Find solution using integer simplex method (Gomory's cutting plane method)
MAX Z = x1 + x2
subject to
3x1 + 2x2 <= 5
x2 <= 2
x1,x2 non-negative integersSolution:Problem is | Max `Z` | `=` | `` | `` | `x_1` | ` + ` | `` | `x_2` |
|
| subject to |
| `` | `3` | `x_1` | ` + ` | `2` | `x_2` | ≤ | `5` | | | | `` | `` | `x_2` | ≤ | `2` |
|
| and `x_1,x_2 >= 0; ``x_1,x_2` non-negative integers |
The problem is converted to canonical form by adding slack, surplus and artificial variables as appropiate
1. As the constraint-1 is of type '`<=`' we should add slack variable `S_1`
2. As the constraint-2 is of type '`<=`' we should add slack variable `S_2`
After introducing slack variables| Max `Z` | `=` | `` | `` | `x_1` | ` + ` | `` | `x_2` | ` + ` | `0` | `S_1` | ` + ` | `0` | `S_2` |
|
| subject to |
| `` | `3` | `x_1` | ` + ` | `2` | `x_2` | ` + ` | `` | `S_1` | | | | = | `5` | | | | `` | `` | `x_2` | | | | ` + ` | `` | `S_2` | = | `2` |
|
| and `x_1,x_2,S_1,S_2 >= 0` |
| `Z` | ` - ` | `` | `x_1` | ` - ` | `` | `x_2` | | | | | | | = | `0` |
|
| `` | `3` | `x_1` | ` + ` | `2` | `x_2` | ` + ` | `` | `S_1` | | | | = | `5` | | | | `` | `` | `x_2` | | | | ` + ` | `` | `S_2` | = | `2` |
|
Simplex tableau is
Tableau-0
| `"Basis"` | `x_1` | `x_2` | `S_1` | `S_2` | `RHS` | |
| `R_1` `Z` | `-1` | `-1` | `0` | `0` | `0` | |
| `R_2` `S_1` | `3` | `2` | `1` | `0` | `5` | |
| `R_3` `S_2` | `0` | `1` | `0` | `1` | `2` | |
Tableau-1
| `"Basis"` | `x_1``darr` | `x_2` | `S_1` | `S_2` | `RHS` | `"Ratio"=(RHS)/(x_1)` |
| `R_1` `Z` | `-1` | `-1` | `0` | `0` | `0` | |
| `R_2` `S_1` | `(3)` | `2` | `1` | `0` | `5` | `(5)/(3)=1.6667``->` |
| `R_3` `S_2` | `0` | `1` | `0` | `1` | `2` | `(2)/(0)` (ignore, denominator is 0) |
Most Negative `Z` is `-1`. So,
the entering variable is `x_1`.
Minimum ratio is `1.6667`. So,
the leaving basis variable is `S_1`.
`:.`
The pivot element is `3`.
Entering `=x_1`, Departing `=S_1`, Key Element `=3`
`R_2`(new)`= R_2`(old) `-: 3`
| `x_1` | `x_2` | `S_1` | `S_2` | `RHS` |
| `R_2`(old) = | `3` | `2` | `1` | `0` | `5` |
| `R_2`(new)`= R_2`(old) `-: 3` | `1` | `0.6667` | `0.3333` | `0` | `1.6667` |
`R_3`(new)`= R_3`(old)
| `x_1` | `x_2` | `S_1` | `S_2` | `RHS` |
| `R_3`(old) = | `0` | `1` | `0` | `1` | `2` |
| `R_3`(new)`= R_3`(old) | `0` | `1` | `0` | `1` | `2` |
`R_1`(new)`= R_1`(old) + `R_2`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `RHS` |
| `R_1`(old) = | `-1` | `-1` | `0` | `0` | `0` |
| `R_2`(new) = | `1` | `0.6667` | `0.3333` | `0` | `1.6667` |
| `R_1`(new)`= R_1`(old) + `R_2`(new) | `0` | `-0.3333` | `0.3333` | `0` | `1.6667` |
Tableau-2
| `"Basis"` | `x_1` | `x_2``darr` | `S_1` | `S_2` | `RHS` | `"Ratio"=(RHS)/(x_2)` |
| `R_1` `Z` | `0` | `-0.3333` | `0.3333` | `0` | `1.6667` | |
| `R_2` `x_1` | `1` | `0.6667` | `0.3333` | `0` | `1.6667` | `(1.6667)/(0.6667)=2.5` |
| `R_3` `S_2` | `0` | `(1)` | `0` | `1` | `2` | `(2)/(1)=2``->` |
Most Negative `Z` is `-0.3333`. So,
the entering variable is `x_2`.
Minimum ratio is `2`. So,
the leaving basis variable is `S_2`.
`:.`
The pivot element is `1`.
Entering `=x_2`, Departing `=S_2`, Key Element `=1`
`R_3`(new)`= R_3`(old)
| `x_1` | `x_2` | `S_1` | `S_2` | `RHS` |
| `R_3`(old) = | `0` | `1` | `0` | `1` | `2` |
| `R_3`(new)`= R_3`(old) | `0` | `1` | `0` | `1` | `2` |
`R_2`(new)`= R_2`(old) - `0.6667 R_3`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `RHS` |
| `R_2`(old) = | `1` | `0.6667` | `0.3333` | `0` | `1.6667` |
| `R_3`(new) = | `0` | `1` | `0` | `1` | `2` |
| `0.6667 xx R_3`(new) = | `0` | `0.6667` | `0` | `0.6667` | `1.3333` |
| `R_2`(new)`= R_2`(old) - `0.6667 R_3`(new) | `1` | `0` | `0.3333` | `-0.6667` | `0.3333` |
`R_1`(new)`= R_1`(old) - `-0.3333 R_3`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `RHS` |
| `R_1`(old) = | `0` | `-0.3333` | `0.3333` | `0` | `1.6667` |
| `R_3`(new) = | `0` | `1` | `0` | `1` | `2` |
| `-0.3333 xx R_3`(new) = | `0` | `-0.3333` | `0` | `-0.3333` | `-0.6667` |
| `R_1`(new)`= R_1`(old) - `-0.3333 R_3`(new) | `0` | `0` | `0.3333` | `0.3333` | `2.3333` |
Tableau-3
| `"Basis"` | `x_1` | `x_2` | `S_1` | `S_2` | `RHS` | |
| `R_1` `Z` | `0` | `0` | `0.3333` | `0.3333` | `2.3333` | |
| `R_2` `x_1` | `1` | `0` | `0.3333` | `-0.6667` | `0.3333` | |
| `R_3` `x_2` | `0` | `1` | `0` | `1` | `2` | |
Since all `Z_j >= 0`
Hence, non-integer optimal solution is arrived with value of variables as :
`x_1=0.3333,x_2=2`
Max `Z=2.3333`
To obtain the integer valued solution, we proceed to construct Gomory's fractional cut, with the help of `x_1`-row as follows:
`0.3333= 1 x_1+0.3333 S_1 -0.6667 S_2`
`(0+0.3333)=(1+0) x_1+(0+0.3333) S_1+(-1+0.3333) S_2`
The fractional cut will become
`-0.3333 = Sg1 -0.3333 S_1 -0.3333 S_2 ->` (Cut-1)
Adding this additional constraint at the bottom of optimal simplex table. The new table so obtained is
Tableau-1
| `C_B` | `"Basis"` | `x_1` | `x_2` | `S_1` | `S_2` | `Sg1` | `RHS` |
| `R_1` `0` | `Z` | `0` | `0` | `0.3333` | `0.3333` | `0` | `2.3333` |
| `R_2` `1` | `x_1` | `1` | `0` | `0.3333` | `-0.6667` | `0` | `0.3333` |
| `R_3` `1` | `x_2` | `0` | `1` | `0` | `1` | `0` | `2` |
| `R_4` `0` | `Sg1` | `0` | `0` | `(-0.3333)` | `-0.3333` | `1` | `-0.3333``->` |
| | `"Ratio"=(Z_j)/(Sg1,j)` and `Sg1,j<0` | `(0)/(0)` `=`--- | `(0)/(0)` `=`--- | `(0.3333)/(-0.3333)` `=-1``uarr` | `(0.3333)/(-0.3333)` `=-1` | `(0)/(1)` `=`--- | |
Most negative `RHS` is `-0.3333`. So,
the leaving basis variable is `Sg1`.
Least negative ratio is `-1`. So,
the entering variable is `S_1`.
`:.`
The pivot element is `-0.3333`.
Entering `=S_1`, Departing `=Sg1`, Key Element `=-0.3333`
`R_4`(new)`= R_4`(old) `-: -0.3333`
| `x_1` | `x_2` | `S_1` | `S_2` | `Sg1` | `RHS` |
| `R_4`(old) = | `0` | `0` | `-0.3333` | `-0.3333` | `1` | `-0.3333` |
| `R_4`(new)`= R_4`(old) `-: -0.3333` | `0` | `0` | `1` | `1` | `-3` | `1` |
`R_2`(new)`= R_2`(old) - `0.3333 R_4`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `Sg1` | `RHS` |
| `R_2`(old) = | `1` | `0` | `0.3333` | `-0.6667` | `0` | `0.3333` |
| `R_4`(new) = | `0` | `0` | `1` | `1` | `-3` | `1` |
| `0.3333 xx R_4`(new) = | `0` | `0` | `0.3333` | `0.3333` | `-1` | `0.3333` |
| `R_2`(new)`= R_2`(old) - `0.3333 R_4`(new) | `1` | `0` | `0` | `-1` | `1` | `0` |
`R_3`(new)`= R_3`(old)
| `x_1` | `x_2` | `S_1` | `S_2` | `Sg1` | `RHS` |
| `R_3`(old) = | `0` | `1` | `0` | `1` | `0` | `2` |
| `R_3`(new)`= R_3`(old) | `0` | `1` | `0` | `1` | `0` | `2` |
`R_1`(new)`= R_1`(old) - `0.3333 R_4`(new)
| `x_1` | `x_2` | `S_1` | `S_2` | `Sg1` | `RHS` |
| `R_1`(old) = | `0` | `0` | `0.3333` | `0.3333` | `0` | `2.3333` |
| `R_4`(new) = | `0` | `0` | `1` | `1` | `-3` | `1` |
| `0.3333 xx R_4`(new) = | `0` | `0` | `0.3333` | `0.3333` | `-1` | `0.3333` |
| `R_1`(new)`= R_1`(old) - `0.3333 R_4`(new) | `0` | `0` | `0` | `0` | `1` | `2` |
Tableau-2
| `C_B` | `"Basis"` | `x_1` | `x_2` | `S_1` | `S_2` | `Sg1` | `RHS` |
| `R_1` `0` | `Z` | `0` | `0` | `0` | `0` | `1` | `2` |
| `R_2` `1` | `x_1` | `1` | `0` | `0` | `-1` | `1` | `0` |
| `R_3` `1` | `x_2` | `0` | `1` | `0` | `1` | `0` | `2` |
| `R_4` `0` | `S_1` | `0` | `0` | `1` | `1` | `-3` | `1` |
| | Ratio | | | | | | |
Since all `Z_j >= 0`
Hence, integer optimal solution is arrived with value of variables as :
`x_1=0,x_2=2`
Max `Z=2`
The integer optimal solution found after 1-cuts.