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Introduction to Operations Research

Revised Simplex Method. Introduction to Operations Research. How many basic variables are there in this problem? If we know that x 2 and x 3 are non-zero, how can we find the optimal solution directly?

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Introduction to Operations Research

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  1. Revised Simplex Method Introduction to Operations Research

  2. How many basic variables are there in this problem? • If we know that x2 and x3 are non-zero, how can we find the optimal solution directly? • How can this help us use the simplex method more efficiently, assuming we start from the usual initial solution? • What if I told you that x3 was the only non-zero decision variable in a solution. How could you find that solution? Linear programming Maximize 5x1 + 3x2 + 4x3 Subject to: 2x1 + x2 + x3 ≤ 20 3x1 + x2 + 2x3 ≤ 30 x1, x2, x3 ≥ 0

  3. Linear Programming Description Maximize Z = c1x1 + … + cnxn Subject to. a11x1 + … + a1nxn ≤ b1 am1x1 + … + amnxn ≤ bm x1 ≤ 0, …, xn ≤ 0

  4. Revised Simplex Method • Re-write problem in matrix form Max Z = cx s.t. Ax ≤ b and x ≥ 0 c = [c1,c2,…,cn] contribution of each xi to Z

  5. Revised simplex method

  6. Revised Simplex method • Initial Tableau

  7. Put Wyndor Glass problem in Matrix form Fill in values for each Matrix or vector: c, A, x, b, I. xs Convince yourself that this really represents the initial tableau. Revised Simplex Method Maximize Z = 3x1 + 5x2 Subject to: x1 ≤ 4 2x2 ≤ 12 3x1 + 2x2 ≤ 18 x1, x2 ≥ 0

  8. Revised Simplex method • Initial Tableau

  9. Revised Simplex method

  10. Recall that in any basic solution m variables are basic (positive) and n variables are non-basic (equal to zero) • Ignore all the non-basic variables. • Let xB be the vector of basic variables • Let B be the Matrix of coefficients of basic variables. • Then it is true that BxB=b Revised simplex method

  11. Initial Basis BxB =b

  12. Revised Simplex method Consider the following constraint set, in augmented form. (x3 and x4 are slacks) x1 + 2x2 + x3 = 5 2 x1 + 3x2 + x4 = 8 If x1 and x3 are basic, then we know that x2 and x4 each equal 0, so we can rewrite the constraint set as x1 + x3 = 5 2 x1 = 8 In matrix form: xB = [x1, x3] and You can see that BxB = b

  13. Revised Simplex method • In any iteration it is true that BxB = b • We can solve for xB • B-1BxB = B-1b • xB = B-1b • So, if I tell you the basis, you can tell me the value of the basic variables.

  14. Wyndor example • The basic variables are x1, x3, x4. What are their values? • xB = B-1b Maximize Z = 3x1 + 5x2 Subject to: x1 ≤ 4 2x2 ≤ 12 3x1 + 2x2 ≤ 18 x1, x2 ≥ 0

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