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Cutting Plane Method

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Mubashir Unnissa
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51 views6 pages

Cutting Plane Method

Uploaded by

Mubashir Unnissa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Dual simplex Method:

Solve using dual simplex method.


Min Z = 3x1 + x2
Subject to
x1 + x2 ≥ 1;
2x1 + 3x2 ≥ 2
x1, x2 ≥ 0
Solu:
Maximization type problem related to the given problem:
Max P=-3x1 - x2
Subject to
x1 + x2 ≥ 1;
2x1 + 3x2 ≥ 2
x1, x2 ≥ 0
The problem can be written as
Max P = -3x1 - x2
Subject to
-x1 - x2 ≤ -1;
-2x1 - 3x2 ≤ - 2
x1 , x2 ≥ 0
Std Form:
Max P = -3x1 - x2 + 0s1+0s2
Subject to
-x1 - x2 +s1= -1;
-2x1 - 3x2 +s2 = - 2
x1 , x2,s1,s2 ≥ 0 where s1 and s2 are slack variables
Taking x1=0 and x2=0 we have
S1=-1 and s2=-2
This is a basic solution, but not feasible
Initial dual simplex table
Cj -3 -1 0 0
CBV BV X1 X2 S1 S2 Solu
0 S1 -1 -1 1 0 -1
0 S2 -2 -3 0 1 -2 
Pj-Cj 3 1 0 0 0

Since the values of basic variables are not non-negative current table is not
optimal
Now , Min{-1.-2}=-2: Leaving variable s2
Entering variable x2
First iteration dual simplex table
Cj -3 -1 0 0
CBV BV X1 X2 S1 S2 Solu
0 S1 -1/3 0 1 -1/3 -1/3 
-1 x2 2/3 1 0 1/3 2/3
Pj-Cj 7/3 0 0 1/3 -2/3

Since s1 is negative, the current table is not optimal.
Now, Min{-1/3} = -1/3: Leaving variable s1
Max.{(7/ 3)/-(1/3),(1/3)/-(1/3)}= Max.{ -7, -1}=-1:
Entering variable-s2
Second iteration dual simplex table
Cj -3 -1 0 0
CBV BV X1 X2 S1 S2 Solu
0 S2 1 0 -3 1 1
-1 x2 1 1 -1 0 1
Pj-Cj 2 0 1 0 -1

Since the values of s2 and x2 are non-negative, the current table is optimal.
Optimal solution to the given problem:
x1=0 , x2=1 and Min.z= -maxi.(P)=1.
2. Solve the following integer linear programming problem
Maximize Z=6x1+8x2
Subject to
4x1+5X2 ≤ 22 ;
5x1+8x2 ≤30,
x1, x1≥ 0 and integers.
Standard Form
Maximize Z=6x1+8x2
Subject to
4x1+5X2 +s1= 22 ;
5x1+8x2+s2= ≤30,
x1, x1≥ 0 and integers.
Initial table
C 6 8 0 0
CBV BV X1 X2 S1 S2 Soln. Ratio
0 S1 4 5 1 0 22 22/5=5.5
0 S2 5 8 0 1 30 15/4=3.75
Zj-Cj -6 -8 0 0 0
Entering variable-x2 and Leaving variable s2
First Iteration table
C 6 8 0 0
CBV BV X1 X2 S1 S2 Soln. Ratio
0 S1 7/8 0 1 -5/8 13/4 26/7
8 X2 5/8 1 0 1/8 15/4 6
Zj-Cj -1 0 0 1
Entering variable-x1 and Leaving variable s1
Second iteration
C 6 8 0 0
CBV BV X1 X2 S1 S2 Soln. Ratio
6 X1 1 0 8/7 -5/7 26/7
8 X2 0 1 -5/7 4/7 10/7
Zj-Cj 0 0 8/7 2/7 236/7
The current table is optimal
Optimal solution:
X1= 26/7 , x2= 10/7 and Max. Z=236/7
Both variable are not integer
X1= 3+5/7 ; X2=1+3/7
Select x1 max{5/7, 3/7}
Eqn. related to x1 in the optimal table
X1+(8/7)s1+(-5/7)s2=26/7
X1+(1+1/7)s1+(-1+2/7)s2=3+5/7
Gomory’s constraint /fractional cut
(1/7)s1+(2/7)s2 ≥ 5/7
-(1/7)s1-(2/7)s2≤-5/7
-(1/7)s1-(2/7)s2+G1=-5/7
Adding the Gomory’s constraint to the optima table
First DSM table
C 6 8 0 0 0
CBV BV X1 X2 S1 S2 G1 Soln. Ratio
6 X1 1 0 8/7 -1/7 0 26/7
8 X2 0 1 -5/7 4/7 0 10/7
0 G1 0 0 -1/7 -2/7 1 -5/7
Zj-Cj 0 0 8/7 2/7 0 236/7
Ratio - - -8 -1 -

Find most min{-5/7}


Max{-8,-1}
Leaving variable-G1 and Entering variable –S2
Second DSM table
C 6 8 0 0 0
CBV BV X1 X2 X3 X4 X5 Soln. Ratio
6 X1 1 0 7/6 0 -1/6 23/6
8 X2 0 1 -3/4 0 ¼ 5/4
0 S2 0 0 1/6 1 -7/6 5/6
Zj-Cj 0 0 1 0 1 33
Ratio - - -

Both x1 and x2 are not integer


Now, X1=23/6=3+5/6 ; X2=5/4=1+1/4
Select x1
Eqn corresponding x1 in the optimal solution
X1+0x2+(7/6)x3+0x4+(-1/6)x5=23/6
Gomory’s constraint /fractional cut
+(1+1/6)s1+(-1+5/6)G1=3+5/6
1/6s1+5/6G1≥5/6
-1/6s1-5/6G1≤-5/6
-(1/6)s1-(5/6)G1+G2=-5/6
Adding the Gomory’s constraint to the optimal table
Third DSM table
C 6 8 0 0 0 0
CBV BV X1 X2 S1 S2 G1 G2 Soln. Ratio
6 X1 1 0 7/6 0 -1/6 0 23/6
8 X2 0 1 -3/4 0 ¼ 0 5/4
0 S2 0 0 1/6 1 -7/6 0 5/6
0 G2 0 0 -1/6 0 -5/6 1 -5/6
Zj-Cj 0 0 1 0 1 0 33
Ratio - - -6 - -5

Leaving variable-G2 and Entering variable-G1


Max{-6,-5} = -5
Fourth DSM table
C 6 8 0 0 0 0
CBV BV X1 X2 S1 S2 G1 G2 Soln. Ratio
6 X1 1 0 6/5 0 0 -1/5 4
8 X2 0 1 -4/5 0 0 3/10 1
0 S2 0 0 2/5 1 0 -7/6 2
0 G1 0 0 1/5 0 1 6/5 1
Zj-Cj 0 0 4/5 0 0 6/5 32
Ratio

Since x1 and x2 are integers, we stop the computation .


The solution to the given integer linear programming problem:
X1= 4, x2=1 and Max. Z=32.

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