Transcript

Gomory’s Cutting Plane MethodPRESENTER

RAJESH PIRYANI

SOUTH ASIAN UNIVERSITY

Outline1. Why Integer Programming

2. Introduction to All Integer Linear Programming Problem (AILP) and Mixed Integer Linear Programming Problem (MILP)

3. Common Approach for solving AILP

4. Introduction to Gomory’s Cutting Plane Method

5. Derivation of Gomory’s Cutting Plane Method

6. Gomory’s Cutting Plane Method Algorithms

7. Explaination of Gomory’s Cutting Plane Method Algorithm with Example

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Why Integer ProgrammingProduction Problemβ—¦ Items being produced may be in complete units

β—¦ E.g. TV Sets of 21” and 29”

β—¦ Therefore fractional number of item have no meaning

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IPP ExpressionPROBLEM DEFINITION

π‘€π‘Žπ‘₯ 𝑧 = 𝑗=1𝑛 𝑐𝑗π‘₯𝑗

subject to

𝑗=1𝑛 π‘Žπ‘–π‘—π‘₯𝑗 = 𝑏𝑖 (𝑖 = 1,… ,π‘š)

π‘₯𝑗 β‰₯ 0 (j=1,…,n)

and

π‘₯𝑗 π‘–π‘›π‘‘π‘’π‘”π‘’π‘Ÿ π‘“π‘œπ‘Ÿ 𝑗1∁ 𝑗

where j={1,2, … ,n}

DEFINITION

All Integer LPP (AILP):- If all variable takeinteger values only. (if π’‹πŸ = 𝒋)

(slack & surplus variable take integer value)

Mixed Integer LPP (MILP):- If some but not all variable of the problem are constrained Integer values.

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IPP ExampleEXAMPLE OF AILP

π‘€π‘Žπ‘₯ 𝑧 = 4π‘₯1 + 3π‘₯2

subject to

π‘₯1 + π‘₯2 ≀ 8

2π‘₯1 + π‘₯2 ≀ 10

π‘₯1, π‘₯2 β‰₯ 0

and

π‘₯1 π‘Žπ‘›π‘‘ π‘₯2 π‘–π‘›π‘‘π‘’π‘”π‘’π‘Ÿ

π‘₯1 and π‘₯2 are non-negative integer

slack variable

π‘₯3 = 8 βˆ’ π‘₯1 βˆ’ π‘₯2 & π‘₯4 = 10 βˆ’ 2π‘₯1 βˆ’ π‘₯2

are also non-negative integer

if we consider 2nd constraints is given as:

2π‘₯1 + π‘₯2 ≀ 10;

π‘₯4 = 10 βˆ’ 2π‘₯1 βˆ’ π‘₯2

Then this problem no more AILP. But MILP

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Common Approach (Rounding off)PROBLEM

π‘€π‘Žπ‘₯ 𝑧 = 21π‘₯1 + 11π‘₯2

subject to

7π‘₯1 + 4π‘₯2 ≀ 13

π‘₯1, π‘₯2 β‰₯ 0

and

π‘₯1 π‘Žπ‘›π‘‘ π‘₯2 π‘–π‘›π‘‘π‘’π‘”π‘’π‘Ÿ

The Feasible Set of discrete points

0,0 , 0,1 , 1,0 , 1,1 , 0,2 , 0,3 .

Lies inside feasible region, can be visualize in figure

Optimal Soln. of ILP π‘₯1βˆ— = 0, π‘₯2

βˆ— = 3, π‘§βˆ— = 33Optimal Soln. of LLP (π‘₯1

βˆ— = 13/7, π‘₯2βˆ— = 0, π‘§βˆ— = 39)

Rounding LLP Soln. (π‘₯1βˆ— = 2, π‘₯2

βˆ— = 0, π‘§βˆ— = 42), two obj. fn are not close in any meaningful sense

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Common Approach (Convex Hull)PROBLEM

π‘€π‘Žπ‘₯ 𝑧 = 21π‘₯1 + 11π‘₯2

subject to

7π‘₯1 + 4π‘₯2 ≀ 13

π‘₯1, π‘₯2 β‰₯ 0

and

π‘₯1 π‘Žπ‘›π‘‘ π‘₯2 π‘–π‘›π‘‘π‘’π‘”π‘’π‘Ÿ

The Feasible Set of the given ILP is non convex, its convex hull is apolytope whose corner points meet the integer requirements.

0,0 , 0,1 , 1,0 , 1,1 , 0,2 , 0,3 .

Lies inside feasible region, can be visualize in figure

Optimal Soln. of ILP π‘₯1βˆ— = 0, π‘₯2

βˆ— = 3, π‘§βˆ— = 33

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Common Approach (Convex Hull)PROBLEM (ILP EQUIVALENT TO SOLVING LPP)

π‘€π‘Žπ‘₯ 𝑧 = 𝑗=1𝑛 𝑐𝑗π‘₯𝑗

subject to

(π‘₯1, … , π‘₯𝑛) ∈ 𝑆,

Where S is the polytope

𝑗=1

𝑛

π‘Žπ‘–π‘—π‘₯𝑗 = 𝑏𝑖(𝑖 = 1,… ,π‘š)

π‘₯𝑗 β‰₯ 0 (j=1,…,n)

and

π‘₯𝑗 π‘–π‘›π‘‘π‘’π‘”π‘’π‘Ÿ π‘“π‘œπ‘Ÿ 𝑗 ∈ 𝐽1∁ 𝐽 = {1,… , 𝑛}.

Optimal Soln. of ILP π‘₯1βˆ— = 0, π‘₯2

βˆ— = 3, π‘§βˆ— = 33This method is perfectly valid except that there are certain practical difficulties in getting the convex hull. When Euclidean space is more than two or three

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Gomory’s Cutting Plane method for AILPPROBLEM (ILP EQUIVALENT TO SOLVING LPP)

π‘€π‘Žπ‘₯ 𝑧 = 𝑐𝑇π‘₯

subject to

𝐴π‘₯ = 𝑏,

π‘₯ β‰₯ 0

π‘₯ π‘–π‘›π‘‘π‘’π‘”π‘’π‘Ÿ

𝐴, 𝑏 π‘Žπ‘›π‘‘ 𝑐 are integer,

The objective function is automatically constrained to be integer.

Let

(𝑳𝑷)πŸβ†’ π‘¨π’”π’”π’π’„π’Šπ’‚π’•π’†π’… 𝑳𝑷𝑷 𝒇𝒐𝒓 𝑨𝑰𝑳𝑷

𝒙(𝟏) β†’ π‘Άπ’‘π’•π’Šπ’Žπ’‚π’ π‘Ίπ’π’π’–π’•π’Šπ’π’

(if all constrained are integer then it is optimal solution.

Else according to Gomory,

A new constrained 𝒑𝑻𝒙 ≀ 𝒅 append to new (𝑳𝑷)𝟏 to get a new (𝑳𝑷)𝟐

The basic purpose of the cut constrainedβ—¦ Delete a part of the feasible region π‘ΊπŸβ—¦ Don’t delete the points which have integer

coordinates

Finitely many cut constrained will be needed to solve the given AILP.

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Gomory’s Cutting Plane method for AILPDERIVATION OF THE GOMORY’S CUT CONSTRAINT

π‘€π‘Žπ‘₯ 𝑧 = 𝑐𝑇π‘₯

subject to

𝐴π‘₯ = 𝑏,

π‘₯ β‰₯ 0 (Eq. 1)

𝑨 = 𝑩:𝑹 , 𝒙 = 𝒄𝒐𝒍 𝒙𝑩, 𝒙𝑹 , 𝒄 = 𝒄𝒐𝒍(𝒄𝑩 , 𝒄𝑹)𝐴π‘₯ = 𝑏

𝐡: 𝑅π‘₯𝐡π‘₯𝑅= 𝑏

𝐡π‘₯𝐡 + 𝑅π‘₯𝑅 = 𝑏π‘₯𝐡 = 𝐡

βˆ’1𝑏 βˆ’ π΅βˆ’1𝑅π‘₯𝑅

π’™π‘©π’Š = π’šπ’ŠπŸŽ βˆ’ π’‹βˆˆπ‘Ήπ’šπ’Šπ’‹π’™π’‹ 𝒇𝒐𝒓(π’Š = 𝟏,… ,π’Ž) (Eq.2)

𝑧 = 𝑐𝑇π‘₯= 𝑐𝐡𝑇π‘₯𝐡 + 𝑐𝑅

𝑇π‘₯𝑅= 𝑐𝐡𝑇(π΅βˆ’1𝑏 βˆ’ π΅βˆ’1π‘₯𝑅) + 𝑐𝑅

𝑇π‘₯𝑅= 𝑐𝐡𝑇 π΅βˆ’1𝑏 βˆ’ (𝑐𝐡

π‘‡π΅βˆ’1𝑅 βˆ’ 𝑐𝑅𝑇)π‘₯𝑅

Which can be written as

π’™π‘©πŸŽ = π’šπŸŽπŸŽ βˆ’ π’‹βˆˆπ‘Ήπ’šπŸŽπ’‹π’™π’‹ (Eq. 3)

where

π’™π‘©πŸŽ = 𝒛, π’šπŸŽπŸŽ = 𝒄𝑩𝑻 π‘©βˆ’πŸπ’ƒ & π’šπŸŽπ’‹ = 𝒛𝒋 βˆ’ 𝒄𝒋

π’™π‘©π’Š = π’šπ’ŠπŸŽ βˆ’

π’‹βˆˆπ‘Ή

π’šπ’Šπ’‹π’™π’‹ 𝒇𝒐𝒓 π’Š = 𝟎, 𝟏,… ,π’Ž (𝑬𝒒. πŸ’)

Where π’Š = 𝟎 refers to objective function and π’Š =𝟏,… ,π’Ž refers to the m constraints.

π’šπŸŽπŸŽ β†’ 𝒄𝒖𝒓𝒓𝒆𝒏𝒕 𝒐𝒃𝒋. π’‡π’–π’π’„π’•π’Šπ’π’π’šπ’ŠπŸŽ π’Š = 𝟏,… ,π’Ž β†’ 𝒄𝒖𝒓𝒓𝒆𝒏𝒕 𝒃. 𝒇. 𝒔.

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Gomory’s Cutting Plane method for AILPDERIVATION OF THE GOMORY’S CUT CONSTRAINT

𝑨𝑰𝑳𝑷 π‘Ήπ’†π’‘π’“π’”π’†π’π’•π’‚π’•π’Šπ’π’ π‘€π‘Žπ‘₯ 𝑧 = 𝑐𝑇π‘₯

subject to

𝐴π‘₯ = 𝑏,

π‘₯ β‰₯ 0, π‘₯ π‘–π‘›π‘‘π‘’π‘”π‘’π‘Ÿ (Eq. 0)π‘¨π’”π’”π’π’„π’Šπ’‚π’•π’†π’… π‘³π‘·π‘·π‘€π‘Žπ‘₯ 𝑧 = 𝑐𝑇π‘₯

subject to

𝐴π‘₯ = 𝑏, π‘₯ β‰₯ 0 (Eq. 1)

π’™π‘©π’Š = π’šπ’ŠπŸŽ βˆ’

π’‹βˆˆπ‘Ή

π’šπ’Šπ’‹π’™π’‹ 𝒇𝒐𝒓 π’Š = 𝟎, 𝟏, … ,π’Ž (𝑬𝒒. πŸ’)

This holds for any feasible solution of LPP (Eq. 1) and (Eq. 0)

If for any real number a

Fractional part 𝒇𝒂 = 𝒂 βˆ’ 𝒂[𝒂] β†’ π’ˆπ’“π’†π’‚π’•π’†π’”π’• π’Šπ’π’•π’†π’ˆπ’†π’“ π’‡π’–π’π’„π’•π’Šπ’π’

𝟎 ≀ 𝒇𝒂 < 𝟏

For 𝒂 = βˆ’πŸ 𝒇𝒂 = 𝟎

But 𝒂 = βˆ’πŸ. πŸ”,𝒇𝒂 = βˆ’πŸ. πŸ” βˆ’ βˆ’πŸ. πŸ” = βˆ’πŸ. πŸ” βˆ’ βˆ’πŸ = 𝟎. πŸ’

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Gomory’s Cutting Plane method for AILPπ’™π‘©π’Š = π’šπ’ŠπŸŽ βˆ’

π’‹βˆˆπ‘Ή

π’šπ’Šπ’‹π’™π’‹ 𝒇𝒐𝒓 π’Š = 𝟎, 𝟏, … ,π’Ž (𝑬𝒒. πŸ’)

π’‹βˆˆπ‘Ή

π’šπ’Šπ’‹ 𝒙𝒋 +

π’‹βˆˆπ‘Ή

π’šπ’Šπ’‹ βˆ’ π’šπ’Šπ’‹ 𝒙𝒋 + π’™π‘©π’Š = π’šπ’ŠπŸŽ + (π’šπ’ŠπŸŽ βˆ’ [π’šπ’ŠπŸŽ])

i.e.

π’‹βˆˆπ‘Ή

[π’šπ’Šπ’‹] 𝒙𝒋 + π’™π‘©π’Š βˆ’ π’šπ’ŠπŸŽ = π’šπ’ŠπŸŽ βˆ’ π’šπ’ŠπŸŽ βˆ’

π’‹βˆˆπ‘Ή

π’šπ’Šπ’‹ βˆ’ π’šπ’Šπ’‹ 𝒙𝒋

i.e.

π’‹βˆˆπ‘Ή

[π’šπ’Šπ’‹] 𝒙𝒋 + π’™π‘©π’Š βˆ’ π’šπ’ŠπŸŽ = π’‡π’ŠπŸŽ βˆ’

π’‹βˆˆπ‘Ή

π’‡π’Šπ’‹π’™π’‹ (𝑬𝒒. πŸ“)

(Eq. 5) holds for all feasible points of points LPP (Eq. 0) and for the given AILP.

Therefore the R.H.S must also be integer.

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Gomory’s Cutting Plane method for AILP𝑓𝑖0 βˆ’

π‘—βˆˆπ‘…

𝑓𝑖𝑗π‘₯𝑗

𝑖 = 0 included because for the AILP, the objective function is also constrained to be integer.

π‘π‘œπ‘€ 𝑓𝑖𝑗 β‰₯ 0 π‘Žπ‘›π‘‘ π‘₯𝑗 β‰₯ 0 π‘“π‘œπ‘Ÿ 𝑗 ∈ 𝑅. π‘‡β„Žπ‘’π‘Ÿπ‘’π‘“π‘œπ‘Ÿπ‘’

π‘—βˆˆπ‘… 𝑓𝑖𝑗π‘₯𝑗 β‰₯ 0 (Eq. 6)

𝑓𝑖0 < 1 π‘Žπ‘›π‘‘ πΈπ‘ž. 6 𝑔𝑖𝑣𝑒𝑠

𝑓𝑖0 βˆ’ π‘—βˆˆπ‘… 𝑓𝑖𝑗π‘₯𝑗 < 1 is an integer

π’‡π’ŠπŸŽ βˆ’ π’‹βˆˆπ‘Ήπ’‡π’Šπ’‹π’™π’‹ ≀ 𝟎 (Eq. 7)

The inequality (Eq. 7) is satisfied by every integer feasible point of the given AILP.

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Gomory’s Cutting Plane method for AILPIf current b.f.s. 𝒙𝑩 is not an integer. It doesn’t meet the requirement of AILP.

In that case, inequality is not satisfied.

β€œ It certainly deletes a part of the feasible region of the associated LLP ( at least the currentb.f.s. 𝒙𝑩 and may be more points) but does not delete any feasible point with integer co-ordinates. Hence it is valid cut constraint and it is called Gomory’s cut constraint”

βˆ’π‘“π‘–0= 𝑠𝑖 βˆ’

π‘—βˆˆπ‘…

𝑓𝑖𝑗π‘₯𝑗

Append this to associated LPP, (𝐿𝑃)1 to get the new LPP (𝐿𝑃)2 Therefore we solve(𝐿𝑃)2 π‘Žπ‘›π‘‘ π‘Ÿπ‘’π‘π‘’π‘Žπ‘‘ π‘‘β„Žπ‘’ π‘π‘Ÿπ‘œπ‘π‘’π‘‘π‘’π‘Ÿπ‘’.

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Stepwise DescriptionStep 1: Solve the associated LLP, say (𝑳𝑷)𝟏,by the simplex method. Set π’Œ = 𝟏

Step 2:

β—¦ If the optimal solution obtained at Step 1 is integer

β—¦ Stop

β—¦ Otherwise go to Step3

Step 3: For any updated constraint π’Š whose π’šπ’ŠπŸŽ value is fractional (including π’Š = 𝟎, i.e. obj. fun.)β—¦ Generate Gomory’s cut constraint as given at (6.13).

β—¦ Select the value of π’Š, 𝟎 ≀ π’Š ≀ π’Ž for which π’‡π’ŠπŸŽ value is maximum.

β—¦ Theoretically we can choose any i for which π’‡π’ŠπŸŽ > 𝟎 but the maximum of π’‡π’ŠπŸŽ is chosen with the hope that it may give adeeper cut

Step 4: Append the Gomory’s cut constraint derived at Step 3 above the (𝑳𝑷)π’Œ to get the new LPP(𝑳𝑷)π’Œ+𝟏 .

β—¦ Solve by the dual simplex method and return to Step2

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Theoremβ€œThe number of Gomory’s cut constraints needed to solve anyinstance of all integer linear programming (AILP) problem isalways finite”

As the no. of cut constraints needed is always finite, we are solvingonly finitely many LPP to get an optimal solution of the given AILP.

But unfortunately, even for a problem of β€œaverage” size, the no. ofcut constraints needed may be β€˜too many’ as AILP belongs to theclass of Hard Problem.

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ExampleCONSIDER THE INTEGER LPP

π‘€π‘Žπ‘₯ 𝑧 = 5π‘₯1 + 2π‘₯2

subject to

2π‘₯1 + 2π‘₯2 ≀ 9

3π‘₯1 + π‘₯2 ≀ 11

π‘₯1, π‘₯2 β‰₯ 0

π‘₯1, π‘₯2integer

THE GIVEN ILP IS EQUIVALENT TO

π‘€π‘Žπ‘₯ 𝑧 = 5π‘₯1 + 2π‘₯2 + 0π‘₯3 + 0π‘₯4subject to

2π‘₯1 + 2π‘₯2 + π‘₯3 = 9

3π‘₯1 + π‘₯2 + π‘₯4 = 11

π‘₯1, π‘₯2, π‘₯3, π‘₯4 β‰₯ 0

all integer

π‘₯3 = 9 βˆ’ 2π‘₯1 βˆ’ 2π‘₯2 and

π‘₯4 = 11 βˆ’ 3π‘₯1 βˆ’ π‘₯2

π‘₯1, π‘₯2 π‘Žπ‘Ÿπ‘’ π‘–π‘›π‘‘π‘’π‘”π‘’π‘Ÿ, π‘ π‘œ π‘₯3, π‘₯4 π‘Žπ‘Ÿπ‘’ π‘Žπ‘™π‘ π‘œ π‘–π‘›π‘‘π‘’π‘”π‘’π‘Ÿ

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π’™πŸ π’™πŸ π’™πŸ‘ π’™πŸ’

𝒛 0 -5 -2 0 0

π’™πŸ‘ 9 2 2 1 0

π’™πŸ’ 11 3 1 0 1

π’™πŸ π’™πŸ π’™πŸ‘ π’™πŸ’

𝒛 18.33 0 -0.33 0 1.67

π’™πŸ‘ 1.67 0 1.33 1 -0.67

π’™πŸ 3.67 1 0.33 0 0.33

ExampleFIRST ITERATION (LP1)

π‘€π‘Žπ‘₯ 𝑧 = 5π‘₯1 + 2π‘₯2 + 0π‘₯3 + 0π‘₯4subject to

2π‘₯1 + 2π‘₯2 + π‘₯3 = 9

3π‘₯1 + π‘₯2 + π‘₯4 = 11

π‘₯1, π‘₯2, π‘₯3, π‘₯4 β‰₯ 0

all integer

π‘₯3 = 9 βˆ’ 2π‘₯1 βˆ’ 2π‘₯2 and

π‘₯4 = 11 βˆ’ 3π‘₯1 βˆ’ π‘₯2

π‘₯1, π‘₯2 π‘Žπ‘Ÿπ‘’ π‘–π‘›π‘‘π‘’π‘”π‘’π‘Ÿ, π‘ π‘œ π‘₯3, π‘₯4 π‘Žπ‘Ÿπ‘’ π‘Žπ‘™π‘ π‘œ π‘–π‘›π‘‘π‘’π‘”π‘’π‘Ÿ

π’™πŸ π’™πŸ π’™πŸ‘ π’™πŸ’

𝒛 18.75 0 0 0.25 1.5

π’™πŸ 1.25 0 1 0.75 -0.5

π’™πŸ 3.25 1 0 -0.25 0.5

(π‘§π‘—βˆ’π‘π‘—)

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Geometrical Representation

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Geometrical Representation

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Finding Gomory’s Cut ConstraintFINDING GOMORY’S CUT

Gomory cut constraint by choosing value of i for which

𝑓𝑖0 𝑖𝑠 π‘π‘œπ‘ π‘–π‘‘π‘–π‘£π‘’ π‘šπ‘œπ‘ π‘‘. In table we can see

π’‡πŸŽπŸŽ π’Šπ’” π’Žπ’π’”π’• π’‘π’π’”π’Šπ’•π’Šπ’—π’†

π’‡π’ŠπŸŽ βˆ’ π’‹βˆˆπ‘Ήπ’‡π’Šπ’‹π’™π’‹ ≀ 𝟎

𝑓00 βˆ’ 𝑓03π‘₯3 βˆ’ 𝑓04π‘₯4 ≀ 0

0.75 βˆ’ 0.25π‘₯3 βˆ’ 0.5π‘₯4 ≀ 0

0.75 βˆ’ 0.25π‘₯3 βˆ’ 0.5π‘₯4 + 𝑠1 = 0

βˆ’πŸŽ. πŸ•πŸ“ = π’”πŸ βˆ’ 𝟎. πŸπŸ“π’™πŸ‘ βˆ’ 𝟎. πŸ“π’™πŸ’

π’™πŸ π’™πŸ π’™πŸ‘ π’™πŸ’

𝒛 18.75 0 0 0.25 1.5

π’™πŸ 1.25 0 1 0.75 -0.5

π’™πŸ 3.25 1 0 -0.25 0.5

New Constrained in π’™πŸπ’‚π’π’… π’™πŸπ‘“π‘œπ‘Ÿπ‘šπ‘₯3 = 9 βˆ’ 2π‘₯1 βˆ’ 2π‘₯2π‘₯4 = 11 βˆ’ 3π‘₯1 βˆ’ π‘₯20.25π‘₯3 + 0.5π‘₯4 β‰₯ 0.75

0.25 9 βˆ’ 2π‘₯1 βˆ’ 2π‘₯2 + 0.5(11 βˆ’ 3π‘₯1 βˆ’ π‘₯2) β‰₯ 0.75πŸπ’™πŸ + π’™πŸ ≀ πŸ•

(π‘§π‘—βˆ’π‘π‘—) β‰₯ 0

𝑓00

𝑓10

𝑓20

𝟎 ≀ 𝒇𝒂 < 𝟏

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Change in Geometry due to cut

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Change in Geometry due to cut

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Change in Geometry due to cut

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Second Iteration (LP2)DUAL SIMPLEX METHOD

π‘€π‘Žπ‘₯ 𝑧 = 5π‘₯1 + 2π‘₯2 + 0π‘₯3 + 0π‘₯4 + 0𝑠1subject to

2π‘₯1 + 2π‘₯2 + π‘₯3 = 9

3π‘₯1 + π‘₯2 + π‘₯4 = 11

βˆ’0.25π‘₯3 βˆ’ 0.5π‘₯4 + 𝑠1 = βˆ’0.75

π‘₯1, π‘₯2, π‘₯3, π‘₯4, 𝑠1 β‰₯ 0

π’™πŸ π’™πŸ π’™πŸ‘ π’™πŸ’ π’”πŸ

𝒛 18.75 0 0 0.25 1.5 0

π’™πŸ 1.25 0 1 0.75 -0.5 0

π’™πŸ 3.25 1 0 -0.25 0.5 0

π’”πŸ -0.75 0 0 -0.25 -0.5 1

π’™πŸ π’™πŸ π’™πŸ‘ π’™πŸ’ π’”πŸ

𝒛 18 0 0 0 1 1

π’™πŸ -1 0 1 0 -2 3

π’™πŸ 4 1 0 0 1 -1

π’™πŸ‘ 3 0 0 1 2 4

π’™πŸ π’™πŸ π’™πŸ‘ π’™πŸ’ π’”πŸ

𝒛 17.5 0 0.5 0 0 2.5

π’™πŸ’ 0.5 0 -0.5 0 1 -1.5

π’™πŸ 3.5 1 0.5 0 0 0.5

π’™πŸ‘ 2 0 1 1 0 -1

By taking constraint directly in the last Tableau

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Finding Second CutFINDING GOMORY’S CUT

Gomory cut constraint by choosing value of i for which

𝑓𝑖0 𝑖𝑠 π‘π‘œπ‘ π‘–π‘‘π‘–π‘£π‘’ π‘šπ‘œπ‘ π‘‘. In table we can see

π’‡πŸŽπŸŽ = π’‡πŸπŸŽ = π’‡πŸπŸŽ = 𝟎. πŸ“ π’Šπ’” π’Žπ’π’”π’• π’‘π’π’”π’Šπ’•π’Šπ’—π’†

So w can generate cut through 𝒛 𝒐𝒓 π’™πŸ’ 𝒐𝒓 π’™πŸ we chooseπ’Š = 𝟎 𝒂𝒏𝒅 π’…π’†π’“π’Šπ’—π’† π’„π’π’π’”π’•π’“π’‚π’Šπ’π’•

π’‡π’ŠπŸŽ βˆ’ π’‹βˆˆπ‘Ήπ’‡π’Šπ’‹π’™π’‹ ≀ 𝟎

0.5 βˆ’ 0.5π‘₯2 βˆ’ 0.5𝑠1 ≀ 0

0.5 βˆ’ 0.5π‘₯2 βˆ’ 0.5𝑠1 + 𝑠2 = 0

βˆ’0.5 = 𝑠2 βˆ’ 0.5π‘₯2 βˆ’ 0.5𝑠1

π’™πŸ π’™πŸ π’™πŸ‘ π’™πŸ’ π’”πŸ

𝒛 17.5 0 0.5 0 0 2.5

π’™πŸ’ 0.5 0 -0.5 0 1 -1.5

π’™πŸ 3.5 1 0.5 0 0 0.5

π’™πŸ‘ 2 0 1 1 0 -1

New Constrained in π’™πŸπ’‚π’π’… π’™πŸπ‘“π‘œπ‘Ÿπ‘šπ‘₯3 = 9 βˆ’ 2π‘₯1 βˆ’ 2π‘₯2π‘₯4 = 11 βˆ’ 3π‘₯1 βˆ’ π‘₯2πŸπ’™πŸ + π’™πŸ ≀ πŸ•π’”πŸ = πŸ• βˆ’ πŸπ’™πŸ βˆ’ π’™πŸ0.5π‘₯2 + 0.5𝑠1 β‰₯ 0.5

0.5π‘₯2 + 0.5(πŸ• βˆ’ πŸπ’™πŸ βˆ’ π’™πŸ) β‰₯ 0.5π’™πŸ ≀ πŸ‘

(π‘§π‘—βˆ’π‘π‘—) β‰₯ 0

𝑓00

𝑓10

𝑓20

𝑓30

𝟎 ≀ 𝒇𝒂 < 𝟏

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Change in Geometry due to cut

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Change in Geometry due to cut

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Change in Geometry due to cut

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Third Iteration (LP)3DUAL SIMPLEX METHOD

π‘€π‘Žπ‘₯ 𝑧 = 5π‘₯1 + 2π‘₯2 + 0π‘₯3 + 0π‘₯4 + 0𝑠1subject to

2π‘₯1 + 2π‘₯2 + π‘₯3 = 9

3π‘₯1 + π‘₯2 + π‘₯4 = 11

βˆ’0.25π‘₯3 βˆ’ 0.5π‘₯4 + 𝑠1 = βˆ’0.75

βˆ’0.5 = 𝑠2 βˆ’ 0.5π‘₯2 βˆ’ 0.5𝑠1π‘₯1, π‘₯2, π‘₯3, π‘₯4, 𝑠1 β‰₯ 0

Optimal Solution: (π’™πŸβˆ— = πŸ‘, π’™πŸ

βˆ— = 𝟏, π’›βˆ— = πŸπŸ•)

π’™πŸ π’™πŸ π’™πŸ‘ π’™πŸ’ π’”πŸ π’”πŸ

𝒛 17.5 0 0.5 0 0 2.5 0

π’™πŸ’ 0.5 0 -0.5 0 1 -1.5 0

π’™πŸ 3.5 1 0.5 0 0 0.5 0

π’™πŸ‘ 2 0 1 1 0 -1 0

π’”πŸ -0.5 0 -0.5 0 0 -0.5 1

π’™πŸ π’™πŸ π’™πŸ‘ π’™πŸ’ π’”πŸ π’”πŸ

𝒛 17 0 0 0 0 2 1

π’™πŸ’ 1 0 0 0 1 -1 -1

π’™πŸ 3 1 0 0 0 0 1

π’™πŸ‘ 1 0 0 1 0 -2 2

π’”πŸ 1 0 1 0 0 1 -2

By taking constraint directly in the last Tableau

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Optimal point Geometrical

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References

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