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1
Copyright (c) 2004 Brooks/Cole, a division of Thomson
(leather constraint)
(labor constraint)
= 500
=6
- e3
= 10
- e4 = 8
Standard Form
s.t.
s.t.
x1
100
x2 100
x1
+ s1
x2
50x1 + 35x2
20x1 + 15x2
x1, x2 > 0
= 100
+ s2
= 100
+ s3
= 6000
- e4 = 2000
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Copyright (c) 2004 Brooks/Cole, a division of Thomson
s.t.
x1
b1
x2
b2
....
....
.... ....
a
a
.... a
m1 m2
mn
....
x
n
....
b
m
x1 + x2
=3
- x2 + x3 = -1
x1 + x2
=3
- x2 + 0 = -1
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Copyright (c) 2004 Brooks/Cole, a division of Thomson
x1 + 2x2 + x3 = 1
2x1 + 4x2 + x3 = 3
x1 + 2x2 = 1
2x1 + 4x2 = 3
X2
Labor Constraint
B
Feasible Region
Leather Constraint
C
F
10
20
30
A
40
50
X1
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Copyright (c) 2004 Brooks/Cole, a division of Thomson
Nonbasic
Variables
Basic Feasible
Solution
Corresponds to Corner
Point
x1 , x 2
s1 , s 2
s1 = s2 = 0, x1 = x2 = 20
x1 , s 1
x2 , s 2
x2 = s2 = 0, x1 = 30, s1 = 10
x1 , s 2
x2 , s 1
x2 = s1 = 0, x1 = 40, s2 = - 20
x2 , s 1
x1 , s 2
x1 = s2 = 0, s1 = - 20 x2 = 60
x2 , s 2
x1 , s 1
x1 = s1 = 0, x2 = 40, s2 = 20
s1 , s 2
x1 , x 2
x1 = x2 = 0, s1 = 40, s2 = 60
We call this format the row 0 version of the objective function (row 0 for short).
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Copyright (c) 2004 Brooks/Cole, a division of Thomson
Desk
Table
Chair
Lumber
8 board ft
6 board ft
1 board ft
Finishing hours
4 hours
2 hours
1.5 hours
Carpentry hours
2 hours
1.5 hours
0.5 hours
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Copyright (c) 2004 Brooks/Cole, a division of Thomson
19
Copyright (c) 2004 Brooks/Cole, a division of Thomson
8x1 +
6x2 +
x3 48
4x1 +
2x2 + 1.5x3 20
(lumber constraint)
(finishing constraint)
(carpentry constraint)
(table demand constraint)
x1, x2, x3 0
20
Copyright (c) 2004 Brooks/Cole, a division of Thomson
Canonical Form 0
Row 0
Row 1
8x1 +
6x2 +
x 3 + s1
Row 2
4x1 +
2x2 + 1.5x3
Row 3
Row 4
x2
+ s2
+ s3
+ s4
=0
z=0
= 48
s1 = 48
= 20
s2 = 20
=8
s3 = 6
=5
s4 = 5
If we set x1 = x2 = x3 = 0, we can solve for the values s1, s2, s3, s4.
Thus, BV = {s1, s2, s3, s4} and NBV = {x1, x2, x3 }. Since each constraint is
then in canonical form (BVs have a coefficient = 1 in one row and zeros in all
other rows) with a nonnegative rhs, a bfs can be obtained by inspection.
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Copyright (c) 2004 Brooks/Cole, a division of Thomson
22
Copyright (c) 2004 Brooks/Cole, a division of Thomson
Since s1 0, x1 48 / 8 = 6
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Copyright (c) 2004 Brooks/Cole, a division of Thomson
26
Copyright (c) 2004 Brooks/Cole, a division of Thomson
27
Copyright (c) 2004 Brooks/Cole, a division of Thomson
15x2 -
Row 1
Row 2
Basic
Variable
5x3
+ 30s3
= 240
z = 240
4s3
= 16
s1 = 16
2 s3
=4
s2 = 4
+ 0.5s3
=4
x1 = 4
+ s4 = 5
s4 = 5
x3 + s 1
x2 + 0.5 x3
Row 3
x1 + 0.75x2 + 0.25x3
Row 4
x2
+ s2 -
In canonical form 1, BV = {z, s1, s2, x1, s4} and NBV = {s3, x2, x3 }. yielding
the bfs z = 240, s1 = 16, s2 = 4, x1 = 4, s4 = 5, s3 = x2 = x3 = 0.
The procedure from going to one bfs to a better adjacent bfs is called
an iteration (or sometime pivot) of the simplex algorithm.
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Copyright (c) 2004 Brooks/Cole, a division of Thomson
29
Copyright (c) 2004 Brooks/Cole, a division of Thomson
31
Copyright (c) 2004 Brooks/Cole, a division of Thomson
5x2
Row 1
2x2
Row 2
2x2 + x3
Row 3
x1 + 1.25x2
Row 4
x2
Basic
Variable
+ 10s2 + 10s3
= 280
z = 280
+ s1 + 2s2
- 8s3
= 24
s1 = 24
+ 2s2
- 4s3
=8
x3 = 8
+ 1.5s3
=2
x1 = 2
=5
s4 = 5
- 0.5 s2
+ s4
In Canonical Form 2, BV = {z, s1, x3, x1, s4} and NBV = {s3, s2, x2 },
yielding the bfs z = 280, s1 = 24, x3 = 8, x1 = 2, s4 = 5, s2 = s3 = x2 = 0.
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Copyright (c) 2004 Brooks/Cole, a division of Thomson
We can see that increasing x2, s2, or s3 (while holding the other
NBVs to zero) will not cause the value of z to increase. The
solution at the end of iteration 2 is therefore optimal. The
following rule can be applied to determine whether a canonical
forms bfs is optimal:
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Copyright (c) 2004 Brooks/Cole, a division of Thomson
x1 + x2 4
x1 x2 6
x1, x2 0
Method 1
The optimal solution is the point (x1,x2)
that makes z = 2x1 3x2 the smallest.
Equivalently, this point makes max -z
= - 2x1 + 3x2 the largest. This means
we can find the optimal solution to the
LP by solving the LP shown to the
right.
x1 + x2 4
x1 x2 6
x1, x2 0
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Copyright (c) 2004 Brooks/Cole, a division of Thomson
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Copyright (c) 2004 Brooks/Cole, a division of Thomson
38
Copyright (c) 2004 Brooks/Cole, a division of Thomson
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Copyright (c) 2004 Brooks/Cole, a division of Thomson
42
Copyright (c) 2004 Brooks/Cole, a division of Thomson
44
Copyright (c) 2004 Brooks/Cole, a division of Thomson
0.5x1 + 0.25x2 4
x1 +
3x2 20
x1 +
x2 = 10
(sugar constraint)
(Vitamin C constraint)
(10 oz in 1 bottle of Oranj)
47
Copyright (c) 2004 Brooks/Cole, a division of Thomson
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 + a 2
= 20
+ a3 = 10
48
Copyright (c) 2004 Brooks/Cole, a division of Thomson
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.
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Copyright (c) 2004 Brooks/Cole, a division of Thomson
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Copyright (c) 2004 Brooks/Cole, a division of Thomson
52
Copyright (c) 2004 Brooks/Cole, a division of Thomson
53
Copyright (c) 2004 Brooks/Cole, a division of Thomson
54
Copyright (c) 2004 Brooks/Cole, a division of Thomson
2.
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Copyright (c) 2004 Brooks/Cole, a division of Thomson
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Copyright (c) 2004 Brooks/Cole, a division of Thomson