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Big M 2 Phase PDF
Big M 2 Phase PDF
1
min z = 2x1 + 3x2
s.t. (1/2)x1 + (1/4)x2 ≤ 4
x1 + 3x2 ≥ 20
x1 + x2 = 10
x1 , x2 ≥0
In standard form:
z x1 x2 s1 e2 a2 a3 RHS
1 −2 −3 0 0 −M −M 0
0 1/2 1/4 1 0 0 0 4
0 1 3 0 −1 1 0 20
0 1 1 0 0 0 1 10
z x1 x2 s1 e2 a2 a3 RHS
1 2M − 2 4M − 3 0 −M 0 0 30M
0 1/2 1/4 1 0 0 0 4
0 1 3 0 −1 1 0 20
0 1 1 0 0 0 1 10
2
x2 enters a2 leaves the basis. Next tableau:
z x1 x2 s1 e2 a2 a3 RHS
1 (2M − 3)/3 0 0 (M − 3)/3 (3 − 4M )/3 0 (60 + 10M )/3
0 5/12 0 1 1/12 −1/12 0 7/3
0 1/3 1 0 −1/3 1/3 0 20/3
0 2/3 0 0 1/3 −1/3 1 10/3
3
x1 enters a3 leaves the basis. Next tableau:
z x1 x2 s1 e2 a2 a3 RHS
1 0 0 0 −1/2 (1 − 2M )/2 (3 − 2M )/2 25
0 0 0 1 −1/8 1/8 −5/8 1/4
0 0 1 0 −1/2 1/2 −1/2 5
0 1 0 0 1/2 −1/2 3/2 5
4
max z = x1 + x2
s.t. 2x1 + x2 ≥ 3
3x1 + x2 ≤ 3.5
x1 + x2 ≤1
x1 , x2 ≥0
max z − x1 − x2 + M a1 = 0
s.t. 2x1 + x2 − e + a1 =3
3x1 + x2 + s2 = 3.5
x1 + x2 + s3 =1
x1 , x2 , e, a1 , s2 , s3 ≥0
z x1 x2 e a1 s2 s3 RHS
1 −2M − 1 −M − 1 M 0 0 0 −3M
0 2 1 −1 1 0 0 3
0 3 1 0 0 1 0 3.5
0 1 1 0 0 0 1 1
5
x1 enters a1 leaves the basis. Next tableau:
z x1 x2 e a1 s2 s3 RHS
1 0 M M 0 0 2M + 1 −M + 1
0 0 −1 −1 1 0 −2 1
0 0 −2 0 0 1 −3 0.5
0 1 1 0 0 0 1 1
6
2 phase method for a Linear Programming problem:
7
min z = 2x1 + 3x2
s.t. (1/2)x1 + (1/4)x2 ≤ 4
x1 + 3x2 ≥ 20
x1 + x2 = 10
x1 , x2 ≥0
In standard form:
min w − a2 − a 3 =0
s.t. (1/2)x1 + (1/4)x2 + s1 = 4
x1 + 3x2 − e2 + a2 = 20
x1 + x2 + a3 = 10
x1 , x2 , s1 , e2 , a2 , a3 ≥0
w x1 x2 s1 e2 a2 a3 RHS
1 0 0 0 0 −1 −1 0
0 1/2 1/4 1 0 0 0 4
0 1 3 0 −1 1 0 20
0 1 1 0 0 0 1 10
w x1 x2 s1 e2 a2 a3 RHS
1 2 4 0 −1 0 0 30
0 1/2 1/4 1 0 0 0 4
0 1 3 0 −1 1 0 20
0 1 1 0 0 0 1 10
8
x2 enters a2 leaves the basis. Next tableau:
w x1 x2 s1 e2 a2 a3 RHS
1 2/3 0 0 1/3 −4/3 0 10/3
0 5/12 0 1 1/12 −1/12 0 7/3
0 1/3 1 0 −1/3 1/3 0 20/3
0 2/3 0 0 1/3 −1/3 1 10/3
9
x1 enters a3 leaves the basis. Next tableau:
w x1 x2 s1 e2 a2 a3 RHS
1 0 0 0 0 −1 −1 0
0 0 0 1 −1/8 1/8 −5/8 1/4
0 0 1 0 −1/2 1/2 −1/2 5
0 1 0 0 1/2 −1/2 3/2 5
10
First tableau of phase 2, before clean-up:
z x1 x2 s1 e2 RHS
1 −2 −3 0 0 0
0 0 0 1 −1/8 1/4
0 0 1 0 −1/2 5
0 1 0 0 1/2 5
z x1 x2 s1 e2 RHS
1 0 0 0 −1/2 25
0 0 0 1 −1/8 1/4
0 0 1 0 −1/2 5
0 1 0 0 1/2 5
End of phase 2.
11
max z = x1 + x2
s.t. 2x1 + x2 ≥ 3
3x1 + x2 ≤ 3.5
x1 + x2 ≤1
x1 , x2 ≥0
min w − a1 =0
s.t. 2x1 + x2 − e + a1 = 3
3x1 + x2 + s2 = 3.5
x1 + x2 + s3 =1
x1 , x2 , e, a1 , s2 , s3 ≥0
w x1 x2 e a1 s2 s3 RHS
1 2 1 −1 0 0 0 3
0 2 1 −1 1 0 0 3
0 3 1 0 0 1 0 3.5
0 1 1 0 0 0 1 1
12
x1 enters a1 leaves the basis. Next tableau:
w x1 x2 e a1 s2 s3 RHS
1 0 −1 −1 0 0 −2 1
0 0 −1 −1 1 0 −2 1
0 0 −2 0 0 1 −3 0.5
0 1 1 0 0 0 1 1
End of phase 1.
13