 Case 1：Equality Constraints

Any equality constraint

Ai1X1 + Ai2X2 + … + AinXn＝bi

Actually is equivalent to a pair of inequality constraints：

a i1 X 1 + a X 2 + … + a in Xn  bi 
a i1 X 1 + a
i2

i2

X 2 + … + a in Xn  bi  two constraints

EX. Suppose that the wyndor Glass Co. is modified to require that plant3 be used at

full capacity.

Third constraint： 3X1＋2X2  18 ＝＞ 3X1＋2X2＝18

- Constructing an artificial problem that has the same optimal solution as the real

problem by making two modifications of the real problem.

1. Apply the artificial – variable technique by introducing a nonnegative artificial

X5
variable ( call it ) into Eq.(3), just as if it were (3) 3X1＋2X2＋ X 5 ＝18

2. Assign an overwhelming penalty to having X5 ＞ 0 by changing the objective

function: Z=3X1 ＋ 5X2 to Z=3X1 ＋ 2X2 － M X 5 , where M symbolically

represents a huge positive number ( This method of forcing X5 to be X5 = 0 in

the optimal solution is called the Big M method )

 Case 1: Equality Constraints (cont.)
Initial BF solution:
Nonbasic variables: X1=0 , X2=0
Basic variables: X3=4, X4=12, X 5 =18
The Real Problem The Artificial Problem
Max. Z=3X1＋5X2 Define X 5 =18－3X1－2X2
S.T. X1  4 Max: Z=3X1＋2X2－M X 5

2X2  12 S.T. : X1  4
3X1＋2X2  18 2X2  12
And X1  0, X2  0 3X1＋2X2  18
(so 3X1＋2X2＋ X 5 ＝18 )

And X1  0, X2  0

 (0) Z－3X1－5X2  M X5 =0 initial basic variables are:

(1) X1+X3=4 (X3,X4, X5 )

(2) 2X2+X4=12 -This system is not yet in proper

(3) 3X1+2X2+ X 5 =18 form from Gaussian elimination

Because X5 has a nonzero coefficient in Eq.(0).

 Case1:Equality constraints(cont.)
Z－3X1－5X2＋M X 5 ＝0 Eq.(0)

－＞3M X1＋2M X2＋M X 5 ＝18M MXEq.(3)

Z－(3M+3)X1－(2M+5)X2＝-18M, New Eq.(0)

Basic Coefficient of: Right
Iteration Variable Eq Z X1 X2 X3 X4 X5 Side

Z (0) 1 -3M-3 -2M-5 0 0 0 -18M

0 X3 (1) 0 1 0 1 0 0 4 ←Minimum
X4 (2) 0 0 2 0 1 0 12 ratio
X5 (3) 0 3 2 0 0 1 18
Z (0) 1 0 -2M-5 3M+3 0 0 -6M+12
1 X1 (1) 0 1 0 1 0 0 4
X4 (2) 0 0 2 0 1 0 12
X5 (3) 0 0 2 -3 0 1 6 ←Minimum
Z (0) 1 0 0 -9/2 0 M+5/2 27 ratio
2 X1 (1) 0 1 0 1 0 0 4
X4 (2) 0 0 0 3 1 -1 6 ←Minimum
X2 (3) 0 0 1 -3/2 0 1/2 3 ratio
Z (0) 1 0 0 0 3/2 M+1 36 ←optimal
3 X1 (1) 0 1 0 0 -1/3 1/3 2
X3 (2) 0 0 0 1 1/3 -1/3 2
X2 (3) 0 0 1 0 1/2 0 6
X5
- Note that the artificial variable is a basic variable ( X 5 ＞0) in the first two

tableaux and a nonbasic variable ( X 5 =0) in the last two.

- Optimal solution: ( X1,X2,X3,X4, X 5 ) = ( 2,6,2,0,0 )

and Z=36.