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Standard Form: Iteration1 MRT 2 4 5

The document contains information about several iterations of the simplex method to solve a standard form linear programming problem. It provides the tableau for each iteration, identifies the entering and leaving variables, and checks that the optimal solution satisfies the KKT conditions of primal feasibility, dual feasibility, and complementary slackness. The optimal basic feasible solution is identified as x1 = 19/5, x2 = 4/5, s1 = 3/5, s2 = 1/5, with an objective value of Z = 24/5.

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Özlem Yurtsever
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83 views

Standard Form: Iteration1 MRT 2 4 5

The document contains information about several iterations of the simplex method to solve a standard form linear programming problem. It provides the tableau for each iteration, identifies the entering and leaving variables, and checks that the optimal solution satisfies the KKT conditions of primal feasibility, dual feasibility, and complementary slackness. The optimal basic feasible solution is identified as x1 = 19/5, x2 = 4/5, s1 = 3/5, s2 = 1/5, with an objective value of Z = 24/5.

Uploaded by

Özlem Yurtsever
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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HOMEWORK 7 5.

40 Standard Form

Iteration1 Z s1 s2 s3

x1 -1 -2 0 1

x2 -2 1 1 1

s1 0 1 0 0

s2 0 0 1 0

s3 0 0 0 1

RHS 0 2 4 5

MRT 2 4 5

Iteration2 Z x2 s2 s3

x1 -5 -2 2 3

x2 0 1 0 0

s1 2 1 -1 -1

s2 0 0 1 0

s3 0 0 0 1

RHS 4 2 2 3

MRT 1 1

Iteration3 Z x2 s2 x1

x1 0

x2 0

s1 1/3 1/3 -1/3 -1/3

s2 0 0 1 0

s3 1 2/3 2/3 -2/3 1/3

x1 9 4 0 1

0 1 0 0 1 0 We have Reached Optimality Z x1 x2 s1 s2 s3 9 1 2 0 0 0

HOMEWORK 7 KKT Conditions for Maximization Problem: Primal Feasibility

Dual Feasibility

Complimentary Slackness ( )

Iteration 1

Dual Feasibility: [ [
st

] [ ]

[ ]

So 1 iteration is not dual feasible. Source of violation of the optimality conditions. Primal Feasibility: [ ] [ ] [ ] [ ]

And all So 1st iteration is primal feasible. Iteration 2

Dual Feasibility: [ [
nd

] [ ]

[ ]

So 2 iteration is not dual feasible. Source of violation of the optimality conditions. Primal Feasibility: [ ] [ ] [ ] [ ]

And all So 2nd iteration is primal feasible. 2

HOMEWORK 7

Iteration 3

Dual Feasibility: [ [ ] [ So 3
rd

] [

[ ]

] iteration is dual feasible.

Primal Feasibility: [ ] [ ] [ ] [ ]

And all So 3rd iteration is primal feasible. Complementary Slackness: [ [ ] [ ] So the optimal solution holds all three conditions of the KKT. ] ([ ] [ ] [ ])

HOMEWORK 7

We need to the problem to a minimization problem to look over Farkas lemma;

At iteration 1 the extreme point is (0,0), The binding constraints are non-negativity constraints (e1 and e2 gradients). And c is not in the cone of the gradients e1 and e2 generated. At iteration 2, the extreme point is (0,2) and the binding constraints are and . And c is not in the cone of the gradients a1 and e2 generated. So this point is not optimal too. At iteration 3 the extreme point is (0,4). The binding constraints are and . C is in the cone of the gradients a1 and a3 generated. So this point is optimal.

5.46 Standard Form

HOMEWORK 7 x1 -2 1 -2 x1 -4 1 2/3 - 2/3 x1 0 1 0 x2 -3 1 3 x2 0 0 1 x2 0 0 1 s1 0 1 0 s1 0 1 0 s1 2 2/5 3/5 2/5 s2 0 0 1 s2 1 - 1/3 1/3 s2 1/5 - 1/5 1/5 RHS 0 8 0 RHS 0 8 0 RHS 19 1/5 4 4/5 3 1/5

Z s1 s2

MRT 8 0

Z s1 x2

Z x1 x2

We have reached the optimality, and the optimal basic feasible solution is as below: Z x1 x2 s1 s2 19 1/5 4 4/5 3 1/5 0 0

Graphical Solution

HOMEWORK 7 At (0,0) point, first x2 enters s2 leaves, then x1 enters s1 leaves. After that, it moves to (24/5, 16/5) point. KKT Conditions for Maximization Problem: At the optimality the KKT conditions are as below:

Dual Feasibility:

] [ [ ] [ ]

[ ]

So iteration is dual feasible. Primal Feasibility:

] [

[ ]

[ ]

And all So iteration is primal feasible. Complementary Slackness: ( )

] ([

] [

[ ])

[ ] [

So the optimal solution holds all three conditions of the KKT.

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