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RHS For Some Constraint Is Negative? Inequality Is Type

The document discusses how to handle constraints that are greater than or equal type or equality constraints when performing an initial basic feasible solution (BFS) for linear programs. It states that artificial variables must be added to such constraints to find an initial BFS. The document also introduces the Big-M or Charnes-M method for handling these constraint types, which involves adding an artificial variable with a large coefficient M to the constraint.

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Sushma Joshi
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32 views6 pages

RHS For Some Constraint Is Negative? Inequality Is Type

The document discusses how to handle constraints that are greater than or equal type or equality constraints when performing an initial basic feasible solution (BFS) for linear programs. It states that artificial variables must be added to such constraints to find an initial BFS. The document also introduces the Big-M or Charnes-M method for handling these constraint types, which involves adding an artificial variable with a large coefficient M to the constraint.

Uploaded by

Sushma Joshi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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How to proceed when there are equality

constraints or constraints of ≥ type ??


◙ An initial BFS is automatically available when the all constraints are ≤
type, and RHS (b: resource vector) is non-negative.
◙ What if
◘ RHS for some constraint is negative?
▪ multiply the constraint by -1 : changes the inequality type.
◘ inequality is ≥ type.
▪ Introduce surplus variable rather that a slack variable. But, can a
surplus variable be a basic variable in initial solution?
◘ an equality constraint is present. No slack or surplus variable!
◙ Which BFS to start with??
◙ In order to find an initial basic feasible solution we have to add an
ARTIFICIAL VARIABLE to each such row.

1
Artificial Variables
◙ Consider 3x1 − 2x2  −5 or 2x1 + 5x2  10
◙ In the above two constraints add surplus variable
2x1 + 5x2 − s1 = 10
-3x1 + 2x2 − s2 = 5
◙ Let us add an extra variable a1 such that
2x1 + 5x2 − s1 + a1 = 10
◙ This will be a basic variable in the initial tableau with value 10
◙ Is the original constraint feasible with a1 = 10 ??
NO
◙ It must have value 0 for the original constraint to be satisfied

2
Big-M Method
◙ New Problem:
Maximize Z − MXa
Subject to AX + Xa = b,
X, Xa ≥ 0
◙ And in case of minimization problem
Minimize Z + MXa
Subject to AX + Xa = b,
X, Xa ≥ 0
◙ This is known as Charnes-M-Method or Big-M Method.
◙ What if an artificial variable is basic in the optimal solution
with positive value??
◘ The original problem is infeasible. 3
Charnes-M Method
Charnes-M Method
-4 -8 0 0 -M
CB B XB Yx1 Yx2 Ys1 Ys2 Ya1

0 s1 6 2 3 1 0 0
-M a1 1 1 1 0 -1 1

-M 4-M 8-M 0 M 0

0 s1 4 0 1 1 2 -
-4 x1 1 1 1 0 -1 -

-4 0 4 0 4 -

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