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1
Outline chapter > diary
Table form
Matrix
←
form If
I can't programming
pporogramming@ftwar.e
)
Matrix
form
2
Revised Simplex
Solving for Basic Feasible Solution
éxù
êx ú ³ 0
ë sû
3
Revised Simplex
Solving for Basic Feasible Solution
✓
• The set of m equations with m basic variables denoted by
☐ BxB=b
êë xBm úû
ë sû
é B11 B12 B1m ù
êB obtained by eliminating the columns corresponding to
Basis matrix B = B2 m úú
coefficient of nonbasic variables from [A, I]
-
ê 21 B22
êë Bm1 Bm 2 Bmm úû .
b
B-1BxB=B-1b B. R, =
;b_B
then
k us .
E-G-45-93.BE?lb# 4
Revised Simplex
Solving for Basic Feasible Solution
He Kz
$1B 5×24*35
q Max Z = 3x1 + 5x2 é1 0 1 0 0ù
q s.t: x1 + *,
q ✗at
≤4
2x2 ≤ 12 =
= ê
[ A, I ] = ê0 2 0 1 0ú
êë3 2 0 0 1úû
ú
µ
q Xst 3x1 + 2x2 = ≤ 18 I
1¥ é4ù
q x1, x2 ≥ 0 é x3 ù ê ú
êx ú b = 12
ê ú
é x1 ù xs =
ê 4ú êë18 úû
In this case x=
êx ú $
êë x5 úû
ë 2û
T slack
c = [3, 5]
decision
.
n
rang
objeticoegjuint vars
5
2 = C.
B. TUB =
E. 0,010] Ekzika ,R5)
Max 2- = 3m -15×2 -10.0K$ -10.0*1*-10.0*5
St : Mt 0×2 + -3 4 =
2×2 t ✗a = 12
2-
[ ¥1;-)
=
②
2- = so 95 -
✗
3
✗
q Xs
13=-1100
: : : ) b=[&z )
Book = b
,
Revised Simplex Solving for Basic Feasible
Solution
RB = B- ?b =
↳ Iea t →
Ks t
• Iteration é1 0 0ù é x3 ù é1 0 0ù é 4 ù é 4 ù
ê ú ê ú
0 = ê0 1 0úú =B-1 s
êx ú = êê0 1 0úú✗ ê12 ú = ê12 ú
B ê ê 4ú
cB =
A
vars
↳ nuns
[0, 0, 0] ,
2 =
G.
13-1%-7 =
0
Basic vars
objective coefficient of
6
Revised Simplex Solving for Basic
Feasible Solution
• Iteration 1
4=000
é x3 ù
xB = ê ú
ê x2 ú
B
4.
é
④ as
D
1 0 0
= êê0 2 0úú
ù
B-1
é1 0 0ù
= êê0 1 / 2 0úú
B=[q § )
êë x5 úû êë0 2 1úû êë0 - 1 1úû
BLUT
•
4-
On Ines
cB = [0, 5, 0]
, é 4ù
é x3 ù é1 0 0ù é 4 ù
ê ú ê ú ê12 ú = ê6ú
so x2 = 0 1 / 2 0 ê ú ê ú
MEI
ê ú ê ú
êë x5 úû êë0 - 1 1úû êë18 úû êë6úû
BB = IIIb é4ù
ê6 ú
so Z = [0, 5, 0]
ê ú = 30
êë6 úû
2- = ↳✗↳ = 30
7
?⃝
Revised Simplex Solving for Basic
Feasible Solution
4-
• Iteration 2
% R2 Ry M3 = B- ! b
é4ù é 2ù
é1 0 1ù é1 1 / 3 - 1 / 3ù é x3 ù é1
D=
é x3 ù 1/ 3 - 1 / 3ù
xB = ê ú B = êê0 2 0úú B-1 = ê0 1 / 2 ú so ê x ú = êê0 1/ 2 0 úú 12 = êê6úú
ê ú
ê x2 ú > ê 0 ú ê 2 ú ê0 ê ú
- 1 / 3 1 / 3 úû
êëg
x1 úû êë0 2 3úû êë0 - 1 / 3 1 / 3 úû êë x1 úû ë ë û êë2úû
ê18 ú
cB = [0, 5, 3] 0
é2ù
ê ú
so ê6 ú = 36
Z = [0, 5, 3] ✗ 0
kg kg ✗ I êë 2 úû
0
2 =
↳ x kg = 36
optional
2
the optimal as =
6 2
Nr = My =
solution 8
Matrix Notation
Maximize Z= cx é a11 a12 L a1n ù
Matrix:
êa a22 L a2 n úú
subject to A = ê 21
Ax = b êL L L L ú
x³0 ê ú
ë am1 am 2 L amn û
9
Simplex tableaux in matrix form
}
Rz ?
CB
update
=
variable "3 variable .
1
Z row 1 cB .B-1 .A - c cB .B-1 cB .B-1 .b B B-
\
:}
A
=/ §;)
for the corresponding elements of xB
xB : vector of basic variables RB
B : basis matrix
B-1 : inverse of basis matrix
B : vector of RHS
10
standard form
Max 2- = 3M -17kt 2k, y
2) Initial solution
St : -2g -12kg -1kg £10
Basic
Non
3) Basic
34 + Ry -
se
, £ 20
Let de =°
NBV
Max 2- = 3M -17%1-2%+05 ,
-10.52
10
rz=O|
REO
-
2° 10
/ Bv
Sa
3g
=
+ sea -
kg + Si =
52=20
Si S2 04 Xz
4) % Rz Rz Rg
14 g) 0=[37-2]
0
[
-
2 2 1
#1I= 3 y -
y o
I B
:r¥s
=
b
= I :o)
[
% § ]
CB =
variables
43=1%1 : Basic
c=[001ft ? / f } ? ! ] [37-2]=-1-3-7 ]
-
G. B- ! A -
IT
%)
"
↳ •
B- 1=1-00 ][f 9) =
to entering
Xg
]
43.13-1.6=[003%9] .[%) =[ 0 0
14 R2 V3
-1-3711=[-37+4]
St
B- 1. A = -181*00 ] .
leaving
=[ÉÑ minrastio
:(E)
'
B-
20
B- :b =
If 9) [%) =L :] sat
preparation for Iterations
% Rz Rz Si S2 04 Kz peg
#/I= 3 1 -
l
A I = B
b
= [ %) :
Rts ☒as Sa
]
%=ÉI" %:-[
[ 7 0
[ 0 0 ] BB•=
CB =
¥1
1
1 Xz S2
=/ §• :/ 9) Bi:[9 :)
-
B.
0
B. =L :
[ -3 0 -2 ]
Iter 2 : =
g. B-I!
2
A - c
[7-0]/9 %)
=
T TI ¥372B -
CB; ?
B =
[7-0]/9 %) = to 7 ]
CB :B ? -
b
[7-0]/9 %) [ %) =
BEA =L? :) I ;] =
-1-23 ^^
0 -1
]
1
B- 2
:b
13 =
[9%1118] =
1%-1
Max 2- =
Body -15K£ -1223-1041-0521-03
€10
St M + 222 + s,
€40
:
+ sz
&
a 1- 5kg 1- kg
€ 20
M -13kg + Sg
M , 2,3 70 , Si 2,320
, "
1) c
l 93 , 043 , A, B ,
B ,
B
Nonbvmitialsolu.li#cB--
entering
[É
µ=OSz-
:÷ :
war
É %]
, leaving var
=/ I ?
! ij! [§ ÷ : y
*
a-
,
①
b- -
(Eg )
B-
:[: 891
93 B- !
.
A -
C =
[ 000 ]
[§ § §) (& § %) (
-
]
352
↳
B- =
[ ooo ] =
to 00
]
G. B- ! b
[§ § §) (Yg )
= -1000] = 0
is :$ =L ! 8114%1 -1¥:) =
B-!A
=L! 88,111 ÷ ;) ÷÷ .
=
3 7 I
leaving ( smallest)
=\ "É¥|sa
s, →
-
Rt Nz R}
Ratio
,[ § ? !1)
A =
5
% Ss
% S3
[¥
↳
e
=
=
[É
[ si
É É]
EL EI
↳
-
,
=
✗z Sz Sz
,
!
Bisi:& :] =L :]
O
B. : .
0 I
0
" I ]
µ
-
'
93 BI ,
A- C
,
Cos
,
.
B ?
? b
Bit .
A
Simplex tableaux in matrix form
Example
"
543=[8%8] : update
←
Maximize Z = 3x1 + 5x2
Basic Maximize Z = 3x1 + 5x2 +0=1+01+05-3
(
.
Subject to Subject to
*:
x1 ≤4 x1 + s1 =4
2x2 ≤ 12
ii. 2x2 + s2 = 12
tax
3x1 + 2x2 ≤ 18 3x1 + 2x2 + s3 = 18
. -
x1 ≥0
x2 ≥ 0. x1≥ 0, x2 ≥ 0, s1 ≥0, s2 ≥0, s3 ≥0.
é4 ù
94 Ka
é1 0 ù ,
si sa s,
%=µ¥)
of
, ,
,
g, , ,
=/
,, ,
12
52 =
é s1 ù é1 0 0 ù se, =
0
18
xB = êê s2 úú B = êê0 1 0 úú I § =
NBV BV
êë0 0 1 úû
-
êë s3 úû
The coefficients of basic variables (s1, s2, s3) in constraints
The coefficient of basic variables (s1, s2, s3) in objective function
-
s Sir 53
,
CB = [ 0 0 0] é1 0 0 ù
B -1 = êê0 1 0 úú
êë0 0 1 úû
12
Simplex tableaux in matrix form
The coefficients of non basic variables (x1, x2) in constraints
é1 0 0 ù é1 0 ù é1 0 ù
-1 ê ú ê ú ê
B . A = ê0 1 0 ú ê0 2 ú = ê0 2 ú V ú
êë0 0 1 úû êë3 2 úû êë3 2 úû
(3×3) (3×2) (3×2)
The coefficients of basic variables (s1, s2, s3) in constraints +15
é1 0 0 ù é 4 ù é 4 ù
B -1.b = êê0 1 0 úú êê12úú = êê12úú ✓
êë0 0 1 ûú êë18úû êë18úû
13
Simplex tableaux in matrix form
The coefficients of the basis variables (s1, s2, s3) in objective function
Z
- row
é1 0 0 ù 51 Sz 53
ê ú
cB .B = [ 0 0 0] ê0 1 0 ú = [ 0 0 0]
-1
êë0 0 1 úû
14
Initial Table ( -3 5)
÷÷¥÷:↳÷ ÷÷¥
c
-
- =
'
,
as
É_F¥±YD
1=1 A A $
A. B- =
B update
-
The coefficients of the non basic variables (x1, x2) in objective function
Z row
é1 0 ù
-
M R2
cB .B -1. A - c = [ 0 0 0] êê0 2 úú - [3 5] = [ -3 - 5]
êë 3 2 ûú
Negative
Z = cB .B -1.b = [ 0 0 0] êê12 úú = 0
êë18 úû
-
15
Simplex tableaux in matrix form
Determine the entering variable :
x2 : entering variable
16
Simplex tableaux in matrix form
Determine the leaving variable:
Basic Z Coefficient of: RHS
variable Original Slack
variable variable
Z 1 000
c .B .A - c
B
-1 c .B c .B .b B
-1
B
-1
xB 0 0
B-1 .A 00
B B .b
-1 -1
é1 0 0 ù é1 0 ù é1 0 ù
B -1. A = êê0 1 0 úú êê0 2 úú = êê0 2 úú
êë0 0 1 úû êë3 2 úû êë3 2 úû
é4 ù
Coefficient values of x2
s ê- ú
undefined
o
: .
ê ú
,
ê 12 ú 86 smallest
Min ratio = =4
é1 0 0 ù é 4 ù é 4 ù Sz ê 2 ú
ê 8 ú s2 : leaving variable
B -1.b = êê0 1 0 úú êê12úú = êê12úú Sgtê ú
ë2 û
êë0 0 1 ûú êë18úû êë18úû
18
Simplex tableaux in matrix form s, ¥7s ,
Iteration 1 Sz
Basic variables
é s1 ù
Basis
si ✗
matrix
as }
é1 0 0 ù [ If § §)
11
ê ú Sz→ a
xB = ê x2 ú B = êê0 2 0 úú B-
←
êë s3 úû êë0 2 1 úû
☒ matrix A
é1 0 0 ù
ê ú é4 ù é4ù
1
-1
ê
B .b = 0 0 ú êê12 úú = êê6 úú
ê 2 ú
ê0 -1 1 ú êë18 úû êë6 úû
ë û 20
Simplex tableaux in matrix form
The coefficients of the basis variables (s1, x2, s3) in objective function
é1 0 0 ù
ê ú
1 é 5 ù
cB .B = [ 0 5 0] 0
-1
ê ú
0 = ê0 0ú
ê 2 ú ë 2 û
ê0 -1 1 ú
ë û
21
Simplex tableaux in matrix form
The coefficients of the non basic variables (x1, s2) in objective function
é1 0 ù My R2
é 5 ùê
-1
cB .B . A - c = ê0 0 ú ê0 2 úú - [3 5] = [ -3 5]
-
row
ë 2 û
êë 3 2 úû
Negative i.
entering
é4 ù
-1 é 5 ùê ú Solution is not optimal
Z = cB .B .b = ê0 0 ú ê12 ú = 30
ë 2 û
êë18 úû
22
Simplex tableaux in matrix form
The coefficients of the non basic variables (x1, s2) in objective function
é1 0 ù
é 5 ùê ú
-1
cB .B . A - c = ê0 0 ú ê0 2 ú - [3 5] = [ -3 5]
ë 2 û
êë 3 2 úû
The most negative
x1 : entering variable
23
Simplex tableaux in matrix form
Determine the leaving variable:
Basic Z Coefficient of: RHS
variable Original Slack
variable variable
Z 1 cB .B-1 .A - c cB .B-1 cB .B-1 .b
ê ú é1 0 ù é1 0 ù
1
-1
ê
B .A = 0 0 ú êê0 2 úú = êê0 1 úú
ê 2 ú
ê0 -1 1 ú êë 3 2 úû êë 3 0 úû
ë û
RHS
é1 0 0 ù Coefficient values of x1
ê ú é4 ù é 4ù
1
-1
ê
B .b = 0 0 ú êê12 úú = êê 6 úú é4ù
ê 2 ú
ê0 -1 1 ú êë18 úû êë 6 úû ê1ú
ê ú
ë û Min ratio = - = 2 ê ú
ê6ú s3 : leaving variable
← Sz ê ú
ë3û 25
Simplex tableaux in matrix form
Iteration 2
26
Simplex tableaux in matrix form
27
Simplex tableaux in matrix form
28
Simplex tableaux in matrix form
29
Simplex tableaux in matrix form
The coefficients of the basis variables (s1, x2, x1) in objective function
é -1 ù
ê1 0 3 ú
ê ú
ê 1 ú é 3 ù
cB .B = [ 0 5 3] 0
-1
0 = ê0 1ú
ê ú
ê
2
1
ú
ë 2 û non -
negative
ê0 -1 ú
êë 3 úû
Doto
Positive
30
Simplex tableaux in matrix form
The coefficients of the non basic variables (s1, s2) in objective function
é1 0 ù
ê ú
cB .B . A - c = [ 0 5 3] ê0 2 ú - [3 5] = [ 0 0]
-1
-
non -
negative
êë 3 2 úû
é4 ù Almog
Positive
é 3 ùê ú
-1
Z = cB .B .b = ê0 1ú ê12 ú = 36 Max3Mt5a=Z
(
ë 2 û •
EG
êë18 úû St :
M & Sa
Solution is optimal = 12+1-1*-85
2h2 -152
-153=18
3Rd -1 Erez
31
Fundamental Insight I
Initial Z Decision variables Slack variables RHS
Table
Z x1 x2 s1 s2 s3 rhs
1 -3 -5 0 0 0 0 2- = 36
t = -c 0
0 1 0 1 0 0 4 -2 = 36
,
T =
0 0
A
2 0 1
I
0 12
b 2-2=37.5
0 3 2 0 0 1 18
2-3=37
}
0
1 -c 0 0 ☐Z ,
t =
=
T 0 A
-1
I b
-1 -1
↳ 11-2-2=1.5
☐ 2-3=1
1 cb B A - c cb B cb B b
=
0
-
B -1 A B -1 B -1b Foundations-32
Fundamental Insight
2--2-1=03/2
Final Z Decision variables Slack variables rhs Z -2-2=1
Table
Z x1 x2 s1 s2 s3 Rhs
t* = 1 0 z*-c 0 @
0 3/2 y* 1 shadow
36 Z*
→
0 0 0 1 1/3 -1/3 2 price
T* = 0 0 A* 1 0 ½ S* 0 6 b*
0 1 0 0 -1/3 1/3 2
✓ -103,4/4%1=36
1 z*-c y* Z*
t*
T*
= 2- *=y*.b
0 A* S* b*
=
1 y*A-c y* y*b
=
☐ -1oz a) [4%1=4028
0 S*A S* S*b
2-
*
=
Fundamental Insight
Z Decision variables Slack rhs
variables
1 y A -c
*
y * *
yb
* * *
0 SA S Sb
We can use the fundamental insight for sensitivity analysis.
Vector y* plays a very special role. These are shadow prices.
Fundamental Insight
Optimal value: m
Z * = y * b = å yi *bi
i =1
[¥g)=
|É=
é 3 ùê
é4 ù
Z * = ê0 1ú ê13 úú = 37.5 -10£ 1) 37
ë 2 û
êë18 úû
A-2- = 3$ -
36=10
DZ * = 1.5 35
E- [ 0 I 1) (Yg) = 36
É = 36 -
36 = 0
*
2- = [ 0
I e) [¥ =
15×1+180 =<☒
42
36
?⃝
Example : Find the optimal solution by using Revised Simplex
Method
MA , MAD -105s
2M -142Gt 3k$
-
-
Max 2-
=
B V N BV
Sn t Ae = 10 A 2=01
M UL Ri
e = [ 2 4 3 ] A
8M ) ay Ms ,
( 2 -9-2%4--1 (4
-
-
[ ] 2- •
↳ =
30M
( 3- 2M )e,
[ to 9)
- ⇐
B
=
43=[7-+1]
2- = 6Mt she -12kg
b
36
2m -122+12×3 + Sy €2
-4M -24-3/223 + Sz €3
TT able 1
M 1- 2ha -1
Keng + Sg € I
M Rs Nz Sn Sz Sz RHS
s
,
1 3
521-4 -2 -312 ② 0
Ss / 1 '
2
112 0 0 1
t*b
A I
36
table 3* e
The final
-
¥1ÑÉ=*z¥
+
¥#÷:H→→ A-
*
A
36
y* [2 02 ]
(? ) 6
*
b
2- = .
= =
b$ = s :b =
^qZ ] (E)
,
= ?
2 2
V2
-
A* =
s&A=[^q?4 / ,
✗
( -4 -2 → =
I
7 2
112
'
y*
.
A -
C =
fzoz ]
[-42-3%-1,2] -
[-6-22] =
36
-1 :p :L :)
: :
*
:
Max 2- = 4M -13%-1^3+224 2]
[43
:
^
Rt 223 -1£
3Mt treat 4
y*.b
=
y•A -
Ky S1 S2 RHS
24 Xz Xz
*y*o=$
t**¥
ka 1 1 -1 O l -
l
5¥ .
# 36
1
£22770
9Mt 3Mt 2kg -1
By + Rs
£+1:& ? ?;)
solution
fig & ! ]
"
the shadow
=
b) Identify
prices 36
given
/ -11%
Rz ?
:-&:& :# ¥1: :
•
=
2- = ?
' h= ?
is
'
Ms = ?
b- -
I '%g )
I :I :i÷÷÷I× -11%1=1%1
2-143.15-1.6=77%15?§]= -
CB
ago
36
6891×1*1! ! %) =/ !! ;)
'
b) Cb B-
.
= [
36
NBV
Max 2 =
EM 1-
8
Rz 1- 7-
Rz -14k¢ 1- 6kg -10s, +05 Let
7- vars m=..
3kg
s,=
2Mt 20
Sf : + 34,1-224+284-+9 = sons
Io
%] [ Yeo ]
gym ⑦ 4)
b
[ % It F-
-
=
= o
,
[ 9)
51 $22
A
B- ÷
43 If 9)
'
✓
=
sa s a
①
Be M M Ng Ry
-1¥
= 88 7 4 6) Reentering V:
36
?⃝
[1911%0]=-1%1
/
B- :b =
Min ratio =
[ ?I = 2 :
szka
I 7 :-[ I %;]
" -
[ Bi
u
It : B =
,
£
[§
*
↳
a = tts ] ✓
Bi ? b- -
§ %-) ;
✗a
CB,
-
-
- C =
% ]
Crs :B -11 = [ 0
36
Min ratio
:[ 1=1 : $1 : leaving
-1¥ :[ ¥ E)
-
I" ✓
B. = *
, .
✗2
I
"
↳ = [ s ) ✓
1M¢ )
•
B :b =
-1¥ %)
-
-1¥ ] =L ✓
=
.
O O 0]
CB D? A - C = [ O O
,
as
:{BY = [ 1 1 ]
36
*
[ 5¥ )= 2-
Giz.bz?b-- [ 4 8) 50 =
R
,=Rz= B- = S
,
=
52=0
2- = 50
Be = 5k , see 5 ,
36