3/20/25, 6:43 AM Integer simplex method (gomory's cutting plane method) Algorithm & Example-1 (Pure integer)

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

6. Integer simplex method (gomory's cutting plane method)

example ( Enter your problem )
Other related methods
1. Introduction
2. Algorithm & Example-1 (Pure 0. Formulate linear programming
integer) 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

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3/20/25, 6:43 AM Integer simplex method (gomory's cutting plane method) Algorithm & Example-1 (Pure integer)

1. Introduction 3. Example-2 (Mixed integer)

(Previous example) (Next example)

2. Algorithm & Example-1 (Pure integer)

Integer simplex method (gomory's cutting plane method)
If the optimal solution is integers, then problem is solved. Otherwise, add
Gomory's constraint (cut) is added to optimal solution. Now new problem is
solved using dual simplex method The method terminates as soon as
optimal solution become integers.

Algorithm
Integer simplex method (gomory's cutting plane method) Steps
(Rule)
Step-1: a. Formulate the integer LP problem

b. If any constraint contains non-integer coefficient then convert it

into integer.

c. Solve the given problem using Simplex (BigM) method, ignore

the integer condition
Step-2: a. Examine the optimal solution. if all the basic variables have
integer values, then terminate the process.

b. Otherwise, construct a Gomory's fractional cut from the row,

which has the largest fractional part, and add it to the original set
of constraints.

Gomory's constraint - f r = s g - ∑ f rx
Step-3: a. Now add this constraint to optimal simplex table.

b. Find a new optimal solution using dual simplex method. and

then goto step-2.

Example-1

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3/20/25, 6:43 AM Integer simplex method (gomory's cutting plane method) Algorithm & Example-1 (Pure integer)

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

method)
MAX Z = x1 + x2
subject to
3x1 + 2x2 <= 5
x2 <= 2
and x1,x2 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, x 2 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) Algorithm & Example-1 (Pure 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 = 1.67 →
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 1.67 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

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3/20/25, 6:43 AM Integer simplex method (gomory's cutting plane method) Algorithm & Example-1 (Pure integer)

MinRatio
B CB XB x1 x2 S1 S2 XB
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

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

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

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3/20/25, 6:43 AM Integer simplex method (gomory's cutting plane method) Algorithm & Example-1 (Pure integer)

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 + S1 - S
3 3 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) Algorithm & Example-1 (Pure 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

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

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
3
variable is Sg1.

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3/20/25, 6:43 AM Integer simplex method (gomory's cutting plane method) Algorithm & Example-1 (Pure integer)

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

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

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3/20/25, 6:43 AM Integer simplex method (gomory's cutting plane method) Algorithm & Example-1 (Pure integer)

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.
Any bug, improvement, feedback then Submit Here

1. Introduction 3. Example-2 (Mixed integer)

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3/20/25, 6:43 AM Integer simplex method (gomory's cutting plane method) Algorithm & Example-1 (Pure integer)

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