Engineering Optimization: Theory and Practice, Fourth Edition

(Martin Jones) #1

146 Linear Programming I: Simplex Method


form as shown below:

Basic Variables b

′′
i/a
′′
isfor
variables x 1 x 2 x 3 x 4 x 5 x 6 −f b′′i a′′is> 0

x 4 2 1
Pivot
element

− 1 1 0 0 0 2 2←Smaller one
(x 4 drops from
next basis)
x 5 2 − 1 5 0 1 0 0 6
x 6 4 1 1 0 0 1 0 6 6
−f − 1 − 2 − 1 0 0 0 1 0

Most negativec′′i(x 2 enters next basis)

Result of pivoting:

x 2 2 1 − 1 1 0 0 0 2
x 5 4 0 4
Pivot
element

1 1 0 0 8 2 (Select this
arbitrarily.x 5
drops from next
basis)
x 6 2 0 2 − 1 0 1 0 4 2
−f 3 0 − 3 2 0 0 1 4


Most negativec′′i(x 3 enters the next basis)

Result of pivoting:

x 2 3 1 0 54 14 0 0 4
x 3 1 0 1 14 14 0 0 2
x 6 0 0 0 −^32 −^12 1 0 0
−f 6 0 0 114 34 0 1 10

Allc′′i are ≥ 0 and hence the present solution is optimum.

Example 3.5 Unbounded Solution

Minimizef= − 3 x 1 − 2 x 2

subject to

x 1 −x 2 ≤ 1
3 x 1 − 2 x 2 ≤ 6
x 1 ≥ 0 , x 2 ≥ 0
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