Find solution using integer simplex method (Gomory's cutting plane method)

MAX Z = 2x1 + 20x2 - 10x3

subject to
2x1 + 20x2 + 4x3 <= 15
6x1 + 20x2 + 4x3 <= 20
and x1,x2,x3 >= 0

Solution:
Problem is
Max Z = 2 x1 + 20 x2 - 10 x3
subject to
2 x1 + 20 x2 + 4 x3 ≤ 15
6 x1 + 20 x2 + 4 x3 ≤ 20
and x1,x2,x3≥0;x1,x2,x3 non-negative
integers

The problem is converted to canonical form by adding slack, surplus and artificial
variables as appropiate

1. As the constraint-1 is of type '≤' we should add slack variable S1

2. As the constraint-2 is of type '≤' we should add slack variable S2

After introducing slack variables

Max 1
= 2 x1 + 20 x2 - x3 + 0 S1 + 0 S2
Z 0
subject to
2 x + 20 x2 + 4 x3 + S1 = 15
1

6 x1 + 20 x2 + 4 x3 + S2 = 20
and x1,x2,x3,S1,S2≥0

Iteration-1 Cj 2 20 -10 0 0

MinRatio
B CB XB x1 x2 x3 S1 S2
XBx2

S1 0 15 2 (20) 4 1 0 1520=0.75→

S2 0 20 6 20 4 0 1 2020=1

Z=0 Zj 0 0 0 0 0
 Cj-Zj 2 20↑ -10 0 0

Positive maximum Cj-Zj is 20 and its column index is 2. So, the entering variable is x2.

Minimum ratio is 0.75 and its row index is 1. So, the leaving basis variable is S1.

∴ The pivot element is 20.

Entering =x2, Departing =S1, Key Element =20

R1(new)=R1(old) ÷20

R2(new)=R2(old) - 20R1(new)

Iteration-2 Cj 2 20 -10 0 0

B CB XB x1 x2 x3 S1 S2 MinRatio

x2 20 34 110 1 15 120 0

S2 0 5 4 0 0 -1 1

Z=15 Zj 2 20 4 1 0

Cj-Zj 0 0 -14 -1 0

Since all Cj-Zj≤0

Hence, non-integer optimal solution is arrived with value of variables as :

x1=0,x2=34,x3=0

Max Z=15

To obtain the integer valued solution, we proceed to construct Gomory's fractional cut,
with the help of x2-row as follows:

34=110x1+1x2+15x3+120S1

( )( ) ( ) ( )
0+34 = 0+110 x1+(1+0)x2+ 0+15 x3+ 0+120 S1

The fractional cut will become

-34=Sg1-110x1-15x3-120S1→ (Cut-1)

Adding this additional constraint at the bottom of optimal simplex table. The new table
so obtained is

Iteration-1 Cj 2 20 -10 0 0 0

B CB XB x1 x2 x3 S1 S2 Sg1

x2 20 34 110 1 15 120 0 0

S2 0 5 4 0 0 -1 1 0

Sg1 0 -34
( )-110
0 -15 -120 0 1

Z=15 Zj 2 20 4 1 0 0

Cj-Zj 0 0 -14 -1 0 0

Ratio=Cj-ZjSg1,j
0↑ --- 70 20 --- ---
and Sg1,j<0

Minimum negative XB is -34 and its row index is 3. So, the leaving basis variable is Sg1.

Minimum positive ratio is 0 and its column index is 1. So, the entering variable is x1.

∴ The pivot element is -110.

Entering =x1, Departing =Sg1, Key Element =-110

R3(new)=R3(old) ×(-10)

R1(new)=R1(old) - 110R3(new)

R2(new)=R2(old) - 4R3(new)

Iteration-2 Cj 2 20 -10 0 0 0

B CB XB x1 x2 x3 S1 S2 Sg1

x2 20 0 0 1 0 0 0 1

S2 0 -25 0 0 -8 (-3) 1 40
 x1 2 152 1 0 2 12 0 -10

Z=15 Zj 2 20 4 1 0 0

Cj-Zj 0 0 -14 -1 0 0

Ratio=Cj-ZjS2,j
--- --- 1.75 0.33↑ --- ---
and S2,j<0

Minimum negative XB is -25 and its row index is 2. So, the leaving basis variable is S2.

Minimum positive ratio is 0.33 and its column index is 4. So, the entering variable is S1.

∴ The pivot element is -3.

Entering =S1, Departing =S2, Key Element =-3

R2(new)=R2(old) ÷(-3)

R1(new)=R1(old)

R3(new)=R3(old) - 12R2(new)

Iteration-3 Cj 2 20 -10 0 0 0

B CB XB x1 x2 x3 S1 S2 Sg1

x2 20 0 0 1 0 0 0 1

S1 0 253 0 0 83 1 -13 -403

x1 2 103 1 0 23 0 16 -103

Z=203 Zj 2 20 43 0 13 403

Cj-Zj 0 0 -343 0 -13 -403

Ratio --- --- --- --- --- ---

Since all Cj-Zj≤0

Hence, non-integer optimal solution is arrived with value of variables as :

x1=103,x2=0,x3=0
Max Z=203

To obtain the integer valued solution, we proceed to construct Gomory's fractional cut,
with the help of x1-row as follows:

103=1x1+23x3+16S2-103Sg1

( ) ( ) ( ) ( )
3+13 =(1+0)x1+ 0+23 x3+ 0+16 S2+ -4+23 Sg1

The fractional cut will become

-13=Sg2-23x3-16S2-23Sg1→ (Cut-2)

Adding this additional constraint at the bottom of optimal simplex table. The new table
so obtained is

Iteration-1 Cj 2 20 -10 0 0 0 0

B CB XB x1 x2 x3 S1 S2 Sg1 Sg2

x2 20 0 0 1 0 0 0 1 0

S1 0 253 0 0 83 1 -13 -403 0

x1 2 103 1 0 23 0 16 -103 0

Sg2 0 -13 0 0 -23 0

( )
-16
-23 1

Z=203 Zj 2 20 43 0 13 403 0

Cj-Zj 0 0 -343 0 -13 -403 0

Ratio=Cj-ZjSg2,j
--- --- 17 --- 2↑ 20 ---
and Sg2,j<0

Minimum negative XB is -13 and its row index is 4. So, the leaving basis variable is Sg2.

Minimum positive ratio is 2 and its column index is 5. So, the entering variable is S2.

∴ The pivot element is -16.

Entering =S2, Departing =Sg2, Key Element =-16

R4(new)=R4(old) ×(-6)

R1(new)=R1(old)

R2(new)=R2(old) + 13R4(new)

R3(new)=R3(old) - 16R4(new)

Iteration-2 Cj 2 20 -10 0 0 0 0

B CB XB x1 x2 x3 S1 S2 Sg1 Sg2

x2 20 0 0 1 0 0 0 1 0

S1 0 9 0 0 4 1 0 -12 -2

x1 2 3 1 0 0 0 0 -4 1

S2 0 2 0 0 4 0 1 4 -6

Z=6 Zj 2 20 0 0 0 12 2

Cj-Zj 0 0 -10 0 0 -12 -2

Ratio --- --- --- --- --- --- ---

Since all Cj-Zj≤0

Hence, integer optimal solution is arrived with value of variables as :

x1=3,x2=0,x3=0

Max Z=6

The integer optimal solution found after 2-cuts.