Unrestricted variable
Sometimes decision variables are positive, negative or zero values, then they are called unrestricted variables.
In all such cases, the decision variables can be expressed as the difference between two non-negative variables.
For example, if `x_r` is unrestricted in sign, then
`x_r = x_r' - x_r''` ; `x_r' - x_r'' >= 0`
Example
Find solution using Simplex method (BigM method)
MAX Z = 3x1 + 2x2 + x3
subject to
2x1 + 5x2 + x3 = 12
3x1 + 4x2 = 11
and x2,x3 >= 0; x1 unrestricted in signSolution:Problem is | Max `Z` | `=` | `` | `3` | `x_1` | ` + ` | `2` | `x_2` | ` + ` | `` | `x_3` |
|
| subject to |
| `` | `2` | `x_1` | ` + ` | `5` | `x_2` | ` + ` | `` | `x_3` | = | `12` | | `` | `3` | `x_1` | ` + ` | `4` | `x_2` | | | | = | `11` |
|
| and `x_2,x_3 >= 0; ``x_1` unrestricted in sign; |
Since `x_1` is unrestricted in sign, introduce the non-negative variables `x_1',x_1''`
So that `x_1=x_1'-x_1''; x_1',x_1''>=0`
The standard form of the LP problem becomes
Problem is | Max `Z` | `=` | `` | `3` | `x_1'` | ` - ` | `3` | `x_1''` | ` + ` | `2` | `x_2` | ` + ` | `` | `x_3` |
|
| subject to |
| `` | `2` | `x_1'` | ` - ` | `2` | `x_1''` | ` + ` | `5` | `x_2` | ` + ` | `` | `x_3` | = | `12` | | `` | `3` | `x_1'` | ` - ` | `3` | `x_1''` | ` + ` | `4` | `x_2` | | | | = | `11` |
|
| and `x_1',x_1'',x_2,x_3 >= 0; ` |
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 artificial variable `A_1`
2. As the constraint-2 is of type '`=`' we should add artificial variable `A_2`
After introducing artificial variables| Max `Z` | `=` | `` | `3` | `x_1'` | ` - ` | `3` | `x_1''` | ` + ` | `2` | `x_2` | ` + ` | `` | `x_3` | ` - ` | `M` | `A_1` | ` - ` | `M` | `A_2` |
|
| subject to |
| `` | `2` | `x_1'` | ` - ` | `2` | `x_1''` | ` + ` | `5` | `x_2` | ` + ` | `` | `x_3` | ` + ` | `` | `A_1` | | | | = | `12` | | `` | `3` | `x_1'` | ` - ` | `3` | `x_1''` | ` + ` | `4` | `x_2` | | | | | | | ` + ` | `` | `A_2` | = | `11` |
|
| and `x_1',x_1'',x_2,x_3,A_1,A_2 >= 0` |
| `Z` | ` - ` | `3` | `x_1'` | ` + ` | `3` | `x_1''` | ` - ` | `2` | `x_2` | ` - ` | `` | `x_3` | ` + ` | `M` | `A_1` | ` + ` | `M` | `A_2` | = | `0` |
|
| `` | `2` | `x_1'` | ` - ` | `2` | `x_1''` | ` + ` | `5` | `x_2` | ` + ` | `` | `x_3` | ` + ` | `` | `A_1` | | | | = | `12` | | `` | `3` | `x_1'` | ` - ` | `3` | `x_1''` | ` + ` | `4` | `x_2` | | | | | | | ` + ` | `` | `A_2` | = | `11` |
|
Simplex tableau is
Tableau-0
| `"Basis"` | `x_1'` | `x_1''` | `x_2` | `x_3` | `A_1` | `A_2` | `RHS` | |
| `R_1` `Z` | `-3` | `3` | `-2` | `-1` | `M` | `M` | `0` | |
| `R_2` `A_1` | `2` | `-2` | `5` | `1` | `1` | `0` | `12` | |
| `R_3` `A_2` | `3` | `-3` | `4` | `0` | `0` | `1` | `11` | |
Make the Z-row consistent with the rest of the table (set coefficient of basis variables to 0 in Z-row)
`R_1`(new)`= R_1`(old) - `M R_2`(old)
| `x_1'` | `x_1''` | `x_2` | `x_3` | `A_1` | `A_2` | `RHS` |
| `R_1`(old) = | `-3` | `3` | `-2` | `-1` | `M` | `M` | `0` |
| `R_2`(old) = | `2` | `-2` | `5` | `1` | `1` | `0` | `12` |
| `M xx R_2`(new) = | `-2M` | `2M` | `-5M` | `-M` | `-M` | `0` | `-12M` |
| `R_1`(new)`= R_1`(old) - `M R_2`(old) | `-2M-3` | `2M+3` | `-5M-2` | `-M-1` | `0` | `M` | `-12M` |
`R_1`(new)`= R_1`(old) - `M R_3`(old)
| `x_1'` | `x_1''` | `x_2` | `x_3` | `A_1` | `A_2` | `RHS` |
| `R_1`(old) = | `-2M-3` | `2M+3` | `-5M-2` | `-M-1` | `0` | `M` | `-12M` |
| `R_3`(old) = | `3` | `-3` | `4` | `0` | `0` | `1` | `11` |
| `M xx R_3`(new) = | `-3M` | `3M` | `-4M` | `0` | `0` | `-M` | `-11M` |
| `R_1`(new)`= R_1`(old) - `M R_3`(old) | `-5M-3` | `5M+3` | `-9M-2` | `-M-1` | `0` | `0` | `-23M` |
Tableau-1
| `"Basis"` | `x_1'` | `x_1''` | `x_2``darr` | `x_3` | `A_1` | `A_2` | `RHS` | `"Ratio"=(RHS)/(x_2)` |
| `R_1` `Z` | `-5M-3` | `5M+3` | `-9M-2` | `-M-1` | `0` | `0` | `-23M` | |
| `R_2` `A_1` | `2` | `-2` | `(5)` | `1` | `1` | `0` | `12` | `(12)/(5)=2.4``->` |
| `R_3` `A_2` | `3` | `-3` | `4` | `0` | `0` | `1` | `11` | `(11)/(4)=2.75` |
Most Negative `Z` is `-9M-2`. So,
the entering variable is `x_2`.
Minimum ratio is `2.4`. So,
the leaving basis variable is `A_1`.
`:.`
The pivot element is `5`.
Entering `=x_2`, Departing `=A_1`, Key Element `=5`
`R_2`(new)`= R_2`(old) `-: 5`
| `x_1'` | `x_1''` | `x_2` | `x_3` | `A_1` | `A_2` | `RHS` |
| `R_2`(old) = | `2` | `-2` | `5` | `1` | `1` | `0` | `12` |
| `R_2`(new)`= R_2`(old) `-: 5` | `0.4` | `-0.4` | `1` | `0.2` | `0.2` | `0` | `2.4` |
`R_3`(new)`= R_3`(old) - `4 R_2`(new)
| `x_1'` | `x_1''` | `x_2` | `x_3` | `A_1` | `A_2` | `RHS` |
| `R_3`(old) = | `3` | `-3` | `4` | `0` | `0` | `1` | `11` |
| `R_2`(new) = | `0.4` | `-0.4` | `1` | `0.2` | `0.2` | `0` | `2.4` |
| `4 xx R_2`(new) = | `1.6` | `-1.6` | `4` | `0.8` | `0.8` | `0` | `9.6` |
| `R_3`(new)`= R_3`(old) - `4 R_2`(new) | `1.4` | `-1.4` | `0` | `-0.8` | `-0.8` | `1` | `1.4` |
`R_1`(new)`= R_1`(old) - `(-9M-2) R_2`(new)
| `x_1'` | `x_1''` | `x_2` | `x_3` | `A_1` | `A_2` | `RHS` |
| `R_1`(old) = | `-5M-3` | `5M+3` | `-9M-2` | `-M-1` | `0` | `0` | `-23M` |
| `R_2`(new) = | `0.4` | `-0.4` | `1` | `0.2` | `0.2` | `0` | `2.4` |
| `(-9M-2) xx R_2`(new) = | `-3.6M-0.8` | `3.6M+0.8` | `-9M-2` | `-1.8M-0.4` | `-1.8M-0.4` | `0` | `-21.6M-4.8` |
| `R_1`(new)`= R_1`(old) - `(-9M-2) R_2`(new) | `-1.4M-2.2` | `1.4M+2.2` | `0` | `0.8M-0.6` | `1.8M+0.4` | `0` | `-1.4M+4.8` |
Tableau-2
| `"Basis"` | `x_1'``darr` | `x_1''` | `x_2` | `x_3` | `A_1` | `A_2` | `RHS` | `"Ratio"=(RHS)/(x_1')` |
| `R_1` `Z` | `-1.4M-2.2` | `1.4M+2.2` | `0` | `0.8M-0.6` | `1.8M+0.4` | `0` | `-1.4M+4.8` | |
| `R_2` `x_2` | `0.4` | `-0.4` | `1` | `0.2` | `0.2` | `0` | `2.4` | `(2.4)/(0.4)=6` |
| `R_3` `A_2` | `(1.4)` | `-1.4` | `0` | `-0.8` | `-0.8` | `1` | `1.4` | `(1.4)/(1.4)=1``->` |
Most Negative `Z` is `-1.4M-2.2`. So,
the entering variable is `x_1'`.
Minimum ratio is `1`. So,
the leaving basis variable is `A_2`.
`:.`
The pivot element is `1.4`.
Entering `=x_1'`, Departing `=A_2`, Key Element `=1.4`
`R_3`(new)`= R_3`(old) `-: 1.4`
| `x_1'` | `x_1''` | `x_2` | `x_3` | `A_1` | `A_2` | `RHS` |
| `R_3`(old) = | `1.4` | `-1.4` | `0` | `-0.8` | `-0.8` | `1` | `1.4` |
| `R_3`(new)`= R_3`(old) `-: 1.4` | `1` | `-1` | `0` | `-0.5714` | `-0.5714` | `0.7143` | `1` |
`R_2`(new)`= R_2`(old) - `0.4 R_3`(new)
| `x_1'` | `x_1''` | `x_2` | `x_3` | `A_1` | `A_2` | `RHS` |
| `R_2`(old) = | `0.4` | `-0.4` | `1` | `0.2` | `0.2` | `0` | `2.4` |
| `R_3`(new) = | `1` | `-1` | `0` | `-0.5714` | `-0.5714` | `0.7143` | `1` |
| `0.4 xx R_3`(new) = | `0.4` | `-0.4` | `0` | `-0.2286` | `-0.2286` | `0.2857` | `0.4` |
| `R_2`(new)`= R_2`(old) - `0.4 R_3`(new) | `0` | `0` | `1` | `0.4286` | `0.4286` | `-0.2857` | `2` |
`R_1`(new)`= R_1`(old) - `(-1.4M-2.2) R_3`(new)
| `x_1'` | `x_1''` | `x_2` | `x_3` | `A_1` | `A_2` | `RHS` |
| `R_1`(old) = | `-1.4M-2.2` | `1.4M+2.2` | `0` | `0.8M-0.6` | `1.8M+0.4` | `0` | `-1.4M+4.8` |
| `R_3`(new) = | `1` | `-1` | `0` | `-0.5714` | `-0.5714` | `0.7143` | `1` |
| `(-1.4M-2.2) xx R_3`(new) = | `-1.4M-2.2` | `1.4M+2.2` | `0` | `0.8M+1.2571` | `0.8M+1.2571` | `-M-1.5714` | `-1.4M-2.2` |
| `R_1`(new)`= R_1`(old) - `(-1.4M-2.2) R_3`(new) | `0` | `0` | `0` | `-1.8571` | `M-0.8571` | `M+1.5714` | `7` |
Tableau-3
| `"Basis"` | `x_1'` | `x_1''` | `x_2` | `x_3``darr` | `A_1` | `A_2` | `RHS` | `"Ratio"=(RHS)/(x_3)` |
| `R_1` `Z` | `0` | `0` | `0` | `-1.8571` | `M-0.8571` | `M+1.5714` | `7` | |
| `R_2` `x_2` | `0` | `0` | `1` | `(0.4286)` | `0.4286` | `-0.2857` | `2` | `(2)/(0.4286)=4.6667``->` |
| `R_3` `x_1'` | `1` | `-1` | `0` | `-0.5714` | `-0.5714` | `0.7143` | `1` | `(1)/(-0.5714)` (ignore, denominator is -ve) |
Most Negative `Z` is `-1.8571`. So,
the entering variable is `x_3`.
Minimum ratio is `4.6667`. So,
the leaving basis variable is `x_2`.
`:.`
The pivot element is `0.4286`.
Entering `=x_3`, Departing `=x_2`, Key Element `=0.4286`
`R_2`(new)`= R_2`(old) `-: 0.4286`
| `x_1'` | `x_1''` | `x_2` | `x_3` | `A_1` | `A_2` | `RHS` |
| `R_2`(old) = | `0` | `0` | `1` | `0.4286` | `0.4286` | `-0.2857` | `2` |
| `R_2`(new)`= R_2`(old) `-: 0.4286` | `0` | `0` | `2.3333` | `1` | `1` | `-0.6667` | `4.6667` |
`R_3`(new)`= R_3`(old) + `0.5714 R_2`(new)
| `x_1'` | `x_1''` | `x_2` | `x_3` | `A_1` | `A_2` | `RHS` |
| `R_3`(old) = | `1` | `-1` | `0` | `-0.5714` | `-0.5714` | `0.7143` | `1` |
| `R_2`(new) = | `0` | `0` | `2.3333` | `1` | `1` | `-0.6667` | `4.6667` |
| `0.5714 xx R_2`(new) = | `0` | `0` | `1.3333` | `0.5714` | `0.5714` | `-0.381` | `2.6667` |
| `R_3`(new)`= R_3`(old) + `0.5714 R_2`(new) | `1` | `-1` | `1.3333` | `0` | `0` | `0.3333` | `3.6667` |
`R_1`(new)`= R_1`(old) - `-1.8571 R_2`(new)
| `x_1'` | `x_1''` | `x_2` | `x_3` | `A_1` | `A_2` | `RHS` |
| `R_1`(old) = | `0` | `0` | `0` | `-1.8571` | `M-0.8571` | `M+1.5714` | `7` |
| `R_2`(new) = | `0` | `0` | `2.3333` | `1` | `1` | `-0.6667` | `4.6667` |
| `-1.8571 xx R_2`(new) = | `0` | `0` | `-4.3333` | `-1.8571` | `-1.8571` | `1.2381` | `-8.6667` |
| `R_1`(new)`= R_1`(old) - `-1.8571 R_2`(new) | `0` | `0` | `4.3333` | `0` | `M+1` | `M+0.3333` | `15.6667` |
Tableau-4
| `"Basis"` | `x_1'` | `x_1''` | `x_2` | `x_3` | `A_1` | `A_2` | `RHS` | |
| `R_1` `Z` | `0` | `0` | `4.3333` | `0` | `M+1` | `M+0.3333` | `15.6667` | |
| `R_2` `x_3` | `0` | `0` | `2.3333` | `1` | `1` | `-0.6667` | `4.6667` | |
| `R_3` `x_1'` | `1` | `-1` | `1.3333` | `0` | `0` | `0.3333` | `3.6667` | |
Since all `Z_j >= 0`
Hence, optimal solution is arrived with value of variables as :
`x_1'=3.6667,x_1''=0,x_2=0,x_3=4.6667`
Max `Z=15.6667`
This material is intended as a summary. Use your textbook for detail explanation.
Any bug, improvement, feedback then