MIE376 Lec 2 - Simplex.page46

MIE376 Lec 2 - Simplex.page46 - ² Includes x 6 Æ original...

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MIE376 - Mathematical Programmingt 46 2-Phase Approach ± Requires solution of 2 separate LPs ± Phase 1: ² Minimize z = x 6 ² subject to ² x 1 + 3*x 2 +x 3 = 16 ² x 1 + x 2 +x 4 = 7 ² x 1 –3x 2 -x 5 + x 6 = 2 ² x 1 , x 2 , x 3 , x 4 , x 5 , x 6 0 ± Initial Basis = {x 3 , x 4 , x 6 } ± Phase 1 attempts to drive x 6 out of the basis ± If final basis of Phase 1 ² Excludes x 6 Æ obtain initial bfs of original LP
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Unformatted text preview: ² Includes x 6 Æ original LP has no feasible solution ± Phase 2: ² Maximize z = x 1 +2*x 2 ² x 1 + 3*x 2 + x 3 = 16 ² x 1 + x 2 +x 4 = 7 ² x 1 – 3x 2-x 5 = 2 ² Use bfs from Phase 1 as initial solution to phase 2. x 2 x 3 x 4 x 5 and x 6...
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This note was uploaded on 07/10/2011 for the course MIE 376 taught by Professor Daniel during the Spring '11 term at University of Toronto.

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