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Lec14 - Simplex Special Cases PDF
Lec14 - Simplex Special Cases PDF
: 1- )(Max
: 2- )(Basic Feasible Solution
: 3- 2-
: 4- Z
.
Z 5-
: 5- ) (Nonbasic Variable ) (Basis
. Z )(xk
: 6- ) (Basic Variable ) (Basis
) (bi/aik . )(xj
: 7- ) (Pivoting Step ) (xk )(xj
xk Basis
1 ) (j
xk Z
: 8- 4-
1
OR-101: Dr. Khalid Al-Nowibet
)(The Simplex Algorithm
: 2 )(0,0
Max Z = 3x1 + 2x2
s.t. x1 + 2x2 4
3x1 + 2x2 14
x1 x2 3
x1 , x2 0
Max Z = 3x1 + 2x2
s.t. x1 + 2x2 + s1 = 4
3x1 + 2x2 + s2 = 14
x1 x2 + s3 = 3
x1 , x2 , s1, s2, s3 0
2
OR-101: Dr. Khalid Al-Nowibet
(The Simplex Algorithm)
( 0,0)
(0) + 2(0) + s1 = 4
3(0) + 2(0) + s2 = 14
(0) (0) + s3 = 3
( 0,0)
Initial Basic Feasible Solution = (0,0,4,14,3)
Basic Variables = (s1 , s2 , s3) = (4,14,3)
Nonbasic Variables = (x1 , x2) = (0,0)
3
OR-101: Dr. Khalid Al-Nowibet
(The Simplex Algorithm)
(x1 , x2 ,s1 , s2 , s3) = (0,0,4,14,3) :
Max Z = 3x1 + 2x2
s.t. x1 + 2x2 + s1 = 4
3x1 + 2x2 + s2 = 14
x1 x2 + s 3 = 3
x1 , x2 , s 1 , s 2 , s 3 0
BV x1 x2 s1 s2 s3 RHS
Z 3 2 0 0 0 0
s1 -1 2 1 0 0 4
s2 3 2 0 1 0 14
s3 1 -1 0 0 1 3
4
OR-101: Dr. Khalid Al-Nowibet
(The Simplex Algorithm)
BV x1 x2 s1 s2 s3 RHS
Z 3 2 0 0 0 0
RT
s1 -1 2 1 0 0 4
s2 3 2 0 1 0 14 14/3 = 4.6
s3 1 -1 0 0 1 3 3/1 = 3
3(r*)+(rZ) Z 0 -5 0 0 3 9
RT
1(r*)+(r1) s1 0 1 1 0 1 7 7/1 = 7
-3(r*)+(r2) s2 0 5 0 1 -3 5 5/5 = 5
r* = (r3)/1 x1 1 -1 0 0 1 3
5(r*)+(rZ) Z 0 0 0 1 0 14
-1(r*)+(r1) s1 0 0 1 -1/5 8/5 6
r* = (r2)/5 x2 0 1 0 1/5 -3/5 1
1(r*) + (r3) x1 1 0 0 1/5 2/5 4
5
OR-101: Dr. Khalid Al-Nowibet
(Special Cases in Simplex Method)
(Infeasible Solution) .1
6
OR-101: Dr. Khalid Al-Nowibet
)(Special Cases in Simplex Method
.1 )(Infeasible Solution
0 > RHS
:
7
OR-101: Dr. Khalid Al-Nowibet
(Special Cases in Simplex Method)
(Infeasible Solution) .1
(5,0) :
Max Z = x1 + 2x2 Max Z = x1 + 2x2
s.t. x1 + x2 5 s.t. x1 + x2 + s1 = 5
2x1 + x2 12 2x1 + x2 s2 = 12
x1 , x2 0 x1 , x2 , s1 , s2 0
8
OR-101: Dr. Khalid Al-Nowibet
)(Special Cases in Simplex Method
:
) (NBV = 0
9
OR-101: Dr. Khalid Al-Nowibet
(Special Cases in Simplex Method)
BV x1 x2 s1 s2 s3 RHS
Z 3 2 0 0 0 0
s1 -1 2 1 0 0 4
s2 3 2 0 1 0 14
s3 1 -1 0 0 1 3
Z 0 -5 0 0 3 9
s1 0 1 1 0 1 7
s2 0 5 0 1 -3 5
x1 1 -1 0 0 1 3
Z 0 0 0 1 0 14
s1 0 0 1 -1/5 8/5 6
x2 0 1 0 1/5 -3/5 1
x1 1 0 0 1/5 2/5 4
10
OR-101: Dr. Khalid Al-Nowibet
(Special Cases in Simplex Method)
BV x1 x2 s1 s2 s3 RHS
Z 0 0 0 1 0 14
RT
s1 0 0 1 -1/5 8/5 6
6/(8/5) = 3.75
x2 0 1 0 1/5 -3/5 1
x1 1 0 0 1/5 2/5 4 4/(2/5) = 10
Z 0 0 0 1 0 14
s3 0 0 5/8 -1/8 1 30/8
x2 0 1 3/8 1/8 0 26/8
x1 1 0 -2/8 2/8 0 20/8
:
) (NBV
) (BV
.
12
OR-101: Dr. Khalid Al-Nowibet
(Special Cases in Simplex Method)
13
OR-101: Dr. Khalid Al-Nowibet
(Special Cases in Simplex Method)
Z 0 3 2 0 20 RT
x1 1 1 1 0 10
s2 0 2 -2 1 20 20/2=10
Z 0 0 -1 3/2 50 RT
x1 1 0 0 1/2 20
x2 0 1 -1 1/2 10 14
OR-101: Dr. Khalid Al-Nowibet
)(Special Cases in Simplex Method
15 )(Unbounded
OR-101: Dr. Khalid Al-Nowibet
)(Special Cases in Simplex Method
= m
= n m
16
OR-101: Dr. Khalid Al-Nowibet
)(Special Cases in Simplex Method
> m
< n m
Basis
17
OR-101: Dr. Khalid Al-Nowibet
(Special Cases in Simplex Method)
18
OR-101: Dr. Khalid Al-Nowibet
(Special Cases in Simplex Method)
19
OR-101: Dr. Khalid Al-Nowibet
(Special Cases in Simplex Method)