Question

In: Operations Management

Slack variable coefficients of 1 in the objective function. true or false

Slack variable coefficients of 1 in the objective function. true or false

Solutions

Expert Solution

  1. Step 1: Convert to standard form:

• variables on right-hand side, positive constant on left

• slack variables for ? constraints

• surplus variables for ? constraints

• x = x ? ? x + with x ?, x+ ? 0 if x unrestricted

• in standard form, all variables ? 0, all constraints equalities

Step 2: Add artificial variables:

• one for each constraint without a slack variable

3. Step 3: Create an objective constraint:

• add new variable z, and add new constraint z? objective = 0 4.

Step 4: Form the initial tableau:

• first column to identify basic variables

• last column for constants on right-hand sides of constraints

• in between, one column for each variable (beginning with z)

• first row for labels

• remaining rows for constraints (beginning with objective — but see Step 5 below)

5. Step 5: Identify the initial objective function (z =?)

• if all constraints were ?, so slack variable in each constraint, use objective function from original problem

• if there are artificial variables, and M-method is being used, objective function is original objective plus – large positive multiple of each artificial variable (if minimization problem) – large negative multiple of each artificial variable (if maximization problem)

• if there are artificial variables, and two-phase method is being used, objective function is sum of artificial variables, and this should be minimized (whether or not original problem was minimization)

6. Step 6: Identify initial basic variables:

• slack variables together with artificial variables

• looking at constraint rows only in columns of these initial basic variables, should see permutation of columns of identity matrix

• label each constraint row by the basic variable occurring once in that row

7. Step 7: Modify the z-row

• if entry in z-row in column of basic variable is not zero, add appropriate multiple of the row in which that basic variable appears, so that entry becomes 0

• at end of process, objective is expressed entirely in terms of non-basic variables

• if initial basic variables consist of all slack variables, this step not necessary

8. Step 8: Identify an entering basic variable and pivot column:

• maximization problem — most negative coefficient in z-row

• minimization problem — most positive coefficient in z-row

• break ties by choosing left-most column

• column of entering variable is pivot column

• if no entering variable, STOP — optimum reached – current basic feasible solution is optimal – optimal objective value is last entry (solution column) of objective row

9. Step 9: Identify a departing basic variable and pivot row:

• for each non-basic variable, take ratio of entry in solution column and entry in pivot column

• non-basic variable with smallest non-negative ratio is departing variable, and corresponding row is pivot row

• break ties by choosing top-most column

10. Step 10: Pivot on pivot entry:

• pivot entry is intersection of pivot row and pivot column

• scale pivot row so pivot element is one

• add multiples of pivot row to other rows (including objective row) so rest of pivot column is zero

• change label of pivot row to that of entering variable

11. Step 11: Iterate:

• repeat steps 8 through 10 until optimal is reached

• if using M-method or all-slack starting solution, problem is completely done; if using two-phase method, go onto step

12 12. Step 12: Phase 2 of two-phase method:

• as long as phase 1 of two-phase method returns minimum of zero, continue to phase 2

• create a new initial tableau – objective row given by original objective of problem – constraint rows given by constraint rows of final tableau of phase 1, with artificial columns removed – initial basic variables given by basic variables at end of phase 1

• go back to step 7


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