Engineering Optimization - KNTU homepage webFTP client · 2018. 11. 3. · Engineering Optimization...

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Engineering Optimization Two Phase Simplex Method

Transcript of Engineering Optimization - KNTU homepage webFTP client · 2018. 11. 3. · Engineering Optimization...

Page 1: Engineering Optimization - KNTU homepage webFTP client · 2018. 11. 3. · Engineering Optimization Two Phase Simplex Method. Example 6.11: x5 = 12, x2 = 6, x1 = x3 = x4 = 0, and

Engineering Optimization

Two Phase Simplex Method

Page 2: Engineering Optimization - KNTU homepage webFTP client · 2018. 11. 3. · Engineering Optimization Two Phase Simplex Method. Example 6.11: x5 = 12, x2 = 6, x1 = x3 = x4 = 0, and

Example 6.11:

Page 3: Engineering Optimization - KNTU homepage webFTP client · 2018. 11. 3. · Engineering Optimization Two Phase Simplex Method. Example 6.11: x5 = 12, x2 = 6, x1 = x3 = x4 = 0, and
Page 4: Engineering Optimization - KNTU homepage webFTP client · 2018. 11. 3. · Engineering Optimization Two Phase Simplex Method. Example 6.11: x5 = 12, x2 = 6, x1 = x3 = x4 = 0, and

x5 = 12, x2 = 6, x1 = x3 = x4 = 0, and f = -12

y1 = 0, y2 = 6, and z = 12

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Example 6.12 : Use of Artificial Variables for Equality Constraints

Here x3 is a slack variable, x4 is a surplus variable,

and x5 and x6 are artificial variables.

Page 6: Engineering Optimization - KNTU homepage webFTP client · 2018. 11. 3. · Engineering Optimization Two Phase Simplex Method. Example 6.11: x5 = 12, x2 = 6, x1 = x3 = x4 = 0, and
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the artificial cost function is not zero (w = 1).

Therefore there is no feasible solution to the original problem.

(Infeasible Problem)

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Example 6.13: Use of Artificial Variables

where x3 is a slack variable, x4 is a surplus

variable, and x5 is an artificial variable

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degenerate basic feasible solution

x3 = 0 and x5 = 2

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the reduced cost coefficient c4 is negative, but

the pivot element cannot be determined,

Problem is unbounded

x1 = 2, x3 = 2, and other variables are zero

Page 12: Engineering Optimization - KNTU homepage webFTP client · 2018. 11. 3. · Engineering Optimization Two Phase Simplex Method. Example 6.11: x5 = 12, x2 = 6, x1 = x3 = x4 = 0, and
Page 13: Engineering Optimization - KNTU homepage webFTP client · 2018. 11. 3. · Engineering Optimization Two Phase Simplex Method. Example 6.11: x5 = 12, x2 = 6, x1 = x3 = x4 = 0, and

Example 6.14: Implications of Degenerate Basic Feasible Solution

where x3 and x4 are slack variables, x5 and x6 are surplus

variables, and x7 and x8 are artificial variables

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Page 15: Engineering Optimization - KNTU homepage webFTP client · 2018. 11. 3. · Engineering Optimization Two Phase Simplex Method. Example 6.11: x5 = 12, x2 = 6, x1 = x3 = x4 = 0, and
Page 16: Engineering Optimization - KNTU homepage webFTP client · 2018. 11. 3. · Engineering Optimization Two Phase Simplex Method. Example 6.11: x5 = 12, x2 = 6, x1 = x3 = x4 = 0, and

It is theoretically possible for the Simplex method to

fail by cycling between two degenerate basic feasible

solutions.

in practice this usually does not happen.

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