PROGRAMACIÓN LINEAL

EL MÉTODO SIMPLEX - TABLEAU

Min z
s.a
z  cBT xB  cTN x N  0 (1)

Bx B  Nx N  b (2)

xB , xN  0 (3)

xB+B-1NxN = B-1b /c T (4)

B

cBT xB+cBT B-1NxN = cBT B-1b (5)

(1) + (5)

z+0xB+(c T B-1N-cT )xN= c T B-1b

B N B

z xB xN LD

z 1 0 cBB-1N-cN cTB-1b

xB 0 1 B-1N B-1b

1
 z xB1 xBr xBm xj xk
z 0  0  0 (zj-cj)  (zk-ck) cTB-1b
xB1 0 1  0  0 y1j  y1k  b1
     
     
xBr 0 0  1  0 yrj  yrk  br
     
     
xBm  0  0  1 ymj  ymk  bm

zk-ck = max {(zj-cj)}

SI (zk-ck)  0 PARE

SI NO
SI yjk  0 i Entonces Problema Ilimitado
SI NO

Determinar r : br /yrk = mín {bi /yik ; yik > 0}

i
Efectuar pivoteo

2
EFECTUAR PIVOTEO SEGÚN:

z xB1xBr  xBm xj  xk

z 0  (ck-ck)/yrk (zj-cj)-(yrj/yrk)(zk-ck) 0 cBb -(ck-ck)(br /yrk)
xB1 y1j-(yrj /yrk)y1k  0 b1 -(y1k/yrk)br
  
  
  
xBr yrj / yrk  1 br /yrk
  
  
  
xBm ymj-(yrj/yrk)ymk  0 bm - ( y mk / yrk ) br

3
Ejemplo

Max z = 5x1+5x2
s.a
x1 + 2x2  6
2x1 - x2  4
5x1 + 3x2  15
x1, x2  0


Mín z' = -5x1-5x2

x1 + 2x2 + x3 = 6
2x1 - x2 + x4 = 4
5x1 + 3x2 + x5 = 15

xj  0, j = 1, 2, ... , 5.


Mín z'

z' + 5x1 + 5x2 = 0

x1 + 2x2 + x3 = 6
2x1 - x2 + x4 = 4
5x1 + 3x2 + x5 = 15

xj  0, j = 1, 2, 3, 4 , 5.

4
 
z' x1 x2 x 3 x4 x5
z' 1 5 5 0 0 0 0
 x3 0 1 2 1 0 0 6
x4 0 2 -1 0 1 0 4
x5 0 5 3 0 0 1 15

z' x1 x2 x3 x4 x5
z' 1 5/2 0 -5/2 0 0 -15
x2 0 1/2 1 1/2 0 0 3
x4 0 5/2 0 1/2 1 0 7
x5 0 7/2 0 -3/2 0 1 6

z' x1 x2 x3 x4 x5
z' 1 0 0 -10/7 0 -5/7 -135/7
x2 0 0 1 5/7 0 -1/7 15/7
x4 0 0 0 11/7 1 -5/7 19/7

x1 0 1 0 -3/7 0 2/7 12/7


z' x1 x2 x3 x4 x5
z' 1 0 -5 0 0 0 -210/7
x2 0 0 7/5 1 0 -1/5 3
x4 0 0 -11/5 0 1 -44/35 46/7
x1 0 1 3/5 0 0 1/5 21/7