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2 Phases

The document describes a 2 phase process for solving linear programming problems: Phase 1 converts the problem to an equivalent problem that eliminates slack and surplus variables. Phase 2 converts the problem back to the original form and solves it to find the optimal value of the objective function. An example demonstrates applying the 2 phases to solve a sample minimization problem and find the maximum value of the original objective function.

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16 views10 pages

2 Phases

The document describes a 2 phase process for solving linear programming problems: Phase 1 converts the problem to an equivalent problem that eliminates slack and surplus variables. Phase 2 converts the problem back to the original form and solves it to find the optimal value of the objective function. An example demonstrates applying the 2 phases to solve a sample minimization problem and find the maximum value of the original objective function.

Uploaded by

ielsiu21184
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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2 PHASES

PHASE 1: PHASE 2:

Step 1: Step 1:

Min ∑ 𝐴𝑖 Eliminate A from obj function and A’s


columns in table
Subject to: standard LP form
Convert Min to Max (if any)
Step 2:
Fill the Z row by original obj function
Convert Min to Max
Step 2:
New obj func (elimate A)
Copy from the final table in phase 1
Step 3:
Gause elimination
Solve as normal
Step 3:

Solve as normal
=> giá trị của x

=> giá trị Z


Example:
Min 𝑍 = 0.4𝑥1 + 0.5𝑥2
Subject to:
0.3𝑥1 + 0.1𝑥2 ≤ 2.7
0.5𝑥1 + 0.5𝑥2 = 6
0.6𝑥1 + 0.4𝑥2 ≥ 6
𝑥1 , 𝑥2 ≥ 0
PHASE 1:
Min 𝑍 = 𝐴2 + 𝐴3
Subject to
0.3𝑥1 + 0.1𝑥2 + 𝑠1 = 2.7
0.5𝑥1 + 0.5𝑥2 + 𝐴2 =6
0.6𝑥1 + 0.4𝑥2 − 𝑠3 + 𝐴3 = 6
𝑥1 , 𝑥2 , 𝑠1 , 𝑠3 , 𝐴2 , 𝐴3 ≥ 0

Min Z = Max (-Z) = −𝐴2 − 𝐴3

Max −𝑍 + 𝐴2 + 𝐴3

−𝑍 + 𝐴2 + 𝐴3 = 0

−(0.5𝑥1 + 0.5𝑥2 + 𝐴2 = 6)

−(0.6𝑥1 + 0.4𝑥2 − 𝑠3 + 𝐴3 = 6)
_________________________________________
−𝑍 − 1.1𝑥1 − 0.9𝑥2 + 𝑠3 = −12
PHASE 2:

Min 𝑍 = 0.4𝑥1 + 0.5𝑥2


Subject to
0.3𝑥1 + 0.1𝑥2 + 𝑠1 = 2.7
0.5𝑥1 + 0.5𝑥2 =6
0.6𝑥1 + 0.4𝑥2 − 𝑠3 = 6
𝑥1 , 𝑥2 , 𝑠1 , 𝑠3 ≥ 0

Min Z = Max (-Z) = −0.4𝑥1 − 0.5𝑥2

Max −𝑍 + 0.4𝑥1 + 0.5𝑥2


Cases Reason Signal
Degeneracy Redundant constraint BV become 0
Z has no improvement after iteration
Alternative optimal Objective function // Z – row (final table): NBV = 0
binding constraint
Unbounded solution No positive ratio
Infeasible solution Artificial vars are still in the final table
Max 𝑍 = 3𝑥1 + 5𝑥2

Subject to

𝑥1 ≤4
2𝑥2 ≤ 12

3𝑥1 + 2𝑥2 ≤ 18

𝑥1 , 𝑥2 ≥ 0

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