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It is an alternative to the Big M method. bfs is found at the first phase. Problem is solved using simplex methos at the second phase.
Steps: 1. Convert each inequality constraint to the standard form 2. If constraint i is a or = constraint, add an artificial variable ai. Also add the sign restriction ai 0 3. For now, ignore the original LPs objective function. Instead solve an LP whose objective function is min w (sum of all the artificial variables). (Phase I LP).
The act of solving the Phase I LP will force the artificial variables to be zero.
Because each ai 0, solving the Phase I LP will result in one of the following three cases Case 1. The optimal value of w is greater than zero.
Case 2. The optimal value of w is equal to zero, and no artificial variables are in the optimal Phase I basis.
drop all columns in the optimal Phase I tableau that correspond to the artificial variables, combine the original objective function with the constraints from the optimal Phase I tableau (Phase II LP). The optimal solution to the Phase II LP is the optimal solution to the original LP
Case 3. The optimal value of w is equal to zero and at least one artificial variable is in the optimal Phase I basis.
drop from the optimal Phase I tableau all nonbasic artificial variables and any variable from the original problem that has a negative coefficient in row 0 of the optimal Phase I tableau combine the original objective function with the constraints from the optimal Phase I tableau (Phase II LP). The optimal solution to the Phase II LP is the optimal solution to the original LP
x1 : the quantity of ounces of orange soda in a bottle of Oranj x2 : the quantity of ounces of orange juice in a bottle of Oranj
Objective Function
Min z = 2 x1 + 3 x2
Constraints
4
0,5 x1 + 0,25 x2 4 x1 + 3 x2 20 x1 + x2 = 10 x 1 , x2 0
Phase I, initial tableau w' 1 x1 2 1 1 x2 4 1 -1 1 1 s1 e2 -1 a2 a3 RHS 30 4 20 10 BV w'=30 s1=4 a2=20 a3=10 16 20/3* 10 Ratio
3
1
x1
x2
s1
RHS 0 1/4 5 5
Phase II Min z = 2 x1 + 3 x2
Z 1 1 1 1 x1 x2 s1 e2 -1/2 -1/8 -1/2 1/2 RHS 25 1/4 5 5 BV Z=25 s1=1/4 x2=5 x1=5
x2 4 3
s1 1
e2 -1 -1
a2
a3
RHS 46 4
Ratio 16 12 10*
1 1
36 10
x4 0 0 0 0 1
x5 1 2 -2 1 2
x6 -1 0 0 -1 1
a1 1
a2
a3
RHS 3 0
0 -1 1 0 2
1 0 0
1 1
0 3 4
1
1
x3 0 0 0 1 0
x4 0 0 0 0 1
x5 -7 2 -2 1 1
x6 -14 0 0 -1
a1 1
a2
RHS 0 0
0 3 1
a1 1
a2
ST 7 0
0 7/2
Unrestricted-in-Sign Variables
if some variables are allowed to be unrestricted in sign (urs), the ratio test and therefore the simplex algorithm are no longer valid. LP with unrestricted-in-sign variables can be transformed into an LP in which all variables are required to be nonnegative. For each urs variable xi
xi urs
definine two new variables xi and xi. Substitute xi - xi for xi in each constraint and in the objective function. add the sign restrictions xi 0 and xi 0.
xi = xi xi
xi, xi0
12
x2 = x2 x2
Example
Use Big M and two-phase methods to folve following LP: min z = -3x1 + x2 yle ki; x1 - 2x2 2 x1 - x2 - 3 x1, x2 0
For the Big M method, explain why the simplex method never would choose an artificial variable to be an entering basic variable once all the artificial variables are nonbasic.
rnek
You are given the tableau shown below for a maximization problem. Give conditions on the unknowns a1, a2, a3, b, and c that make the following statements true: 1. The current solution is optimal. 2. The current solution is optimal, and there are alternative optimal solutions. 3. The LP is unbounded (in this part, assume that b 0).
Z 1 0 0 0
17
x1 -c -1 a2 a3
x2 2 a1 -4 3
x3 0 1 0 0
x4 0 0 1 0
x5 0 0 0 1
rhs 10 4 1 b