Homework 4 Solution

THE CHINESE UNIVERSITY OF HONG KONG
Department of Mathematics
MAT581SS Mathematics for Logistics (Fall 2009)
Suggested Solution for Homework 4
1 solution:
Maximise z=7x1 + 9x2 + 0x3 + 0x4
subject to
x1
7x1
+ 3x2
+ x2
+
+
x3
x4
= 6
= 35
x1 , x2 , x3 , x4 , 0 all are integers

all are integers
Tableau 1
z
x3
x4
Tableau 2
z
x3
x4
x1
-7
-1
7
0
6
35
0
2
35
18
2
33
Tableau 4
z
x2
x4
18
2
9
2
Tableau 5
z
x2
x1
63
2 32
9
2
x3
0
1
0
x4
0
0
1
x2
-9
1
1
x3
0
x4
0
0
1
2
35
x1
-10
- 13
7 13
x2
0
1
0
x1
-7
- 31
7
Tableau 3
z
x2
x4
x2
-9
3
1
x1
-10
- 31
1
x2
0
1
0
x1
0
0
1
x2
0
1
0
1
3
x3
3
1
3
1
- 22
x3
3
2
35
x4
0
0
1
1
3
- 13
1
3
R2
R1 + 9R2
9
2
R3 R2
x4
0
0
3
22
x3
6
2 11
x4
4
1 11
7
22
1
- 22
1
22
3
22
9
2
3
22
R3
R1 + 10R3
R2 + 13 R3
Therefore the desired Gomorys cut constraint is

f10 f13 x3 f14 x4 0
i.e.
1
2
7
22 x3
1
22 x4
7
22 x3
1
22 x4
+ x5 = 0, where x5 is the Gomorian slack.
i.e.
1
2
We next append this cut constraint to (LP )1 to get (LP )2 as

Maximise z = 7x1 + 9x2 + 0x3 + 0x4
subject to
+ 3x2
+ x2
x1
7x1
x3
7
22 x3
x4
1
22 x4
x5
x1 , x2 , x3 , x4 , x5 , 0
second iteration
Tableau 6
z
x2
x1
x5
63
2 32
9
2
- 12
Tableau 7
z
x2
x1
x5
63
2 32
9
2
11
7
Tableau 8
z
x2
x1
x3
59
3
4 47
11
7
x1
0
0
1
0
x2
0
1
0
0
x3
6
2 11
x4
4
1 11
7
22
1
- 22
7
- 22
1
22
3
22
1
- 22
-8
-30
x1
0
0
1
0
x2
0
1
0
0
x3
6
2 11
x4
4
1 11
7
22
1
- 22
1
22
3
22
1
7
x1
0
0
1
0
x2
0
1
0
0
x3
0
0
0
1
x4
1
0
1
7
1
7
x5
0
0
0
1
x5
0
0
0
- 22
7
x5
8
1
- 17
- 22
7
22
7 R4
R1
R2
R3 +
28
11
7
22
1
22
R4
R4
R4

f20 f24 x4 f25 x5 0
i.e.
4
7
71 x4 67 x5 0
i.e.
4
7
71 x4 67 x5 + x6 = 0, where x6 is the Gomorian slack.
=
6
= 35
= 21
We next append this cut constraint to (LP )2 to get (LP )3 .
third iteration
Tableau 9
z
x2
x1
x3
x6
59
3
4 47
11
7
- 47
x1
0
0
1
0
0
x2
0
1
0
0
0
x3
0
0
0
1
0
x4
1
0
Tableau 10
x1
z
59
0
x2
3
0
x1 4 47
1
x3 11
0
7
x6
4
0
x2
0
1
0
0
0
x3
0
0
0
1
0
x4
1
0
Tableau 11
x1
z
59
0
x2
3
0
x1 4 47
1
x3 11
0
7
x6
4
0
x2
0
1
0
0
0
x3
0
0
0
1
0
x4
1
0
Tableau 12
x1
z 55 0
x2
3
0
x1
4
1
x3
1
0
x6
4
0
x2
0
1
0
0
0
x3
0
0
0
1
0
1
7
1
7
- 71
x5
8
1
- 71
- 22
7
- 76
-7
28
3
x5
8
1
- 17
- 22
7
6
x6
0
0
0
0
-7
x5
8
1
- 17
- 22
7
6
x6
0
0
0
0
-7
x4
0
0
0
0
1
x5
2
1
-1
-4
6
1
7
1
7
1
7
1
7
x6
7
0
1
1
-7
x6
0
0
0
0
1
7 R5
R1 R5
R3
R4
1
7
1
7
R5
R5
Since both x1 and x2 are integer, we get the optimal solution which satisfies the integer solution, i.e.,
x1 = 4, x2 = 3 and its optimal value is z = 55.
x2
7 x 1+ x 2 = 35
- x 1+ 3 x 2= 6
(9/2, 7/2)
x1
Figure 1: (LP )1
x2
7 x 1+ x 2 = 35
- x 1+ 3 x 2= 6
(32/7, 3)
x 2= 3
Figure 2: (LP )2
x1
x2
7 x 1+ x 2 = 35
x1 + x 2 = 7
- x 1+ 3 x 2= 6
(4, 3)
x 2= 3
Figure 3: (LP )3
x1
2 solution:
max
z = x1 + 2x2 + 0x3 + 0x4 + 0x5
subject to
x1
2x1
2x2
x2
+ x3
+ x4
+
x5
=
=
=
7
7
11
x1 , x2 , x3 , x4 , x5 , 0 all are integers
Tableau 1
z
x3
x4
x5
Tableau 2
z
x3
x4
x5
x1
-1
0
1
2
0
7
7
11
0
7
2
7
11
x1
-1
0
1
2
Tableau 3
z
x2
x4
x5
7
7
2
7
2
11
Tableau 4
z
x2
x1
x5
7 72
7
2
7
2
4
x1
0
0
1
0
x2
-2
2
1
0
x3
0
1
0
0
x4
0
0
1
0
x5
0
0
0
1
x2
-2
1
1
0
x3
0
x4
0
0
1
0
x5
0
0
0
1
7
2
x1
-1
0
1
2
x2
0
1
0
0
x3
1
x4
0
0
1
0
x2
0
1
0
0
1
2
0
0
x3
1
2
1
2
- 12
1
2
- 12
x4
1
0
1
-2
x5
0
0
0
1
7
2
1
2
R2
x5
0
0
0
1
R1 + 2 R2
7
2
11
2
R3 R2
R1 + R3
R4 2 R3

f20 f23 x3 0
i.e.
1
2
21 x3 0
i.e.
1
2
21 x3 + x6 = 0, where x6 is the Gomorian slack.
We next append this cut constraint to (LP )1 to get (LP )2 .
Tableau 5
7
2
7
2
4
- 12
Tableau 6
z
x2
x1
x5
x6
7 72
7
2
7
2
4
1
Tableau 7
z
x2
x1
x5
x3
x1
0
0
1
0
0
7 72
z
x2
x1
x5
x6
10
3
4
3
1
x2
0
1
0
0
0
x3
x4
1
0
1
-2
0
1
2
1
2
- 12
1
- 12
-1
x1
0
0
1
0
0
x2
0
1
0
0
0
x3
x1
0
0
1
0
0
x2
0
1
0
0
0
x5
0
0
0
1
0
x6
0
0
0
0
1
1
1
x4
1
0
1
-2
0
x5
0
0
0
1
0
x6
0
0
0
0
-2
x3
0
0
0
0
1
x4
1
0
1
-2
0
x5
0
0
0
1
0
x6
1
1
-1
2
-2
1
2
1
2
- 12
2 R5
R1 12 R5
R2 12 R5
R3 + 12 R5
R4 R5
Since both x1 and x2 are integer, so we get the optimal solution which satisfies the integer solution.
Therefore,
x1 = 4, x2 = 3 and z = 10.
x2
x1 = 11/2
x 1 + x2 = 7
(7/2, 7/2)
x 2 = 7/2
(4, 3)
x2 = 3
Figure 4: (LP )2
x1
3 solution:
max z = x1 + x2 + 0x3 + 0x4
subject to
3x1
2x2
x2
x3
+
x4
= 5
= 2
x1 , x2 , x3 , x4 , 0
x1 isinteger
Tableau 1
x1
z 0 -1
x3 5 3
x4 2 0
x2
-1
2
1
x3
0
1
0
x4
0
0
1
Tableau 2
x1
z 2 -1
x3 1 3
x2 2 0
x2
0
0
1
x3
0
1
0
x4
1
-2
1
Tableau 3
x1
z
2 -1
x3 13
1
x2 2
0
x2
0
0
1
x3
0
x4
1
- 32
1
Tableau 4
z
x1
x2
2 13
1
3
x1
0
1
0
x2
0
0
1
1
3
x3
x4
1
3
1
3
1
3
- 23
5
2
R1 + R3
R2 2 R3
1
3
1
3
R2
R1 + R2
The Gomorian constraint is given by

1
1
x3 + 3
3
1
1
3
2
3
1
x4 ,
3
where x6 is the Gomorian slack. Thus, we get
second iteration
Tableau 5
z
x1
x2
x6
2 13
1
3
2
- 13
x1
0
1
0
0
x2
0
0
1
0
x3
x4
1
3
1
3
1
3
- 23
0
- 13
1
- 13
x5
0
0
0
1
1
1
1
= x3 x4 + x6 .
3
3
3
Tableau 6
z
x1
x2
x6
2 13
1
3
2
1
x1
0
1
0
0
Tableau 7
x1
z 2 0
x1 0 1
x2 2 0
x3 1 0
x2
0
0
1
0
x2
0
0
1
0
x3
x4
1
3
1
3
1
3
- 23
0
1
1
1
x3
0
0
0
1
x4
0
-1
1
1
x5
0
0
0
-3
x5
1
1
0
-3
3 R4
1
3
1
3
R1
R2
R4
R4
Since x1 is an integer and the optimal criterion is satisfied, so we get the optimal solution which satisfies
the integer solution for x1
Thus, x1 = 0, x2 = 3, the optimal solution is z = 2.
x2
3 x 1 + 2 x2 = 5
x 2= 2
(1/3, 2)
x1
Figure 5: (LP )1
x2
3 x 1 + 2 x2 = 5
x 2= 2
(0, 2)
x 1 + x2 = 2
x1
Figure 6: (LP )2
4 solution:
max z = x1 + 4x2 + 0x3 + 0x4
subject to
2x1
5x1
+
+
4x2
3x2
+ x3
+ x4
=
=
7
15
x1 , x2 , x3 , x4 , 0 and are integers
Tableau 1
CB
XB
x1
x2
x3
x4
0
0
z j cj
x3
7
x4
15
z(XB )=0
2
5
-1
4
3
-4
1
0
0
0
1
0
Tableau 2
cj
CB
XB
x1
x2
x3
x4
0
0
z j cj
7
x3
4
x4
15
z(XB )=0
1
2
1
4
5
-1
1
3
-4
0
0
0
1
0
Tableau 3
7
4
cj
cj
Min.
Ratio
7
4
Min.
Ratio
7
4
1
4
R1
Min.
Ratio
CB
XB
x1
x2
x3
x4
4
0
z j cj
7
x2
4
39
x4
4
z(XB )=7
1
2
7
2
1
0
0
1
4
- 34
0
1
0
R2 3 R1
R3 + 4 R1
node 1
x = 0, x = 7/2
( LP ) 1
z = 7 ( upper bound )
= 12 x1 + x2 + 14 x3
so x2 =
7
4
12 x1 14 x3
1
Figure 7: (LP )1
(LP )2 :
Consider x2 1.
We get 47 21 x1 14 x3 1.
Introducing the Gomorian slack, we have
7
1
1
4 2 x1 4 x3 + x5 = 1.
Tableau 4
CB
4
0
0
z j cj
cj
XB
1
x1
7
x2
4
39
x4
4
x5
- 43
z(XB )=7
Tableau 5
CB
4
0
0
z j cj
1
2
7
2
- 21
1
-2
1
x1
cj
XB
7
x2
4
39
x4
4
3
x5
2
z(XB )=7
Tableau 6
CB
4
0
1
z j cj
1
2
7
2
1
1
1
x1
0
0
1
0
cj
XB
1
x2
9
x4
2
3
x1
2
z(XB ) =
11
2
4
x2
1
0
0
0
0
x3
4
x2
1
0
0
0
0
x3
1
4
- 34
- 14
1
-4
1
4
- 34
1
2
4
x2
1
0
0
0
0
x4
0
1
0
0
0
x5
0
0
1
0
0
x4
0
1
0
0
0
x5
0
0
-2
0
0
x3
0
- 25
0
x4
0
1
0
0
1
2
1
2
2 R3
0
x5
1
7
-2
2
R1
R2
1
2
7
2
R3
R3
R4 R3
(LP )3 :
Consider x2 2.
We get
7
4
21 x1 14 x3 2.
We get 12 x1 14 x3
1
4
because we require x1 , x3 0, so it is infeasible.
x <= 1
2
node 1
x = 0, x = 7/2
( LP ) 1
x => 2
2
x = 3/2, x = 1
node 2
node 3
z = 11/2
( LP ) 2
( LP ) 3
Figure 8: (LP )2 and (LP )3
infeasible
From (LP )2 in Tableau 6, we have

3
2
= x1 + 12 x3 2x5 .
x1 =
3
2
12 x3 + 2x5 .
(LP )4 :
Consider
x1 1.
We have
1
3
2 2 x3 + 2x5 1.
3
1
2 2 x3 + 2x5 + x6 = 1.
so
12 x3 + 2x5 + x6 = 21 .
Tableau 7
CB
4
0
1
0
z j cj
x2
9
x4
2
3
x1
2
x6
- 21
z(XB ) = 11
2
Tableau 8
CB
4
0
1
0
z j cj
cj
XB
1
x2
9
x4
2
3
x1
2
x6
1
z(XB ) =
Tableau 9
CB
4
0
1
0
z j cj
cj
XB
1
11
2
cj
XB
x2
1
x4
7
x1
1
x6
1
z(XB ) = 5
1
x1
0
0
1
0
0
4
x2
1
0
0
0
0
0
x3
0
- 25
0
x4
0
1
0
0
0
0
x5
1
7
-2
2
2
0
x6
0
0
0
1
0
1
x1
0
0
1
0
0
4
x2
1
0
0
0
0
0
x3
0
- 25
0
x4
0
1
0
0
0
0
x5
1
7
-2
-4
2
0
x6
0
0
0
-2
0
1
x1
0
0
1
0
0
4
x2
1
0
0
0
0
1
2
- 21
1
2
1
2
1
1
2
0
x3
0
0
0
1
0
0
x4
0
1
0
0
0
0
x5
1
-3
0
-4
4
0
x6
0
-5
1
-2
1
2 R4
R2 +
R3
5
2
1
2
R4
R4
R5
1
2
R4
(LP )5 :
Consider
x1 2
We have
3
1
2 2 x3 + 2x5 2
1
1
2 x3 2x5 + x6 = 2
Tableau 10
CB
4
0
1
0
z j cj
XB
x2
1
9
x4
2
3
x1
2
x6
- 21
z(XB ) = 11
2
Tableau 11
CB
4
0
1
0
z j cj
cj
XB
1
x2
9
x4
2
3
x1
2
1
x6
4
z(XB ) =
Tableau 12
CB
4
0
1
0
z j cj
cj
11
2
cj
XB
1
x1
0
0
1
0
0
4
x2
1
0
0
0
0
0
x3
0
- 25
0
x4
0
1
0
0
0
0
x5
1
7
-2
-2
2
0
x6
0
0
0
1
0
1
x1
0
0
1
0
0
4
x2
1
0
0
0
0
0
x3
0
- 25
0
x4
0
1
0
0
0
0
x5
1
7
-2
1
2
0
x6
0
0
0
- 21
0
1
x1
0
0
1
0
0
3
x2
4
11
x4
4
x1
2
1
x5
4
z(XB ) = 5
4
x2
1
0
0
0
0
1
2
1
2
1
2
1
2
- 41
1
2
0
x3
1
4
- 34
0
- 14
1
0
x4
0
1
0
0
0
0
x5
0
0
0
1
0
- 12 R4
0
x6
1
2
7
2
-1
- 12
1
R1 R4
R2 7 R4
R3 + 2R4
R5 2 R4
node 1
x = 0, x = 7/2
( LP ) 1
x <= 1
x => 2
x = 3/2, x = 1
node 2
node 3
( LP ) 2
( LP ) 3
= 11/2
x <= 1
1
x => 2
infeasible
fathomed
x = 1, x = 1
node 4
node 5
x = 2, x = 3/4
z =5
( LP ) 4
( LP ) 5
z =5

Since x2 = 3/4 is not an integer, (LP )5 is branched further.
From (LP )5 in Tableau 12, we have

= x2 + 14 x3 + 12 x6 .
so x2 = 34 14 x3 12 x6 .
3
4
(LP )6 :
Consider
x2 1.
We get 14 x3 12 x6
1
4
because we require x3 , x6 0 ,so in this situation, it is infeasible.

(LP )7 :
Consider
x2 0.
We get
1
1
3
4 4 x3 2 x6 0
14 x3 21 x6 + x7 = 34
Tableau 13
CB
4
0
1
0
0
z j cj
3
x2
4
11
x4
4
x1
2
1
x5
4
x7
- 34
z(XB ) = 5
Tableau 14
CB
4
0
1
0
0
z j cj
cj
XB
3
x2
4
11
x4
4
x1
2
1
x5
4
3
x7
2
z(XB ) = 5
Tableau 15
CB
4
0
1
0
0
z j cj
cj
XB
cj
XB
0
- 52
3 12
1
x2
x4
x1
x5
3
x6
2
z(XB ) =
7
2
1
x1
0
0
1
0
0
0
4
x2
1
0
0
0
0
0
0
x3
1
x1
0
0
1
0
0
0
4
x2
1
0
0
0
0
0
0
x3
1
x1
0
0
1
0
0
0
4
x2
1
0
0
0
0
0
0
x3
0
- 25
1
4
- 34
0
- 14
- 14
1
1
4
- 34
0
- 14
1
2
1
2
0
1
2
1
2
0
x4
0
1
0
0
0
0
0
x5
0
0
0
1
0
0
0
x6
0
x4
0
1
0
0
0
0
0
x5
0
0
0
1
0
0
0
x6
-1
- 12
1
1
0
x7
0
0
0
0
-2
0
0
x4
0
1
0
0
0
0
0
x5
0
0
0
1
0
0
0
x6
0
0
0
0
1
0
0
x7
1
7
-2
-1
-2
2
1
2
7
2
-1
- 12
- 12
1
1
2
7
2
0
x7
0
0
0
0
1
0
2 R5
R1 12 R5
R2 72 R5
R3 + R5
R4 + 12 R5
R6 R5
Since all zj cj 0, the solution is optimum is given by x1 = 3 and x2 = 0, max z = 3. (LP )7 yields an
optimum integer solution. Hence, (LP )7 is dropped.
Among the available integer valued solution, the best integer solution is given by (LP )4 . Therefore, the
optimal integer solution is max z = 5, and x1 = 1, x2 = 1.
node 1
x = 0, x = 7/2
( LP ) 1
x <= 1
x => 2
x = 3/2, x = 1
node 2
node 3
z = 11/2
( LP ) 2
( LP ) 3
infeasible
fathomed
x <= 1
x => 2
x = 1, x = 1
node 4
node 5
x = 2, x = 3/4
z =5
( LP ) 4
( LP ) 5
z =5
x <= 0
fathomed
x => 1
2
x = 3, x = 0
node 7
node 6
z =3
(LP)
(LP)
fathomed
infeasible
fathomed
Figure 10: (LP )4 : max z = 5, and x1 = 1, x2 = 1

Hence, the best available integer solution optimal solution is max z = 5, and x1 = 1, x2 = 1
x2
5 x 1 + 3 x 2 = 15
2 x 1+ 4 x 2 = 7
x1
Figure 11: (LP )1
x2
5 x 1 + 3 x 2 = 15
x 2 => 2
x 2 <= 1
2 x 1+ 4 x 2 = 7
x1
x2
5 x 1 + 3 x 2 = 15
x 2 => 2
x 2 <= 1
x 1 => 2
x 1 <= 1
2 x 1+ 4 x 2 = 7
x1
x2
5 x 1 + 3 x 2 = 15
x 2 => 1
x 1 <= 1
x 1 => 2
2 x 1+ 4 x 2 = 7
x1

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Homework 4 Solution

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THE CHINESE UNIVERSITY OF HONG KONG

x1 , x2 , x3 , x4 , 0 all are integers

Therefore the desired Gomorys cut constraint is

+ x5 = 0, where x5 is the Gomorian slack.

We next append this cut constraint to (LP )1 to get (LP )2 as

Therefore the desired Gomorys cut constraint is

71 x4 67 x5 + x6 = 0, where x6 is the Gomorian slack.

We next append this cut constraint to (LP )2 to get (LP )3 .

z = x1 + 2x2 + 0x3 + 0x4 + 0x5

x1 , x2 , x3 , x4 , x5 , 0 all are integers

Therefore the desired Gomorys cut constraint is

21 x3 + x6 = 0, where x6 is the Gomorian slack.

We next append this cut constraint to (LP )1 to get (LP )2 .

The Gomorian constraint is given by

where x6 is the Gomorian slack. Thus, we get

x1 , x2 , x3 , x4 , 0 and are integers

because we require x1 , x3 0, so it is infeasible.

Figure 8: (LP )2 and (LP )3

From (LP )2 in Tableau 6, we have

Figure 9: (LP )4 and (LP )5

From (LP )5 in Tableau 12, we have

because we require x3 , x6 0 ,so in this situation, it is infeasible.

Figure 10: (LP )4 : max z = 5, and x1 = 1, x2 = 1

Figure 11: (LP )1

Figure 13: (LP )4 and (LP )5

Figure 14: (LP )6 and (LP )7

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