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David Bigm PDF
David Bigm PDF
0.5x1 + 0.25x2 4
x1 +
3x2 20
x1 +
x2 = 10
(sugar constraint)
(Vitamin C constraint)
(10 oz in 1 bottle of Oranj)
x1 , x2 , > 0
The LP in standard form is shown on the next slide.
47
Copyright (c) 2003 Brooks/Cole, a division of Thomson Learning, Inc.
3x2
0.5x1 + 0.25x2 + s1
=0
= 4
Row 3:
x1 +
3x2
- e2 = 20
Row 4:
x1 +
x2
= 10
3x2
=0
0.5x1 + 0.25x2 + s1
Row 3:
x1 +
3x2
Row 4:
x1 +
x2
= 4
- e2 + a2
= 20
+ a3 = 10
48
Copyright (c) 2003 Brooks/Cole, a division of Thomson Learning, Inc.
3x2
-Ma2 - Ma3
0.5x1 + 0.25x2 + s1
=0
= 4
Row 3:
x1 +
3x2
- e2 +
Row 4:
x1 +
x2
a2
= 20
a3
= 10
Modifying the objective function this way makes it extremely costly for
an artificial variable to be positive. The optimal solution should force
a2 = a3 =0.
49
Copyright (c) 2003 Brooks/Cole, a division of Thomson Learning, Inc.
z
1.00
x1
-2.00
0.50
1.00
1.00
x2
-3.00
0.25
3.00
1.00
s1
e2
a2
-M
-1.00
1.00
a3
-M
1.00
1.00
rhs
0.00
4.00
20.00
10.00
51
Copyright (c) 2003 Brooks/Cole, a division of Thomson Learning, Inc.
z
1.00
z
1.00
z
1.00
z
1.00
z
1.00
x1
2m - 2
0.50
1.00
1.00
x1
2m - 2
0.50
0.33
1.00
x1
(2M-3)/3
0.50
0.33
1.00
x1
(2M-3)/3
0.42
0.33
1.00
x1
(2M-3)/3
0.42
0.33
0.67
x2
4M -3
0.25
3
1.00
x2
4M -3
0.25
1
1.00
x2
0.25
1
1.00
x2
s1
-1.00
s1
a3
1.00
e2
-M
a2
-0.33
0.33
e2
(M-3)/3
a2
(3-4M)/3
-0.33
0.33
1.00
a3
1.00
s1
1.00
a3
1.00
s1
s1
1.00
a2
1.00
1.00
1
1.00
x2
e2
-M
e2
(M-3)/3
0.08
-0.33
a2
(3-4M)/3
-0.08
0.33
e2
(M-3)/3
0.08
-0.33
0.33
a2
(3-4M)/3
-0.08
0.33
-0.33
1.00
a3
1.00
a3
1.00
rhs
30M
4.00
20.00
10.00
rhs
30M
4.00
6.67
10.00
rhs
(60+10M)/3
4.00
6.67
10.00
rhs
(60+10M)/3
2.33
6.67
10.00
rhs
(60+10M)/3
2.33
6.67
3.33
ratio
ero
Row 0 + M(Row 2) + M(Row 3)
16
6.67
10
ero
Row 2 divided by 3
ero
Row 0 - (4M-3)*(Row 2)
ero
Row 1 - 0.25*(Row 2)
ero
Row 3 - Row 2
52
Copyright (c) 2003 Brooks/Cole, a division of Thomson Learning, Inc.
z
1.00
z
1.00
z
1.00
z
1.00
x1
(2M-3)/3
0.42
0.33
0.67
x1
(2M-3)/3
0.42
0.33
1.00
x1
0.42
0.33
1.00
x1
x2
s1
1.00
1
x2
s1
1.00
1
x2
s1
1.00
1.00
x2
s1
1.00
z
1.00
0.33
1.00
x1
1.00
x2
s1
1.00
1.00
1.00
e2
(M-3)/3
0.08
-0.33
0.33
e2
(M-3)/3
0.08
-0.33
0.50
e2
-0.50
0.08
-0.33
0.50
e2
-0.50
-0.13
-0.33
0.50
e2
-0.50
-0.13
-0.50
0.50
a2
(3-4M)/3
-0.08
0.33
-0.33
a2
(3-4M)/3
-0.08
0.33
-0.50
a2
(1-2M)/2
-0.08
0.33
-0.50
a2
(1-2M)/2
0.13
0.33
-0.50
a2
(1-2M)/2
0.13
0.50
-0.50
a3
1.00
a3
1.50
a3
(3-2M)/2
1.50
a3
(3-2M)/2
-0.63
1.50
a3
(3-2M)/2
-0.63
-0.50
1.50
rhs
(60+10M)/3
2.33
6.67
3.33
rhs
(60+10M)/3
2.33
6.67
5.00
rhs
25.00
2.33
6.67
5.00
rhs
25.00
0.25
6.67
5.00
rhs
25.00
0.25
5.00
5.00
ratio
5.60
20.00
5.00
ero
(Row 3)*(3/2)
ero
Row 0 + (3-2M)*(Row 3)/3
ero
Row 1 - (5/12)*Row 3)
ero
Optimal Solution
Row 2 -(1/3)*Row 3
53
Copyright (c) 2003 Brooks/Cole, a division of Thomson Learning, Inc.