3/20/25, 6:43 AM Integer simplex method (gomory's cutting plane method) Example-2 (Mixed integer)

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Home > Operation Research calculators > Integer Simplex method (Gomory's cutting plane method) example

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6. Integer simplex method (gomory's cutting plane up for
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1. Introduction

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3/20/25, 6:43 AM Integer simplex method (gomory's cutting plane method) Example-2 (Mixed integer)
2. Algorithm & Example-1 (Pure integer) 0. Formulate linear programming model
3. Example-2 (Mixed integer) 1. Graphical method
2. Simplex method (BigM method)
3. Two-Phase method
4. Primal to dual conversion
5. Dual simplex method
6. Integer simplex method
7. Branch and Bound method
8. 0-1 Integer programming problem
9. Revised Simplex method

2. Algorithm & Example-1 (Pure integer) 8. Branch and Bound method

(Previous example) (Next method)

3. Example-2 (Mixed integer)

Find solution using integer simplex method (Gomory's cutting plane method)
MAX Z = x1 + x2
subject to
3x1 + 2x2 <= 5
x2 <= 2
and x2 >= 0 and x1 non-negative integers

Solution:
Problem is
Max Z = x 1 + x 2
subject to
3 x1 + 2 x2 ≤ 5
x2 ≤ 2
and x 1, x 2 ≥ 0; x 1 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 S 1

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

After introducing slack variables

Max Z = x 1 + x 2 + 0 S 1 + 0 S 2
subject to
3 x1 + 2 x2 + S1 =5
x2 + S2 = 2
and x 1, x 2, S 1, S 2 ≥ 0

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3/20/25, 6:43 AM Integer simplex method (gomory's cutting plane method) Example-2 (Mixed integer)

Iteration-1 Cj 1 1 0 0

MinRatio
CB XB x1 x2 S1 S2 XB
B
x1

5
S1 0 5 (3) 2 1 0 = 1.6667 →
3

S2 0 2 0 1 0 1 ---

Z=0 Zj 0 0 0 0

Cj - Zj 1 ↑ 1 0 0

Positive maximum C j - Z j is 1 and its column index is 1. So, the entering variable is x 1.

Minimum ratio is 1.6667 and its row index is 1. So, the leaving basis variable is S 1.

∴ The pivot element is 3.

Entering = x 1, Departing = S 1, Key Element = 3

R 1(new) = R 1(old) ÷ 3

R 2(new) = R 2(old)

Iteration-2 Cj 1 1 0 0

MinRatio
CB XB x1 x2 S1 S2 XB
B
x2

5
5 2 1 3
x1 1 1 0 = 2.5
3 3 3 2
3

2
S2 0 2 0 (1) 0 1 =2→
1
5 2 1
Z= Zj 1 0
3 3 3

1 1
Cj - Zj 0 ↑ - 0
3 3

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3/20/25, 6:43 AM Integer simplex method (gomory's cutting plane method) Example-2 (Mixed integer)

1
Positive maximum C j - Z j is and its column index is 2. So, the entering variable is x 2.
3

Minimum ratio is 2 and its row index is 2. So, the leaving basis variable is S 2.

∴ The pivot element is 1.

Entering = x 2, Departing = S 2, Key Element = 1

R 2(new) = R 2(old)

2
R 1(new) = R 1(old)- R 2(new)
3

Iteration-3 Cj 1 1 0 0

B CB XB x1 x2 S1 S2 MinRatio

1 1 2
x1 1 1 0 -
3 3 3
x2 1 2 0 1 0 1

7 1 1
Z= Zj 1 1
3 3 3

1 1
Cj - Zj 0 0 - -
3 3

Since all C j - Z j ≤ 0

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

1
x1 = , x2 = 2
3

7
Max Z =
3

To obtain the integer valued solution, we proceed to construct Gomory's fractional cut, with the help of x 1-row as follows:

1 1 2
= 1x 1 + S - S
3 3 1 3 2

( )
0+
1
3
= (1 + 0)x 1 + 0 +( ) (
1
3
S1 + -1+
1
3 )
S2

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3/20/25, 6:43 AM Integer simplex method (gomory's cutting plane method) Example-2 (Mixed integer)
The fractional cut will become
1 1 1
- = Sg1 - S 1 - S 2 → (Cut-1)
3 3 3

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

Iteration-1 Cj 1 1 0 0 0

B CB XB x1 x2 S1 S2 Sg1

1 1 2
x1 1 1 0 - 0
3 3 3
x2 1 2 0 1 0 1 0

Sg1 0 -
1
3
0 0
( ) -
1
3
-
1
3
1

7 1 1
Z= Zj 1 1 0
3 3 3
1 1
Cj - Zj 0 0 - - 0
3 3

Cj - Zj
Ratio = --- --- 1 ↑ 1 ---
Sg1, j
and Sg1, j < 0

1
Minimum negative X B is - and its row index is 3. So, the leaving basis variable is Sg1.
3

Minimum positive ratio is 1 and its column index is 3. So, the entering variable is S 1.

1
∴ The pivot element is - .
3

1
Entering = S 1, Departing = Sg1, Key Element = -
3

R 3(new) = R 3(old) × - 3

1
R 1(new) = R 1(old)- R 3(new)
3

R 2(new) = R 2(old)

Iteration-2 Cj 1 1 0 0 0

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3/20/25, 6:43 AM Integer simplex method (gomory's cutting plane method) Example-2 (Mixed integer)

B CB XB x1 x2 S1 S2 Sg1

x1 1 0 1 0 0 -1 1

x2 1 2 0 1 0 1 0

S1 0 1 0 0 1 1 -3

Z=2 Zj 1 1 0 0 1

Cj - Zj 0 0 0 0 -1

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

Since all C j - Z j ≤ 0

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

x 1 = 0, x 2 = 2

Max Z = 2

The integer optimal solution found after 1-cuts.

This material is intended as a summary. Use your textbook for detail explanation.
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2. Algorithm & Example-1 (Pure integer) 8. Branch and Bound method

(Previous example) (Next method)

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3/20/25, 6:43 AM Integer simplex method (gomory's cutting plane method) Example-2 (Mixed integer)

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