2;x1< + 3;x2< + 4;x3<
2x + 3x1 + 4x23 = L122
26 >o1 letF- -a( t#e objecti2e .u'ctio' #a- bee' c#a'4e/ to Z = !x1 + 3x2 + 4x3
Step-E
?et t#e 'e1 /ual coe..icie't a4ai'
;(1$(2$(3< = ;'e1 co-t coe..icie't o. ba-ic 2ariable i' t#e optimal primal< ; 7
*1
<
= ;3 4 < J 1,2 *1,4 J
J *1,2 J
J *2 1 1 J
; (1 (2 (3< = ;3,2 5,4 <
Z1 9 C1 = YP1 9 C1
= ;3,2 5,4 < J 1 J
J 3 J * 6
J 1 J
= *3,4
Similarl(
Z2 9 C2 =
Z3 9 C3 =
Z4 9 C4 = 3,2
Z5 9 C5 = 5,4
Z! 9 C! =
>e1 -implex met#o/ table i- a- .ollo1-

)1 )2 )3 S1 S2 S3 Solutio'
Z *3,4 3,2 5,4 122
)2 *1,4 1 1,2 *1,4 1
)3 3,2 1 1,2 23
S3 2 *2 1 1 2
T#i- i- 'ot optimal (et
Co'ti'ui'4 t#e iteratio' 1e 4et
Z = 122N65 O x1 = 1 x2 = 1265 x3 = 215
B'-tea/ o. /ecrea-i'4,i'crea-i'4 t#e coe..icie't o'e b( o'e or -imulta'eou-l( 1e 1a't to
.i'/ t#e ra'4e o. co-t coe..icie't i' or/er to retai' optimall(6
Aor example let- -a( t#at
Cj = Cj + &j
B' TOYCO problem6 Cet- .i'/ out t#e ra'4e o. C1 .ir-t
:- u-ual
"rite t#e 'e1 maximi5atio' objecti2e a- Max ;3+&1<x1 + 2x2 + 5x3
Ai'/ 'e1 /ual -olutio'
;(1$(2$(3< = ;'e1 co-t coe..icie't o. ba-ic 2ariable i' t#e optimal primal< ; 7
*1
<
= ;2 5 < J 1,2 *1,4 J
J *1,2 J
J *2 1 1 J
; (1 (2 (3< = ;1 2 <
Z1 9 C1 = YP1 9 C1
= ;1 2 < J 1 J
J 3 J * (3+D1)
J 1 J
= 1+!*;3+&1<
= N*3*&1
= 4*&1 % ; i' or/er to retai' optimalit( i' maximi5atio' problem<
&1 4
Ot#er Z ro1 coe..icie't- are 'ot 4oi'4 to c#a'4e becau-e t#ere i- a c#a'4e i' C1 o'l(6
=e'ce t#e maximum 2alue o. C1 coul/ be 3+4 = N
Le)s (in* he "ange !( C2 n!+
Procee/ a- u-ual
Ai'/ 'e1 /ual coe..icie't ;(1 (2 (3<
;(1$(2$(3< = ;'e1 co-t coe..icie't o. ba-ic 2ariable i' t#e optimal primal< ; 7
*1
<
= ;2+&2 5 < J 1,2 *1,4 J
J *1,2 J
J *2 1 1 J
; (1 (2 (3< = ;1+&2,2 2*&2,4 <
Z1 9 C1 = YP1 9 C1
= ;1+&2,2 2*&2,4 < J 1 J
J 3 J * 3
J 1 J
= 1+&2,2 + ! 9 3&2,4 *3
, - .2/2 0 0
Z2 9 C2 = YP2 9 C2
= ;1+&2,2 2*&2,4 < J 2 J
J J * (2+D2)
J 4 J
= 2+&2 9 ;2+&2<
=
Z3 9 C3 = YP3 9 C3
= ;1+&2,2 2*&2,4 < J 1 J
J 2 J * 5
J J
= 1+&2,2 + 4 9 2&2,4 *5
=
Z4 9 C4 = YP4 9 C4
= ;1+&2,2 2*&2,4 < J 1 J
J J *
J J
= 1 + &2,2 %
.2 0 12
Z59 C5 = YP5 9 C5
= ;1+&2,2 2*&2,4 < J J
J 1 J *
J J
= 2*&2,4 %
.2 2
*2 &2 K
*2+2 &2+2 K+2
C2 1
T#at i- co-t coe..icie't o. C2 ca' 2ar( .rom to 1 a'/ -till remai' optimal6
A..ITION OF NE3 ACTI4ITY
Bt i- ePui2ale't to a//i'4 a 'e1 2ariable
T#e a//itio' o. acti2it( i- /e-irable o'l( 1#e' it ma3e- a'( co'tributio' i' t#e pro.it i6e6
it e'#a'ce- t#e optimal 2alue o. t#e objecti2e .u'ctio'6
T#e 'e1 a//e/ acti2it( ca' be t#ou4#t o. a- a 'o'*ba-ic 2ariable6 T#i- mea'- t#at t#e
/ual 2alue- a--ociate/ 1it# t#e curre't -olutio' remai'- u'c#a'4e/6
:l-o i' ot#er 1or/-$ i. t#ere i- 'o c#a'4e i' optimalit( it i- 'ot /e-irable to a// t#e
acti2it(6
B' TOYCO problem letF- a--ume t#at to( trai' i- replace/ 1it# to( .ire e'4i'e6
Pro.it per to( .ire e'4i'e = L4
:--embl( time- o' eac# operatio' ;1 1 2 < >e1 /ual coe..icie't
;(1$(2$(3< = ;2 5 < J 1,2 *1,4 J
J *1,2 J
J *2 1 1 J
; (1 (2 (3< = ;1 2 <
)4 colum' = 7*1 ;P4< = J 1,2 *1,4 J J 1 J J 1,4 J
J *1,2 J J 1 J = J 1,2 J
J *2 1 1 J J 2 J J 1 J
)1 )2 )3 S1 S2 S3 )4 Solutio'
Z 4 1 2 *1 135
)2 *1,4 1 1,2 *1,4 1,4 1
)3 3,2 1 1,2 1,2 23
S3 2 *2 1 1 1 2
Bterati'4 1e 4et t#e .i'al a'-1er a- Z = L14!5 O x1= x2= x3=125 x4=21
Z1 9 C1 = ;1 2 < J 1 J
J 3 J * 3 = 4
J 1 J
Z2 9 C2 = ;1 2 < J 2 J
J J * 2 =
J 4 J
Z3 9 C3 = ;1 2 < J 1 J
J 2 J * 5 =
J J
Z4 9 C4 = ;1 2 < J 1 J
J J * = 1
J J
Z5 9 C5 = ;1 2 < J J
J 1 J * = 2
J J
Z! 9 C! = ;1 2 < J J
J J =
J 1 J
ZN 9 CN = ;1 2 < J 1 J
J 1 J * 4 = -1 #e'ce it i- be'e.icial to a// 'e1 acti2it(6
J 2 J
T#i- i- t#e co-t coe..icie't a--ociate/ 1it# 'e1 acti2itie-6