MIE376 Lec 2 - Simplex.page45

MIE376 Lec 2 - Simplex.page45 - 6 out of the basis ± If...

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MIE376 - Mathematical Programmingt 45 Big-M Method New LP formulation, where M is a large # Maximize z = x 1 +2*x 2 – M*x 6 subject to x 1 + 3*x 2 +x 3 = 16 x 1 + x 2 +x 4 = 7 x 1 – 3x 2 -x 5 + x 6 = 2 x 1 , x 2 , x 3 , x 4 , x 5 , x 6 0 Initial Basis = {x 3 , x 4 , x 6 } Big-M penalty attempts to drive x
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Unformatted text preview: 6 out of the basis ± If final basis ² Excludes x 6 Æ optimal solution of original LP ² Includes x 6 Æ original LP has no feasible solution x1 x2 x3 x4 x5 and x6...
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