Linear Programming Lecture Notes - Penn State Personal Web Server
Linear Programming Lecture Notes - Penn State Personal Web Server
Linear Programming Lecture Notes - Penn State Personal Web Server
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Example 6.13. Suppose we solve the problem from Example 6.3 using the Big-M method.<br />
Our problem is:<br />
(6.24)<br />
min x1 + 2x2<br />
s.t. x1 + 2x2 ≥ 12<br />
2x1 + 3x2 ≥ 20<br />
x1, x2 ≥ 0<br />
Again, this problem has standard form:<br />
(6.25)<br />
min x1 + 2x2<br />
s.t. x1 + 2x2 − s1 = 12<br />
2x1 + 3x2 − s2 = 20<br />
x1, x2, s1, s2 ≥ 0<br />
To execute the Big-M method, we’ll choose M = 300 which is larger than 100 times<br />
the largest coefficient of the objective function of the original problem. Our new problem<br />
becomes:<br />
min x1 + 2x2 + 300xa1 + 300xa2<br />
s.t. x1 + 2x2 − s1 + xa1 = 12<br />
(6.26)<br />
2x1 + 3x2 − s2 + xa2 = 20<br />
x1, x2, s1, s2, xa1, xa2 ≥ 0<br />
Since this is a minimization problem, we add Me T xa to the objective function. Letting xa1<br />
and xa2 be our initial basis, we have the series of tableaux:<br />
TABLEAU I<br />
⎡<br />
z<br />
xa1<br />
xa2<br />
⎢<br />
⎣<br />
TABLEAU II<br />
⎡<br />
z<br />
xa1<br />
x1<br />
⎢<br />
⎣<br />
z x1 x2 s1 s2 xa1 xa2 RHS<br />
1 899 1498 −300 −300 0 0 9600<br />
0 1 2 −1 0 1 0 12<br />
0 2 3 0 −1 0 1 20<br />
z x1 x2 s1 s2 xa1 xa2 RHS<br />
1 0 299/2 −300 299/2 0 −899/2 610<br />
0 0 1/2 −1 1/2 1 −1/2 2<br />
0 1 3/2 0 −1/2 0 1/2 10<br />
TABLEAU III<br />
⎡<br />
z<br />
z ⎢ 1<br />
x2 ⎣ 0<br />
x1<br />
0<br />
0<br />
x2<br />
0<br />
1<br />
s1<br />
−1<br />
−2<br />
s2<br />
0<br />
1<br />
xa1<br />
−299<br />
2<br />
xa2<br />
−300<br />
−1<br />
RHS<br />
12<br />
4<br />
0 1 0 3 −2 −3 2 4<br />
x1<br />
⎤<br />
⎥<br />
⎦<br />
⎤<br />
⎥<br />
⎦<br />
MRT(x1)<br />
12<br />
20/2 = 10<br />
⎤<br />
⎥<br />
⎦<br />
MRT(x1)<br />
4<br />
20/3<br />
It is worth noting that this is essentially the same series of tableau we had when executing<br />
the Two-Phase method, but we have to deal with the large M coefficients in our arithmetic.<br />
101