ISE 330

Introduction to Operations Research:

Deterministic Models

www-scf.usc.edu/~ise330/2007

September 19, 2007

Lecture 7

Adapting the Simplex Method to Other Forms

(Sec. 4.6)

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So Far, So Good
‡ Until now, we have dealt with the standard form of the Simplex method
‡ What if the model has a non-standard form?
„ How do we get the initial BF solution?

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Adapting for an Equality Constraint

Standard Form Non-Standard Form

Z = 3x1 + 5x2 Z = 3x1 + 5x2

x1 ≤ 4 x1 ≤ 4
2x2 ≤ 12 2x2 ≤ 12
3x1 + 2x2 ≤ 18 3x1 + 2x2 = 18

Z -3x1 - 5x2 = 0 Z -3x1 - 5x2 = 0

x1 + x3 = 4 x1 + x3 = 4
2x2 + x4 = 12 2x2 + x4 = 12
3x1 + 2x2 + x5 = 18 3x1 + 2x2 = 18

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Adapting for an Equality Constraint

Non-Standard Form

Z = 3x1 + 5x2
Artificial Problem
x1 ≤ 4
2x2 ≤ 12 Z -3x1 - 5x2 + M x5 = 0
3x1 + 2x2 = 18 x1 + x3 = 4
2x2 + x4 = 12
Z -3x1 - 5x2 = 0 3x1 + 2x2 + x5 = 18
x1 + x3 = 4
2x2 + x4 = 12
3x1 + 2x2 = 18

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Adapting for an Equality Constraint

Z -3x1 - 5x2 + M x5 = 0
x1 + x3 = 4
2x2 + x4 = 12
3x1 + 2x2 + x5 = 18

Z -3x1 - 5x2 + M x5 = 0
-M( 3x1 + 2x2 + x5 = 18)

Z–(3M+3)x1-(2M+5) x2=-18 M

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Adapting for an Equality Constraint
Z -(3M+3)x1 - (2M+5) x2 = -18M
x1 + x3 = 4
2x2 + x4 = 12
3x1 + 2x2 + x5 = 18

Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 -3M-3 - 2M-5 0 0 0 -18M
x3 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 2 0 1 0 12
x5 (3) 0 3 2 0 0 1 18

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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 -3M-3 - 2M-5 0 0 0 -18M
x3 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 2 0 1 0 12
x5 (3) 0 3 2 0 0 1 18

Select 2 (degrees of freedom) nonbasic variables: x1 and x2 (origin)

Initial BF solution: (x1, x2, x3, x4, x5) = (0,0,4,12,18)

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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 -3M-3 - 2M-5 0 0 0 -18M
x3 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 2 0 1 0 12
x5 (3) 0 3 2 0 0 1 18
Z (0)
x1 (1) 0 1 0 1 0 0 4
x4 (2)
x5 (3)

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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 -3M-3 - 2M-5 0 0 0 -18M
x3 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 2 0 1 0 12
x5 (3) 0 3 2 0 0 1 18
Z (0) 1 0 - 2M-5 3M+3 0 0 - 6M+12
x1 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 2 0 1 0 12
x5 (3) 0 0 2 -3 0 1 6

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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 0 - 2M-5 3M+3 0 0 - 6M+12
x1 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 2 0 1 0 12
x5 (3) 0 0 2 -3 0 1 6

Select 2 (degrees of freedom) nonbasic variables: x3 and x2

BF solution: (x1, x2, x3, x4, x5) = (4,0,0,12,6)

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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 0 - 2M-5 3M+3 0 0 - 6M+12
x1 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 2 0 1 0 12
x5 (3) 0 0 2 -3 0 1 6
Z (0)
x1 (1)
x4 (2)
x2 (3) 0 0 1 -3/2 0 1/2 3

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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 0 - 2M-5 3M+3 0 0 - 6M+12
x1 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 2 0 1 0 12
x5 (3) 0 0 2 -3 0 1 6
Z (0) 1 0 0 -9/2 0 M+5/2 27
x1 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 0 3 1 -1 6
x2 (3) 0 0 1 -3/2 0 1/2 3

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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 0 0 -9/2 0 M+5/2 27
x1 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 0 3 1 -1 6
x2 (3) 0 0 1 -3/2 0 1/2 3

Select 2 (degrees of freedom) nonbasic variables: x3 and x5

BF solution: (x1, x2, x3, x4, x5) = (4,3,0,6,0)

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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 0 0 -9/2 0 M+5/2 27
x1 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 0 3 1 -1 6
x2 (3) 0 0 1 -3/2 0 1/2 3
Z (0)
x1 (1)
x3 (2) 0 0 0 1 1/3 -1/3 2
x2 (3)

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Adapting for an Equality Constraint
Coefficient of:
Basic Right
Var Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 0 0 -9/2 0 M+5/2 27
x1 (1) 0 1 0 1 0 0 4
x4 (2) 0 0 0 3 1 -1 6
x2 (3) 0 0 1 -3/2 0 1/2 3
Z (0) 1 0 0 0 3/2 M+1 36
x1 (1) 0 1 0 0 -1/3 1/3 2
x3 (2) 0 0 0 1 1/3 -1/3 2
x2 (3) 0 0 1 0 1/2 0 6

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Adapting for a Negative Right-Hand Side

x1 - x2 ≤ -1

Multiply by -1
-x1 + x2 ≥ 1

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Adapting for Minimization

Min Z = 2x1 + 3x2

Multiply by -1
Max -Z = -2x1 -3x2

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Adapting for a ≥ Constraint

Min Z = 0.4x1 + 0.5x2

0.3x1 + 0.1x2 ≤ 2.7
0.5x1 + 0.5x2 = 6
0.6x1 + 0.4x2 ≥ 6

Min Z -0.4x1 - 0.5x2 - Mx4 - Mx6 = 0

0.3x1 + 0.1x2 + x3 = 2.7
0.5x1 + 0.5x2 + x4 = 6
0.6x1 + 0.4x2 - x5 + x6 = 6

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Adapting for a ≥ Constraint

Min Z - 0.4x1 - 0.5x2 - Mx4 - Mx6 = 0

0.3x1 + 0.1x2 + x3 = 2.7
0.5x1 + 0.5x2 + x4 = 6
0.6x1 + 0.4x2 - x5 + x6 = 6

Max -Z + 0.4x1 + 0.5x2 + Mx4 + Mx6 = 0

0.3x1 + 0.1x2 + x3 = 2.7
0.5x1 + 0.5x2 + x4 = 6
0.6x1 + 0.4x2 - x5 + x6 = 6

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Adapting for a ≥ Constraint

Max -Z + 0.4x1 + 0.5x2 + Mx4 + Mx6 = 0

0.3x1 + 0.1x2 + x3 = 2.7
0.5x1 + 0.5x2 + x4 = 6
0.6x1 + 0.4x2 - x5 + x6 = 6

-Z + 0.4x1 + 0.5x2 + Mx4 + Mx6 = 0

-M( 0.5x1 + 0.5x2 + x4 = 2.7)
-M( 0.6x1 + 0.4x2 - x5 + x6 = 6)

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No Feasible Solutions
‡ Sign that the problem has no feasible solution even though the Big M
method has lead to an answer
„ In the final solution, at least one artificial variable is greater than zero

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Homework (Due September 26, 2007)
‡ 4.4-6(a),(b) - 15 points
‡ 4.4-7 - 10 points
‡ 4.4-8 - 10 points
‡ 4.5-4 - 10 points
‡ 4.5.-8 - 15 points
‡ 4.6-6(a),(c) - 15 points
‡ 4.6-9(a) - 10 points
‡ 4.6-17 - 15 points

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