2. Example-1
1. Find solution using Branch and Bound method MAX Z = 3x1 + 5x2 subject to 2x1 + 4x2 <= 25 x1 <= 8 2x2 <= 10 and x1,x2 >= 0
Solution: Solution steps by BigM method, Graphical method
Max `Z` | `=` | `` | `3` | `x_1` | ` + ` | `5` | `x_2` |
| subject to | `` | `2` | `x_1` | ` + ` | `4` | `x_2` | ≤ | `25` | `` | `` | `x_1` | | | | ≤ | `8` | | | | `` | `2` | `x_2` | ≤ | `10` |
| and `x_1,x_2 >= 0; ` |
Solution is Max `Z_(A)=35.25` `(x_1=8,x_2=2.25)`
and `Z_L=34` `(x_1=8,x_2=2)` obtainted by the rounded off solution values.
The branch and bound diagram
In Sub-problem A, `x_2(=2.25)` must be an integer value, so two new constraints are created, `x_2<=2` and `x_2>=3`
Sub-problem B : Solution is found by adding `x_2<=2`. Solution steps by BigM method, Graphical method
Max `Z` | `=` | `` | `3` | `x_1` | ` + ` | `5` | `x_2` |
| subject to | `` | `2` | `x_1` | ` + ` | `4` | `x_2` | ≤ | `25` | `` | `` | `x_1` | | | | ≤ | `8` | | | | `` | `2` | `x_2` | ≤ | `10` | | | | `` | `` | `x_2` | ≤ | `2` |
| and `x_1,x_2 >= 0; ` |
Solution is Max `Z_(B)=34` `(x_1=8,x_2=2)` and `Z_L=34` `(x_1=8,x_2=2)` obtainted by the rounded off solution values. This Problem has integer solution, so no further branching is required.
| Sub-problem C : Solution is found by adding `x_2>=3`. Solution steps by BigM method, Graphical method
Max `Z` | `=` | `` | `3` | `x_1` | ` + ` | `5` | `x_2` |
| subject to | `` | `2` | `x_1` | ` + ` | `4` | `x_2` | ≤ | `25` | `` | `` | `x_1` | | | | ≤ | `8` | | | | `` | `2` | `x_2` | ≤ | `10` | | | | `` | `` | `x_2` | ≥ | `3` |
| and `x_1,x_2 >= 0; ` |
Solution is Max `Z_(C)=34.5` `(x_1=6.5,x_2=3)` and `Z_L=33` `(x_1=6,x_2=3)` obtainted by the rounded off solution values.
|
The branch and bound diagram
In Sub-problem C, `x_1(=6.5)` must be an integer value, so two new constraints are created, `x_1<=6` and `x_1>=7`
Sub-problem D : Solution is found by adding `x_1<=6`. Solution steps by BigM method, Graphical method
Max `Z` | `=` | `` | `3` | `x_1` | ` + ` | `5` | `x_2` |
| subject to | `` | `2` | `x_1` | ` + ` | `4` | `x_2` | ≤ | `25` | `` | `` | `x_1` | | | | ≤ | `8` | | | | `` | `2` | `x_2` | ≤ | `10` | | | | `` | `` | `x_2` | ≥ | `3` | `` | `` | `x_1` | | | | ≤ | `6` |
| and `x_1,x_2 >= 0; ` |
Solution is Max `Z_(D)=34.25` `(x_1=6,x_2=3.25)` and `Z_L=33` `(x_1=6,x_2=3)` obtainted by the rounded off solution values.
| Sub-problem E : Solution is found by adding `x_1>=7`. Solution steps by BigM method, Graphical method
Max `Z` | `=` | `` | `3` | `x_1` | ` + ` | `5` | `x_2` |
| subject to | `` | `2` | `x_1` | ` + ` | `4` | `x_2` | ≤ | `25` | `` | `` | `x_1` | | | | ≤ | `8` | | | | `` | `2` | `x_2` | ≤ | `10` | | | | `` | `` | `x_2` | ≥ | `3` | `` | `` | `x_1` | | | | ≥ | `7` |
| and `x_1,x_2 >= 0; ` |
Solution is This Problem has an infeasible solution, so this branch is terminated.
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The branch and bound diagram
In Sub-problem D, `x_2(=3.25)` must be an integer value, so two new constraints are created, `x_2<=3` and `x_2>=4`
Sub-problem F : Solution is found by adding `x_2<=3`. Solution steps by BigM method, Graphical method
Max `Z` | `=` | `` | `3` | `x_1` | ` + ` | `5` | `x_2` |
| subject to | `` | `2` | `x_1` | ` + ` | `4` | `x_2` | ≤ | `25` | `` | `` | `x_1` | | | | ≤ | `8` | | | | `` | `2` | `x_2` | ≤ | `10` | | | | `` | `` | `x_2` | ≥ | `3` | `` | `` | `x_1` | | | | ≤ | `6` | | | | `` | `` | `x_2` | ≤ | `3` |
| and `x_1,x_2 >= 0; ` |
Solution is Max `Z_(F)=33` `(x_1=6,x_2=3)` and `Z_L=33` `(x_1=6,x_2=3)` obtainted by the rounded off solution values. This Problem has integer solution, so no further branching is required.
| Sub-problem G : Solution is found by adding `x_2>=4`. Solution steps by BigM method, Graphical method
Max `Z` | `=` | `` | `3` | `x_1` | ` + ` | `5` | `x_2` |
| subject to | `` | `2` | `x_1` | ` + ` | `4` | `x_2` | ≤ | `25` | `` | `` | `x_1` | | | | ≤ | `8` | | | | `` | `2` | `x_2` | ≤ | `10` | | | | `` | `` | `x_2` | ≥ | `3` | `` | `` | `x_1` | | | | ≤ | `6` | | | | `` | `` | `x_2` | ≥ | `4` |
| and `x_1,x_2 >= 0; ` |
Solution is Max `Z_(G)=33.5` `(x_1=4.5,x_2=4)` and `Z_L=32` `(x_1=4,x_2=4)` obtainted by the rounded off solution values. `Z_(G)=33.5 < Z_(B)=34`, so no further branching is required.
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The branch and bound diagram
A `x_1=8,x_2=2.25` `Z_A=35.25` `Z_L=34` Solution steps by BigM method, Graphical method | `x_2≤2` | | `x_2≥3` | B `x_1=8,x_2=2` `Z_B=34` `Z_L=34` Solution steps by BigM method, Graphical method | | C `x_1=6.5,x_2=3` `Z_C=34.5` `Z_L=33` Solution steps by BigM method, Graphical method | | | `x_1≤6` | | `x_1≥7` | | | D `x_1=6,x_2=3.25` `Z_D=34.25` `Z_L=33` Solution steps by BigM method, Graphical method | | E
Infeasible Solution
Solution steps by BigM method, Graphical method | | | `x_2≤3` | | `x_2≥4` | | | F `x_1=6,x_2=3` `Z_F=33` `Z_L=33` Solution steps by BigM method, Graphical method | | G `x_1=4.5,x_2=4` `Z_G=33.5` `Z_L=32` Solution steps by BigM method, Graphical method |
The branch and bound algorithm thus terminated and the optimal integer solution is : `Z_(B)=34` and `x_1=8,x_2=2`
This material is intended as a summary. Use your textbook for detail explanation. Any bug, improvement, feedback then
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